Automatic Control Systems by Benjamin C Kuo PDF

KUO
BENJAMIN
C.
KUO
utomatic
control
THIRD EDITION
HI
OX
2D
-'.
PRLNIlUt
HALL
Syste
Automatic
Control
Systems
Third Edition
BENJAMIN
C.
KUO
Professor of Electrical Engineering

University
PRENTICE-HALL,
of Illinois at Urbana-Champaign
INC., Englewood
Cliffs,
New Jersey
(,^-s
in Publication
Library of Congress Cataloging
Kuo, Benjamin
Data
Automatic control systems.

Includes index.
1.
I.
Automatic control.
2.
Control theory.
Title.
TJ213.K8354 1975
ISBN 0-13-054973-8
629.8'3
74-26544
METROPOLITAN
BOROUGH OF W1GAN
OF
DEPT.
LEISURE
LIBRARIES
*?
10067*2
A-
Ace. No,
o
:
5m^?1^;,
1975 by Prentice-Hall, Inc.
Englewood
Cliffs,
New Jersey
All rights reserved.
No
may be reproduced
in
without permission in
part of this
book
any form or by any means

writing from the publisher.
10 9 8 7 6 5 4
Printed in the United States of America
PRENTICE-HALL
PRENTICE-HALL
PRENTICE-HALL
PRENTICE-HALL
PRENTICE-HALL
INTERNATIONAL, INC., London

AUSTRALIA, PTY. LTD., Sydney
OF
OF
OF
OF
CANADA,
LTD., Toronto
INDIA PRIVATE LIMITED,
JAPAN,
INC.,
Tokyo
New
Delhi
Contents
Preface
Introduction
1.1
Control Systems
1.2
What
1.3
2.
Feedback and What Are Its Effects ?

Types of Feedback Control Systems
11
Is
Mathematical Foundation
15
15
2. 7
Introduction
2.2
Complex-Variable Concept
2.3
Laplace Transform
15
18
2.4
Inverse Laplace Transform by Partial-Fraction Expansion
2.5
Application of Laplace Transform to the Solution of Linear Ordinary
2.6
Elementary Matrix Theory
2.7
Matrix Algebra
2.8
z-Transform
Differential Equations
21
25
26
32
39
~\
vi /
3.
Contents
Transfer Function and Signal Flow Graphs

Introduction
3.2
Transfer Functions of Linear Systems
51
3.3
Impulse Response of Linear Systems
55
3.4
Block Diagrams
3.5
Signal Flow Graphs
3.6
Summary
3.7
Definitions for Signal
3.9
3.
4.
10
58
64
of Basic Properties of Signal
Flow Graphs
69
Signal-Flow-Graph Algebra
Flow Graphs
67
66
Examples of the Construction of Signal Flow Graphs

75
General Gain Formula for Signal Flow Graphs
71
3.11
Application of the General Gain Formula to Block Diagrams
3.12
Transfer Functions of Discrete-Data
Systems
80
81
95
State-Variable Characterization of Dynamic Systems

95
4.
Introduction to the State Concept
4.2
State Equations
4.3
Matrix Representation of State Equations
4.4
State Transition Matrix
4.5
State Transition Equation
4.6
Between State Equations and

107
High-Order Differential Equations
4.7
4.8
4.9
and the Dynamic Equations
97
99
101
103
Relationship
Form
109
Between State Equations and Transfer Functions
117
Characteristic Equation, Eigenvalues, and Eigenvectors
Transformation to Phase-Variable Canonical
Relationship
4.10
Diagonalization of the
4.11
Jordan Canonical Form
Matrix (Similarity Transformation)
4.14
4.15
Controllability of Linear
4.16
Observability of Linear Systems
4.17
Relationship
12
4.
13
4.
18
Among
Systems
144
152
Controllability, Observability,
Transfer Functions
156
158
Nonlinear State Equations and Their Linearization

State Equations of Linear Discrete-Data Systems
161
4.20
z-Transform Solution of Discrete State Equations
165
4.21
State
4.23
167
Diagram for Discrete-Data Systems
171
State Diagrams for Samp/ed-Data Systems
State Equations of Linear Time-Varying Systems
173
Mathematical Modeling of Physical Systems

187
5.
Introduction
5.2
Equations of Electrical Networks
5.3
5.5
Modeling of Mechanical System Elements

203
Equations of Mechanical Systems
Error-Sensing Devices in Control Systems
5.6
Tachometers
5.4
118
State
4.19
4.22
115
123
Diagram
126
136
Decomposition of Transfer Functions
141
Transformation into Modal Form
4.
and
5.
51
3.1
3.8
51
219
188
190
208
187
Contents
5.7
5.8
5.9
5.10
5.11
6.
5.
12
5.
13
Motors in Control Systems

220
Two-Phase Induction Motor
225
Step Motors
228
Tension-Control System
235
Edge-Guide Control System
237
Systems with Transportation Lags
242
Sun-Seeker System
243
259
Introduction
6.2
Response of Control Systems

260
Time-Domain Performance of Control SystemsSteady-State Response
262
Time-Domain Performance of Control Systems Transient Response
271
Transient Response of a Second-Order System
273
Time Response of a Positional Control System
284
6.5
6.6
6.7
Typical Test Signals for Time
Effects of Derivative Control
Feedback Control Systems

6.8
6.9
6.
7.
10
on the Time Response of
295
on the Time Response

of Feedback Control Systems
300
Rate Feedback or Tachometer Feedback Control
Effects of Integral Control
Control by State- Variable Feedback
Stability of Control
302
305
Systems
316
316
7.1
Introduction
7.2
Stability. Characteristic
7.3
Stability of Linear Time-Invariant
and the State
Equation,
7.4
Methods of Determining
7.5
Routh-Hurwitz
Stability of Linear Control
Criterion
317
Transition Matrix
Systems with Inputs
319
Systems
321
322
330
7.6
Nyquist Criterion
7.7
Application of the Nyquist Criterion
7.8
Effects of Additional Poles
7.9
8.
259
6.
6.4
344
and Zeros G(s)H(s) on

of the Nyquist Locus
352
Stability of Multiloop Systems
356
7.10
7.11
Stability of
the
Shape
Systems with Time Delays

360
Nonlinear SystemsPopov's Criterion
363
Root Locus Techniques
375
375
8.
Introduction
8.2
Basic Conditions of the Root Loci
8.3
Construction of the Complete Root Loci
8.4
Application of the Root Locus Technique to the
Solution of Roots of a Polynomial
376
380
412
8.5
Some
8.6
Root Contour Multiple-Parameter Variation

424
Root Loci of Systems with Pure Time Delay
434
Relationship Between Root Loci and the Polar Plot
Root Loci of Discrete-Data Control Systems
447
8.7
8.8
8.9
vii
DC
Time- Domain Analysis of Control Systems
6.3
Important Aspects of the Construction of the Root Loci
444
417
viii /
9.
Contents
459
Frequency-Domain Analysis of Control Systems

459
9.
Introduction
9.2
9.3
462
Frequency-Domain Characteristics
Second-Order System
p .CO p , and the Bandwidth of a
9.4
Effects of Adding a Zero to the
9.5
Effects of Adding a Pole to the
9.6
Relative Stability Gain Margin, Phase Margin,
9.7
Relative Stability
Open-Loop
Open-Loop
464
Transfer Function
467
Transfer Function
471
and
9.9
As Related to the Slope of

Bode Plot
483
485
Loci in the G(jOi) -Plane
Constant
489
Constant Phase Loci in the G{jCO)-Plane
9.10
Constant
Mp
473
the Magnitude Curve of the
9.8
M and N Loci in the Magnitude
The Nichols Chart

9.11
9.
10.
12
Versus-Phase Plane
Closed-Loop Frequency Response Analysis of Nonunity Feedback Systems

497
Frequency Domain
496
Sensitivity Studies in the
504
Introduction to Control Systems Design

10.1
Introduction
10.2
Classical Design of Control
Systems
10.3
Phase-Lead Compensation
Phase-Lag Compensation
515
535
552
10.4
10.5
10.6
11.
490
504
510
Lag-Lead Compensation
Bridged-T Network Compensation
557
572
Introduction to Optimal Control

572
11.1
Introduction
1 1.2
Analytical Design
574
583
1.3
Parameter Optimization
1.4
Design of System with Specific EigenvaluesAn Application of Controllability
1.5
11.6
588
Design of State Observers
Optimal Linear Regulator Design
11.7
Design with
Partial State
Feedback
599
615
APPENDIX A Frequency-Domain
Plots
Polar Plots of Transfer Functions
627
A.
A.2
A.3
Bode
Plot (Corner Plot) of a Transfer Function
Magnitude-Versus-Phase Plot
626
633
643
APPENDIX B
Laplace Transform Table
APPENDIX C
Lagrange's Multiplier
Index
585
Method
645
650
653
Preface
The
first edition of this book, published in

1962, was characterized by having
chapters on sampled-data and nonlinear control systems. The
treatment of the
analysis and design of control systems was all classical.
The two major changes in the second edition, published in 1967, were the
inclusion of the state variable technique and the integration
of the discrete-data
systems with the continuous data system. The chapter on
nonlinear systems
was eliminated in the second edition to the disappointment of some
users of
that text. At the time of the revision the author felt that
a comprehensive treatment on the subject of nonlinear systems could not be made effectively
with
the available space.
The third edition is still written as an introductory text for a senior course
on control systems. Although a great deal has happened in the area
of modern
control theory in the past ten years, preparing suitable material
for a
course on introductory control systems remains a difficult task.
a complicated one because
it is difficult
to
modern
The problem is
teach the topics concerned with new
the undergraduate level. The unique
developments in modern control theory at

situation in control systems has been that many of
the practical problems are
still being solved in the industry by the
classical methods. While some of the
techniques in modern control theory are much more powerful
and can solve
more complex problems, there are often more restrictions when it comes
to
practical applications of the solutions.
However, it should be recognized that

control engineer should have an understanding of the classical
as
well as the modern control methods. The latter will enhance
and broaden one's
perspective in solving a practical problem. It is the author's
opinion that one
should strike a balance in the teaching of control systems theory at
the beginning
a
modern
Preface
emphasis
and intermediate levels. Therefore in this current edition, equal
theory.
control
modern
the
and
methods
classical
placed on the
A number of introductory books with titles involving modern control
is
have attempted to
theory have been published in recent years. Some authors
but according
control,
modern
the
with
control
classical
the
integrate
unify and
is highly
goal
such
a
Although
failed.
have
most
reviews,
and
the critics
to
desirable, if only
be a good
new
from the standpoint of presentation, there does not seem
solution. It
theories
remains that
is
possible that the objective
may
to
not be achieved until
and new techniques are developed for this purpose. The fact
of
control systems, in some way, may be regarded as a science
problemcontrol, in many different ways. These

against each other,
different ways of solution may be compared and weighed
approach used in
but it may not be possible to unify all the approaches. The
learning
how
to solve one
method and the modern approach indepenconsidered as alternadently, and whenever possible, the two approaches are
are weighed. Many
tives, and the advantages and disadvantages of each
this text is to present the classical
illustrative
Many
examples are carried out by both methods.

for not
existing text books on control systems have been criticized
One reason for this is, perhaps, that

who lack the practical background and
including adequate practical problems.
many
text
book
writers are theorists,
that the
experience necessary to provide real-life examples. Another reason is
realmost
fact
that
the
difficulty in the control systems area is compounded by
problems are highly complex, and are rarely suitable as illustrative examples
is lost by simplifying
at the introductory level. Usually, much of the realism
developed in the
techniques
the problem to fit the nice theorems and design
taking
a control system
students
material. Nevertheless, the majority of the
life
text
must put
course at the senior level do not pursue a graduate career, and they
extremely
is
It
employment.
new
their knowledge to immediate use in their
an
important for these students, as well as those who will continue, to gain
what a real control system is like. Therefore, the author has

text. The
introduced a number of practical examples in various fields in this
more
realprovide
to
text
of
this
attempt
the
homework problems also reflect
actual feel of
life
problems.
The following
with the
first
1.
2.
3.
features of this
new
edition are emphasized by comparison
two editions
Equal emphasis on classical and modern control theory.

Inclusion of sampled-data and nonlinear systems.
Practical system examples and homework problems.
The material assembled
in this
book
is
an outgrowth of a
senior-level
Illinois at
control system course taught by the author at the University of
in a style
written
Urbana-Champaign for many years. Moreover, this book is
adaptable for self-study and reference.

Chapter 1 presents the basic concept of control systems. The definition of
feedback and its effects are covered. Chapter 2 presents mathematical founda-
Preface
/ xi
and preliminaries. The subjects included are Laplace

transform, z-transform, matrix algebra, and the applications
of the transform methods. Transfer
function and signal flow graphs are discussed in
tion
Chapter
3.
Chapter 4 intro-
duces the state variable approach to dynamical

systems. The concepts and
definitions of controllability and observability are
introduced
at the early stage
These subjects are later being used for the analysis and
design of linear control
systems. Chapter 5 discusses the mathematical
modeling of physical systems.
Here, the emphasis is on electromechanical systems.
Typical
transducers and
control systems used in practice are illustrated.
The treatment cannot be
exhaustive as there are numerous types of devices and
control systems. Chapter
6 gives the time response considerations of control systems. Both the classical
and the modern approach are used. Some simple design
considerations in the
time domain are pointed out. Chapters 7, 8, and 9 deal
with topics on stability,
root locus, and frequency response of control systems.
In Chapter 10, the design of control systems is discussed,
and the
approach
is
basically classical.
Chapter
11 contains
some of the optimal control
subjects
which, in the author's opinion, can be taught at the

undergraduate level if time
permits. The text does contain more material than
can be covered in one
semester.
One of
the difficulties in preparing this
subjects to cover.
To keep
book
draft, had
the
book was the weighing of what

some subjects,
to a reasonable length,
which were in the original

to be left out of the final manuscript!
These included the treatment of signal flow graphs and
time-domain analysis,
of discrete-data systems, the second method of Liapunov's
stability method!
describing function analysis, state plane analysis, and
a few selected topics on
implementing optimal control. The author feels that the inclusion
of these
subjects would add materially to the spirit of the text,
but at the cost of a
higher price.
The author wishes to express his sincere appreciation to Dean W.

L.
Everitt (emeritus), Professors E. C. Jordan, O. L.
Gaddy, and E. W. Ernst,
of the University of Illinois, for their encouragement and
interest in the project!
The author is grateful to Dr. Andrew Sage of the University of Virginia
and
Dr. G. Singh of the University of Illinois for their valuable
suggestions. Special
thanks also goes to Mrs. Jane Carlton who typed a good portion
of the manuscript and gave her invaluable assistance in
proofreading.
Benjamin C.
Urbana,
Illinois
Kuo
1
Introduction
1 .1
Control Systems
In recent years, automatic control systems have assumed an increasingly

important role in the development and advancement of modern civilization
and technology. Domestically, automatic controls in heating and air conditioning
systems
regulate the temperature
and the humidity of modern homes for comfortable

automatic control systems are found in numerous applications, such as quality control of manufactured products, automation,
machine
tool control, modern space technology and weapon systems, computer
systems,
living. Industrially,
transportation systems, and robotics.
Even such problems as inventory control,

and economic systems control, and environmental and hydrological systems control may be approached from the theory of automatic control.
social
The
basic control system concept
diagram shown in Fig.

c in a prescribed
1-1.
The
may be
described by the simple block
objective of the system
manner by the actuating
signal e
is
to control the variable
through the elements of the
control system.
In more common terms, the controlled variable is the output of the system,
and the actuating signal is the input. As a simple example, in the steering control
of an automobile, the direction of the two front wheels may be regarded
as the
controlled variable
c,
the actuating signal
e.
The position of the steering wheel is the input,

The controlled process or system in this case is composed
the output.
of the steering mechanisms, including the dynamics of the entire automobile.

if the objective is to control the speed of the automobile,
then the
amount of pressure exerted on the accelerator is the actuating signal, with the
speed regarded as the controlled variable.
However,
Chap.
Introduction
Controlled
Actuating
signal e
variable c
Control
system
(Input)
(Output)
Fig. 1-1. Basic control system.
There are many situations where several variables are to be controlled simulmultivariabk
taneously by a number of inputs. Such systems are referred to as
systems.
Open-Loop Control Systems (Nonfeedback Systems)
The word automatic implies that there is a certain amount of sophistication

is usually
in the control system. By automatic, it generally means that the system
capable of adapting to a variety of operating conditions and is able to respond
system has
to a class of inputs satisfactorily. However, not any type of control
the
feeding
achieved
by
feature
is
automatic
the
Usually,
feature.
the automatic
output variable back and comparing it with the command signal. When a system
does not have the feedback structure, it is called an open-loop system, which is
the simplest and most economical type of control system. Unfortunately, openloop control systems lack accuracy and versatility and can be used in none but
the simplest types of applications.
Consider, for example, control of the furnace for
home
heating. Let us
assume that the furnace is equipped only with a timing device, which controls
the on and off periods of the furnace. To regulate the temperature to the
proper level, the human operator must estimate the amount of time required
for the furnace to stay on and then set the timer accordingly. When the preset
time is up, the furnace is turned off. However, it is quite likely that the house
temperature is either above or below the desired value, owing to inaccuracy in
the estimate. Without further deliberation,
control
is
inaccurate and unreliable.
one
fact that
may
not
know
One
it is
quite apparent that this type of
reason for the inaccuracy
the exact characteristics of the furnace.
lies
in the
The other
no control over the outdoor temperature, which has a

important
definite bearing on the indoor temperature. This also points to an
that the
in
system,
control
open-loop
disadvantage of the performance of an
factor
that one has
is
not capable of adapting to variations in environmental conditions or

experito external disturbances. In the case of the furnace control, perhaps an
house;
the
temperature
in
desired
certain
for
a
control
enced person can provide
the
during
intermittently
closed
or
are
opened
windows
or
but if the doors
system
is
operating period, the final temperature inside the house will not be accurately
regulated by the open-loop control.
An
electric
another typical example of an open-loop

is entirely determined by the judgment
true automatic electric washing
operator.
washing machine
system, because the
is
amount of wash time
A
and estimation of the human
machine should have the means of checking the cleanliness of the clothes continuously and turn itself off when the desired degree of cleanliness is reached.
Although open-loop control systems are of limited use, they form the basic
Sec. 1.1
Control Systems / 3
elements of the closed-loop control systems. In general, the elements of an open-
loop control system are represented by the block diagram of Fig.
1-2. An input
applied to the controller, whose output acts as the
actuating signal e; the actuating signal then actuates the controlled
process and
hopefully will drive the controlled variable c to the desired value.
signal or
command
r is
Reference
Actuating
input r
signal e
Controller
Controlled
variable c
Controlled
process
(Output)
Fig. 1-2.
Block diagram of an open-loop control system.
Closed-Loop Control Systems (Feedback Control Systems)
What is missing in the open-loop control system for more accurate and
more adaptable control is a link or feedback from the output to the input of
the
system. In order to obtain more accurate control, the controlled
signal c(t) must
be fed back and compared with the reference input, and an
actuating signal
proportional to the difference of the output and the input must be
sent through
the system to correct the error.
system with one or more feedback paths like
that just described is called a closed-loop system.
Human beings are probably
the most complex and sophisticated feedback control system
in existence.
human
being
may
be considered to be a control system with

outputs, capable of carrying out highly complex operations.
To
illustrate the
many
inputs and
human
being as a feedback control system, let us consider

an object on a desk. As one is reaching for the
object, the brain sends out a signal to the arm to
perform the task. The eyes
serve as a sensing device which feeds back continuously
the position of the hand.
The distance between the hand and the object is the error, which
is eventually
brought to zero as the hand reaches the object. This is a typical
example of
closed-loop control. However, if one is told to reach for the
object and then is
blindfolded, one can only reach toward the object by
estimating its exact posithat the objective
is
to reach for
tion. It is quite possible that the object
the eyes blindfolded, the feedback path
may be
is
missed by a wide margin. With

broken, and the human is operating
as an open-loop system.
being
is
The example of the reaching of an object by a

described by the block diagram shown in Fig. 1-3.
As another
illustrative
example of a closed-loop control system,
human
Fig. 1-4
Error
Input
detector
command
f x
Error
Controller
(brain)
Reach
for object
Fig. 1-3.
Controlled
process
1 Controlled
(arm and hand)
variable
Position
of hand
Block diagram of a human being as a closed-loop control

system.
Chap.
/ Introduction
Rudder
Fig. 1-4.
Rudder
control system.
shows the block diagram of the rudder control system of a ship. In this case the
objective of control is the position of the rudder, and the reference input is
applied through the steering wheel. The error between the relative positions of
the steering wheel and the rudder is the signal, which actuates the controller
and the motor.
When
the rudder
is finally
direction, the output of the error sensor
is
aligned with the desired reference
zero. Let us
assume that the steering
given a sudden rotation of R units, as shown by the time signal

in Fig. l-5(a). The position of the rudder as a function of time, depending upon
the characteristics of the system, may typically be one of the responses shown
wheel position
is
in Fig. l-5(b). Because all physical systems
have
electrical
and mechanical inertia,
the position of the rudder cannot respond instantaneously to a step input, but
will, rather, move gradually toward the final desired position. Often, the response
will oscillate
about the
rudder control
it is
final position
before settling.
It is
apparent that for the
desirable to have a nonoscillatory response.
0,(0
6e
*~t
-*-t
(a)
(b)
Fig. 1-5. (a) Step displacement input of rudder control system, (b) Typical
output responses.
Sec. 1.1
Control Systems / 5
Error
sensor
Input
~^
Error
Controller
Controlled
process
Output
Feedback
elements
Fig. 1-6. Basic elements of a feedback control system.
are
The basic elements and the block diagram of a closed-loop control system
shown in Fig. 1-6. In general, the configuration of a feedback control system
may not be constrained to that of Fig. 1-6. In complex systems there may be a
multitude of feedback loops and element blocks.
Figure l-7(a) illustrates the elements of a tension control system of a windup
process.
which
is
The unwind
reel may contain a roll of material such as paper or cable

to be sent into a processing unit, such as a cutter or a printer, and then
collects it by winding it onto another roll. The control system in this case is
to
maintain the tension of the material or web at a certain prescribed tension to
avoid such problems as tearing, stretching, or creasing.
To regulate the tension,

down and around a weighted
web is formed into a half-loop by passing it

The roller is attached to a pivot arm, which
allows free up-and-down motion of the roller. The combination of the roller and
the pivot arm is called the dancer.
When the system is in operation, the web normally travels at a constant
speed. The ideal position of the dancer is horizontal, producing a web tension
equal to one-half of the total weight
of the dancer roll. The electric brake on
the
roller.
the
unwind
reel is to generate
horizontal position at
all
a restraining torque to keep the dancer in the
times.
During actual operation, because of external disturbances, uncertainties

and irregularities of the web material, and the decrease of the effective diameter
of the unwind reel, the dancer arm will not remain horizontal unless some
scheme is employed to properly sense the dancer-arm position and control the
restraining braking torque.
To
obtain the correction of the dancing-arm-position error, an angular

used to measure the angular deviation, and a signal in proportion to
the error is used to control the braking torque through a controller. Figure
l-7(b) shows a block diagram that illustrates the interconnections between the
sensor
is
elements of the system.
Chap.
Introduction
Unwind
reel
Web
(decreasing dia.)
processing
Windup
reel
(increasing dia.)
Drive system
(constant
web
speed)
(Current)
Reference
input
~"\ Error
Controller
Electric
Unwind
brake
process
Tension
Dancer
arm
(b)
diagram depicting the

control system.
tension
of
a
interconnections
and
basic elements
Fig. 1-7. (a) Tension control system, (b) Block
1 .2
What
Is
Feedback and What Are
Its
Effects ?
The concept of feedback plays an important role in
control systems.
We demon-
closed-loop
strated in Section 1.1 that feedback is a major requirement of a
able
to achieve
not
be
would
system
control
control system. Without feedback, a
applications.
practical
in
most
required
are
the accuracy and reliability that
However, from a more rigorous standpoint, the definition and the significance
feedback are much deeper and more difficult to demonstrate than the few
of
carry
examples given in Section 1.1. In reality, the reasons for using feedback
the
output
with
input
the
comparing
one
of
simple
the
than
far more meaning
error is merely one of the
in order to reduce the error. The reduction of system
We shall now show that
system.
upon
a
bring
may
feedback
that
effects
many
Sec.
.2
What
Is
Its
Effects ? /
feedback also has effects on such system performance characteristics

as
bandwidth, overall gain, impedance, and sensitivity.
stability,
To understand the effects of feedback on a control system, it is essential that

we examine this phenomenon with a broad mind. When feedback is deliberately
introduced for the purpose of control,
its existence is easily identified. However,

numerous situations wherein a physical system that we normally recognize as an inherently nonfeedback system may turn out to have feedback
there are
when
it is observed in a certain manner. In general

we can state that whenever
a closed sequence of cause-and-effect relation exists among the variables
of a
system, feedback is said to exist. This viewpoint will inevitably admit
feedback
number of systems that ordinarily would be identified as nonfeedback

systems. However, with the availability of the feedback and control system
theory, this general definition of feedback enables numerous systems,
in a large
with or
without physical feedback, to be studied in a systematic way once the existence
of feedback in the above-mentioned sense is established.
We shall now investigate the effects of feedback on the various aspects of

system performance. Without the necessary background and mathematical
foundation of linear system theory, at this point we can only rely on simple
system notation for our discussion. Let us consider the simple feedback
system configuration shown in Fig. 1-8, where r is the input signal, c the output
signal, e the error, and b the feedback signal. The parameters G
and ZTmay be
considered as constant gains. By simple algebraic manipulations it is simple to
static
show
that the input-output relation of the system
is
G
M = t = FTW
Using
this basic relationship
some of the
(l-i)
of the feedback system structure, we can uncover

of feedback.
significant effects
_.
i
+
r
-o
b +
H
-o
Fig. 1-8.
Feedback system.
Effect of Feedback on Overall Gain
As seen from Eq. (1-1), feedback affects the gain G of a nonfeedback system
by a factor of 1 + GH. The reference of the feedback in the system of Fig. 1-8
is negative, since a minus sign is assigned to the feedback
signal. The quantity
GH may itself include a minus sign, so the general effect of feedback is that it
may
increase or decrease the gain. In a practical control system,
and
H are
Chap.
Introduction
+ GH
may be greater than 1 in

functions of frequency, so the magnitude of 1
one frequency range but less than 1 in another. Therefore, feedback could
increase the gain of the system in one frequency range but decrease
it
in another.
Effect of Feedback on Stability
whether the system will be able to follow

the input command. In a nonrigorous manner, a system is said to be unstable
if its output is out of control or increases without bound.
To investigate the effect of feedback on stability, we can again refer to the
1, the output of the system is infinite for any
expression in Eq. (1-1). If GH
Stability is a notion that describes
=-
finite input.
we may state that feedback can cause a system that is

become unstable. Certainly, feedback is a two-edged sword;
Therefore,
originally stable to
when it is improperly used, it can be harmful. It should be pointed out, however,

that we are only dealing with the static case here, and, in general GH = 1 is
not the only condition for instability.
It can be demonstrated that one of the advantages of incorporating feedback is that it can stabilize an unstable system. Let us assume that the feedback
1. If we introduce another feedsystem in Fig. 1-8 is unstable because
as shown in Fig. 1-9, the inputfeedback
F,
of
a
negative
through
back loop
GH =
output relation of the overall system

c
r
It is
is
+GH+GF
apparent that although the properties of

is unstable, because
( "
and
GH =
inner-loop feedback system
H are
1,
such that the
the overall system
can be stable by properly selecting the outer-loop feedback gain F.
+-
o+
c
-o
o-
-o
H
-o
o-
o-
-o
Fig. 1-9.
Feedback system with two feedback loops.
Effect of Feedback on Sensitivity

Sensitivity considerations often play
control systems. Since
all
environment and age, we
an important
role in the design of
physical elements have properties that change with

cannot always consider the parameters of a control
Sec
1-2
What
Is
Its
Effects? / 9
system to be completely stationary over the entire operating life of the system.
For instance, the winding resistance of an electric motor changes as the temperature of the motor rises during operation. In general, a good control system
should be very insensitive to these parameter variations while

the
command responsively. We
sensitivity to
The
effect
still
able to follow
feedback has on the
parameter variations.
Referring to the system in Fig. 1-8,

vary.
what
shall investigate
sensitivity
we
consider
G as
of the gain of the overall system
may
a parameter that
M to the variation in G
is
defined as
_~ dM/M
io
^- 3 >
~dGjG
where dM denotes the incremental change in

due to the incremental change
G; dM/M and dG/G denote the percentage change in
and G, respectively.
The expression of the sensitivity function Sg can be derived by using Eq. (1-1).
We have
in
dM G _
SM
io _
~lGM~l+GH
>
This relation shows that the sensitivity function can be made arbitrarily small
by increasing GH, provided that the system remains stable. It is apparent that
in an open-loop system the gain of the system will respond in a one-to-one
fashion to the variation in G.
In general, the sensitivity of the system gain of a feedback system to paramdepends on where the parameter is located. The reader may
derive the sensitivity of the system in Fig. 1-8 due to the variation of H.
eter variations
Effect of Feedback on External Disturbance or Noise

All physical control systems are subject to some types of extraneous signals
or noise during operation. Examples of these signals are thermal noise voltage
and brush or commutator noise in electric motors.

of feedback on noise depends greatly on where the noise is intro-
in electronic amplifiers
The
effect
duced into the system; no general conclusions can be made. However, in many
can reduce the effect of noise on system performance.
situations, feedback
Let us refer to the system shown in Fig. 1-10, in which r denotes the comsignal and n is the noise signal. In the absence of feedback,
0, the
output c is
H=
mand
where e
r.
The
=GGe+G
x
2n
signal-to-noise ratio of the output
output due to signal

output due to noise
(1-5)
_
GGe_
c
~~
x
defined as
is
G2 n
'
~n
'
To increase the signal-to-noise ratio, evidently we should either increase

the magnitude of G, or e relative to n. Varying the magnitude of G would
have
2
no
effect
whatsoever on the
ratio.
With the presence of feedback, the system output due
to r
and n acting
10
Chap.
Introduction
\h
+
+
b
G2
e2
Gi
__
_.
Feedback system with a noise
Fig. 1-10.
simultaneously
is
the output of Eq. (1-7)

is
Gl G 2
T + G,G 2 H
+ +
_|
b3
G,G 2 H
(1-7)
K
'
with Eq. (1-5) shows that the noise component in

reduced by the factor 1 + Gfi,H, but the signal comalso reduced by the same amount. The signal-to-noise ratio is
Simply comparing Eq.
ponent
signal.
(1-7)
is
_GG
output due to signal

~~
output due to noise
+ G^G^H
+ G G H)
2 rj(\
2 n/(l
___
r_
1
(1-%}
and is the same as that without feedback. In this case feedback is shown to have
no direct effect on the output signal-to-noise ratio of the system in Fig. 1-10.
However, the application of feedback suggests a possibility of improving the
signal-to-noise ratio under certain conditions. Let us assume that in the system
of Fig. 1-10, if the magnitude of G is increased to G\ and that of the input r
to r', with all other parameters unchanged, the output due to the input signal
t
acting alone
we
is
at the
same
level as that
when feedback
is
absent. In other words,
'1- ^
let
(1 ' 9)
With the increased G,, G\, the output due
which
is
smaller than the output due to n
to-noise ratio
is
is
when G
is
becomes
not increased. The signal-
now
G 2 nl{\
which
to noise acting alone
G\G 2 H)
^ +
^^>
(1-11)
greater than that of the system without feedback by a factor of
(1
G\G 2 H).
In general, feedback also has effects on such performance characteristics
Seo
Types
of
11
as bandwidth, impedance, transient response,

effects will
1.3
become known
as
and frequency response. These

one progresses into the ensuing material of this text.
Feedback control systems may be classified in a number of ways, depending

upon the purpose of the classification. For instance, according to the method
of analysis and design, feedback control systems are classified as linear and nonlinear,
time varying or time invariant. According to the types of signal found in

is often made to continuous-data and discrete-data systems,
the system, reference
or modulated and unmodulated systems. Also, with reference to the type of

system components, we often come across descriptions such as electromechanical
control systems, hydraulic control systems, pneumatic systems, and biological
control systems. Control systems are often classified according to the main purpose of the system.
positional control system and a velocity control system
control the output variables according to the way the names imply. In general,
there are many other ways of identifying control systems according to some
special features of the system. It
ways of
is
important that some of these more
classifying control systems are
known
common
so that proper perspective
is
gained before embarking on the analysis and design of these systems.

Linear Versus Nonlinear Control Systems
This classification
is
made according to
Strictly speaking, linear systems
do not
the methods of analysis
and
design.
exist in practice, since all physical sys-
tems are nonlinear to some extent. Linear feedback control systems are idealized
models that are fabricated by the analyst purely for the simplicity of analysis
and design. When the magnitudes of the signals in a control system are limited
to a range in which system components exhibit linear characteristics (i.e., the
principle of superposition applies), the system is essentially linear. But when the
magnitudes of the signals are extended outside the range of the linear operation,
depending upon the severity of the nonlinearity, the system should no longer be
considered linear. For instance, amplifiers used in control systems often exhibit
saturation effect when their input signals become large; the magnetic field of
a motor usually has saturation properties. Other common nonlinear effects
found in control systems are the backlash or dead play between coupled gear
members, nonlinear characteristics in springs, nonlinear frictional force or torque between moving members, and so on. Quite often, nonlinear characteristics
are intentionally introduced in a control system to improve its performance or
provide more effective control. For instance, to achieve minimum-time control,
an on-off (bang-bang or relay) type of controller is used. This type of control is
found in many missile or spacecraft control systems. For instance, in the attitude
control of missiles and spacecraft, jets are mounted on the sides of the vehicle
to provide reaction torque for attitude control. These jets are often controlled
in a full-on or full-off fashion, so a fixed amount of air is applied from a given
jet for a certain
time duration to control the attitude of the space vehicle.
12
Chap.
Introduction
For
linear systems there exists a wealth of analytical
and graphical
tech-
niques for design and analysis purposes. However, nonlinear systems are very
that may be
difficult to treat mathematically, and there are no general methods
used to solve a wide class of nonlinear systems.

Time-Invariant Versus Time-Varying Systems
When
the parameters of a control system are stationary with respect to
time during the operation of the system, we have a time-invariant system. Most
physical systems contain elements that drift or vary with time to some extent.
the
If the variation of parameter is significant during the period of operation,
unwind
the
of
system is termed a time-varying system. For instance, the radius
of the tension control system in Fig. 1-7 decreases with time as the material
being transferred to the windup reel. Although a time-varying system without
reel
is
nonlinearity
is still
a linear system,
its
analysis
is
usually
much more complex
than that of the linear time-invariant systems.
Continuous-Data Control Systems

continuous-data system is one in which the signals at various parts of
the system are all functions of the continuous time variable t. Among all continuous-data control systems, the signals may be further classified as ac or dc.
Unlike the general definitions of ac and dc signals used in
electrical engineering,
ac and dc control systems carry special significances. When one refers to an

ac control system it usually means that the signals in the system are modulated
by some kind of modulation scheme. On the other hand, when a dc control
system is referred to, it does not mean that all the signals in the system are of
dc control
the direct-current type; then there would be no control movement.
system simply implies that the signals are unmodulated, but they are still ac by
common definition. The schematic diagram of a closed-loop dc control system
is
^^^
6*^) "r
Reference
input
shown
in Fig. 1-11. Typical
waveforms of the system
in response to a step
Error
detector
Controlled
variable
6,
Fig. 1-11. Schematic
diagram of a
typical
dc closed-loop control system.
Sec. 1.3
function input are shown in the figure. Typical components

of a dc control
tem are potentiometers, dc amplifiers, dc motors, and dc
tachometers.
The schematic diagram of a typical ac control system is shown
13
sys-
in Fig. 1-12.
In this case the signals in the system are modulated;

that is, the information is
transmitted by an ac carrier signal. Notice that the output
controlled variable
still behaves similar to that of the
dc system if the two systems have the same
control objective. In this case the modulated signals
are demodulated by the
low-pass characteristics of the control motor. Typical
components of an ac
control system are synchros, ac amplifiers, ac motors,
gyroscopes, and accelerometers.
In practice, not
control systems are strictly of the ac or the dc type.

of ac and dc components, using modulators
and demodulators to match the signals at various points of the system.
system
all
may incorporate a mixture
Synchro
transmitter
a-c
servomotor
Reference
input
0.
Fig. 1-12.
Schematic diagram of a typical ac closed-loop control system.
Sampled-Data and Digital Control Systems

Sampled-data and digital control systems differ from the
continuous-data
systems in that the signals at one or more points of the
system are in the form
of either a pulse train or a digital code. Usually,
sampled-data systems refer to
a more general class of systems whose signals are
in the form of pulse data,
where a digital control system refers to the use of a digital computer
or controller
in the system. In this text the term "discrete-data
control system" is used to
describe both types of systems.
In general a sampled-data system receives data
or information only intermittently at specific instants of time.
For instance, the error signal in a control

supplied only intermittently in the form of pulses, in
which case
the control system receives no information about the
error signal during the
periods between two consecutive pulses. Figure 1-13
illustrates how a typical
sampled-data system operates.
continuous input signal r(t) is applied to the
system
may be
Chap.
14
Introduction
Input
eg)
r(t)
*c >
Sampler
Data
hold
hit)
Controlled
process
c(f)
(filter)
Block diagram of a sampled-data control system.
Fig. 1-13.
sampler, and
is sampled by a sampling device, the
rate of the samsampling
The
pulses.
of
sequence
is
a
sampler
the output of the
advantages of incorporating
pler may or may not be uniform. There are many
understood of these being
easily
the
most
of
one
system,
control
sampling in a
equipment among several
expensive
of
an
sharing
time
provides
that sampling
system.
The
error signal e(t)
control channels.
flexibility,
Because digital computers provide many advantages in size and
airMany
computer control has become increasingly popular in recent years.
discrete
borne systems contain digital controllers that can pack several thousand
1-14 shows the
elements in a space no larger than the size of this book. Figure
basic elements of a digital autopilot for a guided missile.

Attitude
of
Digital
coded
input
Digital-to-
Digital
computer
,
analog
converter
missile
Airframe
Analog-to-
con\ erter
Fig. 1-14. Digital autopilot system for a guided missile.
2
2.1
Introduction
The study of control systems relies to a great extent on the use of applied
mathematics.
For the study of classical control theory, the prerequisites include such
complex variable theory, differential equations, Laplace transform,
subjects as
and z-transform. Modern control theory, on the other hand, requires

considerably more intensive mathematical background. In addition
to the above-mentioned subjects, modern control theory is based on the foundation
of matrix
theory, set theory, linear algebra, variational calculus, various
types of mathematical programming, and so on.
2.2
Complex-variable theory plays an important role in the analysis and design
of
When studying linear continuous-data systems, it is essential
that one understands the concept of complex variable and functions
of a complex
control systems.
variable
when
the transfer function
method
is
used.
Complex Variable
complex variable j is considered to have two components: a real component a, and an imaginary component co. Graphically, the real
component is
represented by an axis in the horizontal direction, and the imaginary
component
measured along a vertical axis, in the complex j-plane. In other words,
a complex variable is always defined by a point in a complex plane
that has'
a a axis and ayco axis. Figure 2-1 illustrates the complex j-plane,
in which any
is
15
Chap. 2
16
/co
s-plane
OJ]
i
Fig. 2-1.
arbitrary point, s
simply
Si
ffj
= su
is
Complex
j-plane.
denned by the coordinates a
and
== a,
co
a> or
+y'coi.
Functions of a Complex Variable

s if for
said to be a function of the complex variable
corresponding
are
value (or there
every value of s there is a corresponding
and imaginary parts, the function
real
have
to
defined
is
s
values) of G(s). Since
imaginary parts; that is,
G(s) is also represented by its real and
The function
G(s)
is
G(j)
where Re
part of
= ReG+yImC
(2-1)
represents the imaginary

denotes the real part of G(s) and Im G
by the complex GThus, the function G(s) can also be represented
measures
and whose vertical axis

plane whose horizontal axis represents Re G
every value of s (every point in the sthe imaginary component of G{s). If for
value for G(s) [one corresponding point
plane) there is only one corresponding
a single-valued function, and the mapping
in the G^-plane], G(s) is said to be
points in the G(s)-plane is
(correspondence) from points in the j-plane onto
are many functions for
there
described as single valued (Fig. 2-2). However,
plane is
complex-variable
the
plane
to
which the mapping from the function
x-plane
/co
S,
=0, +/C0,
ImG
G 0)-plane
ReG
a,
Gfri)
Fig. 2-2. Single-valued
mapping from the s-plane to
the G(-plane.
Sec 2 2
-
17
not single valued. For instance, given the function
G(J)=
<2
,-(7TT)
"
2)
it is apparent that for each value of s

there is only one unique corresponding
value for G(s). However, the reverse is not true; for instance,
the point G(s)
oo is mapped onto two points, s
and j
1, in the j-plane.
Analytic Function
A function G(s) of the complex variable s is called an analytic function in

a region of the s-plane if the function and all its derivatives exist in
the region.
For instance, the function given in Eq. (2-2) is analytic at every point
in the splane except at the points s
and s
-1. At these two points the value
of the function is infinite. The function G(s)
s
2 is analytic at every point
= +
in the finite .s-plane.
Singularities
and Poles of a Function
The singularities of a function

tion or
larity
its
are the points in the j-plane at which the funcpole is the most common type of singu-
derivatives does not exist.
and plays a very important
role in the studies of the classical control
theory.
The
definition of a pole
can be stated as: If a function G(s) is analytic and

of s except at s it is said to have a pole of
single valued in the neighborhood
order r at s
= s,if the limit
lim [0
- s,)
G(s)]
has a finite, nonzero value. In other words, the denominator of G(s)

must include
r
s,)
so when s
s the function becomes infinite. If r
1,
the pole at j
s, is called a simple pole. As an example,
the function
the factor (s
W=
l0(s
G(s)
has a pole of order 2 at s
= -3
also be said that the function
is
s(s
+ 2)
+ 3)*
n
(2
IX*
and simple poles
" xi
3>
=-
at s
and s
1. It can
analytic in the j-plane except at these poles.
Zeros of a Function
The
is
definition of a zero of
analytic at s
=s
t,
it is
a function can be stated as: If the function G(s)

said to have a zero of order r at s
s l if the limit
!S [(* ~
has a finite, nonzero value.
has an rth-order pole at s
Or
zero at s
s,.
J '>" ,<7
W]
( 2 -4)
simply, G(s) has a zero of order r at s

s, ifl/G(s)
For example, the function in Eq. (2-3) has a simple
2.
If the function
under consideration is a rational function of s, that is,

a quotient of two polynomials of s, the total number of poles
equals the total
number of zeros, counting the multiple-order poles and zeros, if the poles
and
18
r.
Chap. 2
function in Eq. (2-3) has

zeros at infinity and at zero are taken into account. The
-2, but
zero at s
finite
one
is
0, -1, -3, -3; there
four finite poles at s
there are three zeros at infinity, since
= lim^=0
S
limGO)
(2
"5
s-<*>
s-.
four zeros in the entire

Therefore, the function has a total of four poles and
s-
plane.
2.3
3-5
Laplace Transform
The Laplace transform
is
one of the mathematical tools used for the solution

comparison with the classical method
of ordinary linear differential equations. In
transform method has the

of solving linear differential equations, the Laplace
following two attractive features
1.
The homogeneous equation and the

in
2.
particular integral are solved
one operation.
differential equation into an
then possible to manipulate the algebraic
The Laplace transform converts the

algebraic equation in
s.
It is
s
equation by simple algebraic rules to obtain the solution in the
Laplace
inverse
the
taking
by
obtained
is
solution
domain. The final
transform.
Definition of the Laplace Transform
Given the function /(f) which
satisfies
the condition
(2-6)
r\f(t)e-'\dt<oo
J
for
some
finite real a,
the Laplace transform of /(f)
F(s)=
m=
or
The
variable s
variable; that
is,
is
is
defined as
\~ f(t)e-"dt
(2-7)
(2
[/(')]
referred to as the Laplace operator,
a +jco. The
which
defining equation of Eq. (2-7)
is
is
a complex
also
evaluated from
is
as the one-sided Laplace transform, as the integration
This simply means that all information contained in /(f) prior to
-g
is
known
to oo
ignored
any serious limitation

or considered to be zero. This assumption does not place
problems, since
system
linear
on the applications of the Laplace transform to
at the instant
chosen
often
is
reference
in the usual time-domain studies, time
at t
applied
0,
input
is
an
when
0. Furthermore, for a physical system
t
response
that
is,
t
than
sooner
0;
start
the response of the system does not
does not precede excitation.

The following examples serve as illustrations on how Eq. (2-7)
for the evaluation of the Laplace transform of a function /(f).
may
be used
Sec. 2.3
Laplace Transform / 19
Example
2-1
Let/0) be a
of unity for
unit step function that

t
>
and a zero value
the Laplace transform of f(t)
F(s)
< 0.
(2-9)
= [u (t)] =
s
j~ us )e-" dt
e~"
(2-10)
the Laplace transform given by Eq. (2-10)
j
which means that the
ut)e-" dt
real part
Or,
is
Of course,
defined to have a constant value
for
= u.(t)
/(/)
Then
is
e-
dt
is
<
valid if
co
of s, a, must be greater than zero. However, in practice,
we simply refer to the Laplace transform of the unit step function as lis, and rarely do
we have to be concerned about the region in which the transform integral converges
absolutely.
Example
2-2
Consider the exponential function

/(,)
where a
is
= e-",
2;
a constant.
The Laplace transform of/(?)

F(s)
is
written
=/: e--'e-" dt
+a
+a
(2-11)
Inverse Laplace Transformation
The operation of obtaining /(?) from the Laplace transform F(s) is termed
the inverse Laplace transformation. The inverse Laplace transform of F(s) is
denoted by
f(t)
and
is
Z-Vis)]
(2-12)
given by the inverse Laplace transform integral
/(0
2^7
'
me"ds
(2-13)
where
c is a real constant that is greater than the real parts of all the singularities
of F(s). Equation (2-13) represents a line integral that is to be evaluated in
the j-plane. However, for most engineering purposes the inverse Laplace transform operation can be accomplished simply by referring to the Laplace trans-
form
table,
such as the one given in Appendix B.
Important Theorems of the Laplace Transform
The
by the
applications of the Laplace transform in
many
instances are simplified
utilization of the properties of the transform.
These properties are
presented in the following in the form of theorems, and no proofs are given.
20
Chap. 2
by a Constant
The Laplace transform of the product of a constant k and a time function f{t) is the constant k multiplied by the Laplace transform of f{t);
Multiplication
that
is,
[kf(t)]
2.
= kF(s)
(2-14)
where F{s) is the Laplace transform of f{t).

Sum and Difference
The Laplace transform of the sum {or difference) of two time functions
is
the
(or difference) of the Laplace transforms of the time func-
sum
tions; that
is,
UO] = F,(s) F (s)
[fi(0
F {s)
where
and
2 {s)
(2-1 5)
are the Laplace transforms of fit)
and/2 (r),
respectively.
3.
Differentiation
The Laplace transform of the first derivative of a time function f(t)

s times the Laplace transform of f(f) minus the limit of f(t) as t
is
approaches
0-\-; that
is,
= sF(s) -
df(ty
lim /(/)
dt
(2-16)
sF(s)
/(0+)
In general, for higher-order derivatives,
[d'fW] _
df
s"F(s) -- lim
s-if(t)
s~
ldl^-\-
(-0 +
-- ^r /(o+)
n
s F(s)
5"" 2
/ <u (o+) - ..-/ "-"(0+)

(
(2-17)
4. Integration
The Laplace transform of the

respect to time
is
first integral
of a function fit) with
the Laplace transform of f(t) divided by s; that
S\
F{s)
f(j)dr
is,
(2-18)
In general, for th-order integration,
...
fir) dx A,
rr...r.
J
Jo
J
5.
Shift in
dt n
(2-19)
Time
The Laplace transform of f{t) delayed by time

Tl
transform of f{t) multiplied by e~ ; that
[fit
where u s {t
T)us {t
T)]
T is equal to the Laplace
is,
= e- T *F{s)
T) denotes the unit step function, which
time to the right by T.
(2-20)
is
shifted in
Sec 2 4
-
Inverse Laplace Transform by Partial-Fraction Expansion / 21
6.
Initial-Value
Theorem
If the Laplace transform of fit)

lim f(t)
if
is
F(s), then
lim sF(s)
(2-21)
the time limit exists.
Final-Value Theorem
7.
If the Laplace transform of fit) is F(s)and ifsF(s) is analytic on the

imaginary axis and in the right half of the s-plane, then
lim f(t)
lim sFis)
(2-22)
The final-value theorem is a very useful relation in the analysis and design
of feedback control systems, since it gives the final value of a time function
by
determining the behavior of its Laplace transform as s tends to zero. However,
the final-value theorem
not valid
if sFis) contains any poles whose real part

equivalent to the analytic requirement of sFis)
stated in the theorem. The following examples illustrate the care that
one must
take in applying the final-value theorem.
is
is
zero or positive, which
Example
2-3
is
Consider the function

F(s)
Since sFis)
is
analytic
theorem
final-value
on the imaginary
may
2-4
+s+2)
axis
and
in the right half of the .s-plane, the
be applied. Therefore, using Eq. (2-22),
lim fit)
Example
s(s 2
= lim sFis) = lim
5
,
,
,
= -1
f2-231
F& =
J2"^p
(2-24)
which is known to be the Laplace transform of /(f) = sin cot. Since the function
sFis)
has two poles on the imaginary axis, the final-value theorem cannot be
applied in this
case. In other words, although the final-value theorem would
yield a value of zero as
the final value of fit), the result
2.4
is
erroneous.
Inverse Laplace Transform by Partial- Fraction Expansion 71
'
In a great majority of the problems in control systems, the

evaluation of the
inverse Laplace transform does not necessitate the use of the inversion
integral
of Eq. (2-13). The inverse Laplace transform operation involving
rational functions can be carried out using a Laplace transform table
and
partial-fraction
expansion.
When the
function in
Laplace transform solution of a differential equation

can be written
s, it
X^ =
W)
is
a rational
22
Chap 2
where P(s) and Q(s) are polynomials of s. It is assumed that the order of Q(s)
in s is greater than that of P(s). The polynomial Q(s) may be written
Q(s)
a^"'
+a
n-
(2-26)
an are real coefficients. The zeros of Q(s) are either real or in

a,,
complex-conjugate pairs, in simple or multiple order. The methods of partialmultiplefraction expansion will now be given for the cases of simple poles,
where
order poles, and complex poles, of X(s).
When All the Poles of X(s) Are Simple and Real
Partial-Fraction Expansion
X( S)
(2-25) can be written
and simple, Eq.
If all the poles of X(s) are real
(2-27)
s are considered to be real numbers in the

where the poles s s 2
present case. Applying the partial-fraction expansion technique, Eq. (2-27) is
,
t ,
written
X(vS')
The
coefficient,
(i
= -^+
+ -4*s + s
s + i,
1, 2,
n), is
of Eq. (2-28) or (2-27) by the factor
K
j,
(j + Ji) and let s =
To
find the coefficient
(S
s\
As an
illustrative
sl
that
The
is
(s
for instance,
+ T^V
s
s
<2
28 )
-1--
determined by multiplying both sides

s ) and then setting s equal to s,.
we
multiply both sides of Eq. (2-27) by
is,
+ s )?&
(s 2
Pis,
s t )(s 3
Si)...
(s
(2-29)
Si)
example, consider the function
(s
which
l)(,s
2)(s
3)
written in the partial-fractioned form
coefficients
K_ u K_ 2 and K_ 3
*-.
*-2
are determined as follows:
+3
+ W*)],-i = ( 2-~lX3 - l) _i
~ 2) + 3 =
5(
7
= + 2)X(s)} ^ = (12X3 - 2)
5(--3) + 3
-6
= [(* + 3)*(j)],-, (13X2 - 3)
[('
[(.s
._
A"- 3
Therefore, Eq. (2-31) becomes
,-=
(2-32)
(2-33)
(2-34)
W) = tti + s +7 2 - t^
j + 3
2 - 35 >
Sec. 2.4
Inverse Laplace Transform by Partial-Fraction Expansion

/
Partial-Fraction Expansion
If r of the
multiplicity
r,
When Some Poles of X(s) Are of Multiple Order
n poles of X(s) are
X(s)
/>(*)
g(5)
Then
JT(j)
A*)
(5
= ^^
J + s
<
I
s t Xs
*.
**)...(*
*,)'(*
is
of
(2-36)
(2-37)
A,
(*
of simple poles
A2
AT,,
...+
r) terms
+s +
A,
s,
can be expanded as
X(s)
The n
identical, or say, the pole at s
written
is
*(*)
23
terms of repeated poles
J,)'
>
|
which correspond to simple poles, K

K
n K, 2
may be evaluated by the method described by Eq. (2-29). The determination
of
r coefficients,
the coefficients that correspond to the multiple-order

poles
is
described below.
= [(S + *,)'*(*)],__
Ar
(2-38)
Ar-^-Ks + s^Xis)]
(2-39)
(2-40)
(2-41)
Example
2-5

1
X{s)
s{s
Using the format of Eq.

X(s)
(2-37),
*
J
Then
X(s)
l)3(j
+ 2)
(2-42)
written
is
A
4- ^'
-l
+ s-^-^
+ 2 + s + +~(s +
+ ^3
l)2T-(7+Tp
,
'
'
(2-43)
the coefficients corresponding to the simple poles

are
K =
K- 2
=$
[sX(s)] s=0
[(j
(2-44)
+ 2)-Y(j)],__ 2 =
i-
(2-45)
and those of the third-order poles are

As =[(j
1) JT(j)]
|,._,=
"^
-1
<wLt(j
ls=-i
+ 2)
+ 2)2
~(2j
s 2 (y
(2-46)
-{-
2).
(2-47)
and
1
Al
d1
=2T^^ +
is +
1)
^)]
2(J
1)
^ sHs + 2)3
,
2y
d[ -2(s +
2 dsls 2 (s
(.
-i
,
"+"
2(s
l)
+ 2) 2
(2-48)
1)
F(JT2p.
24
Chap. 2
The completed
partial-fraction expansion
is
X = 27 + 2(7+2) ~ 7TT ~
(s
(2 " 49)
l) 3
Partial-Fraction Expansion of Simple Complex-Conjugate Poles
The partial-fraction expansion of Eq.
(2-28) is valid also for simple complex-
conjugate poles. However, since complex-conjugate poles are more
difficult to
handle and are of special interest in control-systems studies, they deserve separate treatment here.
Suppose that the rational function X(s) of Eq.

complex poles
5= tx+jcu
Then
(2-25) contains a pair of
s= a jco
and
the corresponding coefficients of these poles are
=
=
K...J.
K-.+j.
Example
2-6
(s
(s
+ a - jco)X(s) U_ a+ w
+ a + jco)X(s) \... . Ja
(2-50)
(2-51)
' = ^+2^ + atf)
(2 - 52)
Let us assume that the values of C and are such that the nonzero poles of X(s) are
complex numbers. Then X(s) is expanded as follows
* = T + , + 1% + , f +%
(2
" 53
>
where
(2-54)
Ccu
and
oo
The
coefficients in
= coVl - C 2
(2-55)
Eq. (2-53) are determined as

, =
= (j + a-y()A'(j)|,._,
co?
_
_ G)
K = sX(s)\
K-x+Ja>
(2-56)
2joo{ a +ye>)
+./
(2-57)
j(e+i/2)
2co
where
= tan-i[-f]
(2-58)
Also,
*--/,
(*
+a
+yo))A'(j)|,._
<
,. yto
(2-59)
2jco( a /a))
The complete expansion
2co
is
1
to
r e--" s+ */2 >
ejw+*n)
Sec 2 5
Application of Laplace Transform to the Solution /
Taking the inverse Laplace transform on both

x(t)
25
sides of the last equation gives
+ 5k (g-yw+*/2) e (-+y<)(
+ ~e-" sia(COt - 6)
_|_
e ne+nm e {-*-Mt\
(2-61)
or
x(t)
=
*
where 6
2.5
vi-C
6 "^' Sin(0 "v/1
~ 2 ' ~ 6)
<2
" 62
>
given by Eq. (2-58).
is
Application of Laplace Transform to the Solution of Linear

Ordinary Differential Equations
With the aid of the theorems concerning Laplace transform given in Section
2.3 and a table of transforms, linear ordinary differential equations can be
solved by the Laplace transform method. The advantages with the Laplace
transform method are that, with the aid of a transform table the steps involved
are all algebraic, and the homogeneous solution and the particular integral
solution are obtained simultaneously.
Let us illustrate the method by several illustrative examples.
Example
Consider the
2-7
differential
x(t)
equation
?dx(t)
-d$T + 3 ~^- +
where u s (t)
The
initial
is
the unit step function, which
conditions are x(0+)
the differential equation
we first
2*(f)
is
...
= 5u,(t)
(2-63)
defined as
-1 and * (I) (0+)
dx(t)/dt
take the Laplace transform
|,. 0+
on both
= 2. To solve
sides
of Eq. (2-63);
we have
s*X(s)
- sx(0+) - *<(0+) +
Substituting the values of *(0+)
3sX(s)
andx (1) (0+)
- 3*(0+) + 2*0) =
into Eq. (2-65)
and solving
(2-65)
for X(s),
we
get
w=
*Y(s)
Equation (2-66)
is
~ sl ~ s + 5
- ~ ja ~ s + 5
+ 3s + 2) ~ s(s + 1)0 + 2)
Kt\
(2_66)
j(j*
expanded by
partial-fraction expansion to give
* *)= 2!-j4t+20T2)
(2 " 67)
Now
taking the inverse Laplace transform of the last equation,
we
get the complete
solution as
x(t)
The
first
term in the
last
5e-<
equation
is
+ le- 1
'
>
the steady-state solution,
(2-68)
and the
last
two
terms are the transient solution. Unlike the classical method, which requires separate
26
Chap. 2
and the
steps to give the transient
steady-state solutions, the Laplace transform
magnitude of the steady-state solution
If only the
theorem
may be
= lim
first
interest, the final-value
= Iim ~~f~ S ~t =
T 3S +
J-.0 ?
sX(s)
s-0
(-.00
left
of
is
Thus
applied.
lim x{t)
where we have
method
one operation.
gives the entire solution of the differential equation in
4"
2.
(2-69)
checked and found that the function, sX(s), has poles only in the
half of the .s-plane.
Example
Consider the linear
2-8
differential
equation
^P- + 34.5^- + 1000jc(O = 1000u

)
(2-70)
s (t)
where u s (t) is the unit step function. The initial values of x(t) and dx{t)jdt are assumed
to be zero.
Taking the Laplace transform on both sides of Eq. (2-70) and applying zero initial
conditions, we have
s 2 X(s)
Solving X(s) from the last equation,
we
poles of X(s) are at s
fore,
1000X(s)
(2-71)
obtain
X s) = s(s + 34.5s + 1000)

= 0, s = -17.25 +7 26.5, and s =
^
The
34.5sX(s)
(2 " 72)
-17.25 -;26.5. There-
Eq. (2-72) can be written as

1000
X s) = s(s +
(
One way
17.25 -j26.5)(s
of solving for x(t)
is
17.25
(2 " 73)
+ J26S)
to perform the partial-fraction expansion of Eq.
(2-73), giving
31.6
= + 5^63) U +
1
X(s)
g/<e+s/2)
e -J(+*/2)
17.25
-/26.5
+s+
17.25
-i
+726.5J
(2 " 74)
where
tan-i(:=
J!)
-56.9
(2-75)
Then, using Eq. (2-61),
x(J)
Another approach
is
to
1.193e- I7
compare Eq.
CO n
2 ='
sin(26.5f
- 6)
(2-76)
(2-72) with Eq. (2-52), so that
= ^1000 =
31.6
(2-77)
and
C
and the solution to
2.6
x(t)
is
= 0.546
(2-78)
given directly by Eq. (2-62).
2' 6
In the study of modern control theory
it is
often desirable to use matrix notation
to simplify complex mathematical expressions.
The simplifying matrix notation

reduce the amount of work required to solve the mathematical equations, but it usually makes the equations much easier to handle and manipulate.
may not
Sec. 2.6
Elementary Matrix Theory / 27
As a motivation to the reason of using matrix notation,

the following set of n simultaneous algebraic equations:
n*i
21*1
a.i*i
+
+
+
a, 2 *2
22*2
+
+
+
a 2 x 2
+ a x =y
+ a 2n X = J2
...+
ln
ax
let
us consider
=y
(2-79)
We may use the matrix equation

Ax
=y
(2-80)
as a simplified representation for Eq. (2-79).
The symbols A, x, and y are defined as matrices, which contain the coeffiand variables of the original equations as their elements. In terms of matrix
cients
which will be discussed later, Eq. (2-80) can be stated as: The product
of the matrices A andx is equal to the matrix y. The three matrices involved here
are defined to be
algebra,
21
(2-81)
a2
x2
X
(2-82)
x
>l'
(2-83)
JV
which are simply bracketed arrays of
coefficients
and
variables.
Thus, we can
define a matrix as follows
Definition of a Matrix
A matrix is a collection of elements arranged in a rectangular or square array.

Several ways of representing a matrix are as follows
3
A=
1
-2
3
In this text
we
10"
-2
A =(
\1
10
A=
-2
:)
[aj 2i3
shall use square brackets to represent the matrix.
28
Chap. 2
It is
important to distinguish between a matrix and a determinant:

Determinant
Matrix
array of numbers or elements

with n rows and n columns {always
An
array of numbers or elements

columns.
and
An
with n rows
Does not have a
value, although
square matrix (n
m) has a
square),
Has a
deter-
value,
minant.
definitions of matrices are given in the following.
Some important
When
Matrix elements.
au
is
As a
a matrix
is
an
a, 2
a 13
#21
fl
22
a 23
a 31
a 32
a 31
identified as the element in the /th

rule,
written
we always refer to the row
(2-84)
row and thejth column of the matrix.

and the column last.
first
of
Order of a matrix. The order of a matrix refers to the total number
three
has
in
Eq.
(2-84)
matrix
the
example,
rows and columns of the matrix. For
matrix.
rows and three columns and, therefore, is called a 3 X 3 (three by three)
"
by m."
or
"n
m"
x
termed
is
columns
and
m
In general, a matrix with n rows
Square matrix.
square matrix
is
one that has the same number of rows
as columns.
Column matrix. A column matrix

than one row, that
is,
an
m X
1 matrix,
one that has one column and more
is
m>
1.
simply
Quite often, a column matrix is referred to as a column vector or
column
typical
is
a
(2-82)
in
Eq.
matrix
The
rows.
m
an m-vector if there are
matrix that is n X 1, or an n-vector.
Row
column, that
is,
row matrix
is
a 1 X n matrix.
matrix.
one that has one row and more than one

row matrix can also be referred to as a row
vector.
Diagonal matrix.
all
diagonal matrix
is
a square matrix with a tj
for
^j. Examples of a diagonal matrix are

Tfln
"
"5
0"
(2-85)
a 22
a 33 .
matrix with
Unity matrix (Identity matrix). A unity matrix is a diagonal
is often
matrix
unity
to
1.
equal
diagonal
(i
=j)
main
all the elements on the
matrix
is
unity
of
a
example
An
designated by I or U.
0"
Tl
1 =
(2-86)
1
1
Sec. 2.6
Elementary Matrix Theory / 29
Null matrix.
null matrix is one
whose elements are
all
equal to zero;
for example,
"0
o=
Symmetric matrix.
0"
(2-87)
symmetric matrix
is
a square matrix that
satisfies
the condition
au
for
all
andj.
changed with
A
its
(2-88)
<*jt
symmetric matrix has the property that if its rows are intercolumns, the same matrix is preserved. Two examples of sym-
metric matrices are
T6
10
the
-4".
10
(2-89)
-1
Determinant of a matrix. With each square matrix a determinant

having
same elements and order as the matrix may be defined. The
determinant of
a square matrix
is
designated by
detA
As an
illustrative
A^
(2-90)
example, consider the matrix
-r
-1
The determinant of A
|A|
oj
(2-91)
is
-1
|A|
3
1
= -5
(2-92)
A square matrix is said to be singular if the value of its

On the other hand, if a square matrix has a nonzero deter-
Singular matrix.
determinant
minant,
is zero.
called a nonsingular matrix.

a matrix is singular, it usually means that not all the rows or
not all
the columns of the matrix are independent of each other.
When the matrix is
used to represent a set of algebraic equations, singularity of
the matrix means
that these equations are not independent of each
other. As an illustrative
it is
When
exam-
ple, let us
consider the following set of equations:
2x
-x,
x,
3x2 + x =
+ x + x =
- 2x + 2x =
3
Note
(2-93)
that in Eq. (2-93), the third equation is equal to

the sum of the first two
equations. Therefore, these three equations are not
completely independent.
In matrix form, these equations may be represented by
AX =
30
Chap. 2
where
A=
-3
-1
-2
(2-94)
X=
(2-95)
A3
and
a 3
is
null matrix.
-3
|A|= -1
-2
Therefore, the matrix
A of Eq.
is
4-3+2-
(2-94) is singular. In this case the
(2-96)
rows of A are
dependent.
Transpose of a matrix. The transpose of a matrix A is defined as the matrix
that is obtained by interchanging the corresponding rows and columns in A.
matrix which is represented by
be an n X
Let
A=
Then the transpose of A, denoted by
A'
is
The transpose of A
is
is
given by
(2-98)
[a] m>
X m; the transpose of A has an order m X
As an example of the
2-9
A',
= transpose of A =
Notice that the order of A
Example
(2-97)
[%], m
n.
transpose of a matrix, consider the matrix

"3
.0
-1
r
5.
given by
3
A'
-1
Ll
Skew-symmetric matrix.
that equals
its
negative transpose
skew-symmetric matrix
;
that
A=
Some
5.
is
a square matrix
is,
-A'
(2-99)
=A
(A)' = AA', where k is a scalar
(A + B)' = A' + B'
(AB)' = B'A'
(2-100)
Operations of a Matrix Transpose
1.
2.
3.
4.
(A')'
(2-101)
(2-102)
(2-103)
Sec. 2.6
Adjoint of a matrix. Let

matrix of A, denoted by adj A,
adj
where the
ting the
ij
be a square matrix of order
[if
row and
Example 2-10
the jth
The adjoint
cofactor of det A]'
cofactor of the determinant of
z'th
31
defined as
is
A=
n.
(2-104)
A is the determinant obtained by omit-
column of\A\ and then multiplying
As an example of determining
a 2 x 2 matrix,
the adjoint matrix,
it
let
by (l) i+J
us consider
first
A = n
a2
1,1 cofactor,
flu!
= an
12
a%i
o 22
or the cofactor of the
the 2,1 cofactor
the adjoint matrix of
#22-
is
|A|
The
fll2
is
a xl
(1, 1)
and the
element of A|,
A is
adj
1,2 cofactor
is
1,2 cofactor
2,2 cofactor.
cofactor
2,1 cofactor"
(2-105)
2,2 cofactor.
#12
#22
auj
#21
As a second example
Ie of the
a 22 the
a n Thus, from Eq. (2-104),
1,1 cofactor
J ,2 cofactor
2-1
is
2,1 cofactor
1,1
Example
is
2,2 cofactor
adjoint matrix, consider
"a ii
aj 2
an
#21
#22
#23
-O a
a 32
#3 3
(2-106)
Then
cofactor
2,1 cofactor
3,1 cofactor"
1,2 cofactor
2,2 cofactor
3,2 cofactor
cofactor
2,3 cofactor
3,3 cofactor_
1,1
adj A =
1,3
(#22#3 3
(#21#33
-
(#21#32
~ #23#32) (#12#33 ~ #1 3#32)

(#12#23 #1 3#22)~
#23#3l)
(#U#33 #13#3l) ~ (#1 1#23 #13#2l)
22#3l) (#U32 ~ #123l)
(#1 1#22 #12#2l)(2-107)
Conjugate matrix. Given a matrix A whose elements are represented by

a tJ the conjugate of A, denoted by A, is obtained by replacing the elements of A
by their complex conjugates; that is,
,
Chap. 2
32
A=
conjugate matrix of A
=
=
where a tl
2.7
(2-108)
[<y
complex conjugate of a u
Matrix Algebra
define matrix algebra in
carrying out matrix operations it is necessary to
division, and other necessary
the form of addition, subtraction, multiplication,
that matrix operations are
stage
this
out
at
point
to
operations. It is important
operations for scalar quantities.
defined independently of the algebraic
When
Equality of Matrices
Two
matrices
and
the
are said to be equal to each other if they satisfy
following conditions:
1.
2.
They are of the same order.

The corresponding elements
a,j
are equal; that
/and j
for every
b iJ
is,
For example,
A=
_2
implies that a n
b u a 12
,
a 12
a ti
fl 22.
b 12 a 21
,
bn
bn
Pl\
022_
(2-109)
b 2U and a 22
Addition of Matrices
Two
order.
matrices
A and B can be added to form A + B if they are of the same
Then
A+B=
[a l} ], m
[b,jl,,
=C=
(2-110)
[c,7 L,,
where
ClJ
for all
and/ The
Example 2-12
au
order of the matrices
As an
illustrative
"
A=
-1
+
is
preserved after addition.
example, consider the two matrices

_
2"
B = -1
-1_
which are of the same order. Then the sum of A and
3+0
-1-1
C=A+B
_
(2-111)
b 'J
is
0^
given by
~
3
+ 3"
-2
=
4 + 2
_
-1+0.
5"
-1-
(2-112)
Sec. 2.7
.,
Matrix Algebra /
33
Matrix Subtraction
The rules governing the subtraction of matrices are

similar to those of
matrix addition. In other words, Eqs. (2-1
10) and (2-1 1 1) are true if all the plus
signs are replaced by minus signs. Or,
C=A-B=
_ l
= a ul,m + [-b
m
[,,]
[blJ
iJ ] n .
(2-113)
C
l tjh,m
where
Cti
for
all /
Associate
The
= a b
(2-114)
and /
Law of Matrix (Addition and Subtraction)
associate law of scalar algebra
holds for matrix addition and
still
subtraction. Therefore,
(A
B)
+C=A+
(B
C)
(2-115)
Commutative Law of Matrix (Addition and Subtraction)
The commutative law for matrix addition and subtraction

states that the
following matrix relationship is true:
A+B+C=B+C+A
(2 " 116 >
=A+C+B
Matrix Multiplication
The matrices A and B may be multiplied together to form

the product AB
they are conformable. This means that the number
of columns of A must equal
the number of rows of B. In other words, let
if
B=
Then
and
[*>],,,
are conformable to form the product
C = AB = [a] P [b,j\q m = [c J,
The matrix C will have the same number of rows
,
and only ifp = q.

the same number of columns
if
(2-H7)
as
A and
as B.
important to note that A and B may be conformable

for AB but they
not be conformable for the product BA, unless in
Eq. (2-117) n also equals
m. This points out an important fact that the
commutative law is not generally
valid for matrix multiplication. It is also
noteworthy that even though A and B
are conformable for both AB and BA, usually
AB BA. In general,
It is
may
ing references are

exist:
made with
the followrespect to matrix multiplication whenever

thev
J
AB = A postmultiplied
AB = B premultiplied
by
by
34
Chap. 2
Having established the condition for matrix multiplication, let us now turn
to the rule of matrix multiplication. When the matrices A and B are conformable
to form the matrix C = AB as in Eq. (2-117), the yth element of C, c, is given by
Cii
for
1, 2,
Example
2-13
n,
andj
1, 2,
m.
Given the matrices
A=
we notice
(2-118)
Li a.kbkj
that these
[fl,
7] 2
B=[6
; ,]
3 ,i
two matrices are conformable for the product
AB but not for BA.
Thus,
"An"
Hn
U
0n
12
fln
13
-On
Oil
a 13-i
AB
bn
(2-119)
631tfllAll
a2lAu
Example 2-14
12^21
#22621
+ 013631
+ O2363I
Given the matrices
-r
"3
A
notice that both
-3
AB
o_
and
BA
are conformable for multiplication.
-r
-r
"i
AB =
B=
J2
we
+
+
3.
o_
o_
_2
"(3X1)
(0)(1)
_(2)(1)
_
+ (-1)(2)
+ (1X2)
+ (0)(2)
-1
-3
(3)(0)
(0)(0)
(2X0)
+ (-D(l) (3)(-l)+(-l)(0)"
(OX-D+dXO)
+ (1)(1)
(2)(-l) + (0)(0) _
+ (0X1)
(2-120)
-2_
_2
"3
-1"
_2
0_
-11
"1
BA
_2
Oj
"(1X3)
_(2)(3)
+
+
(0)(0)
(1)(0)
+
+
(-1X2)
(1)(-1)
(0)(2)
(2)(-l)
+
+
(0)(1)
(-1X0)"
(1)(1)
-1-
(0X0)
(2-121)
n 1"
1
j>
-1.
Therefore, even though
AB and BA may both exist, in general,
In this case the products are not even of the
same
order.
they are not equal.
Sec. 2.7
Matrix Algebra
36
Although the commutative law does not hold in general for matrix multiand the distributive laws are valid. For the distributive
plication, the associative
law,
we
state that
A(B
C)
= AB + AC
(2-122)
= A(BC)
(2-123)
the products are conformable.
if
For the
associative law,
(AB)C
the product
if
Multiplication
conformable.
is
by a Scalar k
Multiplying a matrix
element of A by
by any
k. Therefore, if
A=
kA
scalar
is
equivalent to multiplying each
[a u ] m
(2-124)
[ka u ]. m
Inverse of a Matrix (Matrix Division)
In the algebra for scalar quantities,
when we
write
=y
(2-125)
x=-y
(2-126)
ax
leads to
it
or
a *y
(2-127)
Equations (2-126) and (2-127) are notationally equivalent.

In matrix algebra, if
Ax
then
it
may be possible
1.
2.
If
(2-128)
to write
x
where
= A _1 y
(2-129)
denotes the "inverse of A." The conditions that
-1
exists are:
A is a square matrix.
A must be nortsingular.
exists, it is
given by
A-'
Example 2-15
adjA
Given the matrix
A=
"11
-Ozi
the inverse of
(2-130)
A is
12
a 2 2-
(2-131)
given by
a 12
22
A'
adj
(2-132)
dllOll
1221
Chap. 2
36
where for
A to
^ 0, or
be nonsingular, A|
|
011^22
If
we pay
1221
(2-133)
attention to the adjoint matrix of A, which
is
the numerator of A"
we
obtained by interchanging the two elements on

see that for a 2 x
of A.
signs of the elements on the off diagonal
the main diagonal and changing the
2 matrix, adj
Example
is
Given the matrix
2-16
L
the determinant of
-1
"0
an inverse matrix, and
A has
(2-134)
A is
IA|
Therefore,
-10
A=
A"
(2-135)
given by
is
"-2
1
-1
-2
(2-136)
lj
Some
Properties of Matrix Inverse
1.
2.
3.
AA" =A"A
1
(2-137)
=A
(2-138)
(A" )"
In matrix algebra, in general,
1
AB = AC
does not necessarily imply
C.
The reader can
(2-139)
easily construct
However, if A is a square
both sides of Eq.
premultiply
can
we
nonsingular,
to illustrate this property.
an example
matrix, and is
Then
(2-139) by A"
1
AAB = AAC
f
IB
= IC
=C
which leads to
4. If
and
are square matrices
(AB)" 1
(2-140)
(2-141)
and are nonsingular, then
=B-'A-'
(2-142)
Rank of a Matrix
maximum number of linearly independent

largest nonsingular matrix contained in
the
is the order of
are as follows:
matrix
of
a
on the rank
The rank of a matrix

columns of A; or, it
A. Several examples
is
the
Sec. 2.7
Matrix Algebra /
"0
rank
.0
o.
"3
"0514
rank
_3
37
2,
"3
rank
2,
rank
The following properties on rank are useful in the determination of the rank
of a matrix. Given
matrix A,
annxm
1.
2.
3.
Rank of A
Rank of A
Rank of A
=
=
=
Rank of A'.
Rank of A'A.
Rank of AA'.
Properties 2 and 3 are useful in the determination of rank;

since A'A and AA'
are always square, the rank condition can be checked by
evaluating the deter-
minant of these matrices.

Quadratic Forms
Consider the scalar function
=2
/(x)
which
is
We
called the quadratic form.
/(*)
a,jx,xj
can write
this
= 2 *,!>,,*,.
(2-143)
equation as
(2-144)
Let
= %
yt
Then Eq.
(2-144)
if
we
(2-145)
2 X&
(2-146)
becomes
/00
Now
a,jXj
define
~y\
Xi
x2
x
yi
xn _
_j_
Eq. (2-146) can be written
/(*)
and from Eq.
x'y
(2-147)
(2-145),
= Ax
(2-148)
where
A=
[atf ],.
(2-149)
38
Chap. 2
Finally, /(x)
becomes
/(x)
(2-150)
x'Ax
quadratic form as in
a n for i
j, given any
matrix.
In other words,
symmetric
a
with
Eq. (2-150), we can always replace A
that
such
B
matrix
symmetric
define
a
given any A, we can always
Since the coefficient of xp s
is
bn
=?ii+,
i*j
(2-151)
are often used as performance indices in control

conveniences in the
systems design, since they usually lead to mathematical
The quadratic forms
design algorithms.
Definiteness
Positive definite.
An
X n matrix
said to be positive definite if
is
all
the roots of the equation

|
AI
A =
(2-152)
of A,
are positive. Equation (2-152) is called the characteristic equation
of
A.
eigenvalues
roots are referred to as the
Positive semidefinite.
its
The matrix
(n
n)
positive semidefinite if all
is
eigenvalues are nonnegative and at least one of the eigenvalues
Negative
is
zero.
The matrix A (n X n) is negative semidefinite

nonpositive and at least one of the eigenvalues is zero.
definite.
eigenvalues are
The matrix A {n x
negative and some are positive.
Indefinite.
n)
is
indefinite if
An alternative way of testing the definiteness
and the
some of
if all its
the eigenvalues are
of a square matrix
is
to check
principal
the signs of all the leading principal minors of the matrix. The leading
matrix
square
Given
the
follows.
as
defined
are
matrix
n
minors of an n X
a 12
"an
...
0i
the n leading principal minors are the following determinants:
12
021
<*22
a lt
Then
the definiteness of
A is
A is
0n
012
013
^21
22
a23
a 31
032
"33
determined as follows:
of
positive (negative) definite if all the leading principal minors
are
positive (negative).
A is positive semidefinite if A =
|
A are
nonnegative.
and
all
the leading principal minors of
_
__
z-Jransform / 39
Sec. 2.8
is
negative semidefinite
if
|
of
A|
A are nonnegative.
We may
and
all
the leading principal minors
also refer to the definiteness of the quadratic

form, x'Ax.
The quadratic form, x'Ax (A
is symmetric), is positive definite

(positive
semidefinite, negative definite, negative semidefinite)
if the matrix
is positive
definite (positive semidefinite, negative definite,
negative semidefinite).
2.8
z-Transform 1213
The Laplace transform is a powerful tool for the analysis and

design of linear
time-invariant control systems with continuous data.
However, for linear systems with sampled or discrete data, we may find that the
z-transform is more
appropriate.
Let us first consider the analysis of a discrete-data system
which is represented by the block diagram of Fig. 2-3. One way of
describing the discrete
nature of the signals is to consider that the input and the
output of the system
are sequences of numbers. These numbers are
spaced T seconds apart. Thus,
the input sequence and the output sequence may be
represented by r(kT) and
c(kT), respectively, k
0, 1, 2, .... To represent these input and output
sequences by time-domain expressions, the numbers are
represented by impulse
functions in such a way that the strengths of the impulses
correspond to the
values of these numbers at the corresponding time
instants. This way, the input
sequence is expressed as a train of impulses,
'*(')
A similar expression can

r(kT)
%/^T)5it
kT)
(2-153)
be written for the output sequence.
c(kT)
Discrete-data
r^
p>
_X.
'('>
Fig. 2-3.
system
,pK
',?(')
system
Block diagram of a discrete-data
Fig.
2-4.
Block diagram of a
iinite-pulsewidth sampler.
Another type of system that has discontinuous signals is the

sampled-data
A sampled-data system is characterized by having samplers in the system.
system.
A sampler is a device
data.
For example,
that converts continuous data into
Fig. 2-4
some form of sampled

shows the block diagram of a typical sampler that
closes for a very short duration of/> seconds once every

seconds. This is referred
to as a sampler with a uniform sampling period T and
a finite sampling duration p.
Figure 2-5 illustrates a set of typical input and output
signals of the sampler.
With the notation of Figs. 2-4 and 2-5, the output of the
finite-pulse-duration sampler is written
'J(0
where ut)
is
'(0
[u.{t
the unit step function.
*r)
u,(t
-kT- p)]
(2-1 54)
40
Chap. 2
ire)
r(t)
Fig. 2-5. Input
and output
T 2T
signals of a finite-pulsewidth sampler.
For small p, that is, p <^T, the narrow-width pulses of Fig. 2-5 may be
approximated by flat-topped pulses. In other words, Eq. (2- 54) can be written
1
r*(t)
~ 2 r{kT)[u - kT) - u - kT - p)]

s
(t
(2-155)
s {t
Multiplying both sides of Eq. (2-1 55) by l/p and taking the limit as p approaches
zero,
we have
Hm r*(r)
p
p-0
Urn f]
PÔ
k=o
p r{kT)[u
t, r{kT)8(t
s (t
kT)
u,{f
- kT - p)]
kT)
or
lim
r*(0 - r\i)
In arriving at this result
(2-156)
we have made
6(t)
use of the fact that
lim -L [k,(0
J>-0
u,(t
~ p)]
(2-157)
The significance of Eq. (2-156) is that the output of the finite-pulsewidth

sampler can be approximated by a train of impulses if the pulsewidth approaches
zero in the limit. A sampler whose output is a train of impulses with the strength
of each impulse equal to the magnitude of the input at the corresponding samis called an ideal sampler. Figure 2-6 shows the block diagram of
an ideal sampler connected in cascade with a constant factor p so that the combination is an approximation to the finite-pulsewidth sampler of Fig. 2-4 if p is
very small. Figure 2-7 illustrates the typical input and output signals of an ideal
sampler; the arrows are used to represent impulses with the heights representing
pling instant
the strengths (or areas) of the latter.
r*(t)
r(t)
*.
V
*
Ideal sampler
Approximation of a finite-pulsewidth sampler by an

and a cascade constant factor.
Fig. 2-6.
pler
ideal
sam-
(t)
Sec. 2.8
z-Transform
41
r*(t)
Fig. 2-7. Input
T IT 3T 4T
and output
signals of
HT
an ideal sampler.
view of these considerations we may now use the ideal sampler

to represent the discrete data, r(kT). This points to the fact that
the signals of the system
in Fig. 2-3 can essentially be treated as outputs
of ideal samplers.
we are ready to investigate the application of transform methods
to
discrete and sampled-data systems. Taking the
Laplace transform on both
sides of Eq. (2-153), we have
In
Now
R*(s)
r(kT)e-
(2-158)
The fact that Eq.
(2-1 58) contains the exponential term e~ kTs

reveals the difficulty
of using Laplace transform for the general treatment of
discrete-data systems,
since the transfer function relations will no longer
be algebraic as in the continuous-data case. Although it is conceptually simple to perform
inverse Laplace
transform on algebraic transfer relations, it is not a simple
matter to perform
inverse Laplace transform on transcendental functions.
One simple fact
is
the
commonly used Laplace transform
do not have
tables
entries
that
with trans-
cendental functions in s. This necessitates the use of the

z-transform. Our motivation here for the generation of the z-transform is simply
to convert transcendental functions in s into algebraic ones in z. The
definition of z-transform
is given with this objective in mind.
Definition of the z-Transform
The z-transform
is
defined as
z
(2-159)
where s is the Laplace transform variable and
J is the sampling period.
Equation
(2-159) also leads to

s
= In z
(2-160)
Using Eq. (2-159), the expression in Eq. (2-158)
R*(s
= -L in z) =
R(Z)
is
written
r (kT)z~
(2-161)
or
R(z)
z-transform of
/*(/)
(2-162)
= [Laplace transform
of r*(t)] s=1/Tlnz
42
ap
Therefore,
z =
we have
'
treated the z-transform as simply a change in variable,
Ts
.
The following examples illustrate some of the simple z-transform operations.

Example
Consider the sequence
2-17
= e- kT
r(kT)
where a
= 0,1,2,...
(2-163)
a constant.
Eq. (2-153),
is
From
#*(/)
= S
e~ kT5(t
(2-164)
kT)
Then
r*(s)
f; e
*=o
-' kT
e- kTl
(2-165)
-<- + )T
and subtract the resulting equation from
Multiply both sides of Eq. (2-165) by e
can be written in a closed form,
R*(s)
that
easily
show
can
;
now
we
Eq. (2-165)
*>(*)
for
<T is
the real part of s.
itfy>
forle-^z-'l
Example
<
2-18
._.
/*(/) is
(2-168)
1.
In Example 2-17,
r(*D
if
l,
= 0, we have
* = 0,1,2,...
which represents a sequence of numbers

*(*)
Biz)
This expression
(2-167)
the z-transform of
Then
" 166)
<
|g-(a+)r|
where
<2
!__}-<...
is
= z-* =
k=a
written in closed
R(z)
all
equal to unity.
= S=
A
(2-169)
Then
~
e kTs
+ z" + 2"* + z-> +
form
(2 " 170)
(2-171)
as
y4^
i*-m<i
<
2 - 172)
or
^) = F=1
Z_1
I<1
(2
- 173
>
functions are obtained by

In general, the z-transforms of more complex
preceding two examples. If a time
use of the same procedure as described in the
of finding its z-transfunction r(t) is given as the starting point, the procedure
Eq.
(2-161) to get R(z).
and then use
is to first form the sequence r(kT)
form
An
equivalent interpretation of this step
is
We
to send the signal r(t) through
an
then take the Laplace transform

ideal sampler whose output is r*(t).
R(z) is obtained by substituting
and
of r*(t) to give R*(s) as in Eq. (2-158),
z for
Ts
.
Sec. 2.8
z-Transform
Table 2-1
Laplace Transform
Time Function
Unit step
StU)
-e~
43
Table of z-Transforms
Unit impulse
z-Transform
S(t)
(/)
=2,6(t-
z-
nT)
z-
n=0
Tz
\_
s2
(Z
T*z{z
2
11
s n+l
1(Z
lim
n\
1)2
1)
1)3
(-1)"
d- (
n\
daAz
e-r)
U+
a) 2
a
s(s
a)
(1
e~<"
(z
(*
sin
+ CO 2
CO
a) 2
of
cos
+ CO
+a
+ a) 2 + co 2
2
z 2 e 2<,T
(s
cot
e~a ' cos
z2
e-'T)
cos coT)
2z cos co7"
ze~ aT cos coT

2ze _ar coscor+ e~2or
z2
cot
2zeT cos cor
z(z
z2
e-*r)z
l)(z
s
S2
z sin coT
2z cos coT
ze~"r sin coT
z2
e~"< sin cot
co 2
e- T
te~ a <
co
S2
Tze~' T
{z
e-" T ) 2
Table 2-1 gives the z-transforms of some of the time functions commonly
used in systems analysis. A more extensive table may be found in the
litera-
ture. 12 13
-
Inverse z-Transformation
Just as in the Laplace transformation, one of the major
objectives of the
is that algebraic manipulations can be
made first in the zdomain, and then the final time response is determined by the inverse
z-transformation
z-transfor-
mation. In general, the inverse z-transformation of R(z) can yield

information
only on r(kT), not on r(t). In other words, the z-transform carries
information
only in a discrete fashion. When the time signal r(t) is sampled
by the ideal
sampler, only information on the signal at the sampling instants,
t
kT, is
retained.
With
this in
mind, the inverse z-transformation can be effected by one
of the following three methods

1.
2.
3.
The partial-fraction expansion method.

The power-series method.
The inversion formula.
Partial-fraction expansion method.
panded by
The z-transform function R{z)
partial-fraction expansion into a
sum of simple
is
ex-
recognizable terms,
Chap. 2
44
used to determine the corresponding r{kT). In

slight difference between
carrying out the partial-fraction expansion, there is a
With reference to the zthe z-transform and the Laplace transform procedures.
functions have the
transform table, we note that practically all the transform
and the z-transform
table
is
into the form

term z in the numerator. Therefore, we should expand R{z)
**)
For
this,
<
2 - 174)
expand R(z)jz into fractions and then multiply z across

illustrate this
desired expression. The following example will
we should
to obtain the final
= r a + r -+-"
first
recommended procedure.
Example 2-19
Given the z-transform function
_
~
R( ^
R{z
>
it is
~ e "T z T
- e)
(z
l)(z
desired to find the inverse z-transform.

Expanding R(z)lz by partial-fraction expansion,
R(z)
z
= _J
z
(2-175)
)
we have
(2-176)
e-" T
Thus,
is
found to be
r(kT)
Power-series method.
- e~'kT
(2-178)
The z-transform R{z)
is
expanded into a power
the value
of z" In view of Eq. (2-161), the coefficient of z~* is
we
in
Eq.
(2-175),
R(z)
for
the
or simply r(kT). For example,
r(t) at
expand
powers
t = kT,
series in
of
(2-177)
inverse z-transform of
the z-transform table of Table 2-1, the corresponding
From
R(z)
n( .\
it
into a
21( Z )
power
(i
series in
powers of z'
-->"
_
.
(1
e-
2or
+ (l _ e - kT)z- k +
by long
)z- 2
(1
...
division; then
e~
3 T
we have
)z-i
(2
" 179
>
or
R(z)
ThUS
=S
*=
(1
'
which
e-
kT
)z-
( 2_18() )
r(kT)=l-e-
is
the
same
(2-18D
result as in Eq. (2-178).
Inversion formula.
The time sequence r(kT) may be determined from R{z)
by use of the inversion formula,
r(kT)=
Û
2ff
<f
R{z)z k -'dz
(2-182)
J J r
which
\z\
is
cT
3
a circle of radius
a contour integration along the path T, where T is
such
a value that all
of
is
and
c
z-plane,
centered at the origin in the
the poles of R{z) are inside the
circle.
Sec. 2.8
z-Transform / 45
One way of evaluating the contour integration of Eq. (2-182) is by use of

the residue theorem of complex variable theory. Equation (2-182) may be
written
r(
kT )
= 2jp
R(z)z k
= 2 Residues
For simple
~1
dz
of i{(z)z*-> at the poles of R(z)z k ~
poles, the residues of R(z)z
Residue of R(z)z
k'1
k~1
at the pole z
at the pole z,
= (z-
=z
is
(2-183)
obtained as
z J )R(z)z"- 1 | x ,
(2-184)
Now let us consider the same function used in Example 2-19. The function
R(z) of Eq. (2-175) has two poles: z
1 and z
e~- r Using Eq. (2-183), we
have
r(kT)
[Residue of iJ(z)z*- at z
T
)z
(1
(z-e-r
=
T
(1
1]
)z
at z
= e~'T
(z-1)
,.,
[Residue of R(z)z k
(2-185)
,_,^,
= - e-" kT
1
which again agrees with the
result obtained earlier.
Some Important Theorems of the z-Transformation

Some of the commonly used theorems of the z-transform are stated in the
following without proof. Just as in the case of the Laplace transform, these
theorems are useful in many aspects of the z-transform analysis.
1.
Addition and Subtraction
If r x {kT)
and
r 2 {kT)
have z-transforms Rfe) and
J? 2 (z), respectively,
then
gUr^kT)
2.
Multiplication
r 2 (kT)]
where a
is
(z)
as[r(kT))
2 (z)
(2-186)
by a Constant
S[ar(kT)]
3.
=R
aR(z)
(2-187)
a constant.
Real Translation
$[r(kT
nT)]
g[r(kT
nT)]
= Ar{z) -
z~"R(z)
(2-188)
and
"jj
r(kT)z- k
~]
(2-189)
where n
is a positive integer. Equation (2-188) represents the ztransform of a time sequence that is shifted to the right by nT, and
Eq. (2-189) denotes that of a time sequence shifted to the left by nT.
The reason the right-hand side of Eq. (2-189) is not z"R(z) is because
the z-transform, similar to the Laplace transform,
is
defined only for
Chap. 2
46
Eq. (2-189)
Thus, the second term on the right-hand side of
to the
shifted
it
is
after
lost
is
that
simply represents the sequence
>
0.
by nT.
left
Complex
4.
Translation
Z[e*
5.
kT
R{ze^ T )
(2-190)
Theorem
Initial -Value
lim r(kT)
if
r(kT)\
(2-191)
lim R(z)
the limit exists.
6. Final-Value
Theorem
lim r{kT)
lim
(1
(2-192)
z' l )R{z)
z" ')*(*). has no poles on or outside the unit

origin in the z-plane, \z\= 1
the
circle centered at
if
The
the function,
these theorems.
following examples illustrate the usefulness of
Apply the complex
Example 2-20
/(/)
Let
(1
KO =
te--,
theorem to find the z-transform of
translation
0.
?>0;then
R(z)
*[/.(01
= ^jjj
g(kT)
R{ze")
(2-193)
Using the complex translation theorem,

F{z)
Example
glte-'uM]
= Jl^-.ry
R( z >
(z
l)(z
0.792z 2
0.416z
determine the value of r(kT) as k approaches

Since
S K*r> -
easily
R(z)
7 9 2Z
41 6 2
z2
i.i21z-
+ 0.981z" +
6
the z-plane, the final-
_o 416 z + 0.208
0.998z~ 7
R(.z) in
1.091*-'
="
'
powers of z~
1.013*"*
0.986z-=
^^
apparent that the coefficients of this power
value of unity.
(2496)
+ 0.208
in
\z\ =
92
lim
checked by expanding
0.792z-i
(2 . 195)
+ 0.208)
does not have any pole on or outside the unit circle

Hence,
value theorem of the z-transform can be applied.
It is
194 )
infinity.
(l-^-W)- z2 _
is
"
Given the function
2-21
This result
(2
series
converge rapidly to the
final
Chap. 2
Problems
47
REFERENCES
Complex
Variables, Laplace Transforms,
and Matrix Algebra
F-B.Hildebrani}, Methods of Applied Mathematics,

Prentice-Hall Inc
1.
wood
Cliffs, N.J.,
R. Bellman, Introduction
2.
one,
3.
C.
'
1952.
to
Matrix Analysis, McGraw-Hill Book Company,
"dO.
Kuo,
*<?/
Ai*,*, an/
Systems, McGraw-Hill
York, 1967.
Prentice-Hall, Inc.,
J. Martin, Transform Calculus

for
Englewood Cliffs, N.J., 1961.
Book Company, New York,

'
Electrical Engineers
C. R. Wylie, Jr., Advanced Engineering

Mathematics, 2nd ed., McGraw-Hill
5.
New
Book Company New
R. Legros and A. V.
4.
Enele''
ETT
1960.
Matrices ' Polynomials, and Linear

'
Time-Invariant Systems,"
Trans. Automatic Control, Vol. AC-18,
pp. 1-10, Feb. 1973.
%I?
lttt
Partial Fraction Expansion

7.
Hazony and J. Riley, "Evaluating Residues and

IRE Trans. Automatic Control, Vol. AC-4,
Poles,
8
'
L
tI
Partial Fraction
!f.
u7
fuby Digital
Multiple
Poles
Computer,"
pp. 161-162, Mar. 1964.
IEEE
10
'
High Order
"
Eânsion of a Rational Function with
IEEE
Trans. Circuit Theory, Vol
Partial
Coefficients,"
"
R R
Partkl FraCti
n Expami0n of RationaI F ^tions

wi't^r^n
h
B
One High-Order
Pole,"
IEEE Trans. Automatic Control, Vol. AC-13
with
f:.
'
Feb. 1968.
"'
CT-11
QdCk ChCCk n
Fraction Expansion
îx
pp. 318-319, Apr. 1966.
UNIS
'
Coefficients of
pp. 132-136, Nov. 1959.
v
?A^
yrpp.
Vol.
AC-16,
'
Partial FraCti n A, g rithm ."

489-491, Oct. 1971.
IEEE Trans.
p 133
'
Automatic Control,
Samp/ed-Data and Discrete-Data Control Systems

12.
B. C.
Kuo
Hall, Inc.,
13.
C.
Analysis and Synthesis of Sampled- Data

Control Systems,
Kuo,
Champaign,
Discrete
Prentice-
Data Control Systems, Science-Tech, Box 2277

Station
Illinois, 1970.
PROBLEMS
2.1.
Find the poles and zeros of the following

functions (include the ones
(a)
G(s)
()
(b) G(s)
'
5(s
1)
+ 5)
+ 1)
+ 2)(s> + 3* +
*Hs
2Xs
* 2 (*
(s
2)
at infinity)
: :
48
Chap. 2
(C)
G(s)
(d) G(s)
f'
û
-Ke"
=
:
(j
2.2.
DC*
+ 2)
Find the Laplace transforms of the following functions
= te-*>
= cos 5/
#(0 = e~' sin CO/
git) = S sikT)5it -
(a) g{t)
(b) git)
(c)
(d)
= unit impulse function
fcT); <*(<)
*=o
2.3.
Find the Laplace transforms of the functions shown
in Fig. P2-3.
gU)
sl
(a)
irOT
l
(b)
Figure P2-3.
2.4.
Find the Laplace transform of the following function

fO
fit)
t <
1<? <3
1
'
3<f<4
4
2.5.
<t
Solve the following differential equation by means of the Laplace transformation:
dM + 4/(0 =
wm^j
^
J
5
dt*
Assume
2.6.
dt
-,
uAt)
that all the initial conditions are zero.
Find the inverse Laplace transforms of the following functions

l
(a) Gis)
is
+ 2)is +
3)
(b) Gis)
(.?
(c)
Gis)
(d) Gis)
+ D 2 (s +
- s(j2
4)
10
+ 4)(j +
- s(s2 +s 2)
+
1}
Chap. 2
2.7.
Problems
49
Carry out the following matrix sums and differences:

6"
"3
(a)
_0
"
(b)
-5_
0~
10_
- -4
3_
5.
(c)
-3
r 20"
15"
-1
10
s-3
2.8.
Determine if the following matrices are conformable for the products

BA. Find the valid products.
AB
and
rii
(a)
A=
B=
[6
1]
_3_
-r
"2
(b)
B=
0.
2.9.
Express the following
set
10
-1
9"
-1
0.
of algebraic equations in matrix form:
+ x2 x =
*i + 3*2 x =
3*i 7* 2 2*3 =
5x,
2.10.
Express the following
set
of
differential equations in the
form (t)
+ Bu(:
*i(0
x 2 (t)
x 3 (t)
2.11.
= -*i(0 + x 2 {t)
= -2* 2 (0 - 3* (0 + in(t)
= -*,(?) - 5x2 (t) - 3* (f) +
3
Find the inverse of the following matrices:

"
(a)
5"
-1^
JO
(b)
-2
1
1
-1_
41
-l
(c)
-11
-1_
_-i
2.12.
Determine the ranks of the following matrices:

(a)
"3
(b)
_0
"2
Ll
2"
1
3_
8"
3_
u 2 (t)
= Ax(f)
50
Chap. 2
2.13.
Determine the definiteness of the following matrices:

"
2 3"
(a)
(b)
_-l
2_
"
-r
-2
_
2.14.
sampled by an ideal sampler with a sampling period

Determine the output of the sampler, /*(/), and find the Laplace
transform of/*0), F*(s). Express F*(s) in closed form.
of
signals are
T seconds.
(a) /(/)
(b) fit)
2.15.
i_
The following
= te~*
= e~" sin cot
Determine the z-transform of the following functions

*
(a)
G(s)
is
+ a)n
1
(b) G(j)
s(s
5)
=
s (s + 2)
g(f) = t*e-*'
git) = sin cot
1
(c)
(d)
(e)
2.16.
CKs)
Find the inverse z-transform of

lOzjz
G(z)
(z
l)(z 2
by means of the following methods

(a) the inversion formula
(b) partial-fraction
expansion
+ 1)
+z
1)
3
Transfer Function and
Signal Flow
3.1
Graphs
Introduction
One of the most important steps in the analysis

of a physical system is the
mathematical description and modeling of the
system. A mathematical model
ot a system is essential because it allows
one to gain a clear understanding of
the system in terms of cause-and-effect
relationships among the system com-
ponents.
In general, a physical system can be

represented
that portrays the relationships and
interconnections
by a schematic diagram
the system components. From the mathematical standpoint,
algebraic and differential or
difference equations can be used to describe
the dynamic behavior of a system
In systems theory, the block diagram is
often used to portray systems of
all types. For linear systems,
transfer functions and
among
signal flow graphs are

valuable tools for analysis as well as for design.
In this chapter we give the definition of
transfer function of a linear system
and demonstrate the power of the signal-flow-graph
technique in the analysis
of linear systems.
3.2
Transfer Functions of Linear Systems
Transfer function plays an important role in

the characterization of linear
time-invariant systems. Together with block
diagram and signal flow graph
transfer function forms the basis of representing
the input-output relationships
ot a linear time-invariant system in
classical control theory.
The starting point of defining the transfer function
is the differential
equa51
62
/ Transfer
Chap. 3
Function and Signal Flow Graphs
dynamic system. Consider that a linear time-invariant system

described by the following nth-order differential equation
tion of a
d m r{t)
where
a au
c(r) is
dm
the output variable
and
'/(?)
dr(t)
/,
the input variable.
r(t) is
,.
is
The
coefficients,
>
m.
b m are constants, and n
The differential equation in Eq. (3-1) represents a complete description of
the system between the input r(t) and the output c(t). Once the input and the
initial conditions of the system are specified, the output response may be
,
and b
bt
obtained by solving Eq. (3-1). However, it is apparent that the differential

equation method of describing a system is, although essential, a rather cumbersome one, and the higher-order differential equation of Eq. (3-1) is of little
practical use in design. More important is the fact that although efficient sub-
computers for the solution of high-order

differential equations, the important development in linear control theory relies
on analysis and design techniques without actual solutions of the system differ-
on
routines are available
digital
ential equations.
A convenient way
of describing linear systems is made possible by the use

of transfer function and impulse response. To obtain the transfer function of the
linear system that is represented by Eq. (3-1), we take the Laplace transform on
both sides of the equation, and assuming zero
(a s n
The
a^""
+ a ^s + a)C(s)
= (b s m + b.s'"-' +
initial
conditions,
we have
transfer function of the system
...
b m .,s
-L-
b m )R(s)
defined as the ratio of C(s) to R(s);
is
therefore,
-
b sm + b sm
r(*\
UW -Q~ R(s) ~ a + a.s"-
s"
+...
+...
+ bm . s + b m
+ a . s a.
1
(3 _ 3)
-,-
Summarizing over the properties of a transfer function we
state
1.
A transfer function is defined
2.
A transfer function between an input variable and an output variable
only for a linear system, and,
strictly,
only for time-invariant systems.
of a system
3.
4.
is
defined as the ratio of the Laplace transform of the
output to the Laplace transform of the input.

All initial conditions of the system are assumed to be zero.
A transfer function is independent of input excitation.
The following example
is
given to illustrate
how
transfer functions for a
linear system are derived.
Example
3-1
series
RLC
designated by
is shown in Fig.
The output variable in
network
e,{t).
3-1.
The input voltage
this case
is
can be defined as
the voltage across any one of the three network elements, or the current
Sec. 3.2
+ o
R
v\M
Transfer Functions of Linear Systems /
i(t).
Tm
The loop equation of the network

*,(/)
'W
ei<"
;;C
^)
written
=Ri(t)+L^ + j /(,) dt
(3-4)
Taking the Laplace transform on both sides of Eq.

and assuming zero initial conditions, we have
e c (t)
-.
= (r+Ls+^)I(s)
EAs)
Fig. 3-1.
is
If
RLC network.
we regard
the current
function between
./(*)
E,(s)
e,{t)
(/)
and
an output
as
i(t) is
(3-4)
(3-5)
variable, the transfer
simply
Cs
53
R+Ls + (l/Cs) ~ + RCs + LCs

I
^'^
If the voltage across the capacitor e (t)

c
between e,(0 and e c (t)
is
is considered as an output, the transfer

function
obtained by substituting
E (s)=-~Ks)
c
(3.7)
into Eq. (3-5). Therefore,
E (s) _
,(*)
The
+ RCs + LCs
definition of transfer function
<3
-8
easily extended to a system with a

system of this type is often referred
to as a multivariable system. In a multivariate
system, a differential equation
of the form of Eq. (3-1) may be used to describe the
relationship between a pair
of input and output. When dealing with the relationship
between one input and
one output, it is assumed that all other inputs are set to zero.
Since the principle
of superposition is valid for linear systems, the total effect
on any output variable
due to all the inputs acting simultaneously can be
obtained by adding the
multiple
number of inputs and
outputs.
is
individual effects.
As a
simple illustrative example of the transfer functions

of a multivariable
us consider the control of a turbopropeller engine.
In this case the
input variables are the fuel rate and the propeller
blade angle. The output
variables are the speed of rotation of the engine
and the turbine-inlet temperature. In general, either one of the outputs is
affected by the changes in both
inputs. For instance, when the blade angle of
the propeller is increased, the
speed of rotation of the engine will decrease and
the temperature usually
increases. The following transfer relations
may be written from steady-state
tests performed on the system:
system,
let
C,(j)
Ci(s)
= G, ,(*)*,(*) + G 12 (s)R
= G ,(s)R (s) + G 22 (s)R
2
2 (s)
(3-9)
2 (s)
(3-10)
where
= transformed variable of speed of rotation

= transformed variable of turbine-inlet temperature
Ri(s) = transformed variable of fuel rate
R (s) = transformed variable of propeller blade angle
C,(i)
2 (s)
All these variables are assumed to be measured from
some
reference levels.
54
Chap. 3
Since Eqs. (3-9) and (3-10) are written with the assumption that the system
is
linear, the principle
G n (s) represents the

and the speed of rotation of the engine
of superposition holds. Therefore,
transfer function between the fuel rate
with the propeller blade angle held at the reference value

Similar statements can be
In general,
R k (s) =
0,
only they'th input in
l,2,...,p,
effect,
transform of the system
Cls)
is
tJ
It is
(s) is
(3-11)
k^j. Note
that Eq. (3-11)
related to all the input transforms

x
{s)
0.
defined as
is
is
defined with
while the other inputs are set to zero. The
= G n {s)R
R 2 (s) =
Rj(s)
+G
i2
{s)R 2 {s)
...+
z'th
output
by
G, p (s)R p (s)
(3-12)
= t Gu {s)Rj(s)
where
is,
C (s)
G,As)
with
that
inputs and q outputs, the transfer func-
output and the Jth input
j'th
for the other transfer functions.
a linear system has
if
tion between the
made
(i=l,2,...,q)
defined in Eq. (3-11).
convenient to represent Eq. (3-12) by a matrix equation

C(s)
where
G(s)R(s)
(3-13)
cm
C2 {s)
C(*)
(3-14)
Cq{s)j
is
a q
matrix, called the transformed output vector;
Rii.s)
R(*)
(3-15)
RJis)}
is
&p X
matrix, called the transformed input vector;
G 12 (s)
G 2i (s) G 22 (s)
'Gîs)
...
G lp (s)
G 2p {s)
G(s)
(3-16)
G ql (s)
is
aq
X p
G q2 (s)
...
G(s)_
matrix, called the transfer function matrix.
ec 3 3
'
'
3.3
55
The impulse response of a linear system is defined as the output response

of the
system when the input is a unit impulse function. Therefore,
for a system with
a single input and a single output, if r(t) = d(t), the
Laplace transform of the
system output
is
simply the transfer function of the system, that

C(s)
G(s)
is,
(3-17)
since the Laplace transform of the unit impulse

function is unity.
Taking the inverse Laplace transform on both sides of Eq.
(3-17) yields
= 8(t)
c(0
where
(3-18)
g(t) is the inverse
Laplace transform of G(s) and is the impulse response

(sometimes also called the weighing function) of a linear
system. Therefore, we
can state that the Laplace transform of the impulse response
is the transfer
function.
Since the transfer function
is
a powerful way of characterizing
linear systems,
means that if a linear system has zero initial conditions,

theoretically, the
system can be described or identified by exciting it with
a unit impulse response
and measuring the output. In practice, although a true
impulse cannot be
generated physically, a pulse with a very narrow
pulsewidth usually provides
a suitable approximation.
this
For a multivariable system, an impulse response matrix must

be defined and
is
given by
g(0
-'[G(*)]
(3-19)
where the inverse Laplace transform of G(s) implies the

transform operation
on each term of the matrix.
The
derivation of G(s) in Eq. (3-3)
differential equation,
is based on the knowledge of the system

and the solution of C(s) from Eq. (3-3) also assumes that
R(s) and G(s) are
all available in analytical forms. This

is not always possible
for quite often the input signal #(/) is not
Laplace transformable or is available
only in the form of experimental data. Under such
conditions, to analyze the
system we would have to work with the time function
r(t) and g(t).
Let us consider that the input signal r(j) shown in Fig.

3-2(a) is applied to a
whose impulse response is g{t). The output response c(t)
is to be
determined. In this case we have denoted the input
signal as a function of r
which is the time variable; this is necessary since t is
reserved as a fixed time
linear system
quantity in the analysis. For
from minus
all practical
purposes, r(r)
is
assumed to extend
infinity to plus infinity in time.
Now consider that the input r(r) is approximated by a sequence of pulses

of pulsewidth At, as shown in Fig. 3-2(b). In
the limit, as At approaches
zero
these pulses
become impulses, and the impulse at time kLx has a strength

or
area equal to At-z-Ât), which is the area of the
pulse at kLx. Also, when At
decreases, k has to be increased proportionally,
so the value of &At remains
constant and equals t, which is a particular point
on the time axis. We now
compute the output response of the linear system, using
the
impulse-approxi-
56
Transfer Function and Signal
Flow Graphs
Chap. 3
r(T)
r(kAr)
(b)
Fig. 3-2. (a) Input signal of a linear system, (b) Input signal represented
sum of rectangular
mated
signal.
response
is
When
only the impulse at time x
is
= kAx is considered,
the system
given by
At
which
by
pulses.
r(kAx)g(t
kAx)
(3-20)
the system impulse response delayed by kAx, multiplied by the impulse
strength Ax-r(kAx).
By use of
the superposition principle, the total response
due to r(x) is obtained by adding up the responses due to each of the impulses
from oo to +co. Therefore,
c{t)
lim
r(kAx)g(t
kAx) Ax
(3-21)
AT oo
or
c{t)
For
all
^_j(x)g(t-x)dx
physical systems, output response does not precede excitation.

g(t)
for
(3-22)
< 0,
since the impulse function
g (t
x)
is
Thus
(3-23)
applied at
t<z
0.
Or
(3-24)
Sec 3 3
The output response of
the system
if r( T )
for T
<
C
T)
<*t
(3-25)
Eq. (3-25) becomes
0,
W = J' *<*)*(' - t) A
(3-26)
The expressions of Eqs.
(3-25)
the convolution operation

.
is
is
and
(3-26) are called the convolution integral
denoted by the symbol
*,
c(t)
r(t)
convolves into g(t)
so
r(t) * g(t)
(3. 27 )
interpreted as
c(t)
The positions of
r(t)
and
57
written
= /'__ r(T)g(t -
c (0
Further,
now
is
g{t) in the
convolution operation
(3-28)
may be
inter-
changed, since basically there is no difference

between the two functions Therefore, the convolution integral can
also be written as
c (0
f'
g(i>(t
T ) dx
= git) * /(/)
= git) convolves into
(3-29)
/(?)
The evaluation of the impulse response of linear

a
system is sometimes an
important step in the analysis and design of a
class of systems known as the
adaptive control systems. In real life the
dynamic characteristics of most systems
vary to some extent over an extended
period of time. This
may be caused by
simple deterioration of components due to
wear and tear, drift in operating
environments, and the like. Some systems
simply have parameters that vary
with time
a predictable or unpredictable fashion. For
instance, the transfer
characteristic of a guided missile in flight
will vary in time because of the change
of mass of the nmsile and the change of
atmospheric conditions. On the other
hand, for a simple mechanical system with mass
and friction, the latter may be
subject to unpredictable variation either
due to "aging" or surface conditions
thus the control system designed under the
assumption of known and fixed
parameters may fail to yield satisfactory response
should the system parameters
vary. In order that the system may
have the ability of self-correction or selfadjustment in accordance with varying
parameters and environment it is
necessary that the system's transfer characteristics
be identified continuously or
at appropriate intervals during the
operation of the system. One of the methods
of identification is to measure the impulse
response of the system so that design
parameters may be adjusted accordingly to attain
optimal control at all times
In the two preceding sections, definitions
of transfer function and impulse
response of a linear system have been presented.
The two functions are directly
related through the Laplace transformation,
and they represent essentially the
same information about the system. However,
it must be reiterated that
transfer
58
Chap. 3
function and impulse response are denned only for linear systems and that the
initial
3.4
Block Diagrams
conditions are assumed to be zero.
Because of
its
simplicity
and
versatility,
engineers to portray systems of

represent the composition
all types.
block diagram
is
often used by control
A block diagram can be used simply to
and interconnection of a system. Or,
it
can be used,
together with transfer functions, to represent the cause-and-effect relationships

throughout the system. For instance, the block diagram of Fig. 3-3 represents a
turbine-driven hydraulic power system for an aircraft. The main components of
the system include a pressure-compensated hydraulic

an electronic speed controller, and a control valve.
figure depicts
how
these
pump, an air-driven pump,

The block diagram in the
components are interconnected.
Current
Controller
Turbine
torque
Control
valve
Turbine
Inlet
Mass
pressure
flow
Output
rO
Load
Hydraulic
Pump
torque
pump
Load flow
Fig. 3-3.
Block diagram of a turbine-driven hydraulic power system.
If the mathematical and functional relationships of all the system elements

known, the block diagram can be used as a reference for the analytical or the
computer solution of the system. Furthermore, if all the system elements are
assumed to be linear, the transfer function for the overall system can be obtained
by means of block-diagram algebra.
The essential point is that block diagram can be used to portray nonlinear
as well as linear systems. For example, Fig. 3-4(a) shows the block diagram
of a simple control system which includes an amplifier and a motor. In the
are
figure the nonlinear characteristic of the amplifier
is
depicted by
its
nonlinear
Sec. 3.4
Block Diagrams
59
Kry
s(s+a)
(a)
(b)
Block diagram of a simple control system, (a)

Amplifier shown
with a nonlinear gain characteristic, (b)
Amplifier shown with a linear gain
Fig. 3-4.
characteristic.
input-output
relation. The motor is assumed to

be linear and its dynamics are
represented by a transfer function between
the input voltage and the output
displacement. Figure 3-4(b) illustrates the same
system but with the amplifier
characteristic approximated by a constant
gain. In this case the overall system
is linear, and it is now
possible to write the transfer function for
the overall
system as
E (s)
t
Em (s)
E{s)
s(s
a)
(3
"3
Block Diagrams of Control Systems
We
now define some block-diagram elements used frequently

in conand the block-diagram algebra. One of the important
components
shall
trol systems
or a feedback control system
for
s lg nal
ometer,
is the sensing device that acts

as a junction point
comparisons. The physical components involved
are the potenti-
synchros, resolvers, differential amplifiers,

multipliers, and so on In
general, the operations of the sensing devices
are addition, subtraction mul-
and sometimes combinations of these. The

block-diagram elements
of these operations are illustrated as shown in
Fig. 3-5. It should be pointed out
that the signals shown in the diagram of
Fig. 3-5 can be functions of time t
or
functions of the Laplace transform variable s.
In Fig. 3-4 we have already used block-diagram
elements to represent inputoutput relationships of linear and nonlinear
elements. It simply shows that the
block-diagram notation can be used to represent
practically any input-output
relation as long as the relation is defined.
For instance, the block diagram of
tiplication,
60
/ Transfer
*-
(a)
+~
Subtraction
(b)
*-
(c)
Chap. 3
e = rl
r2
+c
Addition
+~- e
Addition and subtraction
=rc
(d) Multiplication
Fig. 3-5.
Block-diagram elements of typical sensing devices of control
systems, (a) Subtraction, (b) Addition, (c) Addition and subtraction, (d)
Multiplication.
u(t)
x(t)
x(0
u(f)
x =ax + bu
x=
(a)
f(x, u)
C(s)
G(s)
(b)
Fig. 3-6.
R(s)
(c)
Block-diagram representations of input-output relationships of
systems.
Fig. 3-6(a) represents a system that
is
described by the linear differential equa-
tion
x(t)
ax{t)
bu{t)
(3-31)
Figure 3-6(b) illustrates the input-output relation of a system described by the

vector-matrix differential equation
{t)
where
(3-32)
an n X 1 vector and u(t) is an r X 1 vector. As another example,

shows a block diagram which represents the transfer function of a
x(f) is
Fig. 3-6(c)
= f [x(0, u]
Sec. 3.4
Block Diagrams
linear system; that
61
is,
C(s)
where G(s)
G{s)R(s)
(3-33)
the transfer function.
is
Figure 3-7 shows the block diagram of a linear feedback control

system.
The following terminology often used in control systems is defined with reference
to the block
diagram
/(/)>
R(s)
c(t),
C(s)
b(i),
B(s)
e(t), &(s)
e(t),
=
=
reference input
output signal (controlled variable)
= feedback signal
= actuating signal
- C(s) = error signal

G(s) = g?^ = open-loop transfer function or forward-
E(s)
R(s)
path transfer function
C(s)
= j4 = closed-loop transfer function

H(s) = feedback-path transfer function
G(s)H(s) = loop transfer function
closed-loop transfer function, M(s) = C(s)/R(s), can be
expressed as
(s)
The
a function of G(s) and H(s).
From
Fig. 3-7
we
write
C(s)
G(s)&(s)
(3-34)
B(s)
H(s)C(s)
(3-35)
and
The actuating
signal
written
is
6(j)
= R(s) - B(s)
(3-36)
Substituting Eq. (3-36) into Eq. (3-34) yields
C(s)
G(s)R(s)
G(s)B(s)
(3-37)
G(s)H(s)C(s)
(3-38)
Substituting Eq. (3-35) into Eq. (3-37) gives
C(s)
G(s)R(s)
Solving C(s) from the last equation, the closed-loop transfer

function of the
R(s)
/)
r(t)
.y
ew
'
eit)
G(s)
c(t)
bit)
B(s)
H(s)
Fig. 3-7. Basic block
C(s)
diagram of a feedback control system.
62
system
is
Chap. 3
given by
w-
^-
(3-39)
Gis)His)
may contain many feedback loops, and

from the block diagram by means of the
In general, a practical control system

the evaluation of the transfer function
method described above may be tedious. In principle at least, the

block diagram of a system with one input and one output can always be reduced
to the basic single-loop form of Fig. 3-7. However, the steps involved in the
algebraic
reduction process
may
transfer function of
again be quite involved.
any
linear system
We
shall
show
later that the
can be obtained directly from
its
block
diagram by use of the signal-flow-graph gain formula.

Block Diagram and Transfer Function of Multivariable Systems
is defined as one that has a multiple number of

block-diagram representations of a multiple-variable
system with p inputs and q outputs are shown in Fig. 3-8(a) and (b). In Fig.
3-8(a) the individual input and output signals are designated, whereas in the
multivariable system
inputs and outputs.
Two
block diagram of Fig. 3-8(b), the multiplicity of the inputs and outputs is
denoted by vectors. The case of Fig. 3-8(b) is preferable in practice because of its
simplicity.
MO-
-- c l
(t)
Multivariable
system
'
-*~c q (t)
(0-
(a)
Multivariable
i(0"
system
-*- c(/)
(b)
Fig. 3-8.
Block-diagram representations of a multivariable system.
Figure 3-9 shows the block diagram of a multivariable feedback control

The transfer function relationship between the input and the output of
system.
the system
is
obtained by using matrix algebra
= G(s)(s)
&is) = R(s) - Bis)
B(s) = H(j)C(j)
C(j)
(3-40)
(3-41)
(3-42)
Sec. 3.4
Block Diagrams
S)
R(s)
80)
63
C&)
G(s)
Bfr)
Hfc)
Fig. 3-9.
Block diagram of a multivariable feedback control system.
Substituting Eq. (3-42) into Eq. (3-41) and then from

Eq. (3-41) into
Eq
(3-40)
yields
C(s)
G(s)R(s)
G(s)H(s)C(s)
(3-43)
G(j)H(j)]- G(s)R(s)
(3-44)
Solving for C(s) from Eq. (3-43) gives

C(s)
[I
provided that
I
G(5 )H(j) is nonsingular.
should be mentioned that although the development of the
input-output
relationship here is similar to that of the single input-output
case, in the
It
present
situation
improper to speak of the ratio C(s)/R(s) since C(s) and R(s)

are
matrices. However, it is still possible to define the closed-loop
transfer
it is
matrix as
M(j)
Then Eq.
Example
(3-44)
is
[I
G(*)H(s)]-G(j)
(3-45)
C(j)
M(a)R(j)
(3-46)
written
Consider that the forward-path transfer function matrix

and the
feedback-path transfer function matrix of the system shown
in Fig.
3-9 are
3-2
G(s,=
_j_i
(3-47)
1
2J
and
H(s)
Lo
0"
i_
respectively.
The
closed-loop transfer matrix of the system
is
given by Eq. (3-45) and
is
evalu-
ated as follows:
1
G(s)H(s)
s+
2
1_
1
1
'
2J
s+j,
s
+ 2J
(3-48)
64
/ Transfer
Chap. 3
The closed-loop
transfer matrix
is
+
+
M(a)
[I
= -^
G( S )H(s)]-'GM
_1_
(3-49)
+
+
-2
2
5
2J
where
+2s+3+
A _ sS+1S|2
2 __ s 2
5s
(3-50)
5(5+1)
Thus
M(5)
s(s
1)
55
52
35 2
s{s
+95 +
1)(5
_ ~5
1_
2)
35
5(5
3.5
+
+
(3-51)
2
1).
Signal Flow Graphs 2
signal flow graph may be regarded as a simplified notation for a block diagram, although it was originally introduced by S. J. Mason- as a cause-and-effect
representation of linear systems. In general, besides the difference in the physical

appearances of the signal flow graph and the block diagram, we may regard
more rigid mathematical relationships,

whereas the rules of using the block-diagram notation are far more flexible and
the signal flow graph to be constrained by
less stringent.
A signal flow graph may be defined as a graphical means of portraying the

input-output relationships between the variables of a set of linear algebraic
equations.
Consider that a linear system

yj
It
is
described by the set of
o kJ y k
should be pointed out that these
1,2,
N algebraic equations
,N
N equations are written
(3-52)
in the
form of cause-
and-effect relations
jth effect
N
XI ( am fr
m ^ to ./)(^
tri
cause)
(3-53)
k=l
or simply
output
This
is
the single
= 2 (gain)(input)
most important axiom
in the construction of the set
equations from which a signal flow graph is drawn.

In the case when a system is represented by a
equations,
we must
then rearrange the
first
When
set
of algebriac
of integrodifferential
transform them into Laplace transform equations and
latter into the
(3-54)
form of Eq.
= S G kj (s)Yk (s)
(3-52), or
7=1,2,
(3-55)
constructing a signal flow graph, junction points or nodes are used
ys and y k The nodes are connected together by line

segments called branches, according to the cause-and-effect equations. The
to represent the variables
Sec 3 5
Signal Flow Graphs /
branches have associated branch gains and

directions.
through a branch only in the direction of the arrow.
In
65
signal can transmit
general, given a set of

equations such as those of Eq. (3-52) or Eq.
(3-55), the construction of the
signal flow graph is basically a matter
of following through the
cause-andeach variable in terms of itself and the other

variables
For instance, consider that a linear system is represented
by the simple equation
effect relations relating
where j, is the input variable,

y 2 the output variable, and a l2 the gain or transmittance between the two variables. The
signal-flow-graph representation of
Eq. (3-56) is shown in Fig. 3-10. Notice that
the branch
directing
Fig. 3-10. Signal flow graph of

y2
12 >''-
from node y to node y 2 expresses the dependx
ence of y 2 upon
should be reiterated that Eq. (3-56)

and Fig. 3-10 represent only the dependence
of the out>,. It
P ut variable upon the input variable, not the reverse.

important consideration in the application of
An
signal
flow graphs
that the branch between the two nodes

y,
and y 2 should be integrated as a unilateral amplifier
with gain a i2 , so that when
a signal of one unit is applied at the input
y u the signal is multiplied by a l2 and
a signal of strength a l2 is delivered at node>>
2 Although algebraically Eq (3-56)
can be rewritten
is
the signal flow graph of Fig. 3-10 does

not imply this relationship If Eq (3-57)
valid as a cause-and-effect equation in
the physical sense, a new signal flow
is
graph must be drawn.

As another illustrative example, consider the following
equations
yi
yi
}'*
ys
The
= tf12.F1
= a 23 y
= Oi*yi
= a 2s y
+ a 32 y
+ a43 y
+ a 34 y +
+a
set
of algebraic
a 44 y 4
(3 " 58)
4 <,y 4
signal flow
graph for these equations is constructed step

by step as shown
in Fig. 3-11, although the indicated
sequence of steps is not unique The nodes
representing the variables
<hiy 3
y u y2 y 3 y 4 and y s are located in order from left to

equation states that 2 depends upon two
y
signals, a liyi and
the signal flow graph representing this
equation is
The
right.
first
drawn as shown in
y 3 depends upon a 23 y 2 and a 43y 4
therefore on the signal flow graph of Fig. 3-1
1(a), a branch of gain a
23 is drawn
trom node y 2 to y 3 and a branch of gain is
drawn from y t to y 3 with the
43
directions of the branches indicated by the
arrows, as shown in Fig 3-1 1(b)
;
Fig. 3-1 1(a).
The second equation
states that
Similarly, with the consideration of the

third equation, Fig. 3-1 1(c) is obtained
when the last equation of Eq. (3-58) is portrayed,
the complete signal
flow graph is shown in Fig. 3-1 1(d). The
branch that
Finally,
begins from the node
y4
66
/ Transfer
Chap. 3
(a)y 2
>4
y$
y*
>"5
=a n y + a 31 y3
l
a 43
o
^3
yi
y\
(b)>>2
=a n y\ +032^3. ^3
=fl23> 2
,
+ 43>'4
O
^5
(c)y 2 =012^1 +232>'3.>'3 = a 23>'2 + 043^4.
(d)
Complete
signal
=a
24>
+ a 34>
y2
ai 2 yi
a 3 zy3- (b) yi
fl
44>"4
flow graph
Fig. 3-11. Step-by-step construction of the signal flow

(3-58). (a)
graph for Eq.
= anyi + fl32>'3,
= anyi + any*,
+ any*, (c) yz = a\zy\ + a 3 zy3, yi

+ a t,yi + cmy,. (d) Complete signal flow graph.
yi
y*
= miyi
= auyi
and ends at y 4 is
of y 4 upon itself.
3.6
Summary
called a loop,
of Basic Properties of Signal
At
this point
it is
and with a gain a 44 represents the dependence

,
Flow Graphs
best to summarize
some of the important
properties of the
signal flow graph.
1.
2.
3.
A signal flow graph applies
only to linear systems.
The equations based on which a signal flow graph is drawn must be

algebraic equations in the form of effects as functions of causes.
Nodes are used to represent variables. Normally, the nodes are
Sec. 3.7
Flow Graphs
67
arranged from
left to right, following a

succession of causes and
through the system.
Signals travel along branches only in
the direction described by the
arrows of the branches.
effects
4.
5.
The branch directing from node

y k to j, represents the dependence
of the variable y, upon
but
not
the reverse.
yk
A signal y k traveling along a branch between nodes
yk and y. is
multiplied by the gain of the branch, a
kj so that a signal
,
6.
aj
k is
delivered at node y,.
3.7
Flow Graphs
In addition to the branches and nodes

defined earlier for the signal flow graph
the following terms are useful for the
purposes of
identification
Input node {source). An input node

branches. (Example: node
yi in Fig. 3-11.)
is
and
reference.
a node that has only outgoing
Output node (sink). An output node is a node

which has only incoming
branches. (Example: node
y 5 in Fig. 3-11.) However, this condition is not always
r eadiy
b an out P ut node For instance, the signal flow
p
Mg.
^/
graph shown in
3-12(a) does not have
any node that
satisfies
node. However,
the condition of an output
it may be necessary to
regard nodes y 2 and/or 3 as output
y
nodes In order to meet the definition
requirement, we may simply introduce
eS
fS
lth UDity g3inS
and additional variables

j 2 and y 3 as shown
,
3-12(b).
Notice that in the modified signal flow
(a) Original signal
graph
it is
in Fig.
equivalent that the
flow graph
(b) Modified signal flow graph

Fig. 3-12. Modification of a signal flow
graph so that y 2 and y z satisfy the
requirement as output nodes, (a) Original signal
flow graph, (b) Modified
signal flow graph.
68
/ Transfer
Chap. 3
=y
=y
are added. In general, we can state that any

graph
can always be made an output node by
noninput node
However,
we cannot convert a noninput node
operation.
aforementioned
the
For instance, node y 2 of the
operation.
similar
using
a
by
node
an
input
into
signal flow graph of Fig. 3-12(a) does not satisfy the definition of an input node.
If we attempt to convert it into an input node by adding an incoming branch of
equations y 2
and y 3
of a signal flow
y 2 the signal flow graph of Fig. 3-13

However, the equation that portrays the relationship at node y 2
unity gain from another identical node
would
now
result.
reads
yi
which
is
different
from the
= yi +
<*\%y\
a i2 yi
(3- 59 )
a nyi
original equation, as written
yi
Fig. 3-13.
from
Fig. 3- 12(a),
(3-60)
a 32 y 3
Vi
Fig. 3-14. Signal flow
Erroneous way to make the node y 2
graph with y 2 as an input
node.
an input node.
Since the only proper way that a signal flow graph can be drawn is from a
set of cause-and-effect equations, that is, with the causes on the right side of the
equation and the effects on the left side of the equation, we must transfer y 2
if it were to be an input. Rearranging Eq. (3-60),
the signal flow graph of Fig. 3-12 now become
originally
for
equations
the two
to the right side of Eq. (3-60)
y%
y3
The
signal flow graph for these
-y
(3-61)
"12
12
(3-62)
a 2i y 2
two equations
is
shown
in Fig. 3-14, with
y2
as an input node.
any collection of continuous succession of branches

The definition of a path is entirely general since
traversed in the same
be traversed more than once. Therefore, as
any
node
to
it does not prevent
Fig. 3-12(a) is, it may have numerous paths.
graph
of
flow
simple as the signal
Path.
path
is
direction.
Forward path.
forward path
is
a path that starts at an input node and
ends at an output node and along which no node is traversed more than once.
For example, in the signal flow graph of Fig. 3-1 1(d), y is the input node, and
there are four possible output nodes in y 2 y 3 j 4 and y s The forward path
t
Sec. 3.8
69
between j t and y 2 is simply the branch connected between y and y 2 There are
two forward paths between y L and y 3 one contains the branches from y t to y 2
to y 3 and the other one contains the branches from y to y 2 to y 4 (through the
branch with gain a 2i ) and then back to y 3 (through the branch with gain a 43 ).
.
The reader may determine the two forward paths between j>, and j 4
there are also two forward paths between j, and y s
Similarly,
Loop.
loop
is
a path that originates and terminates on the same node
and along which no other node
is
encountered more than once. For example,
there are four loops in the signal flow graph of Fig. 3-1 1(d). These are
shown
in Fig. 3-15.
"44
y*
Fig. 3-15.
Four loops
in the signal flow
graph of Fig.
3-1 1(d).
Path gain. The product of the branch gains encountered in traversing a

path is called the path gain. For example, the path gain for the path
J>i
yz - y - y*
3
in Fig. 3-1 1(d) is
a 12 a 23 a 34
Forward-path gain. Forward-path gain

forward path.
Loop gain. Loop gain

the loop gain of the loop
3.8
is
y2
is
defined as the path gain of a
defined as the path gain of a loop. For example,
y4 y y
3
in Fig. 3-15
is
a 2i a i3 a 32
Based on the properties of the signal flow graph, we can

manipulation and algebra of the signal flow graph.
1
The value of the

of
all
variable represented by a
node
state the following
is
equal to the
sum
the signals entering the node. Therefore, for the signal flow
70
Chap. 3
Node
Fig. 3-16.
as a
summing
point and as a transmitting point.
graph of Fig. 3-16, the value of y is equal to the sum of the signals
transmitted through all the incoming branches; that is,
{
Jl
2.
The value of the

through
all
Fig. 3-16,
"li}>2
31^3
4lj4
variable represented by a
(3-63)
Osijs
node
is
transmitted
branches leaving the node. In the signal flow graph of
we have
ye
yn
y%
3.
Parallel branches in the
=
=
=
same
tfi6.Fi
a xl y
(3-64)
tfisJi
direction connected between
two
branch with gain equal to the sum

nodes can be replaced by
branches.
An example of this case is
the
parallel
of the gains of
a single
illustrated in Fig. 3-17.
-X
y\

single branch.
a-vb +
>
X.
yi
graph with parallel paths replaced by one with a
Sec. 3.9
a 12
a 23
V\
vi
"34
y3
y4
71
a
"56
<*45
45
ys
y6
a 12<*23tf34 fl 45fl56
graph with cascaded unidirectional branches
re-
placed by a single branch.
4.
connection of unidirectional branches, as shown in Fig.

can be replaced by a single branch with gain equal to the
product of the branch gains.
Signal flow graph of a feedback control system. Figure 3-19 shows
series
3-18,
5.
the signal flow graph of a feedback control system
whose block
may be
regarded as a simplified notation for the block diagram. Writing the
equations for the signals at the nodes &(s) and C(s), we have
diagram
is
given in Fig. 3-7. Therefore, the signal flow graph
S(j)
R(s)
C(s)
G(s)&(s)
H(s)C(s)
(3-65)
and
The closed-loop
transfer
function
(3-66)
is
obtained from these two
equations,
C(s)
R(s)
_
1
G(s)
G(s)H(s)
^y
e(s)\_
R(s)
(3-67)
C(s)
<Xs)
-ms)
For complex
graph of a feedback control system.
signal flow graphs
we do not need to rely on algebraic manipu-
lation to determine the input-output relation. In Section 3.10 a general gain
formula will be introduced which allows the determination of the gain between
an input node and an output node by mere inspection.
3.9

It
was emphasized earlier that the construction of a signal flow graph of a physsystem depends upon first writing the equations of the system in the cause-
ical
and-effect form. In this section
we
shall give
two simple
illustrative
examples.
72
/ Transfer
Chap. 3
the lack of background on systems at this early stage, we are using two
networks as examples. More elaborate cases will be discussed in Chapter
where the modeling of systems is formally covered.
Owing to
electric
5,
Example
The
3-3
passive network
R, L, and
C elements
shown
in Fig. 3-20(a)
is
considered to consist of
so that the network elements can be represented
by impedance functions, Z(s), and admittance functions, Y(s). The

Laplace transform of the input voltage is denoted by Ein (s) and that of the output
voltage is EJjs). In this case it is more convenient to use the branch currents and node
voltages designated as shown in Fig. 3-20(a). Then one set of independent equations
representing cause-and-effect relation
Ii(.s)
E2 (s)
/,(,)
Ea (s)
is
= [E Js)-E (s)]Y S
= [h{s) - /,(*)]Z,(j)
= [E1 {s) - Ea (s)]Y (s)
= Z(j)/ (j)
1
(3-68)
( )
(3-69)
(3-70)
(3-71)
Y3 (s)
YAs)
|n
(s)
(a)
(*)
Z2 (s)
YAs)
Fig. 3-20. (a) Passive ladder network, (b)
Y3 (s)
A signal flow graph
for the net-
work.
Ein(s), /,($), E2 (s), I
3 (s), and E(s) arranged from left to right

graph of the network is constructed as shown in Fig. 3-20(b).
It is noteworthy that in the case of network analysis, the cause-and-effect equations that are most convenient for the construction of a signal flow graph are neither the
loop equations nor the node equations. Of course, this does not mean that we cannot
With the
variables
in order, the signal flow
construct a signal flow graph using the loop or the node equations. For instance, in
Fig. 3-20(a), if we let Ii(s) and I3 (s) be the loop currents of the two loops, the loop
equations are
Sec. 3.9
= [Zi(s) + Z2 (j)]/,(j) - Z (s)I (s)

= -Z Gs)/,0) + [Z (s) + Z (s) + Z4 (s)]I
= Zt(s)I (s)
Etn(s)
E (s)
73
(3-72)
3 (s)
(3-73)
(3 . 74)
However, Eqs. (3-72) and (3-73) should be rearranged, since

only effect variables can
appear on the left-hand sides of the equations. Therefore,
solving for /,0s) from Ea
(3-72) and I3 (s) from Eq. (3-73), we get
71
=Z
=
h(s)
^ + zjfzjs) ^
i(s)
I Z2 (s) E
X {?)
+ z\(s) + Z4 (*) 7
'
(3-75)
(3
- 76
Now,
>
Eqs. (3-74), (3-75), and (3-76) are in the form of

cause-and-effect equations. The
signal flow graph portraying these equations
is drawn as shown in Fig 3-21
This
exercise also illustrates that the signal flow
graph of a system
(s)
Z 2 (s)
Z2 fc)
is
not unique.
Z2 (s)
Z3 (s) + Z4 (s)
(s)
Z2 (s)
+ Z 2 (s)
(s)
Fig. 3-21. Signal flow graph of the network

in Fig. 3-20(a) using the loop
equations as a starting point.
Example
Let us consider the
3-4
RLC
network shown in Fig. 3-22(a). We shall

and the voltage et) as the dependent variables
of the network. Writing the voltage across the
inductance and the
the capacitor, we have the following differential
equations:
define the current /(f)
current in
^W =eM ~ Ri W ~ ecO
r
C dec (t) =
~1T
(3-77)
'<'>
(3-78)
However, we cannot construct a
signal flow graph using these two equations

since they
are differential equations. In order to arrive
at algebraic equations, we divide Eqs
(3-77)
and
(3-78)
by
and C,
respectively.
When we
have
sl(s)
i(0+)
take the Laplace transform,
+ j-Ets) - j-m - j-E (s)

c
sEc (s)=ec (0+)+-Ll(s )
we
(3-79)
(3 _ 80)
where i(0+) is the initial current and e (0+) is the initial

c
voltage at t = 0+ In these
last two equations, * e (0+), i(0+), and E
(s) are the input variables. There are
several
possible ways of constructing the signal flow graph
for these equations. One way is to
solve for I(s) from Eq. (3-79) and (*) from Eq.
(3-80); we get
t
74
Chap. 3
WW-
nfw*
no
c
i(')Q
)
e c (t)
(a)
EJs)
EiU)
LU + R/L)
(c)
Fig. 3-22. (a)
RLC network,
(b) Signal flow graph, (c) Alternative signal
flow graph.
' =
E (s) =
c
7tW
y^c(0+)
(0+)
+ as +W)] lW - WTTRim EM
+ -gr/O)
(3 " 81)
(3-82)
graph using the last equations is drawn as shown in Fig. 3-22(b).

graph in Fig. 3-22(b) is of analytical value only. In other words,
we can solve for I(s) and Ec (s) from the signal flow graph in terms of the inputs, e c (0+),
j'(0+), and Ei(s), but the value of the signal flow graph would probably end here. As an
The
signal flow
The
signal flow
alternative,
sEc (s)
we can
use Eqs. (3-79) and (3-80) directly, and define
I(s),
E (s), sl(s), and

c
as the noninput variables. These four variables are related by the equations
Sec
3.10
General Gain rormula for Signal Flow Graphs / 75
=5- [*/(*)]
/(*)
(3-83)
E (s) = s-^sEds)]
(3-84)
The
significance of using s~
is that it represents pure integration in the time domain.

a signal flow graph using Eqs. (3-79), (3-80), (3-83), and (3-84) is constructed as
shown in Fig. 3-22(c). Notice that in this signal flow graph the Laplace transform
variable appears only in the form of s' 1 Therefore, this signal flow graph may be used
Now,
as a basis for analog or digital

in this
3.10
form are defined
in
computer solution of the problem. Signal flow graphs

Chapter 4 as the state diagrams. 5
General Gain Formula for Signal Flow Graphs 3
Given a
signal flow
solve for
its
is
graph or a block diagram, it is usually a tedious task to

input-output relationships by analytical means. Fortunately, there
a general gain formula available which allows the determination of the input-
output relationship of a signal flow graph by mere inspection. The general gain
formula is
V Mj^k
M = na = *=1
A
(3-85)'
Jin
where
M = gain between y
in
and yout
= output node variable

= input node variable
N = total number of forward paths
Mk = gain of the kth. forward path
A = - S Pmi + Pm ~ S Pmi +
m
m
m
Pmr = gain product of the mth possible combination
yout
jln
(3-86)
of
nontouching* loops
or
A=
(sum of
all
individual loop gains)
gain products of
all
(sum of
two
possible combinations of
nontouching loops) (sum of the gain products

of all possible combinations of three nontouching
loops)
A*
the
is
for that part of the signal flow graph
nontouching with the
This general formula
(3-87)
may seem
fcth
which
forward path
formidable to use at
the only complicated term in the gain formula
is
first
A; but
glance.
However,
in practice, systems
having a large number of nontouching loops are rare. An error that is frequently
regard to the gain formula is the condition under which it is valid.
It must be emphasized that the gain formula can be applied only between an
input node and an output node.
made with
*Two
mon
node.
parts of a signal flow graph are said to be nontouching if they
do not share a com-
76
/ Transfer
Chap. 3
Example
Consider the signal flow graph of Fig. 3-19. We wish to find the
transfer function C(s)/R(s) by use of the gain formula, Eq. (3-85).
3-5
are obtained by inspection from the signal
The following conclusions

flow graph
1.
There is only one forward path between R(s) and C(s), and the forwardpath gain is
M, =
2.
There
is
only one loop; the loop gain
Pu =
3.
is
-G(s)H(s)
-/,,=
By use of Eq.
G(j)#(j).
(3-85), the transfer function of the
C(s)
R(s)
which agrees with the
result
= Mi At =
A
system
is
obtained as
G(s)
1
(390)
G(s)H(s)
obtained in Eq. (3-67).
Consider, in Fig. 3-20(b) that the functional relation between Eia and
E is to be determined by use of the general gain formula. The signal
flow graph is redrawn in Fig. 3-23(a). The following conclusions
3-6
are obtained by inspection from the signal flow graph
1.
(3-89)
There are no nontouching loops since there is only one loop. Furthermore, the forward path is in touch with the only loop. Thus Ai = 1, and
A=
Example
(3-88)
G(s)
There
Eia
only one forward path between
is
3-23(b).
The forward-path
gain
and
as
shown
M, = FiZ2 y3 Z4
2.
in Fig.
is
(3-91)
There are three individual loops, as shown in Fig.
loop gains
3-23(c); the
are
P n = -Z2 y,
21 = -Z2 r3
i> 31 = -Z4 r
(3-92)
/>
(3-93)
(3-94)
3.
There
is
one pair of nontouching loops, as shown
in Fig. 3-23(d);
the loop
gains of these two loops are
-Z Y
2
-Z4 Y
and
Thus
Pu =
4.
product of gains of the first (and only) possible

combination of two nontouching loops -= Z 2 Z4 Yx
(3-95)
}
There are no three nontouching loops, four nontouching loops, and so

on; thus
Pm3 =0, Pm4 =

From
0,
Eq. (3-86),
A=
=
+P +P )+P
-(J
+ Z Y + Z Y + Z4 Y + Z Z4 Yt Y
2
3l
zl
l2
2
(3-96)
General Gain Formula for Signal Flow Graphs / 77
Sec. 3.10
(a)
Oh
O
(b)
(d)
Fig. 3-23. (a) Signal flow
Forward path between
graph of the passive network in Fig. 3-20(a). (b)

and Ea (c) Three individual loops, (d) Two
Ein
nontouching loops.
5.
All the three feedback loops are in touch with the forward path ; thus
A,
(3-97)
we
Substituting the quantities in Eqs. (3-91) through (3-97) into Eq. (3-85),
y,
Example
3-7
r3 z2 z4
Y
+ Z<Y + Z1 Zt Y Y
2
Ai
+Z
1 Y
+Z
Consider the signal flow graph of Fig. 3-22(c).

relationships between /and the three inputs,
Similar relationship
is
desired for
Ec
It is
lt
obtain
(3-98)
desired to find the
i(0+), and e c (fl+).
Since the system
is
linear, the
The gain between one input and one output is detergain formula to the two variables while setting the rest of the
principle of superposition applies.
mined by applying the

inputs to zero.
The
signal flow
Fig. 3-24(b), (c),
and
is redrawn as shown in Fig. 3-24(a). Let us first consider /

The forward paths between each inputs and / are shown in
graph
as the output variable.
(d), respectively.
78
/ Transfer
Chap. 3
(0+)
ec
(0+)
<(0 +)
o
"
o-
-O
/
sl
(c)
Fig. 3-24. (a) Signal flow
graph of the
RLC network
in Fig. 3-22(a). (b)
Forward path between Ei and /. (c) Forward path between /(0+) and
(d) Forward path between e c (0+) and /.
/.
Sec. 3.10
The
General Gain Formula for Signal Flow Graphs
signal flow
graph has two loops the

;
A=
79
A is given by
1
+#*-'
L + LC
(3-99)
'
All the forward paths are in touch with the
Considering each input separately,
= 0,
/(0+)
two loops; thus A,
-,
0,
'(0+)
<HL)sec (0+)
When
all
for
all
cases
we have
= 0,
i(0+)
three inputs are applied simultaneously,
we
* c (0+)
(3-100)
e c (0+)
(3-101)
E =
(3-102)
write
(3-103)
In a similar fashion, the reader should verify that when
output variable,
Lc
c is
considered as the
we have
j^Ê, + s -*i(p+) + s-i/l + |r'W+)
Notice that the loop between the nodes si and /

between e c (0+) and Ec
is
(3-104)
not in touch with the forward path
Example
3-8
Consider the signal flow graph of Fig. 3-25. The following inputoutput relations are obtained by use of the general gain formula:
yi
>-i
y_3
yi
+ dy
A
_ ag(l + d) +
A
a(i
(3-105)
abc
(3-106)
where
A=
+eg + d +
bcg
+ deg
graph for Example
(3-107)
3-8.
80
/ Transfer
3.11
Chap. 3
Application of the General Gain Formula to Block Diagrams
Because of the similarity between the block diagram and the signal flow graph,
the general gain formula in Eq. (3-85) can be used to determine the input-output
relationships of either. In general, given a block diagram of a linear system we
can apply the gain formula directly to it. However, in order to be able to identify
all the loops and nontouching parts clearly, sometimes it may be helpful if an
equivalent signal flow graph is drawn for a block diagram before applying the
gain formula.
To
illustrate
how
the signal flow graph and the block diagram are related,
the equivalent models of a control system are
since a
node on the signal flow graph
is
shown
Note that
summing point of all
in Fig. 3-26.
interpreted as a
(a)
(b)
Fig. 3-26. (a)
flow graph.
Block diagram of a control system,
(b)
Equivalent signal
Sec. 3.12
Transfer Functions of Discrete-Data Systems / 81
incoming signals to the node, the negative feedback paths in

represented by assigning negative gains to the feedback paths.
this case are
The closed-loop transfer function of the system is obtained by applying

Eq. (3-85) to either the block diagram or the signal flow graph
G G2 G
C(s)
R(s)
-j-
Gj
+ G G H + G G H + G G G + G H2 +
l
(3-108)
G,G 4
Similarly,
E(s)
R(s)
3 (s)
__..
G,(? 2 ff,
+ G G H + G4 H
2
(3-109)
A
_
~
+ G G H + G,H
2
(3-110)
R(s)
where
A=
3.12
+ G^H, + G G H +
2
Transfer Functions of Discrete-Data Systems 7
G,G 2 C 3
+ G4 H + G Gi
2
(3-111)
shown in Chapter 2 that the signals in a discrete-data or sampled-data

system are in the form of pulse trains. Therefore, the Laplace transform and the
It is
transfer functions defined for continuous-data systems, in the ^-domain, cannot
be used adequately to describe these systems.

Figure 3-27(a) illustrates a linear system with transfer function G(s) whose
input is the output of a finite-pulsewidth sampler. As described in Section 2.8,
the finite-pulsewidth sampler closes for a short duration of p seconds once
every T seconds, and a typical set of input and output signals of the sampler is
shown
in Fig. 2-5. Since for a very small pulse duration p, as compared with the
sampling period T, the finite-pulsewidth sampler can be approximated by an
ideal sampler connected in cascade with a constant attenuation p, the system
of Fig. 3-27(a) may be approximated by the system shown in Fig. 3-27(b).
r{t)
R(s)
-?
c(t)
*0)
G(s)
R?(s)
(P)
C(s)
(a)
KO
R(s)
-*
r*(t)
* P*
G(s)
(s)
Ideal sampler
(b)
Fig. 3-27. (a) Discrete-data

iîaiiGiG-uata aysicm
system with
wiui a iiuiic-puiscwiuin
finite-pulsewidth sampler,
sampl
(b)
Discrete-data system with

in (a).
an
c(0
>-*<,t)
'
ideal sampler that approximates the system

:
C(s)
82
/ Transfer Function
Chap. 3
and Signal Flow Graphs
c*(t)
,y\
|"
>
rit)
c(t)
/*(/)
<*
G(s)
'
R(s)
_^_
C*(s)
R*(s)
C{s)
Fig. 3-28. Discrete-data system with
Normally, for convenience,
an
ideal sampler.
assumed that the attenuation factor p
it is
is
included in the transfer function of the process, G(s). Therefore, the block
diagram of Fig. 3-28 is considered as that of a typical open-loop discrete-data
or sampled-data system.
There are several ways of deriving the transfer function representation of

we shall show two different representa-
the system of Fig. 3-28. In the following
tions of the transfer function of the system. Let us
assume that
r*(t),
the output
of the ideal sampler 5",, is a unit impulse function. This may be obtained by
or if r(t) is a unit impulse funcsampling a unit step function u,(t) once at t =
tion.* Unless stated otherwise, the samplers considered in the remaining portion
of this text are ideal samplers.
The output of G{s) is the impulse
g{i). If
fictitious ideal
sampler
S2 which
,
synchronized with Sj and has the same sampling period as that of 5,, is placed
at the output of the system as shown in Fig. 3-28, the output of the sampler S z
is
may
be written as
c*(t)
g*(t)
t g(kT)S(t ~ kT)
(3-112)
A=
where c(kT)
= g(kT)
is
defined as the weighting sequence of the linear process
G(s). In other words, the
function
is
sampled version of the impulse response or weighting
the weighting sequence.
Taking the Laplace transform on both

C*(s)
G*(s)
sides of Eq. (3-112) yields
[g*(f)]
= S
(3-113)
g(kT)e-*T-
which is defined as the pulse transfer function of the linear process.

At this point we can summarize our findings about the description of the
discrete-data system of Fig. 3-28 as follows.
applied to the linear process, the output

the impulse response
the sampler
is
is
is
When
a unit impulse function
is
simply the impulse response of the process ;
sampled by a fictitious ideal sampler S2 and the output of

of the process. The Laplace transform of the
,
the weighting sequence
weighting sequence impulse train gives the pulse transfer function G*(s).
Although from a mathematical standpoint the meaning of sampling an impulse function

questionable and difficult to define, physically, we may argue that sending a pulse through
a finite-pulsewidth sampler will retain the same identity of the pulse.
is
Sec. 3.12
Transfer Functions of Discrete-Data Systems /
Once
the weighting sequence of a linear system
at
r(t),
c(t),
Consider that an arbitrary input r(t) is applied to the system of Fig. 3-28
0. The output of the ideal sampler is the impulse train,
=
A=
r*(f)
By means of superposition,
c(t)
At
defined, the output of
and the sampled output, c*(t), which is due to any arbitrary

can be obtained by means of the principle of superposition.
the system,
input
is
83
r(0)g(t)
r(kT)S(t
kT)
(3-114)
the output of the process, which
+ r(T)g(t -
T)
r(kT)g(t
is
due to
kT)
l)T]g(T)
r*(t), is
(3-115)
kT, the last equation becomes
c(kT)
r(0)g(kT)
r{T)g[{k
1)7]
r[(k
r(kT)g(0)
(3-116)
where
it is
assumed that
system so that
its
g(t) is zero for all
<
0, since
the process
is
a physical
output does not precede the input.
Multiplying both sides of Eq. (3-116) by e~ kTs and taking the summation
,
from k
to
c(kT)e- kT
oo,
r(0)g(kT)e- kT
we have
<t
r[{k
c(kT)e- kT <
r(T)g[(k
l)T]g(T)e-^
Again, using the fact that g(t)

[r(O)
*=
is
l)T]e~ kT
...
+ *=0
r(kT)g(0)e^
zero for negative time, Eq. (3- 1 1 7)
r (T)e~ T
r{2T)e~>
is
(3-117)
simplified to
...] g{kT)e~ kTs
(3-118)
or
c(kT)e- Ts
r{kT)e- kT *
g(kT) e
- kT >
(3-119)
Therefore, using the definition of the pulse transfer function, the last equation
is written
C*(s)
which
is
shown
in Fig. 3-28.
R*(s)G*(s)
(3-120)
the input-output transfer relationship of the discrete-data system
The z-transform
definition of the z-transform. Since z
c(kT)z- k
relationship
Ts
,
is
obtained directly from the
Eq. (3-119)
r{kT)z' k
is
also written
g{kT)z~ k
(3-121)
Therefore, defining the z-transfer function of the process as
G(z)
= g{kT)z' k
k=0
(3-122)
which implies that the z-transfer function of a linear system, C(z), is the ztransform of the weighting sequence, gikT), of the system. Equation (3-121)
is
written
C(z)
R{z)G(z)
(3-123)
84
/ Transfer
Chap. 3
discrete-data system is
important to point out that the output of the
of the output,
transform
pulse
the
However,
continuous with respect to time.
of c{t) only
values
the
specify
C(z),
output,
the
C*(s) and the z-transform of
well-behaved function between sampling
at the sampling instants. If c(t) is a
description of the true output:c{t).
instants c*(0 or C(z) may give an accurate
sampling instants, the zHowever if c(t) has wide fluctuations between the
only at the sampling instants, will
transform method, which gives information
It is
yield misleading or inaccurate results.

The pulse transfer relation of Eq. (3-120)
can also be obtained by use of

C(s), which is given in the literature
the following relation between C*(s) and
:
C*(*)
where
=i S
C(s+jnco
O 124
s)
2njT.
second and ca s
the sampling frequency in radians per
c(t)
output
continuous-data
Fig. 3-28, the Laplace transform of the
co s is
From
C(s )
is
(3-125)
G(s)R*(s)
C*(s)
We
+ jnaJR^s + jnw,)
G(s
can write
+ jnco ) = k=0
J r(kT)e-"^
R*(s
and
(3-127)
-jnkTo>,
-j2xnk
(3-128)
becomes
+ jnco =
R*(s
Using
n,
Thus Eq.
(3-127)
r(kT)e- kTs
E
fc
A:
=
since for integral
(3-126)
this identity,
Eq. (3-126)
s)
is
(3
J*(5)
" 129
simplified to
C*(s)
= i{*(4 S
C*(j)
= J?*WG*(*)
G(5+7t
(3-130)
s)
3431)
where
G*(j)
The transfer function

(3-131)
by use of z
is
is
4 S
J
in z of Eq. (3-123)
e
(3-132)
G^+jnco,)
= oo
can again be obtained directly from Eq.
Ts
.
.
the input to a linear system is sampled

transform of the continuous output
Laplace
unsampled, the
In conclusion,
but the output
we
note that
when
given by
C(s)
If the continuous-data
output
is
(3-133)
G(s)R*(s)
sampled by a sampler that
is
synchronized with
Transfer Functions of Discrete-Data Systems /
Sec. 3.12
85
and has the same sampling period as the input, the Laplace transform of the
discrete-data output is given by
C*(s)
The
result in Eq. (3-133)
is
G*(s)R*(s)
natural, since
it is
(3-134)
in line with the well-established
transfer relation for linear time-invariant systems.
The expression
obtained by use of Eqs. (3-124) and (3-132). However,
in Eq. (3-134)
can be interpreted as
being obtained directly from Eq. (3-133) by taking the pulse transform on both
sides of the equation. In other words, in view of Eq. (3-129), we can write, from
Eq. (3-133),
is
C*(s)
=
=
it
[Gis)R*(s)]*
(3-135)
G*(s)[R*(s)]*
where Eq. (3-134) implies that

[R*(s)]*
R*(s)
(3-136)
Transfer Functions of Discrete-Data Systems with Cascaded Elements
The
transfer function representation of discrete-data systems with cascaded
is slightly more involved than that for continuous-data systems,

because of the variation of having or not having any samplers in between the
elements. Figure 3-29 illustrates two different situations of a discrete-data
elements
system which contains two cascaded elements. In the system of Fig. 3-29(a), the
two elements are separated by a sampler S2 which
is
synchronized to and has
"2
(0
T
D*
R*(s)
d(t)
d*(t)
(s)
D(s)
D*(s)
c(t)
G 2 (s)
C(s)
w)
(0
C*Cs)
Kt)
R(s)
**
r*(t)
dU)
Gi(s)
R*(s)
D(s)
c(t)
G 2 (s)
C(s)
(b)
Fig. 3-29. (a) Discrete-data system with cascaded elements
separates the
two elements,
and sampler
(b) Discrete-data system with cascaded ele-
ments and no sampler in between.
86
Chap. 3
same period as the sampler Si. The two elements with transfer functions
and G 2 (s) of the system in Fig. 3-29(b) are connected directly together. In
discrete-data systems, it is important to distinguish these two cases when deriving
the
(s)
the pulse transfer functions.
Let us consider
first
and the system output
the system of Fig. 3-29(a).
D(s)
C(s)
=G
The output of Gi(s)
Gi(s)R*(s)
is
written
(3-137)
is
Taking the pulse transform on both
(s)D*(s)
(3-138)
sides of Eq. (3-137)
and substituting the
result into Eq. (3-138) yields
C(s)
=G
(s)GKs)R*(s)
Then, taking the pulse transform on both sides of the
C*(s)
(3-139)
last
Gf(s)G*(s)R*(s)
(3-140)
where we have made use of the relation
in Eq. (3-136).
z-transform expression of the last equation
is
=G
C(z)
equation gives
The corresponding
(3-141)
2 (z)Gi(z)R(z)
We conclude that the z-transform of two linear elements separated by a sampler

is
equal to the product of the z-transforms of the two individual transfer func-
tions.
The Laplace transform of the output of the system
C(s)
The pulse transform of the
last
Gi{s)G 2 (s)R*(s)
equation
C*(s)
in Fig. 3-29(b) is
(3-142)
is
[Gi(s)G 2 (s)]*R*(s)
(3-143)
where
[Gi(s)G 2 (s)]*
= -i
f)
G (.s+jmo.yG 1 (.s+jna>.)
1
(3-144)
C?i(s) and G 2 (s) are not separated by a sampler, they have to

be treated as one element when taking the pulse transform. For simplicity, we
Notice that since
define the following notation
[Gi(s)G 2 (s)]*
= GiG^s)
= G GHs)
(3-145)
Then Eq.
(3-143)
becomes
C*(s)
Taking the z-transform on both
GiG^(s)R*(s)
(3-146)
sides of Eq. (3-146) gives
C(z)
GiG 2 (z)R(z)
(3-147)
where G G 2 (z) is defined as the z-transform of the product of Gi(s) and

and it should be treated as a single function.
1
G 2 (s),
Sec. 3.12
It is
Transfer Functions of Discrete-Data Systems
87
important to note that, in general,
G Gt(s)^Gf(s)GKs)
(3-148)
and
G.G^z)
Therefore,
we conclude
sampler in between
is
^ G^Gziz)
that the z-transform of
(3-149)
two cascaded elements with no
equal to the z-transform of the product of the transfer
functions of the two elements.
Transfer Functions of Closed-Loop Discrete-Data Systems
In this section the transfer functions of simple closed-loop discrete-data

systems are derived by algebraic means. Consider the closed-loop system shown
in Fig. 3-30.
The output transform
is
C(s)
G(s)E*(s)
(3-150)
"X,
t)
R(s)
^
_\y
e(t)
E(S )
V
j.
c*(t)
C*(s)
c(t)
e*(t)
G(s)
E*(s)
C(s)
H(s)
Fig. 3-30. Closed-loop discrete-data system.
The Laplace transform of the continuous

E(s)
R(s)
error function
is
H(s)C(s)
(3-151)
E(s)
R(s)
G(s)H(s)E*(s)
sides of the last equation
(3-152)
and solving for
E*(s) gives
E * (S) _
The output transform C(s)
we have
is
R*(s)
(3-153)
obtained by substituting E*(s) from Eq. (3-153)
into Eq. (3-150);
G(s)
C(s)
1
Now taking the pulse transform

c
,R*(s)
GH*(s)
on both
(3-154)
sides of Eq. (3-154) gives
G*(s)
^-TTmwr
{s}
(3-155)
88
/ Transfer
In this case
it is
Chap. 3
possible to define the pulse transfer function between the input
and the output of the closed-loop system as

C*(s)
R*(s)
The
G*(s)
z-transfer function of the system
shall
show
(3-156)
GH*(s)
is
_ G{z)
~ + GH(z)
C(z)
R(z)
We
(3 " 157)
although
in the following that
it
is
possible to define a
transfer function for the closed-loop system of Fig. 3-30, in general, this
may
not be possible for all discrete-data systems. Let us consider the system shown
in Fig. 3-31. The output transforms, C(s) and C{z), are derived as follows:
C(s)
E(s)
=
=
G(s)E(s)
R(s)
(3-158)
H(s)C*(s)
(3-159)
~>"
C*(t)
KO
R(s)
(%
~?)
e(t)
\J
E(s)
c(t)
G(s)
C(s)
c*(t)
Hds)
C*(s)
Fig. 3-31. Closed-loop discrete-data system.
C{s)
G(s)R(s)

C*(s), we have
C*(s)
G{s)H(s)C*{s)
sides of
the last
GH *{s)
+ **L
(3-160)
equation and solving for
(3-161)
Note that the input and the transfer function G(s) are now combined as one
function, GR*(s), and the two cannot be separated. In this case we cannot define
a transfer function in the form of C*(s)/R*(s).
The z-transform of the output is determined directly from Eq. (3-161) to be
= r GR(z)
GH(z)
C(z)
where
it is
(3-162)
important to note that
GR(z)
#[G(*)fl(s)]
(3-163)
GH(z)
g[G(s)H(s)]
(3-164)
and
Problems
Chap. 3
To determine
we
the transform of the continuous output, C(s),
C*(s) from Eq. (3-161) into Eq. (3-160).

C(s)
We
89
substitute
have
- G+gh*\s) GR * (s)
G(s)R(s)
(3 " 165)
Although we have been able
and
to arrive at the input-output transfer function
and 3-3 1 by algebraic means

more complex system configurations, the algebraic method
The signal-flow-graph method is extended to the analysis
transfer relation of the systems of Figs. 3-30
without
difficulty, for
may become
tedious.
may
of discrete-data systems; the reader
7
refer to the literature.
REFERENCES
Block Diagram and Signal Flow Graphs
1.
Diagram Network Transformation,"
T. D. Graybeal, "Block
Elec. Eng., Vol.
70, pp. 985-990, 1951.

2.
S. J.
Mason, "Feedback Theory Some

No. 9, pp. 1144-1156,
Proc. IRE, Vol. 41,

3.
S. J.
Properties of Signal
Flow Graphs,"
Sept. 1953.
Mason, "Feedback Theory Further Properties of

No. 7, pp. 920-926, July 1956.
Signal
Flow Graphs,"
Proc. IRE, Vol. 44,

4.
L. P. A.
Robichaud, M. Boisvert, and J. Robert, Signal Flow Graphs and

Applications, Prentice-Hall, Inc.,

5.
B. C.
Kuo, Linear Networks and Systems, McGraw-Hill Book Company,
New
York, 1967.
6.
N. Ahmed, "On Obtaining Transfer Functions from Gain-Function Derivatives,"

IEEE Trans. Automatic Control, Vol. AC-12, p. 229, Apr. 1967.
Signal Flow Graphs of Sampled- Data Systems

1.
B. C.
Kuo, Analysis and Synthesis of Sampled- Data Control Systems,

Prentice-
Hall, Inc.,
8.
B. C.
Kuo,
Champaign,
Discrete
Data Control Systems, Science-Tech, Box 2277, Station A,
Illinois, 1970.
PROBLEMS
3.1.
The following
where
differential equations represent linear time-invariant systems,
denotes the input and

function of each of the systems.
(a)
(b)
3.2.
r(t)
c{t)
denotes the output. Find the transfer
d^) + 3 d_^1 + 4 aW) + c(/) = 2 ^) f(/)

+
*%P +
104g->
2cit)
r(
2)
The block diagram of a multivariate feedback control system

P3-2. The transfer function matrices of the system are
is
shown
in Fig.
90
Chap. 3
G0)
0"
.0
1.
HO)
Find the closed-loop transfer function matrix for the system.
/\
Rfe)
C(s)
,
G(s)
H(s)
Figure P3-2.
3.3.
A multivariable system with two inputs and two outputs
is
shown
in Fig. P3-3.
Determine the following transfer function relationships

Ci(j)
C2 (s)
C2 (s)
Ci(j)
Ri(s)
*i(*)
Write the transfer function relation of the system in the form

C(s)
G(s)R(s)
R 2 (s)
Figure P3-3.
3.4.
Draw
a signal flow graph for the following

3xi
Xi
set
+ x 2 + 5x =
+ 2x 2 4x = 2
x 2 x =
3
of algebraic equations:
Problems
Chap. 3
3.5.
Draw an equivalent
signal flow
graph for the block diagram
in Fig. P3-5.
91
Find
the transfer function C(s)jR(s).
Figure P3-5.
3.6.
Find the
gains,
y 6 /yi,
y%ly\,
and yi/y 2 for the
signal flow
graph shown in Fig.
P3-6.
Figure P3-6.
3.7.
Find the gains y<,\y x and y 2 lyi for the signal flow graph shown
-0.5
Figure P3-7.
in Fig. P3-7.
92
/ Transfer
3.8.
Chap. 3
In the circuit of Fig. P3-8, e s (t), e^t), and i,(t) are ideal sources. Find the value
of a so that the voltage e (t) is not affected by the source ed (t).
o+
Figure P3-8.
3.9.
Are the two systems shown
in Fig. P3-9(a)
and
(b) equivalent ? Explain.
Oyj
(a)
(b)
Figure P3-9.
3.10.
Given the signal flow graph of Fig. P3-10(a) and the transfer functions G it G 2
G 3 G 4 and G 5 find the transfer functions GA GB and (7C so that the three
systems shown in Fig. P3-10 are all equivalent.
,
(a)
Figure P3-10.
Chap. 3
Problems
93
(b)
(c)
Figure P3-10. (Cont.)

3.11.
Construct an equivalent signal flow graph for the block diagram of Fig. P3-11.
(a) Evaluate the transfer function C/R when
0. (b) Determine the relation
among the transfer functions G u G 2 , G 3 G4
u and 2 so that the output C
is not affected by the disturbance signal N.
N=
Figure P3-11.
3.12.
multivariate system
is
described by the following matrix transfer function
relations
C(s)
S(.y)
= G(s)S(s)
= R(.r) - H(*)CO)
where
C(s)
= c^sy
R(s)
-R^sT
-Ri(s).
G(s)
n
1
H( S)
_1_
'I
0"
.0
0_
94
/ Transfer
Chap. 3
(a)
Derive the closed-loop transfer function relationship

C(i)
by using
M(s)
(b)
3.13.
[I
M(.$)RO)
G(j)H(5)]-'G(i)
Draw a signal flow graph for the system and find M(s> from the signal flow
graph using Mason's gain formula.
Find the transfer function relations C(s)/R(s) and C(s)jE(s) for the system
shown
in Fig. P3-13.
Figure P3-13.
3.14.
Find the transfer function C(z)/R(z) of the discrete-data system shown

The sampling period is 1 sec.
in Fig.
P3-14.
r(t)
c(t)
r*(t)
s(s
+ 2)
T
Figure P3-14.
3.15.
Find the z-transfer functions C(z)/R(z) of the discrete-data systems shown

Fig. P3-15.
KO
cd)
r*(.t)
(a)
r(t)
^
T
r*(t)
^
s+
-X1
(b)
Figure P3-15.
c(t)
s +
in
4
State-Variable Characterization
of
4.1
Dynamic Systems
Introduction to the State Concept
In Chapter 3 the classical methods of describing a linear system by

transfer
function, impulse response, block diagram, and signal flow graph have
been
presented. An important feature of this type of representation is that the
system
dynamics are described by the input-output
relations.
For
instance, the trans-
fer function describes the input-output relation in the Laplace

transform domain. However, the transform method suffers from the disadvantage that
all
the initial conditions of the system are neglected. Therefore,
when one is intime-domain solution, which depends to a great deal on the past
history of the system, the transfer function does not carry all the
necessary
terested in a
information. Transfer function
js
valuable for frequency-domain analysis and
design, as well as for stability studies.
The greatest advantage of transfer

compactness and the ease that we can obtain qualitative information on the system from the poles and zeros of the transfer function.
function
An
is
is
in its
alternative to the transfer function
the state-variable method.
to linear systems
The
method of describing a
state-variable representation
and time-invariant systems.
It
linear system
not limited
can be applied to nonlinear as
is
well as time-varying systems.
The
state-variable
method
is
often referred to as a
modern approach.
However, in reality, the state equations are simply first-order differential equations, which have been used for the characterization of dynamic
systems for
many years by physicists and mathematicians.
To
begin with the state-variable approach,
fining the state of a system.
As the word
we should first begin by deimplies, the state of a system refers to

95
96
State-Variable Characterization of
Cna P- 4
Dynamic Systems
the past, present, and future conditions of the system. It is interesting to note
that an easily understood example is the "State of the Union" speech given by
the President of the United States every year. In this case, the entire system
encompasses all elements of the government, society, economy, and so on. In
of numbers, a curve, an equation,

or something that is more abstract in nature. From a mathematical sense it is
convenient to define a set of state variables and state equations to portray systems. There are some basic ground rules regarding the definition of a state
general, the state can be described
variable
and what constitutes a
by a
set
state equation.
Consider that the
set
of variables,
characteristics of a
., x(t) is chosen to describe the dynamic
Xl (t), x 2 (t),
of
the system. Then
variables
state
the
system. Let us define these variables as
conditions
following
the
these state variables must satisfy
.
1.
At any time
define the
2.
the state variables, Xi(t
x 2 (t a ),
),
of the system at the selected
initial states
x(t
initial time.
>
and the initial states defined

t
for t
above are specified, the state variables should completely define the
future behavior of the system.
Once the inputs of the system
Therefore,
we may
define the state variables as follows:
of state variables. The state variables of a system are defined as

., x n (t) such that knowledge of these
of variables, x^t), x 2 (t),
plus information on the input excitation subsequently
variables at any time t
t > 1
applied, are sufficient to determine the state of the system at any time
Definition
a minimal
set
confuse the state variables with the outputs of a system.

An output of a system is a variable that can be measured, but a state variable
does not always, and often does not, satisfy this requirement. However, an
One should not
output variable
is
usually defined as a function of the state variables.
Example
R
-ÂM
As a simple illustrative example of
4-1
in Fig. 4-1.
e(f)
i(0
completely specified by the initial current of the inductance,

0, a constant input voltage of ampli0. At /
j'(0+), at t
tude Ei is applied to the network. The loop equation of the
fJ
RL
network for
Fig. 4-1.
state vari-
RL
network shown
The history of the network is
ables, let us consider the
>
network.
E(S ) =*h.
is
^=R
(t)
+ L dm
sides of the last equation,
= (R+ Ls)I(s) - Li(0+)
we
get
(4-2)
Solving for I(s) from the last equation yields
m~
.,
The
current
/(/)
for
is
E,
s{R+Ls)'r
1-/(0+)
R+Ls
(4-3)
obtained by taking the inverse Laplace transform of both
Sec. 4.2
State Equations and the
sides of Eq. (4-3).
the current /(/)
defined for the
97
We have
'(0
Once
Dynamic Equations
is
= ^ (1 - e-1 +
determined for
same time
i(0+)e- R,/L
-)
> 0,
(4-4)
the behavior of the entire network
is
apparent that the current i(t) in this

case satisfies the basic requirements as a state variable. This is not surprising since an
inductor is an electric element that stores kinetic energy, and it is the energy storage
capability that holds the information on the history of the system. Similarly, it is easy
interval. Therefore,
it is
to see that the voltage across a capacitor also qualifies as a state variable.
4.2
State Equations and the Dynamic Equations
The
equation of Eq.
first-order differential
between the
state variable i(t)
(4-1),
and the input
which gives the relationship

can be rearranged to give
e{t),
This first-order differential equation is referred to as a state equation.

For a system with p inputs and q outputs, the system may be linear or
nonlinear, time varying or time invariant, the state equations of the system are
written as
=fix
where x^t), x2 (t),
=
.
(f),
x 2 (t), ...,
x(t), r,(0, r 2 (0,
r p (t)]
(4-6)
1,2, ... ,n
.
xn (t)
are the state variables;
the input variables; and/;, denotes the
z'th
/-,(/),
r 2 (t),
rp {t) are
functional relationship.
The outputs of the system c k (t), k = 1, 2,

q,
and the inputs through the output equation,
.
are related to the state
variables
c k {t)
&[*,(*),
x 2 (t),
...,
x(t),
rM
r 2 {i),
..., r p (t)]
(4-7)
k=\,2,...,q
where gk denotes the kth functional relationship. The state equations and the
output equations together form the set of equations which are often called the
dynamic equations of the system.
Notice that for the state equations, the left side of the equation should
first derivatives of the state variables, while the right side should
have only the state variables and the inputs.
contain only the
Example
4-2
Consider the
tional
RLC
network shown in Fig. 4-2. Using the convennetwork approach, the loop equation of the network is
written
e{t)
Ri(t)
We notice that
+L^ + [
RLC network.
dt
(4-8)
is not in the form of a state

a time integral. One method
of writing the state equations of the network, starting with
Eq. (4-8), is to let the state variables be defined as
this
equation
equation, since the last term
Fig. 4-2.
i{t)
is
98
Dynamic Systems
Chap. 4
*i(0
= iff)
Xl(t)
(4-9)
Substituting the last two equations into Eq. (4-8),
= Rx (t)+L
eit)--
(4-10)
f /(/) dt
we have
+ ^x 2 (t)
(4-11)
Rearranging the terms in Eq. (4-11) and taking the time derivative on both sides
we have the two state equations of the network,
of Eq. (4-10),
= -T*'<'>-nr*<'> + r*>
^- =
}
which are
(4 " 12)
(4-13)
*,(/)
linear first-order differential equations.
We have demonstrated how the state equations of the RLC network may
be written from the loop equations by defining the state variables in a specific
way. The objective, of course, is to replace Eq. (4-8) by two first-order differential
equations. An alternative approach is to start with the network and define the
state variables according to the elements of the network. As stated in Section
4.1, we may assign the current through an inductor and the voltage across a
capacitor as state variables. Therefore, with reference to Fig. 4-2, the state
variables are defined as
*i(o
(4-i4)
*2
efy)
(4-15)
=
(0 =
Then, knowing that the state equations would have to contain the first derivatives of x^t) and x 2 (t) on the left side of the equations, we can write the equations directly
by inspection from
Fig. 4-2
^p =
Voltage across L:
Current in C:
C^2 =
-Ri(t)
e e (t)
<?(0
(4
"
16 )
(4-17)
i(t)
at
Using Eqs. (4-14) and (4-15), and dividing both

by L and C, respectively, we have
**M = - Xl
4*M =
^ Xi
(f)
sides of the last
- i-*
(0
two equations
e(t)
(4-18)
(4-19)
(f)
which are the state equations of the RLC network. We notice that using the
two independent methods, the only difference in the results is in the definition
of the second state variable x 2 (t). Equation (4-19) differs from Eq. (4-13) by
the factor of the capacitance C.
two simple examples we see that

systems, the state equations can generally be written
From
these
for linear time-invariant

as
Sec. 4.3
dxt)
% a u xj(0 +
dt
where a tJ and b ik are constant

c k (0
kJ Xj(t)
j=
coefficients.
+ m^
t,
i=l,2,....,n
2l b ik r k (i)
The output equations
are written
(4-21)
where dkj and ekm are constant coefficients.

For a linear system with time-varying parameters, the
(4-20) and (4-21) become time dependent.
4.3
(4-20)
k=l,2,...,q
e km r m {i)
99
coefficients of Eqs.
The dynamic equations are more conveniently expressed

us define the following column matrices
in matrix form. Let
"*i(0'
x 2 (t)
x(r)
where
x(t)
is
1)
(4-22)
(px
1)
(4-23)
(qX
1)
(4-24)
(n
defined as the state vector;
>i(0"
r 2 (t)
r(/)
WO.
where
r(/) is
defined as the input vector; and
"c,(0"
cz(t)
c(0
_c,(0_
where
c(r) is
defined as the output vector.
Then
the state equations of Eq. (4-6)
can be written
M)=f[x(0,r(0]
where
x 1 column matrix that contains the functions fu f2

and the output equations of Eq. (4-7) become
denotes an n
f as elements,
c(r)
where g denotes a q x
gq
as elements.
(4-25)
g[x(r), r(r)]
column matrix
that contains the functions
(4-26)
g u g 2 ,...,
100
For a
Chap. 4
Dynamic Systems
State equation
Output equation:
where
dynamic equations are written
linear time-invariant system, the
A is an
^
c(/)
+ Br(r)
(4-27)
= Dx(0 + Er(/)
(4-28)
Ax(0
n coefficient matrix given by
a 11
fl
d 21
#22
a,
"In
12
a 2n
A=
B is
an n X
(4-29)
a,
t>u
b 12
bn
b2 2
p matrix given by
a.;
(4-30)
Pi
D is
a q
b 2
n matrix given by
~d u
d i2
du
"21
"22
d2
D=
and
is
a q
(4.31)
dql
dq2
i2
en
e 12
p matrix,
'e
"2p
E =
(4-32)
Zql
Example
4-3
The
C2
state equations of Eqs. (4-18)
and
(4-19) are expressed in matrix-
vector form as follows
dxi(ty
dt
dx 2 (t)
r
'
R
L
V
'
j_
-\
r*iw"
+
\x
dt
L
e(0
(4-33)
{t)
2
C
Thus the coefficient matrices A and B are identified to
_R
A=
be
L
(4-34)
J_
Sec. 4.4
State Transition Matrix / 101
B= L
4.4
(4-35)
The state transition matrix

geneous state equation
defined as a matrix that satisfies the linear
is
^
Let
<(f)
must
x n matrix
be an n
Furthermore,
x(0+) denote the
let
(4-36)
that represents the state transition matrix; then
equation
satisfy the
= Ax
homo-
= AKO
it
(4-37)
initial state at t
= 0; then
<f>(t) is
also defined
by the matrix equation
x(t)
which
is
<Kr)x(0+)
homogeneous
the solution of the
One way of determining

sides of Eq. (4-36) we have
fy(t) is
(4-38)
state equation for
>
0.
by taking the Laplace transform on both
sX(s)
x(0+)
we
Solving for X(s) from the last equation,
= AX(s)
(4-39)
get
- A)" >x(0+)
where it is assumed that the matrix (si A) is nonsingular.
X(s)
(si
Laplace transform on both sides of the
x(0
Comparing Eq.
to
,- [(si
last
(4-40)
Taking the inverse
equation yields
A)" ']x(0+)
>
(4-41)
(4-41) with Eq. (4-38), the state transition matrix
is
identified
be
(>(0
An
alternative
way of
- [(jI-A)-']
1
(4-42)
homogeneous state equation is to assume a

method of solving differential equations. We let
solving the
solution, as in the classical
the solution to Eq. (4-36) be
x(0
for
> 0, where e
At
It is
easy to
represents a
AI
show
=1+
At
power
4-
'x(0+)
series
Â*/ 2
that Eq. (4-43)
is
(4-43)
of the matrix At and
+1A
a solution of the
(4-44)*
homogeneous
state
equation, since, from Eq. (4-44),
^=
*It
can be proved that
this
power
series is
Ae Kt
uniformly convergent.
(4-45)
102
Cha P- 4
Dynamic Systems
we have obtained another
Therefore, in addition to Eq. (4-42),
expression for
the state transition matrix in

(,(,)
eK<
=I+
+ ~A
At
Equation (4-46) can also be obtained

(Problem 4-3).
+ 1A
2 2
/
directly
from Eq.
(4-46)
(4-42).
This
as
is left
an
exercise for the reader
Example 4-4
Consider the
that
is,
e(t)
RL
network of
Fig. 4-1 with the input short circuited;
= 0. The homogeneous state equation
is
written
*=-*)
The solution of the last equation for t
Thus
>
this case is
0(0
which
obtained from Eq. (4-4) by setting Ei
is
= e' R,/L i(0+)
i(t)
The state transition matrix in
(4-47)
a scalar and
e-*" L
(4-48)
is
given by
>
= 0.
(4-49)
a simple exponential decay function.
is
Significance of the State Transition Matrix
Since the state transition matrix satisfies the homogeneous state equation,
represents the free response of the system. In other words,
it
response that
and
As
is
excited
by the
(4-46), the state transition
the
initial
matrix
it
governs the
conditions only. In view of Eqs. (4-42)

is
dependent only upon the matrix A.
name
implies, the state transition matrix <f>(0 completely defines the

transition of the states from the initial time t
to any time t.
Properties of the State Transition Matrix
The
state transition
matrix
1.
<J>(0
<f)(0)
Proof:
f
possesses the following properties:
the identity matrix
(4-50)
Equation (4-50) follows directly from Eq. (4-46) by setting
0.
2.
0-(O
Proof:
(4-51)
4(-O
Postmultiplying both sides of Eq. (4-46) by e~
<K0e"
Then premultiplying both
At
e x 'e- A '
sides of Eq. (4-52)
e- A '
by
we
get
(4-52)
_1
<J>
Ac
(')>
we 8 et
(f,-i( f )
(4-53)
e~ At
(4-54)
is
that Eq. (4-43) can be re-
Thus
<K-r)
An
interesting result
from
<f~'(0
this property
of
<f>(t)
arranged to read
x(0+)
<J>(-0x(0
(4-55)
Sec. 4.5
State Transition Equation /
103
which means that the state transition process can be

considered as bilateral in
That is, the transition in time can take place in either
direction.
time.
3.
<J>(7 2
0<K>i
<f>(t 2
t )
for any
tQ
(4-56)
t2
Proof:
<K'2
'i)<K'l
= A
e
A(
"-')
=e
= M2 ?
<'-">
A(r,-)
(4.57)
t )
This property of the state transition matrix is

important since it implies
that a state transition process can be
divided into a number of sequential
transitions. Figure 4-3 illustrates that the
transition from t
t Q to t
t 2 is
Fig. 4-3. Property of the state

transition matrix.
equal to the transition from t to t and then

from U to t 2 In general, of course
lt
the transition process can be broken up
into any number of parts
Another way of proving Eq. (4-56) is to write
.
= <K>2 - tMt
*('.) = ftr, )x(t
x(t
= <K?2 - )x(t
*(h)
tQ
2)
The proper
result is obtained
comparing the
4
result
(4-58)
(4.59)
(4 _ 60)
by substituting Eq.
(4-59) into
Eq
(4-58)
and
with Eq. (4-60).
MO]" =
<Kkt)
for
= integer
(4-61)
Proof:
oAr
[<t>(t)Y
(k terms)
e kAt
= Mt)
4.5
(4-62)
The
state transition equation is defined as

the solution of the linear nonhomostate equation. For example, Eq.
(4-5) is a state equation of the
network of Fig. 4-1. Then Eq. (4-4) is the state
transition
geneous
input voltage
RL
is
constant of amplitude , for
>
equation when the
0.
104
Dynamic Systems
Chap. 4
In general, the linear time-invariant state equation
&j& = Ax(0 +
can be solved by using either the
Br(r)
(4-63)
method of solving differential equaThe Laplace transform method is
classical
tions or the Laplace transform method.
presented in the following.
sX(s)
where x(0+) denotes the
x(0+)
sides of Eq. (4-63),
AX(s)
BR(s)
(4-64)
vector evaluated at
initial state
we have
0+. Solving
for
X(s) in Eq. (4-64) yields
X(s)
The
(si
state transition
A)" 'x(0+)
(si
equation of Eq. (4-63)
A)" 'BR(s)
(4-65)
obtained by taking the inverse
is
Laplace transform on both sides of Eq. (4-65),

x(f)
"'[(5l
Using the definition of the
The
time
is
+ Jf
<K0x(0+)
is
crete-data control systems,
<f>(?
by
state
We
x(/
),
start
initial
where the property on
(4-66)
and the con-
is
>
useful only
(4-67)
when
the initial
often desirable to break up a state transition
is
it
time be represented by
<J>(-/ )x(/o)
<(>(f)
In the study of control systems, especially dis-
0.
and assume that an input

with Eq. (4-67) by setting
x(0+)
A)- BR(s)]
T)Br(r) dx
more
process into a sequence of transitions, so that a
be chosen. Let the
written
equation in Eq. (4-67)
state transition
defined to be at
JC-'Kil
state transition matrix of Eq. (4-42),
volution integral, Eq. (3-26), Eq. (4-66)

x(r)
A)" ]x(0+)
ta
applied for
r(f) is
<K-'o)
flexible initial
time must
and the corresponding

/
>
initial
r.
and solving for x(0+), we
f"
Wo -
T)Br(t) di
get
(4-68)
of Eq. (4-51) has been used.
x(0
(J>(0<K->o)x('o)
<KO<K-'o) Jf<Wo
T)Br(T)rfr
,,
(4-69)
<(>(?- T)Br(r) di
J
Now
using the property of Eq. (4-56), and combining the
last
two
integrals,
Eq. (4-69) becomes

x(r)
It is
<f>(t
)x(t
<j)(t
~ r)Br(r) dx
apparent that Eq. (4-70) reverts to Eq. (4-67) when
Once
the state transition equation
expressed as a function of the

stituting x(r)
from Eq.
c(0
Dcf>('
is
(4-70)
0.
determined, the output vector can be
initial state
and the input vector simply by subThus the output vector is written
(4-70) into Eq. (4-28).
)x(t
f ' D<f>('
T)Br(r) dx
'
Er(f)
(4-71)
Sec. 4.5
illustrates the application
105
of the state transition
equation.
Example
4-5
Consider the state equation

r*i(o"
dt
dx 2 (t)
-2
dt
The problem
t
> 0; that
is,
is
(4-72)
>
to determine the state vector
x(0 for t
when the input r(/)
u s (t). The coefficient matrices A and B are identified to
be
r(t)
#(/)
1
|*2(0
B=
-3.
for
~0~
r
_
(4-73)
_1_
Therefore,
0~
"
_-2
1"
The matrix
inverse of (si
A)
3s
state transition matrix of
the last equation.
-3.
A is found
3_
1"
(4-74)
-2
by taking the inverse Laplace transform of

2e~'
-2e~'
The
state transition equation for
#(/)
into Eq. (4-67).
>
<
2fi-('-')
-2g-(r-r)
-2c"'
+
c
<?-'
alternative, the
'
2t
(4-75)
B and
'
x(0+)
2e~ 2 \
-(i-t)
_ e -(f-T)
c -2 '
2e~ 2
-
'
'
2 e -2('-r)
2e~'
x(0
e' 2
e~' + 2e~
e~ !
'
e~ 2 '
e -2(t-t)
_|_
e' 1
+ 2e~ 2
obtained by substituting Eq (4-75)
is
We have
2e~' ~ e' 2
e~'
2e-' + e~ 2
e -< +
'
As an
Thus
<K0 =<-'[(*!- A)- >]
x(0
_2
"1
is
(si- A)-'
The
-1
~s
si
g-'
<
-e-<
-2<-t)
_|_2e- 2
~2'
('-'>
rfT
(4-76)
'
x(0+)
2e" 2 '.
(4-77)
>>0
e -2t
second term of the state transition equation can be

obtained by
- A)-'BR(s). Therefore
taking the inverse Laplace transform of (si
~ Ksl1
A)-iBR(s)]
=-i
's
-
= -'
-2
1"
s.
-J_-l
1
3s
(4-78)
1_
- e~' + \e~
e~< e -2
'
2>
/>0
106
Example
Dynamic Systems
In this example
4-6
method
Chap. 4
we
shall illustrate the utilization of the state transition
to a system with input discontinuity. Let us consider that the
RL
input voltage to the
network of Fig. 4-1
is
as
shown
in Fig. 4-4.
IE
e(t)
Fig. 4-4. Input voltage
The
state
waveform
equation of the network
for the
network
in Fig. 4-1.
is
di(t)
rf-
= -r /(/ + rw
(4-79)
Thus
A
The
state transition matrix
R
L
to the
(4-80)
is
#(0
One approach
B
e~ R " L
problem of solving for
(4-81)
;'(?)
for
?,)
>
is
to express the input
voltage as
e(t)
where u s (t)
is
Eu s (t)
Eu
(t
(4-82)
The Laplace transform of e(r)
is
(s)=^ (!+*-")
(4-83)
Then
(si
- A)-'BR(j)
Rs[l
R/L L
E
+ (L/R)s] (1
*
Substituting Eq. (4-84) into Eq. (4-66), the current for

i(t)
e- R "H(0+)u s (0
+ -f[l Using the

parts:
the input
to
state transition
t
t,,
and
d+e-"')
+ d -
>
(4-84)
+<?-'")
is
obtained:
e-"*)u,(t)
(4-85)
e -M-w-]u.(t-t 1 )
approach we can divide the transition period into two
?,
to
Eu,(t)
oo. First for the time interval,
<
<,
t,,
is
e(t)
0<t <
r,
(4-86)
Then
(4-87)
j
Rs[l
+ (L/R)s]
Relationship
Sec. 4.6
Thus the state
transition equation for the time interval
i(0
Substituting
i( tl )
The value of
period of
< <
t
we
i(t) at t
e -Ru/L i( Q
is
ti is
now
(4-88)
+ ) + -j| (1 -
used as the
e -*"> L )
(4-89)
initial state
for the next transition
< < co. The magnitude of the input for this interval
t
tt
= e-*('--"L i('i) + = [1 - e -*e-'.>/i]
i(0
107
get
the state transition equation for the second transition period
where
= [e- R'î(0+) + -fr (1 - e- R"L)^ ,(/)
into this equation,
tx
Between State Equations
is
2E. Therefore,
is
>
(4-90)
t,
i(ti) is
This example illustrates two possible ways of solving a state transition problem.
In the
first
approach, the transition
the second, the transition period
Although the
is
is
treated as
one continuous process, whereas
in
more
divided into parts over which the input can be
approach requires only one operation, the second

and it often
presents computational advantages. Notice that in the second method the state at
/ = t
is used as the initial state for the next transition period, which begins at t
easily represented.
method
first
yields relatively simple results to the state transition equation,
4.6
Relationship Between State Equations and High-Order

Differential Equations
In preceding sections
we
defined the state equations and their solutions for
linear time-invariant systems. In general, although
it
is
always possible to
from the schematic diagram of a system, in practice

the system may have been described by a high-order differential equation or
write the state equations
transfer function. Therefore,
it is
necessary to investigate
how
state equations
can be written directly from the differential equation or the transfer function.
The relationship between a high-order differential equation and the state equations
discussed in this section.
is
Let us consider that a single-variable, linear time-invariant system
is
de-
scribed by the following nth-order differential equation

d"c{i)
where
dn
c(t) is
~l
c(i)
d"~ 2 c(t)
the output variable and r(t)
The problem
is
dc(i)
is
to represent Eq. (4-91)
,..
,,..
lA ,,.
the input.
by n
state equations
and an output
equation. This simply involves the defining of the n state variables in terms of
the output c(0
and
its
derivatives.
We
have shown
earlier that the state vari-
ables of a given system are not unique. Therefore, in general,
convenient
way of assigning the
variables stated in Section 4.1
is
state variables as
met.
we
seek the most
long as the definition of state
108
Dynamic Systems
For the present case
it is
Chap. 4
convenient to define the state variables as
x,(0
c(t)
*a(0
dt
(4-92)
*(o
fife""
Then
the state equations are
dx z (t)
dt
=*
(0
(4-93)
<fa-i(0
xJLO
<//
dx(t)
= -a x,(0 B
dt
a_,x 2 (0
...
a 2 Jf-i(0
i^(0
+ KO
where the last state equation is obtained by equating the highest-ordered derivative term to the rest of Eq. (4-91). The output equation is simply
c{t)
In vector-matrix form, Eq. (4-93)

dx(t)
dt
where
x(t) is the
x,(0
is
written
= Ax(0 +
.
state vector
and
(4-94)
Br(t)
r(i) is
(4-95)
the scalar input.
The
coefficient
matrices are
1
n)
(4-96)
a-i a
n -2
A,-3 fl_4
0"
(xl)
(4-97)
Sec 4 7
Transformation to Phase-Variable Canonical Form / 109
The output equation
in vector-matrix
c(0
form
is
= Dx(r)
(4-98)
where
D=
The
state
...
[1
0]
(1
is
and B defined as in
called the phase-variable canonical form in the next
equation of Eq. (4-95) with the matrices
Eqs. (4-96) and (4-97)
(4-99)
ji)
section.
Example
4-7
Consider the differential equation
^) + 5 ^L) + ^) + 2c(/) = rCO

Rearranging the
equation so that the highest-order derivative term

we have
last
the rest of the terms,
The
(4100)
is
equated to
state variables are defined as
*i(')
= c(0
x.(0=*>
(4-102)
d 2 c(
**<*)
Then
t)
~ ~^m
dt*
the state equations are represented by the vector-matrix equation of Eq. (4-95)
"010
with
-2
(4-103)
-5
-1
and
B=
The output equation
(4-104)
is
c(t)
4.7
= Xl (t)
(4-105)
Transformation to Phase-Variable Canonical Form

In general,
when
the coefficient matrices
(4-97), respectively, the state
canonical form. It
tem with
is
and
are given
is
by Eqs.
(4-96)
shown in the following that any linear time-invariant

and satisfying a certain condition of controllability
single input
and
called the phase-variable

sys-
(see
section 4.15) can always be represented in the phase-variable canonical form.
Theorem
4-1.
Let the state equation of a linear time-invariant system be
given by
4*j&
= Ax(0 + Brit)
(4-106)
110
where x(t)
is
an n
1 state vector,
coefficient matrix, and
r(t)
S
is
Chap. 4
Dynamic Systems
a scalar
an n
AB A 2 B
[B
n coefficient matrix,
matrix
an n X 1
input. If the
Anl B]
...
(4-107)
nonsingular, then there exists a nonsingular transformation

y(f)
= Px(r)
(4-108)
or
x = P-'yCO
(4-109)
which transforms Eq. (4-106) to the phase-variable canonical form
y(0
=A
y(0
B,r(0
(4-110)
where
...
...
1
1
...
(4-111)
A,
-a
and
(4-112)
The transforming matrix
is
given by
Pt
PA
t
(4-113)
_P A"1
where
P,
1][B
[0
AB A B
2
A"- B]]
(4-114)
Proof: Let
Xi(f)
x(0
(4-115)
_*.(0-
Sec. 4.7
Transformation to Phase-Variable Canonical

Form / 111
>i(0'
y(0
(4-116)
U.(0.
and
Pll
Pl2
Pin
Pi
PlZ
Pin
P.
P=
(4-117)
Pnl
Pnl
Pnn.
where
P =
<
Pa
[Pa
P in ]
1, 2,
(4-118)
Then, from Eq. (4-108),

yi(t)
tim e
um
Fn!f "rf
fcqs.
(4-110)
,
and
J ^"
1
pJ=
il
+ p 12 x
(t)
2 (t)
...+ Pu xn(t)
n b th sMeS f the
last e 4 uation
and
=y
TSre^
2 (t)
P,x(0
^^
"
+ p.BKO
P,Ax(0
fUnCti n
(4-120)
0nly
in
'
Ji(0 = y7.it) = V Jaif)

Taking the time derivative of the last
equation once again leads to
1
with
P AB =
t
in view of
(4-111),
M*)
Eq
=P
Mt)
=y
3 (t)
P,A 2x(?)
(4 " 120) >
(4 _ 12 i)
(4-122)
0.
Repeating the procedure leads to

J'.-i(0
with
P,A-*B
0.
= >'.(0 = PiA"-'x(0
Therefore, using Eq. (4-108),
(4-123)
we have
Pt
P.A
y(f)
Px(0
x(0
PjA"-
or
(4-124)
P,
P.A
P=
(4-125)
.Pi A"-'.
112
and P, should
Chap. 4
Dynamic Systems
State- Variable Characterization of
condition
satisfy the
PjB
Now taking the
= P,AB =
P,A"- 2 B
(4-126)
derivative of Eq. (4-108) with respect to time,

fit)
Comparing Eq.
Px(0
PAx(f)
we
(4-127) with Eq. (4-110),
A,
we
get
PBr(0
(4-127)
obtain
= PAP
(4-128)
'
and
B = PB
(4-129)
Then, from Eq. (4-125),

-
P,B
'0'
'
P AB
t
PB =
__
_P,A"- B.
1
Since Pj
is
an
is
_1
X n row matrix, Eq. (4-130) can be written
P,[B
Thus P!
(4-130)
AB A 2 B
A"-B]
...
[0
...
(4-131)
1]
obtained as
P,=[0
...
AB A B
2
1][B
...
A-^B]-
(4-132)
= [0
...
lJS"
S = [B AB A B ...
1
2
A""'B] is nonsingular. This is the
the matrix
condition of complete state controllability. Once P! is determined from Eq.
(4-132), the transformation matrix P is given by Eq. (4-125).
if
Example
Let a linear time-invariant system be described by Eq. (4-95) with
4-8
"1
-1
(4-133)
-1
It is
desired to transform the state equation into the phase-variable canonical form.
Since the matrix
[B
AB]
ri
o~
(4-134)
'
-1
is
nonsingular, the system
Therefore, Pi
of
S -1
that
is
may
obtained as a
be expressed in the phase-variable canonical form.

contains the elements of the last row
row matrix which
is,
P,=[l
Using Eq.
-1]
(4-135)
(4-125),
(4-136)
_PjA_
Sec. 4.7
Transformation to Phase-Variable Canonical Form

/ 113
Thus
"0
=PAP'
A,
(4-137)
1
= PB = ro
B!
(4-138)
The method of defining state variables by inspection

as described earlier
with reference to Eq. (4-91) is inadequate
when the right-hand side of the
differential equation also includes the
derivatives of r(/). To illustrate the point
we consider the following example.
Example
Given the
4-9
differential
^^ +
equation
~dk + ~dT +
L
2c
^-^dr +
2r(t)
(4-139)
it is desired to represent
the equation by three state equations. Since
the right side of
the state equations cannot include any
derivatives of the input r(t), it is necessary
to
include /(?) when defining the state variables.
Let us rewrite Eq. (4-139) as
d3c(0
dr(t)
,d*c(t)
,,
dc(t)
,
(4-140)
The
state variables are
now
defined as
*i(0
= c(t)
(4-141)
(0=^
x2
(4-142)
(4-143)
Using these
last three
equations and Eq. (4-140), the state equations are

written
dt
=**(
^
dx 3 (t)
~3J~
In general,
dt-
+
'
it
= *.(0+r(0
.
= ~ 2x iW ~
,
(4-144)
x 2(0
5x 3 (t)
can be shown that for the th-order
dr->
+a"-
~dt
*.^ +
dt"
the state variables should be defined

as
+
...
a c
3r(f)
differential
equation
+ *._
^ +M0
dt
(4-145)
114
Chap. 4
Dynamic Systems
- V(0
x,(t)
x 2 (t)
= ^f>-h
xAt)
= **M -
c(t)
r{t)
h 2 r{t)
(4-146)
*(0
^^-A
.-.'(0
where
>h
= a,6
= {b a b
= (* a b - * A -
A,
h2
bj,
(b
ab
flj/71
a_ x h x
aJh
(4-147)
a_ 2 h 2
-a
2 hn
_2
Using Eqs. (4-146) and (4-147), we resolve the th-order
aj\ n _ x
differential
equa-
tion in Eq. (4-145) into the following n state equations:
=x
-^f>
x 2 (r)
3 (t)
MO
h 2 r(t)
(4-148)
^M =
^1 =
xm (t)
+ h^r(0
-ax,(t)
The output equation
is
a.,x 2 {t)
...
fl 2
x._,(0
obtained by rearranging the

c(t)
x,(0
first
a iX {t)
+ hr(0
equation of Eq. (4-146):

(4-149)
r{t)
Now if we apply these equations to the case of Example
4-9,
a, = 5
b =
b = 2
a =
6, =
b =
a = 2
= 6; tfjô =
h = (b a b Vi =
a h ajx =
hi = (b a b
we have
/j,
When we
substitute these parameters into Eqs. (4-146)
and
(4-147),
we have
Relationship Between State Equations and Transfer Functions /
Sec. 4.8
115
the same results for the state variables and the state equations as obtained in
Example 4-9.
The disadvantage with the method of Eqs. (4-146), (4-147), and (4-148)
is that these equations are difficult and impractical to memorize. It is not ex-
pected that one will always have these equations available for reference.
ever,
we
How-
a more convenient method using the transfer
shall later describe
function.
4.8
Relationship Between State Equations and Transfer Functions
We
have presented the methods of describing a linear time-invariant system

by transfer functions and by dynamic equations. It is interesting to investigate
the relationship between these two representations.
In Eq. (3-3), the transfer function of a linear single-variable system
is
defined in terms of the coefficients of the system's differential equation. Similarly,
Eq. (3-16) gives the matrix transfer function relation for a multivariate
p inputs and q outputs. Now we shall investigate the transfer

function matrix relation using the dynamic equation notation.
system that has
Consider that a linear time-invariant system

equations
^
c(/)
= Ax(0 +
=
Dx(t)
is
described by the dynamic
Br(?)
(4-150)
+ Er(/)
(4-151)
where
=n
r (0 = P
=q
c
x(/)
X
X
input vector
(t)
output vector
state vector
and A, B, D, and E are matrices of appropriate dimensions.

Taking the Laplace transform on both sides of Eq. (4-150) and solving
for X(s),
we have
X(s)
(si
- A)" >x(0+) +
The Laplace transform of Eq.
(4-151)
(si
~ A)-'BR(s)
is
Q = DX(j) + ER(s)
Substituting Eq. (4-152) into Eq. (4-153),
C(s)
D(sl
A)-x(0+)
(4-1 52)
(4-153)
we have
D(jI
- A)-'BR(5) + ER(s)
(4-154)
Since the definition of transfer function requires that the initial conditions be
set to zero, x(0+)
0; thus Eq. (4-154) becomes
C(s)
= [D(sl - A)-'B + E]R(s)
Therefore, the transfer function
is
defined as
G(s) = D(sl - A)~'B + E
which
is
a q
matrix (si
x p
A)
is
matrix.
Of
(4-1 55)
(4-156)
course, the existence of G(*) requires that the
nonsingular.
116
Example 4-10
Chap. 4
Dynamic Systems
Consider that a multivariable system
described by the differential
is
equations
+4
dt*
^+^ +
2
The
state variables of the
These
state variables
equations, as
no
+2c 2
c1
dt
(4-157)
iCl
dt
=/- 2
(4-158)
system are assigned as follows

Xi
x2
= dci
-^
(4-160)
x3
(4-161)
(4-159)
Ci
c2
have been denned by mere inspection of the two
differential
particular reasons for the definitions are given other than that these
are the most convenient.
Now equating the first term of each of the equations of Eqs. (4-157)
the rest of the terms
(4-161),
we
arrive at the following state equation
dxi
and (4-158) to
state-variable relations of Eqs. (4-159) through
and using the
and output equation
in matrix
form:
xi
dt
dx 2
0-4
dt
ri
x2
(4-162)
1
Li- z J
dx 3
-1
ldt_
-2
-1
pi~|
ri
01
_C2.
_o
1_
x3
~Xi~
Dx
x2
(4-163)
_*3_
To
determine the transfer function matrix of the system using the state-variable
we substitute the A, B, D, and E matrices into Eq. (4-156). First, we form
formulation,
the matrix (si
A),
-1
~s
(sI-A)=
The determinant of
(si
-3
+4
s3
+6s 2 +
(4-164)
2_
1]
A) is
|jI-A| =
(4-165)
Thus
~s z
(.51
The
A)
-| jI _ A
transfer function matrix
GCs)
is,
in
+6s +
-3
-(*
tllis
case,
= T>(sl -
+2
s(s + 2)
-(s + 1)
11
4)
f4-1
3i
fifi^
s(s+4)_
A)-'B
"
~ S* +
"
6s 2
+ Us +
Using the conventional approach, we

Eqs. (4-157) and (4-158) and assume zero
s+2
_-(
(4-167)
3
!)
i(5
+ 4)J
take the Laplace transform on both sides of

initial
conditions.
The
resulting transformed
and Eigenvectors
Characteristic Equation. Eigenvalues,
Sec. 4.9
117
equations are written in matrix form as
+ 4)
+
Solving for C(s) from Eq. (4-168),
we
sis
_ s
-3
nrc,(j)-i
+ 2j[_C
= VR^s)'
(4-168)
\_R 2 (s)_
2 is)j
obtain
C(.r)
G(j)R(i)
(4-169)
where
+ 4)
+1
Sis
Gis)
_ s
and the same
4.9
result as in Eq. (4-167)
is
-3
(4-170)
+ 2_
when the matrix inverse is
obtained
carried out.
Characteristic Equation, Eigenvalues, and Eigenvectors
The
an important part in the study of

from the basis of the differential equation, the
characteristic equation plays
systems. It can be defined
linear
trans-
fer function, or the state equations.
described by the differential
is
equation
d"~ c u n d~ 2 c
"
ai
l
df
dF^
df-
an -\
dc
+ac
(4-171)
df
'df
By
defining the operator
p
P
Eq. (4-171)
is
as
Mi
A;
1,2, ... ,m
written
a 2 pn
=
Then the
is
setting the
operator p
The
ib P"
*,/>""'
+ a^^ + ajc
+ 1?-'P + b)r
..
characteristic equation of the system

s"
which
is
+ a^"- +
1
a 2 s"- 2
homogeneous part of Eq.
G(s)
{S)
o-,J
of the transfer function
an
(4-174)
(4-173) to zero. Furthermore, the

s.
is
- fro*" + M"" +
R(s) ~ s + a^ +
1
<&)
Therefore, the characteristic equation
(4-173)
defined as
is
replaced by the Laplace transform variable
From
(4-172)
dt
is
+ b . iS + b
+ a _ lS + a
...
.
u
(4
'
175)
obtained by equating the denominator
to zero.
the state-variable approach,
G( , )
we can
write Eq. (4-156) as
= D adj(5l-A) B + E
si A
I
D[adj(sl
A)]B
UI-AI
jl
-A
(4-176)
|
118
/ State-Variable Characterization of
Dynamic Systems
Chap. 4
Setting the denominator of the transfer function matrix G(s) to zero,
we
get
the characteristic equation expressed as

|
which
is
*I
A =
(4-177)
an alternative form of Eq. (4-174).
Eigenvalues
The
roots of the characteristic equation are often referred to as the eigen-
values of the matrix A.
It is interesting
to note that if the state equations are
represented in the phase-variable canonical form, the coefficients of the characteristic
equation are readily given by the elements
row of
the last
in
the
A matrix.
That is, if A is given by Eq. (4-96), the characteristic

equation is readily given by Eq. (4-174).
Another important property of the characteristic equation and the eigenvalues is that they are invariant under a nonsingular transformation. In other
words, when the A matrix is transformed by a nonsingular transformation
x = Py, so that
elements of the
A = P"'AP
(4-178)
then the characteristic equation and the eigenvalues of

of A. This
is
are identical to those
proved by writing
si- A = Î-P'AP
(4-179)
or
si- A
The
characteristic equation of
\sl-
= ^""P-P-'AP
(4-180)
A is
AlHsP-'P-P-'API
(4-181)
=
Since the determinant of a product
|P-'(jI- A)P|
equal to the product of the determinants,
is
Eq. (4-181) becomes
UI-
A|
= ]P-MIÎ- A||P|
= |*I-A|
Eigenvectors
The n X
vector
p,
which
satisfies
a,I
where
X, is
the rth eigenvalue of A,
the eigenvalue X t
Illustrative
the matrix equation
- A)p, =
is
(4-183)
called the eigenvector of
examples of
how
A associated with
the eigenvectors of a matrix
are determined are given in the following section.
4.10
Matrix (Similarity Transformation)
One of the motivations
for diagonalizing the
matrix, the eigenvalues of A, X
X2
located on the main diagonal; then the
x ,
A matrix is
X,
all
that if
assumed
to
A is
be
a diagonal
distinct, are
state transition matrix e K ' will also
be
Sec. 4.10
Matrix
119
nonzero elements given by e Xl ', e M

e*-'. There are other
reasons for wanting to diagonalize the A matrix, such as the controllability of
a system (Section 4. 1 5). We have to assume that all the eigenvalues of A are
distinct, since, unless it is real and symmetric, A cannot always be diagonalized
if it has multiple-order eigenvalues.
diagonal, with
its
The problem can be
stated as, given the linear system
x(0
= Ax(0 +
Bu(f)
(4-184)
where x(t) is an n- vector, u(t) an r- vector, and A has distinct eigenvalues X u

X2
X, it is desired to find a nonsingular matrix P such that the transformation
x(0 = Py(?)
(4-185)
,
transforms Eq. (4-184) into
y(0
with
Ay(r)
ru(f)
(4-186)
given by the diagonal matrix

...
A.
...
23
...
(n
is
n)
(4-187)
...
This transformation
known as the similarity transformation. The

known as the canonical form.
also
is
Substituting Eq. (4-185) into Eq. (4-184)
state
easy to see that
it is
P 'AP
(4-188)
and
P'B
(n
r)
(4-189)
In general, there are several methods of determining the matrix P.

in the following that
P=
where
p, (/
eigenvalue k
is
P 3 ...pj
P2
= Ap,-
i=
1,2,.
is,
(4-190)
is
proved by use of Eq. (4-183), which

AiPi
Now
[Pi
1,2, ... ,n) denotes the eigenvector that
This
We show
can be formed by use of the eigenvectors of A; that
associated with the

is
,n
written
(4-191)
forming the n x n matrix,
UiPi
A 2p 2
Ap]
= [Ap,
= A[p,
p2
p2
Ap 2
Ap]
(4-192)
p]
or
[Pi
Therefore,
if
we
P2
P]A
A[p,
P.J
(4-193)
let
P=
[Pi
P2
P.]
(4-194)
120
Chap. 4
Dynamic Systems
Eq. (4-193) gives
PA = AP
(4-195)
or
A = P-AP
which
is
the desired transformation.
A is of the phase-variable canonical form, it can be shown that
If the matrix
the
(4-196)
P matrix which diagonalizes A may be the Vandermonde

1
X\
X\
...
matrix,
K
XI
(4-197)
X~\
where X u X 2
Since
of A,
we
it
X n are the eigenvalues of A.
has been proven that
shall
eigenvector of
show
that the rth
that
is
P contains as its columns the eigenvectors

column of the matrix in Eq. (4-197) is the
Xi=
associated with
1,2,...,
n.
Let
Pn
(4-198)
P,
Pin.
be the
rth eigenvector
of A Then
.
U,i
A)p, ==
(4-199)
or
~x
-1
x
Pn
-1
x<
Pn
-1
(4-200)
-1
_0
a n -i
a-!
a- 3
Cl\_
-Pin
This equation implies that
XiPn
XiPn
Pn =
Pn =
(4-201)
Pin=
+ a )p =
XtPi,-l
fl//i
a n-\Pn
+ (X
tm
Sec. 4.10
Now
we
arbitrarily let
pn
Then Eq.
1.
=
=
Pn
Pn
Matrix
121
(4-201) gives
X,
tf
(4-202)
Pt,n-1
xr
Pin
Ar
which represent the elements of the

Substitution of these elements of
verifies that the characteristic
Example
4-11
p,
rth
column of the matrix
in Eq. (4-197).
into the last equation of Eq. (4-201) simply
equation
is satisfied.
Given the matrix

1
A=
on
(4-203)
-11
-6_
which is the phase- variable canonical form, the eigenvalues of A are X = 1,

A 2 = 2, X 3 = 3. The similarity transformation may be carried out by use of the
Vandermonde matrix of Eq. (4-197). Therefore,
t
"1
P =
The canonical-form
state
1"
X\
"I
A3
-2
-3
_Aj
Ai
A3
equation
is
(4-204)
given by Eq. (4-186) with
"-1
A =piAP
"a,
-2
A2
(4-205)
A3.
Example 4-12
Given the matrix
-r
A=
11
11
5j
can be shown that the eigenvalues of A are Xi = -1, k 2

desired to find a nonsingular matrix P that will transform
A, such that A = P~ 1 AP.
it
is
(4-206)
= -2, and A = -3. It

A into a diagonal matrix
3
We shall follow the guideline that P contains the eigenvectors of A. Since

of the phase-variable canonical form, we cannot use the Vandermonde matrix.
Let the eigenvector associated with a, = 1 be represented by
A is not
pn
Pi
Then
pi
must
= Pn
(4-207)
satisfy
a,i
- 1^1
==
(4-208)
122
Dynamic Systems
Chap. 4
or
-1
~X 1
6
A,
_6
The
last
"
Pu
-6
A -5_
11
11
(4-209)
Pi\
J>31.
matrix equation leads to
Pu Pzi + P3l =0
+ 10p 21 6p 31 =
6p n + 11^21 6/31 =0
= and/?n = p 3i Therefore, we
(4-210)
6pu
from which we get^ 2 i
can letpn
= /> 3 =
i
1,
and
get
(4-211)
Pi
For the eigenvector associated with A 2

must be satisfied
-1
"A 2
A2
"
2, the following matrix equation

P12
-6
ll
(4-212)
P11
A 2 -5.
11
_/>32.
or
2?12 ^22 + />32 =

6p 32 =
6p n + 9p
=
6/>i2 + HP22 7/?
=
=
andp
then/
2
three
equations
we
In these
let/>i 2
2
32 =
(4-213)
22
32
4.
Thus
P2
(4-214)
4
Finally, for the eigenvector p 3 ,
we have
-1
~X 3
A3
_6
P2 3
A 3 -5.
-P33.
(4-215)
3/> 13 Pu + P33 =0
6p 13 + Sp 23 - 6p 33 =
6pi + Up 2 8/? 33 =0
if
we
arbitrarily let
i3
1,
(4-216)
Now
Pl3
-6
11
11
or
"
the last three equations give P2i
6 and
p 33 =9.
Therefore,
p3
The matrix P
is
now
(4-217)
given by
"1
P =
[Pi
P2
P 3]
_1
9_
(4-218)
Sec. 4.11
It is
easy to
show
123
that
"A,
A=P
AP
on
-2
A2
(4-219)
-3_
A3
_0
4.11.
when the A matrix has multiple-order eigenvalues, unless the

symmetric and has real elements, it cannot be diagonalized. However,
there exists a similarity transformation
In general
matrix
is
A = P'AP
(4-220)
ri)
such that the matrix A is almost a diagonal matrix. The matrix A is called the
Jordan canonical form. Typical Jordan canonical forms are shown in the following examples
[A,
A,
A=
A,
(4-221)
A2
_0
"A:
A3
1
A,
A=
A2
(4-222)
A3
_0
The Jordan canonical form
1.
A4
generally has the following properties:
The elements on the main diagonal of
are the eigenvalues of the
matrix.
2.
All the elements below the
3.
Some of
4.
5.
The Is, together with the eigenvalues, form typical blocks which
are called Jordan blocks. In Eqs. (4-221) and (4-222) the Jordan
blocks are enclosed by dotted lines.
When
its
is
6.
main diagonal of
are zero.
the elements immediately above the multiple-ordered
eigenvalues on the main diagonal are Is, such as the cases illustrated
by Eqs. (4-221) and (4-222).
the nonsymmetrical
matrix has multiple-order eigenvalues,
eigenvectors are not linearly independent. For an n X n A, there
only r
(r
<
n) linearly independent eigenvectors.
The number of Jordan blocks is equal to the number of independent

eigenvectors, r. There is one and only one linearly independent
eigenvector associated with each Jordan block.
7.
The number of 1 s above
the
main diagonal is equal ton
r.
124
Dynamic Systems
The matrix P
sume that A has q
is
Chap. 4
determined with the following considerations. Let us
distinct eigenvalues
among n
eigenvalues. In the
first
as-
place,
the eigenvectors that correspond to the first-order eigenvalues are determined

in the usual
manner from
(A I
f
where
A)p,
denotes the /th distinct eigenvalue,
A,
The
mined by
(4-223)
2,
q.
eigenvectors associated with an mth-order Jordan block are deterreferring to the

"Ay
Jordan block being written as

...
A,
...
(m X m)
...
(4-224)
A,-
Xj_
.0
where A, denotes the y'th eigenvalue.
Then
the following transformation

"A y
Vz
0"
...
Ay
[Pi
must hold:
A[p,
PJ
o
kj
Lo
AyPi
Pm-i
The
vectors Pi, p 2 ,
also
be written
+ AyP
+ AyP
(4-225)
Ay.
P2
PJ
or
p2
A,p m
= Ap,
= Ap
= Ap
(4-226)
= Ap m
pm are determined from these equations, which can
- A)Pl =
(Ayl - A)P = -P,
(Ayl - A)p = -P
(Ayl
(Ayl
Example
4-13
A)p m
(4-227)
= P m _l
Given the matrix

"0
A=
-5"
4_
(4-228)
Sec. 4.11
the determinant of Al
IAI
125
A is
-Al
-6
-1
-3
-2
- 4A 2 +
A3
5A
2
(4-229)
-2 A -4
(A
2)(A
l) 2
A has a simple eigenvalue at A! =2 and a double eigenvalue at A 2 = 1.

Jordan canonical form of A involves the determination of the matrix
_1
that A = P AP. The eigenvector that is associated with X = 2 is deter-
Therefore,
To
such
find the
mined from
(A,I
A)p,
(4-230)
Thus
-6
-1
-3
Setting
pn
5"
-2
arbitrarily, the last
/>n
-2
^21
-2_,
(4-231)
_/>31_
equation gives
p zl
and pi
There-
-2.
fore,
2"
(4-232)
Pi
For the eigenvector associated with the second-order eigenvalue, we turn

We have (the two remaining eigenvectors are p 2 and p 3 )
to Eq.
(4-227).
(A 2 I
- A)p 2 =
(A 2 I
(4-233)
and
= -p
A)p 3
(4-234)
Equation (4-233) leads to

1
-1
-3
Setting
p 12
arbitrarily,
-6
5"
P\i
-2
-2
Pn
-3_
(4-235)
_/>3 2_
= ^ andp 32
wehave/? 22
1"
(4-236)
Pz
Equation (4-234), when expanded, gives
-6
-1
-3
- 5" Pl3
2
P23
3_ _P33_
-r
3
7
L
(4-237)
7J
from which we have

"
Pl3
P3
Pl3
1"
-n
(4-238)
_46
_P33_
Thus
-7
-t
-n
-li
(4-239)
126
Dynamic Systems
The Jordan canonical form
is
Chap. 4
now
obtained as
~2
A = P'AP
0"
1
Note
that in this case there are
(4-240)
_0
1_
two Jordan blocks and there
is
one element of unity
above the main diagonal of A.
4.12
State Diagram
The signal flow graph discussed in Section 3.5 applies only to algebraic equations.
In this section we introduce the methods of the state diagram, which represents
an extension of the signal flow graph to portray
The important
equations.
close relationship
among
all
and
diagram
that
is
differential
it
forms a
the state equations, state transition equation, com-
puter simulation, and transfer functions.
lowing
state equations
significance of the state
state
diagram
is
constructed fol-
the rules of the signal flow graph. Therefore, the state diagram
may
be used for solving linear systems either analytically or by computers.

Basic Analog Computer Elements
Before taking up the subject of state diagrams,

basic elements of an analog computer.
useful to discuss the
it is
The fundamental
linear operations that
can be performed on an analog computer are multiplication by a constant,

addition, and integration. These are discussed separately in the following.
Multiplication by a constant. Multiplication of a machine variable by a
constant
done by potentiometers and
is
amplifiers. Let us consider the opera-
tion
x 2 (t)
where a
is
a constant. If a
lies
a Xl (t)
(4-241)
between zero and unity, a potentiometer is used

An operational amplifier is used to simu-
to realize the operation of Eq. (4-241).
if a is a negative integer less than 1. The negative value

due to the fact that there is always an 180 phase shift between
the output and the input of an operational amplifier. The computer block
diagram symbols of the potentiometer and the operational amplifier are shown
in Figs. 4-5 and 4-6, respectively.
late
Eq. (4-241)
of a considered
is
x 2 (t)
*i(0
xAt)
x 2 )
<z>
x 2 (t) = ax
Fig. 4-5.
(t)
0<a<\
Analog-computer block-diagram
symbol of a potentiometer.
x 2 {t)=ax
Fig. 4-6.
{t)
Analog-computer block diagram
of an operational amplifier.
State Diagram
Sec. 4.12
127
Algebraic sum of two or more variables. The algebraic sum of two or more
machine variables may be obtained by means of the operational amplifier.
Amplification may be accompanied by algebraic sum. For example, Fig. 4-7
*i(0
x 2 (t)
*-
x,(t)
x 3 (t)
x 4 (0 = a, x l
(t)
+ a 2 x 2 (t) + a } x 3 (t)
Fig. 4-7. Operational amplifier used as a
summer.
analog computer block diagram of a summing operational amwhich portrays the following equation
illustrates the
plifier
x 4 (t)
Integration.
The
aÂt)
a 2 x 2 {t)
+a
x 3 (t)
integration of a machine variable
(4-242)
on an analog computer
achieved by means of a computer element called the integrator. If x t (t)
is
output of the integrator with
initial
condition Xi0
given at
is
the
and x 2 (t)
the input, the integrator performs the following operations
is
x,0)
f ax 2 {x)
>
dz
JCi(f )
<
(4-243)
to
The block diagram symbol of the integrator is shown in Fig. 4-8. The integrator
can also serve simultaneously as a summing and amplification device.
*i('o)
x 2 (t)
-- x,(t)
*i( f )=
Fig. 4-8.
ax 2 (r)dT +
*,(?<))
Analog computer block diagram of an
integrator.
We shall now show that these analog computer operations can be portrayed
by
signal flow graphs
which are called
state
diagrams because the state vari-
ables are involved.

First consider the multiplication of a variable by a constant;
Laplace transform on both sides of Eq. (4-241). We have
X (s) = aX^s)
2
The
signal flow graph of Eq. (4-244)
is
shown
in Fig. 4-9.
we
take the
(4-244)
128
Chap. 4
Dynamic Systems
*i(0
x,(0
x 2 (t)
î(s)
X2 (s)
Fig.
4-9.
x 4 (t)
X2 (s)
XAs)
Signal-flow-graph
Fig. 4-10. Signal-flow-graph rep-
= aix\{t)
+ a 2 xz(t) + ajXi(i) orX4 (s) =
aiX^s) + a 2 X 2 (s) + ai X3 (s).
x 2 (t)
of
representation
axi(t) or
*2(0
X (s) =
2
resentation of Xi(i)
aX\(s).
For the summing operation of Eq.
(4-242), the Laplace transform equation
is
X (s) =
4
The
,*,(*)
a 2 X2 (s)
a s X3 (s)
signal-flow-graph representation of the last equation
is
(4-245)
shown
in Fig. 4-10.
important to note that the variables in the signal flow graphs of Figs. 4-9
and 4-10 may be in the time domain or the Laplace transform domain. Since
the branch gains are constants in these cases, the equations are algebraic in
It is
both domains.
For the integration operation, we take the Laplace transform on both
sides
of Eq. (4-243). In this case the transform operation is necessary, since the signalflow-graph algebra does not handle integration in the time domain. We have
X 2 (T)dT\
x 2 {x) dx
+ *i(*o)
x,(t )
x 2 (t) dx
(4-246)
Jo
x 2 (r) dx
However, since the past history of the integrator is represented by x 2 (t ), and

< x < t a Thus Eq.
the state transition starts from t = t x 2 (x) =0 for
(4-246) becomes
.
X^s)
It
^^ + ^5)
should be emphasized that Eq. (4-247)
is
(4-247)
is
is
now
shown in Fig.
shown in Fig. 4-12.
flow graph as
algebraic
4-11.
An
>
(4-247)
to
defined only for the period x
Therefore, the inverse Laplace transform of
x,(0 of Eq. (4-243).

Equation (4-247)
X^s)
>
in Eq. (4-247) will lead to
and can be represented by a

alternative signal flow
signal
graph for Eq.
Sec. 4.12
State Diagram /
129
*i('o)
*i('o)
<
as- 1
>
X2 is)
=
[aX 2 (s)ls]
[xiOo)/*]
<>
Xi
(s)
X2 (s)
Xds)
Fig. 4-11. Signal-flow-graph representation of
Xi(s)
Fig. 4-12. Signal-flow-graph rep-
resentation of Xi(s)
[aX 2 (s)/s]
[xi(.to)ls].
Thus we have established a correspondence between the simple analog

computer operations and the signal-flow-graph representations. Since, as shown
in Fig. 4-12, these signal-flow-graph elements
and can be used
may
include initial conditions
to solve state transition problems, they
form the basic elements
of the state diagram.

Before embarking on several illustrative examples on state diagrams,
let
us point out the important usages of the state diagrams.

1.
state
diagram can be constructed
directly
from the system's
This allows the determination of the state

variables and the state equations once the differential equation of
the system is given.
differential equation.
2.
state
function.
diagram can be constructed from the system's transfer

This step is defined as the decomposition of transfer
functions (Section 4.13).

3.
4.
The
state diagram can be used for the programming of the system

on an analog computer.
The state diagram can be used for the simulation of the system on
a digital computer.
5.
The
equation in the Laplace transform domain

obtained from the state diagram by means of the signalflow-graph gain formula.
state transition
may be
6.
The
transfer functions of a system can be obtained
from the
state
diagram.
7.
The
state equations
from the
The
From
details
state
and the output equations can be determined
diagram.
of these techniques are given below.
Differential Equation to the State
When
Diagram
a linear system is described by a high-order differential equation, a

diagram can be constructed from these equations, although a direct
approach is not always the most convenient. Consider the following differential
state
130
Chap. 4
Dynamic Systems
equation
d"c
d"
dc
._
In order to construct a state diagram using this equation,
(4-248)
we rearrange
the equa-
tion to read
l
d"- c
d"c _
dt"
o
R
O
s"C
n~l
o
C
s"- 2
dc
-a. iw -ac-rr
<
(4-249)
o
c
(a)
(b)
("-!)/"
(n-2>,
(1) (f
c ( ? o)
(c)
Fig. 4-13. State

(4-248).
diagram representation of the
differential
equation of Eq.
Sec. 4.12
State Diagram /
131
Let us use the following symbols to simplify the representation of the

derivatives of c:
C< "
Frequently, c in the literature,
Now
as
the variables
shown
r, c,
W
is
'=1.2,...,b
(4-250)
used to represent dcjdt.
c (1> , c (2) ,
(n>
are represented by nodes arranged
in Fig. 4-1 3(a). In terms of Laplace transform, these variables are
denoted by R{s), C(s), sC(s), s 2 C(s),

s"C(s), respectively.
As the next step, the nodes in Fig. 4- 13(a) are connected by branches to
portray Eq. (4-249). Since the variables c
and c _I> are related through integration with respect to time, they can be interconnected by a branch with gain
-1
s
and the elements of Figs. 4-11 and 4-12 can be used. Therefore, the complete state diagram is drawn as shown in Fig. 4- 13(c).
.
('
(,'>
When
the input
is
the differential equation
on the
right side, the
not so straightforward.
We
venient to obtain the transfer
is
that of Eq. (4-145), with derivatives of
problem of drawing the
state
diagram
directly
show later that, in general, it is more confunction from the differential equation first and
shall
then obtain the state diagram through decomposition (Section 4.13).
Example 4-14
Consider the following
differential equation:
g + 3| +
2c
=r
(4-251)
Equating the highest-ordered term of Eq. (4-251) to the
2c
rest
of the terms,
we have
dT^- 2c - 3 dl
_
dc
(4-252)
Following the procedure outlined above, the state diagram of the system
is
shown
in
Fig. 4-14.
c (1) a +)
9*o+)
"
Fig. 4-14. State
From State Diagram
to
diagram for Eq.
(4-251).
Analog Computer Block Diagram
was mentioned earlier that the state diagram is essentially a block diaprogramming of an analog computer, except for the phase reversal
through amplification and integration.
It
gram
for the
132
Example 4-15
Chap. 4
Dynamic Systems
An
analog computer block diagram of the system described by Eq.

is shown in Fig. 4-15. The final practical version of the com-
(4-251)
may be somewhat
may be necessary.
puter block diagram for programming
from shown,
and time
since amplitude
scaling
different
Analog-computer block diagram for the system described by
Fig. 4-15.
Eq. (4-251).
From State Diagram
to Digital
Computer Simulation
FORTRAN
on the digital comThe solution of differential equations by

puter has been well established. However, from the standpoint of programming,
a convenient way of modeling a system on the digital computer is by CSMP
(Continuous System Modeling Program). 32 In many respects CSMP serves the
computer program, except that the scaling problem
state diagram or the state equations form a
natural basis for the solution by CSMP. The following examples illustrate
same purpose
is
as an analog
practically eliminated.
typical
CSMP
The
statements for the mathematical equations listed:
CSMP
Mathematical Equations
c
a x
1
a 2x 2
x.
Xl
*,(t) dx
f'
Example 4-16
From
x,(0)
Statements
C=
A\
Y=
JT1/2.
XI
XI
A2 * X2
INTGRL(Z2,
JT10)
the state diagram of Fig. 4-14, the following equations are
written
dt
(4-253)
c=\cdt
c = r - 3c - 1c
(4-254)
f t
(4-255)
Sec. 4.12
State Diagram /
133
Let the variables of these equations be denoted by

c
c
c
r
=C
= CI
= C2
=R
= CO
= CIO
c(0)
<?(0)
CSMP representation
on the CSMP. Then the main program of the
of the system
is
given as follows:
C = INTGRL (CI, CO)

= INTGRL (C2, CIO)
C2 = R - 3. * CI - 2. * C
(4-256)
CI
From State Diagram
We
(4-257)
(4-258)
to the State Transition Equation
have shown
Laplace transform method of solving the
earlier that the
state equation requires the carrying
out of the matrix inverse of (si
With the state diagram, the equivalence of the matrix inverse operation is
out by use of the signal-fiow-graph formula.
The state transition equation in the Laplace transform domain is
X(s)
(jI
A)- !x(r J)
(jI
A)" 'BR(i)
>
A).
carried
(4-259)
Therefore, the last equation can be written directly from the state diagram by
use of the gain formula, with X^s),

*;('<0>
1,2, ... ,n,
Example 4-17
and Rj(s),j
1, 2,
1, 2,
n, as
the output nodes,
and
p, as the input nodes.
Consider the state diagram of Fig. 4-14. The outputs of the intediagram is
redrawn as shown in Fig. 4-16.
grators are assigned as state variables and the state
Fig. 4-16. State
diagram for Eq. (4-251).
Applying the gain formula to the
X (s) as output nodes, *i(/J), x

2
Xl (s)
=J
X (s) =
2
"'
(1
-2s~
2 (*o)>
3;rl)
state
anc*
>-
diagram
in Fig. 4-16, with
X (s)
t
and
R(s ) as input nodes, we have

-2
+ _L
v.(t*\
*l('o )
XlOZ)
r -2
*iM)+V **(') +V*(s)
*fr)
(4-260)
(4-261)
34
Chap. 4
Dynamic Systems
where
A=
+3s~ +2s~ 2
(4-262)
After simplification, Eqs. (4-260) and (4-261) are presented in matrix form:
xiin)
(j
Xz(s)
IX*
2)
-2
(s
L(j
The
>
state transition equation for f
R(s)
(4-263)
iXj
2)J
obtained by taking the inverse Laplace
is
2)
xAn)
l)(s
transform on both sides of Eq. (4-263).
Consider that the input
a unit step function applied
r{t) is
at
Then
the
following inverse Laplace transform relationships are identified
- (-1)
"
The
u,{t
= - "" A' -h)
inverse Laplace transform of Eq. (4-263)

~
2e~
Mt).
2e
From State Diagram

The
state
Example
g-c-o)
e -2d-r
' o)
g-c-'o)
-|_
+ e-
<'-'>
this result
x 2 (t$)_
(4-266)
2 <'-'>"
?>
with that of Eq. (4-77), obtained for
between an input and an output
and
setting all other inputs
> 0.
is
all initial states
obtained from the

to zero.
Consider the state diagram of Fig. 4-16. The transfer function

C(s)/R(s) is obtained by applying the gain formula between these
4-18
two nodes and
setting x^{t J)
C(s)
t_
R(s)
s2
The
xiCt)
2e~ 2( '~' )
to Transfer Function
transfer function
diagram by
- c"
t )
(4-265)
is
'
p-2(t-lo)
(l-lo)
The reader should compare
'
*'
-( '~''
t u s {t
e -2 + 2e~ 2(t_
(,- ' )
(4-264)
t>t
<
(jTTi)
'
t>t
to)

s2
From State Diagram
3s
and
Xi(t J) == 0. Therefore,
+ 3s +
(4-267)
is
(4-268)
to the State Equations
When the state diagram of a system is already given, the state equations
and the output equations can be obtained directly from the state diagram by
use of the gain formula.
Some
clarification seems necessary here, since the

determined from the state diagram by use of
the gain formula. However, when writing the state transition equations from
state transition equations are
the state diagram, the state variables, Xj(s),
output nodes, and the inputs, Rj(s),j
xi(t
2,
1,2, ... ,p,
n,
are regarded as the
and the
initial
states,
regarded as the input nodes. Furthermore, the state

transition equations, as written directly from the state diagram, are necessarily
)->
'
1 2,
n, are
in the Laplace transform domain.
domain
are subsequently obtained
The
state transition equations in the time
by taking the inverse Laplace transform.
Sec. 4.12
State Diagram /
135
The left side of the state equation contains the first-order time derivative
of the state variable x (t). The right side of the equation contains the state
t
and the input
variables. There are no Laplace operator s or initial

a state equation. Therefore, to obtain state equations from
the state diagram, we should disregard all the initial states and all the integrator
variables
state variables in
To avoid confusion, the initial states and the branches

with the gain s' 1 can actually be eliminated from the state diagram. The state
diagram of Fig. 4-16 is simplified as described above, and the result is shown in
branches with gains s~ l
Fig. 4-17.
Then, using x, and x 2 as output nodes and *,, x 2 and

,
Fig. 4-17. State
diagram of Fig. 4-16 with the
initial states
and
r as
input nodes,
the integra-
tor branches eliminated.
and applying the gain formula between these nodes, the
state equations are
written directly:
^ = -2x
(4-269)
dx 2
dt
Example 4-19
3x 2
As another example of
illustrating the determination of the state

equations from the state diagram, consider the state diagram shown
in Fig. 4-1 8(a). This illustration will emphasize the importance of

using the gain formula. Figure 4-1 8(b) shows the state diagram with the initial states
or
(a)
Fig. 4-18. (a) State diagram.
136
Dynamic Systems
Chap. 4
O
r
*3
(b)
diagram
Fig. 4-18 (Cont.). (b) State
in (a) with all initial states
and
inte-
grators eliminated.
and the integrators being eliminated. Notice that in this case the state diagram in Fig.
4-18(b) still contains a loop. Applying the gain formula to the diagram of Fig. 4-18(b)
withii,;c 2 and x 3 as the output node variables and r,x\,x 2 and x 3 as the input
,
nodes, the state equations are determined as follows
dxi
Xi
dt
dx 2
dt
(a 2 + a
+aa
1
O 2
3)
aa a 3
dx 3
(4-270)
*3
dt
4.13
x2
Up
until this point, various
this
methods of characterizing a
linear system
have
be useful to summarize briefly and gather thoughts at

point, before proceeding to the main topics of this section.
It has been shown that the starting point of the description of a linear
been presented.
It will
may
be the system's differential equation, transfer function, or dynamic

is demonstrated that all these methods are closely related. Further,
the state diagram is shown to be a useful tool which not only can lead to the
system
equations. It
from
shown in
solutions of the state equations but also serves as a vehicle of translation
one type of description to the others.
block diagram
Fig. 4-19 to illustrate the interrelationships
scribing a linear system.
is
drawn
as
between the various loops of de-
The block diagram shows
that starting, for instance,
with the differential equation of a system, one can get to the solution by use of
method or the state equation method. The block diagram

shows that the majority of the relationships are bilateral, so a great deal
of flexibility exists between the methods.

also
Sec. 4.13
Differential
Dynamic
equations
equations
137
'
State
transition
equation
^
Transfer
function
State
diagram
4-19. Block diagram showing the relationships among various

methods of describing linear systems.
Fig.
One
step remains to be discussed. This involves the construction of the

diagram from the transfer function. In general, it is necessary to establish
a better method than using Eqs. (4-146) through (4-148) in getting from a
state
high-order differential equation to the state equations.

The process of going from the transfer function to the state diagram or the
state equations is called the decomposition of the transfer function. In general,
ways of decomposing a transfer function direct decomposicascade decomposition, and parallel decomposition. Each of these three
schemes of decomposition has its own advantage and is best suited for a par-
there are three basic
tion,
ticular situation.
Direct Decomposition
The direct decomposition scheme is applied to a transfer function that

not in factored form. Without loss of generality, the method of direct decomposition can be described by the following transfer function
is
C(s)
R(s)
The
objective
is
s2
b s*
to obtain the state
+as+a
+bs+b
(4-271)
diagram and the
state equations.
The
fol-
lowing steps are outlined for the direct decomposition:

1.
Alter the transfer function so that
it has only negative powers

accomplished by multiplying the numerator and the
denominator of the transfer function by the inverse of its highest
of
s.
This
power
is
For the transfer function of Eq. (4-271), we multiply

and the denominator of C{s)jR{s) by s~ 2
Multiply the numerator and the denominator of the transfer function by a dummy variable X(s). Implementing steps 1 and 2, Eq.
(4-271) becomes
in
j.
the numerator
2.
C(s)
R(s)
3.
a
b
The numerators and
+ a s + a s~
s~
+ b,s' + bh-*~
'
X{s)
X{s)
(4-272)
the denominators on both sides of the transfer
138
Chap. 4
Dynamic Systems
function resulting from steps

respectively.
From
Eq.
to each other,
(4-272) this step results in
=
R(s) =
C(s)
4.
and 2 are equated
a,s~
(fl
(b
+ *,*-
a 2 s- 2 )X(s)
(4-273)
b t s-*)X(s)
(4-274)
In order to construct a state diagram using these two equations,
they must
first
be in the proper cause-and-effect
parent that Eq. (4-273) already
Eq. (4-274) has the input on the
X{s)
However,
and must be rearranged.
by b and writing X(s) in terms of
left side
Dividing both sides of Eq. (4-274)

the other terms,
relation. It is ap-
satisfies this prerequisite.
we have
b2
ba
(4-275)
'X(s)
Eqs. (4-273)
diagram is now drawn in Fig. 4-20 using the expressions in

and (4-275). For simplicity, the initial states are not drawn on the
As
usual, the state variables are defined as the outputs of the integra-
The
diagram.
state
tors.
C(s)
R(s)
Fig. 4-20. State
diagram for the transfer function of Eq. (4-271) by
direct
decomposition.
Following the method described in the

written directly from the state diagram:
dxi
last section, the state
Xl
dt
dx 2
.dt
-b 2
(4-276)
-6i
b
equations are
x2
J
The output equation is obtained from Fig. 4-20 by applying the gain formula with c(t) as the output node and x^t), x 2 {t), and r(t) as the input nodes.
H*-^)*' + (*'-*)** Hi'
(4 - 277)
Sec. 4.13
Decomposition
of Transfer Functions /
139
Cascade Decomposition
Cascade decomposition
may
be applied to a transfer function that
the factored form. Consider that the transfer function of Eq. (4-271)
is in
may be
factored in the following form (of course, there are other possible combinations
of factoring)
gi
R(s)
where z u
z 2 ,p u
and p 2
= ^lIilJi
b s + p s + p
Then
are real constants.
(4-278)
it is
possible to treat the func-
The state diagram of

each of the first-order transfer functions is realized by using the direct decomposition method. The complete state diagram is obtained by cascading the
tion as the product of
two
first-order
two
first-order transfer functions.
diagrams as shown in Fig. 4-21. As usual, the outputs of the
R(.s)
~Pi
Fig. 4-21. State
diagram of the transfer function of Eq. (4-278) by cascade
decomposition.
integrators
on the
state
diagram are assigned as the
state variables.
The
state
equations are written in matrix form
dx-i
-Pi
dt
Pi
ctx^
_*oJ
is
(z 2
p 2 )x +(z,
l
- Pi)x +
2
The cascade decomposition has the advantage
facilitates the
(4-280)
that the poles
the transfer function appear as isolated branch gains
This
(4-279)
*2
-Pi
Ldt \
The output equation
a
b
study of the effects on the system
on the
when
and zeros of
state diagram.
the poles
and zeros
are varied.
Parallel
Decomposition
When
the denominator of a transfer function
is
in factored form,
it
is
expand the transfer function by partial fractions. Consider that a

second-order system is represented by the following transfer function
possible to
Cjs)_
R(s)
where P(s)
is
Pis)
+ Pl )(s + p
(s
a polynomial of order
less
than
2.
(4-281)
2)
We
assume that the poles p
140
Chap. 4
Dynamic Systems
and p 2 may be complex conjugate for analytical purposes, but it is difficult to

implement complex coefficients on the computer.
In this case if p and p 2 are equal it would not be possible to carry out a
partial-fraction expansion of the transfer function of Eq. (4-281). With p and
x
p2
being distinct, Eq. (4-281)
is
written
where
The
the state
and
K,
Kr
C(s)
R(s)
+ Pi
+p
(4-282)
2
are constants.
diagram for the system is formed by the parallel combination of

diagram representation of each of the first-order terms on the right
state
shown
side of Eq. (4-282), as
in Fig. 4-22.
The
state equations
of the system are
written
dxC
dt
P\
(4-283)
dx 2
X%
-Pi
\_dt _
X!(f +)
R(s)
Fig. 4-22. State
diagram of the transfer function of Eq. (4-28 1) by
parallel
decomposition.
The output equation
is
One of
[K,
the advantages of the parallel decomposition
functions with simple poles, the resulting
Therefore,
we can
A matrix is always
consider that parallel decomposition
diagonalization of the
When
(4-284)
2]
is
that for transfer
a diagonal matrix.
may be
used for the
A matrix.
a transfer function has multiple-order poles, care must be taken
that the state diagram, as obtained through the parallel decomposition, contain the minimum number of integrators. To further clarify the point just made,
consider the following transfer function and
its
partial-fraction expansion:
Sec. 4.14
an
R(s)
2s 2
(s
6s
iy(s
+5
+ 2)
(s
141
+ s+l
iy
(4-285)
Note that the transfer function is of the third order, and although the total order
of the terms on the right side of Eq. (4-285) is four, only three integrators should
be used in the state diagram. The state diagram for the system is drawn as shown
in Fig. 4-23. The minimum number of three integrators are used, with one in-
diagram of the transfer function of Eq. (4-285) by
Fig. 4-23. State
paralled decomposition.
tegrator being shared by
two channels. The
state equations
of the system are
written
-1
*1
0-1
x2
dt
dx 2
dt
dx 3
0-2
dt
Therefore, the
4.14
A matrix is
x3
(4-286)
of the Jordan canonical form.
When
form
the
it
matrix has complex eigenvalues
it
may not be possible to transTo facilitate computer com-
into a diagonal matrix with real elements.
it is desirable to avoid matrices with complex elements. When A has

complex eigenvalues, in general, the matrix can be transformed into a nondiagonal matrix which is called the modal form by the transformation
putation,
A = P"'AP
Let us assume that
jco.
is
x 2 and has
Then the modal-form matrix
is
eigenvalues A,
given by
(4-287)
+ jco
and X 2
142
Dynamic Systems
Chap. 4
CO
A=
(4-288)
CO
The elements of the P matrix may be determined by brute force using Eqs.
(4-287) and (4-288). If A has m real distinct eigenvalues in X u X 2
X m and
n sets of complex-conjugate eigenvalues in X, = a jcoi, i = 1 2,
,
,
the modal-form matrix
is
given by
A,
..
x2
A=
Am
..
..
o
(4-289)
..
..
..
where
(4-290)
On
\CO,
If they'th
complex eigenvalue pair
Tj
r,
r,
of multiplicity m, then
is
is
written
...
(m X
blocks)
(4-291)
ooo
where
"
Oj
COj~
i-COj
CTj]
(4-292)
ri
oi
Lo
lj
(4-293)
The modal-form matrix
in Eq. (4-289)
is
easily
modified for
real
and multiple-
order eigenvalues by use of the Jordan canonical form.

Although the modal-form matrix is not diagonal and does not represent
decoupling of the states from the standpoint of the state diagram, it still has
the components of the eigenvalues as its matrix elements.
To determine the transformation matrix P for the matrix A of Eq. (4-288),
we
let
P=
where p and p 2 are 2 x
(
[Pi
vectors.
P2]
(4-294)
pj
[Pl
Equation (4-287)
co
-co
A[p,
_
is
p2 ]
written
(4-295)
Transformation into Modal Form /
Sec. 4.14
or
cop = Ap!
toPi + cq>2 = Ap
ffPi
143
(4-296)
(4-297)
These two equations are expressed in matrix equation form,

<rl
-coll ~pr
col
rf_ J>2_
"A
0~
_0
A_
Pi
(4-298)
where
denotes a 2
_P 2
2 identity matrix.
Let qi and q 2 denote the eigenvectors that are associated with the two
complex-conjugate eigenvalues, X 1
a
jco and X 2
a ja>, respectively.
Then, according to the definition of eigenvectors, q t and q 2 must
(^+yco)q
- jco)q
(<r
=Aq
= Aq
satisfy
(4-299)
(4-300)
Let
=
=
q,
q2
Then
Eqs. (4-299) and (4-300)
<X,
(4-301)
(4-302)
become
+ ycoXa, + yp,) = A(a, + #,)

= A(a + j%)
{a - jco)(a + yp
(4-303)
(<7
2)
Equating the
real
and imaginary parts in the
_coI
last
and
a\
_ col
Comparing Eq.
coT "2~
0" "2~
LP 2 J
_0
A_ LpzJ
<rl_
The
we have
(4-305) with Eq. (4-298),
P=[P.
(4-305)
A_ LpJ
LpJ
ctI
two equations, we have
01 rii
"A
col "i
ctI
(4-304)
P2]
[i
(4-306)
the identity
(4-307)
Pi]
P is formed
and imaginary components of the eigenvector of A associated
significance of this result is that the transformation matrix
by taking the
with Xi
Example 4-20
real
+ jco.
Consider the state equation
i = Ax
+ Br
(4-308)
where
1"
-2
The eigenvalues ofA are A
B=
-2
= 1 + j and X = / The eigenvectors are

l
qi
q2
_-i -J.
or
qi
a! +/Pi
q2
= a 2 +/P2
+ J -1
144
Dynamic Systems
Chap. 4
Therefore,
P =
A=
[*i
Pt]
P-!AP
_-i
(4-309)
i-
= r-i
i~|
-i
~i_
(4-310)
T = piB =
The
original state equation of Eq. (4-308)
Then
the state transition matrix

${t)
is
(4-311)
is
transformed to
= Ay + Tr
given by
= eM =
~ cos
sin i
(4-313)
e~<
sin
4.15
(4-312)
cos
Systems
The concepts of controllability and
observability introduced
first
by Kalman 24
play an important role in both theoretical and practical aspects of modern

control theory.
The conditions on
controllability
and observability often govern
the existence of a solution to an optimal control problem, particularly in mul-
However, one should not associate these conditions with

all optimal control problems require
tivariable systems.
the concept of stability. Furthermore, not
that the system be controllable and/or observable in order to achieve the control objectives.
this section
we
These points
will
be
clarified as the subjects are developed. In
shall first treat the subject
of controllability.
General Concept of Controllability

controllability can be stated with reference to the block
The concept of
diagram of
Fig. 4-24.
The process
is
said to be completely controllable if
State x(t)
Control u(0
Fig. 4-24. Linear time-invariant system.
every state variable of

tive in finite
G can
be affected or controlled to reach a certain objec-
time by some unconstrained control
u(t). Intuitively, it is
simple
any one of the state variables is independent of the control

would
be
no
way of driving this particular state variable to a desired
u(r), there
state in finite time by means of a control effort. Therefore, this particular state
is said to be uncontrollable, and as long as there is at least one uncontrollable
to understand that
state, the
trollable.
system
if
is
said to
be not completely controllable, or simply uncon-
Sec. 4.15
Systems
145
?*i (>o+)
?*i('o+)
u(t)
Fig. 4-25. State
diagram of a system that
is
not state controllable.
As a
state
simple example of an uncontrollable system, Fig. 4-25 illustrates the

diagram of a linear system with two state variables. Since the control
i/(0 affects
only the state x^t), x 2 (t)
is
be impossible to drive x 2 (t) from an

in a finite time interval
is
tf
ta
uncontrollable. In other words,
initial state
by any control
x 2 (t
u(t).
it
to a desired state
would
x 2 (tf)
Therefore, the entire system
said to be uncontrollable.
The concept of controllability given above refers to the states and is sometimes referred to as the state controllability. Controllability can also be defined
for the outputs of a system, so there
and output
is
a difference between state controllability
controllability.
Definition of Controllability (State Controllability)
dynamic equations
is
described by the following
x(0
c(0
=
=
+ Bu(0
Dx(0 + Eu(0
Ax(0
(4-314)
(4-315)
where
=n x
u(0 = r X
c(0 = p x
A=n X
B=n X
D =p x
E =p x
x(0
state vector
input vector
output vector
n coefficient matrix
r coefficient
matrix
n coefficient matrix
r coefficient
matrix
The state x{i) is said to be controllable at t

/ // there exists a piecewise
continuous input u(r) that will drive the state to any final state x(t for a finite
f)
time {t f
t )
0. If every state x(t ) of the system is controllable in a finite time
interval, the system is said to be completely state controllable or simply state
controllable.
>
146
Stale-Variable Characterization of
Dynamic Systems
Chap. 4
The following theorem shows that the condition of controllability depends

on the coefficient matrices A and B of the system. The theorem also gives one
way of testing
state controllability.
Theorem 4-2. For the system described by the state equation of Eq. (4-314)
be completely state controllable, it is necessary and sufficient that the following
n X nr matrix has a rank of n:
to
AB A
[B
B.
A"-'B]
(4-316)
Since the matrices A and B are involved, sometimes we say that the pair
is controllable, which implies that S is of rank n.
[A, B]
Proof:
The
solution of Eq. (4-314)

x(?)
<j>(?
)x(t )
is
>
for
>
tQ
finite
f >
is
x('o)
t)Bu(t) dx
(4-317)
x(t f )
=~
f"
Then Eq.
0.
Mo -
final
(4-317) gives
(4-318)
t)Bu(t) dx
the Caley-Hamilton's theorem, 21
From
A*
Then
Without losing any generality we can assume that the desired
some
state for
ftt
to
= 2
a* m A
for any
(4-319)
the state transition matrix can be written
<K0
S A"t
*=o k}
'=
icl
(4-320)
Zj TT
Kk=
2-1
m=0
&km-
or
ftf)
Thus
<(?)
n-l
2 a km U
k=0
(4-321)
A"
(4-322)
oo
"t A"
m-0
,k
ft!
can be written in the form
<K0
Substituting Eq. (4-322) into Eq. (4-318) and rearranging,

x(*- )
= - 2 Am B
f"
a m (f
t)u(t)
</t
we have
(4-323)
Let
U m = r m 0o-^)u(T)^T
J
Then Eq.
(4-323)
becomes
x('o)
= - 2 A m BU m
771
which
is
(4-324)
to
written in matrix form:
(4-325)
Sec. 4.1 5
x('o)
= -[ AB A B
= -SU
2
Systems
A""'B]U
147
(4-326)
where
U=
[U
U....U,.,]'
(4-327)
Equation (4-325) represents n equations with nr unknowns, and the conproblem may be interpreted as: Given any initial state x(t ), find
trollability
the control vector a(t) so that the final state

implies that given x(f
and the matrix
is
= for finite f This

U from Eq. (4-326). Therefore,
x(^)
S, solve
the system
is completely state controllable if and only if there exists a set of n

independent column vectors in S. For a system with a scalar input,
r = 1, the matrix S is square; then the condition of state controllability is that
S must be nonsingular.
linearly
Although the
by Theorem 4-2 is
not very easy to implement for multiple-input systhere are In columns in S, and there would be a large
criterion of state controllability given
quite straightforward,
it is
Even with r = 2,
number of possible combinations of n x n matrices. A practical way may be
to use one column of B at a time, each time giving an n X n matrix for S. However, failure to find an S with a rank for n this way does not mean that the system is uncontrollable, until all the columns of B are used. An easier way would
be to form the matrix SS', which is n X n then if SS' is nonsingular, S has
tems.
rank
n.
Example
4-21
Consider the system shown in Fig. 4-25, which was reasoned earlier to
be uncontrollable. Let us investigate the same problem using the
condition of Eq. (4-316).
The
state equations of the
system are written, from Fig. 4-25,
rki(Oi
-2
dt
dt
iW
dx 2 (t)
I
-1
u(t)
(4-328)
x%{t)
Therefore, from Eq. (4-316),
S
which
is
singular, anc the sys tem

.
Example 4-22
Determine the
[B
is
AB]
"1
-2"
_o
o.
(4-329)
not state cc>ntro llab
e.
state controllability of the
system described by the
state equation
dxM
+
dx 2 Q)
.
From
dt
*i(0
dt
-1
"(0
Eq. (4-316),
[B
AB]
(4-331)
1
which
(4-330)
xi(0
is
nonsingular. Therefore, the system
is
completely state controllable.
148
Dynamic Systems
Chap. 4
Alternative Definition of Controllability
Consider that a linear time invariant system
i(0
If the eigenvalues
A are
of
Ax(0
distinct
is
described by the state equation
Bu(?)
(4-332)
and are denoted by X i = \, 2,

P which transforms A
then there exists an nth-order nonsingular matrix

diagonal matrix
n,
into a
such that
...
"A,
A,
P'AP =
(4-333)
0.
Let the
new
state variable
be
y
Then
P-'x
(4-334)
the state equation transformed through
Ay
is
(4-335)
Tii
where
r = p-'B
(4-336)
The motivation
for the use of the similarity transformation is that the

of the system of Eq. (4-335) are decoupled from each other, and the only
way the states are controllable is through the inputs directly. Thus, for state
controllability, each state should be controlled by at least one input. Therefore,
states
an alternative definition of state controllability for a system with distinct

is: The system is completely state controllable if T has no rows that
eigenvalues
are all zeros.

It
should be noted that the prerequisite on distinct eigenvalues precedes

all square matrices with
the condition of diagonalization of A. In other words,

distinct
eigenvalues can
be diagonalized.
However, certain matrices with
multiple-order eigenvalues can also be diagonalized.
Does
but whose
The
natural question
is:
the alternative definition apply to a system with multiple -order eigenvalues
matrix can be diagonalized? The answer
is
no.
We
must not
lose
any state x(t ) is

brought to any state \(t f ) in finite time. Thus the question of independent control must enter the picture. In other words, consider that we have two states
sight of the original definition
on
state controllability that
which are uncoupled and are related by the following
^
^
state equations:
a Xi (t)
+ bMO
(4-337)
= ax&)
b 2 u{t)
(4-338)
Sec. 4.15
This system
is
ab
~b,
AB]
[B
mean
(4-339)
singular. Therefore, just because
are zeros does not

that
149
ab 2
bz
is
apparently uncontrollable, since
S
is
Systems
diagonal, and
is
that the system
controllable.
is
B has no rows which

The reason in this case
has multiple-order eigenvalues.
When A
has multiple-order eigenvalues and cannot be diagonalized, there
P which transforms A into a Jordan canonical form

The condition of state controllability is that all the elements of
r = P _1 B that correspond to the last row of each Jordan block are nonzero.
The reason behind this is that the last row of each Jordan block corresponds
is
a nonsingular matrix
A = P'AP.
to a state equation that
The elements
responding states are

values,
X it X u X u
which transforms
completely uncoupled from the other state equations.
is
in the other
rows of T need not
coupled. For instance,
all
Xi, three
A into
if
all
be nonzero, since the cor-
the matrix
of which are equal, then there
the Jordan canonical

A,
P AP
four eigen-
a nonsingular
form
0~
A,
A has
is
'
(4-340)
A,
A2 J
Then the condition given above becomes
self-explanatory.
Consider the system of Example 4-21. The
Example 4-23
respectively,
"-2
-i_
B=
and
matrices are,
T
l_oJ
Let us check the controllability of the system by checking the rows of the matrix T.
It
can be shown that
A is
diagonalized by the matrix
p=
_o
Therefore,
'B
-r r =
"1"
i_ _o_
_0_
_o
The transformed
state equation
(4-341)
is
~-2
0~
no
y(0
(4-342)
u(t)
_0_
Since the second
row of
and the system
uncontrollable.
Example 4-24
is
is
zero, the state variable yi(t), or
x 2 (0
*s
uncontrollable,
Consider that a third-order system has the coefficient matrices

1
-4
A=
-r
"0
B=
150
Dynamic Systems
Chap. 4
Then
AB A
[B
-1
-41
8_
B]
(4-343)
1
S is singular, the system is not state controllable.

Using the alternative method, the eigenvalues of A are found to be Ai
= 2, and A 3 = 1. The Jordan canonical form of A is obtained with
Since
A2
2,
0"
(4-344)
1
1
2_
Then
01
[2
A = P'AP
(4-345)
_0
1_
T = P'B
Since the last
this
row of T
is
(4-346)
zero, the state variable
y3
is
uncontrollable. Since
x2
=y
3,
corresponds to x 2 being uncontrollable.
Example 4-25
Determine the controllability of the system described by the
state
equation
i(0
-l
x(0
u(t)
(4-347)
We form the matrix

S
= [B
1"
AB]
(4-348)
1
which
is
The system is completely controllable.

check the controllability of the system from the rows of T. The
nonsingular.
Let us
now
eigenvalues of
A are complex and are k =j and X 2 =
j. With the similarity trans-
formation,
~
"1
J
=
-i]
AP
7
_o
"
/_
and
r=
p-'b
=
L2/J
Since
all
the rows of
are nonzero, the system
is
controllable.
In general, when the eigenvalues are complex, which occurs quite frequently in
control systems,
it is
more
difficult to
work with complex numbers. However, we may
Sec. 4.15
Systems
151
use the modal form so that only real matrices are dealt with. In the present problem
A may
be transformed to the modal form
CO"
_a>
a_
r
(4-349)
.-1
o_
by the transform matrix

"1
-r
_1
i_
P =
Then
r=p
'B
2"
1
-1Since the
modal form
lability is that
not
implies that the states are coupled, the condition of control-
rows of
all the
are zeros.
Output Controllability 1 *
The condition of controllability defined
in the preceding sections
only to the states of a system. Essentially, a system
is
desired transition of the states can be effected in finite time

control.
However, controllability defined in terms of the
is
referred
controllable if every
by an unconstrained
states is neither neces-
sary nor sufficient for the existence of a solution of the problem of controlling
the outputs of the system.

Definition
of output
output controllable
if
drive the output y(?
controllability.
system
is
said to be completely
there exists a piecewise continuous function u(t) that will

at
to any final output y(f r ) for a finite time
(t f
t )
>0.
Theorem 4-3. Consider that an nth-order linear time-invariant system
described by the dynamic equations of Eqs. (4-314) and (4-315). The system
completely output controllable if and only if the p X (n
T)r matrix
is
is
T = [DB DAB DA 2 B.
is
of rank p. Or,
E]
(4-350)
is
similar to that of
Theorem
4-2.
Consider a linear system whose input-output relationship

by the differential equation
dt 2
state controllability
gated.
DA nl B
'
d 2 c(t)
The
has a set of p linearly independent columns.
The proof of this theorem

Example 4-26
dc(t)
~dT
and the output
c{t)
_ du{i)
~ -dT
is
described
(4-351)
controllability of the system will be investi-
We shall show that the state controllability of the system depends upon how
state variables are defined.
Let the state variables be defined as
x2
=
=
c
c
the
152
Dynamic Systems
The
system are expressed in matrix form as
_-i
-2_
"
=
_*2_
The output equation
Chap. 4
state controllability matrix
= X\
is
matrix
The system
singular.
From
_-l
i.
(4-354)
not state controllable.
is
D=
the output equation,
[1
T = [DB DAB
is
AB]
0]
and
E]
E=
The output
0.
controllability
written
is
which
(4-353)
is
= B
S
which
(4-352)
-l
is
The
+
X%-
of rank
the
1,
-1
[1
(4-355)
0]
same as the number of output. Thus the system
is
output con-
trollable.
Now
let
us define the state variables of the system in a different way.
method of direct decomposition, the

*1
"
is
now
"0"
["1 +
-2. L*2_
Xi
+x
(4-357)
[B
AB]
-2,
ZJ
"0
is still
output controllable since
T = [DB DAB
is
(4-358)
nonsingular.
The system
which
(4-356)
_1_
_i
is
the
completely state controllable since
S
which
By
form
is
The system
.-1
_*2_
The output equation
state equations are written in matrix
of rank
E]
[1
-1
0]
(4-359)
We
have demonstrated through this example that given a linear system, state
depends on how the state variables are defined. Of course, the output
controllability is directly dependent upon the assignment of the output variable. The
two types of controllability are not at all related to each other.
controllability
4.16
The concept of
tially,
a system
observability
is
is
quite similar to that of controllability. Essen-
completely observable
if
every state variable of the system
some of the outputs. In other words, it is often desirable to obtain information on the state variables from measurements of the outputs and the
inputs. If any one of the states cannot be observed from the measurements of
the outputs, the state is said to be unobservable, and the system is not completeaffects
ly observable,
or
is
simply unobservable. Figure 4-26 shows the state diagram of

x 2 is not connected to the output c in any way.
a linear system in which the state
Once we have measured c, we can observe the state x since x, = c. However,

x 2 cannot be observed from the information on c. Thus the system is
x ,
the state
described as not completely observable, or simply unobservable.
Sec. 4.16
?*2('0+)
153
?-M'o+)
u(t)
Fig. 4-26. State
diagram of a system that
is
not observable.
Definition of observability. Given a linear time-invariant system that
is
described by the dynamic equations of Eqs. (4-3 14) and (4-315), the state \(t )
is said to be observable if given any input u(f), there exists a finite time t
tQ
f
>
<t <
such that the knowledge ofu(t)for t

t ; the matrices A, B, D, and E; and
f
the output c(t) for t
f are sufficient to determine x(t ). If every state of
the system is observable for a finite t
f we say that the system is completely observable, or simply observable.
<t<t
The following theorem shows that the condition of observability depends

on the coefficient matrices A and D of the system. The theorem also gives one
method of testing observability.
Theorem 4-4. For the system described by the dynamic equation of Eqs.
(4-314) and (4-315) to be completely observable, it is necessary and sufficient
that the following n x np matrix has a rank of n:
V=
[D'
A'D'
(A') 2
D\
(A')"- 1 D']
(4-360)
The condition is also referred to as the pair [A, D] being observable. In

particular, if the system has only one output,
is an 1 X n matrix;
of Eq.
(4-360) is an n X n square matrix. Then the system is completely observable if
is nonsingular.
Proof: Substituting Eq. (4-317) into Eq. (4-315),

c(/)
B(f>(t
)x(t
+D
<f>(?
we have
t)Bu(t) dx
Eu(?)
(4-361)
Based on the definition of observability, it is apparent that the observability

) depends essentially on the first term of the right side of Eq. (4-361).
With u(t) = 0, Eq. (4-361) becomes
of x(f
c(0
Making
D$(r
)x(t
(4-362)
use of Eq. (4-322), Eq. (4-362) becomes
c(0
m=
a m (0DA-x(r
(4-363)
154
Dynamic Systems
Chap. 4
or
D
DA
DA
c(0
a I
(a I
(4-364)
xOo)
-,!)
DA"
Therefore, knowing the output
is
over the time interval
c(t)
uniquely determined from Eq. (4-364)
and only
if
D
DA
DA
if
< <
t
f , x(t )
the matrix
(np
DA"
has rank
n.
Or
(A') 2
A'D'
[D'
(A')"-'D']
(4-365)
n.
Comparing Eq.
(4-360) with Eq. (4-316)
following observations
1.
the matrix
V=
has a rank of
w)
may
Controllability
and the rank condition, the
made
be
of the pair [A, B] implies observability of the pair
[A', B'].
2.
Observability of the pair [A, B] implies controllability of the pair

[A', B'].
Example 4-27
Consider the system shown in Fig. 4-26, which was earlier defined to
be unobservable. The dynamic equations of the system are written
directly
from the
state diagram.
'-2
~3"
0"
-1_ L*2_
(4-366)
_1_
~x{~
(4-367)
0]
[1
_*2_
L*2j
Therefore,
D=
[1
-2
A'D'
D'
0]
0"
-1
and, from Eq. (4-360),
V=
Since
is
singular, the system
is
[D'
A'D]
unobservable.
"1
-2'
(4-368)
Observability of Linear Systems /
Sec. 4.16
Example 4-28
155
Consider the linear system described by the following dynamic

equations
1
-1"
1.
Xl
(4-369)
L*2.
ci
(4-370)
-1
For the
test
of observability,
AD'
The
observability matrix
has a rank of
Lxil
we
evaluate
n ri
-ii
_-i
i- J)
i_
_-l
(4-371)
2_
becomes
smes
V
Since
Xl.
)'
2,
which
AD] =
the
is
"i
--l
0"
_o
-1
2_
number of
(4-372)
inputs, the system
is
completely
observable.
Example 4-29
Let us consider the system described by the differential equation of

Eq. (4-351), Example 4-26. In Example 4-26 we have shown that
state controllability of
are defined.
We shall now show that
a system depends on
how
the observability also depends
the state variables
on the
definition
of the state variables. Let the dynamic equations of the system be defined as in Eqs.
(4-352)
and
(4-353),
A=
D=[l
0]
-1
Then
V=
[D'
AD]
(4-373)
and thus the system is completely observable.

Let the dynamic equations of the system be given by Eqs. (4-356) and
Then
1"
D=
-1
-2
[D'
AD] =
[l
(4-357).
1]
Then
V=
"1
']
which
is
singular.
Thus the system
is
-1
-1
unobservable, and
we have shown
that given the
input-output relation of a linear system, the observability of the system depends on

how the state variables are defined. It should be noted that for the system of Eq.
one method of state variable assignment, Eqs. (4-352) and (4-353) yields a
system that is observable but not state controllable. On the other hand, if the dynamic
equations of Eqs. (4-356) and (4-357) are used, the system is completely state control-
(4-351),
lable but not observable.
investigate these
There are
phenomena
definite reasons
behind these
results,
and we
shall
further in the following discussions.
of observability. If the matrix A has distinct eigencan be diagonalized as in Eq. (4-333). The new state variable is
Alternative definition
values,
it
P-'x
(4-374)
156
Dynamic Systems
The new dynamic equations
Chap. 4
are
=
+ Tu
Fy + Eu
F = DP
Ay
(4-375)
c ==
where
Then the system
is
(4-376)
(4-377)
completely observable ifF has no zero columns.
The reason behind the above condition is that if the /th (j = 1,2, ... ,n)
column of F contains all zeros, the state variable ys will not appear in Eq.
(4-376) and is not related to the output z{i). Therefore, y, will be unobservable.
In general, the states that correspond to zero columns of
are said to be un-
observable, and the rest of the state variables are observable.
Example 4-30
Consider the system of Example 4-27, which was found to be un-
matrix, as shown in Eq (4-366), is already a

diagonal matrix, the alternative condition of observability stated
observable. Since the
above requires that the matrix D = [1 0] must not contain any zero columns. Since
the second column of D is indeed zero, the state x 2 is unobservable, and the system
is
4.17
Relationship
unobservable.
Among
Controllability, Observability,
and Transfer Functions

In the classical analysis of control systems, transfer functions are often used
Although controllability
and observability are concepts of modern control theory, they are closely
for the modeling of linear time-invariant systems.
related to the properties of the transfer function.
Let us focus our attention on the system considered in Examples 4-26 and
4-29. It
in these two examples that the system is either not

not observable, depending on the ways the state variables
was demonstrated
state controllable or
are defined. These
phenomena can be explained by
function of the system, which

C(s)
U(s)
which has an
_
s*
identical pole
referring to the transfer
is
obtained from Eq. (4-35 1).
+ 2s +
and zero
have
+ _
, 78
/oj
s+l
+ l)
= The following theorem gives
s
~(s
at s
We
(
<.<->
the relationship between controllability and observability and the pole-zero

cancellation of a transfer function.
Theorem 4-5. If the input-output transfer function of a linear system has

pole-zero cancellation, the system will be either not state controllable or unobservable, depending on how the state variables are defined. If the input-output
transfer function of a linear system does not have pole-zero cancellation, the
system can always be represented by dynamic equations as a completely controllable and observable system.
Proof: Consider that an th-order system with a single input and single
output and distinct eigenvalues
is
represented by the dynamic equations
=
c(t) =
x(?)
Ax(t)
Dx(0
Bu(t)
(4-379)
(4-380)
Sec. 4.17
Let the
Relationship
A matrix
Among
state
A=
...
/]
ki
A3
...
X\
XI
X\
1n-l
A1n-l
2
DP. The
state vectors x(f)
is
Tu(t)
(4-382)
(4-383)
y(f) are related
by
Py(f)
(4-384)
a diagonal matrix, the /th equation of Eq. (4-382)
is
a, is
the /th eigenvalue of
*#&)
P,
transformed into
is
and
157
(4-381)
Fy(0
].-
P"'AP. The output equation
MO =
where
ln-1
A3
Ay(?)
x(r)
Since
A?
equation in canonical form
and Functions
Vandermonde matrix
c (0
where F
y(0
where
be diagonalized by an n
.Ai
The new
Controllability, Observability
is
(4-385)
ytff)
and y, is the /th element of T, where T is an

Taking the Laplace transform on both sides
matrix in the present case.
of Eq. (4-385) and assuming zero
conditions,
initial
we obtain
the transfer
function relation between Ys) and U(s) as
Jl. U(s)
YJis)
S
The Laplace transform of Eq.
(4-383)
C(s)
Now
if it is
(4-386)
A,-
is
FY(5)
DPY(i)
(4-387)
assumed that
D=
d2
[rf 1
...
(4-388)
d]
then
= DP =
[/
f2
...
/J
(4-389)
djrr
(4-390)
where
/,
for
</,
d 2 X,
1,2, ... ,n. Equation (4-387)
Gto
[/i
[/.
written as
/JY(j)
U(s)
f,7,
is
X,
U(s)
(4-391)
158
Dynamic Systems
Chap. 4
For the nth-order system with

input-output transfer function
U(s)
which
- A,)(j -
(s
expanded by
is
distinct eigenvalues, let us
assume that the
of the form
is
A2)
A)
partial fraction into
v$>
&^
(4 - 393)
where a denotes the residue of C(s)jU(s) at s = A,-.

It was established earlier that for the system described by Eq. (4-382) to
for
be state controllable, all the rows of T must be nonzero that is, y,
i = 1, 2, ...,. If C(s)/U(s) has one or more pairs of identical pole and zero,
for instance in Eq. (4-392), a = A 1; then in Eq. (4-393), a = 0. Comparing
t
Eq. (4-391) with Eq. (4-393),
we
see that in general
(4-394)
(r,=/,y,
Therefore,
when
a,
be zero if/, =
0, y, will
0,
and the
state y, is uncontrol-
lable.
For
observability,
was established
it
earlier that
containing zeros. Or, in the present case, /,
from Eq.
for
F must
i
2,
not have columns

.
n.
However,
(4-394),
f =
t
(4-395)
f
t
When
a,
4.18
the transfer function has an identical pair of pole and zero at
0.
Thus, from Eq. (4-395), /,
if y,
a,
^ 0.
When
a dynamic system has nonlinear characteristics, the state equations of
the system can be represented by the following vector-matrix form:

d\(t) __
f[x(r), r(0]
dt
where
x(t) represents the
f [x(r),
r(f)]
denotes an n
state vector, r(t) the
(4-396)
p x
function vector. In general, f
is
input vector, and

a function of the
state vector and the input vector.
Being able to represent a nonlinear and/or time-varying system by state

is a distinct advantage of the state-variable approach over the transfer
function method, since the latter is defined strictly only for linear time-invariant
equations
systems.
As a simple
linear
illustrative
example, the following state equations are non-
= x,(/) +
x\{t)
j
= x,(0 + r{t)
*$>
(4 - 397)
Sec. 4.18
Since nonlinear systems are usually difficult to analyze and design,
it
159
would
be desirable to perform a linearization whenever the situation justifies.

A linearization process that depends on expanding the nonlinear state
equation into a Taylor series about a nominal operating point or trajectory
is
now
described. All the terms of the Taylor series of order higher than
and
discarded,
linear
are
approximation of the nonlinear state equation at the
nominal point results.

Let the nominal operating trajectory be denoted by x (f), which corresponds
to the nominal input r (?) and some fixed initial states. Expanding the nonlinear
state equation of Eq. (4-396) into a Taylor series about x(f) = x (f) and neglecting
all
the higher-order terms yields
x (t)=f (x
i
,i
(7/Xx, r)
53+ j=x
S
OXj
1,
2,
n.
x 0J )
0y
r 0J )
(4-398)
*
i
(Xj
Sfjjx, r)
Let
Axi
X,
Ar,
r,
Oj
(4-399)
r 0/
(4-400)
X 0!
(4-401)
r o)
(4-402)
and
Then
Ax,
x oi
= /i(x
x,
Since
Equation (4-398)
is
~~
'
The
last
equation
o>
written
dMx,r)
dx,
j=x
may be
j"
io,r,
or
An
(4-403)
written in the vector-matrix form
Ax
= A* Ax +
B*Ar
(4-404)
where
'df
dx
dx 2
df{
dx n
dx
dx 2
dx
9fx
dh
A*
B*
El
dL
df
dx
dx 2
dx
dfx
dr,
dli
dr z
df2
dr t
d_h
dr 2
dh
dL
dr,
dr 2
(4-405)
df~
"
drp
df2
'
dr
d_L
dr a
(4-406)
160
/ State-Variable Characterization of
Chap. 4
Dynamic Systems
should be reiterated that A* and B* are evaluated at the nominal point.

Thus we have linearized the nonlinear system of Eq. (4-396) at a nominal
operating point. However, in general, although Eq. (4-404) is linear, the ele-
where
it
ments of A* and B* may be time varying.

The following examples serve to illustrate the linearization procedure
just
described.
Example
4-31
Figure 4-27 shows the block diagram of a control system with a

saturation nonlinearity. The state equations of the system are
Xi
*i=fi=xi
X 2 = f2 = u
(4-407)
(4-408)
1
It
x = Ax + Bu
*l
Fig. 4-27.
Nonlinear control system.
where the input-output relation of the saturation nonlinearity

u
(1
e-*i*'i)
SGN
is
represented by
jf,
(4-409)
where
+1
SGN xi =
[
-1
jc,
>
<0
Substituting Eq. (4-409) into Eq. (4-408) and using Eq. (4-403),
(4-410)
we have
the
linearized state equation
Aii
Ax 2
At
-M-Ax 2 = Ax 2
(4-411)
Âx
(4-412)
ax 2
ax
= Ke-V'Âxi
where x 01 denotes a nominal value of x Notice that the last two equations are linear
and are valid only for small signals. In vector-matrix form, ihese linearized state
x
equations are written as
~Ax{
Ax 2
"Axi"
(4-413)
Ax 2
where
a
Ke- K \*"\
constant
(4-414)
It is of interest to check the significance of the linearization. If x oi is chosen to

be at the origin of the nonlinearity, x 01 = 0, then a = K; Eq. (4-412) becomes
Ax 2 =KAxi
Thus the
linearized
model
is
(4-415)
equivalent to having a linear amplifier with a constant
Sec. 4.19
gain K.
State Equations of Linear Discrete- Data Systems / 161
On
the other hand,
if
a large number, the nominal operating point will
is
on the saturated portion of the nonlinearity, and a = 0. This means that any small
variation in x, (small Ax,) will give rise to practically no change in Ax
2
lie
Example 4-32
In the
last
example the linearized system turns out to be time
invari-
ant. In general, linearization
of a nonlinear system often leads to a

linear time-varying system. Consider the following nonlinear system:
*i
= ^t
(4-416)
x2
(4-417)
x,
We
would like to linearize these equations about the nominal trajectory [x ,(0,
X02O)], which is the solution of the equations with the initial conditions x,(0) = x 2 (0)
= 1 and the input u{t) = 0.
Integrating both sides of Eq. (4-41 7),
Xi
Then Eq.
we have
x 2 (0)
(4-418)
(4-416) gives
xi
= -/ +
(4-419)
Therefore, the nominal trajectory about which Eqs. (4-416) and (4-417) are to be
linearized is described by
*oi(0
x Q i(t)
Now
=
=
~t
1 =
V
dx
(4-420)
(4-421)
evaluating the coefficients of Eq. (4-403),
dxi
we
get
du
<?x.
Xi
Equation (4-403) gives
Ax,
= -3-Ax
X02
Ax 2 =
Substituting Eqs. (4-420)
(4-422)
oAx,
,Ai/
(4-423)
and (4-421) into Eqs. (4-422) and
(4-423), the linearized
equations are written as
which
4.19
is
Ax,
"0
_Ax 2
_o
2"
o_
"
Ax,
_Ax 2 _
"
J -'_
(4-424)
a set of linear state equations with time-varying coefficients.
State Equations of Linear Discrete- Data Systems

Similar to the continuous-data systems case, a
discrete-data system
when
is
by means of discrete
modern way of modeling a

As described earlier,
state equations.
we often encounter two different

components of the system are continuous-
dealing with discrete-data systems,
situations.
The
first
one
is
that the
data elements, but the signals at certain points of the system are discrete or
discontinuous with respect to time, because of the sample-and-hold operations.
In this case the components of the system are
still
described by differential
equations, but because of the discrete data, a set of difference equations
may be
162
Chap. 4
Dynamic Systems
generated from the original differential equations. The second situation involves
systems that are completely discrete with respect to time in the sense that they
discrete data only, such as in the case of a digital controller
Under this condition, the system dynamics should be
computer.
or digital
receive
and send out
described by difference equations.
Let us consider the open-loop discrete-data control system with a sampleand-hold device, as shown in Fig. 4-28. Typical signals that appear at various
points in the system are also shown in the figure. The output signal, c(t),
rit)
r*(t)
'
J\-J-
(t)
Zero-order
hold
h(t)
c(t)
i:
T IT 3T AT 5T6T IT
-*-
<TTTv
*-
^liJ-
*-
Fig. 4-28. Discrete-data system with sample-and-hold.
::
Sec. 4.19
State Equations of Linear Discrete-Data Systems /
is a continuous-data signal. The output of the sample-and-hold,

a train of steps. Therefore, we can write
ordinarily
is
h(kT)
r(kT)
0,
2,
163
h{t),
(4-425)
Now we let the linear process G be described by the state equation and output equation
ML = Ax(0 + Bh(t)
c(t)
where
have been defined

system is written
and h{i) and c{t)

The matrices A, B, D, and
earlier.
x(t)
>
+ EA(0
Dx(0
x(/) is the state vector
signals, respectively.
for
tft
and output
which
are the scalar input
E are coefficient matrices
(4-70), the state transition equation
)$t
(4-427)
("
<f>(t
x)Bh(x) dx
of the
(4-428)
we
If
Using Eq.
(4-426)
are interested only in the responses at the sampling instants, just as
in the case of the z-transform solution,
we
let
(k
l)rand
kT. Then
Eq. (4-428) becomes

x[(*
where
l)r]
sign.
4>(T)x(kT)
+ |^
VT
+l)T-
$[{k
t]BA(t)
(4-429)
d-c
{t) is the state transition matrix as defined in Section 4.4.
Since h(t)
(k
is
piecewise constant, that
h{kT)
is,
$T, the input function A(t) in Eq. (4-429) can
Equation (4-429)
is
= r(kT)
for
kT<t<
be taken outside the integral
written
+Ur
x[(*
\)T]
${T)x{kT)
+ |2
x[(fc
l)r]
tt7>(*r)
*K*
l)r
- t]B dx r(kT)
(4-430)
or
Q(T)r(kT)
(4-431)
where
9(T)
=
J kT
Equation (4-431)
form. Since
is
^k +
1}
T~
T]B dZ
(4 " 432 >
of the form of a linear difference equation in vector-matrix
represents a set of first-order difference equations,

to as the vector-matrix discrete state equation.
it
it is
referred
The discrete state equation in Eq. (4-431) can be solved by means of a

simple recursion procedure. Setting k
0, 1, 2, ... in Eq. (4-431), we find that
the following equations result
k
*
k
=
=
=
= (K7>(0) + 9(7X0)
x(2r) = <K7>(T) + e(7XT)
x(3J) = (f>(T)x(2T) + 0(7X27)
x(T)
0:
1
2:
k= k-
1:
x(kT)
= (K7>p -
1)T]
*(T)r[(k
(4-433)
(4-434)
(4-435)
\)T]
(4-436)
164
Chap. 4
Dynamic Systems
Substituting Eq. (4-433) into Eq. (4-434), and then Eq. (4-434) into Eq. (4-435),
solution for Eq. (4-431):
, and so on, we obtain the following
.
.
x(kT)
Equation (4-437)
is
= <f>*(r>x(0) + S p-'-KTWIW.iT)
(=0
(4-437)
defined as the discrete state transition equation of the discretenote that Eq. (4-437) is analogous to its continu-
It is interesting to
data system.
ous counterpart in Eq.
(4-67). In fact,
the state transition equation of Eq.
(4-67) describes the state of the system of Fig. 4-28 with or without sampling.
The discrete state transition equation of Eq. (4-437) is more restricted in that it
describes the state only at
= kT (k =
0, 1, 2,
.),
and only
if
the system has
a sample-and-hold device such as in Fig. 4-28.

With kT considered as the initial time, a discrete state transition equation
similar to that of Eq. (4-70) can be obtained as
x[(k
where
is
+ N)T] =
4>
N (T)x(kT)
+ 2
4>-'-\T)B(r)r[(k
a positive integer. The derivation of Eq. (4-438)
+ i)T]
is left
as
(4-438)
an exercise
for the reader.
The output of the system of Fig. 4-28 at the sampling instants is obtained by
substituting t = AT and Eq. (4-437) into Eq. (4-427), yielding
c(kT)
Dx(kT)
D4>*(7>(0)
+ Eh(kT)
(4-439)
*-i
+ D 2 p-'-KTWTWT) +
Kh{kT)
important advantage of the state-variable method over the z-transform

is that it can be modified easily to describe the states and the output
(k - A)T, where
between sampling instants. In Eq. (4-428) if we let /
An
method
= kT, we get
f()H-A)T
x[(k + A)T] = ftA7X*r) +
<j>P +
\ kT
= 4>(AT)x(kT) + 9(A7>(A:7)
A<
and
By varying the value of
between
and
1,
x(t)
t
r]B dx r(kT)
^^
the information between the sam-
is
+*(T) = ftkT)
which is proved as follows.
Using the homogeneous solution of the
we have
Let
A)r
completely described by Eq. (4-440).

of the interesting properties of the state transition matrix $(t)
pling instants
One
<
= kT and
ta
= #t -
0; the last equation
x{kT)
Also, by the recursive procedure
is
that
(4-441)
state equation of Eq. (4-426),
(4-442)
foM'o)
becomes
= ftfcTXO)
= {k +
with
t
(4-443)
\)T and
kT, k
0, 1,
Sec. 4.20
2,
165
Eq. (4-442) leads to
x(kT)
(4-444)
<J>*(T)x(0)
Comparison of Eqs. (4-443) and (4-444) gives the
identity in Eq. (4-441).
In view of the relation of Eq. (4-441), the discrete state transition equations
of Eqs. (4-437) and (4-438) are written
= (j)(A:r)x(0) + 2 tf(* - - l)r]9(7>0T)

+ N)T] = $(NT)x(kT) + l]' (# - - l)T]Q(T)r[(k + Or]
x(kT)
x[(A:
(4-445)
'"
(4-446)
These two equations can be modified to represent systems with

r into a vector r.
When a linear system has only discrete data throughout the system, its
dynamics can be described by a set of discrete state equations
respectively.
multiple inputs simply by changing the input
x[(k
1)7]
= Ax(kT) +
Br(A:r)
(4-447)
and output equations

c(kT)
where A, B, D, and
two
+ Er(kT)
Dx(kT)
is
same form
basically of the
situations
is
$(T) and
as Eq. (4-431).
The only
the starting point of the system representation.
In the case of Eq. (4-431), the starting point

tions of Eq. (4-426);
(4-448)
are coefficient matrices of the appropriate dimensions.
Notice that Eq. (4-447)

difference in the
8(7") are
is
the continuous-data state equa-
determined from the
and
B matrices
itself represents
an out-
which has only discrete

The solution of Eq. (4-447) follows directly from that of Eq.
(4-431).
of Eq. (4-426). In the case of Eq. (4-447), the equation

right description of the discrete-data system,
Therefore, the discrete state transition equation of Eq. (4-447)
x(kT)
A*x(0)
is
A*-'-'BrOT)
i
signals.
written
(4-449)
where
A*
= AAAA...A
(4-450)
4.20
The
discrete state equation in vector-matrix form,
x[(k
1)7"]
= Ax(kT) +
Br(&r)
(4-451)
can be solved by means of the z-transform method. Taking the z-transform on

both sides of Eq. (4-451) yields
zX(z)
zx(0+)
= AX(z) + BR(z)
(4-452)
Solving for X(z) from the last equation gives

X(z)
(zl
A)" zx(0-r-)
(zl
A)" 'BR(z)
(4-453)
166
The
Dynamic Systems
Chap. 4
inverse z-transform of the last equation
x(kT)
g- '[(zl
is
A)" z]x(0)
l
- A)
g-*[(zl
BR(z)]
(4-454)
In order to carry out the inverse z-transform operation of the last equation,
write the z-transform of
g(A")
A*
f] A*z"*
k=
=I+
Az"
+A
from the
last equation,
we
z" 2
(4-455)
Az -1 and
Premultiplying both sides of the last equation by

result
we
as
subtracting the
get
(I-
Az-')S(A*)
(4-456)
Therefore, solving for g{A k ) from the last equation yields
g(A k )
(I
A*
Az"
)"
(zl
A)"'z
(4-457)
or
l
-A
[{zl
-1
)
(4-458)
Equation (4-458) also represents a way of finding A* by using the z-transform

method. Similarly, we can prove that
5-t(2l
Now we
- A)-'BR(z)] = S
substitute Eqs. (4-458)
and
A^-'-'BrOT)
(4-459), into Eq. (4-454)
(4-459)
and we have the
solution for x(kT) as
x(kT)
k-\
+ 2
=
A*x(0)
A*-'-'Br(ir)
(4-460)
which is identical to the expression in Eq. (4-449).

Once a discrete-data system is represented by the dynamic equations of
Eqs. (4-447) and (4-448), the transfer function relation of the system can be
expressed in terms of the coefficient matrices.
Setting the initial state
x(0+)
X(z)
When
this
equation
is
to zero, Eq. (4-453) gives

(zl
A)-BR(z)
(4-461)
substituted into the z-transformed version of Eq. (4-448),
we have
C(z)
Thus the
[D(zl
A)" 'B
transfer function matrix of the system
G(z)
D(zl
A)-'B
E]R(z)
(4-462)
is
(4-463)
This equation can be written

G(z)
The
D[adj(zI-A)]B
|zI-A|
is
+ lzI-A|E
{A _
m)
defined as
(4-465)
In general, a linear time-invariant discrete-data system with one input and

one output can be described by the following linear difference equation with
constant coefficients:
State Diagrams for Discrete-Data Systems
Sec. 4.21
c[(k
1071
+ n - 2)71 +
+ a _ lC [(k + l)r] + a c(kT)
+ VP + m- 1)7] +
n>m
+ b m . A(k + 1)T] + b m r{kT)
fl,c[(fc
+ n-
l)r]
a 2 c[(k
VP + m)T]

b zm
C{z)
R(z)
The
z'
(4-466)
of this equation and rearranging terms,
sides
the transfer function of the system
167
written
is
+ Z>,z"-' + ... + b m z + b m
+ a^"" +... + o,. z + a,
,.
v
46? ;
characteristic equation is defined as
Consider that a discrete-data system
is
described by the difference
z"
Example 4-33
fljz"- 1
a_ ,z
(4-468)
equation
c(k
2)
5c(k
1)
3c(/c)
r(k
1)
(4-469)
2r(/t)
and assuming zero
initial
conditions yields
z^C{z)
From
5zC(z)
= zR(z) +
the last equation the transfer function of the system
z2
R(z)
The
3C(z)
characteristic equation
is
5z
2R(z)
is
(4-470)
easily written
^ *' l)
obtained by setting the denominator polynomial of the
transfer function to zero,
z1
The
state variables of the
XiQc)
(4-469) gives the
two
two
5z
= c(k)
= x,{k +
x 2 (k
from which we have the
(4-472)
(4-473)
1)
- r(k)
(4-474)
relations into the original difference equation of Eq.
Xl (k
system are arbitrarily defined as
Xl (k)
Substitution of the last
system as
+ 1)= x 2 (k) + r{k)

+ 1) = -3^!^) - 5x 2 (k) -
(4-475)
3r{k)
(4-476)
matrix of the system,

1"
(4-477)
-3
The same
4.21
-5_
characteristic equation as in Eq. (4-472)
is
obtained by using zl
|
A| = 0.
When
a discrete-data system
state equations,
is
described by difference equations or discrete
a discrete state diagram
may
be constructed for the system.
Similar to the relations between the analog computer diagram
diagram for a continuous-data system, the elements of a discrete
and the state

diagram
state
168
Dynamic Systems
Chap. 4
resemble the computing elements of a digital computer.
Some of the
operations
of a digital computer are multiplication by a constant, addition of several

machine variables, time delay, or shifting. The mathematical descriptions of
and
these basic digital computations
their corresponding z-transform expres-
sions are as follows:
Multiplication by a constant:
1.
= ax^kT)
X (z) = aX,(z)
2.
x 2 (kT)
(4-478)
(4-479)
Summing:
x 2 (kT)
X (z)
2
= x (kT) + Xi (kT)
= X (z) + Z,(z)
(4-480)
(4-481)
Shifting or time delay:
3.
x 2 (kT)
= Xi [(k + l)T)
X (z) = zX,{z) - zx,(0+)
(4-482)
(4-483)
= z- X {z) +
(4-484)
or
X^z)
The
state
(z)
-OX
o-
(z)
(4-484)
(z)
diagram representations of these opera-
tions are illustrated in Fig. 4-29.

in Eq. (4-484)
X2 (z) = aX
The
time
rj.
= 0+
Then Eq.
written
is
z'
X (z) + x, {n)
(4-485)
(z)
which represents the discrete-time

time greater than or equal to
X2 (z)
Example 4-34
c(k
initial
can be generalized to
Z,(z)
*,(<)+)
2)
state transition for
fj.
Consider again the difference equation in

Eq. (4-469), which is
5c(k
1)
3c(k)
r(k
1)
2r(k)
(4-486)
(z)
One way of
X2 (z) = XQ (z) + X
(z)
system
is
constructing the discrete state diagram for the
to use the state equations. In this case the state
equations are available in Eqs. (4-475) and (4-476) and these

are repeated here:
9*i(0+)
x,(k
x 2 (k
X2 (z)o
O^(r)
Using
+
+
1)
1)
= Xl (k) + r(k)
= -3 Xl (k) - 5x
essentially the
same
(z)
= z-iX 2 (z) + x 1 (0+)
_1
is
is
always appear as
will
state diagram.
diagram.
3r(k)
(4-488)
diagram for Eqs. (4-487)
The time delay unit

The state variables
outputs of the delay units on the state
constructed in Fig. 4-30.
used to relate
Fig. 4-29. Basic elements of a discrete
2 (k)
principle as for the state diagrams
for continuous-data systems, the state
and (4-488)
(4-487)
x^k +
1) to Xi(k).
Sec. 4.21
R{z)
169
C{z)
-3
diagram of the system described by the difference
equation of Eq. (4-486) or by the state equations of Eqs. (4-487) and
Fig. 4-30. Discrete state
(4-488).
As an alternative, the state diagram can also be drawn directly from the difference equation by means of the decomposition schemes. The decomposition of a discrete
transfer function will be discussed in the following section, after we have demonstrated some of the practical applications of the discrete state diagram.
state transition equation of the system can be obtained directly from the
{z) and
diagram using the gain formula. Referring to
z (z) as the output nodes
and to xi(0+), * 2 (0+), and R(z) as input nodes in Fig. 4-30, the state transition
equations are written in the following vector-matrix form:
The
state
"1
~ A
where
+5z-'
-3Z-
"*i(o+r
1
A=
rz-i(l
5z-'
+5z-')-3z- 2
_ 3z -i_3 z -2
A|_
_* 2 (0+)_
3z-
R{z)
(4-489)
(4-490)
The same transfer function between R(z) and C(z) as in Eq. (4-471) can be obtained
directly from the state diagram by applying the gain formula between these two nodes.
Decomposition of Discrete Transfer Functions
The
three schemes of decomposition discussed earlier for continuous-data
systems can be applied to transfer functions of discrete-data systems without

the need of modification. As an illustrative example, the following transfer
function
is
decomposed by the three methods, and the corresponding

shown in Fig. 4-31
state
diagrams are
<2f)
(4.491)
Equation (4-491) is used for direct decomposition after the numerator and the
denominator are both multiplied by z~ 2 For cascade decomposition, the trans.
x 2 (0+)
Riz)
C(z)
-3
decomposition
(a) Direct
x, (0 +)
R(z)
C(z)
(b)
Cascade decomposition
*i(0+)
RU)
(c) Parallel
Fig. 4-31. State
5z
tion, (b)
170
decomposition
diagrams of the transfer function C(z)/i?(z)
(z
2)/(z 2
by the three methods of decomposition, (a) Direct decomposiCascade decomposition, (c) Parallel decomposition.
3)
State Diagrams for Sampled- Data Systems / 171
Sec. 4.22
form
fer function is first written in factored
C{z)
R(z)
For the
(4-492)
+ 4.3)(z + 0.7)
(z
parallel decomposition, the transfer function is first fractioned
partial fraction into the following
C(z)
R(z)
4.22
as
by
form
0.64
0.36
~ z + 4.3 +
(4-493)
0.7
State Diagrams for Sampled-Data Systems
When
a discrete-data system has continuous-data as well as discrete-data
elements, with the two types of elements separated by sample-and-hold devices,
a special treatment of the state diagram

continuous-data states
is
desired for
all
necessary if a description of the
is
times.
diagram of the zero-order hold. Consider

that the input of the zero-order hold is denoted by e*{i) which is a train of
impulses, and the output by h{t). Since the zero-order hold simply holds the
magnitude of the input impulse at the sampling instant until the next input
comes along, the signal h{t) is a sequence of steps. The input-output relation
Let us
first
in the Laplace
establish the state
domain
is
written
H(s)
In the time domain, the relation
kT<t<(k +
this
e(kT+)
(4-495)
we need
the relation between H(s) and
l)T.
In the state diagram notation,
e(kT+). For
(4-494)
-E*(s)
simply
is
h(t)
for
-e-*-
purpose we take the Laplace transform on both sides of Eq.

(4-495) to give
e(kT+)
for
Fig. 4-32. State
diagram rep-
kT < t <
(k
H(s)
= e(fcr+)
\)T.
The
tion of the zero-order hold
state
is
(4-496)
diagram representa-
shown
example on how the
resentation of the zero-order
an
hold.
sampled-data system
illustrative
is
constructed,
system shown in Fig. 4-33.
We
in Fig. 4-32.
state
let
shall
As
diagram of a
us consider the
demonstrate the
various available ways of modeling the input-output relations of the system.

First, the
Laplace transform of the output of the system

C(s)
=
s
Fig. 4-33.
Sampled-data system.
is
written
(4-497)
172
/ State- Variable Characterization of
Dynamic Systems
Chap. 4
sides of the last equation yields
(4-498)
Given information on the input
e(t)
or e*(t), Eq. (4-498) gives the output
response at the sampling instants.
state
diagram can be drawn from Eq. (4-498) using the decomposition
technique. Figure 4-34 illustrates the discrete state diagram of he system through
t
x, (0 +
e(kT+)
Fig. 4-34. Discrete state
diagram of the system in
Fig. 4-33.
decomposition. The discrete dynamic equations of the system are written

directly
from
diagram
this state
*,[(*
=
c(kT) =
1)7]
e- T x,(kT)
(1
e- T)e{kT)
(4-499)
x (kT)
(4-500)
Therefore, the output response of the system can also be obtained by solving
the difference equation of Eq. (4-499).
If the
response of the output
c(t) is
desired for
all
t,
we may construct the
diagram shown in Fig. 4-35. This state diagram is obtained by cascading

the state diagram representations of the zero-order hold and the process G(s).
state
x (kT+)
{
,'
e(kT+)
*>
His)
Fig. 4-35. State
diagram for the system of Fig. 4-33 for the time
kT<t<(k +
1)T.
interval
State Equations of Linear Time-Varying Systems /
Sec. 4.23
To
determine
which
c(t),
is
also *i(f)>
we must
first
kT <
< (& +
have
= TT~^ e(kT+) + TT~^ Xl(kT)
*(*>
for
obtain X^s) by applying
We
the gain formula to the state diagram of Fig. 4-35.
(4 " 501)
Taking the inverse Laplace transform of the
l)r.
173
last
equa-
tion gives
*i(0
kT< < (k +
t
[1
'- kT>
e-
e- -*"jc,(Jtr)
(4-502)
\)T. It is interesting to note that in Eq. (4-502)
one sampling period, whereas the

x,(r) only at the sampling instants.
in Eq. (4-502), the latter
4.23
]e(kT+)
It is
becomes Eq.
easy to see that
if
we
t is
valid for
information on
result in Eq. (4-499) gives
let t
{k
Y)T
(4-499).
State Equations of Linear Time-Varying Systems
When
a linear system has time-varying elements,
it
can be represented by the
following dynamic equations
A(t)x(t)
B(/)r
(4-503)
c(?)
D(0x(r)
E(r)r(?)
(4-504)
where
x(r)
r (0
c (0
=n
=P
=9
state vector
input vector
output vector
and E(t) are coefficient matrices of appropriate dimensions.

The elements of these coefficient matrices are functions of t.
A{t), B(/), D(?),
Unlike in the time-invariant case, time-varying differential equations

do not have closed-form solutions. Let us investigate the properties
generally
of a time-varying system by considering a scalar homogeneous state equation,
This equation can be solved by
and then integrating both
^
^
first
a(t)x(t)
(4-505)
separating the variables,
a{t)dt
(5-506)
sides to get
In x(t)
In x(t Q )
a(z)
J'
dx
(4-507)
Therefore,
x{t)
where
denotes the
initial
exp
a{x) dx\x(t a )
(4-508)
time.
we can define a state transition

matrix for the time-varying state equation. For the scalar case under consideraJust as in the time-invariant situation,
174
Chap. 4
Dynamic Systems
tion, the state transition
matrix
is
<f>(t, t 9 )
exp
(4-509)
a(x) dx
Notice that for the time-varying case, the state transition matrix depends upon
t
and t not simply t ?

For the vector-matrix
,
state equation
(t)
it is
A(0x(r)
(4-510)
simple to show that the solution can be written
x(r)
where $(t, t
the problem
) is
is
)x(t
ftr,
the state transition matrix that
how to find <f>(t,
satisfies
Eq. (4-510). However,
The question
in general.
(4-511)
is: Is {t,
related
to the A(f) matrix through the following relationship ?

<J>(?, t
To answer
into a
power
exp T
H"
exp
the posed question,
let
(4-512)
A(t) dx
us expand the right side of Eq. (4-512)
series,
A(t) dx)
=I+
+^
A(t) dx
[ A(t) dx f
A(<r) </*
...
(4-513)
Taking the derivative on both

we have
*-[T.
A(0
A(t) dx
sides of the last equation with respect to time,
m L'
do
A(t)
j-
A(t)
rft
A(f)
(4-514)
Multiplying both sides of Eq. (4-513) by A(t),
A(0 exp
["
('
By comparison of Eqs.
^ exp
A(t) dx
(4-514)
and
A(0
A(0
we
(4-515),
A(t) dx
we have
j"
A(t) dx
(4-515)
see that
A(0 exp
A(0<K?,
A(t) Jt
(4-516)
or
${t,
dt
if
and only
* o)
(4-517)
A(t) dx A(t)
(4-518)
if
A(r)
f A(t) dx
that
/ )
to
'
Jf la
is,
A(0
and
A(t)
rfr
to
commute.
The requirement
that A(r)
and
its
integral
stringent condition. Therefore, in general, Eq.
commute
(4-512) will
is
evidently a very
not be valid.
Sec. 4.23
State Equations of Linear Time-Varying Systems /
Most of
4>(t
t ),
the properties of the time-invariant state transition matrix,
can be extended to the time- varying case. These are
1.
2.
3.
<KMo)
1
<f.-
(?,?
I-
listed as follows
,0.
<f.(/
${t 2 ?,) <K?,,
Solution of the
${t 2
for any
t )
t2
Nonhomogeneous Time-Varying State Equation
Disregarding the problem of finding the state transition matrix {t,
moment, we
for the
175
shall solve for the solution
t )
of the nonhomogeneous state
equation of Eq. (4-503).

Let the solution be
x(f)
${t, to)f[{t)
(4-519)
an n x 1 vector, and <^(/, t ) is the state transition matrix that

Eq. (4-517). Equation (4-519) must satisfy Eq. (4-503). Substitution of
Eq. (4-519) into Eq. (4-503) yields
where
r\(t) is
satisfies
4>U,
toMO + W,
t )r\(t)
= A(0ft/, toMt) + B(0(?)
t,
and
simplifying,
we
(4-520)
get
*oM) = Bu(0
(4-521)
Thus
f|(?)
B(f)u(0
<f"'(f, t )
(4-522)
and
0 =
The vector
r\(t ) is
f *
_i
?o)B(t)u(t) dx
= W,
)x(t
(4-523)
tl(f)
obtained from Eq. (4-519) by setting
ing Eq. (4-523) into Eq. (4-519),

x(f)
(t,
Thus
substitut-
we have
$(r,
$-(*,
)B(t)u(t)
rft
(4-524)
Since
W,
)*-'(T,
r )
= W, /)<K'o, t) =
<K', t)
(4-525)
dt
(4-526)
Eq. (4-524) becomes

x(r)
which
is
ftf,
)x(r
f'
$(t, t)B(t)u(t)
the state transition equation of Eq. (4-503).
Discrete Approximation of the Linear Time-Varying System

In practice, not too
many
time-varying systems can be solved by using

not readily available. It is possible to discretize
the system with a time increment during which the time-varying parameters
do not vary appreciably. Then the problem becomes that of solving a set of
Eq. (4-526), since $(t,
t )
is
linear time-varying discrete state equations.
system
is
to approximate the derivative of x(r)
One method of
by
discretizing the
176
i(t)
Chap. 4
Dynamic Systems
~ -L{x[(k +
l)T]
kT<t<(k+
x(kT)}
where T is a small time interval. The state equation of Eq.

mated by the time-varying difference equation
l)T
(4-503)
= A*{kT)x(kT) + B*(kT)r(kT)
over the time interval, kT < < (k + l)T, where
A.*(kT) = TXQcT) + I
x[(k
l)T]
(4-527)
is
approxi-
(4-528)
B*(kT)
TB(kT)
Equation (4-528) can be solved recursively in
much
the same
way
as in the time-
invariant case, Eqs. (4-433) through (4-437).
REFERENCES
State Variables and State Equations
1.
L. A. Zadeh, "An Introduction to State Space Techniques," Workshop on

Techniques for Control Systems, Proceedings, Joint Automatic Control Conference, Boulder, Colo., 1962.
2.
B. C.
Kuo, Linear Networks and Systems, McGraw-Hill Book Company,
New
York, 1967.
3.
D. W. Wiberg, Theory and Problems of State Space and Linear Systems (Schaum's
Outline Series), McGraw-Hill Book Company, New York, 1971.

4.
R. B. Kirchner,
"An
Explicit
for e Al ," Amer. Math. Monthly, Vol. 74,
Formula
pp. 1200, 1204, 1967.

5.
W. Everling, "On
p. 413,
6.
7.
the Evaluation of e A by
10.
Series," Proc.
T. A. Bickart, "Matrix Exponential: Approximation

Series," Proc. IEEE, Vol. 56, pp. 872-873, May 1968.
M. Apostol, "Some Explicit Formulas
T.
M.
55,
Vidyasagar,
by Truncated Power
for the Exponential Matrix e At ,"
"A Novel Method
Amer.
of Evaluating eA!
in
Closed Form,"
IEEE
AC-15, pp. 600-601, Oct. 1970.
A
C. G. Cullen, "Remarks on Computing e ',"
Vol. AC-16, pp. 94-95, Feb. 1971.
J.
IEEE, Vol.
76, pp. 289-292, 1969.
Trans. Automatic Control, Vol.

9.
Power
Mar. 1967.
Math. Monthly, Vol.

8.
'
C. Johnson and C. L. Phillips,
Trans. Automatic Control,
"An Algorithm for the Computation of the

IEEE Trans. Automatic Control, Vol.
Integral of the State Transition Matrix,"
AC-16, pp. 204-205, Apr. 1971.
IEEE
Chap. 4
References
M. Healey, "Study of Methods of Computing

No. 8, pp. 905-912, Aug. 1973.
11.
177
Transition Matrices," Proc. IEE,
Vol. 120,
Transformations
C. D. Johnson and
12.
W. M. Wonham, "A Note on
(Phase Variable) Form,"
ical
IEEE
the Transformation to
Canon-
Trans. Automatic Control, Vol. AC-9, pp.
312-313, July 1964.
H. Mufti, "On the Reduction of a System to Canonical (Phase- Variable)

Form," IEEE Trans. Automatic Control, Vol. AC-10, pp. 206-207, Apr. 1965.
13.
I.
M. R. Chidambara, "The Transformation
14.
IEEE Trans.
L.
15.
to (Phase- Variable) Canonical Form,"

Automatic Control, Vol. AC-10, pp. 492-495, Oct. 1965.
M. Silverman, "Transformation
(Phase- Variable) Form,"
IEEE
of Time- Variable Systems to Canonical
AC-11, pp. 300-
303, Apr. 1966.

16.
W. G. Tuel, Jr., "On the Transformation to (Phase- Variable) Canonical Form,"

IEEE Trans. Automatic Control, Vol. AC-11, p. 607, July 1966.
17.
D. G. Luenberger, "Canonical Forms for Linear Multivariate Systems,"

IEEE Trans. Automatic Control, Vol. AC-12, pp. 290-293, June 1967.
18.
S. J.
Asseo, "Phase- Variable Canonical Transformation of Multicontroller Sys-
tems,"
IEEE Trans. Automatic
Control, Vol. AC-13, pp. 129-131, Feb. 1968.
19.
B. Ramaswami and Ramar, "Transformation to the Phase- Variable Canonical

Form," IEEE Trans. Automatic Control, Vol. AC-13, pp. 746-747, Dec. 1968.
20.
W. B. Rubin, "A Simple Method for Finding the Jordan Form of

IEEE Trans. Automatic Control, Vol. AC-17, pp. 145-146, Feb. 1972.
21.
K. Ogata, State Space Analysis of Control Systems, Prentice-Hall,
wood
Inc., Engle-
1967.
Diagram
State
22.
Cliffs, N.J.,
a Matrix,"
B. C.
Kuo,
Systems,"
Controllability
"State Transition
Flow Graphs of Continuous and Sampled Dynamic
WESCON Convention
Records, 18.1, Aug. 1962.
and Observability
23.
Y. C. Ho, "What Constitutes a Controllable System?"

Control, Vol. AC-7, p. 76, Apr. 1962.
24.
R. E. Kalman, Y. C. Ho, and K. S. Narendra, "Controllability of Linear

Dynamical Systems," Contribution to Differential Equations, Vol. 1, No. 2, pp.
IRE
Trans. Automatic
189-213, 1962.
25.
E. G. Gilbert, "Controllability and Observability in Multivariate Control

Systems,"/. SIAM Control, Vol. 1, pp. 128-151, 1963.
26.
L. A. Zadeh and C. A. Desoer, Linear System Theory, McGraw-Hill Book

Company, New York, 1963.
27.
R. E. Kalman, "Mathematical Description of Linear Dynamical Systems,"

Soc. Ind. Appl. Math., Vol. II, No. 1, Ser. A, pp. 151-192, 1963.
/.
178
28.
E.
Kreindler and
ability
Chap. 4
Dynamic Systems
P.
Sarachik, "On the Concept of Controllability and ObservIEEE Trans. Automatic Control, Vol. AC-9, pp.
of Linear Systems,"
129-136, Apr. 1964.

29.
A. R. Stubberud,
IEEE
30.
31.
"A
Controllability Criterion for a Class of Linear Systems,"
Trans. Application
and
Industry, Vol. 83, pp. 411-413,
Nov. 1964.
R. W. Brockett, "Poles, Zeros, and Feedback: State Space Interpretation,"

IEEE Trans. Automatic Control, Vol. AC-10, pp. 129-135, Apr. 1965.
R. D. Bonnell,
IEEE Trans.
"An
Observability Criterion for a Class of Linear Systems,"
Automatic Control, Vol. AC-11,
p. 135, Jan. 1966.
CSMP {Continuous System Modeling Program)

32.
System/360 Continuous System Modeling Program (360A-CX-16X) User's Manual,

Technical Publications Dept., International Business Machines Corporation,
White
Plains,
N.Y.
PROBLEMS
4.1.
Write state equations for the
electric
networks shown
in Fig. P4-1
4.2.
The following
e(t)
differential equations represent linear time-invariant systems.
Write the dynamic equations

matrix form.
(state
equations and output equation) in vector-
Chap. 4
Problems
(a)
*!)
dt 1
(b)
rf
(c)
(d)
5c(t)
c(Q
rfc(/)
c{t)
6^ +
+1_u
"
Using Eq.
r(t)
r(t)
dr(t)
c(T)dT
5c(0
rfr
(4-42),
/(/)
,(/)
<fr
show
2^
= ,H0 +
that
Ar
-r
Ax(0
-1
<((/)
for the following cases:
"1"
B =
-2_
_1_
"0"
(b)
-2
-3_
-2
0"
B=
_1_
B =
-2_
-1
(d)
+ B(0
0"
(a)
(c)
J,,
time-invariant system are represented by
iO)
Klf2
.
T\
ji^
The state equations of a linear
Find the
"10"
_ 1_
0"
-1
ro
B=
-1
4.5.
Find the
for
4.6.
> 0.
Given the
state transition equations for the systems described in

It is
assumed that x(0+)
is
given and u(t)
is
Problem 4.4
a unit step function.
state equation
= Ax(0 +
(t)
B(0
where
~0
A=
r
-1
_2
0_
find the transformation such that the state equation
y(0
where A! and
4.7.
For the
A,x(/)
becomes
B!(0
are in the phase-variable canonical form.
state equation given in
Problem
4.6, if
B=
4.8.
179
f.
((>(0
4.4.
-c(t)
"+
^
rf/
4.3.
c(t)
rfM)
<ft
(e)
+ 3*0
can the state equation be transformed into the phase- variable form? Explain.
Given the state equations of a linear time-invariant system as
x(/)
= Ax(?) +
B(0
180
Dynamic Systems
Chap. 4
where
0~
ro
B=
-2
-3.
determine the transfer function relation between X(s) and U(s). Find the
eigenvalues of A.
4.9.
For a linear time-invariant system whose state equations have coefficient

matrices given by Eqs. (4-111) and (4-112) (phase-variable canonical form),
show
that
1
- A)B =
adj (si
and the
s"
4.10.
+ ais"
A closed-loop control
-1
is
+ a 2 s" -2 +
system
is
+ aa -is +
a == 0.
described by
= Ax(0 + Bu(0
u(/) = -Gx(0
u(/) = /--vector, A is n
(t)
where
r
x(t)
= //-vector,
matrix.
Show
A BG.
Let
x n feedback
eigenvalues of
n,
is
r,
and
is
the
that the roots of the characteristic equation are
0"
1
1
A=
B=
1
-2
G=
[i
g2
-5
gi
-10_
g*\
Find the characteristic equation of the closed-loop system. Determine the

elements of G so that the eigenvalues of A BG are at 1, 2, 1 jl, and
+/1. Can
all
the eigenvalues of
A BG
be arbitrarily assigned for this
problem?
4.11.
linear time-invariant system
tion
(a)
is
described by the following differential equa-
Find the
(b) Let c(0)
d 2 c(t)
Ml)
dt 2
dt
1,
t(0)
= 0,
and
c(t)
= r(f)
<J>(/).
r(t)
u s (t), the unit step function; find the
state transition equations for the system.

(c)
4.12.
Determine the characteristic equation of the system and the eigenvalues.

linear multivariable
equations
system
is
described by the following set of differential
Chap. 4
Problems / 181
rf'cKQ
rf/
+
,
dc,(rt
+ 2c,(0-2c 2 (0=r,(0
rf/
4.13.
c 2 (0
r 2 (f)
(a)
Write the state equations of the system in vector-matrix form. Write the
output equation in vector-matrix form.
(b)
Find the transfer function between the outputs and the inputs of the system.
Given the
state transition
a and
co are real
jo
(c)
Given the
numbers.
Find the state transition matrix

Find the eigenvalues of A.
Find the eigenvectors of A.
(a)
(b)
= Ax(/), where
equation (t)
A=
4.14.
ci(0
dt 2
<^(/).
a linear system as
state equations of
= Ax(/) + B(0
(t)
where
ro
on
B=
-11
-6
The eigenvalues of A are A j
x(t)
4.15.
Py(f) that will transform
Given a
-6J
1,X 2
|_1.
A into
-2, X 3
3. Find a transformation
A = diag [Xi X 2 X 3 ],
a diagonal matrix
linear system with the state equations described
1(0
= Ax(f) +
by
Bm(0
where
'
0'
B=
.-25
The eigenvalues are X
-35
_1_
11_
I, X 2
ri
5, X 3
5. Find the transformation

transformed into the Jordan canonical form. The
= Py(/) so that A is
transformed state equations are
x(/)
HO = Ay(0 + T(0
Find
4.16
Draw
(a)
and T.
state
(0
diagrams for the following systems
= Ax(/) +
Bu(t)
-3
A = -1
-5
(b) (r)
Ax(f)
0"
-1
-2
-1
ro
B=
l
+ Bu(f). Same A as in part (a) but with

~o r
B
4.17.
The block diagram of a feedback control system is shown in Fig.

(a)
P4-17.
Write the dynamic equations of the system in vector-matrix form.
182
Dynamic Systems
Chap. 4
Figure P4-17.
(b)
(c)
Draw
a state diagram for the system.

Find the state transition equations for the system. Express the equations in
matrix form. The initial states are represented by x(t'b), and the input r{t)
is a unit step function, u s {t / ), which is applied at t == t
.
4.18.
Draw
state
diagrams for the following transfer functions by means of direct
decomposition
(a)
<
b>
G(s)
10
s3
5s 2
6(s
+ 4s +
10
1)
W = s(s + 1F+
3)
Write the state equations from the state diagrams and express them in the
phase-variable canonical form.
4.19.
Draw
state
position
diagrams for the following systems by means of parallel decom-
+ 1)
+ 2)(s +
6(s
(a)
G(s)
s(s
<i3P + ^>
3)
5c(0
-f- +
Write the state equations from the state diagrams and show that the states are
decoupled from each other.
4.20.
Draw
state
diagrams for the systems in Problem 4.19 by means of cascade
decomposition.
4.21.
Given the transfer function of a
linear system,
iQfr + i)
G(s) =
UW
(s + 2(s + 5)
Draw
state
position.
4.22.
The
state
diagrams for the system using three different methods of decomstate diagrams should contain a minimum number of integrators.
The
diagram of a linear system
is
shown
Figure P4-22.
in Fig. P4-22.
Problems / 183
Chap. 4
(a)
Assign the state variables and write the dynamic equations of the system.
(b)
Determine the transfer function C(s)/R(s).
4.23.
Draw
4.24.
The
state
state
diagrams for the
network shown
electric
diagram of a linear system
shown
is
in Fig. P4-1.
in Fig. P4-24.
Figure P4-24.
Assign state variables on the state diagram; create additional nodes

is not altered.
(b) Write the dynamic equations for the system.
(a)
if
necessary, as long as the system
4.25.
Given the
state equation
(0
= Ax(?)
where
-2
0"
-2
.0
(a)
(b)
4.26.
-2_
Find the eigenvalues of A.

Determine the state transition matrix
Given the
<J)(0-
state equation
(/)
Ax(t)
B(0
where
ro
on
B =
-4
-2
-3J
|_1.
A are Ai = 1, A 2 = 1 j\, A = 1 +jl. Find the

transformation x(?) = Py</) which transforms A into the modal form
The eigenvalues of
"-1
0"
-1
-1
4.27.
Given the
linear system
(0
where
(/) is
= Ax(0 +
B(0
generated by state feedback,

u(t)
The
=P"iAP
-1_
state transition
<J>(/)
= -Gx(0
matrix for the closed-loop system
e (A-BG)
-![(,,!
Is the following relation valid ?
e (A-BG)t
gAtg-BGt
_ a + BG)-
is
1
184
Dynamic Systems
Chap. 4
where
e At
e -BGr
= -l[(5I _ A)"']
= -i[(sl + BG)"
Explain your conclusions.

4.28.
Determine the
state controllability of the
system shown
in Fig. P4-28.
Figure P4-28.
(a)
(b)
= 1, b = 2, c = 2, and d=\.
Are there any nonzero values for
a
a, b, c,
and (/such that the system
is
not
completely state controllable?

4.29.
Figure P4-29 shows the block diagram of a feedback control system. Determine
and
the state controllability
observability of the system
by the following
methods, whenever applicable
It
\X
+ 2
'
'
x2
.9
Fig ure P4 -29.
(a)
Conditions on the A, B, D, and
matrices.
(b) Transfer function.

(c)
4.30.
The
Coupling of
states.
transfer function of a linear system
C(s)
R(s)~
(a)
s
s3
is
given by
+a
+6s 2 + Us +
Determine the value of a so that the system
is
either uncontrollable or
unobservable.
(b) Define the state variables so that
(c)
4.31.
one of them
is
uncontrollable.
Define the state variables so that one of the states
Consider the system described by the state equation

(f)
= Ax(0 + B(0
is
unobservable.
Problems
Chap. 4
where
o
L-l
a_
"
Find the region
185
"1"
B =
L*J
such that the system
in the a-versus-6 plane
is
completely
controllable.
4.32.
Draw the state diagram of a second-order system that is neither controllable nor
observable.
4.33.
Determine the conditions on
b\,
b2
d u and d2
so that the following system
is
completely state controllable, output controllable, and observable
(0
= Ax(0 +
~i
r
_o
c(0
D=
4.34.
Bk(/)
i_
Dx(0
d2 ]
[/,
The block diagram of a simplified control system for the Large Space Telescope
(LST) is shown in Fig. P4-34. For simulation and control purposes, it would
be desirable to represent the system by state equations and a state diagram.
Control moment
gyro dynamics
Gimbai
controller
Vehicle
K,
Command
Kp s +
~\+ K
-J
K,
+ Kj
position
Js 2
JG s
1
Vehicle
dynamics
KN
Figure P4-34.
(a)
Draw a state diagram for the system and write the state equations in
vector-
matrix form.
(b)
(c)
Find the characteristic equation of the system.

modern control design scheme, called the state feedback, utilizes the
concept of feeding back every state variable through a constant gain. In
this case the control law is described by
- gjXi g 2 x 2 g]X - g x Xi
3
Find the values of gi, g 2 gi, and g^ such that the eigenvalues of the overall
system are at s = 100, 200, 1 +/1, 1 jl. The system parameters
= 600, Kj = 9700, JG = 2, Jv = 10 5 Kp = 216, and
are given as
,
KN = 300.
All units are consistent.

186
4.35.
The
Dynamic Systems
Chap. 4
difference equation of
c[(k
linear discrete-data system
+ 0.5c[(A: +
2)T]
1)T]
(a)
Write the state equations for the system.
(b)
The
k =
conditions are given as c(0)
2, 3,
0.1c(kT)
given by
= 1 and c(T) = 0. Find c{kT) for

means of recursion. Can you project the final value of
initial
.
is
10 by
c(kT) from the recursive results?

4.36.
Given the discrete-data
+
+
Xl (k
x 2 (k
state equations,
1)
1)
= 0.1x 2 (k)
= -x^k) + 0Jx
find the state transition matrix

4.37.
(a)
(b)
>it)
+ r(k)
</>(&).
A discrete-data system is characterized by the transfer function

Kz
C(z)
R(z)
4.38.
2 (k)
(z
l)(z 2
-z
3)
Draw

Write the dynamic equation for the system
The block diagram of a
discrete-data control system
tO ^T
- e*(0
e(t)
in vector-matrix form..
z.o.h.
is
2Q +
s(s
shown
c(t)
0.5)
+ 0.2)
Figure P4-38.
Draw
(b)

Write the state equations in vector-matrix form,
(c)
Find <^(T) when
(a)
x[(fc
1)71
T=
= <J>(r)x(/cD + B(T)r(kT)
0.1 sec.
in Fig. P4-38.
*-
5
Mathematical Modeling
of Physical
5.1
Systems
Introduction
One
of the most important tasks in the analysis and design of control systems
is
the mathematical modeling of the systems. In preceding chapters
we have introsystems. The two
duced a number of well-known methods of modeling linear

most common methods are the transfer function approach and the state-variable
approach. However, in reality most physical systems have nonlinear characteristics to
some
extent.
matical model only
if
A physical system may be portrayed by a linear mathe-
the true characteristics and the range of operation of the
system justify the assumption of
linearity.
Although the analysis and design of
linear control systems have been well

developed, their counterparts for nonlinear systems are usually quite complex.
Therefore, the control systems engineer often has the task of determining not
how to accurately describe a system mathematically, but, more important,

to make proper assumptions and approximations, whenever necessary, so
that the system may be adequately characterized by a linear mathematical model.
only
how
important to point out that the modern control engineer should place
on the mathematical modeling of the system so that the analysis
and design problems can be adaptable for computer solutions. Therefore, the
main objectives of this chapter are
It is
special emphasis
1.
2.
To demonstrate the mathematical modeling of control systems and

components.
To demonstrate how the modeling will lead to computer solutions.
187
188
Chap. 5
The modeling of many system components and control systems will be

However, the emphasis is placed on the approach to
the problem, and no attempt is being made to cover all possible types of systems
illustrated in this chapter.
encountered in practice.
5.2
Equations of Electrical Networks
The
classical
way of
writing network equations of an electrical network
is
the
loop method and the node method, which are formulated from the two laws of
Kirchhoff. However, although the loop and node equations are easy to write,
they are not natural for computer solutions.
network equations
A more modern method of writing

We shall treat the subject briefly
the state-variable method.
is
More detailed discussions on the state

may be found in texts on network theory. 12
equations of electrical
in this section.
networks
RLC network
Let us use the
of Fig. 5-1 to
V\AA<
T1KP
illustrate the basic principle
of
HO
+
e(t)
e c (t)
-J?
RLC network.
Fig. 5-1.
writing state equations for electric networks.
It is relatively
simple to write the
loop equation of this network:

e(t)
where
q(t)
is
= L d-^l + R d
-f + -L q
the electric charge and
is
related to the current
q{t)=\'
It is
shown
in
(5-1)
(t)
i(t)
by
(5-2)
i{-c)dx
Chapter 4 that the second-order
differential
equation in
Eq. (5-1) can be replaced by two first-order differential equations called the
state equations. In this case it is convenient to define the state variables as
Xl (t)
where ec (t)
is
= ^P =
the voltage across the capacitor
* 2 (0
/(0
(5-3)
e c (t)
and
= C^)
(5-4)
Substituting Eqs. (5-3) and (5-4) into Eq. (5-1) yields

e(t)
= L **M + Rx
2 (t)
Xl (t)
(5-5)
Equations of Electrical Networks / 189
Sec. 5.2
Thus, from Eqs. (5-4) and (5-5) the state equations of the network are
dx
(t)
*,<0
dt
^r -
(5-6)
Rx
x,(t)
e(t)
2 (t)
(5-7)
A more direct way of arriving at the state equations is to assign the current
in the inductor L,
variables.
Then
i(t),
and the voltage across the capacitor C,
e c (t), as the state
the state equations are written by equating the current in
C and
the voltage across L in terms of the state variables and the input source. This
way
the state equations are written by inspection from the network. Therefore,
=
C^4^
dt
Current in C:
Since x^t)
Voltage across
and x 2 (t)
e c (t)
identical to those of Eqs. (5-6)
In general,
it is
L di(f)_
i(i), it is
and
(5-8)
i(t)
-e c (t)
Ri(t)
e(t)
(5-9)
apparent that these state equations are
(5-7).
appropriate to assign the voltages across the capacitors and
currents in the inductors as state variables in an electric network, although there

are exceptions. 12
One must
recognize that the basic laws used in writing state equations for
networks are
still the KirchhofFs laws. Although the state equations in

Eqs. (5-8) and (5-9) are arrived at by inspection, in general, the inspection method
does not always work, especially for complicated networks. However, a general
electric
method using
the theory of linear graphs of network analysis
Example
As another example of writing the state equations of an electric network, consider the network shown in Fig. 5-2. According to the
5-1
is
available. 1
foregoing discussion, the voltage across the capacitor e c and the cur/, and i2 are assigned as state variables, as shown in Fig. 5-2.
rents in the inductors
Fig. 5-2.
Network
in
Example
5-1.
The state equations of the network are obtained by writing the voltages across the
inductors and the currents in the capacitor in terms of the three state variables. The
state equations are
^p- = -RMi) ~ e {t) +

c
L2
dh(t)
dt
-Rihit)
+ e (t)
c
e(.t)
(5-10)
(5-11)
190
Chap. 5
c^ = m-m
Rearranging the constant
coefficients, the state
(5-12)
equations are written in the following
canonical form:
1
_*i
diAtY]
-+-
dt
dhU)
dt
hit)
5.3
e(t)
(5-13)
edt)
de c (t)
dt
hit)
Modeling of Mechanical System Elements 3
Most feedback
From
ponents.
control systems contain mechanical as well as electrical
comand
a mathematical viewpoint, the descriptions of electrical
mechanical elements are analogous. In fact, we can show that given an electrical
device, there is usually an analogous mechanical counterpart, and vice versa.
The analogy, of course, is a mathematical one that is, two systems are analo;
they are described mathematically by similar equations.

The motion of mechanical elements can be described in various dimensions
as translational, rotational, or a combination of both. The equations governing
the motions of mechanical systems are often directly or indirectly formulated
gous to each other
if
from Newton's law of motion.

Translational
Motion
The motion of translation is defined as a motion that takes place along a

The variables that are used to describe translational motion are
acceleration, velocity, and displacement.
Newton's law of motion states that the algebraic sum offorces acting on a
rigid body in a given direction is equal to the product of the mass of the body and
its acceleration in the same direction. The law can be expressed as
straight line.
forces
= Ma
(5-14)
denotes the mass and a is the acceleration in the direction considered.

where
For translational motion, the following elements are usually involved:
1.
Mass: Mass is considered as an indication of the property of an

element which stores the kinetic energy of translational motion. It is
denotes the
analogous to inductance of electrical networks. If
weight of a body, then
is
given by
M
where g
is
the acceleration of the
tion of free
(5-14)
and
fall.
Three consistent
(5-15) are as follows:
(5-15)
body due
sets
to gravity of the acceleraof units for the elements in Eqs.
Sec. 5.3
Mass
Units
Weight
Acceleration
Force
m/sec 2
MKS
newtons/m/sec 2
CGS
dynes/cm/sec 2
newton
dyne
cm/sec 2
newton
dyne
British
lb/ft/sec 2 (slug)
lb
ft/sec 2
lb
Figure 5-3 illustrates the situation where a force
y(t)
on a body with mass M. The force equation
acting
fit)
Ma(t)
= M<?M
M-dv(t)
r
is
where
y(t) represents displacement, v(t) the velocity,
the acceleration,
is
(5-16)
dt
Force-mass system.
a{t)
is
written
fit)
Fig. 5-3.
191
all
and
referenced in the direction of the
applied force.
2.
Linear spring
A linear spring in practice may be an actual spring or
the compliance of a cable or a belt. In general, a spring

to be
an element that
stores potential energy. It
capacitor in electric networks. In practice,
some
springs are nonlinear
all
However, if the deformation of a spring

behavior may be approximated by a linear relationship,
to
extent.
f{t)
where
is
considered
is
analogous to a
is
small,
is
Ky{t)
its
(5-17)
the spring constant, or simply stiffness.
The
three unit
systems for the spring constant are

Units
MKS
CGS
newtons/m
dynes/cm
British
lb/ft
Equation (5-17) implies that the force acting on the spring
is
directly
proportional to the displacement (deformation) of the
The model representing a

shown in Fig. 5-4.
spring.
y{t)
K
-
is
AAAAA/v-
fit)
If the spring
is
linear spring element
preloaded with a preload tension of
T, then Eq. (5-17) should be modified to
f{t)-T=Ry{t)
Fig. 5-4. Force-spring system
Friction for translational motion.
Whenever
there
is
of motion between two elements, frictional forces exist.
(5-18)
motion or tendency
The
frictional forces
encountered in physical systems are usually of a nonlinear nature. The characteristics of the frictional forces between two contacting surfaces often depend
on such factors as the composition of the surfaces, the pressure between the
surfaces, their relative velocity, and others, so that an exact mathematical
description of the frictional force is difficult. However, for practical purposes,
frictional forces
can be divided into three basic catagories: viscous
friction,
192
Chap. 5
static friction,
and Coulomb
friction.
These are discussed separately in detail
in
the following.
1.
Viscous friction. Viscous friction represents a retarding force that
schematic diagram element for friction

sented
y(t)
Dashpot
fit)
f(f)
where
for viscous friction.
sions of
friction
often repre-
The
is
B&
(5-19)
the viscous frictional coefficient.
is
is
as that shov/n in Fig. 5-5.
mathematical expression of viscous
H
Fig. 5-5.
by a dashpot such
is
The
a linear relationship between the applied force and velocity.
The dimen-
in the three unit systems are as follows
Units
MKS
newton/m/sec
CGS
dyne/cm/sec
British
lb/ft/sec
Figure 5-6(a) shows the functional relation between the viscous
and
frictional force
2.
velocity.
Static friction. Static friction represents a retarding force that tends
to prevent
motion from beginning. The
static frictional force
can be
represented by the following expression

f{t)
where (^)^,
when
the
is
body
of the friction
(F,),_
(5-20)
defined as the static frictional force that exists only
is
stationary but has a tendency of moving.
The
depends on the direction of motion or the
direction of velocity.
The
force-velocity relation of static friction
illustrated in Fig. 5-6(b). Notice that once motion begins, the
and other frictions take over.

Coulomb friction. Coulomb friction is a retarding force that has a
f
f
+ F.
Slope =
(c)
(b)
Fig. 5-6. Functional relationships oflinear

(a)
is
static
frictional force vanishes,

3.
sign
initial
Viscous
friction, (b) Static friction, (c)
and nonlinear frictional
Coulomb
friction.
forces,
Sec. 5.3
193
constant amplitude with respect to the change in velocity, but the

sign of the frictional force changes with the reversal of the direction
of velocity. The mathematical relation for the Coulomb friction is
given by
<5 - 2,)
/w-'-GF/ISD
where
is
Coulomb
the
The functional descripshown in Fig. 5-6(c).
friction coefficient.
tion of the friction to velocity relation
is
Rotational Motion
The rotational motion of a body may be defined as motion about a fixed

The variables generally used to describe the motion of rotation are torque;
angular acceleration, a; angular velocity, <y; and angular displacement, 6. The
axis.
following elements are usually involved with the rotational motion.

Inertia. Inertia, /, is considered as an indication of the property of an
element which stores the kinetic energy of rotational motion. The inertia of a
given element depends on the geometric composition about the axis of rotation
and
density.
its
For
instance, the inertia of a circular disk or a circular shaft about
metric axis
is
J
where
Example
the
is
5-2
mass of the disk or
Given a disk that

oz,
its
inertia
= \Mr
shaft
is 1 in.
Wr 2
it
and
is
r is its radius.
is
(5oz)(l
and weighing 5
in) 2
386 in/sec 2
(5-23)
0.00647 oz-in-sec 2
given in weight per unit volume. Then, for a
inertia is proportional to the fourth
first
power of the thickness or
length. Therefore,
if
the
expressed as
W = p(nr
where
(5-22)
can be shown that the
power of the radius and the

is
in diameter, 0.25 in. thick,
Usually the density of the material

circular disk or shaft
geo-
is
weight
its
given by
2 h)
(5-24)
the density in weight per unit volume, r the radius,
length, then Eq. (5-22)
is
pn^ = omQ6p h/
where h and r are in inches.

For steel, p is 4.53 oz/in 3 Eq.
(5-25)
J
For aluminum, p
is
and h the thickness or
written
1.56 oz/in 3
(525)
becomes
= 0.0184 hr 4
(5-26)
Eq. (5-25) becomes
= 0.00636 hr*
(5-27)
194
Chap. 5
When
T(-^
as
shown
a torque
applied to a body with inertia /,
is
in Fig. 5-7, the torque equation
is
written
no = Mt) = J ^r = J ~$P
<' >
three generally used sets of units for the quan-
The
tities
Fig. 5-7. Torque-inertia system,
Units
(5-28)
in Eq. (5-28) are tabulated as follows
Inertia
Torque
Angular Displacement
radian
MKS
kg-m 2
CGS
g-cm 2
newton-m
dyne-cm
English
slug-ft 2
lb-ft
radian
or lb-ft-sec 2
oz-in-sec 2
oz-m
The following conversion
radian
factors are often
found useful
Angular displacement.
Angular
= 11? =
rad
57.3
velocity.
1
rpm
= ?
= 0.1047 rad/sec
oU
rpm
6 deg/sec
Torque.
=
lb-ft =
oz-in =
g-cm
0.0139 oz-in
192 oz-in
0.00521 lb-ft
Inertia.
1
g-cm 2
lb-ft-sec
oz-in-sec 2
g-cm-sec 2
1
Torsional spring.
lb-ft-sec
As with
1.417
=192
=
=
=
10" 5 oz-in-sec 2
oz-in-sec 2
386 oz-in 2
980 g-cm 2
32.2 lb-ft 2
the linear spring for translational motion, a
torsional spring constant K, in torque per unit angular
7X0
-M/WW
of a rod or a shaft
when
it
is
subject to
an applied
Figure 5-8 illustrates a simple torque-spring

system that can be represented by the following equa-
torque.
0(0
Fig. 5-8. Torque-torsional spring
system.
displacement, can be devised to represent the compliance
tion:
7X0
KB{t)
(5-29)
Sec. 5.3
The dimension
for
195
K is given in the following units

Units
MKS
CGS
newton-m/rad
dyne-cm/rad
British
oz-in/rad
If the torsional spring is
preloaded by a preload torque of TP, Eq. (5-29)
is
modified to
T(t)
-TP= Kd(t)
(5-30)
The three types of friction described for

motion can be carried over to the motion of rotation. Therefore,
(5-20), and (5-21) can be replaced, respectively, by their counter-
Friction for rotational motion.

translational
Eqs. (5-19),
parts
no _
n dftt)
no
{F )d=0
(5-31)
dt
(5-32)
(5-33)
where
C\)<to
B is
is
Relation
the viscous frictional coefficient in torque per unit angular velocity,
the static friction,
Between
and
Translational
the
Coulomb
friction coefficient.
and Rotational Motions
In motion control problems

tion into a translational one.
is
it is
For
momove
often necessary to convert rotational
instance, a load
may be
controlled to
along a straight line through a rotary motor and screw assembly, such as that
shown in Fig. 5-9. Figure 5-10 shows a similar situation in which a rack and
no,
Motor
HO
-x(0
Fig. 5-9. Rotary-to-linear motion-control system.
x(0
/VWWWWWWWWWWWWWVAA
Drive
motor
196
Chap. 5
pinion
is
used as the mechanical linkage. Another common system in motion

the control of a mass through a pulley by a rotary prime mover, such
control
is
as that
shown
all
in Fig. 5-11.
The systems shown
in Figs. 5-9, 5-10,
and
5-11
can
be represented by a simple system with an equivalent inertia connected
For instance, the mass in Fig. 5-1 1 can be regarded as

which
about the pulley, which has a radius r. Disregarding
mass
moves
a point
the inertia of the pulley, the equivalent inertia that the motor sees is
directly to the drive motor.
/=M/- 2 =
(5-34)
is r, the equivalent inertia which the

by Eq. (5-34).
Now consider the system of Fig. 5-9. The lead of the screw, L, is defined as
the linear distance which the mass travels per revolution of the screw. In principle, the two systems in Fig. 5-10 and 5-11 are equivalent. In Fig. 5-10, the
distance traveled by the mass per revolution of the pinion is 2nr. Therefore,
If the radius
motor
of the pinion in Fig. 5-10
sees is also given
using Eq. (5-34) as the equivalent inertia for the system of Fig. 5-9,
2
(5 " 35)
= fte)
where in the British system
= inertia (oz-in-sec
W weight (oz)
L = screw lead (in)
g = gravitational force (386.4 in/sec
2
Mechanical Energy and Power
Energy and power play an important role
form of
in the design of electromechanical
and potential energy controls the

dynamics of the system, whereas dissipative energy usually is spent in the form of
heat, which must be closely controlled.
The mass or inertia of a body indicates its ability to store kinetic energy.
The kinetic energy of a moving mass with a velocity v is
systems. Stored energy in the
kinetic
Wk = \Mv
The following
tion:
(5-36)
consistent sets of units are given for the kinetic energy rela-
Sec. 5.3
Energy
Units
Mass
197
Velocity
MKS
joule or
newton/m/sec 2
m/sec
CGS
newton-m
dyne-cm
dyne-cm-sec 2
cm/sec
British
ft-lb
lb/ft/sec 2
ft/sec
(slug)
For a rotational system, the
kinetic energy relation
W = ya>
is
written
(5-37)
where /
the
is
moment
of intertia and
co the
angular velocity. The following
units are given for the rotational kinetic energy:
Energy
Units
Angular Velocity
Inertia
MKS
joule or
CGS
newton-m
dyne-cm
gm-cm 2
rad/sec
British
oz-in
oz-in-sec 2
rad/sec
kg-m 2
rad/sec
Potential energy stored in a mechanical element represents the amount of

to change the configuration. For a linear spring that is deformed
work required
by y
in length, the potential energy stored in the spring
is
W = \Ky*
(5-38)
where
stored
is
the spring constant. For a torsional spring, the potential energy

given by
is
Wp = \KQ*
(5-39)
When
dealing with a frictional element, the form of energy differs from the
previous two cases in that the energy represents a loss or dissipation by the sys-
tem in overcoming the frictional force. Power is the time rate of doing work.
Therefore, the power dissipated in a frictional element is the product of force
and
velocity; that
is,
P=fi>
Since
/=
MKS
unit for
Bv, where
P
The
power
is
(5-40)
the frictional coefficient, Eq. (5-40) becomes
is
Bv*
(5-41)
in newton-m/sec or watt; for the
dyne-cm/sec. In the British unit system, power
horsepower
(hp).
CGS
system
it is
represented in ft-lb/sec or
Furthermore,
1
Since power
is
is
= 746 watt
= 550 ft-lb/sec
hp
the rate at which energy
sipated in a frictional element
is
(5-42)
being dissipated, the energy dis-
is
W = BJv
d
dt
(5-43)
198
Gear
Trains, Levers,
Chap. 5
and Timing Belts
gear train, a lever, or a timing belt over pulleys
is
a mechanical device
from one part of a system to another in such a way that

force, torque, speed, and displacement are altered. These devices may also be
regarded as matching devices used to attain maximum power transfer. Two
gears are shown coupled together in Fig. 5-12. The inertia and friction of the
that transmits energy
gears are neglected in the ideal case considered.
The relationships between the torques 7^ and T2 angular displacements

and 2 and the teeth numbers JV", and N2 of the gear train are derived from
,
0,
>
the following facts:
The number of teeth on the surface of the gears

radii r, and r 2 of the gears; that is,
r,N z
2.
The distance
=r N
1
is
proportional to the
(5-44)
traveled along the surface of each gear
is
the same.
Therefore,
6',!,
3.
The work done by one gear is equal

is assumed to be no loss. Thus
(5-45)
62 r2
to that of the other since there
=T
62
(5-46)
JV,
Ti
Ft
N,
r,,,
T, 0,
M^4
4
Tiy
<C2 "2
d7
JV,
Fig. 5-12.
JV,
Gear
Fig. 5-13.
train.
If the angular velocities of the

picture, Eqs. (5-44)
two
Gear train with friction and inertia.
gears, co 1
and
co 2 , are
brought into the
through (5-46) lead to
T2
(5-47)
0t
#2
CO!
r2
In practice, real gears do have inertia and friction between the coupled gear
which often cannot be neglected. An equivalent representation of a gear
teeth
train with viscous friction,
elements
is
shown
Coulomb friction, and inertia considered as lumped

The following variables and parameters are
in Fig. 5-13.
defined for the gear train:
Sec. 5.3
T=
6 1, 6 2
Ti,T2
/, J2
,
=
=
199
applied torque
angular displacements
torque transmitted to gears
= inertia of gears
N u N number of teeth
F = Coulomb friction coefficients
B u B = viscous frictional coefficients
2
F,i,
c2
The torque equation
T2 (t) = J2
The torque equation on the
r(0
By
= /,
^ ^
for gear 2
is
+B
side of gear
+ Fc2 -^
(5-48)
1 is
(5-49)
ei
the use of Eq. (5-47), Eq. (5-48)
(a
^- + *, *M> + F M- + 7\(?)
is
w
T
written
converted to
W ST + n F
-N, T (t _ (n.VjJi rfwo (N y B

- \wj -&- +
)
,
ddti)
if
Nl
>
<>
e2
(s 50)
(5
|^y
Equation (5-50) indicates that it is possible to reflect inertia, friction, (and compliance) torque, speed, and displacement from one side of a gear train to the
other.
Therefore, the following quantities are obtained
2 to gear
when
reflecting
from gear
Inertia:
(i)V2
Viscous frictional coefficient
Torque:
^T
B2
(--^1
Angular displacement:
Angular velocity:
-jrr-d 2
~co 2
Jy 2
Coulomb
frictional torque:
-rrFc2
c 2
.
,
|a>2l
were present, the spring constant is also multiplied by

from gear 2 to gear 1. Now, substituting Eq. (5-50) into
If torsional spring effect
(NJN2 )
in reflecting
Eq. (5-49),
we
get
HO = /,.
^0 + B U ^M + T
(5-51)
where
= Ji +
J
(jff
Bu = B +
B
Ju
(5-52)
(jfy
(5-53)
200
Example
Chap. 5
Given a load that has
5-3
of 0.05 oz-in-sec 2 and a
inertia
tion torque of 2 oz-in, find the inertia
through a
reflected inertia
Coulomb
on
friction is (^)2
Timing
= 0.4
is
Coulomb
fric-
frictional torque reflected
on the load
oz-in-sec 2
side).
The
The
reflected
oz-in.
and chain drives
belts
(Ni/N2 = ^ with
x 0.05 = 0.002
()
5 gear train
the side of JV,
and
serve the
same purposes
as the gear train
except that they allow the transfer of energy over a longer distance without using
an excessive number of gears. Figure 5-14 shows the diagram of a belt or chain
drive between two pulleys. Assuming that there is no slippage between the belt
and the pulleys, it is easy to see that Eq. (5-47) still applies to this case. In fact,
the reflection or transmittance of torque, inertia, friction, etc.,
is
similar to that of
a gear train.
*~/i
T2
02
Fig. 5-15. Lever system.
Fig. 5-14. Belt or chain drive.
shown in Fig. 5-15 transmits translational motion and

same way that gear trains transmit rotational motion. The relation
between the forces and distances is
The
lever system
force in the
(5-55)
Backlash and Dead Zone
x{t)
\
~*~ 2
Backlash and dead zone usually play an important

and similar mechanical linkages. In a
great majority of situations, backlash may give rise to
role in gear trains
.HO
undesirable oscillations and instability in control systems.

"*~
In addition,
Output
ical
it
has a tendency to wear
down the mechan-
elements. Regardless of the actual mechanical ele-
ments, a physical model of backlash or dead zone between

Fig. 5-16. Physical
model of backlash
between two mechanical elements.
an input and an output member is shown in Fig. 5-16.

The model can be used for a rotational system as well as
Sec. 5.3
for a translational system.
The amount of backlash
is
201
b/2 on either side of the
reference position.
In general, the dynamics of the mechanical linkage with backlash depend

relative inertia-to-friction ratio of the output member. If the inertia of
upon the
very small compared with that of the input member, the

means that the output
the output
member
motion
controlled predominantly by friction. This
member
When
is
not coast whenever there
will
the output
until the input
stand
still
is
is
is
no contact between the two members.

members will travel together
driven by the input, the two
member
reverses
its
until the backlash is taken
member
will
which time
it is
direction; then the output
up on the other
side, at
assumed that the output member instantaneously takes on the velocity of the
input member. The transfer characteristic between the input and the output
displacements of a backlash element with negligible output inertia
Figure 5-17.
To
illustrate the relative
is
shown
in
motion between the input and the output
Fig. 5-17. Input-output characteristic of backlash with negligible output

inertia.
members,
let
us assume that the input displacement
is
driven sinusoidally with
The displacements and velocities of the input and output members are illustrated as shown in Fig. 5-18. Note that the reference position of the
two members is taken to be that of Fig. 5-16, that is, with the input member
respect to time.
starting at the center of the total backlash.
when motion
begins, the input
member
and y(0)
is
For
Fig. 5-18,
it is
assumed that
member on
in contact with the output
b/2. At the other extreme, if the friction

it may be neglected, the inertia of the
output member remains in contact with the input member as long as the acceleration is in the direction to keep the two members together. When the acceleration of the input member becomes zero, the output member does not stop
immediately but leaves the input member and coasts at a constant velocity that is
equal to the maximum velocity attained by the input member. When the output
member has traversed a distance, relative to the input member, equal to the full
width of the backlash, it will be restrained by the opposite side of the input memthe right, so that x(0)
on the output member
is
so small that
202
Chap. 5
and velocity waveforms of input and output

members of a backlash element with a sinusoidal input displacement.
Fig. 5-18. Displacement
Fig. 5-19. Input-output displacement characteristic of a backlash element
without
friction.
ber. At that time the output member will again assume the velocity of the input
member. The transfer characteristic between the input and the output displacement of a backlash element with negligible output friction is shown in Fig.
5-19. The displacement, velocity, and acceleration waveforms of the input and
output members, when the input displacement is driven sinusoidally, is shown in
Fig. 5-20.
In practice, of course, the output
backlash usually has friction as well as
member of a mechanical linkage with

inertia. Then the output waveforms in
response to a sinusoidally driven input displacement should

Figs. 5-18
and
5-20.
lie
between those of
Sec. 5.4
203
Displacement
Velocity
Acceleration
Output
Input
and acceleration waveforms of input

and output members of a backlash element when the input displacement
Fig. 5-20. Displacement, velocity,
is
5.4
driven sinusoidally.
Equations of Mechanical Systems 3
The equations of a linear mechanical system are written by first constructing a

model of the system containing interconnected linear elements, and then the
system equations are written by applying Newton's law of motion to the freebody diagram.
Example
5-4
Let us consider the mechanical system shown in Fig. 5-2 1(a). The
free-body diagram of the system is shown in Fig. 5-21 (b). The force
d 2 y(t)
y)
*-/(/)
(a)
Fig. 5-21. (a) Mass-spring-friction system, (b)
(b)
Free-body diagram.
204
Chap.
equation of the system
written
is
(5-56)
This second-order differential equation can be decomposed into two first-order state
equations, using the method discussed in Chapter 4. Let us assign x x = y and jc 2 =
dy/dt as the state variables.
Then Eq.
(5-56)
is
written
dxj(t)
dt
T
It is
electric
not
**(/)
(5-57)
-i^<)-M^> + ]>>
(5-58)
difficult to see that this
network. With this analogy
mechanical system
it is
is
analogous to a
series
RLC
simple to formulate the state equations direct-
from the mechanical system using a different set of state variables. If we consider
mass is analogous to inductance, and the spring constant K is analogous to the
inverse of capacitance, 1/C, it is logical to assign v(t), the velocity, and fk (t), the force
acting on the spring, as state variables, since the former is analogous to the current in
an inductor and the latter is analogous to the voltage across a capacitor.
ly
that
Then
the state equations of the system are
M Mp =
Force on mass
Velocity of spring
Notice that the
first state
equation
across an inductor; the second
dfk (t)
dt
is
_ Mt)
-i-/(0
-A(0
(5-59)
_ v{t)
(5-60)
similar to writing the equation
on the voltage
through a capacitor.
This simple example further illustrates the points made in Chapter 4 regarding
the fact that the state equations and state variables of a dynamic system are not unique.
Example
is
like that of the current
As a second example of writing equations for mechanical systems,

consider the system shown in Fig. 5-22(a). Since the spring is deformed
when it is subjected to the force /(f), two displacements, Vi and y 2
must be assigned to the end points of the spring. The free-body diagrams of the system
5-5
are given in Fig. 5-22(b).
From
these free-body diagrams the force equations of the
system are written
y 2 U)
VA
CF
Md
yi(0
y 2 (t)
dt
y 2 U)
yi(t)
-nptfs-
fU)
dy 2 (t)
-nnnnK(y
-y 2
~dT-
(a)
(b)
Fig. 5-22.
Mechanical system for Example
system, (b) Free-body diagrams.
5-5. (a)
Mass-spring-friction
/(
Sec. 5.4
fit)
= K\y
- y 2 (t)]
(t)
let
205
(5-61)
K[yi(t)
Now
(5-62)
us write the state equations of the system. Since the differential equation of
the system
is
already available in Eq. (5-62), the most direct
way
is
to
decompose
this
equation into two first-order differential equations.

Therefore, letting
(t)
=y
2 (t)
dxi(t)
dt
=x
As an
alternative,
we can
= dy 2 (t)/dt,
Eqs. (5-61) and (5-62) give
(5-63)
2 (t)
+ 3^/(0
-*(')
dt
state variable,
and x 2 (t)
(5-64)
assign the velocity v(t) of the
and the force fk {t) on the spring as the other
dv(i)
,,,
body with mass
M as one
state variable, so
we have
-,.
(5-65)
and
/*(')
One may wonder
=/(')
at this point if the
(5-66)
two equations
in Eqs. (5-65)
and
(5-66) are
seems that only Eq. (5-65) is a state equation, but we

do have two state variables in v(t) and fk (t). Why do we need only one state equation
here, whereas Eqs. (5-63) and (5-64) clearly are two independcorrect as state equations, since
it
ent state equations?
The
situation
is
better explained (at least
for electrical engineers) by referring to the analogous electric
network of the system, shown in Fig. 5-23. It is clear that

although the network has two reactive elements in L and C
and thus there should be two state variables, the capacitance
in this case is a "redundant" element, since e c (t) is equal to
the applied voltage e(t). However, the equations in Eqs. (5-65)
and (5-66) can provide only the solution to the velocity of
once /(f) is specified. If we need to find the displacement yît)
at the point where f(t) is applied, we have to use the relation
Fig. 5-23. Electric
network analogous
to the mechanical system of Fig. 5-22.
ydt)
where
yi(t)
is
v(t)
dx
+ y 2 (0+)
(5-67)
displacement of the body with mass M. On the other hand,

from the two state equations of Eqs. (5-63) and (5-64), and then
determined from Eq. (5-61).
.^(O-l-)
we can
= &jp + y 2 (t) = + P
is
the
initial
solve for y 2 (t)
Example
5-6
In this example the equations for the mechanical system in Fig. 5-24(a)
are to be written. Then we are to draw state diagrams and derive
transfer functions for the system.
The free-body diagrams
for the
two masses are shown in Fig. 5-24(b), with the

y and y 2 as indicated. The Newton's force
reference directions of the displacements
206
Chap. 5
^^^^^
K-,
M-,
y 2 (f)
K,
*i(>-i
M,
Vlit)
no
/u)
(b)
(a)
Fig. 5-24.
Mechanical system for Example
5-6.
equations for the system are written directly from the free-body diagram:
(5-68)
(5-69)
dt*
We may now
dt
decompose these two second-order simultaneous
differential
equations
into four state equations by defining the following state variables
x,
= yi
dy\
Xl
dt
(5-70)
dx
x 3 =yi
xt
(5-71)
dt
(5-72)
dy 2
dx 3
dt
dt
(5-73)
Equations (5-71) and (5-73) form two state equations naturally; the other two are
obtained by substituting Eqs. (5-70) through (5-73) into Eqs. (5-68) and (5-69), and
rearranging
we have
dxi
dt
= x2
(5-74)
Sec. 5.4
dx 2
Xi)
dt
dx 3
If
we
Xi)
Wm
207
(5-75)
Xi
dt
dt
~ Ml {Xz ~
(5-76)
-M
Xl
A",
X2
AT2
"
*33
(,
A/ 2
are interested in the displacements
and
+ Bi )x i
(5-77)
j^, the output equations are
written
= *i(0
(5-78)
* = *s(0
(5-79)
yi(t)
The state diagram of the system, according to the equations written above, is
drawn as shown in Fig. 5-25. The transfer functions Y (s)IF(s) and Y2 (s)/F(s) are
x
By/Mj
Fig. 5-25. State
diagram for the mechanical system of Fig.
5-24.
obtained from the state diagram by applying Mason's gain formula. The reader
should verify the following results (make sure that all the loops and nontouching loops
are taken into account)
m
x
2 s*
(s)
MO
F(s)
(Bi
+ B )s +
A
2
(K
+ K2
(5-80)
+K
(5-81)
where
A =
MM
x
+B
2 s*
1 (B l
+ [M (B + B2 + B M2 - Bfis* + [M (K + K2 ) + K M2
+ B2 ) - BiK^s 2 + [K B 2 + B (K + K2 )]s + K K2
)
(5-82)
The state equations can also be written directly from the diagram of the mechanical
The state variables are assigned as v = dy /dt, v 2 = dy 2 /dt, and the forces on
the two springs, /x! and fK2 Then, if we write the forces acting on the masses and the
velocities of the springs, as functions of the four state variables and the external force,
system.
the state equations are
Force on
x :
dv
x
~di
-B lVl
+B v -fK1 +f
x
(5-83)
208
Force on
Velocity on
on
Velocity
Chap. 5
K2
= fi,î
-%*
df
Ki
"^-
(5-84)
fx:
v2 )
#,(*>i
^p = K v
B2 )v 2 +/ki
(2?i
(5-85)
(5-86)
The rotational system shown in Fig. 5-26(a) consists of a disk mounted

on a shaft that is fixed at one end. The moment of inertia of the disk
about its axis is /. The edge of the disk is riding on a surface, and
the viscous friction coefficient between the two surfaces is B. The inertia of the shaft
Example
is
5-7
negligible,
but the
stiffness is
K.
<s^^^^
^^^^
(a)
(b)
Fig. 5-26. Rotational system for
Example
5-7.
Assume that a torque is applied to the disk as shown; then the torque or moment
equation about the axis of the shaft is written from the free-body diagram of Fig.
5-26(b):
T(t) = J 4%P +
Notice that
equations
= x 2 (t).
this
system
may be
is
B^ +
K0(t)
(5-87)
analogous to the translational system of Fig. 5-21. The state
written by defining the state variables as
The reader may carry out the next
x-i(t)
6(t)
and dx
{f)\dt
step of writing the state equations as
an
exercise.
5.5
Error-Sensing Devices
in
Control Systems 4
'
In feedback control systems it is often necessary to compare several signals at a

certain point of a system. For instance, it is usually the case to compare the
reference input with the controlled variable; the difference between the two
signals
The
is
called the error.
The
error signal
is
block-diagram notation for the algebraic
Fig. 3-5. In terms of physical
then used to actuate the system.
sum of
several signals
is
defined in
components, an error-sensing device can be a simple
potentiometer or combination of potentiometers, a differential gear, a transformer, a differential amplifier, a synchro, or a similar element. The mathematical
modeling of some of these devices
is
discussed in the following.
Sec. 5.5
in
Control Systems
Potentiometers. Since the output voltage of a potentiometer

to the shaft displacement,
when
the device can be used to
compare two
may be
a voltage
is
When
a constant voltage
its
is
209
proportional
fixed terminals,
shaft positions. In this case one shaft
fastened to the potentiometer case
potentiometer.
applied across
is
and
the other to the shaft of the
applied to the fixed terminals of the
potentiometer, the voltage across the variable and the reference terminals will
be proportional to the difference between the two shaft positions. The arrange-
ment shown in Fig. 5-27(b) is a one-potentiometer realization of the error-sensshown in Fig. 5-27(a). A more versatile arrangement may be obtained
by using two potentiometers connected in parallel as shown in Fig. 5-27(c). This
ing devices
(a)
u(0
(b)
o_
-e(0-
(c)
Block-diagram and signal-flow-graph symbols for an error

one potentiometer, (c) Position
error sensor using two potentiometers.
Fig. 5-27. (a)
sensor, (b) Position error sensor using
o
Load
Gear
train
T
e(f)
dc amplifier
Input
e a (t)
>U
shaft
(a)
Permanent-magnet
dc motor
Fig. 5-28. (a) Direct current control system with potentiometers as error
detectors, (b) Typical
210
waveforms of
signals in the control system of (a).
Sec. 5.5
Control Systems / 211
in
allows comparison of two remotely located shaft positions.
The applied voltage
can be ac or dc, depending upon the types of transducers that follow the
error sensor. If v(t) is a dc voltage, the polarity of the output voltage e(t) determines the relative position of the two shafts. In the case of an ac applied voltage,
v(t)
the phase of
e(t) acts
as the indicator of the relative shaft directions. In either
case the transfer relation of the two error-sensor configurations can be written
e(t)
= K [O (t) s
6 c (t)]
(5-88)
where
=
K =
e(t)
s
error voltage, volts

sensitivity
of the error sensor, volts per radian
The value of K, depends upon
the applied voltage
capacity of the potentiometers. For instance,
and the
total displacement
the magnitude of v(t)
if
is
V volts
and each of the potentiometers is capable of rotating 10 turns, Ks = F/2O71 V/rad.

A simple example that illustrates the use of a pair of potentiometers as an
error detector is shown in Fig. 5-28(a). In this case the voltage supplied to the
error detector, v(t), is a dc voltage. An unmodulated or dc electric signal, e(t),
proportional to the misalignment between the reference input shaft and the
controlled shaft, appears as the output of the potentiometer error detector. In
control system terminology, a dc signal usually refers to an unmodulated signal.
On the other hand, an ac signal in control systems is modulated by a modulation

from those commonly used in electrical
and ac indicates alternating.
As shown in Fig. 5-28(a), the error signal is amplified by a dc amplifier
whose output drives the armature of a permanent-magnet dc motor. If the system works properly, wherever there is a misalignment between the input and the
output shafts, the motor will rotate in such a direction as to reduce the error to
a minimum. Typical waveforms of the signals in the system are shown in Fig.
5-28(b). Note that the electric signals are all unmodulated and the output displacements of the motor and the load are essentially of the same form as the
error signal. Figure 5-29(a) illustrates a control system which could serve essentially the same purpose as that of the system of Fig. 5-28(a) except that ac signals
process. These definitions are different
engineering, where dc simply refers to unidirectional
prevail. In this case the voltage applied to the error sensor is sinusoidal.
frequency of this signal

signal that
is
is
usually
much
being transmitted through the system. Typical signals of the ac
shown in Fig. 5-29(b). The

whose frequency is co c or
control system are

carrier signal
The
higher than the frequency of the true

signal v(t)
is
referred to as the
v(t)=V sin
Analytically, the output of the error sensor
e(t)
co c t
is
(5-89)
given by
= K,0JMt)
(5-90)
where 0,(0 is the difference between the input displacement and the load displacement, 0/0
r (?)
c (f). For the 0/0 shown in Fig. 5-29(b), e(t) becomes
a suppressed-carrier modulated'signal.
A reversal in phase of e(t)
occurs whenever
212
6c (t)
Chap. 5
Load
Gear
train
Two-phase
ac motor
(a)
Fig. 5-29. (a)
AC control system with potentiometers as error detector,
Typical waveforms of signals in the control system of
(b)
(a).
the signal crosses the zero-magnitude axis. This reversal in phase causes the ac
motor
to reverse in direction according to the desired sense of correction of the
error 6t).
when a
The name "suppressed-carrier modulation" stems from the
signal
6 e (t)
is
modulated by a
fact that
carrier signal v(t) according to Eq. (5-90),
Sec. 5.5
Control Systems
in
no longer contains the original carrier frequency

assume that 8t) is also a sinusoid given by
the resultant signal e(t)

illustrate this, let us
0,(0
sin o>X?)
$K
V[cos(co c
co s )t
To
relations, substitut-
co c
(5-91)
where normally, co s <C co c By use of familiar trigonometric

ing Eqs. (5-89) and (5-91) into Eq. (5-90) we get
e(t)
213
cos (co c
+ co
(5-92)
s )t]
no longer contains the carrier frequency co c or the signal frequency co s but it does have the two side bands co c + co s and co c co s
Interestingly enough, when the modulated signal is transmitted through the
system, the motor acts as a demodulator, so that the displacement of the load
will be of the same form as the dc signal before modulation. This is clearly seen
from the waveforms of Fig. 5-29(b).
Therefore,
e(t)
should be pointed out that a control system need not contain all-dc or
components. It is quite common to couple a dc component to an ac component through a modulator or an ac device to a dc device through a demodulaIt
all-ac
For instance, the dc amplifier of the system in Fig. 5-28(a) may be replaced
by an ac amplifier that is preceded by a modulator and followed by a demodula-
tor.
tor.
Synchros.
Among
the various types of sensing devices for mechanical
most widely used is a pair of synchros. Basically, a synchro is a

rotary device that operates on the same principle as a transformer and produces
a correlation between an angular position and a voltage or a set of voltages.
Depending upon the manufacturers, synchros are known by such trade names
as Selsyn, Autosyn, Diehlsyn, and Telesyn. There are many types and different
applications of synchros, but in this section only the synchro transmitter and the
shaft errors, the
synchro control transformer will be discussed.
Synchro Transmitter
synchro transmitter has a Y-connected stator winding which resembles
the stator of a three-phase induction motor.
bell-shaped magnet with a single winding.

transmitter
is
shown
in Fig. 5-30.
The rotor is a salient-pole, dumbThe schematic diagram of a synchro
single-phase ac voltage
is
applied to the
Stator
Slip
*1
ac voltage
rings
Rotor
R-,
(a)
Fig. 5-30.
(b)
Schematic diagrams of a synchro transmitter.
Stator
214
Chap. 5
The symbol G is often used to designate a synchro

sometimes also known as a synchro generator.
rotor through two slip rings.

transmitter,
which
is
Let the ac voltage applied to the rotor of a synchro transmitter be

e r (t)
=E
(5-93)
sin co c t
When the rotor is in the position shown in Fig.

electric zero, the voltage
neutral n
is
5-30, which is defined as the

induced across the stator winding between S 2 and the
maximum and
is
written
= KE
e s,Sf)
where
S3 n
A"
is
a proportional constant.
sin cot
(5-94)
The voltages across
the terminals 5[
and
are
e Sm (t)
e sm(0
= KE
= KE
cos 240 sin
cos 120 sin cot
cot
= 0.5KE, sin cot

= 0.5KE, sin cot
(5-95)
(5-96)
the terminal voltages of the stator are

e SiS ,
e Sl s,
e S,Si
=
=
=
- es =
e Ss =
e Sin ~
e Sl
e Stn
e S,n
The above equations show
\.5KE
sin cot
(5-97)
1.5KE,
sin cot
(5-98)
that, despite the similarity
tion of the stator of a synchro
between the construc-
and that of a three-phase
machine, there are only single-phase voltages induced
in
the stator.
Consider
mitter
now
that the rotor of the synchro trans-
allowed to rotate in a counterclockwise direc-
is
tion, as
shown
winding
will
in Fig. 5-31.
displacement 6; that
is,
Es = KE
ESin = KE
Rotor position
of a synchro transmitter.
The magnitudes of
the stator terminal voltages
cos (6
cos 9
cos (0
*J~TKE
,s<
^fJKE
sin (9
sin
A plot of these terminal voltages as a function

shown
in Fig. 5-32. Notice that
240)
(5-99)
(5-100)
120)
(5-101)
become
ESlS = ESin - ESm = ,/TKE, sin (9 +
Es
voltages in each stator
the voltage magnitudes are
ESl = KE
Fig. 5-31.
The
vary as a function of the cosine of the rotor
240)
(5-102)
120)
(5-103)
(5-104)
of the rotor shaft position
is
each rotor position corresponds to one unique

set of stator voltages. This leads to the use of the synchro transmitter to identify
angular positions by measuring and identifying the set of voltages at the three
stator terminals.
Sec. 5.5
in
Control Systems /
215
Volts
Rotor position
6 (degrees)
Fig. 5-32. Variation of the terminal voltages of a
a function of the rotor position.
is
synchro transmitter as
measured counterclockwise from
the electric zero.
Synchro Control Transformer

Since the function of an error detector
is
to convert the difference of
shaft positions into an electrical signal, a single synchro transmitter
is
two
apparently
A typical arrangement of a synchro error detector involves the use

of two synchros: a transmitter and a control transformer, as shown in Fig. 5-33.
inadequate.
Synchro
Control
transformer
transmitter
Rotor
R,
Output voltage
proportional to
sin (0,
Fig. 5-33.
dc )
Synchro error detector.
For small angular deviations between the two rotor
positions, a proportional
generated at the rotor terminals of the control transformer.
Basically, the principle of operation of a synchro control transformer is
voltage
is
identical to that of the synchro transmitter, except that the rotor
shaped so that the air-gap flux

feature
is
is
is
cylindrically
uniformly distributed around the rotor. This
essential for a control transformer, since its rotor terminals are usually
connected to an amplifier or similar

sees a constant impedance.
electrical device, in
The change
in the rotor
the shaft position should be minimized.
order that the latter
impedance with rotations of
216
Chap. 5
The symbol
CT
is
often used to designate a synchro control transformer.
Referring to the arrangement shown in Fig. 5-33, the voltages given by

Eqs. (5-102), (5-103), and (5-104) are
now
impressed across the corresponding
stator terminals of the control transformer. Because of the similarity in the
magnetic construction, the flux patterns produced in the two synchros will be
the same if all losses are neglected. For example, if the rotor of the transmitter
is
in its electric zero position, the fluxes in the transmitter
transformer are as shown in Fig. 5-34(a) and
When
the rotor of the control transformer
is
in the position
5-34(b), the induced voltage at its rotor terminals is zero.
synchros are considered to be in alignment.

trol
transformer
is
When the
known
the control transformer rotor
in the control
The
shown
in Fig.
shafts of the
two
rotor position of the con-
rotated 180 from the position shown,
again zero. These are
and
(b).
its
terminal voltage
is
two null positions of the error detector. If

an angle a from either of the null positions,
as the
is
at
Control
transformer
Synchro
transmitter
-~~|
/
/f
L/X a = or
!
180
Rotor voltage =
Flux pattern
(b)
Control transformer
Control
transformer
Flux
pattern
Rotor pattern proportional

to sin
Rotor voltage
at
(d)
(c)
Fig. 5-34. Relations
is
maximum
among
flux patterns, rotor positions,
voltage of synchro error detector.
and the rotor
Sec. 5.5
in
Control Systems /
217
such as that shown in Fig. 5-34(c) and

proportional to sin a. Similarly,
is
it
(d), the magnitude of the rotor voltage is

can be shown that when the transmitter shaft
any position other than that shown in Fig. 5-34(a), the flux patterns will
and the rotor voltage of the control transformer will be pro-
in
shift accordingly,
portional to the sine of the difference of the rotor positions, a.
The rotor voltage
of the control transformer versus the difference in positions of the rotors of the
transmitter and the control transformer is shown in Fig. 5-35.
Rotor
voltage
Vr
360
Fig. 5-35.
a=(dr -dc
Rotor voltage of control transformer as a function of the
dif-
ference of rotor positions.
From
Fig. 5-35
it is
apparent that the synchro error detector
is
a nonlinear
However, for small angular deviations of up to 15 degrees in the vicinity

of the two null positions, the rotor voltage of the control transformer is approximately proportional to the difference between the positions of the rotors of
the transmitter and the control transformer. Therefore, for small deviations,
device.
the transfer function of the synchro error detector can be approximated by a
constant
Ks
ê~rri
"
(5 105)
where
E=
=
=
=
Ks =
Br
9C
9e
error voltage
shaft position of synchro transmitter, degrees
shaft position of synchro control transformer, degrees
error in shaft positions

sensitivity
of the error detector, volts per degree
The schematic diagram of a positional control system employing a synchro

error detector is shown in Fig. 5-36(a). The purpose of the control system is to
make the controlled shaft follow the angular displacement of the reference input
shaft as closely as possible. The rotor of the control transformer is mechanically
mitter
connected to the controlled shaft, and the rotor of the synchro transis connected to the reference input shaft. When the controlled shaft is
aligned with the reference shaft, the error voltage

turn.
When an
angular misalignment
exists,
is zero and the motor does not

an error voltage of relative polarity
218
Chap. 5
Two-phase
induction
motor
Reference
Controlled
output
input
(a)
or
em
ac
amplifier
+ ^-
Motor
Gear
ec
load
(b)
Fig. 5-36. (a) Alternating current control system
error detector, (b) Block diagram of system in
employing synchro
(a).
appears at the amplifier input, and the output of the amplifier will drive the
motor in such a direction as to reduce the error. For small dev iations between the
controlled and the reference shafts, the synchro error detector can be represented
by the constant Ks given by Eq. (5-105). Then the linear operation of the positional control system can be represented by the block diagram of Fig. 5-36(b).
From the characteristic of the error detector shown in Fig. 5-35, it is clear that
Ks has opposite signs at the two null positions. However, in closed-loop systems,
only one of the two null positions is a true null; the other one corresponds to an
unstable operating point.
system shown in Fig. 5-36(a), the synchro positions are

and the controlled shaft lags behind the reference shaft; a
positive error voltage will cause the motor to turn in the proper direction to correct this lag. But if the synchros are operating close to the false null, for the same
lag between 9 r and 6 C the error voltage is negative and the motor is driven in
Suppose
that, in the
close to the true null
the direction that will increase the lag.
A larger lag in the controlled shaft posi-
Tachometers / 219
Sec. 5.6
tion will increase the magnitude of the error voltage
motor to rotate
in the
same
still
further
and cause the
direction, until the true null position
is reached.
In reality, the error signal at the rotor terminals of the synchro control
transformer may be represented as a function of time. If the ac signal applied to
the rotor terminals of the transmitter is denoted by sin a> c t, where co c is known
as the carrier frequency, the error signal

e(t)
Therefore, as explained earlier,
is
given by
= Ks O (i) sin a
e
e(t) is
(5-106)
again a suppressed-carrier modulated
signal.
5.6
Tachometers 4
Tachometers are electromechanical devices that convert mechanical energy into

electrical energy. The device works essentially as a generator with the output
voltage proportional to the magnitude of the angular velocity.
In control systems tachometers are used for the sensing of shaft velocity and
improvement of system performance. For instance, in a control system

with the output displacement designated as the state variable *, and the output
for the
x2
variable may be excessed to by

monitored by a tachometer.
In general, tachometers may be classified into two types: ac and dc. The
simplified schematic diagrams of these two versions are
shown in Fig. 5-37. For the ac tachometer, a sinusoidal
voltage of rated value is applied to the primary winding.
o
A secondary winding is placed at a 90 angle mechanically with respect to the primary winding. When the
rotor of the tachometer is stationary, the output voltage
at the secondary winding is zero. When the rotor shaft is
rotated, the output voltage of the tachometer is closely
velocity as the state variable
the
means of a potentiometer while x 2
'
o
Fig. 5-37.
first state
is
Schematic diagram of a
proportional to the rotor velocity. The polarity of the
dependent upon the direction of rotation,

relation of an ac tachometer can be
represented by a first-order differential equation
volta
is
The input-output
tachometer.
e l (t)
where
e,{t) is
=K
(5-107)
^jp
the output voltage, 9{t) the rotor displacement,
and K,
the tachometer constant, usually represented in units of volts per
is
defined as
rpm
or volts
per 1000 rpm. The transfer function of an ac tachometer is obtained by taking the
Laplace transform of Eq. (5-107); thus
g> =
K,s
(5-108)
dc tachometer serves exactly the same purpose as the ac tachometer

One advantage of the dc tachometer is that the magnetic field
of the device may be set up by permanent magnet, and therefore no separate
described above.
220
Chap. 5
excitation voltage
is
required. In principle, the equations of Eqs. (5-107)
and
(5-108) are also true for a dc tachometer.
A dc tachometer can also replace an ac tachometer in

use of a modulator to convert
its
dc output signal into
tachometer can be replaced by an ac one

to convert the ac output to dc.
5.7
DC Motors
in
if a
a control system
ac.
Similarly, a
phase-sensitive demodulator
is
by
dc
used
Control Systems
Direct current motors are one of the most widely used prime movers in industry.
The advantages of dc motors are that they are available in a great variety of
types and sizes and that control is relatively simple. The primary disadvantage
of a dc motor relates to its brushes and commutator.
For general purposes, dc motors are classified as series-excited, shunt-
and separately-excited, all of which refer to the way in which the field
is excited. However, the characteristics of the first two types of motor are highly
nonlinear, so for control systems applications, the separately-excited dc motor
excited,
is
the most popular.
The separately-excited dc motor is divided into two groups, depending

on whether the control action is applied to the field terminals or to the armature terminals of the motor. These are referred to di% field controlled and armature
controlled, where usually the rotor of the motor is referred to as the armature
(although there are exceptions).
In recent years, advanced design and manufacturing techniques, have produced dc motors with permanent-magnet fields of high field intensity and rotors
of very low inertia motors with very high torque-to-inertia ratios, in other
words. It is possible to have a 4-hp motor with a mechanical time constant as
low as 2 milliseconds. The high torque-to-inertia ratio of dc motors has opened
new applications for motors in computer peripheral equipment such as tape
drives, printers, and disk packs, as well as in the machine tool industry. Of
course, when a dc motor has a permanent-magnetic field it is necessarily arma-
ture controlled.
The mathematical modeling of the armature-controlled and field -controlled

dc motors, including the permanent-magnet dc motor,
is
discussed in the follow-
ing.
Field-Controlled
DC Motor
The schematic diagram of a field-controlled dc motor is shown

The following motor variables and parameters are defined
ea {t)
armature voltage
Ra
armature resistance
0(f)
air-gap flux
e b (t)
back emf (electromotive force) voltage

back emf constant
Kb
in Fig. 5-38.
DC
Sec. 5.7
Motors
/.
torque constant
4(f)
armature current
field
current
e f (t)
field
voltage
Tm (t)
torque developed by motor
Jm
rotor inertia of
Bm
viscous frictional coefficient
OJt)
angular rotor displacement
To
Control Systems / 221
= constant
diagram of a field-controlled dc motor.
K,
i (t)
in
motor
carry out a linear analysis, the following assumptions are
2.
The armature current is held constant,

The air-gap flux is proportional to the
= Kf
0(0
3.
/'
/.
field current; that
is
is,
(5-109)
i {t)
The torque developed by the motor

and the armature current. Thus
made:
proportional to the air-gap
flux
TJt)
where
Km
is
= Km IJ(t)
(5-H0)
a constant. Substituting Eq. (5-109) into Eq. (5-110)
gives
TJt)
If
we
= Km Kf IJf {t)
(5-111)
Km Kf I
(5-112)
let
Kt
<t
be the torque constant, Eq. (5-111) becomes
TJf)
=K
(5-113)
f {t)
Referring to the motor circuit diagram of Fig. 5-38, the state variables are
assigned as if (t), cojt), and OJt). The first-order differential equations relating
these state variables and the other variables are written
L/-^ = -RMt) + e f
(t)
(5-114)
222
Chap. 5
Jn
dcoJt)
dt
dBJf)
dt
By proper
= _ BmCOm(t) +
TJf)
(5-115)
= co m (t)
(5-116)
substitution, the last three equations are written
in
the form of state
equations:
'
dif {t)
'
f
i/O
dt
d(Q m (t)
Kj
Bm
dt
~.
(5-117)
efy)
[9Jf)
dt
coJJ)
ddjt)
.
~
1
The state diagram of the system is drawn as shown
in Fig. 5-39.
The transfer
"s-l
Ki/Jm
ULf
oe
-R L
f' f
~B m Um
Fig. 5-39. State
diagram of a field-controlled dc motor.
function between the motor displacement and the input voltage
is
obtained from
the state diagram as

fl-fr)
Ef (s)
K,
Lf Jm s 3
(R,JM
(5-118)
+ Bm Lf )s + R B n s
2
or
Om(s)
Ef(s)
R a Bm s(l +
T m s)(l
(5-H9)
x f 8)
where
r_
xf
= -=
= field electrical time constant of motor
K
-=P-
mechanical time constant of motor
Armature-Controlled
DC Motor
The schematic diagram of an armature-controlled dc motor

Fig. 5-40. In this case for linear operation
of the motor constant. The torque constant
is
shown
in
necessary to hold the field current
it is
relates the
motor torque and the
DC
Sec. 5.7
+o
Motors
in
Control Systems
223
WvV
Constant
field
current
armature current,
i a (t)
diagram of an armature-controlled dc motor.
thus
TJt)
where
K,Ut)
(5-120)
a function of the air-gap flux, which
is
course, in the case of a permanent-magnet motor,
emf voltage
is
constant in this case.
is
(f>
is
constant also.
Of
The back
proportional to the motor speed,
=K
e(t)
With reference
dOJf)
dt
(5-121)
co m (t)
to Fig. 5-40, the state equations of the armature-controlled
dc motor are written
Ra
diJLO I
dt
dco m (t)
ao
La
Bm
dBJf)
(5-122)
ej,t)
OJt)
dt
co m (0
dt
The state diagram of the system is drawn as shown in Fig. 5-41 The transfer
function between the motor displacement and the input voltage is obtained from
.
the state diagram as
e m (s)
E (s)
a
K,
La Jm s>
(R a Jm
+ B m L )s +
2
(Kb K
+ R Bm )s
(5-123)
Although a dc motor is basically an open-loop system, as in the case of

the field-controlled motor, the state diagram of Fig. 5-41 shows that the arma-
motor has a "built-in" feedback loop caused by the back emf.

back emf voltage represents the feedback of a signal that is proportional to the negative of the speed of the motor. As seen from Eq. (5-123),
the back emf constant, Kb represents an added term to the resistance and factional coefficient. Therefore, the back emf effect is equivalent to an "electrical
friction," which tends to improve the stability of the motor.
ture-controlled
Physically, the
It should be noted that in the English unit system, K, is in lb-ft/amp or

oz-in/amp and the back emf constant Kb is in V/rad/sec. With these units,
and
are related by a constant factor.
We
can write the mechanical power
224
Chap. 5
Kb IL a
Fig. 5-41. State
diagram of an armature-controlled dc motor.
developed in the motor armature as
= e (t)i
~
watts
a (t)
(5-124)
e b {t)ia {t)
hp
746
Substituting Eqs. (5-120) and (5-121) into Eq. (5-124),
p
This power
is
K T ddjjt)
~ 146K,m dt
h
K =
t
motor
Tm =
(5-125)
equal to the mechanical power
hp
0.737
(5-126)
we have
Therefore, equating Eqs. (5-125) and (5-126),
We
get
hp
P ~ Tm de m (t)
550 dt
curves.
we
(5-127)
can also determine the constants of the motor using torque-speed
A typical set of torque-speed curves for various applied voltages of a dc

is shown in Fig. 5-42. The rated voltage is denoted by E
At no load,
r.
0, the
voltage.
speed
Then
is
given by the intersect on the abscissa for a given applied
the back
emf constant
b is
given by
K-a
where in
this case the rated values are
(5-128)
r
used for voltage and angular velocity.
Speed
co m
When
motor
the
T
,
(t).
_
~~
is stalled,
225
rad/sec
Fig. 5-42. Typical torque-speed curves of a
designated by
dc motor.
the blocked-rotor torque at the rated voltage
is
Let
blocked-rotor torque at rated voltage

T
~~
rated voltage
~Er
(5-129)
K,
= K ijj) = Ê
(5-130)
Also,
{t)
Therefore, from the last two equations, the torque constant
K<
5.8
is
determined:
kR a
(5-131)
Two-Phase Induction Motor 6,7

For low-power applications
Control
phase
motors
more
rugged and have no brushes to maintain. Most ac motors

used in control systems- are of the two-phase induction
r^WS
which generally are rated from a fraction of a

watt up to a few hundred watts. The frequency of the
motor is normally at 60, 400, or 1000 Hz.
type,
A
motor
6
e l (t)
Schematic diagram of a two-phase
induction motor.
schematic diagram of a two-phase induction

is
shown
two
stator with
trical
Reference phase
Fig. 5-43.
in control systems ac
are preferred over dc motors because they are
in Fig. 5-43.
The motor
consists of a
distributed windings displaced 90 elec-
degrees apart.
Under normal operating conditions

from a constant-
in control applications, a fixed voltage
voltage source
reference phase.
is
applied to one phase, the fixed or

the control phase, is
The other phase,
226
Chap.
energized by a voltage that
is
90 out of phase with respect to the voltage of
The control-phase
voltage is usually supplied from a servo

and the voltage has a variable amplitude and polarity. The direction of
rotation of the motor reverses when the control phase signal changes its sign.
Unlike that of a dc motor, the torque-speed curve of a two-phase induction
motor is quite nonlinear. However, for linear analysis, it is generally considered
an acceptable practice to approximate the torque-speed curves of a two-phase
induction motor by straight lines, such as those shown in Fig. 5-44. These curves
are assumed to be straight lines parallel to the torque-speed curve at a rated
control voltage (E2 = E = rated value), and they are equally spaced for equal
the fixed phase.

amplifier,
increments of the control voltage.
E 2 > E, > E 22 > E n > E M

,
Speed
cj m
Fig. 5-44. Typical linearized torque-speed curves of a
two-phase induc-
tion motor.
The
motor are determined
as follows. Let
blocked-rotor torque at rated voltage per unit control voltage; that
blocked-rotor torque at E2
rated control voltage E
E,
_
~~
7\,
k be the
is,
(5-132)
m be a negative number which represents the slope of the linearized torquespeed curve shown in Fig. 5-44. Then
Let
blocked-rotor torque
no-load speed
For any torque
Tm
(5-133)
fi
the family of straight lines in Fig. 5-44
is
represented by the
equation
Tm {t) = mmjf) +
where cojf)
is
the speed of the
ke t (t)
motor and e 2 (t) the control
(5-134)
voltage.
Now,
if
we
Two-Phase
Sec. 5.8
Induction Motor
designate co m (t) as a state variable, one of the state equations
may be
227
obtained
from
Jm
^P=-B
n o, m (t)
other state variable,
we have
d9 m {t)
(5-135)
and recognizing that
state
is
the
(5-136)
(t)
&>-U-K. + $. M
The
m (t)
the two state equations
= <o m
dt
+ Tm (t)
diagram of the two-phase induction motor
is
shown
(5-137)
in Fig. 5-45.
The
(m-B m )/Jm
Fig. 5-45. State
transfer function of the
placement
is
diagram of the two-phase induction motor.
motor between the control voltage and the motor
dis-
obtained as
e m (s)
E 2 (s)
(Bm
m)s[\
+ JJ(B m -
m)s]
(5-138)
or
m (s)
_
s(l
2 (s)
Km
+ r m s)
(5-139)
where
Km = B k = motor gain constant

m -m
T
Bm
-m = motor time constant
(5-140)
(5-141)
Since
is a negative number, the equations above show that the effect of
the slope of the torque-speed curve is to add more friction to the motor, thus
improving the damping or
stability
of the motor. Therefore, the slope of the
228
Chap. 5
torque-speed curve of a two-phase induction motor

effect
of a dc motor. However,
m > Bm
occurs for
5.9
it
if
can be shown
is
is
analogous to the back emf
a positive number, negative
that the
damping
motor becomes unstable.
Step Motors 8
step
motor
is
an electromagnetic incremental actuator that converts
digital
pulse inputs to analog output shaft motion. In a rotary step motor, the output
rotates in equal increments in response to a train of input
properly
controlled, the output steps of a step motor are equal in
pulses. When
number
to
the
of input pulses. Because modern control systems often
number
shaft of the
motor
have incremental motion of one type or another, step motors have become an
important actuator in recent years. For instance, incremental motion control is
found in all types of computer peripheral equipment, such as printers, tape
and memory-access mechanisms, as well as in a great

machine tool and process control systems. Figure 5-46 illustrates the
drives, capstan drives,
variety of
Fig. 5-46. Paper-drive
application of a step
motor
mechanism using a
in the paper-drive
step motor.
mechanism of
a printer. In this
coupled directly to the platen so that the paper is driven a

at
a time. Typical resolution of step motors available comincrement
certain
mercially ranges from several steps per revolution to as much as 800 steps per
case the motor
revolution,
is
and even higher.
come in a variety of types, depending upon the principle of

The two most common types of step motors are the variable-reluctance type and the permanent-magnet type. The complete mathematical analysis
of these motors is highly complex, since the motor characteristics are very nonlinear. Unlike dc and induction motors, linearized models of a step motor are
usually unrealistic. In this section we shall describe the principle of operation
and a simplified mathematical model of the variable-reluctance motor.
The variable-reluctance step motor has a wound stator and an unexcited
rotor. The motor can be of the single- or the multiple-stack type. In the multiplestack version, the stator and the rotor consist of three or more separate sets of
teeth. The separate sets of teeth on the rotor, usually laminated, are mounted on
the same shaft. The teeth on all portions of the rotor are perfectly aligned.
Figure 5-47 shows a typical rotor-stator model of a motor that has three sepaStep motors
operation.
Sec. 5.9
Step Motors
Stator
229
"C
Rotor "A'
Fig. 5-47.
Schematic diagram of the arrangement of rotor and stator teeth
in a multiple-stack, three-phase variable-reluctance step motor.

is
shown
to have 12 teeth
The motor
on each stack or phase.
on the rotor, or a three-phase motor. A variable-reluctance step

motor must have at least three phases in order to have directional control. The
three sets of rotor teeth are magnetically independent, and are assembled to one
shaft, which is supported by bearings. Arranged around each rotor section is a
stator core with windings. The windings are not shown in Fig. 5-47. Figure 5-48
is a schematic diagram of the windings on the stator. The end view of the
stator
of one phase, and the rotor, of a practical motor is shown in Fig. 5-49. In this
rate sections
Phase
Phase
<
'*
<
Phase
<
,,
diagram of a multiple-stack three-phase variable-
reluctance step motor.
Fig. 5-49.
End view
of the stator of one phase of a multiple-stack variable-
reluctance step motor.
230
Step Motors / 231
Sec. 5.9
case the rotor
is
shown
at a position
where
its
teeth are in alignment with that of
the particular phase of the stator.
The rotor and
stator
have the same number of teeth, which means that the
To make
tooth pitch on the stator and the rotor are the same.
the
motor
rotate,
the stator sections of the three-phase motor are indexed one-third of a tooth
pitch, in the
same
direction. Figure 5-50
"Phase
shows
this
arrangement for a 10-tooth
Rotor and stator teeth arrangements of a multiple-stack threephase variable-reluctance step motor. The rotor has 10 teeth.
Fig. 5-50.
rotor. Therefore, the teeth
on one
stator
the stator phase. Here the teeth of phase
phase are displaced 12 with respect to

C of the stator are shown to be aligned
with the corresponding rotor teeth. The teeth of phase

of the stator are displaced clockwise by 12 with respect to the teeth of phase C. The teeth of phase
B of the stator are displaced 12 clockwise with respect to those of phase A, or
12 counterclockwise with respect to those of phase C. It
minimum
of three phases
is
is
easy to see that a
necessary to give directional control. In general,
and five-phase motors are also common, and motors with as many as eight
phases are available commercially. For an n-phase motor, the stator teeth are
four-
displaced by l/ of a tooth pitch from section to section.
The operating principle of the variable-reluctance stepping motor is straightThe
forward. Let any one phase of the windings be energized with a dc signal.
magnetomotive force setup
will position the rotor
such that the teeth of the
rotor section under the excited phase are aligned opposite the teeth on the excited
phase of the
is
stator.
This
is
in a stable equilibrium.
the position of
minimum
reluctance,
and the motor
232
If
phase
Chap. 5
energized in Fig. 5-50, the rotor would be (in steady state)
is
positioned as shown. It can also be visualized from the same figure that
signal
is
if the dc
switched to phase A, the rotor will rotate by 12, clockwise, and the
A of the stator.
rotor teeth will be aligned opposite the teeth of phase
ing in the same way, the input sequence
CABCAB
will rotate the
Continu-
motor clock-
wise in steps of 12.
Reversing the input sequence will reverse the direction of rotation. That
the input sequence
is,
CBACB will rotate the motor in the counterclockwise direc-
tion in steps of 12.
The
steady-state torque curve of each phase is approximately as shown in

The 0 line represents the axis of any tooth of the energized stator
Fig. 5-51.
The nearest rotor tooth axis will always lie within 18 on either side of
The corresponding starting torque exerted when this phase is energized
can be seen in Fig. 5-51. The arrows mark the direction of motion of the rotor.
phase.
this line.
Torque
Fig. 5-51.
Torque curve for one phase of a
step motor.
Let positive angular displacements represent clockwise motion. Suppose

C has been excited for a long time. This means that the initial
also that phase
condition of the rotor will be as
and
shown
phase A is now energized

A, the initial position of
in Fig. 5-50. If
Fig. 5-51 represents the torque variation of phase
the rotor teeth will be at 12.

finally settle after
such that there

It
may be
point. This
is
As soon
as phase
A is energized,
some oscillations, assuming that the

no overshoot beyond the 18 point.
inertia
friction are
noticed that the position, 18, also represents an equilibrium
because in that position the deflecting torque
is
the rotor will
and
is
zero. It
is,
however,
a position of unstable equilibrium since the slightest shift from this position will
send the motor straight to

If
0.
on energizing one phase the rotor happens
point, theoretically
it
to
lie
exactly at the
8
1
will stay there. In practice, however, there will always be
some mechanical imperfections
in construction,
and the
resulting
asymmetry
will prevent any locking at the unstable point.
We now look upon the stepping motor from a single-step point of view and
try to develop the equations that govern
will
be made
initially to simplify
its
performance. Several assumptions
the development. Subsequent modifications
Step Motors
Sec. 5.9
may be made if any of these assumptions are found to be invalidated. We

by writing the equation for the electrical circuit of the stator winding. Let
=
R=
L(0) =
i(t)
8(t) =
e(t)
winding resistance per phase

winding inductance per phase
current per phase
angular displacement
= Ri{t) +
=
start
applied voltage per phase
The voltage-current equation of one

e(t)
233
RKt)
stator phase
is
written
[iL(d)]
(5 ' 142)
M
d
+ L{e)f +iji ue)
t
or
e(t)
Ri(t)
L(9)
f+
JJgUp)
(5-143)
The term, L(9)(di/dt) represents transformer electromotive force, or selfinduced electromotive force, and the term i[dL(6)/d9](d6/dt) represents the
back emf due to the rotation of the rotor. We have assumed above that the
inductance is a function of 9(t), the angular displacement, only. No dependence
on the current has been assumed. This will reflect
by the motor.
The energy in the air gap can be written
directly
on our procedure for
getting the torque developed
W = \L{9)i\t)
From
(5-144)
elementary electromechanical energy-conversion principles,
that the torque in a single excited rotational system
is
we know
given by
T=s [W(i,0)]
where
6{t).
is
(5-145)
the energy of the system expressed explicitly in terms of
i(i)
and
Therefore,
T = \i\t)j
This torque
is
[L{e)]
(5-146)
then applied to the rotor and the equation of motion
is
obtained as
T
where Jm
also
is
= jJ^ + Bj-f
the rotor inertia and
Bm
(5-147)
the viscous frictional coefficient.
may include the effects of any load.

To complete the torque expression
of Eq. (5-146),
we need
to
Jm and Bm
know
the
form of the inductance L(d). In practice the motor inductance as a function of

displacement may be approximated by a cosine wave; that is,
L(6)
Z,,
L2
cos rd
(5-148)
234
Chap. 5
where L x and L 2 are constants and
r is the
number of teeth on each rotor section.

we get
T = -%L 2 ri 2 (t) sin rQ = -Ki\t) sin r6

which
is
(5-149)
the sinusoidal approximation of the static torque curve of Fig. 5-51.
Now
us apply these equations to a three-phase motor. Let the equilib-
let
rium position be the situation when phase

and torque for phase A are given by
=
TA =
LA
L,
+L
-Ki\
A is
2
energized.
Then
the inductance
cos rO
sin rd
^K>
eB
=K>
s bB
RB
+ sL B
ebB
~o
Fig. 5-52.
Block diagram of the variable-reluctance step motor.
(5-150)
(5-151)
Sec. 5.10
235
= 10, phase B has its

assuming
that the sequence
behind the reference point,
position
of phase C
forward
Similarly,
the
equilibrium
motion.
ABC represents
12
and
torques
point.
Therefore,
inductances
the
ahead
the
reference
the
is
of
respectively.
For the
10-teeth rotor considered earlier, r
equilibrium position 12
B and C
for phases
are written as follows
=
Lc =
TB =
Tc =
LB
The
electrical circuits
differential
The
- 120)
L,
cos (100 + 120)
-Ki\{t) sin (100 - 120)
-Kil(t) sin (100 + 120)
+L
+L
L,
(5-152)
cos (100
(5-153)
(5-154)
(5-155)
of the three phases are isolated so that each phase has
its
equation of the form of Eq. (5-143).
total torque
developed on the rotor
is
the algebraic
sum of
torques
of the three phases. Thus
T = TA + TB + Tc
The
(5-156)
nonlinearity of the torque equations precludes the use of linearized models
for the portrayal of a step motor. Therefore, realistic studies of a step
motor
made only through computer simulaof the motor, which may be used for
is shown in Fig. 5-52.
using the equations presented above can be
tion.
block-diagram representation
analog or
5.10
digital
computer simulation,
The problem of proper tension control
exists in a great variety of winding and

unwinding industrial processes. Such industries as paper, plastic, and wire all
have processes that involve unwinding and rewinding processes. For example,
in the paper industry, the paper is first wound on a roll in a form that is nonsaleable, owing to nonuniform width and breaks. This roll is rewound to trim edges,
splice breaks, and slit to required widths. Proper tension during this rewinding
is mandatory for several reasons slick paper will telescope if not wound tightly
enough and the width will vary inversely as the tension. Conversely, during
:
storage, a roll
wound
at varying tensions has internal stresses that will cause
it
to explode. Similar examples could be cited, but the need for proper tension
control
is
relatively simple to understand.
Most rewind systems contain an unwind roll, a windup roll driven by a

motor, and some type of dancer and/or pinch-roller assemblies between the two.
Some systems employ spring-with-damper idlers with feedback to motor drives
to control tension. Some use tension-measuring devices and feedback to a
motor-generator or brake on the unwind reel to hold tension at a constant
value.
In this section a specific type of tension-control system for unwind processes

is
As shown in Fig. 5-53, the system has a dc-motor-driven windup

The tension of the web is controlled by control of the armature voltage ea {i)
investigated.
reel.
of the motor.
236
Chap. 5
+ o
Pinch
rolls
Fig. 5-53. Tension-control system for a winding process.
The mathematical modeling of the system
conducted by writing the
is
equations of the dc motor.
Armature:
eJLQ
R.Ut)
+ L **p + K co m {t)
a
(5-157)
where
K =
=
b
co m (t)
back emf constant of motor

angular velocity of motor
Torque equation:
TJf)
+ BmeCOm (t) +
^Vnetojt)]
nrT(f)
(5-158)
where
= effective radius of windup reel

Tm {t) = motor torque = K,i (t)
n = gear-train ratio
T(t) = web tension
n JL = equivalent inertia at motor shaft
jme = Jm
Bme = Bm + n BL = equivalent viscous friction coefficient
r
-\-
at
=
BL =
JL
motor
shaft
of windup reel
viscous friction coefficient of
web material
inertia JL and the
Since the
ceeds, the
effective inertia
is
if
reel
taken up by the windup reel as the process pro-
radius r of the windup reel increase as functions of
time. This explains the reason the derivative of
Furthermore,
windup
Jme co m
is
taken in Eq. (5-158).
h denotes the thickness of the web,

h
dr
(5-159)
Jr=&>
Thus
dJ,
Ti =
(5-160)
W
i
dr
Tt
where
mass density of the web material per width
(5-161)
Sec. 5.11
Assume now
that Hooke's law
that the
web material has

Then
is
the
237
C and
a coefficient of elasticity of
obeyed.
is
%p =
where v s {t)
web
C[v w (t)
- ,(/)]
velocity at the pinch rolls.
(5-162)
Assuming
that the pinch rolls
are driven at constant speed, v,(f) = constant = V Also,

vjt) = roojt) = nrajf)
s.
It is
is
apparent
now
and JL are functions of time, Eq. (5-158)
that because r
a time-varying nonlinear differential equation. However,
thin,
stant.
if
the
web
is
very
~ 0, we may consider that over a certain time period r and JL are con-
Then, the linearized state equations of the system are written
^dF = - r>(0 "
%^ =
}
*"
^
5.11
(5-163)
jt-Ut)
*^
me
T aJf) + T
j^cojf)
me
Cnrmjt)
e - (t)
(5 " 164)
"17X0
(5-165)
me
- CV
(5-166)
Edge- Guide Control System
Whenever there
is
a tension-control problem there
is
a desire for edge-guide con-
become very important in

modern paper manufacturing, steel strip processing lines, flexographic and
textile industries, and similar fields. To maintain optimum sheet quality and
maximum process line speed, the moving web must be maintained at a constant
lateral-edge position. In general, there are many different ways of measuring and
tracking the edge of a moving web. However, to achieve stable and accurate
trol.
Therefore, the problem of edge guiding has
edge guiding, a feedback control system should be used.

The schematic diagram of an edge-guide system using the pivot-roll method
is shown in Fig. 5-54. The pivot roll is controlled to rotate about the pivot
point in guiding the direction of the web. The source of controlling the motion
of the pivot
roll
may be a dc motor
coupled to a lead screw or rack and pinion,
or a linear actuator.
Figure 5-55 shows the side view of the edge-guide system. The axes of the
1 and 2 are assumed to be fixed or uncontrolled. S^ and S 2 represent
rollers
sensors that are placed at the indicated points to sense the centering of the
at the respective points.
Let
v(t)
^r(0
Z;(0
= linear velocity of web

= initial error of web position in the z direction at roll
= error of web position in the z direction at the leading
side of the pivot roll (see Figs. 5-54
and
5-55)
web
Roll 2
diagram of an edge-guide control system.
Fig. 5-55. Side view of
238
an edge-guide system.
Sec. 5.1
Assuming
that there
the following equation
no slippage when the web moves over the pivot
is
is
written for v(t) and z
239
roll,
(t):
^2 = t<0tana
(5-167)
at
If the angle
is
small,
from Fig. 5-54

tan a
Thus Eq.
seen that
it is
~ z (0 - *i(0
(5. 1 68)
m,
(5-167) can be written approximately as
dzgt)
v(t)
(5 . 169)
constant, v(t)
is
v,
and Eq.
= *<'>
+ *<'>
Wj
m
at
(5-169) is
(5 " 170)

between z (t) and z R (t) is
relation
z.(f)
in 1
of the web
If the linear velocity
written
z R (t)
ox
sides of Eq. (5-170), the transfer
^rr\
Z x(j)
Tj = mjv.
Assuming that
= T-r
+ Ti5
1
(5
"
171 )
where
there
is
no
stretching in the web,
zz(t)
Zl(t)
z R (t)
from
Fig. 5-55,
{t)
(5-172)
or
zz(t)
(t)
+ ^[z
R (t) - z,(0]
m.
n

we have
(5-173)
and solving
for
ZR {s),
Z
Substitution of
tion between
(s)
x
^=
+ \lZ)r,s
ZR (s) from Eq. (174) into Eq. (171)

Z (s),
z i(J ) =
Z 2 (s)
+ (mJm^TtS
and
(5
" 174
>
gives the transfer rela-
(5-175)
v
When the pivot roll is rotated
by an angle L from its reference position, the

D sin 9L (t). With no slippage of the
the error z 3 (t) due to the error z {f) is written
error z 3 (t) will be affected by approximately
web over
the pivot
roll,
= Zl -T)-
z 3 (t)
where
T=
(t
nD/2v, and for small
the inverse Laplace transform
L {t), sin
on both
Z,(j)
DOAt)
L (t)
is
(5-176)
approximated by 9 L{t). Take

which yields
e- T 'Z t (s)
D6 L (s)
Similar to the relationship between zR and z
x ,
(5-177)
the transfer function between
240
z 3 {t)
and z 5 (t)
Chap. 5
is
Z
Z
where t 3 =
z 3 and z 4 is
3 /v.
5 (s)
3 (s)
(5-178)
r3s
Also, in analogy to Eq. (5-174), the transfer relation between
Z 4 (s) =
Z {s)
+ (mjm )z
+rs
Now consider that
the drive
3s
(5-179)
motor of the system
is
an armature-controlled
dc motor with negligible inductance. The equation of the motor armature
Us)
where Ia{s)
resistance,
Ejjs)
is
OJs)
(5-180)
is the armature current, Kh the back emf constant, R a the armature

and 6m (s) the motor displacement. The torque is given by
= KJJ^s)
Tm(s)
where
- sK
is
(5-181)
the torque constant.
The torque equation of the motor and load
TJs)
is
+ Bm s)9 m (s) +
(Jm s 2
LF(s)
(5-182)
where
Jm
Bm =
L
F(s)
inertia of
motor
viscous frictional coefficient of motor

lead of screw
transform of force in the x direction
and
F(s)
= 2^(-^ + B^ s + klWl(s)
2
(5-183)
where
= inertia of pivot roll about pivot point

= viscous frictional coefficient at pivot point
KL = spring constant at pivot roll due to tension
JL
BL
Combining Eqs.
(5-182)
and
(5-183),
BJs)
of
web
we have
1
/me s 2
TJs)
+ B me s + Kme
(5-184)
where
'
me
B,me
"
(5-185)
*~m
\2nr)
K- =
(^)
(4)^
(5-186)
Kl
(5-187)
Also,
X(s)
r9 L {s)
(5-188)
9 L (s)
= *(,)
(5-189)
A block diagram of the overall system is drawn as shown in Fig.
5-56 using
T3
J*
5
M
241
242
Chap. 5
Eqs. (5-175), (5-177), (5-179), (5-180), (5-181), (5-184), and (5-189).
lers
of the edge-guide system.
of the transfer functions

z3
5.12
is
The blocks
Hp {s) and H (s) represent possible locations of control-
with transfer functions
The design problem may involve
Hp (s) and H
c (s),
the determination
so that for a given error z 2 the error
minimized.
Systems with Transportation Lags
Thus
far a great majority of the systems considered
have transfer functions that
are quotients of polynomials. However, in the edge-guide control system of
Section 5.11, the relation between the variables z
time delay. Then
(s)
and
(t)
and z 3 (t)
is
that of a pure
are related through an exponential transfer
3 (s)
function e' Ts In general, pure time delays

.
may be encountered
in various types
of systems, especially systems with hydraulic, pneumatic, or mechanical transmissions. In these systems the output will not begin to respond to an input until
examples in which transporta-
after a given time interval. Figure 5-57 illustrates
Metering
point
S~^
s
(
^>
[*
/I
Valve
Solution
^-\
Solution
(a)
Thickness
measuring gauge
Roller ( o
3)
II
zs
~*
Steel plate
Roller ( o
5)
d
(b)
Fig. 5-57. Physical systems with transportation lags.
tion lags are observed. Figure 5-57(a) outlines
an arrangement
in
which two
be mixed in appropriate proportions. To assure that a

homogeneous solution is measured, the monitoring point is located some distance from the mixing point. A transportation lag therefore exists between the
mixing point and the place where the change in concentration is detected. If
the rate of flow of the mixed solution is v inches per second and dis the distance
different fluids are to
between the mixing and the metering points, the time lag
T= d
-
If it is
is
assumed that the concentration
reproduced without change
is
given by
sec
at the
(5-190)
mixing point
is c(t)
and that
it
seconds later at the monitoring point, the
Sun-Seeker System
Sec. 5.13
measured quantity
243
is
6(0
The Laplace transform of the
last
transfer function
between
rollers
(5-191)
is
e~ *C(s)
and
As
(5-192)
c(i) is
~ Ts
in Fig. 5-57(b)
control of the rolling of steel plates.
between the thickness at the
T)
b(t)
m
The arrangement shown
c(t
equation
B{s)
Thus the
(5 - 193)
may be
thought of as a thickness
in the case above, the transfer function
and the measuring point
is
given by Eq.
(5-193).
Other examples of transportation lags are found in human beings as control

systems where action and reaction are always accompanied by pure time delays.
The operation of the sample-and-hold device of a sampled-data system closely
resembles a pure time delay; it is sometimes approximated by a simple time-lag
term, e~ Ts
In terms of state variables, a system with pure time delay can no longer be
described by the matrix-state equation
^p- =
Ax(?)
Bu(0
(5-194)
A general state description of a system containing time lags is given by the following matrix differential-difference equation
^
UL
= t=l
t A,Ht -
77)
+ j=l
Bju(t -
Tj)
(5-195)
where T, and Tj are fixed time delays. In this case Eq. (5-195) represents a
general situation where time delays may exist on both the inputs as well as the
states.
5.13
Sun-Seeker System
In this section
we
shall
model a sun-seeker control system whose purpose
control the attitude of a space vehicle so that
is
to
sun with high accuracy. In the system described, tracking of the sun in one plane is accomplished.
schematic diagram of the system is shown in Fig. 5-58. The principal elements
of the error discriminator are two small rectangular silicon photovoltaic cells
it
will track the
mounted behind a rectangular slit in an enclosure. The cells are mounted in

such a way that when the sensor is pointed at the sun, the beam of light from the
slit overlaps both cells. The silicon cells are used as current sources and connected in opposite polarity to the input of an operational amplifier. Any difference in the short-circuit current of the two cells is sensed and amplified by the
operational amplifier. Since the current of each cell
mination on the
when
the light
is
proportional to the
illu-
an error signal will be present at the output of the amplifier

from the slit is not precisely centered on the cells. This error
cell,
244
Chap. 5
Error discriminator
dc tachometer
Fig. 5-58.
voltage,
when
Schematic diagram of a sun-seeker system.
fed to the servoamplifier, will cause the servo to drive the system
back into alignment.
A description of each part of the system
is
given as follows.
Coordinate System
The
center of the coordinate system
of the system. The reference axis
is
is
considered to be at the output gear
taken to be the fixed frame of the dc motor,
and all rotations are measured with respect to this axis. The solar axis or the line
from the output gear to the sun makes an angle d r with respect to the reference
axis, and 9 denotes the vehicle axis with respect to the reference axis. The objeca, near
tive of the control system is to maintain the error between 6 r and
O
,
zero:
6r
(5-196)
Figure 5-59 shows the coordinate system described.

Error Discriminator
When
or Ia
shown
Ib
the vehicle
0.
From
in Fig. 5-58,
is
aligned perfectly with the sun, a
0.
and Ia
Ib
I,
the geometry of the sun's rays and the photovoltaic cells
we have
oa
w + L tan a
= -^^
(5-197)
Ltana
(5-198)
Sun-Seeker System
Sec. 5.13
Center of
output gear
Fig. 5-59.
245
Fixed axis of
dc motor frame
Coordinate system of the sun-seeker system.
where oa denotes the width of the sun's ray that shines on cell A, and ob is the
same on cell B, for a given a. Since the current Ia is proportional to oa, and Ib
to ob, we have
IT
+ ^tan a
(5-199)
and
I
for
< tan a < W/2L.
pletely
J
on
cell
A, and
= It
For W/2L
= 21,
Ib
2LI
t
-jp- tan
(5-200)
< tan a < (C - W/2)/L, the sun's ray comFor (C - W/2)/L < tan a < (C + W/2)/L,
= I = for tan a > (C + W/2)/L.
zero.
is
= 0.
decreases linearly from 21 to
Therefore, the error discriminator
may be
represented by the nonlinear charac-
teristic
of Fig. 5-60, where for small angle a, tan a has been approximated by a
on the
abscissa.
Fig. 5-60.
is
Nonlinear characteristic of the error discriminator. The abscissa

is approximated by a for small values of a.
tan a but
246
Chap. 5
Operational Amplifier
The schematic diagram of the operational amplifier is shown in Fig. 5-61.

at point G and assuming that the amplifier does not draw
Summing the currents

any current, we have
-h-
/.
7f
e
+ -SLjjrI* =
(5-201)
-VWV-
WW-
-JvVW-
1
1Fig. 5-61. Operational amplifier.
Since e
= Aee
eg
= e
/- /
'
If
approaches
Eq. (5-202)
is
becomes
/A, Eq. (5-201)
+ (i + i +
infinity, as in
i>
operational amplifiers,
"
(5 202)
A may
reach 10 6
then
written
e
= -R F(I a
(5-203)
I)
This equation gives the transfer relationship between Ia
Ib
and e
Servoamplifier
The gain of
the servoamplifier
output of the servo amplifier
is
is
a.
= -K e
a
With
reference to Fig. 5-58, the
expressed as
(5-204)
s
Tachometer
the
The output voltage of the tachometer eT is related to the angular

motor through the tachometer constant KT that is,
velocity of
eT
= KT co m
The angular position of the output gear

Thus
is
related to the
(5-205)
motor position through
the gear ratio l/n.
On
9,
(5-206)
00
247
248
Chap. 5
Armature-Controlled DC Motor
The armature-controlled dc motor has been modeled
The equations
earlier.
are
= RJa + e
e = Kco m
Tm = KJ.
ea
(5-207)
(5-208)
Tm =
where / and
shaft.
B are
J^ +
(5-209)
Bco m
(5-210)
and viscous friction coefficient seen at the motor

motor armature is neglected in Eq. (5-207).
the inertia
The inductance
in the
A block diagram that characterizes all the functional relations of the system
is
shown
in Fig. 5-62.
REFERENCES
State-Variable Analysis of Electric Networks
1.
Kuo, Linear
B. C.
Circuits
and Systems, McGraw-Hill Book Company,
New
York, 1967.
2.
R. Rohrer, Circuit Analysis: An Introduction to the State Variable Approach,

McGraw-Hill Book Company, New York, 1970.
Mechanical Systems
3.
R. Cannon, Dynamics of Physical Systems, McGraw-Hill Bock Company,

York, 1967.
New
Control System Components

4.
W. R. Ahrendt, Servomechanism Practice, McGraw-Hill Book Company,

York, 1954.
5.
J.
New
E. Gibson and F. B. Tuteur, Control System Components, McGraw-Hill Book


6.
7.
W. A. Stein and G. J. Thaler, "Effect of Nonlinearity in a 2-Phase Servomotor,"

AIEE Trans., Vol. 73, Part II, pp. 518-521, 1954.
B. C.
Kuo, "Studying the Two-Phase Servomotor," Instrument

No. 4, pp. 64-65, Apr. 1960.
Soc. Amer.
J.,
Vol. 7,
Step Motors
8.
B. C.
Kuo (ed.),
Proceedings,
and Devices, Part
I,
Symposium on Incremental Motion Control Systems
Step Motors and Controls, University of Illinois, Urbana,
111.,
1972.
9.
B. C.
Kuo
(ed.),
Proceedings, Second Annual
Symposium on Incremental Motion
Control Systems and Devices, University of Illinois, Urbana,
111.,
1973.
Problems / 249
Chap. 5
10.
B. C.
St.
Kuo, Theory and Applications of Step Motors, West Publishing Company,
Paul, Minn., 1974.
PROBLEMS
5.1.
Write the force or torque equations for the mechanical systems shown in Fig.
from the force or torque equations.
P5-1. Write the state equations
Af,
B,
M,
F(t)
B,
777777m777m777m7777mm7m7777MM77M7M777,
(a)
*- Fit)
WW///////////////////
(b)
(c)
Figure P5-1.
5.2.
Write a
On
the
set
of state equations for the mechanical system shown in Fig. P5-2.

one will probably end up with four state equations with the
first try,
state variables defined as
2,
0} 2 , 0i,
and ,. However, it is apparent that there

and /2 so the system has a
are only three energy-storage elements in /j, K,
minimum
order of three.
no,
6l
co
62
Figure P5-2.
cj 2
250
(a)
Chap. 5
Write the state equations in vector-matrix form with the state variables
defined as above.
(b)
Redefine the state variables so that there are only three state equations.
(c)
Draw
(d)
Derive the transfer function
state
diagrams for both cases.

(o 2 (s)/T(s) for
each case, and compare the
results.
(e)
Determine the controllability of the system. Does the fact that the system
can be modeled by three state equations mean that the four-state model is
uncontrollable? Explain.
5.3.
For the system shown
The potentiometer
in Fig. P5-3,
potentiometer terminals
is
determine the transfer function
rotates through 10 turns,
(s)/Tm (s).
and the voltage applied across the
E volts.
i_
I
Tm it)
Potentiometer
B2 =
viscous friction coefficient of

potentiometer contact
Figure P5-3.
5.4.
Write the torque equations of the gear-train system shown in Fig. P5-4. The
moments of inertia of the gears and shafts are Jit J2 and J 3 Tit)
torque. N denotes the number of gear teeth. Assume rigid shafts.
,
is
the applied
Problems
Chap. 5
5.5.
251
Figure P5-5 shows the diagram of an epicyclic gear train.
Figure P5-5.
(a)
Using the reference directions of the angular velocity variables as indicated,

write algebraic equations that relate these variables.
(b)
Draw a signal flow graph to relate

output co 6
among
the inputs 0i a
and i and the
(c)
5.6.
Find the transfer function relation between
(o s
and
(O x
and (O a
The block diagram of the automatic braking control of a high-speed

shown in Fig. P5-6a, where
Amplifier
.
eb
Brake
>
Tachometer
(a)
(Sec)
(b)
Figure P5-6.
train
v(t)
Train
is
252
Chap. 5
= voltage representing desired speed

= velocity of train
K = amplifier gain = 100
M = mass of train = 5 x 10* lb/ft/sec
K, = tachometer constant = 0.15 volt/ft/sec
e, = K,v
V,
The force characteristics of

(Neglect
the brake are
shown
in Fig.
P5-6b when e b
volt.
all frictional forces.)
Draw
a block diagram of the system and include the transfer function of

each block.
(b) Determine the closed-loop transfer function between V, and velocity v of
(a)
the train.
(c)
If the steady-state velocity
of the train
what should be the value of

5.7.
is
to
be maintained at 20
ft/sec,
Figure P5-7 illustrates a winding process of newsprint. The system parameters
and variables are defined as follows
Figure P5-7.
= applied voltage
R = armature resistance of dc motor
L = armature inductance of dc motor
ea
= armature current
K = back emf of dc motor

Tm = motor torque = Km
b
ia
= motor inertia
Bm = motor friction coefficient
JL = inertia of windup reel
co m = angular velocity of dc motor
co = angular velocity of windup reel
TL = torque at the windup reel
r = effective radius of windup reel
V = linear velocity of web at windup reel
T = tension
V = linear velocity of web at input pinch rolls
Jm
Assume
elasticity
that the linear velocity at the input pinch rolls,
of the
web
material
tortion of the material
proportional constant
is
is
is
assumed to
satisfy
s,
is
constant.
Hooke's law; that
is,
directly proportional to the force applied,
K (force/displacement).
The
the dis-
and the
Problems
Chap. 5
(a)
Write the nonlinear state equations for the system using
i,
co m ,
253
and T as
state variables.
(b)
Assuming
that r
is
constant,
draw a
state
diagram of the system with ea and
as inputs.
5.8.
Write state equations and output equation for the edge-guide control system
whose block diagram is shown in Fig. 5-56.
5.9.
The schematic diagram of a
steel rolling
process
is
shown
in Fig. P5-9.
Two-phase
induction motor
Om
U),Tm {t)
Gear box and

linear actuator
Steel
plate
bit)--
ait)--
Ks dt)
M0
Figure P5-9.
Describe the system by a set of differential-difference equation of the form

of Eq. (5-195).
(b) Derive the transfer function between c(t) and r{t).
(a)
5.10.
Figure P5-10a shows an industrial process in which a dc motor drives a capstan

and tape assembly. The objective is to drive the tape at a certain constant speed.
Another tape driven by a separate source is made to be in contact with the

primary tape by the action of a pinch roll over certain periods of time. When the
two tapes are in contact, we may consider that a constant frictional torque of
TF is
seen at the load.
The following system parameters
e, = applied motor voltage, volts

4 = armature current, amperes
= back emf voltage = K com volts
K = back emf constant = 0.052 volt/rad/sec
Km = torque constant = 10 oz-in./amp
Tm = torque, oz-in.
et,
are defined
254
'm
Chap. 5
"m
'm
^_
00
<
^
J
um
e,
G 2 (s)
(s)
>
Integral
control
volt/rad/s
Feedback transducer
(b)
Figure P5-10.
= motor displacement, rad

= motor speed, rad/sec
Ra = motor resistance = Q
Jm = motor inertia = 0.1 oz-in./rad/sec 2 (includes capstan inertia)
Bm = motor viscous friction = 0.1 oz-in./rad/sec
KL = spring constant of tape = 100 oz-in./rad (converted to rotational)
JL = load inertia = 0.1 oz-in./rad/sec 2
8m
(O m
(a)
Write the equations of the system in vector-matrix state equation form.
Draw

Derive the transfer function for C0 L (s) with E (s) and TF (s) as inputs.
(d) If a constant voltage e,(t) = 10 V is applied to the motor, find the steadystate speed of the motor in rpm when the pinch roll is not activated. What
(b)
(c)
is
(e)
the steady-state speed of the load ?
When
the pinch roll
is
constant friction torque

cojr, when e,
To overcome the
speed
(f)
activated,
TF
is 1
making the two tapes
oz-in.
Find the change
in contact, the
in the steady-state
10 V.
effect of the frictional
torque 7>
it
closed-loop system should be formed as
shown by
the block diagram in
is
suggested that a
Problems
Chap. 5
Fig. P5-10(b). In this case the
the reference input.

control,
and the
5.11.
motor speed
is
fed back and
compared with
closed-loop system should give accurate speed
integral control should give better regulation to the fric-
Draw
a state diagram for the closed-loop system.

Determine the steady-state speed of the load when the input is 1 V.
consider that the pinch roll is not activated, and then is activated.
tional torque.
(g)
The
255
This problem deals with the attitude control of a guided missile.
First
When traveling
through the atmosphere, a missile encounters aerodynamic forces that usually

tend to cause instability in the attitude of the missile. The basic concern from the
flight
control standpoint
missile
about
its
is
the lateral force of the
air,
which tends to rotate the
center of gravity. If the missile centerline
the direction in which the center of gravity
is
not aligned with
C is traveling, as shown in
Fig. P5-1
Figure P5-11.
with the angle 6 (9 is also called the angle of attack), a side force is produced by
the resistance of the air through which the missile is traveling. The total force
Fa may
be considered to be centered at the center of pressure P. As shown in

Fig. P5-11, this side force has a tendency to cause the missile to tumble, especially if the point
is in front of the center of gravity C. Let the angular accelera-
tion of the missile about the point C,
Normally, a F
is
a, F
where a
is
due to the side
directly proportional to the angle
force, be denoted by
of attack 6 and is given by
Ct F .
= ad
a constant described by
Kr
is a constant that depends on such parameters as dynamic pressure, velocity

of the missile, air density, and so on, and
=
d =
J
t
The main
missile
moment
of inertia about
distance between
object of the flight control system
to counter the effect of the side force.
C and P
is
to provide the stabilizing action
One of the standard
control
means
is
to
256
Chap. 5
use gas injection at the
of the missile to deflect the direction of the rocket
tail
engine thrust T, as shown in Fig. P5-1 1

(a)
Write a torque differential equation to relate

Assume that S is very small.
among T,d,9, and
the system
parameters.
(b)
Assume
that
T is
constant and find the transfer function 9(s)/S(s) for small
S.
5.12.
(c)
Repeat
(a)
Draw
(a)
and
(b)
C and P interchanged.
with the points
a state diagram for the tension-control system of Fig. 5-53, using the
state equations of Eqs. (5-164), (5-165),
(b)
Write the relation
among Ea (s), Vs and

,
and
(5-166).
EJs) and
T(s), with
as inputs
and
T(s) as the output.

5.13.
The following equations
describe the motion of an electric train in a traction
system
x(t)
i,(t)
=
=
v{t)
-k(v)
- g(x) +
T(t)
where
x(t)
v(t)
k{v)
g{x)
T{t)
The
= linear displacement of train

linear velocity of train
= train resistance force [odd function off, with the properties
and dk(v)\dv > 0]
k(0) =
= force due to gravity for a nonlevel track or due to curvature of track
= tractive force
electric
motor
that provides the traction force
is
described by the following
relations
= Kb ^>(t)v{t) +
= Km <f>{t)ia (t)
e(t)
T(t)
Ria {t)
where
R =
armature resistance
= magnetic flux = Kf f (i)

e(t) = applied voltage
Km Kb = proportional constants
a {t) = armature current
i/(f) = field current
i
<j>(t)
(a)
Consider that the motor

k{v)
is
= Bv(t), and R =
Consider that
system. g{x)
(c)
a dc series motor so that a {t) = i(t); g(x) = 0,

The voltage eU) is the input. Show that the system
is
described by the following set of nonlinear state equations
x(t)
(b)
0.
ia (t)
0,
Consider that
f (t)
k(v)
<f>(t) is
v(t)
is
the input
and derive the
= Bv(t).
the input, g(x)
0, k(v) =
Bv{t),
and derive the
state
equations of the system.

5.14.
Figure P5-14 shows a gear-coupled mechanical system.

(a) Find the optimum gear ratio n such that the load acceleration,
(b)
maximized.
Repeat part
(a)
when
the load drag torque
TL
is
zero.
<X L ,
is
Chap. 5
Problems
257
N,
=
\
Jl
V
1
/
4
V
N, EE
Figure P5-14.
5.15.
(a)
Write the torque equations of the system
j-'k8
in Fig.
P5-15 in the form
where 8 is a 3 x 1 vector that contains all the displacement variables, 9

U
J is the inertia matrix and K contains all the spring constants.
2 and 8 3
Determine J and K.
,
7
%
Figure P5-15.
(b)
Show
that the torque equations can be expressed as a set of state equations
of the form
= Ax
where
o
--L!.i
A=r_-j-'k o_
;
(c)
5.16.
Consider the following
set
K2 =
3000, Ji
1,
J2
of parameters with consistent units:
5,
J3
2,
and
K =
3
A",
1000,
1000. Find the matrix A.
Figure P5-16 shows the layout of the control of the unwind process of a cable
reel with the object of maintaining constant linear cable velocity. Control
is
established by measuring the cable velocity,
signal,
and using the error to generate a control
comparing
signal.
it
with a reference
A tachometer is used to
sense the cable velocity. To maintain a constant linear cable velocity, the
angular reel velocity 9 R must increase as the cable unwinds; that is, as the
effective radius of the reel decreases. Let
D=
cable diameter
W = width of reel
jR
= 0.1
2
ft
effective radius of reel
(empty
reel)
2 f
258
Chap. 5
v:
'OrIM^
Motor
Tachometer
+
em
Amplifier
Figure P5-16.
Rf =
R=
effective radius
of reel
effective radius
of reel
(full reel)
= moment of inertia of reel = 18 J? 4 = linear speed of cable, ft/sec

e, = output voltage of tachometer, volts
Tm (t) = motor torque, ft-lb
emit) = motor input voltage, volts
K = amplifier gain
JR
200
ft-lb-sec 2
vR
Motor
inertia
and
friction are negligible.
The tachometer
E,{s)
VR(s)
and the motor
transfer function
transfer function
is
+ 0.5s
is
Tm (s)
Em {s)
50
s
Write an expression to describe the change of the radius of the reel R as a

function of 6 R
(b) Between layers of the cable, R and JR are assumed to be constant, and the
system is considered linear. Draw a block diagram for the system and indicate all the transfer functions. The input is e r and the output is vR
(a)
(c)
Derive the closed-loop transfer function
VR (s)/E (s).
r
6
Time-Domain Analysis
of Control
6.1
Systems
Introduction
Since time
is used as an independent variable in most control systems, it is usuof interest to evaluate the time response of the systems. In the analysis
problem, a reference input signal is applied to a system, and the performance of
the system is evaluated by studying the response in the time domain. For
ally
instance, if the objective of the control system
is
follow the input signal as closely as possible,

and the output as functions of time.
necessary to compare the input
it is
to have the output variable
The time response of a control system is usually

and the steady-state response.
the transient response
response, then, in general,
it
may
c(t)
divided, into
two
parts:
If c(t) denotes a time
be written
c,(t)
c(t)
(6-1)
where
= transient response
c n(t) = steady-state response
c,(t)
The
definition of the steady state has not
analysis
it is
been entirely standardized. In circuit

sometimes useful to define a steady-state variable as being a constant
with respect to time. In control systems applications, however, when a response

has reached its steady state it can still vary with time. In control systems the
steady-state response is simply the fixed response when time reaches infinity.
Therefore, a sine wave
ior
is
is considered as a steady-state response because its behavany time interval, as when time approaches infinity. Similarly, if
described by c(t) = t, it may be defined as a steady-state response.
fixed for
a response
is
259
260
Chap. 6
of Control Systems
Transient response
as time
becomes
is
defined as the part of the response that goes to zero
large. Therefore, c,(t)
lim
has the property of
c,(f)
(6-2)
It can also be stated that the steady-state response

which remains after the transient has died out.
All control systems exhibit transient
is
that part of the response
phenomenon
to
some
extent before a
reached. Since inertia, mass, and inductance cannot be avoided

in physical systems, the responses cannot follow sudden changes in the input
instantaneously, and transients are usually observed.
steady state
The
is
transient response of a control system
is
of importance, since
it is
part
of the dynamic behavior of the system; and the deviation between the response
and the input or the desired response, before the steady state is reached, must
be closely watched. The steady-state response, when compared with the input,
gives an indication of the final accuracy of the system. If the steady-state
response of the output does not agree with the steady state of the input exactly,
the system
6.2
is
said to have a steady-state error.
Typical Test Signals for Time Response of Control Systems
many electrical circuits and communication systems, the input excitations

to many practical control systems are not known ahead of time. In many cases,
the actual inputs of a control system may vary in random fashions with respect
Unlike
and speed of the

that
they cannot
so
manner,
unpredictable
an
target to be tracked may
a probThis
poses
expression.
mathematical
by
a
be expressed deterministically
to time.
For
instance, in a radar tracking system, the position
vary in
lem for the designer, since it is difficult to design the control system so that it
will perform satisfactorily to any input signal. For the purposes of analysis and
design, it is necessary to assume some basic types of input functions so that the
performance of a system can be evaluated with respect to these test signals. By
selecting these basic test signals properly, not only the mathematical treatment
of the problem is systematized, but the responses due to these inputs allow the
prediction of the system's performance to other more complex inputs. In a
design problem, performance criteria may be specified with respect to these test
may be designed to meet the criteria.

the response of a linear time-invariant system is analyzed in the frequency domain, a sinusoidal input with variable frequency is used. When the
input frequency is swept from zero to beyond the significant range of the system
signals so that a system
When
characteristics, curves in terms
of the amplitude ratio and phase between input
and output are drawn as functions of frequency. It is possible to predict the

time-domain behavior of the system from its frequency-domain characteristics.
To facilitate the time-domain analysis, the following deterministic test
signals are often used.
Step input function. The step input function represents an instantaneous

change in the reference input variable. For example, if the input is the angular
Typical Test Signals for Time Response of Control Systems
Sec. 6.2
261
position of a mechanical shaft, the step input represents the sudden rotation of
the shaft.
The mathematical representation of a
where
R is
a constant.
The
is
(6-3)
Or
r{t)
where u s (t)
is
>0
<0
K0 =
step function
Ru
The
step function as a function of time
is
(6-4)
s (t)
step function
shown
is
not defined at
0.
in Fig. 6-l(a).
(b)
(a)
Fig. 6-1. Basic
time-domain
function input, r(t)

(c)
Ramp
= Ru
for control systems, (a) Step
test signals
s (t).
(b)
Parabolic function input, r(t)
Ramp
function input, r(t)
Rtu s {t).
Rt 2 u s (t).
input function. In the case of the
ramp
function, the signal
is
con-
sidered to have a constant change in value with respect to time. Mathematically,
ramp
function
is
represented by
K0 =
t>0
."
?<0
\Rt
L
[0
(6
-5
or simply
/(f)
The ramp function
is
shown
Rtu s (0
(6-6)
in Fig. 6- 1(b). If the input variable is of the
the angular displacement of a shaft, the
ramp input
form of
represents the constant-
speed rotation of the shaft.

Parabolic input function.
input function
The mathematical representation of a parabolic
is
, ,
\Rt 2
>
262
of Control Systems
Chap. 6
or simply
<0 =
The
Rt*ut)
(6-8)
graphical representation of the parabolic function
These
test signals all
scribe mathematically,
become progressively
as a test signal since
have the
and from the
common
is
shown
in Fig. 6-l(c).
feature that they are simple to de-
step function to the parabolic function they
The step function is very useful

jump in amplitude reveals a great
faster with respect to time.
instantaneous
its initial
deal about a system's quickness to respond. Also, since the step function has, in
principle, a
wide band of frequencies in
continuity, as a test signal
it
its
spectrum, as a result of the jump dis-
equivalent to the application of numerous
is
sinusoidal signals with a wide range of frequencies.
The ramp function has
the ability to test
how
the system
would respond to
A parabolic function is one degree faster
a signal that changes linearly with time.
than a ramp function. In practice, we seldom find it necessary to use a test signal
faster than a parabolic function. This is because, as we shall show later, to track
or follow a high-order input, the system is necessarily of high order, which may
mean that stability problems will be encountered.
6.3
Time-Domain Performance of Control Systems

Steady-State Response
In this section
we
shall discuss the typical criteria
the time-domain performance of a control system.
system
used for the measurement of
The time response of a control
characterized by the transient response and the steady-state
may be
alternative, by a performance index that gives a qualitative

measure on the time response as a whole. These criteria will be discussed in the
response or,
as an
following.
Steady-State Error
It
was mentioned
accuracy
when a
earlier that the steady-state error is a
specific type
of input
is
measure of system
applied to a control system. In a phy-
sical system, because of friction and the nature of the particular system, the
steady state of the output response seldom agrees exactly with the reference
input. Therefore, steady-state errors in control systems are almost unavoidable,
and in a design problem one of the objectives is to keep the error to a minimum
or below a certain tolerable value. For instance, in a positional control system,
it is desirable to have the final position of the output be in exact correspondence
with the reference position. In a velocity-control system, the objective is to have
the output velocity be as close as possible to the reference value.
If the reference input r{t) and the controlled output c(t) are dimensionally
the same, for example, a voltage controlling a voltage, a position controlling a
position,
and so on, and
the error signal
is
are at the
same
level
or of the same order of magnitude,
simply
e(t)
= r(t) -
c{t)
(6-9)
Time-Domain Performance
Sec. 6.3
However, sometimes
reference input that
may be
it
at the
is
same
controlled variable. For instance,
of Control
Systems
263
impossible or inconvenient to provide a
even of the same dimension as the

be necessary to use a low-voltage
level or
may
it
source for the control of the output of a high-voltage power source; for a
velocity-control system
it is
more
practical to use a voltage source or position
input to control the velocity of the output shaft.
Under
these conditions, the
error signal cannot be defined simply as the difference between the reference
input and the controlled output, and Eq. (6-9) becomes meaningless. The input
and the output
must be of the same dimension and
signals
before subtraction. Therefore, a nonunity element, H(s),

in the
feedback path, as shown in Fig.
/\
r(t)
6-2.
The
is
at the
same
level
usually incorporated
error of this nonunity-feedback
e(0
cit)
G(s)
>
as)
R(s)
bit)
H(s)
Bis)
Fig. 6-2.
control system
is
Nonunity feedback control system.
defined as
e (0
r{t)
&{s)
R(s)
b(t)
(6-10)
or
For example,
is
if
a 10-v reference
a constant and
error signal
is
equal to
0.1.
is
B(s)
R(s)
H(s)C(s)
(6-1 1)
used to regulate a 100-v voltage supply,
When
the output voltage
is
exactly 100
the
is
f(0= 10-0.1-100 =
As another example
let
(6-12)
shown
is a
used as a reference to control the
us consider that the system
velocity-control system in that the input r(t)
output velocity of the system. Let
we need a
v,
c(t)
is
in Fig. 6-2
denote the output displacement. Then,
device such as a tachometer in the feedback path, so that H(s)
Thus the error
in velocity
is
K,s.
defined as
e (0
r{t)
b{t)
r{t)
k;-
(6-13)
dc(t)
dt
The error becomes zero when the output velocity dc(i)\dt is equal to r(i)\K
The steady-state error of a feedback control system is defined as the error
when time reaches infinity; that is,
t
steady-state error
lim
e(t)
(6-14)
264
of Control Systems
With reference
Chap. 6
to Fig. 6-2, the Laplace-transformed error function
By use of the
s&(s) is to
^ = r+W)W)
(6 ' 15)
final-value theorem, the steady-state error of the system

e ss
where
is
lim
have no poles that
e(t)
lie
lim s&(s)
(6-16)
on the imaginary
lim
*fffr).
,
axis
and
in the right half
we have
of the s-plane. Substituting Eq. (6-15) into Eq. (6-16),

e ss
is
(6-17)
>
which shows that the steady-state error depends on the reference input R(s)
and the loop transfer function G(s)H(s).
Let us first establish the type of control system by referring to the form of
G(s)H(s). In general, G(s)H(s)
G(s)H(s)
{)
may
be written
KV+T s){l + T s)...{l + T m

2
+ T s)(l + T s)
s'(l
(1
s)
(6m
{t 1V)
+ T s)
n
K and all the Ts are constants. The type of feedback control system refers
= 0. Therefore, the system that is described by the G(s)H(s) o(Eq. (6-1 8) is of type/, wherey = 0, 1,2, ... The values
where
to the order of the pole of G(s)H(s) at s
and the Ts are not important to the system type and do not affect the
value of the steady-state error. For instance, a feedback control system with
of m,
n,
G <*M*>
is
of type
1,
since j
= /+^(1+1)
(6 " 19)
1.
Now let us consider the effects of the types of inputs on the

error. We shall consider only the step, ramp, and parabolic inputs.
steady-state
Steady-state error due to a step input. If the reference input to the control
is a step input of magnitude R, the Laplace transform of the
Equation (6-17) becomes
system of Fig. 6-2

input
is
R/s.
sR(s)
i:
"
+ G(s)H(s)
~~
G(s)H(s)
~~
1
R_
lim G(s)H(s)
fi
?m
'
For convenience we define
Kp =
where K
is
the positional error constant.

e
We
see that for e ss to be zero,
infinite. If
lim G(s)H(s)
G(s)H(s)
is
"
(6-21)
Then Eq.
(6-20)
is
written
= TTK,
when
(6 " 22)
the input
described by Eq. (6-18),
is
we
a step function,
see that for
Kp
must be
to be infinite,
j must be at least equal to unity; that is, G(s)H(s) must have at least one pure
integration. Therefore, we can summarize the steady-state error due to a step
Sec. 6.3
of Control
Systems
265
input as follows:
system
type
type
-"
(or higher) system:
Steady-state error due to a
of Fig. 6-2
ramp
is
K,
constant
system
input. If the input to the control
is
r(t)
where
e ss
~ +
=
(6-23)
Rtu,(t)
a constant, the Laplace transform of
r(t) is
(6-24)
If
we
Mm
ss
we have
V"o s
sG(s)H(s)
(6-25)
lim sG(s)H(s)
define
K =
v
lim sG(s)H(s)
velocity error constant
(6-26)
Eq. (6-25) reads

(6-27)
K.
which is the steady-state error when the input

due to a ramp input is shown in Fig. 6-3.
c(t)
is
ramp
function.
typical e s
e ss
Reference input
r(l)
R/Kv
= Rtu s (t)
Fig. 6-3. Typical steady-state error
due to a ramp input.
Equation (6-27) shows that for e ss to be zero when the input

Kv must be infinite. Using Eq. (6-18) and (6-26),
is
ramp
function,
K =
v
lim sG(s)H(s)
s-0
Therefore, in order for
lim
J
s-0 S
to be infinite, j
j=
must be
0,1,2,.
(6-28)
at least equal to two, or the
system must be of type 2 or higher. The following conclusions
may be
stated
266
of Control Systems
Chap. 6
with regard to the steady-state error of a system with ramp input:

type
type
system
e ss
oo
system:
e ss
--
e ss
type 2 (or higher) system:
constant
Steady-state error due to a parabolic input. If the input

r(t)
the Laplace transform of
= \u
2
described by
(6-29)
s {t)
r(t) is
= -J
R(s)
The
is
(6-30)
steady-state error of the system of Fig. 6-2
is
R
"
(6-31)
lim s 2 G{s)H(s)
Defining the acceleration error constant as
K =
a
the steady-state error
lim s 2 G(s)H(s)
(6-32)
is
e ss
(6-33)
The following conclusions can be made with regard
to the steady-state error of
a system with parabolic input:
= constant
e ss
system:
type 2 system:
type 3 (or higher) system

a
oo
e ss
type
As
e ss
=
=
system:
type
summary of the error analysis,
oo
among the
the relations
error constants,
the types of the system, and the input types are tabulated in Table 6-1.
transfer function of Eq. (6-18)
Table 6-1
Summary
is
used as a reference.
of the Steady-State Errors
Due
to Step,
Ramp,
and Parabolic Inputs
Type of
System
-is
Ap
js
Ay
v-
Aa
&ss
Step
Ramp
Input,
Input,
if
1 ~r Jy p
\
oo
oo
oo
e ss
oo
oo
oo
e ss
=
=
=
_ R
is
Input,
^ SS
_ R
T^~
A
a
A;,
"
=
1
^**
Parabolic
+K
e ss
e ss
e 3S
=
=
=
^
e ss
The
Sec. 6.3
of Control
Systems
267
should be noted that the position, velocity, and acceleration error constants are significant in the error analysis only when the input signal is a step
function, a ramp function, and a parabolic function, respectively.
It
It
should be noted further that the steady-state error analysis in this section
conducted by applying the final-value theorem to the error function, which is

defined as the difference between the actual output and the desired output signal.
In certain cases the error signal may be defined as the difference between the
output and the reference input, whether or not the feedback element is unity.
For instance, one may define the error signal for the system of Fig. 6-2 as
is
e(t)
lit)
(6-34)
c(t)
Then
()
G(s)[H(s)
l]
R()
(6 . 35)
and
e
It
here
-lims l
G(s)[H(s)
l]
(6-36)
R(s)
should be kept in mind that since the steady-state error analysis discussed
on the use of the final-value theorem, it is important to first check to
relies
see if sE(s) has
any poles on the ja>
axis or in the right half of the j-plane.
is, of course, that they do

not give information on the steady-state error when inputs are other than the
One
of the disadvantages of the error constants
three basic types mentioned. Another difficulty

error
is
is
that
when
the steady-state
a function of time, the error constants give only an answer of infinity,
and do not provide any information on how the error
varies with time.
present the error series in the following section, which gives a
We shall
more general repre-
sentation of the steady-state error.
Error Series
In this section, the error-constant concept
of almost any arbitrary function of time.
We
is
generalized to include inputs
start
with the transformed error
function of Eq. (6-15),
S ^>
r+Mm
(6 " 37)
or of Eq. (6-35), as the case may be.

Using the principle of the convolution integral as discussed in Section
the error signal e(t)
may be
(r)
where
we (r)
is
3.3,
written
J" _
w e (t)r{t
- t) dx
(6-38)
the inverse Laplace transform of
W^= +G \s)H(s)
<
W9
>
which
is
known
If the first
as the error transfer function.
n derivatives of r(t) exist for
all
values of
/,
the function r(t
t)
268
of Control Systems
Chap. 6
can be expanded into a Taylor

r(t
where
T)
series; that
r(t)
xr(t)
is,
- ^r(t) +
|if(/)
...
(6-40)
first derivative of r(t) with respect to time.

considered to be zero for negative time, the limit of the convolution integral of Eq. (6-38) may be taken from
to t. Substituting Eq. (6-40)
represents the
r(t)
Since
r(t) is
into Eq. (6-38),
we have
w.(T)[r(0
+ ff (0 - yj'C) +
*H?)
.]
rfr
(6-41)
w e (r) dx
lit)
As
xw e (x) dx
r(t)
f ^w.(i) dx
r(t)
before, the steady-state error
approaches
is
obtained by taking the limit of
= lim e(t) =
lim
w e (x)dx-f
r,(t)\
xw e (x)dx
(t)\
(6-42)
e,(f)
where et) denotes the steady-state part of e (t) and

e.(t)
e(t) as
thus
infinity;
is
given by
r s (t)\
~^\{x)dx
(6-43)
and
r,(t)
^(0
^w,(x)dz
denotes the steady-state part of
r(t).
Let us define
C =
{x)
dx
Ci
xwx) dx
J
C2 =
Equation (6-42)
e,(0
which
is
=C
is
x 2 w e (x) dx
(6-44)
= (-l)TT"W
(TVT
J
e
written
r,(t)
C,r,(0
called the error series,
+ ^(f) +
and the
+ ^r(/) +
coefficients,
C C C2
,
];
(6-45)
C are
defined as the generalized error coefficients, or simply as the error coefficients.
The
error coefficients
may be
transfer function, W,(s). Since W,(s)
transform,
readily evaluated directly
and w e (x) are
from the error
related through the Laplace
we have
W. is)
= P w,(t>-" rft
J
(6-46)
Sec. 6.3
Taking the
limit
on both
of Control
sides of Eq. (6-46) as s approaches zero,
lim
e (s)
269
we have
f w (T)e"" dx
lim
i-o
sô
Systems
>
(6-47)
=C
The
derivative of
Ws) of Eq.
(6-46) with respect to s gives
-f^ =
ds
Tw e (r)e " di
Jo
(6-48)
= de'"
from which we
get
C,
The
rest
lim
4EM-
.-o
ds
(6-49)
of the error coefficients are obtained in a similar fashion by taking suc-
cessive differentiation of Eq. (6-46) with respect to
Cz =
3
The following examples

its
(6-50)
ds 2
lim)
ds
(6-51)
v
*ô
and
Therefore,
^M
lim
,ô
C =
s.
illustrate the general application
of the error
series
advantages over the error constants.
Example
In this illustrative example the steady-state error of a feedback control

system will be evaluated by use of the error series and the error coef-
6-1
ficients.
Consider a unity feedback control system with the open-loop
transfer function given as
G(s)
Since the system
Thus the
is
of type
= j^-j
(6-53)
= K, Kv = 0, and a = 0.
p
due to the three basic types of inputs are as
0, the error constants are
steady-state errors of the system
follows
unit step input, u,(t):
e ss
unit
ramp
input, tu s (t)
unit parabolic input,
Notice that
state error
is
when
infinite in
the input
is
either a
magnitude, since
it
e ss
2
u s (t):
e ss
ramp or a
=
=
oo
oo
parabolic function, the steady-
apparently increases with time.
that the error constants fail to indicate the exact
function increases with time. Therefore, ordinarily,
manner
in
It is
apparent
which the steady-state
if the steady-state response of this

system due to a ramp or parabolic input is desired, the differential equation of the system must be solved. We now show that the steady-state response of the system can
actually be determined
from the error
series.
270
of Control Systems
Using Eq.
(6-39),
Chap. 6
we have for
system
this
^> = r+W) = rFXTT

The
(6 " 54)
error coefficients are evaluated as
C =
= Kjr-x-f
+
lim W.(s)
(6
j^.0
<=il-T = (rTTF
C = ~d^- = + *)3
Although higher-order
Now
let
(6 " 57)
(1
can be obtained, they
coefficients
The
as their values will be increasingly smaller.

<?.(0
55 >
(6 " 56)
>
= YTK r*W +
W+
+K)*
(1
become
will
error series
"''
+^)
(1
less significant
written
is
>
(?)
(6 " 58)
us consider the three basic types of inputs.

1
When
tives
the input signal
of
r,(f)
is
a unit step function,
The error
are zero.
*,(0

2.
When
and
result given
(t),
and
all
deriva-
(6-59)
by the error-constant method.
a unit ramp function, r s (t) = tu s (t), r s {t) = u s (t),

higher-order derivatives of r s (t) are zero. Therefore, the error series
the input signal
all
=u
r s (t)
series gives
is
is
- (0
TTT-F
+ K t'
_1
+ TTZTÎ
(1 +KY
which indicates that the steady-state error increases
The error-constant method simply

error
3.
all
fails
linearly
60)
with time.
yields the result that the steady-state
to give details of the time dependence.
input, rt)
(t
/2)u s (t), r s (t)
tu s (t), r s (t)
u s {t), and
higher derivatives are zero. The error series becomes

*.(0
4.
but
infinite
is
For a parabolic
(6
-(')
= [y^k T + (TTkT2 - inhcy] ' w

'
(6 " 61)
In this case the error increases in magnitude as the second power of /.

Consider that the input signal is represented by a polynomial of t and an
exponential term,
r(f)
where a
[o
+a +
t
^+
e-~jujf)
(6-62)
a it a 2 and a 3 are constants. Then,

,
r,(f)
fit)
rXt)
+ <M + ^],(0
[a
= (i + a 2 t)u
= a 2 u (t)
(6-63)
(6-64)
s (t)
(6-65)
In this case the error series becomes

e,0)
=
1
+ K n(t) +
(1
+K)
M-
K
(i
+^)3 ^(f)
(6
" 66
>
Sec. 6.4
Example
In this example
6-2
stant
is
we
shall consider
a situation in which the error cona solution to the steady-state
totally inadequate in providing
error. Let us consider that the input to the
6-1
is
(D
sin (D
(6-67)
= 2. Then
= sin (D
= (D cos (D
r,(t) = -Oil sin (D
r (t) = -G>1 cos (D
r,(i)
rjit)
The
e,(t)
system described in Example
a sinusoid,
r(t)
where
of Control Systems / 271
(6-68)
t
error series can be written
= [c -
2y C0
4T o
sin
V +
[Cio
-yfcoS
cos (D
(6-69)
Because of the sinusoidal input, the error series is now an infinite series. The conis important in arriving at a meaningful answer to the steady-
vergence of the series
state error. It is clear that the

(D
convergence of the error

K to be 100. Then
series
depends on the value of
and K. Let us assign the value of
C =
Cl
YTH = 00099
= (1 +K? = 00098
c* = ~ (i
K
+Ky = 0000194
6K
"
C = (i
+
, =
xy
3
Thus, using only the
first
x 10" 8
four error coefficients, Eq. (6-69) becomes
et) =i ro.0099
L
5.65
+ a0029 194 -4lJ sin It + 0.0196 cos It
0.01029 sin It
(6
70 )
0.0196 cos It
or
e,(0
~ 0.02215 sin {It + 62.3)
Therefore, the steady-state error in this case
6.4
is
(6-71)
also a sinusoid, as given
by Eq.
(6-71).
Time-Domain Performance of Control Systems

Transient Response
The
transient portion of the time response
time becomes large.

a stable system
diminish and
is
is
Of course,
is
that part which goes to zero as
the transient response has significance only
when
referred to, since for an unstable system the response does not
out of control.
272
of Control Systems
The
Chap. 6
transient performance of a control system
is
usually characterized by
the use of a unit step input. Typical performance criteria thai are used to characterize the transient response to
rise time,
and
settling time.
a unit step input include overshoot, delay time,

Figure 6-4 illustrates a typical unit step response of
Maximum
overshoot
Fig. 6-4. Typical unit step response of a control system.
a linear control system. The above-mentioned
with respect to
criteria are defined
the step response:

1.
Maximum
overshoot.
The maximum overshoot
is
defined as the
largest deviation of the output over the step input during the transient state.
The amount of maximum overshoot is also used as a

relative stability of the system. The maximum over-
measure of the
shoot
is
often represented as a percentage of the final value of the
step response; that
per cent
maximum
is,
overshoot
= maximum overshoot
final
value
X 100%
(6-72)
2.
Delay time. The delay time
Td is
defined as the time required for the
step response to reach 50 per cent of

3.
Rise time.
The
rise
time
is
from 10 per cent

Sometimes an alternative measure is
step response to rise
its final
value.
defined as the time required for the

to 90 per cent of
its final
value.
to represent the rise time as a
Transient Response of a Second-Order System /
Sec. 6.5
273
reciprocal of the slope of the step response at the instant that the
response
is
equal to 50 per cent of
Settling time.
4.
The
settling
time
its final
is
value.
defined as the time required for
the step response to decrease and stay within a specified percentage
of its
The four
final value.
A frequently used figure is
quantities defined above give a direct measure of the transient
characteristics of the step response.
when
sure
tities
5 per cent.
a step response
is
These quantities are
relatively easy to
mea-
already plotted. However, analytically these quan-
are difficult to determine except for the simple cases.
Performance Index
Since the general design objective of a control system is to have a small
overshoot, fast rise time, short delay time, short settling time, and low steadyit is advantageous to use a performance index that gives a measure
of the overall quality of the response. Let us define the input signal of a system
as r(t) and the output as c(t). The difference between the input and the output
state error,
is
defined as the error signal, as in Eq. (6-9). Sometimes
r(t) is
referred to as
the desired output.
In trying to minimize the error signal, time integrals of functions of the error
may be used as performance indices. For example, the simplest integral
signal
function of the error
is
dt
(6-73)
where /
is used to designate performance index. It is easy to see that Eq. (6-73)

not a practical performance index, since minimizing it is equivalent to minimizing the area under e{t), and an oscillatory signal would yield a zero area and
is
thus a zero
/.
Some of the
practical integral performance indices are
\"\e{f)\dt
J o
6.5
and there are many
others.
performance indices
is
[te{t)dt
Jo
f e\t)dt
JO
The subject of the design of control systems using

covered in Chapter 11.
Although true second-order control systems are rare in practice, their analysis
generally helps to form a basis for the understanding of design and analysis
techniques.
state
Consider that a second-order feedback control system is represented by the

diagram of Fig. 6-5. The state equations are written
"x (0i
1
Ji(t)J
where and
co
\_-<ol
are constants.
-2Cco,
"*i(0"
r(t)
(6-74)
274
of Control
Systems
Chap. 6
x 2 (0+)/s
x,(0+)/s
Fig. 6-5. State
diagram of a second-order feedback control system.
The output equation
is
c(0
Applying the gain formula to the
colx^t)
state
(6-75)
diagram of
Fig. 6-5, the state transi-
tion equations are written
's
2Cco
-col
*i(0+)"
R(s)
(6-76)
s_\ix 2 (0+)
where
A=
The
2cos
For a
sin (co*s/l
*l(0
Vi -C
2
1
co sin g>V
1
col
yi-c
w*J\
=e"
fo "'
is
carried out with the help of
we have
unit step function input,
y/)
sin
co n
(6-77)
col
inverse Laplace transform of Eq. (6-76)
the Laplace transform table.
x 2 (t) J
s2
sin
awT-
(eoV 1
e^-'sinKVl -C 2 '-
*i(0+)
$)
.* 2 (0+)J
(6-78)
<t>\\
r>0
sin
co,,
VI -C 2
'
where
y/
tan
yi-c
(6-79)
=
Although Eq.
terms of the
tan
-,yi-c
(6-80)
(6-78) gives the complete solution of the state variables in
initial states
and the unit step input,
it is
a rather formidable-looking
expression, especially in view of the fact that the system
is
only of the second
order. However, the analysis of control systems does not rely completely on the
The development of
performance by use of
evaluation of the complete state and output responses.

linear control theory allows the study of control system
275
Transient Response of a Second-Order System /
Sec. 6.5
and the
characteristic equation.
We shall show that
a great
deal can be learned about the system's behavior by studying the location of the
roots of the characteristic equation.
The closed-loop transfer function of the system is determined from

C()
col
R(s)
The
zero
that
(6
K
+ col
2gv
Fig. 6-5.
. 81
)
}
is
obtained by setting Eq. (6-77) to
col
is,
A=
2Ccos
(6-82)
For a unit step function input, R(s)

I Is, the output response of the system
determined by taking the inverse Laplace transform of
is
C(s)
=
s{s
Or,
c(t) is
f'
2cos
(6-83)
+ col)
determined by use of Eqs. (6-75) and (6-78) with zero
= +
c(0
-CoJnf
co*/l
7r=c sSin
tan -,-v/l-C
-c
initial states
2
t
>
(6-84)
study the relationship between the roots of the characteristic
equation and the behavior of the step response
c(t).
The two
roots of Eq. (6-82)
are
su
The
s2
=
=
-fco jco a/1
-C
(0-83)
a.jco
physical significance of the constants
and
, co n , a,
co is
now
described
as follows:
As
seen from Eq. (6-85),
multiplied to
in the exponential
a>, and a appears as the constant that is

term of Eq. (6-84). Therefore, a controls the
and decay of the time response. In other words, a controls the

"damping" of the system and is called the damping constant or the damping
rate of rise
factor.
The
When
inverse of a, 1/a,
is
proportional to the time constant of the system.
the two roots of the characteristic equation are real and identical
From
we
we
damping
occurs when f = 1. Under this condition the damping factor is simply a = co.
Therefore, we can regard as the damping ratio, which is the ratio between the
actual damping factor and the damping factor when the damping is critical.
co is defined as the natural undamped frequency. As seen from Eq. (6-85),
call the
system
critically
damped.
Eq. (6-85)
see that critical
when
the damping is zero,

0, the roots of the characteristic equation are
imaginary, and Eq. (6-84) shows that the step response is purely sinusoidal.
Therefore, con corresponds to the frequency of the undamped sinusoid.
Equation (6-85) shows that

co
However, since unless C
0,
tion. Therefore, strictly, co is
= aw^ -
(6-86)
the response of Eq. (6-84) is not a periodic funcnot a frequency. For the purpose of reference co is
sometimes defined as conditional frequency.
276
of Control
Systems
Chap. 6
l'u
Root
s-plane
)
;,
= >/!--r 2
\
N
"
*-a =
$u
Root
Fig. 6-6. Relationship
between the characteristic equation roots of a

C, co, and to.
second-order system and a,
Figure 6-6 illustrates the relationship between the location of the characteristic
equation roots and a,
shown,
a> is
C> cu,
and
ca.
For the complex-conjugate roots

The
the radial distance from the roots to the origin of the s-plane.
damping factor a is the real part of the roots; the conditional frequency is the
imaginary part of the roots, and the damping ratio is equal to the cosine of
the angle between the radial line to the roots and the negative real axis; that
cos 9
Figure 6-7 shows the constant-cw
loci,
is,
(6-87)
the constant-^
loci,
the constant-a
and the constant-cu loci. Note that the left-half of the j-plane corresponds to positive damping (i.e., the damping factor or ratio is positive), and the
right-half of the j-plane corresponds to negative damping. The imaginary axis
corresponds to zero damping (a = 0, = 0). As shown by Eq. (6-84), when
the damping is positive, the step response will settle to its constant final value
because of the negative exponent of e~ Ca*. Negative damping will correspond
to a response that grows without bound, and zero damping gives rise to a sustained sinusoidal oscillation. These last two cases are defined as unstable for
loci,
linear systems. Therefore,

teristic
we have demonstrated that the
location of the charac-
equation roots plays a great part in the dynamic behavior of the transient
response of the system.
The effect of the characteristic-equation roots on the damping of the second-
Sec. 6.5
s-plane
\
^ \\
XyA J
'
/to
277
s-plane
f = o
Negative
>N
Positive
damping
damping
Positive
damping
'
/]
1
Negative
damping
f2>fl
r = o
(b)
/CO
/OJ
,
s-plane
s-plane
Positive
Negative
damping
damping
co 2
00,
-2
-t-
-Oij
-3
-to,
Positive
Negative
damping
damping
a2
-co 2
>a >0
l
<*
(d)
(c)
Fig. 6-7. (a) Constant natural
damping
ratio loci, (c) Constant
undamped frequency loci, (b) Constant

damping factor loci, (d) Constant condi-
tional frequency loci.
is further illustrated by Figs. 6-8 and 6-9. In Fig. 6-8, co is held

oo to +oo. The following
constant while the damping ratio C is varied from
classification of the system dynamics with respect to the value of is given
order system
<C<
s u s2
-Ccon
j(O *J\~
n
underdamped case
critically
C>i
C = o
Si, s 2
C<o
damped
case
overdamped case
t ,
s2
= /cu
= Ca> jco^/l
undamped
case
negatively
damped
case
/oo
x-plane
r=o
_^
<?<!/'
0>f>-l
?=
r>i
*-
5l
f<-I
t-
f-
yo>r>-i
r
Fig. 6-8.
damping
=o
Locus of roots of Eq. (6-82) when

+oo.
ratio is varied from -o to
,.
a> is
held constant while the
/"
c(,t)
s-plane
*-
-X
f>l
/OJ
x-plane
f=l
x-plane
/
c(/)
o<r<i
*-f
X
Fig. 6-9.
278
Response comparison for various root locations
in the x-plane.
Sec. 6.5
Transient Response of a Second-Order

System /
279
c(t)
/co
s-plane
>~ct
f =
/CO
s-plane
0>f>-l
/CO
s-plane
r<-i
Fig. 6-9 (Cont.).
Figure 6-9 illustrates typical step responses

that correspond to the various root
locations.
In practical applications only stable

systems are of interest. Therefore
when f is positive are of particular interest. In
Fig. 6-10 is plotted the
variation of the unit step response described
by Eq. (6-84) as a function of the
normalized time cot, for various values of
the damping ratio
f. It is seen that
the response becomes more oscillatory
as decreases in value When r
i
there is no overshoot in the step response;
that is, the output never exceedsThe
value of the reference input.
the cases
>
The exact relation between the damping ratio and

the amount of overshoot
can be obtained by taking the derivative
of Eq. (6-84) and
zero.
setting the result to
Thus
dc(t)
tcoe
-Zcon t
sin (cot
dt
t4)
(6-88)
-CcOnt
~
/i
_^
CQa
^/1
cos (a>t
4>)
t>0
280
of Control
Chap. 6
Systems
Fig. 6-10. Transient response of a second-order system to a unit step function input.
where
(j>
Equation (6-88)
dc(t)
dt
is
tan
-,
yi-c
(6-89)
simplified to
co
Jl -
e
"
-&,<
Therefore, setting Eq. (6-90) to zero,
cVl-C 2 ' =
si n
q^ î
we have
2,
oo
>
(6-90)
and
0,1,2,...
(6-91)
Sec. 6.5
Transient Response of a Second-Order Systems
281
or
nn
The first maximum value of the step response c(t) occurs at n

the time at which the maximum overshoot occurs is given by
max
1.
Therefore,
(6-93)
..,
/,
In general, for all odd values of n, that is, n

1
3, 5,
Eq. (6-92) gives
the times at which the overshoots occur. For all
even values of n, Eq. (6-92)
gives the times at which the undershoots occur, as
shown in Fig. 6-11. It is
interesting to note that, although the maxima and
the minima of the response
occur at periodic intervals, the response is a damped sinusoid
and is not a
periodic function.
,
c(t)
v7~p vT^p"
vT^T1
Fig. 6-11. Step response illustrating that the

periodic intervals.
vT^F
maxima and minima occur
at
The magnitudes of the overshoots and the undershoots can be

obtained by
Thus
substituting Eq. (6-92) into Eq. (6-84).
<\0
Im.x or
mm
==- sin (
r
Vi
-C 2
,
nn
tan"
^ZI^-)
[
il
"=1,2,3,...
(6-94)
or
C(OIorml.
= +
1
(-I)""'* "f=F
The maximum overshoot
maximum
overshoot
maximum
overshoot
obtained by letting n
and
per cent
(6-95)
=
= c max
is
in Eq. (6-95). Therefore,
lOOer*^ 1
e -'C/-/T=c
(6-96)
(6-97)
282
of Control
Chap. 6
Systems
0.8
0.6
0.4
Damping
1.0
1.2
ratio f
damping
Fig. 6-12. Per cent overshoot as a function of
ratio for the step
response of a second-order system.
Note that
for the second-order system, the
is
per cent
maximum
is
shown
maximum
overshoot of the step
only a function of the damping ratio. The relationship between the
response
overshoot and damping ratio for the second-order system
in Fig. 6-12.
From
Eqs. (6-93) and (6-94)
consideration, the
maximum
it is
seen that for the second-order system under
overshoot and the time at which
it
occurs are
all
For the delay time, rise time, and settling

time, however, the relationships are not so simple. It would be difficult to determine the exact expressions for these quantities. For instance, for the delay time,
we would have to set c(t) = 0.5 in Eq. (6-84) and solve for /. An easier way
would be to plot cotd versus as shown in Fig. 6-13. Then, over the range of
< < 1 .0 it is possible to approximate the curve by a straight line,
exactly expressed in terms of
and
co.
^~l+0.7
Thus the delay time
(6-98)
is
+ 0-7C
1
(6-99)
co
For a wider range of
a second-order equation should be used. Then

,
id
_1 + 0.6 + 0.15
=
(6-100)
CO
For the
rise
time
tr ,
which
is
the time for the step response to reach from
10 per cent to 90 per cent of its final value, the exact values can again be obtained
directly
from the responses of
Fig. 6-10.
The
plot of
Fig. 6-14. In this case the rise time versus relation
by a
cot r
versus
is
shown
in
can again be approximated
straight line over a limited range of . Therefore,
0.8
2.5
o<<
(6-101)
COn
better approximation
may be
obtained by using a second-order equation;
Sec. 6.5

/
283
= l+0.7f
H'rf
<
<%) _
R (s)
0.5
0.2
0.4
0.6
0.8
s2+2$us +
1.0
1.2
w n2
1.4
1.6
f
Fig. 6-13.
Normalized delay time versus f for a second-order control
system.
5.0
"i
4.0
2.0
-I
0.2
0.4
0.6
J_
0.8
1.0
1.2
?
Fig. 6-14.
Normalized
rise
time versus C for a second-order system.
then
~ +
l
,_
l-K+lAC 2
co
From
the definition of settling time,
settling time is the
shown
clear that the expression for the
most difficult to determine. However, we can obtain an approx-
imation for the case of

soid, as
it is
(6-102)
<f<
in Fig. 6-15.
by using the envelope of the damped sinu-
284
Time- Domain Analysis of Control Systems
Fig. 6-15.
Chap. 6
Approximation of settling time using the envelope of the decay-
ing step response of a second-order system (0
From
the figure
it is
clear that the
same
<
<
result is
1).
obtained with the approx-
imation whether the upper envelope or the lower envelope

c(t)
Solving for
cot s
from the
is
used. Therefore,
-CcOnl.
1.05
last equation,
(6-103)
we have
<oj,= -4-ln[0.05yi-C]
For small values of f, Eq. (6-104)
CO n t s
is
(6-104)
simplified to
= -y
(6-105)
or
s
Now
- c<
o<c<i
reviewing the relationships for the delay time,
(6-106)
rise time,
and
settling
seen that small values of f would yield short rise time and short delay
time. However, a fast settling time requires a large value for . Therefore, a
compromise in the value of should be made when all these criteria are to be
time,
it is
satisfactorily
met
in a design problem. Together with the
consideration on
maximum
overshoot, a generally accepted range of damping ratio for satisfactory all-around performance is between 0.5 and 0.8.
6.6
Time Response of
a Positional Control
System
we shall study the time-domain performance of a control system

whose objective is to control the position of a load that has viscous friction and
inertia. The schematic diagram of the system is shown in Fig. 6-16.
In this section
Sec. 6.6
Time Response of a Positional Control

System
285
dc motor
dc
amplifier
if
= constant
*
Error detector
t ^Q09
Fig. 6-16. Direct current

positional control system.
set
of potentiometers
form the error detector with

sensitivity
The
error detector sends a signal to
the dc amplifier which is
proportionafto *e
dtfference between the angular
positions of the reference input
shaft anS he
C UtPUt f he dC
""***" is USed to contro1 the armature of
dcmot
TH current
,!
a dc
motor. The
the
field of the dc motor is held
constant
The parameters of the system are given
as follows:
Sensitivity of error detector
K = 1/57.3 volt/deg =
A (variable)
* = 5Q
L = negligible
Jm = 10" lb-ft-sec*
Bm = negligible
BL = 0.1 lb-ft-sec
= 0.11b-ft-sec
= NJN 1 =
TV
K = 0.5 lb-ft/amp
s
Gain of dc amplifier
Resistance of armature of motor
Inductance of armature of motor
of rotor of motor
Friction of motor shaft
Inertia
volt/rad
Friction of load shaft

Inertia of load
/z,
Gear ratio
Torque constant of motor
The
first
step in the analysis
is
to write the equations for

the system
s
1.
Error detector:
9eQ)
e(t)
2.
This
cause-
= e (t) - exo
= KftJit)
r
DC amplifier:
ea {t)
= Ae(t)
(6-107)
(6-108)
(6-109)
286
of Control
3.
Chap. 6
Systems
Armature-controlled dc motor:
LjMl = - RJ {t) +
e a (t)
e{t)
where
b is
= K co m {t)
(6-111)
the back
emf constant of the motor
TJf)
Km
(6
jj-^- = -Bme co m +
(t)
where Jme and
Bme
= Jm +
Bme = Bm
Jme
4.
112 )
(6-113)
TJt)
respectively,
= lO' + 0.01(0.1) = 2
n*BL = 10" lb-ft-sec
n 2 JL
-\-
are the equivalent inertia and viscous frictional
by the motor,
coefficients seen
(6-1 10)
e b (t)
and
10- 3 lb-ft-sec 2
Output:
(6-114)
(6-1
5)
co m {t)
(6-116)
n8Jt)
(6-117)
0c(t)
The value of the back emf constant, Kb is not given originally, but a definite
relationship exists between Kb and K In the British unit system, K, is given in
lb-ft/amp and the units of the back emf constant are volts/rad/sec. With these
units, Kb is related to K, through a constant ratio. The mechanical power
,
developed in the motor armature

Pit)
Substituting Eqs. (6-111)
P(f)
Also,
it is
known
is
{see Sec. 5.7)
e b {t)i a {t)
ê
and
watts
(6-118)
b (t)it)
hp
(6-112) into Eq. (6-118),
= ^TJfyoJt)
hp
we have
(6-119)
that
Pit)
= -^Tjfajt)
hp
(6-120)
Therefore, equating Eq. (6-119) to Eq. (6-120) gives
A,
= 2a =
/40
0.737A.
(6-121)
or
K =
b
1.36*;
(6-122)
Thus, given K, to be 0.5 lb-ft/amp, K is found to be 0.68 volt/rad/sec.

Using Eqs. (6-107) through (6-116), the state equations of the system are
written in the matrix
form
as follows:
Sec. 6.6
Time Response
dia {ty
of a Positional Control
nAK,
dco m (t)
Bme
dt
J me
co m (t)
'me
287
[AK.1
r us)
dt
System
0,(0
(6-123)
dBJf)
dt
The output equation

drawn as shown in
is
is
[0(O
given by Eq. (6-117). The state diagram

of the system
Fig. 6-17.
9<a (0+)A
9 B m (0
+)/s
"AK.IL.
Fig. 6-17. State
When
diagram of the positional control system
the initial states are
function of the system
is
assumed to be
zero, the closed-loop transfer
obtained as
K AK n
0,(0
in Fig. 6-16.
*A.4l + V>U +
W) + K K
b
lS
+ K.AK,n
(6 " 124)
where
?.
^ me
The
~n
error between the reference input
0.(0
The open-loop
negligible
^ SeC
and the output
= JsW =
is
denned
as
0,(0-0,(0
G(s)
The
is
(6-125)
obtained by use of Eq. (6-124).
K,AK n
K ^meS{l +
t.j)(1
r me s)
+KK
b
(6-126)
lS
state
transition equations of the system

can be obtained from the state
diagram by use of the gain formula,
in the usual fashion. However,
the main
objective of this problem is to demonstrate
the behavior
of the time response of
288
Chap. 6
Systems
of Control
the positional control system with respect to the system parameters, and
sufficient to assume that all the initial states of the system are zero.
Since
(6-124)
is
La
is
negligible, t
and the closed-loop
0,
it
is
transfer function in Eq.
simplified to
K,AK,n
OJs)
R.Jm
d,{s)
y + (K K
t
+ R aB m .)s +
(&l27)
v
K,AK n
l
of the second order; thus it can be written in the standard

form of Eq. (6-81). The natural undamped frequency of the system is
Equation (6-127)
is
AK,n
w =
i V KR.Jm
s
(6-128)
v
"
The damping
ratio
is
_ K K, + RB me _ K K, + R B m
2jK AK,RJme n
2R Jme(o
a
When
(6-129)
the values of the system parameters are substituted into Eq. (6-127), the
closed-loop transfer function of the system becomes
JA -
5A
VJs)-s 1 +
34.5s
Suppose that the gain of the dc amplifier is
undamped frequency and
damping
the
=
C =
The
whose roots are

s u s2
arbitrarily set at 200.
The natural
31.6rad/sec
(6-131)
0.546
(6-132)
34.5s
(6-130)
'
l
5A
ratio are, respectively,

2
is
1000
(6-133)
-17.25 j26.5
(6-134)
Time Response to a Step Input
Consider that the reference input is a unit step function, 9,{t)

then the output of the system, under zero initial state condition, is
^=
'
or
fl
rA =-
4-
1000
+ 3^7+
9 <,-o.5 4 6<r
1.2e-
17
"'
The output response of the system

normalized time
(6 " ,35)
1000) J
^ n rn.R17m
sin (26.4?
is
u s (t) rad;
t -i-
ir.
-i-
tan"
1.53)
(6-136)
236.8)
plotted in Fig. 6-18 as a function of the
cot.
study the effects on the time response
when
the value of
Eq. (6-129), an increase in
A is varied. Note that in Eq. (6-128) and in

A increases the natural undamped frequency oj> but decreases the
damping ratio . For A = 1500, = 0.2, and = 86.2 rad/sec. The output
response to a unit step displacement input for A = 1500 is plotted as shown in
the gain
the gain
Sec. 6.6
Time Response
System
289
Bc {t)
Fig. 6-18.
the input
Time response of the positional control system

is
in Fig. 6-16
when
a unit step displacement.
Fig. 6-18. In this case the overshoot

is very high, although the rise
time and
delay time are apparently reduced. The
settling time is also shortened by the
increase in A, although the responses in Fig.
6-18 do not show this because the
time axis is normalized by .. In fact, in Fig. 6-18
the step response for A
1500 seems to take a longer time to reach the steady
state than that for A
200
This is distorted by the normalized time axis;
for A
1500, co
86 2 rad/sec
as compared to a>
31.6 rad/sec for A
200.
When A
is set
at a relatively
low value, 13.5, the damping ratio and the

are f
2.1 and
8.22 rad/sec, respectively
.
fcince
is greater than one, the step response corresponding to A
13 5 is overdamped. Table 6-2 gives the comparison of the time
responses of the system for
the three different values of A used.
natural
undamped frequency
m =
Table 6-2
Comparison of Transient Response of a Second-Order

Positional
Control System When the Gain Varies
Damping
Gain
13.5
200
1500
Ratio C
2.1
Maximum
(On
Overshoot
8.22
Tt
Tr
Ts
'max
0.325
1.02
1.51
0.546
31.6
0.13
0.043
0.064
0.174
0.2
0.119
86.6
0.52
0.013
0.015
0.17
0.037
290
of Control
When
Chap. 6
Systems
the value of
equation are determined
is set
and
A =
at 13.5
13.5
=
=
s u s2
,4=200
as
and 200, the roots of the
characteristic
listed as follows:
jj 2
-2.1, -32.4
-17.25 y26.
These roots, together with the ones for A = 1500, are located in the s-plane
in Fig. 6-19. In general, for any value of A, the roots of the character-
shown
teristic
equation are given by

Sl
,s 2
-17.25
1
-j-*/U90-20A
/86
= 1500
(6-137)
.s-plane
^
<-
A<0
,4
-2.1
= 135
.4
= 200
;26.5
A =
= 13.5
A<0
-/26.5
Root
A = 1500
A
Fig. 6-19.
Therefore, for values of
Root locus diagram of
A between
loci
/86
the system in Fig. 6-14.
zero and 59.5, the two roots are real and
lie
and the system is overdamped. For

values of A greater than 59.5, the roots are complex conjugate; the real parts of
the roots are equal to 17.25 and are not affected by the value of A. Therefore,
as A approaches infinity, the damping factor of the second-order system is always
-1
When A varies continuously between -co and o, the
equal to 17.25 sec
two roots of the characteristic equation trace out two continuous loci in the
s-plane, as shown in Fig. 6-19. In general, these are called the root loci of
on the negative
real axis in the s-plane,
the characteristic equation or of the control system. In control system studies a

root-locus diagram can be very useful for analysis and design once the relation-
ship between the root location
and the
transient behavior has been established.
In this case Fig. 6-19 shows that the second-order system

finite positive values of A.
When A
is
is
always stable for
negative, one of the roots
is
all
positive,
eC
'
Time Response
'
System
291
which corresponds to a time response that

increases monotonically with time
and the system is said to be unstable. The
dynamic characteristics of the transient
response as determined from the root-locus
diagram of Fig. 6-19 are summarized
as follows
Amplifier Gain
<A<
A
59.5
Characteristic Equation Roots
System Dynamics
Two
Overdamped
negative distinct real

roots
Two
59.5
negative equal real
59.5
-oo
<A <
Two complex
oo
conjugate roots
with negative real parts
<A<
Two
distinct real roots,
positive
one
and one negative
>
1)
damped
Critically
roots
= n
Underdamped
<
1)
Unstable system
(f
< 0)
Since the system under consideration is of

type 1, the steady-state error of
is zero for all positive values of
A, when the input is a step function
in other words, for a step input, the
positional error constant K, is to be used
Substituting the open-loop transfer function
G(s) for the system and H(s)
1
into Eq. (6-21), we have
the system
K
v
j>
"i? 5(s
Therefore, the steady-state error
is
The
(6
34.5)
'
138 )
given by Eq. (6-22) as
= T+X =
( 6 -139)
unit step responses of Fig. 6-18 verify

this fact.
Time Response to a
When
tem
5A
= lim
a unit
Ramp input
ramp function
input 0,(0
ot hig. 6-16, the output response
0,(0
From
JB-'
is
= /.(/) is applied to the control sys-
described by
UV +
2Cto.fi
the Laplace transform table, Eq. (6-140)
U0 = ~ S +
aWl'-C^
'
'
is
(6-140)
+ coi)
written
Sin [(a
^TZ=T
2
'
(6-H1)
where
= 2tan->Vl^
= 115 20' and 150 are sketched as
he
nSeS f r
P re
'
f,
Fig.
6-20
Notice that in this case the steady-state error
of the system
As seen from Eq. (6-141), the last term will decay
to zero as
infinity.
nT
.
(6 142)
shown
in
nonzero
time approaches
Therefore, the steady-state response
of the system due to a unit ramp
is
292
Chap. 6
of Control Systems
4.0
e(A = 200)
ea (A
3.0
= 1500) s
= 1500
e ss
0,(0 = tu s (t)
2.0
Fig. 6-20.
when
input
= 13.5
= 200
Output response (normalized) of the control system
the input
is
a unit
ramp
(A = 13.5)
in Fig. 6-16
function.
is
lim 6 c {t)
_2f
lim
(6-143)
<w.
It is
simple to see that the steady-state error due to the unit

2
34.5
is
is
(6-144)
5A
a>
which
ramp input
a constant.
A more systematic method of determining the steady-state

input is to use the velocity error constant K From Eq. (6-26),
error to a
ramp
v.
K,
lim sG(s)H(s)
lim
^3 = ^
(6-145)
Therefore, from Eq. (6-27),

1
result
34.5
(6-146)
of Eq. (6-144).
Equation (6-146) shows that the steady-state error is inversely proportional

if we choose to improve the steady-state accuracy of the system by increasing the forward gain, the transient response becomes
to the magnitude of A. However,
more
oscillatory.
This phenomenon
higher-order systems,
become
unstable.
if
is
rather typical in
the loop gain of the system
is
all
control systems. For
too high the system
may
Time Response
System
293
Transient Response of a Third-Order System

It
was shown
in the last section that if the armature

inductance L of the
neglected, the control system is of the second
order and is stable for
all positive values of A. Suppose
now that we let La
0.1 henry in the system in Fig. 6-16 and keep the other parameters
unchanged. The
dc motor
is
constant To
(6-124)
is
now
is
The closed-loop
0.02 sec.
now
&)
9 r (s)
__
armature time
by
y Eq
4
transfer function given
0.05,4
U.005<1
+ 2s) +
0.02j)(1
34s
or
js
1725^
s(s>
50.5,
50.5s 2
\725s
ris)
The
(6
1725)
"
148 )
"
149 )
is
250A
is
(6-150)
restored, the system is
13.5, the closed-loop transfer function
G)
at
(6
250,4
flcfr)
~W)~
of the third order.
(6 " 147 >
is
apparent that when the armature inductance

If we let
0.05,4
250,4

s3
It is
50.5**
transfer function
G (A
{S)
The
250,4
*(*)
0M
The open-loop
'
now
of Eq. (6-147) becomes
(1
0.48 j)(l
0.0298j
0.000616* 2 )
(6_151 )
characteristic equation has a real root at

s
-2.08 and two complex roots
24.2
j 32.2. For a unit step function input the output response is
fl e
(0
= -
I.06e-""
0.0667e--* sin(32.2<
1.88)
(6-152)
In Eq. (6-1 52), since the time constant
of the pure exponential term is more
than 10 times greater than that of the damped
sinusoid term, the transient response of 8t) is predominantly governed
by the
1
characteristic root at s
-2.08. The response due to the last term of
Eq. (6-152) decreases to zero very
rapidly with the increase of t. Comparing
Eq. (6-152) with Eq. (6-136) we see
that the damping factor for the second-order
system (L
0) is 17 25 whereas
for the third-order system (L.
0.1) the output response is governed by
the
exponential term, which has an equivalent
damping factor of 2.08 Thus the
third-order system will have a slower rise
time. This result is expected, since
the presence of inductance will slow
down the buildup of the armature current
thus slowing down the torque development
of the motor. However, higher inductance will cause a higher overshoot in the
step response, as shown in Fig 6-21
With
La -
factored as
0.1
H, and A
348, the characteristic equation of Eq. (6-150)

J
(*+50.5)(j*
Thus the
1725)
is
(6-153)
two imaginary roots at s = ;41 5 The

response corresponding to these imaginary
roots is an undamped sinusoid. The
characteristic equation has
l.O
1
1.4
/~\
/L
\
1.2
"
=0A
-
^=0.01^.^^
1.0
v/
0.8
0.6
0.4
0.2
i
i
0.1
0.2
0.3
0.4
0.6
0.5
Time (second)
Fig. 6-21.
Unit step response of the positional control system of Fig. 6-16
with varying inductance,
A =
200.
s-plane
A
A=
A=
<**-
= 348
13.5
/41.5
A =0
A
25.25
= 13.5
2.08
-/41.5
= 348
Fig. 6-22.
is
294
Root
loci of the characteristic
varied from zero to infinity.
equation of Eq. (6-150) when
Sec. 6.7
295
frequency of the sinusoidal response is 41.5 rad/sec.

When the roots of a characequation lie on the imaginary axis of the s-plane,
such as in the present
situation, the linear system is said to be on
the verge of instability.
Figure 6-22 shows the root loci of the characteristic
equation of Eq (6-150)
when A is varied from zero to infinity. For all values
of A greater than 348 the
two complex roots are found in the right-half
of the *-plane, and, with time
the step response of the third-order system
will increase without bound.
teristic
From this illustrative example we have learned that a

second-order system
always stable as long as the loop gain is finite
and positive; third- and higherorder systems may become unstable if the loop
gain becomes high.
is
6.7
Effects of Derivative Control on the
Time Response of
The
control systems considered thus far in

this chapter are all of the proportional type, in that the system develops
a correcting effort that is
proportional
to the
magnitude of the actuating signal only. The illustrative

example given in
Section 6.6 shows that a proportional type
of control system
has the limitation

or disadvantage that it is often difficult
to find a proper forward path gain so that
the steady-state and the transient responses
satisfy their respective requirements
Often, in practice, a single gain parameter
is seldom sufficient to meet the
design
requirements on two performance criteria.
It is logical
to perform other operations, in addition

to the proportional
signal. In terms of signal processing,
we may perform
a time derivative of the actuating signal.
Figure 6-23 shows the block diagram
control,
on the actuating
Qs)
Fig. 6-23.
Feedback control system with derivative control.
of a typical second-order feedback control

system with derivative control added
to the proportional control. In this case the
constant x d represents the amount
of derivative control used in proportion
to the ordinary proportional control
The open-loop transfer function of the system is now
E(s)-s(s
Analytically, Eq. (6-154)
2tco)
shows that the derivative control
addition of a simple zero at s
-i/ T,
<6
"
154 )
is equivalent to the
to the open-loop transfer function.
296
of Control
Chap. 6
Systems
de(t)
dt
(c)
Fig. 6-24.
Waveforms of c(/), e(t), and de(t)ldt showing the effect of derivaStep response, (b) Error signal, (c) Time rate of change of
tive control, (a)
error signal.
The
effect
of the derivative control on the transient response of a feedback
control system can be investigated by referring to Fig. 6-24. Let us assume that
the unit step response of a proportional type of system
is
shown
in Fig. 6-24(a).
The corresponding error signal e(t) and the time derivative of e{t) are as shown
in Fig. 6-24(b) and (c), respectively. Notice that under the assumed case the step
response exhibits a high peak overshoot. For a system that is driven by a motor
of some kind, this large overshoot is due to the excessive amount of torque
< t < t u during which the error
developed by the motor in the time interval
signal is positive. For the time interval f < t < t 3 the error signal is negative,
and the corresponding motor torque is negative. This negative torque tends to
reverse the direction of motion of the output, thus causing c(t) to undershoot
during t 3 < t < t 5 During the time interval t 3 < t < t 5 the motor torque is
again positive, thus tending to reduce the undershoot in the response caused by
the negative torque in the previous interval. Since the system is assumed to be
stable, the error amplitude is reduced with each oscillation, and the output
,
eventually
is
settled to its final desired value.
Considering the explanation given above,
we can
say that the contributing
Sec 6 7
'
factors to a high overshoot are as follows: (1)
297
positive correcting torque
< < is too large, and (2) the retarding torque in the time
< < is inadequate. Therefore, in order to reduce the overshoot
in the interval
interval
The
t,
/,
t2
in the step response, a logical
approach is, to decrease the amount of positive

correcting torque and to increase the retarding torque. Similarly, in
the time
interval t 2
t
r 4 , the negative corrective torque should be
reduced, and the
< <
retarding torque, which
is
now
in the positive direction, should
be increased in
order to improve the undershoot.
The
derivative control as represented
cisely the
compensation
by the system of
effect described in the last
Fig. 6-23 gives pre-
paragraph. Let us consider
that the proportional type of control system whose signals are

described in Fig.
6-24 is now modified so that the torque developed by the motor
is proportional
r d de(t)/dt. In other words, in addition to the error signal, a
signal that is proportional to the time rate of change of error
is applied to the
motor. As shown in Fig. 6-24(c), for
t
r the time derivative of e(t) is
negative; this will reduce the original torque developed due
to e(f) alone. For
to the signal e(t)
< <
<t <
r,
r2
both e?(r) and de(t)/dt are negative, which means that the negative
retarding torque developed will be greater than that of the
proportional case.
Therefore, all these effects will result in a smaller overshoot. It
is easy to see that
e(/) and de(t)Jdt have opposite signs in the time interval
r2
t
t3
therefore,
the negative torque that originally contributes to the
undershoot
,
< <
is
reduced
also!
Since de(t)jdt represents the slope of e{i), the derivative control

is essentially
an anticipatory type of control. Normally, in a linear system, if the
slope of e(t)
or c(f) due to a step input is large, a high overshoot will
subsequently occur.
The derivative control measures the instantaneous slope of e(t), predicts the
large
overshoot ahead of time, and makes a proper correcting effort
before the overshoot actually occurs.
It is apparent that the derivative control will
affect the steady-state error of
a system only if the steady-state error varies with time. If
the
steady-state error
of a system
constant with respect to time, the time derivative of this

error is
zero, and the derivative control has no effect on the
steady-state error. But if the
is
steady-state error increases with time, a torque is again developed

in proportion
which will reduce the magnitude of the error.
Consider that the positional control system of Fig. 6-16 is
to de(t)jdt,
modified by
replacing the dc amplifier with derivative control so that

the open-loop transfer
function is now
ee (s)
9e (s)
_
-
+ td s)
+ 34.5)
saq.
s(s
(6
" 155
Figure 6-25 illustrates the unit step responses of the

closed-loop system
13.5 and r d
0.01, 0.1, and 1.0. Notice that in the case of the low
value for A, an increasing value of t has the effect of slowing
d
down the response
and the damping is increased. Figure 6-26 illustrates the
unit step responses
when A
1500. In this case the damping is noticeably improved by
when A
tive control.
A =
When
xd
=
= 0.1, the overshoot is completely eliminated, but the step
1500, whereas with % d
14 per cent.
When
%d
the deriva6-18 shows that the overshoot is 52 per cent

for
0.01, the overshoot is reduced to approximately
0, Fig.
,4
1.0
= 13.5
Td =
O.OlX^s.
//
//
0.8
^=0.1
A = 13.5
Tj=1.0
A=
0.6
0.4 ~
II
13.5
0.2
2.0
1.0
3.0
4.0
(Seconds)
Fig. 6-25. Step responses of the positional control system of Fig. 6-16 with
derivative control;
A =
13.5.
^=0.01
0.03
0.02
0.04
0.05
(Seconds)
Fig. 6-26. Step responses of the positional control system of Fig. 6-16 with
derivative control
298
A =
500.
0.08
Sec 6 7
response
is
slow in reaching
response for r d
its final value.
299
Figure 6-26 also shows the step
1.0.
The effect of derivative control on the transient response of a feedback

control system can also be studied by referring to the open-loop
transfer function of Eq. (6-154). The corresponding closed-loop transfer
function of the
system
is
The
(2fa
is
*(*)
(2c0
xi(ol)s
(6_156)
+ oil
+ tco1;)s + =
2
(6-157)
Notice that the derivative control has the effect of increasing the coefficient
of
the s term by the quantity Td coJ. This means that the damping
of the system is
increased. Using the values as represented by Eq. (6-155),
the characteristic
equation becomes
s
(34.5
5Ard)s
5A
(6-158)
Figure 6-27 shows the loci of the roots of Eq. (6-158) when A
13.5 and x d is
varied from to oo. The improvement on the system damping
due to the derivative control is illustrated by the root loci of Fig. 6-28
with A set at 1500. Notice
that for small values of r, the roots of the characteristic
equation are still complex, although they are farther away from the imaginary
axis than those when
Td
0.
For
large values of z d , the roots
become
real.
/w
i-plane
'
Td
rd =0
-*
rd
fc
32.4
=Q
**-
Td ='
-2.1
Root loci of the characteristic equation of positional control

system with derivative control,* 2 + (34.5
5Ax d)s
5A
0,A = 13.5.
Fig. 6-27.
It
should be pointed out that although the derivative control

as fashioned
by the scheme shown in Fig. 6-23 generally improves the damping

of a feedback
control system, no considerations have been given
here on the practicability of
the configuration. In practice, however, the transfer function
of (1 + xd s) cannot
be physically realized by passive elements. Furthermore,
derivative control has
the characteristics of a high-pass
filter which tends to propagate noise and

disturbances through the system. Practical controllers which
are used to improve
300
of Control
Systems
Chap. 6
-/86
s-plane
*d
J<
--
-/86
Td
=0
Root loci of the characteristic equation of positional control

system with derivative control; s 2 + (34.5 + 5Azd)s + 5 A --= 0, <4
1500.
Fig. 6-28.
the performance of control systems usually have
more complex
transfer func-
tions than that of the derivative controller illustrated here.
6.8
Effects of Integral Control on the
Time Response of
The counterpart of
derivative control
is
the integral control that introduces a
signal in proportion to the time integral of the error. Figure 6-29 illustrates the
basic scheme for the integral control applied to a second-order system.
The
signal
applied to the process consists of two components: one proportional to the
instantaneous error signal, the other, to the time integral of the error.
parameter
the system
is
is
C(s)_
E(s)
R(s)
>l
The
a proportional constant. The open-loop transfer function of
(6-159)
HgH
+ Kj
+ 2Ca>)
(oljs
s (s
or
s(j
+ 2?<o)
*1
[
Jo
dr
Integral contro
Fig. 6-29.
Feedback control system with
integral
com rol.
C(s)
Sec. 6.8
Effects of Integral Control
One obvious effect of the integral control is that it

increases the order of
1
More important is that it increases the type of the
tem by
system by
tore, the steady-state error
301
the sys-
There-
of the original system without integral control

is
In other words, if the steady-state error
to a given
improved by an order of 1.
P U S Constant the inte Sral contrl educes it to zero. In the
case of Eq
^
cm
(6-159), the system will now have a zero
steady-state error when the input is a
ramp function. However, because the system is
now of the third order it tends
to be less stable than the original
second-order
'
system. Tn fact,
ot the system
is
high, the system
may
if
the loop gain
be unstable.
Let us consider the positional control

system of Fig. 6-16 again, with L
integral control, the open-loop transfer
function of the system be-
With the
comes
0.
ec {s)
0e(s)
The
j3
The
5A(s + K
_
~ ~s\s + 34.5))
t
(6
" 16
is
34.5s 2
5As
5AK,
(6-161)
of the value of K, on the transient behavior

of the system may be
investigated by plotting the roots of Eq.
(6-161) as a function of A. Figure 6-30
effect
OO
s-plane
A =0
-
34.5
A =oo
-
34.5 +
4 ;co
s-plane
,A
=0
=
A =0
A=0
AT,
|
1
(a)
(b)
Fig. 6-30.
(a) Root loci of the characteristic

equation of a feedback control
system with integral control, s *
+ 34.5*2 + SAs + 5AKi = 0, K t <
34.5. (b) Root loci of the characteristic
equation of a feedback control system with integral control,
+ 34.5*2 5As
=
+ 5AK
0,
Ki
34.5.
302
of Control
Chap. 6
Systems
s-plane
A =
.4=0
-*i
-34.5
1-34.5 +
AT!
T
ooll
(c)
Fig. 6-30 (Cont.). (c)
Root
loci
of the characteristic equation of a feedback
control system with integral control, s 3
K >
x
illustrates the root loci
varies
34.5.S 2
5As
5AK\ =
0,
34.5.
when A
of Eq. (6-161) for three different values of AT t and
between zero and infinity. Notice that when K
roots of the characteristic equation
all lie
lies
and
between
in the left half s-plane.
34.5, the
When
K =
t
becomes second order and the two roots lie on the yea-axis for all
between and oo, and the system is on the verge of instability. When
34.5, the system
values of A
the value of
all
exceeds 34.5, the system with the integral control
is
unstable for
values of A.
As an alternative, we can fix the value of A and show the effect of varying
on the roots of the characteristic equation. Figure 6-3 1 shows the root loci
K < oo.
of Eq. (6-161) with A = 13.5 and
<
To
verify the analytical results obtained in the preceding sections, Fig. 6-32
shows the step responses of the system with A = 13.5 and K = 1, 10, and 34.5.
root loci of Figs. 6-30 and 6-31, the response for K = 34.5
x
As predicted by the
is
6.9
a pure sinusoid.
Rate Feedback or Tachometer Feedback Control
The philosophy of using the derivative of the actuating signal to improve the
damping of a system can be applied to the output signal to achieve a similar
s-plane
K,
AT,
=0
K
-32.4
Fig. 6-31. Root loci of the

characteristic equation of a feedback
control
system with integral control,
+ 34.5*2 + 5 As + 5AK
1_
ATj
= M).
1.0
2.0
3.0
= 0, A =
13.5.
=34.5
4.0
5.0
Time (seconds)
Fig. 6-32. Step responses of the
positional control system of Fig 6-16
with
and integral control,
13.5.
La =
A=
303
304
Chap. 6
of Control Systems
In other words, the derivative of the output signal is fed back and compared with the reference input. In practice, if the output variable is mechanical
displacement, a tachometer may be used which converts the mechanical displacement into an electrical signal that is proportional to the derivative of the
effect.
displacement. Figure 6-33 shows the block diagram of a second-order system

with a secondary path that feeds back the derivative of the output. The transfer
function of the tachometer is denoted by K,s, where K,
is
the tachometer constant,
usually expressed in volts/unit velocity.
>, <),/\ ?)
R(s)
w2
^9
t
s(.s
*-
C(s)
+ 2?oo)
K,s
Fig. 6-33. Second-order system with tachometer feedback.
The closed-loop
transfer function of the system of Fig. 6-33
<M
col
R(s)
and the
s*
s
(2{a>
K,col)s
is
(6-162)
+ col
is
(2co
Kfi>l)s
col
(6-163)
(6-163) with Eq. (6-157), which is the characteristic equation of

the second-order system with derivative control, we see that the two equations are of the same form. In fact, they are identical if % d is interchanged with
Comparing Eq.
K,.
Therefore,
we conclude
that the rate or tachometer feedback also im-
proves the damping of a feedback control system. However,
it
should be noted
that the closed-loop transfer function of Eq. (6-162) does not have a zero,
and thus the responses of the two systems will not be identical even if K,
equals x d
The open-loop
transfer function of the system with tachometer feedback
is
obtained from Fig. 6-33

col
E(s)
The system
is
is still
of type
1,
s(s
2co B
(6-164)
K,col)
so the basic characteristic of the steady-state error
not altered. However, for a unit ramp function input, the steady-state error to
Sec. 6.10
Control by State-Variable Feedback /
the system of Fig. 6-23 which has the derivative

control
of the system in Fig. 6-33 is (2
K,(a)/co
6.10
is 2Clco,
305
whereas that
n.
Control by State-Variable Feedback 45
One of the
design techniques in
modern control theory
is
that instead of using
controllers that have
dynamics and feedback from the output variable, flexibility

can be gained by feeding back some or all of the state
variables to control the
process. In the system with tachometer feedback,
shown in Fig. 6-33, if we
decompose the process in the forward path by direct decomposition,
we can
show that the system is actually equivalent to having state
feedback. Figure
6-34(a) shows the state diagram of the process
C()
E(s)
which
is
decomposed by
=
s(s
(6-165)
+ 2Cca)
direct decomposition. If the states
x t and x2 are physfeed back these variables through individual gains,

as
shown in Fig. 6-34(b), to give closed-loop control of the process.
The closed-loop transfer function of the system in Fig. 6- 34(b)
is
ically accessible,
we may
C(s)
col
s*
(2Co>,
(6 " 166)
+ g )s +T>
t
CO
-O
c
2f"
(a)
-Si
(b)
Fig. 6-34. Control of
a second-order system by
state feedback.
306
of Control
Comparing
Chap. 6
Systems
this transfer function
with that of the system with tachometer feed-
two transfer functions would be identical

and g 2 = K,col. In fact, in selecting the feedback gains g^ and g 2 in
order to have zero steady-state error for a step input, g should equal col. The
value of g 2 is selected to satisfy the damping requirements of the system.
The significance of this illustration is that, if all the state variables are
available for feedback, we can achieve at least the same or better control with
state feedback as with dynamic controllers and feeding back only the output.
Note that the system with tachometer feedback shown in Fig. 6-33 has only the
output variable available for feedback. If we regard the output as one of the
states, it is fed back through a unity gain. The second state needed for feedback
is actually "reconstructed" by the dynamics of the tachometer. In other words,
the tachometer acts as an "observer" (see Chapter 11), which recovers the state
variable from the output variable.
In modern control theory, certain types of design algorithm, such as the
back, Eq. (6-162),
if
we
notice that the
col
linear regulator theory, naturally lead to state-variable feedback.
Since the
eigenvalues (or the poles of the closed-loop transfer function) of a linear system
directly control the transient response of the system,
designer
is
tions. It is
it
would be
desirable
if
the
able to place the eigenvalues according to the performance specifica-
shown
Chapter 11 that
in
if
a system
completely controllable, the
is
eigenvalues of the system can be placed arbitrarily.
an
gives
illustration
on how the
state
feedback and
eigenvalue assignment affect the time response of a linear control system.
Example
Consider that the transfer function of a linear process
6-3
G(s)
v
'
= i^
=
E(s)
2 ,
s 2 (s
is
(6-167)
,,
1)
Figure 6-35(a) shows the state diagram of G(s), and Fig. 6-35(b) shows the state diagram with feedback from all three states. The closed-loop transfer function of the sys-
tem
is
W)
=
*
+ (g +
3
I)* 2
(6 " 168)
+ Sis + gl
we desire to have zero steady-state error with the input being a unit
and in addition, two of the closed-loop poles must be at s = 1 +j
and s = 1 j. The steady-state requirement fixes the value of gi at 20, and only
#2 and - 3 need to be determined from the eigenvalue location.
Let us assume that
step function,
The

s
Equating
(g 3
Ds
+ Sis +
is
-j)(s
-/)(>
+ a)
the coefficients of the corresponding terms in the last equation,
g2
and the
20
third pole
is
at s
=22
and
g3
we
(6-169)
get
11
10.
Since the complex closed-loop poles have a
damping
ratio of 0.707,
and the
third
of these poles, the system acts like a second-order system.

Figure 6-36 shows that the unit step response has an overshoot of 4 per cent.
pole
is
quite far to the
left
20
o-
-O
O-
(a)
(b)
Fig. 6-35. Control of a third-order system
by
state feedback.
Fig. 6-36. Unit step response of the

control system in
Example
6-3.
307
308
of Control Systems
Chap. 6
REFERENCES
Time- Domain Analysis
1.
2.
3.
O. L. R. Jacobs, "The Damping Ratio of an Optimal Control System,"

Trans. Automatic Control, Vol. AC-10, pp. 473-476, Oct. 1965.
IEEE
G. A. Jones, "On the Step Response of a Class of Third-Order Linear Systems,"

IEEE Trans. Automatic Control, Vol. AC-12, p. 341, June 1967.
R. A. Monzingo,
"On Approximating
the Step Response of a Third-Order
Linear System by a Second-Order Linear System,"

trol,
IEEE
Trans. Automatic Con-
Vol. AC-13, p. 739, Dec. 1968.
State- Variable Feedback

4.
5.
W. M. Wonham, "On Pole Assignment

tems," IEEE Trans. Automatic Control,
in Multi-input Controllable
Linear Sys-
Vol. AC-12, pp. 660-665, Dec. 1967.
C. Willems and S. K. Mitter, "Controllability, Observability, Pole Allocation,

and State Reconstruction," IEEE Trans. Automatic Control, Vol. AC-16, pp.
J.
582-595, Dec. 1971.
PROBLEMS
6.1.
A pair of complex-conjugate poles in the j-plane is required to

specifications below.
For each
meet the various
specification, sketch the region in the j-plane in
which the poles may be located.

(a)
(b)
(c)
(d)
6.2.
^ 0.707, co !> 2 rad/sec (positive damping)

< C < 0.707 CO < 2 rad/sec (positive damping)
C ^ -5, 2 < <o < 4 rad/sec (positive damping)
0.5 < < 0.707, co < 2 rad/sec (positive and negative damping)
Determine the position,
velocity,
and acceleration error constants for the follow-
ing control systems with unity feedback.
The open-loop
transfer functions are
given by
(a)
G(s)
50
+ 0.1.s)(l + 2s)
K
=
5(1 + 0.l5)(l + 0.5s)
K
= z
s(s +4s + 200)
(1
,
(b) G(s)
(c)
6.3.
G(s)
For the systems

input, a unit
6.4.
in
ramp
Problem 6.2, determine the steady-state error

input, and an acceleration input t 2 /2.
for a unit step
The open-loop transfer function of a control system with unity feedback
riA
is
500
Evaluate the error series for the system. Determine the steady-state error of the
system when the following inputs are applied:
Chap. 6
Problems / 309
(a) r{t)
(b) r(t)
= ,(r)/2
= (1 + It + t*)u,0)
f
Show
that the steady-state error obtained from the

error series is equal to the
inverse Laplace transform of E(s) with the
terms generated by the poles of
E(s)IR(s) discarded.
6.5.
6.4, if a sinusoidal input #(/) = sin cot is applied

to the system at
determine the steady-state error of the system
by use of the error series
In Problem
/
- 0,
for co
5 rad/sec.
What
are the limitations in the error series
when
r(t) is
sinusoidal?
6.6.
A machine-tool contouring control system is to cut the piecewise-linear contour
shown in Fig. P6-6 with a two-axis control system.

Sketch the reference input of
each of the two-axis systems as a function of time.
= 4.5 sec
7 sec
12
6.7.
6.8.
IS
machine-tool contouring control system is to cut

a perfect circular arc with
a two-axis control system. Determine the
reference inputs of the two systems
that will accomplish this.
A step motor gives a single step response shown in Fig. P6-8 after a pulse
Step position
Step position
0.005 sec
Figure P6-8.
exci-
310
6.9.
of Control Systems
Chap. 6
Find a
tation
is
motor
for this operation.
applied.
linear second-order transfer function to
model the
The attitude control of the missile shown in Fig. P5-1 1 is accomplished by thrust
The transfer function between the thrust angle 5 and the angle of
vectoring.
attack
can be represented by
(refer to
Problem
system
trol
attitude
Or
-P~
.
5.1 1)
where
K and a are positive constants.
The
attitude con-
represented by the block diagram in Fig. P6-9.
is
-^c^
J
Gp (s)
Attitude rate
sensor K,s
Attitude
sensor Ks
Figure P6-9.
(a)
In Fig. P6-9, consider that only the attitude sensor loop
is
in operation
= 0).
Determine the performance of the overall system with respect to

the relative values of K, Ks and a.
Consider that both loops are in operation. Determine the minimum values
oiK, and K, in terms of A' and a so that the missile will not tumble.
It is desired that the closed-loop system should have a damping ratio of
and a natural undamped frequency of w. Find the values of K, and K, in
terms of , co, a, and K.
{K,
(b)
(c)
6.10.
A controlled process is represented by the following state equations

Xj = X\ 3X2
x = 5xi + u
2
The
control
is
obtained from state feedback such that
glXi
giX 2
where gi and g 2 are real constants.

(a) Find the locus in the gi versus g 2 plane on which the overall system has a
natural undamped frequency of ^/2" rad/sec.
(b)
Find the locus
damping
(c)
6.11.
in the gi versus
g 2 plane on which
the overall system has a
ratio of 70.7 per cent.
Find the values of gi and g 2 such that
Given a linear time-invariant system which
is
= 0.707
and
co
= V/T rad/sec.
described by the state equations
= Ax + Bw
Chap. 6
Problems / 311
where
1
B
-1
The input u
satisfies
6.12.
is
-2
a unit step function. Determine the equilibrium state

which
Ax + B =
Repeat Problem
6.11
0.
when
0"
-2
6.13.
The block diagram of a

control
is
-3
missile attitude control system
represented by
u(t),
and the dynamics of the
is
shown
by
d(s)
U(s)
^r\
e
Gc (s)
L
Js*
8o
L/Js 2
Desired output
-*-
Figure P6-13.
in Fig. P6-13
missile are represented
312
of Control Systems
Chap. 6
The attitude controller is represented by
G c (s), and
(s) is
the actual heading or
output.
(a)
(b)
(c)
With Gc (s) = 1, determine the response of the system, 9 a (t), when the input
6 r {t) is a unit step function. Assume zero initial conditions. Discuss the
effects of L and / on this response.
Let Gc (s) = (1 + Td s), L = 10, and J = 1000. Determine the value of Td
so that the system is critically damped.
It is desired to obtain an output response with no overshoot (see Fig.
P6-13); the response time may not be minimum. Let Gc (s) = 1, and the
system is controlled through the input 6 r (t), which is chosen to be of the
form shown. Determine the values of k and f so that the desired output
is obtained. Use the same values of L and / as given before.
i
6.14.
The block diagram of a simple servo system
A
V
R(s)
is
shown
in Fig. P6-14.
C(s)
Amplifiei
Motor I
gain
+o
as
Figure P6-14.
(a)
K=
For
10, determine the values of a and b to give an overshoot of 16
per cent and a time constant of 0.1 sec of the system response to a unit step
input.
Time constant
(b) If the value of
is
is
defined here as the inverse of the
decreased
slightly,
how
does
damping factor.
damping ratio
affect the
it
of the system?
(c)
Plot several points

as
6.15.
on
the loci of roots of the system characteristic equation
K is varied from zero to
The parameters of
infinity.
the positioning servo system
shown
in Fig.
P6-15 are given
below:
JL
BL =
Jm
load viscous friction
0.00143 ft-lb/rad/sec
8 x 10"* ft-lb/rad/sec 2
= motor inertia
Bm =
Rf =
motor viscous
Lf
R
generator field inductance
=
=
generator
total
negligible
friction
50
field resistance
La =
(a)
total
henry
armature resistance of generator and
motor
motor torque constant
48.8 2
K
Kg = generator constant
t
ft-lb/rad/sec 2
load inertia
0.812 ft-lb/A
200 volts/amp
armature inductance of generator and
motor
For an amplifier gain of K
negligible
100, find the roots of the characteristic equa-
tion of the system. Locate these roots in the s-plane.

(b)
For
K=
100, evaluate the output response
L (,O
displacement input. Sketch the waveform of 6 L (t)
when 0,(0
is
a unit step
Chap. 6
Problems
313
-A/VWr-
Rf
'f
WW*
Amplifier
gain
Lf
e
f
Ik
~T~
"
'
(g\ eg
= :onstan1
'/
+
eb
iflZ>
Motor
to load gear
ratio
Load
i
50
to potentiometer
gearratio =1/1
Figure P6-15.
(c)
(d)
Repeat parts
Repeat parts
ot
(a)
(a)
and (b) for K = 60.7.

and (b) for K = 50. How does the
VL {t) compare with the reference input

0,(0 ?
The following parameters are given
6.16.
for the servo system
motor
Demodulator
ed
dc amplifier
60 Hz
ac
o-
Synchros
Figure P6-16.
'f
steady-state response
shown
in Fig.
~ constant
P6-16
314
of Control
Systems
Chap. 6
K = sensitivity of error detector

JL = load inertia
BL = load viscous friction
Jm = motor inertia
0.005 ft-lb/rad/sec
0.05 ft-lb/rad/sec 2
= motor viscous friction

Ki = motor torque constant
L = motor armature inductance
Ra = motor armature resistance
Kd = gain of demodulator
Gear ratio n = Ni/N 2
B;
negligible
ft-lb/amp
negligible
ion
1
volt/volt
1:
(a)
Write the characteristic equation of the system and determine the value of
the dc amplifier gain A for a critically damped system.
(b)
For a
= tu {t),
what should be the minimum

9 L (t) will follow
the reference input with a positional error not exceeding 0.0186 rad? With
this gain setting, evaluate the output response 9 L (t).
unit
value of
6.17.
volt/rad
0.05 ft-lb/rad/sec 2
ramp function input 9 r {t)
so that the steady-state value of the response
In the feedback control system shown in Fig. P6-17, the sensitivity of the synchro error detector is 1 V/deg. After the entire system is set up, the transfer
function of the two-phase motor is determined experimentally as
Km
s(l
where
Km
10 volts-sec, and
Tm =
+ Tm s)
0.1 sec.
/
/
ec
=eL
,e m
2-phase
servomot
=iooei
Figure P6-17.
(a) If the
load on the output shaft
speed of 30 rpm, what
is
the
is
to be driven in
minimum
its
steady state at a constant
value of gain
of the amplifier in
order that the deviation between output and input positions will not exceed
when the steady state is reached ?

The gain of the amplifier is given by A = 35. Determine
C and the undamped natural frequency of the system.
3
(b)
the
damping
ratio
Chap 6
'
Problems
(c)
The
amplifier
is
of the amplifier
315
modified to differentiate the error signal so that the output

is
written
e 2 {t)
Ae(t)
+ ATd d-^-
A
35. Determine the value of Td so that the damping ratio
per cent. Repeat part (a) with the modified
amplifier.
where
is
40
7
7.1
Systems
Introduction
It
was shown in Chapter 6 that the transient response of a linear feedback control
is governed by the location of the roots of the characteristic equation.
system
Basically, the design of linear feedback control systems
may be
regarded as
a problem of arranging the location of the characteristic equation roots in such
a way that the corresponding system will perform according to the prescribed
specifications.
must
We shall learn in
Chapter
satisfy before its characteristic
Among
the
1 1
that there are conditions the system
equation roots can be arbitrarily assigned.
many forms of performance
specifications used in the design
of control systems, the most important requirement
is that the system must be

However, there are various ways of defining stability, especially when we include all types of systems, such as linear and nonlinear.
In any case, the notion of stability is used to distinguish two classes of
systems: useful and useless. From a practical standpoint, a stable system may
be useful, whereas an unstable system is useless.
In essence, the analysis and design of linear control systems is centered on
stability studies. The notion of stability may be expanded to include absolute
stability and relative stability. Absolute stability refers to the condition of
stable or unstable. Once the system is found to be stable, it is of interest to
determine how stable it is, and the degree of stability is measured by relative
stability. Parameters such as overshoot and damping ratio used in relation to
the transient response in Chapter 6 provide indications of the relative stability
of a linear time-invariant system in the time domain.
stable at all times.
316
Sec 7
'
'
Stability. Characteristic
In this chapter
we
control systems, which
Equation, and the State Transition Matrix

/
317
are concerned with the subject of absolute

stability of
simply a yes or no proposition.
is
From the illustrative examples of Chapter 6 we may summarize

the relation
between the transient response and the characteristic
equation roots as follows:
1.
When
all the roots of the characteristic

equation are found in the
half of the j-plane, the system responses
due to the initial conditions will decrease to zero as time approaches
left
infinity.
2.
one or more pairs of simple roots are located

on the imaginary
axis of the j-plane, but there are no
roots in the right half of the
j-plane, the responses due to initial
conditions will be undamped
3.
If
If
sinusoidal oscillations.
one or more roots are found in the right half

of the j-plane, the
responses will increase in magnitude as time
increases.
In linear system theory, the last two

categories are usually defined as
Note that the responses referred to in the above
conditions
are due to initial conditions only, and
they are often called the zero-input
re*
unstable conditions.
sponses.
7.2
Stability, Characteristic Equation,

and the State
Transition Matrix
We can show from a more rigorous approach that

the zero-input stability of
a linear time-invariant system is determined
by the location of the roots of
the
characteristic equation or the behavior
of the state transition matrix <h(t)
Let a linear time-invariant system be
x(0
where x(t)is the
satisfies the
and u
state vector
homogeneous
= Ax(t) + Bu(r)
state
(7
the input vector. For zero input

x(t)
equation x(0
Ax(f ) and is defined
.jx
as the
equd&num state of the system. The zero-input

stability is defined as follows
If the zero-mput response x(t\ subject to
finite initial state
x(t
emkbnum state x(t) =
tzz-jzsr
as
approaches infinity, the system

mstabie
type fstaMity is
is
ms
is
),
returns to the
said to bistable-
* k
*"
m0re mathematical manner
//^\
near Ume-mvanant
uutud state x(,

(1)
there
the foregoing definition may

be statedsaid to be stable {zero input)
if for any finite
a positive number
[which depends
x(l)] sZhthat
>
system
is
is
\\x(t)\[<M
for all
and
(2)
lira
t-">3
||
x(r)
||
t>t
rj_ 2
(7-3)
318
Chap. 7
Systems
where
x(t)
represents the
norm* of the
l*(OII
11/
(7-4)
_(=1
any
by the norm of the vector x(r) must be bounded. Equation
that the system must reach its equilibrium state as time approaches
The condition
(>
=r
state vector x(t), or
stated in Eq. (7-2) implies that the transition of state for
as represented
(7-3) states
infinity.
The
interpretation of the stability criterion in the state space
is
illustrated
by the second-order case shown in Fig. 7-1. The state trajectory represents the
transition of x(t) for t > t from a finite initial state x(r ). As shown in the figure,
x(t ) is represented by a point that is the tip of the vector obtained from the
forms the upper bound
vector sum *i(r ) and x 2 (t ). A cylinder with radius
for the trajectory points for all t > t and as t approaches infinity, the system
reaches
its
equilibrium state x(t)
0.
*2<>o)
Fig. 7-1. Stability concept illustrated in the state space.
Next we
shall
show
that the definition of stability of linear time-invariant

same conclusion on the condition of the roots
systems given above leads to the
of the characteristic equation. For the zero-input condition, the state transition
equation of the system is
x(f)
<J>(r
(7-5)
(.W,)
where {t t ) is the state transition matrix.

Taking the norm on both sides of Eq. (7-5) gives
|x(OII
The norm
number.
of a vector
is
(7-6)
IIW-'o)x('o)l
the generalization of the idea of length.
||x|| is
always a real
Sec. 7.3
An important property
of the
norm of a
vector
319
is
l|x(0||<||<K'-'o)l|||x(f
which
Systems with Inputs
(7-7)
)|[
analogous to the relation between lengths of vectors.

Then the condition in Eq. (7-2) requires that
l|x(f )|| be finite
\\tft
Thus, if x(/ ) ||is finite as postulated, <j>(t
/) must also be finite for /
t
Similarly, Eq. (7-3) leads to the condition
that
is
- OH
lim
||
>
Mt-t) =
(7. 8 )
||
or
! *'& -
')
(7-9)
n, where
1, 2,
(t
,
/) is the yth element of
<f>u
In Eq. (4-42) the state transition matrix is written
i,j
<(>(0
<f>(t
- /).
- [(iI-A)-']
1
(7 .10)
Since si
A|
is the characteristic equation
of the system, Eq (7-11)
implies that the time response of
ft/) is governed by the roots of the characteristic equation. Thus the condition
in Eq. (7-8) requires that the roots
of the
|
7.3
Although the
must
all
have negative
real parts.
Systems with Inputs
stability criterion for linear

time-invariant
systems given in the

for the zero-input condition, we
can show that, in general
the stability condition for this class of
systems is independent of the inputs
An
alternative way of defining stability of linear
time-invariant
preceding section
is
systems
system
is
is
as follows
stable if its output is
bounded for any bounded input

be the output and r(t) the input of a
linear system
In other words, let c(t)

with a single input-output. If
K0l<JV<oo
for/>/
(7 . 12)
then
c(t)
I
< M < oo
for
>
(7_ 13 )
However, there are a few exceptions to the foregoing

definition.
gives rise to an impulse response at / = t
when it is
A differentiator
subjected to a unit steo

function input. In this case the amplitude of
the input is bounded but the
amplitude of the output is not, since an impulse
is
known
amplitude. Also, when a unit step function

the output is an unbounded ramp function.
is
to
have
a'n infinite
applied to a perfect integrator
However, since a differentiator and

useful systems, they are defined as stable
systems and are
exceptions to the stability condition defined
above.
shall show that the bounded
input-bounded output definition of stability again leads to the requirement
that the roots of the characteristic
equation
be located in the left half of the j-plane
an integrator are
We
all
320
Chap. 7
Systems
Let us express the input-output relation of a linear system by the convolution integral
= T r{t - z)g(r) dr
c(t)
(7-14)
where g(r) is the impulse response of the system.

Taking the absolute value on both sides of Eq.
\c(t)\
(7-14),
we
get
= \r r{t-x)g{x)dx
I
Since the absolute value of an integral
I""
r(f
not greater than the integral of
is
the absolute value of the integrand, Eq. (7-15)
\c(t)\<
(7-15)
- t)1
is
written
*<t)
(7-16)
rfr
Now
if r{i) is
a bounded signal, then, from Eq. (7-12),

c{t)
I
Therefore,
if c{t) is
< Jo" N
f
to be a
g(z) dx
|
= N f"
JO
g(r) dx
(7-17)
bounded output,
[\g{T)\dT<M<oo
(7-18)
or
r|g(T)|^T<
P<oo
(7-19)
J o
A physical interpretation of Eq.

curve of the impulse response
(7-19)
is
that the area under the absolute-value
evaluated from
g(t),
to
oo,
must be
finite.
We
shall now show that the requirement on the impulse response for
can be linked to the restrictions on the characteristic equation roots.
By definition, the transfer function G{s) of the system and the impulse response
g{i) are related through the Laplace transform integral
stability
G(s)=
f g(t)e'"dt
(7-20)
Taking the absolute value on the
left
side of Eq. (7-20) gives
\G(s)\<r\g(t)\\e-"\dt
(7-21)
-I
The
roots of the characteristic equation are the poles of G(s), and when s
oo. Also, s
a +jco; the absolute value of
takes on these values, \G(s)\
e~"
is
e~"
\.

oo <C F\g(t)\\e-'\dt
(7-22)
one or more roots of the characteristic equation are in the right half or
0, and thus \e~'"\<N= 1. Thus
on the imaginary axis of the s-plane, a
If
>
Sec. 7.4
Methods
Eq. (7-22)
is
of Determining Stability of Linear

Control
321
written
<f N\g(t)\dt = j\ g
(t)\dt
(7-23)
for Re(s)
Systems
> 0.
Since Eq. (7-23) contradicts the stability

criterion given in Eq (7-19) we
conclude that for the system to be stable, the
must all he inside the left half of the s-plane.
The discussions conducted in the preceding sections
lead to the conclusions
that the stability of linear time-invariant
systems can be determined by checking
whether any roots of the characteristic
equation are in the right half or on the
imaginary axis of the *-plane. The regions
of stability and instability in the splane are illustrated in Fig. 7-2. The
imaginary axis, excluding the origin, is
included in the unstable region.
]<x>
v
Stable
region
Stable
region
^\ /
/
^
l
Oy
K
'*
s-plane
Unstable
region
Unstable
region
\/
Fig. 7-2. Stable
7.4
Methods of Determining
and unstable regions
Although the
stability
investigating the
in the .s-plane.
Systems
of linear time-invariant systems
lm pulse response, the
may
be checked by
state transition matrix, or
by finding
the roots of the characteristic equation,
these criteria are difficult to implement
in practice. For instance, the impulse
response is obtained by taking the inverse
Laplace transform of the transfer function,
which is not always a simple taska similar process is required to evaluate the
state transition matrix Mt)
The
solving of the roots of a high-order
polynomial can only be carried out' by a
digital computer. In practice, therefore,
the stability analysis of a linear system
322
is
Systems
Chap. 7
seldom carried out by working with the impulse response or the state transiby finding the exact location of the roots of the characteristic
tion matrix, or even
equation. In general,
we
are interested in algorithms that are straightforward
and which can provide answers to stability or instability, without

excessive computations. The methods outlined below are frequently used for
to apply
the stability studies of linear time-invariant systems.
1.
Routh-Hurwitz criterion an algebraic method that provides information on the absolute stability of a linear time-invariant system.
The criterion tests whether any roots of the characteristic equation
1
The number of
in the right half of the s-plane.
lie
the imaginary axis
and
roots that
lie
on
in the right half of the .?-plane is also indi-
cated.
2.
Nyquist criterion 6
a semigraphical method that gives information
between the number of poles and zeros of the

closed loop transfer function by observing the behavior of the
Nyquist plot of the loop transfer function. The poles of the closed-
on the
difference
loop transfer function are the roots of the characteristic equation.

This method requires that
we know
the relative location of the zeros
of the closed-loop transfer function.

3.
Root locus plot (Chapter

varies.
When
the root loci
closed-loop system
4.
8):
is
represents a diagram of loci of the
when
roots
lie
a certain system parameter
in the right half of the s-plane, the
unstable.
Bode diagram (Appendix A): the Bode plot of
the loop transfer

the
determine
stability of the
used
to
may be
closed-loop system. However, the method can be used only if G(s)
function G(s)H(s)
5.
H(s) has no poles and zeros in the right-half s-plane.

Lyapunov's stability criterion: a method of determining the stability
of nonlinear systems, although it can also be applied to linear systems. The stability of the system is determined by checking on the
properties of the Lyapunov function of the system.
7.5
Routh-Hurwitz Criterion
1"
The Routh-Hurwitz
criterion represents a
method of determining the
location
of zeros of a polynomial with constant real coefficients with respect to the

left half and the right half of the j-plane, without actually solving for the
The method can be applied to systems with

and with multiple inputs and outputs, as well as
zeros.
single input
and output
single- or multiple-loop
systems.
Consider that the characteristic equation of a linear time-invariant system

is
of the form
F(s)
where
all
s"
a,5"-'
a z s"' 2
the coefficients are real numbers.
an _
an
(7-24)
Sec. 7.5
it is
Routh-Hurwitz
Criterion /
In order that there be no roots of the last equation

with positive real parts
necessary but not sufficient that*
1.
2.
All the coefficients of the polynomial have the

same sign.
None of the coefficients vanishes.
These two necessary conditions can easily be

checked by inspection
ever, these conditions are not sufficient;
with
all its coefficients
it is
How-
quite possible that a polynomial
nonzero and of the same sign
still
halfofthej-plane.
have zeros in the right

s
The necessary and sufficient condition that all

the roots of Eq. (7-24)
of the s-plane is that the polynomial's Hurwitz determinants,
1>2
n, must be all positive.
The Hurwitz determinants of Eq. (7-24) are given
by
the left half
323
D =
t
a3
D2 =
ai
a2
a,
a3
do
a2
lie in
Dk
*3
a\
o3
a5
2-l
a2
a4
2-2
a,
a3
02-3
a2
2-4
"t
where the
(7-25)
2-5
coefficients with indices larger
than n or with negative indices are
replaced by zeros.
At first glance the application of the Hurwitz

determinants may seem to be
formidable for high-order polynomials,
because of the labor involved in evaluating the determinants in Eq.
(7-25). Fortunately,
mtoa
in
e/S
C baSfC
kWS f a
~=
'
gebra
'
all
work with
f0U Wing rektions
Zl
= -* Products of the roots
=(-!)"
(73
the ratios
p&rt.
must be
positive
simplified
by Routh
the determinants of Eq.
d for the polynomial
obse
roots
^ = X products of the roots taken 2
AH
was
the rule
tabulation, so one does not have to
products of
all
and nonzero unless
at a time
taken 3 at a time
roots
at least
one of the roots has a positive
real
324
Systems
The
Chap. 7
first
Routh-Hurwitz criterion is to
first row consists of the
coefficients, and the second row consists of the second,
coefficients, as shown in the following tabulation
step in the simplification of the
arrange the polynomial coefficients into two rows. The

third, fifth,
the fourth, sixth,
first,
The next
step
is
ao
55
a\
a\a 2
s*
a\
a&
as
...
a-$
as
an
09
...
shown
is
Aai
s2
a az
a\a*
BC - AD
c
ED Cat,
E
Fa 6 - E x
E_
Aai
a6
<H
a5
aoa;
=B
aia *
a\a6
a\
a\B
numbers by the indicated
for a sixth-order system)
ai
a3
a\
S3
az
a\
to form the following array of
operations (the example
s"
ao
A
Ca 6 - A x
a\
xO -
= a6
x0 _
i-
CxO-/ixO =
06
F
r.
a6
The array of numbers and operations given above is known as the Routh
Routh array. The column of ^s on the left side is used for
tabulation or the
identification purpose.
Routh tabulation has been completed, the last step in the Routhis to investigate the signs of the numbers in the first column
tabulation. The following conclusions are drawn The roots of the poly-
Once
the
Hurwitz criterion
of the
nomial are all in the left half of the s-plane if all the elements of the first column
of the Routh tabulation are of the same sign. If there are changes of signs in the
elements of the first column, the number of sign changes indicates the number of
:
roots with positive real parts.
The reason for the foregoing conclusion is simple, based on the requirements on the Hurwitz determinants. The relations between the elements in the
first column of the Routh tabulation and the Hurwitz determinants are:
a,
=a
=D
E-S
D
'-a
Sec 7 5
Routh-Hurwitz
'
Criterion /
325
Therefore, if all the Hurwitz determinants are positive, the elements

in the first
column would also be of the same sign.
The following two examples illustrate the application of the Routh-Hurwitz
criterion to simple problems.
Example
7-1
Consider the equation
- 2)(s +
1)0
= s - 4s 2 + s +
3
3)
(7-26)
which has two negative coefficients. Thus, from the necessary condition,
we know
without applying the Routh-Hurwitz test that the equation has at least
one root with
positive real parts. But for the purpose of illustrating the
Routh-Hurwitz criterion, the
Routh tabulation is formed as follows:
s3
*2
-4
Sign change
Sign change
(-4)W-(6)(1)
(2-5X6)
-(-4)(0)
=25
Since there are two sign changes in the first column of

the tabulation, the polynomial has two roots located in the right half of the j-plane.
This agrees
result, as
= 3.
Example
with the known

Eq. (7-26) clearly shows that the two right-half plane roots
are ats
2 and
7-2

2s*
Since the equation has

sign,
+ s + 3s + 5s +
2
no missing terms and
10
(7-27)
the coefficients are all of the
same
the necessary condition for not having roots in

the right half of the
5-plane or on the imaginary axis. However, the
sufficient condition must still be
checked. The Routh tabulation is made as follows
it
satisfies
Sign change
)(
Sign change
2)(5)
(-7)(5)_-dX10)
=-7
=
10
10
643
10
Since there are two changes in sign in the

of the .s-plane.
first
column, the equation has two roots
in the right half
Special Cases
The two illustrative examples given above are designed so

that the RouthHurwitz criterion can be carried out without any
complications. However
depending upon the equation to be tested, the following
difficulties
may
occur
326
Systems
Chap. 7
occasionally
when
The
1.
Routh
carrying out the
first
test:
element in any one row of the Routh tabulation
is
zero,
but the other elements are not.
The elements
2.
In the
row
where a
is
Example
7-3
become infinite, and the Routh test breaks down. This

corrected by multiplying the equation by the factor (s
a),
will all
may be
situation
any number,* and then carry on the usual tabulation.

1)
Since the coefficient of the s

that at least
determine
all zero.
case, if a zero appears in the first position of a row, the elements
first
in the next
one row of the Routh tabulation are
in
term
one root of the equation
how many
= s* -
2)
is
3s
we know from
zero,
(7-28)
the necessary condition
is located in the right half of the j-plane. To

of the roots are in the right-half plane, we carry out the Routh
tabulation as follows
.$3
-3
s2
2
o
Sl
Because of the zero in the

third
row
the factor
one's
is infinite.
(s
mind
To
first
element of the second row, the
where a is
However, for reasons that will become apparent
or 2. Let a = 3; then Eq. (7-28) becomes
a),
is 1.
choose a to be
(s
The Routh
first
l)\s
element of the
we
multiply both sides of Eq. (7-28) by

an arbitrary number. The simplest number that enters
correct this situation,
+ 2)(s +
3)
- si +
tabulation of Eq. (7-29)
3s 3
-3s 2 -7s +
later,
=0
we do not
(7-29)
is
-3
-7
Sign change
-?
+ 7_
~
Sign change
(- jX-7)
18
2Q
Since there are two changes in sign in the first column of the Routh tabulation, the
equation has two roots in the right half of the f-plane.
As an
alternative to the
remedy of the situation described above, we may

Routh tabulation by an arbitrary small positive
replace the zero element in the
*If
one chooses to use a negative number for a, the (s + a) term will contribute a root in
and this root must be taken into account when interpreting the
the right half of the j-plane,
Routh
tabulation.
.:
Sec 7 5
-
Routh-Hurwitz
number
Criterion
327
and then proceed with the Routh
given in Eq. (7-28),
we may
test. For instance, for the equation

replace the zero element in the second row of the
Routh tabulation by e then we have

;
Sl
-3
Sign change
~3e -
Sign change
s
Since e is postulated to be a small positive number, (

3e 2)/e approaches
-2/e, which is a negative number; thus the first column of the last tabulation
has two sign changes. This agrees with the result obtained earlier.
On
other hand,
we may assume
e to be negative,
and we can
the
easily verify that the
number of sign changes
is still two, but they are between the first

three rows.
In the second special case, when all the elements in one row of
the Routh
tabulation are zeros, it indicates that one or more of the
following conditions
may
exist
Pairs of real roots with opposite signs.

Pairs of imaginary roots.
2.
Pairs of complex-conjugate roots forming symmetry about

the origin
of the s-plane.
3.
The equation that is formed by using the coefficients

of the row just above
row of zeros is called the auxiliary equation. The order of the auxiliary
equation is always even, and it indicates the number of root
pairs that are equal in
magnitude but opposite in sign. For instance, if the auxiliary
equation is of the
second order, there are two equal and opposite roots. For a
fourth-order auxiliary equation, there must be two pairs of equal
and opposite roots. All these
roots of equal magnitude can be obtained by solving
the auxiliary equation.
When a row of zeros appear in the Routh tabulation, again the test breaks
down. The test may be carried on by performing the following remedies:
the
1.
2.
3.
Take the
derivative of the auxiliary equation with respect to s.

Replace the row of zeros with the coefficients of the resultant
equation obtained by taking the derivative of the auxiliary
equation.
Carry on the Routh test in the usual manner with the newly
formed
tabulation.
Example
7-4
Consider the same equation, Eq. (7-28), which is used in Example

7-3.
In multiplying this equation by a factor (s
+ a), logically the first
number
that
comes
into one's
both sides of Eq. (7-28) by

(s
l) 2 (s
2)(s
1)
(s
mind would be a
1), we have
= j* + ^ _
3^2
_^+
I.
Multiplying
(7 . 30)
328
Systems
The Routh
Chap
tabulation
made
is
as follows:
s4
s3
^V
-10
-3
ax 3) ax
--2,
^_2=0
row contains
Since the s 1
difficulty in this case is
has a root
(2).
at s
To remedy
1,
Routh
the
all zeros,
by the factor
(s
is,
the
row
A(s)
-2s 2
dA(s)
ds
the
row of zeros
The
This makes the new equation fit special case

the auxiliary equation using the coefficients
preceding the row of zeros. Thus the auxiliary
Taking the derivation of A(s) with respect to
(7-32),
terminates prematurely.
1).
we form
this situation,
contained in the s 2 row, that

equation is written
Now,
test
due to the multiplication of the original equation, which already
in the
Routh
+2=0
(7-31)
s gives
-4.s
tabulation
(7-32)
is
replaced by the coefficients of Eq.
and the new tabulation reads as follows:

s*
s>
s2
i1
-2
-4
-3
-1
Sign change
2
(coefficients of auxiliary equations)
[coefficients of dA(s)jds]
Sign change
Since the preceding tabulation has two sign changes, the equation of Eq. (7-28)
has two roots in the right-half plane. By solving the roots of the auxiliary equation in
Eq. (7-31), we have
s1
or
= 1
These are also the roots of the equation in Eq. (7-30). It should be remembered
that the roots of the auxiliary equation are also roots of the original equation, which is
under the Routh test.
Example
7-5
In this example we
Consider
(s
is
known
with imaginary roots.
+ 2)(5 - 2)(.s +j)(s -JXs +s + l)

= s + s 2s* 3i - Is ~
2
which
shall consider equations
to have
two pairs of equal roots with opposite
j. The Routh tabulation
1
1
1
As
signs at i
is
-2
-3
-3
-7
-4
-4
-4
(7-33)
= 2
and
Sec 7
Since a
329
row of
coefficients
zeros appears prematurely, we form the auxiliary equation using the

of the s* row. The auxiliary equation is
= s* -
A(s)
The
derivative of A(s) with respect to 5
3s 2
(7-34)
is
-jf = 4s -6s =
3
(7-35)
from which the coefficients 4 and -6 are used to replace the row of zeros
tabulation. The new Routh tabulation is
-2
-3
-3
-6
-1.5
-4
Routh
in the
-7
-4
-4
[coefficients of
Sign change
^^]
16.7
-4
Since there is one change in sign in the first column of the
new Routh tabulation,
Eq. (7-33) has one root in the right half of the j-plane. The
equal, but opposite roots
that caused the all-zero row to occur are solved from
the auxiliary equation. From
Eq. (7-34) these roots are found to be
1
+2, 2, +j, and
frequent use of the Routh-Hurwitz criterion is for a quick

check of the
and the simple design of a linear feedback control system. For
example, the control system with integral control
shown in Fig. 6-29 has the characteristic equation
stability
s3
The Routh-Hurwitz
34.5s 2
criterion
which the closed-loop system
7500/^,
(7-36)
may
is
be used to determine the range of AT, for

stable. The Routh tabulation of Eq.
(7-36) is
j2
,.,
7500s
7500
34.5
258,750
7500ATi
7500A-,
341
s
7500ATi
For the system
to be stable, all the coefficients in the first

column of the last
tabulation should be of the same sign. This leads to
the following conditions:
258,750
7500/sT,
343
7500*,
From
the condition in Eq. (7-37)
>
>
(7-37)
7_ 38)
we have
AT,
< 34.5
(7.39)
330
Systems
Cn ap 7
and the condition
in Eq. (7-38) gives
>
Ki
Therefore, the condition for stability
is
<K <
x
Example
(7-40)
that A^ must satisfy

34.5
(7-41)
Consider the characteristic equation of a certain closed-loop control
7-6
system,
s3
It is
3Ks 2
(K
2)s
+4=
desired to determine the range of Kso that the system
tion of Eq. (7-42)
From
(7-42)
is
stable.
The Routh
tabula-
is
s3
s2
3K
so
(K
2)
the s 2 row, the condition of stability
is
K>
and from the
s 1 row, the condition of stability
3K + 6K - 4 >
2
When
or
K<
-2.528
or
K>
and
K>
0.528 are compared,
more stringent
one.
Thus
the conditions of
latter limitation is the
K>
is
it
0.528
is
apparent that the
for the closed-loop system to be stable,
K must satisfy
K>
The requirement of K
It
<
2.528
is
0.528
disregarded since
K cannot be negative.
should be reiterated that the Routh-Hurwitz criterion
the characteristic equation
is
algebraic and
all
is
valid only
if
the coefficients are real. If any
one of the coefficients of the characteristic equation is a complex number, or if

the equation contains exponential functions of s, such as in the case of a system
with time delays, the Routh-Hurwitz criterion cannot be applied.
Another limitation of the Routh-Hurwitz criterion is that it offers information only on the absolute stability of the system. If a system is found to be
stable by the Routh's test, one still does not know how good the system is
in other words,
how
closely the roots of the characteristic equation roots are
located to the imaginary axis of the s-plane.
shown
to be unstable, the
Routh-Hurwitz
On
the other hand,
criterion gives
if
the system
is
no indication of how
the system can be stabilized.
7.6
Nyquist Criterion 615
Thus
far,
two methods of determining
stability
by investigating the location of
the roots of the characteristic equation have been indicated

1.
The
roots of the characteristic equation are actually solved. This
Sec. 7.6
Nyquist Criterion
step can be carried out
on a
digital
331
computer by means of a root-
finding subroutine.
The
2.
relative location of the roots with respect

to the
axis of the j-plane is determined
imaginary
by means of the Routh-Hurwitz
criterion.
These two methods are not very useful for design purposes.
It is necessary
to devise stability criteria that will enable the
analyst to determine the relative
stability of the system. It would be desirable
if the criterion indicates how the
stability of the system might be improved.
The Nyquist criterion possesses the following features that

for the analysis as well as the design of control
systems
1
2.
3.
it
desirable
provides the same amount of information on the

absolute stability
of a control system as the Routh-Hurwitz criterion.
In addition to absolute system stability, the
Nyquist criterion indicates the degree of stability of a stable system
and gives an indication of how the system stability may be improved,
if needed.
It gives information on the frequency-domain
response of
It
the system.
4. It
5.
make
It
can be used for a stability study of systems with

time delay.
can be modified for nonlinear systems.
We may
formulate the Nyquist criterion by first using

modern control
state equations. Let a linear control system
with a single input
be represented by the following set of equations:
notation, that
is,
= Ax(0 + Be(t)
c{t) = Dx(r)
- c(t)
e(t) =
x(?)
(7.43)
(7.44)
/(/)
(7.45)
block diagram that gives the transfer relations

of the system is shown
in Fig. 7-3. This is known as a closed-loop
system with unity feedback. The openloop transfer function of the system is defined
as
G{s)
When
the feedback
is
= H(sl ~ A) "'I*
(7 . 46)
nonunity, with the feedback dynamics represented

by the
>
G(s)
R(s)
"V*?
Fig. 7-3.
back.
(si--
A) IB
C(s)
Block diagram of a closed-loop control system with

unity feed-
332
Systems
Chap. 7
*~ C(s)
Fig. 7-4.
Block diagram of a closed-loop control system with unity feed-
back.
transfer function H(s), the system block
The closed-loop
diagram is modified as shown in Fig.
transfer function of the system of Fig. 7-4
CO)
7-4.
is
G(s)
R(s)
(7-47)
G(s)H(s)
Let the denominator of the closed-loop transfer function be represented
byFO). Then
F(s)
= +
G(s)H(s)
= + D(sl - A)-'B#(s)
(7-48)
easy to see that the zeros of F(s) are the roots of the characteristic equation
of the system, if there is no pole-zero cancellation in G(s)H(s).
It is
Let us assume that G(s) and H(s) are rational functions; that is, G(s)H(s)
a quotient of two polynomials with constant coefficients. In general, F(s) can
be written
is
+ z,)(j + z ) (2 + z m )
(7-49)
+ pMs + p )...(s + p
where z,(i = 1,2, ... ,m) &ndp k (k =
n) are either real or in complex2,
conjugate pairs. Then the roots of the characteristic equations are s = z
F(s)
K(s
s J (s
1,
n)
t ,
z 2
zm
For the closed-loop system
to be stable,
it is
required that none
of these roots has a positive real part. There is no particular restriction on the
location of the poles of F(s), which are at s
, p.
0,
It is
p l7 p z
important to note that the poles of F(s) are the same as those of G(s)H(s). If
any one of the poles of G(s)H(s)

loop system
lies in
the right half of the s -plane, the open-
said to be unstable; however, the closed-loop system can
still be
of F(s) are found in the left half of the ,?-plane. This is a
very important feature of a feedback control system. In preceding chapters it
has been pointed out that a high forward-path gain generally reduces the steady-
is
stable, if all the zeros
state error
of a feedback control system. Consequently,
it is
desirable to use high
gain in multiple-loop control systems. Although this practice
may
unstable inner-loop system, the entire closed-loop system can be
result in
made
an
stable
by proper design.
Before embarking on the fundamentals of the Nyquist criterion, it is essential to summarize on the pole-zero relationships with respect to the system
functions.
Sec. 7.6
Nyquist Criterion
1.
Identification of poles
2.
The
=
=
=
333
and zeros:
loop transfer function zeros

loop transfer function poles
closed-loop poles
= zeros of G(s)H(s)
= poles of G(s)H(s)
poles of C(s)/R(s)
zeros of F(s)
= +
1
G(s)H(s)
poles of F(s) are the
same as the poles of the loop
transfer
function G(s)H(s).
3.
For a closed-loop system to be stable, there is no restriction on the

and zeros of the loop transfer function G(s)
H(s), but the poles of the closed-loop transfer function must all be
location of the poles
located in the
left half-
of the
.s-plane.
"Encircled" versus "Enclosed"

It is important to distinguish between the concepts encircled and enclosed,
which are used frequently with the Nyquist criterion.
A point is said to be encircled by a closed path if it is found inside

For example, point A in Fig. 7-5 is encircled by the closed path T,
is found inside the closed path, whereas point B is not encircled. In
Encircled.
the path.
since
the application of the Nyquist criterion, the closed path also has a direction
associated with
it.
As shown
in Fig. 7-5, point
is
said to be encircled
by
in the counterclockwise direction.
When
considering
all
the points inside the closed path,
the region inside the closed path
we can
T is encircled in the indicated direction.
Fig. 7-5. Illustration of the definition of encirclement.
say that
334
Systems
Chap. 7
said to be enclosed by a closed path if it is

when
the path is traversed in the prescribed
found to lie to the left of the path
it
enclosure
is equivalent to counterclockwise
direction. Putting
another way,
encirclement. For instance, the shaded regions shown in Fig. 7-6(a) and (b) are
considered to be enclosed by the closed path I\ In other words, point A in Fig.
7-6(a) is enclosed by I\ but point A in Fig. 7-6(b) is not. However, in Fig. 7-6(b),
point B and all the points in the region outside T are considered to be enclosed.
Enclosed.
point or region
is
(b)
(a)
Fig. 7-6. Definition of enclosed points
by T.
(b) Point
Number of
is
not enclosed but
and
encirclement
enclosed by a closed path, a
to
regions, (a) Point
enclosure.
number
When
N may be
is
enclosed
by the locus T.
point
is
assigned to the
encircled or
number of
en-
The value of N may be determined

any arbitrary point s on the closed path r and
circlement or enclosure, as the case
by drawing a vector from
and
B is enclosed
may
be.
follow the path in the prescribed direction until it returns to the

starting point. The total net number of revolutions traversed by this vector is
N. For example, point A in Fig. 7-7(a) is encircled once by T, and point B is
then
let s t
(a)
Fig. 7-7. Definition of the
(b)
number of encirclement and
enclosure.
Nyquist Criterion / 335
Sec. 7.6
encircled twice,
once; point
all in
is
Principle of the
the clockwise direction. Point
in Fig. 7-7(b) is enclosed
enclosed twice.
Argument
The Nyquist criterion was originated as an engineering application of the

well-known principle of the argument in complex variable theory. The principle
is stated as follows, in a heuristic manner. Let F(s) be a single-valued rational
function that is analytic everywhere in a specific region except at a finite number
of points in the s-plane. For each point at which F(s) is analytic in the specified
region in the s-plane, there
is
a corresponding point in the F(s)-plane.
Suppose that a continuous closed path r, is arbitrarily chosen in the splane, as shown in Fig. 7-8(a). If all the points on I\ are in the specified region
,,
ly'ImF
](X>
s-plane
F(s)-plane
*-
(a)
(b)
Fig. 7-8. (a) Arbitrarily
ing locus
which F(s)
in
F(s)-plane
point s
locus
is
ReF
is
is
TF
in the
chosen closed path
in the s-plane. (b)
Correspond-
FO)-plane.
rF mapped by the function F(s) into the

shown in Fig. 7-8(b). If, corresponding to
analytic, then curve
also a closed one, as
in the s-plane, point
F(s
) is
located in the F(s)-plane, then as the r,
traversed starting from point Si in the arbitrarily chosen direction
and then returning to jj after going through all the points on the
shown in Fig. 7-8(a)], the corresponding F P locus will start from
point F(sj) and go through points F(s 2 ) and F(s 3 ), which correspond to s 2 and
s 3 respectively, and return to the starting point, F(Ji). The direction of traverse
of r F may be either clockwise or counterclockwise; that is, in the same direction
or the opposite direction as that of r s depending on the particular function
(clockwise)
locus [as
F(s).
In Fig. 7-8(b) the direction of
rP
is
shown, for
illustration purposes, to
be
counterclockwise.
It
should be pointed out that, although the mapping from the j-plane to
is one to one for a rational function F(s), the reverse process is
the F(j)-plane
usually not a one-to-one mapping.
For example, consider the function
336
Systems
Chap. 7
which is analytic in the finite .s-plane except at the points s = 0, 1, and 2.

For each value of s in the finite .s-plane other than the three points 0, 1 and
2, there is only one corresponding point in the F(.s)-plane. However, for each
,
point in the F(V)-plane, the function
The simplest way to
the .s-plane.
maps
s{s+l)(s
The
left side
F(s)
is
of Eq. (7-51)
is
Eq. (7-50) as
+ 2)=-^
(7-51)
a third-order equation, which has three roots when
chosen to be a constant.
The
principle of the
rational function that
is
is
argument can be
that
an arbitrary closed path
analytic at every point on
s;
in the F(s)-plane will encircle the origin as
number of
the zeros
the s-plane locus
stated: Let F(s) be a single-valued
analytic in a given region in the s-plane except at a finite
number ofpoints. Suppose

so that F(s)
the
into three corresponding points in
illustrate this is to write
and
the
is
chosen
in the s-plane
the corresponding F(s) locus
many
mapped
times as the difference between
number of poles of F(s)
thai are encircled
by
IV
In equation form, this statement can be expressed as
N= Z - P
(7-52)
where
N=
number of encirclement of the

locus
Z=
origin
made by
the F(s)-plane
rF
number of zeros of F(s)
encircled by the s-plane locus
in the
in the
s-plane
number of poles of F(s)
encircled
by the
.s-plane locus
.s-plane
can be positive (Z > P), zero (Z

In general,
These three situations will now be described.
1.
N>
> P).
(Z
= P),
If the .s-plane locus encircles
or negative (Z
< P).
more zeros than poles
of F(s) in a certain prescribed direction (clockwise or counterclockwise),
is
a positive integer. In this case the F(s)-plane locus will

times in the same direction
encircle the origin of the F(s)-plane
as that of 1%.
2.
/V
(Z
= P). If the .s-plane locus encircles as many poles as zeros,
or no poles and zeros, of F(s), the F(.s)-plane locus
F F will not encircle
the origin of the F(s)-plane.

3.
TV
<
(Z
< P).
If the .s-plane locus encircles
of F(s) in a certain direction, TV

F(.s)-plane locus,
direction
FF
is
more poles than zeros
a negative integer. In this case the
will encircle the origin TV times in the opposite
from that of T
A convenient way of determining N with respect to the origin (or any other
point) of the F(s) plane
is
to
draw a
line
from the point
in
any direction to
Nyquist Criterion
Sec. 7.6
F(s)-plane
337
F(s)-p\ane
N=-2
F(s )-plane
N=
Fig. 7-9.
infinity; the
Examples of the determination of
number of net
N in the F(i)-plane.
intersections of this line with the F(s) locus gives the
magnitude of N. Figure 7-9 gives several examples of this method of determining

N. It is assumed that the T s locus has a counterclockwise sense.
A rigorous proof of the principle of the argument is not given here. The
may be considered as a heuristic explanation of the prinLet us consider the function F(s) given by
following illustration
ciple.
F(s)
where
K is a positive
number. The poles and zero of F(s) are assumed to be as
shown in Fig. 7- 10(a).

The function F(s) can be
F(s)
(7-53)
+ />i)C* + Pi)
written
\F(s)\/F(s)
+ Pi
+p
Us
2
Is
+ Pi js + p
(7-54)
2)
338
Systems
Chap. 7
x-plane
ReF
and the j-plane

which corresponds to the I\ locus
Fig. 7-10. (a) Pole-zero configuration of F(s) in Eq. (7-53)
trajectory 1%. (b) F(j)-plane locus, IV,
of
(a)
through the mapping of Eq.
(7-53).
Figure 7-10(a) shows an arbitrarily chosen trajectory r, in the s-plane,
with the arbitrary point

is
5^
on the path. The function F(s) evaluated
at s
st
given by
K(s
F( Sl )
0*1
zt)
(7-55)
+ />i)C*i + Pi)
The factor s + z can be represented graphically by the vector drawn

from z, to s Similar vectors can be defined for {s + p,) and (s + Pi)Thus F(s ) is represented by the vectors drawn from the given poles and zero
to the point s u as shown in Fig. 7-10(a). Now, if the point s- moves along the
t
locus r\ in the prescribed counterclockwise direction until

starting point, the angles generated
it
returns to the
by the vectors drawn from the poles (and
Sec. 7.6
if there were any) that are not encircled by T s when Si completes one
round trip are zero; whereas the vector (j, + z,) drawn from the zero at z u
which is encircled by I\, generates a positive angle (counterclockwise sense)
of 2n rad. Then, in Eq. (7-54), the net angle or argument of F(s) as the point
Si travels around T s once is equal to 2n, which means that the corresponding
F(s) plot must go around the origin 2n radians or one revolution in a counterclockwise direction, as shown in Fig. 7-10(b). This is why only the poles and
zeros of F(s), which are inside the JT, path in the j-plane, would contribute to
the value of N of Eq. (7-52). Since poles of F(s) correspond to negative phase
angles and zeros correspond to positive phase angles, the value of
depends
only on the difference between Z and P.
zeros
In the present case,
Z=
F=0
Thus
N = Z- P=
which means that the F(y)-plane locus should encircle the origin once in the same
direction as the s-plane locus. It should be kept in mind that Z and P refer only
to the zeros and poles, respectively, of F(s) that are encircled by r and not the
total number of zeros and poles of F(s).
In general, if there are
more zeros than poles of F(s), which are encircled
by the j-plane locus r, in a prescribed direction, the net angle traversed by the
.F(j)-plane locus as the s-plane locus is traversed once is equal to
2n(Z
-P) = 2nN
(7-56)
This equation implies that the F(s)-plane locus will encircle the origin
N times
same direction as that of r,. Conversely, if N more poles than zeros are
encircled by T s in a given prescribed direction, N in Eq. (7-56) will be negative,
and the F(s)-p\ane locus must encircle the origin times in the opposite direction
in the
to that of
A
is
IV
summary of
all
the possible outcomes of the principle of the argument
given in Table 7-1.
Table 7-1
Summary
of All Possible Outcomes of the
Principle of the
Argument
F(s)-Plane Locus
N=ZP
N>
N <0
Sense of the
Number of Encirclements
s-Plane Locus
of the Origin
Clockwise
Counterclockwise
Clockwise
Clockwise
Counterclockwise
Clockwise
Counterclockwise
Af
Clockwise
Counterclockwise
Direction of
Encirclement
Counterclockwise
No encirclement
No encirclement
340
Systems
Chap. 7
Nyquist Path
At
many
this point the reader
should place himself in the position of Nyquist
years ago, confronted with the problem of determining whether or not
the rational function
G{s)H{s) has zeros in the right half of the j-plane.
Apparently, Nyquist discovered that the principle of the argument could be
used to solve the stability problems,
if
the j-plane locus,
that encircles the entire right half of the .r-plane.
Of
is
taken to be one
course, as an alternative,
I\ can be chosen to encircle the entire left-half s-plane, as the solution is a

relative one. Figure 7-11 illustrates a T s locus, with a counterclockwise sense,
which encircles the entire right half of the s-plane. This path is often called the
Nyquist path.
must not pass through any

shown along the^'co axis in Fig. 7-11
Since the Nyquist path

the small semicircles
that the path should go
singularity of F{s),
are used to indicate
around these singular points of F(s).
s-plane
Poles of
F(s)
Fig. 7-11. Nyquist path.
It is
apparent that
Sec. 7.6
if
any pole or zero of F(s)
the right half of the s-plane,
lies inside
will
it
be
encircled by this Nyquist path.
For the convenience of analysis, the Nyquist path is divided into a miniof three sections. The exact number of sections depends upon how many
of those small semicircles are necessary on the imaginary axis. For the situation
illustrated in Fig. 7-1 1, a total of eight sections needs to be denned. The order
+
of numbering these sections is entirely arbitrary. The notations j co\, j co~i, +j0
+
j0 ja>U and jcoj are used to identify the starting and ending points of
mum
the small semicircles only.
Section 1 from s
+j to
jcot along they'co axis.
Section 2: from +jcot to +jcoT along the small semicircle around
:
section 3
Section 4:
Section 5
=j bi-
from 5 = jco~[ to +J0 + along the jco axis.

from +j0 + to y'0 + along the small semicircle around s =
from s = j0 + to year along the jco axis (mirror image
of section
Section 6: from j
3).
to
jco~[
j cot along
the semicircle around
ja>i (mirror image of section 2).

j along the jco axis (mirror
Section 7: from s
jco\ to s
s
image of section
s = joo
1).
Section 8: from
to
+jo along
the
semicircle
of
infinite radius.
Nyquist Criterion and the G(s)H(s) Plot
The Nyquist criterion is a direct application of the principle of the argument

when the j-plane locus is the Nyquist path. In principle, once the Nyquist path
the stability of a closed-loop system can be determined by plotting
is specified,
the F(s)
and
G(s)H(s) locus
when
j takes
on values along the Nyquist path,
investigating the behavior of the F(s) plot with respect to the origin of the
However, since usually the

approach is to construct the Nyquist
plot of G(s)H(s), and the same result of F(s) can be determined from the behavior of the G(s)H(s) plot with respect to the (l,jO) point in the G(s)H(s)F(s)-plane. This
is
function G(s)H(s)
plane. This
is
point (or the
called the Nyquist plot of F(s).
is
given, a simpler
because the origin of the F(s)-p\anc corresponds to the
l,y'0)
point on the real axis) of the G(s)H(s)-plane. In addition,
the location of the poles of G(s)H(s)
is
if
not known, the stability of the open-loop
system can be determined by investigating the behavior of the Nyquist plot of

G(s)H(s) with respect to the origin of the G(s)//(s)-plane.
Let us define the origin of the G(s)H(s)-plane or the origin of the
G(s)H(s)-p\anc, as the problem requires, as the critical point.
ested basically in
two types of
stability
We
are inter-
open-loop system, and
stability of the
stability of the closed-loop system.
It is important to clarify that closed-loop stability implies that 1

G(s)
H(s) has zeros only in the left half of the j-plane. Open-loop stability implies
that G(s)H(s) has poles only in the left half of the j-plane.
342
Systems
With
two
sets
Chap. 7
this
added dimension to the
stability
problem,
necessary to define
it is
of N, Z, and P, as follows
N = number of encirclements of the origin made by

Z =
G(s)H(s)
number of zeros of G(s)H(s) that are encircled by the

Nyquist path, or in the right half of the j-plane
P = number
of poles of G(s)H(s) that are encircled by the

N_
Z_
=
=
P_
= number of poles of G{s)H(s) that are encircled by the
number of encirclements of the ( l,y'0) point made by G(s)H(s)
number of zeros of 1
G(s)H(s) that are encircled by the
Several facts
become
and should be remembered
clear
Po
since G(s)H(s)
and
at this point
P-i
(7-57)
G(s)H(s) always have the same poles. Closed-loop
stability implies or requires that
Z_!
(7-58)
but open-loop stability requires that
P =
The crux of
the matter
is
(7-59)
that closed-loop stability
determined by the
is
properties of the Nyquist plot of the open-loop transfer function G(s)H(s).
The procedure of applying the

is
principle of the
argument for
stability studies
summarized as follows
1.
Given the control system, which
is
represented by the closed-loop
transfer function of Eq. (7-47), the Nyquist path
is
defined according
to the pole-zero properties of G(s)H(s).

2.
3.
The Nyquist plot of G(s)H(s) is constructed.

The values of N and JV_, are determined by observing the behavior
of the Nyquist plot of G(s)H(s) with respect to the origin and the
( \,j0)
4.
point, respectively.
Once N and N- are determined, the value of P a

known) is determined from
1
(if it is
not already
N =Z -P
if
Z_
is
is
given.
Once
is
it
=P
[Eq. (7-57)],
and
determined from
N. =
Since
determined, P_
(7-60)
Z_,
/>_!
has been established that for a stable closed-loop system Z_
(7-61)
must
be zero, Eq. (7-61) gives

JV_,
-P_,
(7-62)
Sec. 7.6
may
Therefore, the Nyquist criterion
loop system to be
point as
stable, the
many times as
the s-plane,
and
be formally stated: For a closed-
Nyquist plot ofG(s)H(s) must encircle the (l,jO)
number of poles of G(s)H(s) that are in the right half of

must be made in the clockwise direction.
not always necessary to construct the Nyquist plot which
the
the encirclement, if any,
In general,
it is
corresponds to the entire Nyquist path. In
fact, a great
majority of the practical
problems can be solved simply by sketching the part of G(s)H(s) that corresponds
to the +yco-axis of the s-plane. The condition when this simplified procedure is
possible
of the
is
when P
.y-plane.
0; that
G(s)H(s) has no poles in the right half
is,
In this case Eq. (7-61) becomes
JV-i
Z_,
(7-63)
which means that the Nyquist plot of G(s)H(s) can encircle the ( l,j0) point
only in the counterclockwise direction, since N_ in Eq. (7-63) can only be zero
i
or positive. Since counterclockwise encirclement
can determine closed-loop

point
is
stability
is
equivalent to enclosure,
by checking whether the ( l,y'0)
we
critical
if we are interested only in

we need not sketch the entire Nyquist plot for G(s)H(s),
portion from s = +yoo to s =
along the imaginary axis of the
enclosed by the G(s)H(s) plot. Furthermore,
whether N.
only the
is
zero,
.y-plane.
The Nyquist
in the right
P_
case may be stated: If the function
half of the s-plane, for the closed-loop system to
criterion for the
G(s)H(s) has no poles
be stable, the Nyquist plot of G(s)H(s) must not enclose the critical point ( 1J0).
Furthermore, if we are not interested in the number of roots of the char-
equation that are in the right-half plane, but only the closed-loop
only the G(s)H(s) plot that corresponds to the positive imaginary axis
of the j-plane is necessary. Figure 7-12 illustrates how the s
/oo to s
acteristic
stability,
Im
GH
G(s)#(s>plane
ReGH
Fig. 7-12.
Nyquist plot of G(s)H(s), which corresponds to s
to indicate whether the critical point
is
enclosed.
= jco to s
0,
344
Systems
Chap. 7
portion of the Nyquist plot

at
7.7
( l.y'O)
is
may
be used to determine whether the
critical
point
enclosed.
The following examples serve
to illustrate the practical application of the Nyquist
criterion to the stability of control systems.
Example
7-7
Consider a single-loop feedback control system with the loop transfer

function given by
W = rh)
where
K and a are positive constants.
pole in the right-half s-plane; thus,

closed-loop system,
corresponds to j
it is
=/co
apparent that G{s)H{s) does not have any
It is
Pa =
(7 - 64)
P_i
= 0.
To determine
the stability of the
necessary only to sketch the Nyquist plot of G(s)H(s) that
to s
on the Nyquist path and
see
if it
encloses the
point in the G(s)H(s)-p\ane. However, for the sake of illustration,
we
1,7*0)
shall construct
the entire G(s)H(s) plot for this problem.
The Nyquist path necessary
for the function of Eq. (7-64)
is
shown
in Fig. 7-13.
s-plane
Fig. 7-13. Nyquist path for the system in
Since G(s)H(s) has a pole at the origin,

small semicircle around s
shown
0.
it is
Example
7-7.
necessary that the Nyquist path includes a
The entire Nyquist path
is
divided into four sections, as
in Fig. 7-13.
Section 2 of the Nyquist path

this section
may be
is
magnified as shown in Fig. 7-14(a). The points on
represented by the phasor

5
e">
(7-65)
where {
0) and 9 denote the magnitude and phase of the phasor, respectively.
As the Nyquist path is traversed from +j0 + to jO* along section 2, the phasor of
Application of the Nyquist Criterion /
Sec. 7.7
i /
Im
GH
345
GCs)i/(s)-plane
s-plane
80 counterclockwise
rotation
*~
*-
(a)
co
ReGH
(b)
Nyquist path of Fig. 7-13. (b) Nyquist plot of
Fig. 7-14. (a) Section 2 of the
G(s)H(s) that corresponds to section
2.
Eq. (7-65) rotates in the clockwise direction through 180. Also, in going from
y'0 +
90 through
from +90
+j0 +
to
The corresponding Nyquist plot of
, 9
G(s)H(s) can be determined simply by substituting Eq. (7-65) into Eq. (7-64). Thus
to
varies
0.
G(s)H(s)
s=ee )o
Since e
0,
the last expression
is
ee">(ee">
(7-66)
+ a)
simplified to
G(s)H{s)
ooe -je
(7-67)
aeeJ<>
which indicates that all points on the Nyquist plot of G(s)H(s) that correspond to
section 2 of the Nyquist path have an infinite magnitude, and the corresponding phase
is opposite that of the j-plane locus. Since the phase of the Nyquist path varies from
+90 to 90 in the clockwise direction, the minus sign in the phase relation of Eq.
(7-67) indicates that the corresponding G(s)H(s) plot should have a phase that varies
from 90 to +90 in the counterclockwise direction, as shown in Fig. 7-14(b).
when one has acquired
In general,
plots, the
proficiency in the sketching of the Nyquist
= and s = oo may be
problem the behavior of G(s)H(s)
determined from
determination of the behavior of G(s)H(s) at s
carried out by inspection.
For
instance, in the present
corresponding to section 2 of the Nyquist path

lim G(s)H(s)
1^0
lim ,
s ô s(s
is
K
+ a)
.
i-
lim
From this equation it is clear that the behavior of G(s)H(s) at s

tional to
s.
As
the Nyquist path
magnitude, from
+/0 + to
is
(7-68)
is
inversely propor-
traversed by a phasor with infinitesimally small
/0 + through a clockwise rotation of
1 80, the corresponding

G(s)H(s) plot is traced out by a phasor with an infinite magnitude, 180 in the opposite
or counterclockwise direction. It can be concluded that, in general, if the limit of
346
Chap. 7
Systems
G(s)H(s) as * approaches zero assumes the form

lim G(s)H(s)
lim Jfo"
(7-69)
the Nyquist plot of G(s)H(s) that corresponds to section 2 of Fig. 7-14(a)
by a phasor of
direction
if
the plus sign
is
counterclockwise direction
if
the negative sign
The technique described above may

The
is
large semicircle referred to as section
Fig. 7-1 5(a).
The
traced out
used.
also be used to determine the behavior of the
G(s)H(s) plot, which corresponds to the semicircle with

path.
is
magnitude n x 180 degrees in the clockwise

used, and by a phasor of infinite magnitude n x 180 in the
infinitesimally small
points
on the
semicircle
5
may
infinite radius
in Fig. 7-13
is
on the Nyquist
shown in
isolated, as
be represented by the phasor
Rei*
(7-70)
plane
Re/*
l
Im
GH
G(,s)i/(.s)-plane
180
counterclockwise
rotation
360 clockwise
rotation
ReG
Radius
(b)
Fig. 7-15. (a) Section
4 of the Nyquist path of Fig. 7-13.
of G(s)H(s) that corresponds to section
where
oo. Substituting
(b)
Nyquist plot
4.
Eq. (7-70) into Eq. (7-64) yields
G(s)H(s)
-_
Re j*
K
~ RW* = Oe-i
1*
(7-71)
which implies that the behavior of the G{s)H{s) plot at infinite frequency is described by
a phasor with infinitesimally small magnitude which rotates around the origin 2 x 1 80
360 in the clockwise direction. Thus the G(s)H(s) plot that corresponds to section
4 of the Nyquist path is sketched as shown in Fig. 7-1 5(b).

Now to complete the Nyquist plot of the transfer function of Eq. (7-64) we must
consider sections 1 and 3. Section 1 is usually constructed by substituting s = jca into
Eq. (7-64) and solving for the possible crossing points on the real axis of the G(s)H(s)-
Sec. 7.7
plane. Equation (7-64)
jco(jco
is
rationalized
347
becomes
G(jOi)H(jOi)
which
(7-72)
+ a)
by multiplying the numerator and denominator by the complex
conjugate of the denominator. Thus
G(jco)HUco)
The
intersect of
G(jco)HQco) on the
part of G(jCO)H(jco) to zero.

real axis is
real axis is
determined by equating the imaginary

at which G(jCo)H(jco) intersects the
found from
=
co*
plane
(7-73)
Thus the frequency
Im G(jCO)H(jco)
which gives
_ K(co 2 jaco)
=
co* + a 2 co 2
co
co. This
means that
at the origin with co
-Kaco
+ a 2 C0 2
-Ka
+a
co(cb 2
the only intersect
(7-74)
2
)
on the real
axis in the G(s)H(s)-
co. Since the
Nyquist criterion is not concerned with

the exact shape of the G(s)H(s) locus but only the number of encirclements, it is not
necessary to obtain an exact plot of the locus. The complete Nyquist plot of the function
of Eq. (7-64) is now sketched in Fig. 7-16 by connecting the terminal points of the loci
is
i /
Im
GH
G(s)H(s)-p\ane
ReGH
Fig. 7-16.
Complete Nyquist plot of G(s)H(s)
K/ls(s
a)].
348
Systems
Chap. 7
that correspond to sections 2
and
without intersecting any
4,
part of the real
finite
axis.
It is of interest to check all the pertinent data that can be obtained from the
= iV-i = 0. By inspection of Eq. (7-64), Z =
Nyquist plot of Fig. 7-16. First,
andP = 0, which satisfy Eq. (7-60). SinceP = P-u Eq. (7-61) leads to
Z_!
Therefore, the closed-loop system
N-i
stable.
is
=0
+P_!
(7-75)
This solution should have been anticipated,
since for the second-order system, the characteristic equation

s
as
is
simply
+K=
(7-76)
whose roots will always lie in the left half of the i-plane for positive a and K.
Figure 7-16 also shows that for this problem it is necessary only to sketch the
portion of G(s)H(s) that corresponds to section
that the
( 1, y'O)
of the Nyquist path.
It is
point will never be enclosed by the G(s)H(s) plot for
apparent
all
positive
values of K.
Example
7-8
Consider that a control system with single feedback loop has the loop
transfer function
<*>" =
The

s
which has one root

of Fig. 7-13
is
Section 2.
in the right half
(1
(7 " 77)
WTTY
is
+ K)s - K =
of the s-plane for
(7-78)
all
positive K.
The Nyquist path
applicable to this case.

s
e ie
lim G(s)H(s)
= lim
ooe-^< + )
(7-79)
This means that the Nyquist plot of G{s)H{s) which corresponds to section 2 of the
Nyquist path is traced by a phasor with infinite magnitude. This phasor starts at an
+90 and ends at 90 and goes around the origin of the G(s)H(s)-p\ane
counterclockwise a total of 180.
angle of
Section
4.
Re'*
lim G{s)H{s)
= lim =
0e~'*
(7-80)
the Nyquist plot of G(s)H(s) corresponding to section 4 of the Nyquist path goes
around the origin 180 in the clockwise direction with zero magnitude.
Section 1. s =jCO:
Thus
G(j<d)H(jco)
JooUm
o4
1}
+W
-A
a>(co*
1)
(7-81)
Setting the imaginary part of G(jOi)HU'CO) to zero,

CO
which are frequencies
at
= 1
we have
rad/sec
which the G(jCO)H{j03) locus crosses the
GUl)H(jl)
Based on the information gathered
(7-82)
real axis.
=K
in the last three steps, the
Then
(7-83)
complete Nyquist
Sec. 7.7
Application of the Nyquist Criterion /
lm
GH
G(s)H(s)
AL, =
349
plane
Fig. 7-17.
plot of G(s)H(s)
is
Complete Nyquist plot of G(s)H(s)

sketched as
shown
in Fig. 7-17.
K(s
ReGH
l)/[s(s
1)].
We can conclude that, by inspection,
Z =1
P =p_,
Figure 7-17 indicates that Ao
Figure 7-17 also gives A/_j =
=
1.
1,
which
is
=o
in
agreement with the Nyquist
criterion.
Then
Z_, =AT_,
+P_, =
( 7 _84)
which means that the closed-loop system is unstable, since the characteristic equation
has one root in the right half of the 5-plane. The Nyquist plot of Fig. 7-17 further
indicates that the system cannot be stabilized by changing only the value of A'.
Example
7-9
Consider the control system shown in Fig. 7-18. It is desired to determine the range of
for which the system is stable. The open-loop
C(s)
Grrt
is
10*(j
Since this function does not have any pole or zero
2)
(7-85)
on the jco
axis, the
Nyquist path
350
R(s)
Chap. 7
Systems
-N
Y^
E( S )
K(s + 2)
.S
Fig. 7-18.
C
C()
10
2
(.5
+ 3)
>
Block diagram of the control system for Example
7-9.
.s-plane
Fig. 7-19.
Nyquist path for the transfer function of Eq.
can consist of only three sections, as shown

Nyquist plot of G(s) is outlined as follows
Section 4.
in Fig. 7-19.
(7-85).
The construction of
the
Re 1 *
lim G(s)
10K
0e -j2 *
(7-86)
the phasor for section 4 of the Nyquist path is traversed from 90 to +90
through 180 counterclockwise, Eq. (7-86) indicates that the corresponding Nyquist
plot of G(s) is traced by a phasor of practically zero length from +180 to 180
As
through a
total of 360 in the clockwise sense.
Section
1.
=jco:
l0K(ja>
2)
GUco) -(l0-3co*)-jcoi
(7-87)
Rationalizing, the last equation becomes
G(jco)
10 AT[2(10
3CQ 2 )
-co* +7CQ(10
(10
3co 2 ) 2
co 6
3co 2 ) +./2CQ 3 ]
(7-88)
Sec. 7.7
351
Setting the imaginary part of G(jco) to zero gives

co
co
= VlO rad/sec
rad/sec
and
which correspond to the frequencies at the intersects on the real axis of the G(s)-plane.
In this case it is necessary to determine the intersect of the G(s) plot on the imaginary
axis. Setting the real part of G(jG>) to zero in Eq. (7-88), we have
co 4
6co 2
co
1.54 rad/sec
20
(7-89)
which gives
Therefore, the intersects on the real axis of the G(.s)-plane are at
C(/0)
2 AT
and
C(yVlO)
and the
intersect
on the imaginary
axis
= -K
is
G(j^/T) =j]0/TK/3
With the information gathered
of Eq. (7-85)
is
sketched as shown
in the
preceding steps, the Nyquist plot for G(s)

The information on the imaginary axis
in Fig. 7-20.
is needed so that the direction of section

the locus point by point.
may
be determined without actually plotting
../ImC
G(s)-plane
Fig. 7-20.
Nyquist plot of G(s)
\QK(s
2)/(s 3
3s 2
10).
352
Chap. 7
Systems
Inspection of the Nyquist plot of Fig. 7-20 reveals that

(7-85)
shows that G(s) has no zeros inside the
means
that
P =
2.
Thus P_
=2. Now,
JV_,
right half
of the
A = 2.
.s-plane,
applying the Nyquist criterion,
= Z_ - P_t = Z_, -
Since Eq.
Z = 0;
this
we have
(7-90)
Thus for the closed-loop system to be stable, Z_i = 0, which requires that JV_ = 2.
With reference to Fig. 7-20, the stability criterion requires that the ( 1,;0) point must
t
be encircled twice in the clockwise direction. In other words, the

be to the right of the crossover point at K. Thus, for stability,
K>
The reader can
easily verify this solution
critical
point should
(7-91)
by applying the Routh-Hurwitz
criterion
to the characteristic equation of the system.
It
should be reiterated that although the Routh-Hurwitz criterion
is
much
simpler to use in stability problems such as the one stated in this illustrative
example, in general the Nyquist criterion leads to a more versatile solution,

which also includes information on the relative stability of the system.
7.8
Effects of Additional Poles and Zeros of G(s)H(s) on the
Shape of the Nyquist Locus

Since the performance and the stability of a feedback control system are often
influenced by adding and
is
informative to illustrate
moving poles and zeros of
the transfer functions,
it
how the Nyquist locus is affected when poles and zeros
added to a typical loop transfer function G{s)H{s). This investigation will also
be helpful to gain further insight on the quick sketch of the Nyquist locus of a
are
given function.
Let us begin with a first-order transfer function
G(s)H(s)
The Nyquist locus of G(jco)H(jco)
for
T1
(7-92)
Ti
< ca <
a semicircle, as
is
in Fig. 7-21.
ImGH
G(s)H(s)-p\ane
CO
co
ReGH
Ik
Fig. 7-21.
Nyquist plot of G(s)H(s)
Kj(\
+ T lS
).
shown
Sec. 7.8
Addition of poles at s
0.
and Zeros of G{s)H(s)
Consider that a pole at s

we have
is
353
added to the
transfer function of Eq. (7-92) ; then
G(s)H(s)
(7-93)
The effect of adding this pole is that the phase of G(jco)H(ja>)

90 at both zero and infinite frequencies.
In other words, the Nyquist locus of G(j(o)H(joo)
that of Fig. 7-21 at co
and
a,
oo, as
shown
is
is
reduced by
rotated by
90 from
in Fig. 7-22. In addition, the
GH
Im
G(s)H(s)-phne
*-ReGH
Fig. 7-22.
Nyquist locus of G(s)H(s)
K/[s(l
Tis)].
magnitude of G(jco)H(j(o) at
becomes infinite. In general, adding a pole

co
of multiplicity j at s
to the transfer function of Eq. (7-92) will give the following properties to the Nyquist locus of G(s)H(s)
lim IG(j<B)H(jco)
-(j
1)
(7-94)
= -j*
(7-95)
lim|GO'a>)#C/e>)|
(7-96)
\im\G{jm)H{j(o)\
(7-97)
lim /GUco)H(jco)
co~.0
Figure 7-23 illustrates the Nyquist plots of
G(s)H(s)
(7-98)
and
G(s)H{s)
In view of these illustrations
will affect the stability adversely,
more than one pole
at s
it is
s\\
K
+T
s)
(7-99)
apparent that addition of poles at s
and systems with a loop transfer function of
are likely to be unstable.
354
Chap. 7
Systems
G(s)#Cs)-plane
ReGH
Fig. 7-23. Nyquist loci for (1) G(s)H(s)
K/[sHl
= K/[s 2 (l + TlS
)].
G(s)H(s)
(2)
Tis)].
When
Addition of finite poles.
a pole at s
l/T2
added to the G(s)
is
H(s) function of Eq. (7-92), we have
G{s)H(s)
+
of G(s)H(s) at co =
(1
The Nyquist locus
+T
7V)(1
is
(7-100)
2 s)
not affected by the addition of the
pole, since
lim GUco)H(joi)
The Nyquist locus
at co
lim
-K
~"
=
m ->o 1 \1
<-.a
(7-101)
is
lim G(jco)HUco)
=K
Im
GH
/-180
G(s)H(s)-p\ane
*-
Fig. 7-24. Nyquist loci for (1) G(s)H(s)
G(s)H(s)
#/[(!
Tis)(l
(7-102)
2.0)
+ T2 s)(\ + T
Kj[{\
3 s)].
Re Gtf
+ TlS)(l + T2 s)].
(2)
Sec. 7.8
Thus the
Eq. (7-92)
is
effect
of adding a pole at
= \/T
and Zeros of G(s)H(s)
to the transfer function of
phase of the Nyquist locus by 90 at infinite

Fig. 7-24. This figure also shows the Nyquist locus of
to shift the
quency, as shown in
G(s)H(s)
(1
K
+ 7(1 + T
7V)(1
355
fre-
(7-103)
3 s)
These examples show the adverse effects on stability that result from the
addition of poles to the loop transfer function.
Addition of zeros.
It was pointed out in Chapter 6 that the effect of the

on a closed-loop control system is to make the system more
In terms of the Nyquist plot, this stabilization effect is easily shown,
derivative control
stable.
since the multiplication of the factor (1
increases the phase of G(s)H(s)
by 90
+ 7 to
= oo.
the loop transfer function
at co
Consider that the loop transfer function of a closed-loop system
is
given
by
^>^
,( i
+ ri(i + r
(7
2 ,)
104>
<K
can be shown that the closed-loop system is stable for

< (7, + T2 )/
T2 Suppose that a zero at s \\Td is added to the transfer function of Eq.
(7-104), such as with a derivative control. Then
It
T,
+ 7
+ TV)
K{\
G(s)H(s)
s(l
(7-105)
T,5)(l
The Nyquist loci of the two transfer functions of Eqs. (7-104) and (7-105)
shown in Fig. 7-25. The effect of the zero in Eq. (7-105) is to add
are sketched as
,
.
Im
GH
G(s)H(s)-p\ane
T T2
K{T + T2 )
t
-*-
KeGH
-<(&.- T)
(2)
co
Fig. 7-25.
G(s)H(.s)
Nyquist
K(l
loci for (1)
+ Tds)/[s(l +
= K/[s(l + T^Xl + T2 s)].

+ T2 s)].
G(s)H(s)
TisXl
(2)
356
Systems
Chap. 7
90 to the phase of G(Jco)H(jco) at <y
The crossover point on
-K(T + TÎTîl + Td
t
),
which
is
= 0.
+ T )/T T to
oo while not affecting the locus at co
the real axis
is
moved from K(Ti
closer to the origin of the G(jco)H(jco)-
plane.
7.9
Stability of Multiloop
Systems
The
stability analyses conducted in the preceding sections are all centered

toward systems with a single feedback loop, with the exception of the RouthHurwitz criterion, which apparently can be applied to systems of any con-
figuration, as long as the characteristic equation

trate
how
the Nyquist criterion
is
is
known
We
shall
now
illus-
applied to a linear system with multiple feed-
back loops.
In principle, all feedback systems with single input and output can be
reduced to the basic system configuration of Fig. 7-4. Then it would seem that
the Nyquist criterion can be applied in a straightforward
manner
to the equiva-
loop transfer function G(s)H(s). However, owing to the multiloop nature

of the original system, the poles and/or the zeros of G(s)H(s) may be unknown,
lent
and a systematic approach
to the
problem may be adopted.
Let us illustrate the procedure of applying Nyquist criterion to a multiloop
means of a specific example. Figure 7-26 gives the block

diagram of a control system with two loops. The transfer function of each
control system by
block
is
indicated in the diagram. In this case
it is
simple to derive the open-
loop transfer function of the system as

C)
= - Gi(j)G(j)
+ G (s)H(s)
K(s + 2)
+ 10)[j(j + 1)0 + 2) +
G(s)
(s
The
stability
(7-106)
5]
of the overall system can be investigated by sketching the Nyquist
H(s) = 5
Fig. 7-26.
Multiloop feedback control system.
Sec. 7.9
Systems
locus of G(s), except that the poles of G(s) are not entirely known.
we can
the construction of the entire Nyquist locus of G(s),
357
To avoid
attack the problem
two stages, as there are two feedback loops. First, consider only the inner
whose loop transfer function is G 2 (s)H(s). We shall first sketch the Nyquist
locus of G z (s)H(s) for
co < oo. The property of the G 2 (s)H(s) plot with
respect to the ( l,jO) point gives an indication of the number of zeros of 1 +
G 2 (s)H(s) that are in the right half of the J-plane. Having found this information,
in
loop,
<
we then proceed
co
<
to sketch the Nyquist locus of G(s) of Eq. (7-106) only for
<
oo to determine the stability of the overall system.
Figure 7-27 shows the Nyquist locus of

5
G 2 (s)H(s)
s{s
1)(j
(7-107)
2)
j\mG 2 H
,.
G 2 (sW(s)-plane
ReG 2 //
Nyquist plot of
Fig. 7-27.
Since the
itself,
( l,y'0)
point
and the zeros of
is
G 2 (s)H(s) =
Ms +
i)(s
2)].
not enclosed by the locus, the inner loop
is
stable
by
+ G 2 is)His) are all in the left half of the j-plane. Next,
the Nyquist locus of C7(j) of Eq. (7-106)

all
is
sketched as shown in Fig. 7-28. Since
the poles and zeros of G(s) are found to be in the
left
half of the j-plane,
we
only have to investigate the crossover point of the G(s) locus with respect to the
( l.v'O)
point to determine the requirement on
stable. In this case the
Now,
7-26.
let
range of
K for
K for the overall system to

< K < 50.
be
stability is
us consider a system that
is
a slightly modified version of Fig.
Use the same block diagram, but with

G,(j)
+2
s+
__ s
(7-108)
Gl{s)
His)
~ sis +
=5
K
IX*
(7-109)
2)
(7-110)
368
Systems
Chap. 7
jlmG
G(i)-plane
*-
Fig.
[K(s
2)]/{U
10)[s(s
+-
l)(j
2)
5]}.
In this case
parameter
7-28. Nyquist plot of G(s)
ReG
is
we cannot use
the
in the inner loop.
method
The open-loop
to solve this problem.
W ~_
still
is
G.(j)Ga(j)
G(S )
+G
2 (s)H(.
s
(s
Since the
unknown gain
use the Nyquist criterion
outline above, since the
However, we may
I0)[s(s
(7-111)
l)(j
+ 2) +
5tf]
unknown parameter ^Tdoes not appear
as a gain factor of G(s),

Nyquist locus of G(s)/K. However, we can
write the characteristic equation of the overall system as
it
would be of no
s(s
avail to sketch the
10)(j
1)(*
2)
+s+2+
5K(s
10)
(7-112)
In order to create an equivalent open-loop transfer function with

multiplying factor,
contain K.
we
divide both sides of Eq. (7-112) by terms that
K as
do not
We have
1
+ s(s +
Since this equation
may be
is
SK(s + 10)
10Xs + l)(s + 2)
of the form
+ s + 2~
+ G (s) = 0, the roots
3
(7 " 113)
of the charac-
by sketching the Nyquist locus of G 3 (s).

However, the poles of G 3 (s) are not known, since the denominator of G 3 (s) is
not in factored form. The zeros of the polynominal s(s + 10)(s + l)(s + 2) -f
s + 2 may be studied by investigating the Nyquist plot of still another function
G 4 (j), which we create as follows
teristic
equation
investigated
Figure 7-29 shows that the Nyquist locus of G 4 (s) intersects the real axis
( 1, y"0) point. Thus all the poles of G 3 (s) are in the left half
to the right of the
of the 5-plane. The Nyquist plot of G 3 (s) is sketched as shown in Fig. 7-30. Since
Sec. 7.9
,.
Systems
359
/Im C 4
G 4 (s )-plane
0.009
ReC,
r
\
G4 (s) =
Fig. 7-29. Nyquist locus of
,.
(s
2)/[s(s
10)(j
1)(*
2)].
Im G 3 (s)
C 3 0?)-plane
ReG,
*-
Fig. 7-30. Nyquist locus of
+s+
the intersect of the locus

is
<K<
(s)
[5K(s
W)]J[ s (s
I0){s
l)(s
+ 2)
2].
on the
real axis
is
at
-O.IK, the range of K for
stability
10.
In this section we have investigated the

application of the Nyquist criterion
to multiloop control systems. For analysis
problems, the stability of the system
can be investigated by applying the Nyquist
criterion in a systematic fashion
from the inner loop toward the outer loops. For
design problems when a system parameter
to be determined for stability, it is
sometimes necessary to
start with the characteristic equation,
which may be written in the form
Kh
P{s)
KQ{s)
(7 _ 115)
where P(s) and Q(s) are polynomials. The stability

of the system
sketching the Nyquist plot of the equivalent
open-loop transfer
is
studied by
function
<*)-3gj!
(7-116)
360
Systems
Chap. 7
Thus we have
also indicated a
method of applying
the Nyquist criterion
The Nyquist
more convenient approach than the Routh-Hurwitz criterion,
to design a stable system by using the characteristic equation.
locus represents a
since the latter often involves the solution of
an inequality equation in the high

can be determined from the
order of K, whereas in the Nyquist approach
intersection of the G(s) locus with the real axis.
The
stability analysis discussed thus far in this
chapter can be applied to
linear multivariable systems. Since the characteristic equation of a multivariable

is still
written
|*I-A|
the Routh-Hurwitz criterion
is
On
(7-117)
We can also
applied in the usual manner.
the Nyquist criterion to Eq. (7-117) in the

(7-116).
=
manner outlined
the other hand, since the stability of a linear system
of the inputs and outputs of the system,
we can apply
is
7.10
is
and
independent
the Nyquist criterion to
a multivariable system between any input-output pair while setting

inputs to zero, as long as the system
apply
in Eqs. (7-115)
all
other
completely controllable and observable.
Systems with time delays and their modeling have been discussed in Section
5.12. In general, closed-loop systems with time delays in the loops will be subject
to
more
stability
problems than systems without delays. Since a pure time delay
Td is modeled by the
transfer function relationship e~ TdS , the characteristic equa-
no longer have constant coefficients. Therefore, the RouthHurwitz criterion is not applicable. However, we shall show in the following
that the Nyquist criterion is readily applicable to a system with a pure time
tion of the system will
delay.
Let us consider that the loop transfer function of a feedback control sysis represented by
tem with pure time delay
G(s)H(s)
ê- T G
's
(s)H, (s)
(7- 1
8)
G^H^s) is a rational function with constant coefficients; Ta is the pure

time delay in seconds. Whether the time delay occurs in the forward path or the
where
feedback path of the system
is
immaterial from the stability standpoint.
In principle, the stability of the closed-loop system can be investigated by

sketching the Nyquist locus of G(s)H(s) and then observing its behavior with
reference to the
The
( l,j0) point of the complex function plane.
of the exponential term in Eq. (7-118)
is that it rotates the phasor

by an angle of coTd radians in the clockwise direction.
The amplitude of G^jcoJH^jco) is not affected by the time delay, since the
magnitude of e~' mT' is unity for all frequencies.
In control systems the magnitude of GiO'cw)îO'co) usually approaches zero
as co approaches infinity. Thus the Nyquist locus of the transfer function of Eq.
(7-118) will usually spiral toward the origin as co approaches infinity, and there
are infinite number of intersects on the negative real axis of the G(s)H(s)-ip\a.ae.
For the closed-loop system to be stable, all the intersects of the G(jco)H(jco)
locus with the real axis must occur to the right of the (-IJ0) point.
effect
GyfJo^Hiijco) at each co
Sec. 7.10
Im
361
GH
G(s)#(s)-plane
^ReGH
T,=4
0.16
Fig. 7-31. Nyquist plots of G(s)H(s)
e- T "/[s(s
l)(.s
2)].
Figure 7-31 shows an example of the Nyquist plot of
G(s)H(s)
e-'-'G^H^s)
=
s(s
for several values of
system
is
stable
riorates as
Td =
sec.
Td
Td
when
It is
IX*
(7-119)
2)
observed from this diagram that the closed-loop
the time delay
Td is zero,
but the stability condition dete-
The system is on the verge of becoming unstable when

shown with the Nyquist plot passing through the ( l,y0)
increases.
This
is
point.
Unlike the rational function case, the analytical solution of the crossover
is not trivial, since the equations
that govern the crossings are no longer algebraic. For instance, the loop transfer
points on the real axis of the G(y).ff(.s)-plane
may be rationalized in the usual manner by multiplying

numerator and denominator by the complex conjugate of the denominator.
function of Eq. (7-1 19)

its
The
result
is
GUcomjco)
< cos <>>
T
<
ffi
ff i - Lt
(
/CQ(2
~ G)2)1
<
7 - 120)
362
Systems
The condition
Chap. 7
for crossings
3co
which
is
sin
on the
coTd
not easily solved, given
co(2
Td
of the G(s)H(s)-p\ane
real axis
co
is
cos coTd
Since the term e~ lmT " always has a magnitude of
crossover problem
is
readily solved in the
Bode
plot
for
all
frequencies, the
domain (Appendix A).
Since the time-delay term affects only the phase but not the magnitude of G(jco)
H(jco), the phase of the latter
angle of
coTd
is
obtained in the Bode plot by adding a negative
to the phase curve of GifJoc^H^jco).
phase curve of G{ja>)H(jca) crosses the 180 axis
is
The frequency at which the
the place where the Nyquist
locus intersects the negative real axis. In general, analysis and design problems
involving pure time delays are
more
easily carried out graphically in the
Bode
diagram.
If the time delay is small,
it
is
possible to approximate the time delay
transfer function relation by a truncated power series; that
e~
T"
-Ts+
d
is,
Tjs*
(7-121)
2!
3!
Figure 7-32 shows the Nyquist plots of the transfer function of Eq. (7-119)
Im
GH
G(s)//(i)-plane
KeGH
Two-term
approximation
Fig. 7-32.
Approximation of Nyquist plot of system with time delay by
truncated power-series expansion.
Stability of Nonlinear
Sec. 7.11
with
Td =
0.8 sec,
l-7>
=
s(s
7.11
is
Criterion /
363
and
G(s)H(s)
which
Systems Popov's
l)(s
(7-122)
2)
the result of truncating the series of Eq. (7-121) after two terms
Systems Popov's
Criterion 16
was mentioned in Section 7.1 that the stability analysis of nonlinear

systems is a complex subject, and unlike the linear time-invariant case, no single
method can be applied to all nonlinear systems. Although the major emphasis
of this book is on linear systems, we shall show in the following that a certain
class of nonlinear systems can be studied with stability criteria that are quite
It
similar to the Nyquist criterion.
When
a system
is
nonlinear,
it
does not have a characteristic equation,
and therefore there are no eigenvalues to speak of. The Routh-Hurwitz criterion
becomes useless in this case. The kind of stability that we are concerned with
here is asymptotic stability, which means that the equilibrium state x e is asymptotically stable if every motion starting at an initial state x will converge
to
x e as time approaches
Popov's
infinity.
stability criterion applies to a closed-loop control
tains one nonlinear element, as
Fig. 7-33.
shown
in Fig. 7-33.
The
system that con-
nonlinearity is described
Nonlinear closed-loop control system.
by a functional relation that must
lie
in the first
and third quadrants,
as
shown
in Fig. 7-34.
Many nonlinear control systems in practice can be modeled by the block

diagram and nonlinear characteristic of Figs. 7-33 and 7-34. For instance, Fig
7-35 illustrates several common-type nonlinearities, which are encountered
often in control systems that fit the characteristic specified by Fig. 7-34.
Popov's stability theorem is based on the following assumptions:
1.
The
is described by the transfer function

which has more poles than zeros, and there are no cancellations of poles and zeros.
The nonlinear characteristic is bound by k and k 2 as shown in Fig.
linear part of the system
G(s),
2.
7-34; or
< N(e) < k
(7-123)
Me)
Fig. 7-34.
Nonlinear characteristics.
1%)
N(e)
/'
/
k,
=0
-D
_z_
=0
/
/
/
/
/
/
/
(b)
Relay with deadzone
7
(c) Saturation
Fig. 7-35. Several
common
/
k,
=0
(d) Saturation with dead
zone
nonlinearities encountered in control sys-
tems, (a) Ideal relay, (b) Relay with dead zone, (c) Saturation. Id) Saturation with
364
dead zone.
Sec. 7.11
The theorem
loop system
is
Systems
Popov's Criterion
stated in the following without giving the proof:
The
365
closed-
asymptotically stable if the Nyquist plot of G(jco) does not intersect or enclose the circle that is described by
is
*i
~t~
k2
*."
(7-124)
_
LK^Ki
where x and y denote the real and imaginary coordinates of the G(ja>)plane, respectively.
It
should be noted that the Popov stability criterion
necessary. In other words,

circle, the
On
system
is
the other hand,
mean
stable,
if
that the system
if
although the criterion
the above condition

is
is sufficient
but
is
not
the G(jco) locus does not intersect or enclose the
unstable.
The
is
is
usually overly conservative.
violated,
it
does not necessarily
possible implications are illustrated in
Fig. 7-36.
Im G
G(/oj)-plane
ReG
Fig. 7-36. Interpretation of Popov's stability criterion.
circle degenerates to the
criterion. Figure 7-35
are with
A:,
0.
observe that
( 1
y'O)
stability,
shows that a great majority of the nonlinearities in practice
In these cases, the circle of Eq. (7-124) becomes a straight line
x
For
the system is linear, k = k 2 = k, the

and Popov's criterion becomes Nyquist's
if
point,
the Nyquist locus of G(jco) must not intersect this
(7-125)
line.
366
Systems
Chap. 7

Popov stability criterion.
serves to illustrate the practical application of the
Example 7-10
Consider that the block diagram shown in Fig. 7-37 represents a

feedback control system that has a saturation element in the forward
path. The system could be a position control system using a motor
as an actuator. The saturation is in the power amplifier of the motor controller, with
representing the gain of the linear portion of the amplifier characteristic.
-1
Fig. 7-37.
The
Nonlinear system with a saturation characteristic.
linear transfer function
of the system
G(s)
is
=
s(s
1)0
(7-126)
2)
It can be shown that if the saturation characteristic were absent, the closed-loop
< 6. It is desired to determine the value of so
system would be stable for
that the nonlinear system is assured of stability. Notice that the Popov criterion is of
such a nature that for the saturation nonlinearity, the result of the criterion is inde-
<K
pendent of the level of saturation, which is in a way a qualitativeness of the test.

The Nyquist locus of GO' CO) is sketched as shown in Fig. 7-38. For stability of the
closed-loop system, the G(joi) locus must not intersect the vertical line, which passes
through the point (1/K,j0).
The maximum value of K is determined by finding
the
maximum magnitude of the
real part of G(jco). Rationalizing G(yco), the real part is written
Re GU<o)
The frequency
at
which Re G(Jco)
d Re
G(jco)
dm
which gives
(O
is
9co2+{2
maximum
is
~~
[9co
(2
determined from
- o>
)]
2 2 2
) ]
(7-128)
= 0. Thus
and the closed-loop system
is
G(j<x>)
= -f
(7-129)
stable for
K<
is
(7-127)
2 2
)
_ <a[-18 + 4(2 - co
Max. Re
which
_ (0
considerably less than the critical value of
(7-130)
K = 6 for the linear system.
Chap. 7
References
/'
367
Im G
ReC
Fig. 7-38. Application of the
Popov
stability criterion to the nonlinear
system in Fig. 7-37.
REFERENCES
1.
E.
J.
Routh, Dynamics of a System of Rigid Bodies, Chap.

Ltd., London, 1905.
6,
Part
II,
Macmillan
& Co.
2.
N. N. Puri and C. N. Weygandt, "Second Method of Liapunov and Routh's

Canonical Form,"/. Franklin Inst., Vol. 76, pp. 365-384, Nov. 1963.
3.
G. V.
trol,
4.
V.
S. S.
Raju, "The Routh Canonical Form,"
IEEE
Trans. Automatic Con-
Vol. AC-12, pp. 463-464, Aug. 1967.
Krishnamurthi, "Correlation Between Routh's
Relative Stability of Linear Systems,"
IEEE
Stability
Criterion
and
AC-17, pp. 144-145, Feb. 1972.

5.
V. Krishnamurthi, "Gain Margin of Conditionally Stable Systems from Routh's

Stability Criterion," IEEE Trans. Automatic Control, Vol. AC-17, pp. 551-552,
Aug. 1972.
368
Stability or Control
Systems
Chap. 7
General Linear Stability

6.
Nyquist
H. Nyquist, "Regeneration Theory," Bell System Tech.
J.,
Vol. 11, pp. 126-147,
Jan. 1932.
7.
C. H. Hoffman,
teristic
8.
9.
10.
"How To Check Linear Systems Stability
I.
Solving the Charac-
Equation," Control Engineering, pp. 75-80, Aug. 1964.
"How To Check Linear Systems Stability:

Roots by Algebra," Control Engineering, pp. 84-88, Feb. 1965
C. H. Hoffman,
II.
Locating the
C. H. Hoffman, "How To Check Linear Systems Stability: III. Locating the

Roots Graphically," Control Engineering, pp. 71-78, June 1965.
M. R. Stoji6 and D. D. Siuak, "Generalization of Hurwitz, Nyquist, and

Mikhailov Stability Criteria," IEEE Trans. Automatic Control, Vol. AC-10, pp.
250-254, July 1965.
11.
R.
W. Brockett and J. L. Willems, "Frequency Domain Stability Criteria

IEEE Trans. Automatic Control, Vol. AC-10, pp. 255-261, July 1965.
Part I,"
12.
R.
W. Brockett and J. L. Willems, "Frequency Domain Stability CriteriaIEEE Trans. Automatic Control, Vol. AC-10, pp. 407-413, Oct. 1965.
Part II,"
13.
D. D. Siljak, "A Note on the Generalized Nyquist Criterion," IEEE Trans.

Automatic Control, Vol. AC-11,
14.
IEEE
Trans.
Note on the Generalized Nyquist
Crite-
L. Eisenberg, "Stability of Linear Systems with Transport Lag,"
Automatic Control, Vol.

15.
p. 317, April 1966.
T. R. Natesan,
IEEE
rion,"
AC-U,
"A Supplement
pp. 247-254, April 1966.

to the
Trans. Automatic Control, Vol. AC-12, pp. 215-216, Apr. 1967.
Popov's Criterion
M. Popov, "Absolute Stability of Nonlinear Systems of Automatic Control,"

Automation and Remote Control, Vol. 22, pp. 961-978, Aug. 1961.
16.
V.
17.
Z. V. Rekasuis,
Element,"
18.
"A Stability Criterion for Feedback Systems with One Nonlinear

IEEE Trans. Automatic Control, Vol. AC-9, pp. 46-50, Jan. 1964.
C. A. Desoer,
"A
Generalization of the
Popov
Criterion,"
IEEE
Trans. Auto-
matic Control, Vol. AC-10, pp. 182-185, Apr. 1965.

19.
S.
C. Pincura,
"On
the Inapplicability of the
Classes of Control Systems,"
IEEE
Popov
Stability Criterion in Certain
AC-12, pp.
465-466, Aug. 1967.

20.
Y. S. Cho and K. S. Narendia, "An Off-Axis Circle Criterion for the Stability of
Feedback Systems with a Monotonic Nonlinearity," IEEE Trans. Automatic
Control, Vol. AC-13, No. 4, pp. 413-416, Aug. 1968.
21.
J.
B.
Moore, "A
Circle Criterion Generalization for Relative Stability,"

22.
C. A. Desoer,
Control, Vol.
23.
E. Y.
"An Extension
No.
1,
IEEE
pp. 127-128, Feb. 1968.
to the Circle Criterion,"
IEEE
Trans. Automatic
AC-13, pp. 587-588, Oct. 1968.
Shapiro, "Circle Criterion for Nonlinear System Stability," Control
Engineering, Vol. 17,
No.
3,
pp. 81-83, Mar. 1970.
Problems
Chap. 7
369
24.
A. C. Tsoi and H. M. Power, "Equivalent Predictions of the Circle Criterion and

an Optimum Quadratic Form for a Second-Order System," IEEE Trans. Automatic Control, Vol. AC-17, pp. 565-566, Aug. 1972.
25.
C. E. Zimmerman and G. J. Thaler, "Application of the Popov Criterion to

Design of Nonlinear Systems," IEEE Trans. Automatic Control, Vol. AC-16,
pp. 76-79, Feb. 1971.
26.
H. M. Power and A. C. Tsoi, "Improving the Predictions of the Circle Criterion

by Combining Quadratic Forms," IEEE Trans. Automatic Control, Vol. AC-18,
pp. 65-67, Feb. 1973.
PROBLEMS
7.1.
By means of
the
Routh-Hurwitz
criterion,
determine the
stability
of systems
that have the following characteristic equations. In each case, determine the
number of roots of the equation which

2
(b)
(c)
(d)
(e)
7.2.
+ 20s + 9s + 100 =
s + 20s + 9s + 200 =
3s* + 10s + 5s + s + 2 =
s* + 2s + 6s 2 + 8s + 8 =
s
+ 2s + 8s 4 + 12s + 20s 2 +
(a) s 3
are in the right-half s-plane.
The
16s
16
characteristic equations for certain feedback control systems are given
below. In each case, determine the values of
that correspond to a stable
system.
(a) s*
(b) s*
(c)
7.3.
s3
+
+
+
+ \0s 2 +2s + K =
+ 5s 2 + (10 + K)s +
(K + 0.5)s 2 + AKs + 50 =
22s 3
20Ks 3
The conventional Routh-Hurwitz
15
criterion gives only the location of the roots
of a polynomial with respect to the right half and the
The open-loop
G(S)
It is
desired that
region to the
left
half of the s-plane.
transfer function of a unity feedback control system
left
all
given as
is
= s(l+7s)
the roots of the system's characteristic equation
of the line s
= a.
lie
in the
This will assure not only that a stable
is obtained, but also that the system has a minimum amount of damping.
Extend the Routh-Hurwitz criterion to this case, and determine the values of K
and T required so that there are no roots to the right of the line s = a.
system
7.4.
The loop
transfer function of a feedback control system
^^- s(i+
rsxi
is
given by
1)
h2s)
The parameters K and Tmay be represented in a plane with K as the horizontal

axis and T as the vertical axis. Determine the region in which the closed-loop
system
7.5.
is
stable.
The open-loop
GM =
y '
K{s
s 3 {s
+ 5X* + 40)
+ 200)(s + 1000)
is
given by
370
/ Stability of Control
Systems
Chap. 7
Discuss the stability of the closed-loop system as a function of K. Determine

the values of
What
7.6.
K that will cause sustained oscillations
A controlled process
is
represented by the following state equations
x2
The
in the closed-loop system.
are the frequencies of oscillations ?
control
is
= Xi 3X2
= 5X\ + u
obtained from state feedback such that
= ^1*1 + glXl
"
and gz are real constants. Determine the region in the gz versus î

t
plane in which the overall system is stable.
where g
7.7.
Given a
linear time-invariant system that
is
described by the following state
equations
(t)
= Ax(?) + B(?)
where
B =
-2
-3
.0
The closed-loop system
-o
(T
A=
_1
implemented by
is
state feedback so that
= -Gx(t)
G = [gi gz
u(t)
where
G is the feedback matrix,
overall system
7.8.
gi\ with
is
to
so that the
asymptotically stable.
Given the system i
= Ax +
B, where
A=
on
B =
-2
3_
Consider that state feedback

state feedback?
7.9.
g u g 2 and g 3 equal
Determine the constraints on the elements of
real constants.
may
_1
be implemented.
For the following loop gain
Is the
system stabilizable by
functions, sketch the Nyquist diagrams that

correspond to the entire Nyquist path. In each case check the values of N, P,
and with respect to the origin in the Gfl-plane. Determine the values of N, P,
and Z with respect to the 1 point, and determine if the closed-loop system is
stable. Specify in which case it is necessary to sketch only the Nyquist plot for
Co =
to oo (section 1) on the Nyquist path to investigate the stability of the
closed-loop system.
(a)
G(s)H(s)
(b) G(s)H(s)
( \
<CJ
r<\n<\
U(S)H(S)
= s{l
+ Q J)(1 + Q2s)
= j2(1
100(1
j(1
(d) G(s)H(s)
25s){l
]i)(1
+ Q5s)
+ s)
+ a5j)(1 + Q8s)
= 5(1 + oa7 5)(

5(
0.25s)
Chap. 7
Problems
(e)
G(s)H(s)
7.10.
G(s)H(s)
+ 02s)(s -
1)
ffi+ffi
Sketch Nyquist diagrams for the following loop transfer functions. Sketch only
the portion that is necessary to determine the stability of the closed-loop system.
Determine the
(a)
G(s)H(s)
(b) G(s)H(s)
stability
(c)
of the systems.
100
s(s 2
+2s +
2)0
1)
50
=
s(s
2)(s 2
4)
G(s)H(s)
1
7.11.
371
10
=
j(1
(f)
- 0.2s
Figure P7-1 1 shows the entire Nyquist plots of the loop gains G(s)H(s) of some
feedback control systems. It is known that in each case, the zeros of G(s)H(s)
Im
-0
oo
cj
= +
Arrows on diagram
correspond to defined
sense of the Nyquist
path
"".^
G//-plane
j-- Re
372
Systems
Chap. 7
co
= -
/Im
~~ " ^^
"""
X
/
(///-plane
/?-*
W *Ju
= -=
/**'
=+
(-1./0)
co
Re
'
CO= +
(c)
Figure P7-11 (Cont.).
are
all
located in the
left
half of the s-plane; that
is,
Z=
with respect to the
Determine the number of poles of G(s)H(s) that are
origin in the GH-plane.
in
the right half of the s-plane. State the stability of the open-loop systems. State
whether the closed-loop system
is
stable ;
if
not, give the
number of roots of the
characteristic equation that are in the right half of the s-plane.

7.12.
The
characteristic equation of a feedback control system

s
5Ks
+ (2K +
3)s
10
is
given by
Apply the Nyquist criterion to determine the values of K for a stable closedloop system. Check the answer by means of the Routh-Hurwitz criterion.
7.13.
The Nyquist
criterion
was
originally devised to investigate the absolute stability
By
sketching the Nyquist plot of G(s)H(s) that corresponds to the Nyquist path, it is possible to tell whether the system's characteristic equation has roots in the right half of the i-plane.
(a) Define a new Nyquist path in the j-plane that may be used to ensure that
all the complex roots of the characteristic equation have damping ratios
of a closed-loop system.
greater than a value i(b) Define

all
a new Nyquist path
real parts greater
7.14.
in the .y-plane that
the characteristic equation roots are in the
than a t
may
left
be used to ensure that
half of the i-plane with
The block diagram of a feedback control system is shown

(a)
Determine the values of a so that the system
is
in Fig. P7-14.
stable.
*- as)
R(s)
Figure P7-14.
Chap. 7
Problems
(b)
Determine the values of a so that the eigenvalues of the system

left
7.15.
of the Re(s)
all lie
373
to the
line in the s-plane.
The block diagram of a multivariate control system
is
shown
*,(*)
*-C.
R 2 (s)
*~C 2 (s)
in Fig. P7-15.
(s)
Figure P7-15
The
transfer function G(s)
is
given by
K
(j
and
K is
IX*
2)
a positive constant. Determine the range of
K so
that the system
is
asymptotically stable.
(a)
(b)
7.16.
Use the Routh-Hurwitz criterion.

Use the Nyquist criterion.
Figure P7-1 6 shows the block diagram of a control system in which the amplifier
Amplifier
c
G(s)
Amplifier
characteristic
G(s)s(l
+0.1
,s)(l
+0.2s)
Figure P7-16.
374
Systems
Chap. 7
has a nonlinear saturation characteristic. Determine the
such that the overall system

7.17.
will
be absolutely
maximum
value of
stable.
Figure P7-17 shows a control system that has a synchro control transformer as
an error transducer. The output of the synchro is proportional to the sine of the
input shaft position. Assuming that the synchro operation
n/1
limited
to
sented by the sine wave
K so
is
<9 < nil, the input-output characteristic of the device may be repre-
that the system
is
Y%
J
shown
in Fig. P7-17.
Determine the limiting value of
absolutely stable.
Synchro
control
G(s)
transformer
G(s) =
s(\
+0.5s)(l +.s)
Synchro
10
characteristic
Figure P7-17.
8
8.1
Introduction
In the design of control systems
it is
often necessary to investigate the perfor-
mance of a system when one or more parameters of
the system varies over
a given range. Since the characteristic equation plays an important role in the
dynamic behavior of
systems theory
is
linear systems,
an important problem
in linear control
the investigation of the trajectories of the roots of the charac-
when a certain system parameter

examples of Chapter 6 already have illustrated the importance
of the root loci in the study of linear control systems.
The root locus technique is not confined to the inclusive study of control
teristic
equation, or simply, the root loci,
varies. In fact, the
systems.
The equation under
investigation does not necessarily have to be the
characteristic equation of a linear system.

assist in the
The technique can
also be used to
determination of roots of high-order algebraic equations.
In general, the root locus problem for one variable parameter can be defined
by referring to equations of the following form
F(s)
where
K is
s"
ai s"->
+...
a n _ lS
an
the parameter considered to vary between
oo
and
oo.
The
coeffi-
b m are assumed to be fixed. These coefficients

can be real or complex, although our main interest here is in real coefficients.
cients
!,...,
The root
a,
x ,
...
bm _
t ,
locus problem of multiple-variable parameters will also be considered
in this chapter.
Although the
loci
of the roots of Eq. (8-1)
when
K varies between
-co and
375
376
Chap. 8
oo are generally referred to as the root loci in control system literature, the follow-
ing categories are defined
Root
1.
loci: the
values; that
portion of the root loci
< K<
is,
Complementary root
2.
loci: the
assumes negative values; that
Root contours:
3.
A'
assumes positive
portion of the root loci
is,
oo <
K<
when
when more than one parameter
loci of roots
0.
root loci refers to the combination of the root loci
The complete
complementary root
8.2
when
oo.
varies.
and the
loci.

Since our main interest
is
in control systems, let us consider that Eq. (8-1)
is
the characteristic equation of a linear control system that has the closed-loop
transfer function
C(s)
~~
R(s)
The
G(s)
G(s)H(s)
characteristic equation is obtained
G(s)H{s) to zero. In other words, the

the numerator of
left side
,
v
2>
by setting the numerator of 1 +

of Eq. (8-1) should correspond to
G(s)H(s). Or, the roots of the characteristic equation must
also satisfy
1
G(s)H(s)
(8-3)
The reader should have a special understanding of the relationship between

G(s)H(s) = 0, and the function
the characteristic equation, the equation 1
very
simple to understand, one can
relationships
are
these
G(s)H(s). Although
easily overlook these
important concepts when deeply entangled in the
intri-
cacies of the construction of the root loci.

If
we
divide both sides of Eq. (8-1) by the terms that
do not contain K, we
get
,
Comparing Eqs.
lished
K(s m
(8-3)
s-
and
+ 6, J""' + ... + b m . s + b m =
+ ,*- + ... + _,* + a.
)
(8-4)
we
(S
see that the following relation
'
can be estab-
+ b m + bJ
w w = K(s ++ b^+...
+
+ a_i5 + a
- lS
G(s)H(s)
aiS"
s"
where G(s)H(s) is known as the loop transfer function of the control system.
Since we have mentioned that the root locus technique is not limited to control
systems, in general, given Eq. (8-1), we can regard G(s)H(s) of Eq. (8-5) as the
loop transfer function of an equivalent control system. The control system
is
equivalent in the sense that
Later
we
it
has Eq. (8-1) as
its
characteristic equation.
shall discover that the step in obtaining Eq. (8-4)
very useful one in
many
from Eq.
(8-1) is a
other analysis and design situations. For lack of a better
Sec. 8.2
name, we
procedure of dividing both sides of the characteristic
shall refer to the
equation by the terms that do not contain
We
now
can
Now we
the Golden Rule.
oo
and oo
the conditions under which Eq.
varied between
is
are ready to establish
(8-3) is
Let us express G(s)H(s) as
= KG^H^s)
G(s)H(s)
where
K as
define the complete root loci as the loci of the points in the
s-plane that satisfy Eq. (8-3) as
satisfied.
377
(8-6)
G^H^s) no longer contains the variable parameter A'. Then Eq. (8-3) is
written
G^H^s)^-^
To
(8-7)
satisfy this equation, the following conditions
(?,(*)#,(*)
= pL
= (2k +
/GiWH^s) = 2kn
0,
1, 2,
<
-co
/G,(j)ff,(j)
where k
must be met simultaneously

tf
<
oo
(8-8)
K>
l)w
(8-9)
K<0
(8-10)
(all integers).
In practice, the complete root loci are constructed by finding all points in
the s-plane that satisfy Eqs. (8-9)
loci are
determined using Eq.
and
(8-10),
and then
the values
of
K along
the
(8-8).
The construction of the root loci

some of the rules of construction are
is
basically a graphical problem, although
The
arrived at analytically.
of the graphical construction of the root loci
starting point
based on knowledge of the poles
is
and zeros of the function G(s)H(s). In other words, Eq.
(8-5)
must
first
be
written*
W W -~ K(s++
G(*\H(*\
J + z ")
+ z *)
)...(s+
Xs+p
Pl
Pn
= KG^H^s)
(s
Z 'X J
(8-11)
where the poles and zeros of G(s)H(s) are real or complex-conjugate numbers.
Using Eq. (8-11), the conditions stated in Eqs. (8-8), (8-9), and (8-10)
become
m
= rlT
\G (s)H {s)\=i
l
-co<tf<co
(8-12)
I*
and
/GMH^s) =
H +z
ls
'=i
=
We shall
first
(2k
consider that G(s)H(s)
+
is
l)7i
-^ ls+
j=i
Pj
(8-13)
<K<
a rational function of
delays, G(s)H(s) will contain exponential terms such as e~ Ts
oo
s.
For systems with time
378
Chap. 8
/G^HM = 2 + - S
/s
=
for
A:
/s
z,
j-
i=i
2kn
(8-14)
-oo<K<0
It
0, 1, 2,
was mentioned
earlier that Eqs. (8-13)
and
(8-14)
may
be used for the
construction of the complete root loci in the s-plane. In other words, Eq. (8-13)
implies that for any positive value of AT, a point
(e.g., Si) in
the s-plane
is
a point
on the root loci if the difference between the sums of the angles of the vectors
drawn from the zeros and the poles of G(s)H(s) to s, is an odd multiple of
180. Similarly, for negative values of A", Eq. (8-14) shows that any point on the
complementary root loci must satisfy the condition that the difference between
the sums of the angles of the vectors drawn from the zeros and the poles to
the point
To
root
is
an even multiple of 180, or
illustrate the
loci, let
0.
use of Eqs. (8-13) and (8-14) for the construction of the
us consider
G(s)H(s)
K(s + z )
+ PiKs + Pi)
t
s(s
(8-15)
The locations of the poles and the zero of G(s)H(s) are arbitrarily assumed, as
shown in Fig. 8rl. Next, we select an arbitrary point, s in the .y-plane and draw
vectors directing from the poles and the zero of G(s)H(s) to the point j,. If j,
t ,
s-plane
Fig. 8-1. Pole-zero configuration of G(s)H(s)
U+p
3 )].
[K(s
zi)]/[s(s
+ p 2)
is
379
Basic Conditions of the Root Loci /
Sec. 8.2
indeed a point on the root loci (0
represent the loci of zeros of
<K<
G(s)H(s)],
[remember that the root loci

must satisfy the following two
oo)
it
conditions simultaneously: from Eq. (8-12),
.\_?j_IiL
|jllkl+/2ll*l+/j|
and from Eq.
(8-13),
+ z - (/?, + /*, + p + M + Pz = (2fc +
ISj
(8-16)
l*|
1)tt
fc
0,
1,2,...
(8-17)
Similarly, if s t
<
0), it
must
/j
to be a point
is
on the complementary root
Eq. (8-14); that
satisfy
zi
= 0, 1, 2,
As shown in Fig.
(/i.
M+
loci
<K
( oo
is,
J?2
/Ji
;>, )
= Ikn
(8-18)
for&
8-1, the angles
ri ,
0,,,
d P2 and
,
0,,,
are the angles of the
vectors measured with the positive real axis as zero reference. Equations (8-17)
and
(8-18)
become
tl
(0 Pl
P3 )
(2k
d pi )
2kn
+e +d
p!
0<K<oo
l)n
(8-19)
and
0.i
~ (K +
-co<K<0
(8-20)
respectively.
If s t is found to satisfy either Eq. (8-19) or Eq. (8-20), Eq. (8-16)
determine the value of AT at the point. Rewriting Eq. (8-16), we have
|ff
kilbi
\
where the factor

the point s^
If,
^x
zx
is
+ Pi\\s, + p
s + z
i
is
used to
(8
_ 21
the length of the vector
drawn from the zero
z to
as in Fig. 8-1, the vector lengths are represented by A, B, C, and
D, Eq. (8-21) becomes

\K\
The
= B^-
(8-22)
depends on whether Sx is on the root loci or the

Consequently, given the pole-zero configuration of
G(s)H(s), the construction of the complete root locus diagram involves the
sign of K, of course,
complementary root
loci.
following two steps
1.
2.
and (8-10).
The determination of the values of K at points on the root
the complementary root loci by use of Eq. (8-8).
From
search for
all
the
*,
points in the j-plane that satisfy Eqs. (8-9)

loci
the basic principles of the root locus plot discussed thus far,
seem that the search for
all
it
and
may
the s x points in the s-plane that satisfy Eqs. (8-9)
380
and
Chap. 8
is
a very tedious task. However, aided with the properties of the root
we
are going to assemble in the next section, the actual sketching of
(8-10)
loci that
the root locus diagram in
most cases
not so formidably complex. Normally,
is
with some experience on the part of the analyst, the root loci can be sketched by
following through the "rules" of construction.
special graphical aid, called
the Spirule, can also be used to help plot the root locus diagram. However,
since the Spirule
simply a device that assists in adding and subtracting angles
is
of vectors quickly, according to Eq. (8-13) or Eq. (8-14),

only
if
we
know
already
it
can be used
the general proximity of the roots. Indeed,
out to find a point s on the root

x
loci,
we must first have some
effectively
when we
set
general knowledge
we select a trial point and test it in Eqs. (8-13)

not close to any point on the root loci, the search
procedure can be frustrating, even with the aid of a Spirule.
"
Digital and analog computer programs 32 34 can be prepared for the plotting
of the location of this point; then
and
(8-14). If the trial point is
of the root locus diagram. Analytical procedures 26

for obtaining the root loci. In fact, a
~ 29
have also been developed

computer or the analytical method must
if the poles and zeros of G(s)H(s) are not known a priori.

The material presented in this chapter will emphasize the principle of construction of the root loci, since one must obtain a thorough understanding of
be used
methods can be applied
8.3
any engineering implementation or numerical
before
the basic principles
successfully.
The following
rules of construction are developed
the poles and zeros of G(s)H(s) and the zeros of
from the
relation between
+ G(s)H(s). These rules should
be regarded only as an aid to the construction of the root loci and the complementary root loci, as they do not give the exact plots.
K=
Points
Theorem
The
8-1.
K=
points on the complete root loci are at the poles
ofG(s)H(s).
From
Proof:
Eq. (8-12),
m
GMH^s) =
I
= r^
(8-23)
J=i
As
approaches zero, the value of Eq. (8-23) approaches infinity, and,
correspondingly, s approaches the poles of

s
approaches
(j =
to both the root loci
no bearing
1, 2,
n). It is
G^H^s)
and the complementary root
in Eq. (8-23).
or of G(s)H(s); that
is,
apparent that this property applies

loci, since
the sign of
K has
Sec. 8.3
Example
8-1
381
Consider the following equation

s(s
When K =
2)(j
3)
K(s
1)
(8-24)
= 0, j = 2, and s = 3. These
G(s)H (s) if we divide both sides of Eq.
Golden Rule) and establish the relation-
the three roots of the equation are at s
0,
three points are also the poles of the function

(8-24)
by the terms that do not contain
AT (the
ship
G(s)H(s)
K(s
s(s
1)
2)C$
(8-25)
3)
Thus
K(s
G(s)H(s)
s(s
The
three
points
on the complete root
2)(j
1)
(8-26)
3)
loci are as
shown
in Fig. 8-2.
.s-plane
;cj
K=
Fig. 8-2. Points at

(s
K = oo
3)
K(s
1)
which
K=Q
K=
K=
loci
of s(s
2)
0.
Points
Theorem
8-2.
The
K = oo
points on the complete root loci are at the
zeros of G{s)H(s).
Proof:
Referring again to Eq. (8-23), as K approaches co, the equation
approaches zero. This corresponds to i approaching the zeros of G{s)H{s); or
">
''
^
* {i=
s approaching z
1,2, ...,m).
t
'
Example
8-2
Consider again the equation
+ 2)(s + 3) + K(s + 1) =
(8-27)
It
apparent that when K is very large, the equation can be approximated by
K(s+l) =
(8-28)
which has the root s = -1. Notice that this is also the zero of G(s)H(s) in Eq. (8-26).
Therefore, Fig. 8-3 shows the point j = 1 at which K = oo. However, G(s)H(s) in
s(s
is
this case also
has two other zeros located at
infinity,
because for a rational function,
382
Chap. 8
/to
s-plane
A>
-2
other K =
points at infinity
Two
Fig. 8-3. Points at

(.s
the total
3)
K(s
which
1)
K=
<*>
number of poles and zeros must be equal
if
the poles
included. Therefore, for the equation in Eq. (8-27), the

co,
and
loci
of s(s
2)
0.
and zeros
at infinity are
K = co points are at j =
co.
Number of Branches on
the Complete Root Loci
A branch of the complete root loci is the locus of one root when K takes on
oo and oo. Since the number of branches of the complete root
values between
loci
must equal the number of roots of the equation, the following theorem
results
Theorem
The number of branches of the root

and m.
8-3.
the greater of n
Example
The number of branches on
8-3
loci
is
three, since
+ 2)(s + 3) + Kis + 1) =
m = 1. Or, since the equation
and
and therefore three root
roots,
is
equal to
the complete root loci of

(8-29)
sis
must have three
of Eq. (8-1)
is
of the third order in
s, it
loci.
Symmetry of the Complete Root Loci

Theorem 8-4. The complete root loci are symmetrical with respect to the
real axis of the s-plane. In general, the complete root loci are symmetrical with
respect to the axes of symmetry of the poles and zeros ofG(s)H(s).
Proof:
The proof of the first statement is self-evident, since, for real coeffimust be real or in complex-conjugate pairs.
cients in Eq. (8-1), the roots
The reasoning behind the second statement is also simple, since if the poles
and zeros of G(s)H(s) are symmetrical to an axis other than the real axis in the
j-plane, we can regard this axis of symmetry as if it were the real axis of a new
complex plane obtained through a linear transformation.
Sec. 8.3
Example
8-4
383
Let us consider the equation
s(s
1)(*
2)
+K=
(8-30)
Dividing both sides of the equation by the terms that do not contain
G(s)H(s)
loci
to
=
s(s
The complete root
K leads
l)(.s
(8-31)
2)
of Eq. (8-30) are sketched as
shown
since the poles of G(s)H(s) are symmetrical with respect to the s

to being always symmetrical with respect to the real
symmetrical to the j = 1 axis and the real axis.
axis), the
in Fig. 8-4.
Notice that
axis (in addition
complete root
loci are
.s-plane
K<0
< +-
1-1
)!
I
/
/ K<0
Axis of
symmetry
Fig. 8-4.
Root
loci of s(s
l)(s
2)
+K=
0,
showing the properties
of symmetry.
Example
8-5
When
the pole-zero configuration of G(s)H(s)
is
symmetrical with
respect to a point in the j-plane, the complete root loci will also be
symmetrical to that point. This is illustrated by the root locus plot of
s(s
as
shown
in Fig. 8-5.
2)(.s
+ +/X* +
1
~j)
+K=
(8-32)
384
Chap. 8
s-plane
Fig. 8-5.
Root
loci of s(s
2)(s
+y")0
-y)
A: == 0,
showing
the properties of symmetry.
Asymptotes of the Complete Root Loci (Behavior of Root Loci at s
The
co)
properties of the complete root loci near infinity in the j-plane are
important, since
when n^tn, 2\n
m\ of the
loci will
approach
infinity in
the j-plane.
Theorem 8-5. For large values ofs, the root loci for
straight lines or asymptotes with angles given by
ek
K>0 are asymptotic to
= (?KDz
n m
(8-33)
m\ 1* and n and m are defined in Eq. (8-1).

,\n
where k = 0, 1, 2,
0, the angles of the asymptotes are
For the complementary root loci,
.
K<
2kn
9,
where k
0, 1, 2,
According
,\n
m\
values to k.
m\ asymptotes
(8-34)
1.
to the defining equations of the root loci,
since there are only \n

|
0,
for each type of root loci,
1, 2,
we need
However,
to assign only
Sec. 8.3
385
Equations (8-33) and (8-34) imply that the asymptotes of the complementary
root loci are linear extensions of the asymptotes of the root loci, and vice versa.
When the asymptotes of one type of root loci are determined, those of the other
type are found without further calculation.
Let us divide both sides of Eq. (8-1) by
Proof:
s^
We
b.s"-
...
bm .
bm
then have
... + a-iJ + a.
+ !?"
=
+ 6,5' + ... + b m ^s + b n + K
S"
j"
(8-35)
Carrying out the fraction of the left side of Eq. (8-35) by the process of
long division, and for large s neglecting all but the first two terms, we have
m
s"-
(a l
- b )s n m
l
^ -K
(8-36)
= (-*)"<-
(8-37)
or
The
factor
sion,
[1
and Eq.
(a,
-b
if
only the
'
'
)/sy /l
"- m>
+ (
let s
in Eq. (8-37)
expanded by binomial expan-
is
two terms
first
+ jco,
t"vl/(n-m)
= (-*)
m)s
(8-38)
in the last series are retained,
Now
becomes
(8-37)
Again,
we
get
and, using DeMoivre's algebraic theorem, Eq. (8-39)
'
is
written
o +jco
for
<K<
ai
oo,
bi
m
cos
-oo
<
(2k
n
sin
+ \)n
m
(8-40)
1/( "~ m)
I
2kn
cos
= 0, 1, 2,
and imaginary parts of both
sm
2kn
-^
n m
(8-41)
A:<0, and&
Equating the
for
+ l)n
m +
and
I
for
(2k
0< K<
real
we
have,
oo,
î
~ Ki/<-m) cos-(2k +
,
\)n
(8-42)
and
<a^*'
Solving for AT I/( "- m) from Eq. (8-43),
/(
-->sin
+1) *
(8-43)
we have
b
m
2k+\
n cos 2k+ n
sin
n m
n
m
o
(2 *
a>
a
n
(8-44)
386
Chap. 8
or
CO
~ tan
2k
Equation (8-45) represents a straight

the
+ V* + ZUZi)
m (g
n m I
\
(8-45)
and the equation
line in the j-plane,
is
of
form
co
where
= M{a - a
M represents the slope of the
the intersect with the
From
(8-46)
straight line or the asymptote,
and a
Eqs. (8-45) and (8-46)
\n
is
we have
M = tan?îirc
n m
0, 1, 2,
axis.
m\
1,
(8-47)
and
a,
M
b,
(8-48)
m
Note that these properties of the asymptotes are
for the root loci (0
< K < oo)
only.
from Eq.
Similarly,
loci(-oo
(8-41)
we can show
that for the complementary root
< K<G),
M = tan -^n m
k
0, 1, 2,
obtained for
\n
m\
1,
(8-49)
and the same expression
as in
Eq. (8-48)
is
Therefore, the angular relations for the asymptotes, given by
Eqs. (8-33) and (8-34), have been proved. This proof also provided a byproduct, which is the intersect of the asymptotes with the real axis of the
j-plane,
and therefore
resulted in the following theorem.
Intersection of the Asymptotes (Centroid)
m\ asymptotes of the
Theorem 8-6. (a) The intersection of the 2\n
plete root loci lies on the real axis of the s-plane.
(b) The intersection of the asymptotes is given by
~
where a u b u
Proof:
n,
and
fc
'
-g
m
'
com-
(8-50)
are defined in Eq. (8-1).
The proof of
(a) is straightforward, since
it
has been established
that the complete root loci are symmetrical to the real axis.
The proof of (b) is a consequence of Eq. (8-48). Furthermore,
a function G(s)H(s) as in Eq. (8-5), Eq. (8-50) may be written as
if
we
define
xZL aA
b_
finite poles of G(s)H(s) - finite zeros of G(s)H(s)

_
~ number of finite poles of G(s)H(s)
number of finite zeros of G(s)H(s)
(8
' 51
Construction of the Complete Root Loci / 387
Sec. 8.3
since
from the law of algebra,
=
=
b
=
a,
sum of the
roots of s"
sum of the
finite
a,s"' x
a_,s
a.
=
(8-52)
sum
poles of G(s)H(s)
of the roots of s m
b,s m
b^^s
bm
=
(8-53)
sum of the
zeros of G(s)H(s)
finite
Since the poles and zeros are either real or complex-conjugate pairs, the imagi-
nary parts always cancel each other. Thus in Eq. (8-51) the terms in the summations
may
be replaced by the real parts of the poles and zeros of G(s)H(s),
respectively.
It
should be noted that Eq. (8-51)
complementary root
Example
8-6
is
valid for the root loci as well as the
2)
loci.

s(s
4)(s 2
2s
K(s
1)
(8-54)
This equation corresponds to the characteristic equation of a feedback control system
with the loop transfer function
<*'>*
The pole-zero
configuration of G(s)H(s)
is
w VL
shown
<8
+ 2)
From
in Fig. 8-6.
55 >
the six theorems
on the construction of the complete root loci described so far, the following information
concerning the root loci and the complementary root loci of Eq. (8-54) is obtained
1
K=
The
K=
points
loci are at the poles
of
2.
= -4, s = -1 +j\, and s = -1 -yl.

K = co The K = co points on the complete root loci are at the zeros
of G(s)H(s): s = 1, s = co, j = co, and s =
3.
Since Eq. (8-54)
G(s)H(s): s
0, s
<x>.
4.
5.
of the fourth order, there are four complete root loci.

The complete root loci are symmetrical to the real axis.
For large values of s, the root loci are asymptotic to straight lines with
angles measured from the real axis Root loci {K
0), Eq. (8-33)
is
>
The angles of
byEq. (8-34):
d,=~ =
180
92
900
=^=
20O
60
the asymptotes of the complementary root loci are given
A:
=0
=^ = o
6^^ =
=^ =
2
120
24O
388
Chap. 8
s-plane
Asymptotes of
complementary root
\
loci
\
Asymptotes of the complete root
Fig. 8-6.
K(s
1)
loci of s(s
4)0 2
-r
Is
2)
0.
The asymptotes of the complementary root loci may be obtained by extending the asymptotes of the root
6.
The
<r,
six
= S finite poles
- (o-4-i
of G(s)H Q)
8-7
loci intersect at
S finite zeros
+yi -l -yi)-(-i)
4-1
The asymptotes are sketched
Example
loci.
asymptotes of the complete root
of G(s)H(s)
_ _a
(8-56)
as
shown
in Fig. 8-6.
The asymptotes of the complete root loci for several

shown in Fig. 8-7.
different equations
are
Root Loci on the Real Axis

Theorem
{K >
8-7. (d)
Root
may
loci:
On a
given section of the real axis, root loci
be found in the section only if the total number of real poles and
zeros of G(s)H(s) to the right of the section is odd.
(b) Complementary root loci: On a given section of the real axis, complementary root loci (K
0) may be found in the section only if the total number of
real poles and zeros of G(s)H(s) to the right of the section is even. Alternatively,
0)
<
Asymptotes of
/CO
i-plane
s-plane
Asymptote of
root locus
Asymptote of
complementary root locus
"l
'l
="Pi/2
/|V
_~(Pi + P 2 +P3) ,
4
45
/
/
\
I
G(s)H(s) =
s(s
s-plane
+p
G(s)H(s) =
x
Asymptotes of
complementary
\
'
/CO
s(s+p l )(s+p 2 )(s + p i )
s-plane
'
root loci
i\
o,
'
\|
-(pi+P2+p 3 )-(-^) ^n\

/
N
/
-.
\
/
\ vX/\
root loci
+P2+P3)^*7V^
45
r
45
\
\
/
/
K
s
G(s)H(s)=
/\
Asymptotes of Asymptotes of
complementary!
root loci
^ Asymptotes
of
'(Pi
/"
root loci
-v ->
K(s + zi)
G(s)H(s)
(s+p )(s+p 2 )(s+ p 3 )

l
Fig. 8-7.
i 2(i
+p
Examples of the asymptotes of root
)( J
+ p 2 )( s + p 3
loci.
389
390
Chap. 8
we can state that complementary root loci will be found in sections on the real axis
not occupied by the root loci.
In all cases the complex poles and zeros ofG{s)H{s) do not affect the existence
properties of the root loci on the real axis.
Proof:
1
The proof of
the theorem
is
based on the following observations:
At any point (e.g., s ) on the real axis, the angles of the vectors drawn
from the complex-conjugate poles and zeros of G(s)H(s) add up to
t
be zero. Therefore, the only contribution to the angular relations in

Eqs. (8-13) and (8-14)
2.
Only the
point
3.
St
is from the real poles and zeros of G(s)H(s).

and zeros of G(s)H(s) that lie to the right of the
may contribute to Eqs. (8-13) and (8-14), since real poles
real poles
and zeros that lie to the left of the point contribute zero degrees.
Each real pole of G(s)H(s) to the right of the point j, contributes
180 and each zero to the right of the point contributes 180 to
Eqs. (8-13) and (8-14).
The last observation shows that for s to be a point on the root loci, there
must be an odd number of poles and zeros of G(s)H(s) to the right of s u and for
Si to be a point on the complementary root loci the total number of poles and
t
s-plane
Complementary
root loci
Root
loci
Fig. 8-8. Properties of root loci
on the
real axis.
Sec. 8.3
391
The following example illuson the real axis of the s-plane.
zeros of G(s)H(s) to the right of s t must be even.

trates the properties of the
Example
8-8
complete
The complete root

Fig. 8-8 for
two
loci
root loci
on the
tice that the entire real axis is
complementary root
real axis in the s-plane are
shown in
No-
different pole-zero configuraions of G(s)H(s).
occupied by either the root loci or the
loci.
Angles of Departure (from Poles) and the Angles of Arrival (at Zeros)
of the Complete Root Loci
The angle of departure
{arrival)
of the complete root locus at a pole (zero)
ofG(s)H(s) denotes the behavior of the root loci near that pole (zero). For the root
loci
(K >
0) these angles
can be determined by use of Eq.
(8-13).
the pole-zero configuration of G(s)H(s) given in Fig. 8-9,
-<*><-
it is
For
instance, in
desired to deter-
AT
Fig. 8-9.
Complete root
loci of s(s
trate the angles of departure or arrival.
3)0 2
2s
2)
+ K=
to illus-
392
Chap. 8
which the root locus leaves the pole at 1 +jl. Notice that
is measured with respect to the real axis. Let us assume
that s is a point on the root locus leaving the pole at 1 + j 1 and is very near
the pole. Then s must satisfy Eq. (8-13). Thus
mine the angle
the
unknown
at
angle 9 2
/GjsjHjSj)
Since s,
is
-(0,
+ +
+ j\,
62
very close to the pole at
from the other three poles are determined from

-(135
We can
92
90
26.6)
0)
(2k
1)180
(8-57)
drawn
becomes
the angles of the vectors

Fig. 8-9,
(2k
and Eq. (8-57)

1)180
simply set k equal to zero, since the same result
(8-58)
is
obtained for
all
other values. Therefore,
92
which
is
the
same
-431.6
as 71.6.
When the angle of the root locus at a pole or zero

the angle of the complementary root loci at the
angle by 180, since Eq. (8-14) must

Intersection of the
now
of G(s)H(s)
same point
is
determined,
differs
from
this
be used.
Root Loci with the Imaginary Axis
The points where the complete root loci intersect the imaginary axis of the
and the corresponding values of K, may be determined by means of the
Routh-Hurwitz criterion.
For complex situations with multiple intersections, the critical values of
K and co may be more easily determined approximately from the Bode diagram.
s-plane,
Example
8-9
The complete root

s(s
drawn
loci
3)(s 2
of the equation
+2s +
2)
+K=
(8-59)
The root loci intersect the /(W-axis at two conjugate points.

Applying the Routh-Hurwitz criterion to Eq. (8-59), we have, by solving the auxiliary
equation, Kc = 8.16 and co c = 1.095 rad/sec.
are
in Fig. 8-9.
Breakaway Points (Saddle Points) on the Complete Root Loci

Breakaway points or saddle points on the root loci of an equation correspond to multiple-order roots of the equation. Figure 8- 10(a) illustrates a case
in which two branches of the root loci meet at the breakaway point on the real
axis and then depart from the axis in opposite directions. In this case the breakaway point represents a double root of the equation to which the root loci
belong. Figure 8- 10(b) shows another common situation where a breakaway
point
may
occur.
may involve more than two root loci. Figure

where the breakaway point represents a fourth-order
In general a breakaway point

8-11 illustrates a situation
root.
A root locus diagram can, of course, have more than one breakaway point.
Moreover, the breakaway points need not always be on the real axis. However,
because of the conjugate symmetry of the root loci, the breakaway points must
either be real or in complex-conjugate pairs.
Sec. 8.3
393
s-plane
s-plane
K=Q
<
Breakaway
Breakaway
point
point
(b)
(a)
Fig. 8-10.
Examples of breakaway points on the
real axis in the s-plane.
/'co
s-plane
Fig. 8-11. Fourth-order
breakaway point.
Because of the symmetry of the root loci, it is easy to see that the root loci
and (b) break away at 180 apart, whereas in Fig. 8-11 the four
< oo)
root loci depart with angles 90 apart. In general, if n root loci ( oo <
in Fig. 8-10(a)
approach or leave a breakaway point, they must be 180/ degrees apart.
394
Chap. 8
Several graphical and analytical methods are available for the determination
Two
of the location of the breakaway points.

be the most general are presented below.
Method
KG
methods that seem to
1.
Theorem 8-8. The breakaway points on the complete root

(s)H (s) =
must satisfy
loci
of 1
dG^sJH^s)
Proof:
(8-5)
may
(86Q)
(5)
consider that A"
is
KP(s)
be written
GW" =
we
Let Eq. (8-1) be written

Q(s)
Then Eq.
If
analytical
varied by an increment
Q(s)
(K +AK)P(s)
Dividing both sides of Eq. (8-63) by Q(s)
(8-61)
*
(8 62)
AK, Eq.
(8-61)
becomes
KP(s),
(8-63)
we have
which can be written

1
AKF(s)
(8-65)
where
F(S)
Since the denominator of F(s)
is
the
S)
same
points very close to an wth-order root s
a breakaway point of n
where
loci,
is
as the left-hand side of Eq. (8-61), at

s t of Eq. (8-61),
which corresponds to
F(s) can be approximated by
=
t
(*-<>V
Q(s)+ KP(s)
(F*i? = (0r
<
8 - 67 >
a constant.
1+^ =
(8-68)
from which we obtain
Taking the
have
limit
on both
sides
of the
lim
Ajc-o
last
* =
As
equation as
AK approaches
zero,
^=
we
(8-70)
v
/
as
We have shown that at a breakaway point on the root loci, dKjds is zero.*
*The quantity (dsjs)l(dKIK)
is
defined as the root sensitivity 44 " 6 of an equation with
respect to incremental variation of the parameter K. In this case
away
points of the root loci, the roots have infinite sensitivity.
it is
proved that
at the break-
Sec. 8.3
Now,
must
since the roots of Eq. (8-61)
395
also satisfy
+ KG^H^s) =
(8-71)
or
it is
simple to see that dK/ds
is
equivalent to
ds
It is important to point out that the condition for the breakaway point given
by Eq. (8-73) is necessary but not sufficient. In other words, all breakaway points
must satisfy Eq. (8-73), but not all solutions of Eq. (8-73) are breakaway points.
To be a breakaway point, the solution of Eq. (8-73) must also satisfy Eq. (8-71);
or,
Eq. (8-73) must be a factor ofEq. (8-71) for some real K.

In general, the following conclusions can be made with regard to the solu-
tions of Eq. (8-73):

1.
All real solutions of Eq. (8-73) are breakaway points on the root
loci
( oo
<K<
occupied by the complete root

2.
The complex-conjugate
points only
if
of the s-plane
oo), since the entire real axis
is
loci.
solutions
of Eq.
(8-73)
are
breakaway
they also satisfy Eq. (8-1). This uncertainty does not
cause difficulty in the effective use of Eq. (8-73), since the other
properties of the root loci are usually sufficient to provide information
on the general proximity of the breakaway
mation may also be helpful
equation, as a result of Eq. (8-60), by
The following examples are devised
trial
and
error.
to illustrate the application of Eq.
(8-60) for the determination of breakaway points on the root
Example 8-10
Consider that
it is
points. This infor-
in solving for the roots of a high-order
loci.
desired to sketch the root loci of the second-order
equation
s(s
2)
K(s
4)
(8-74)
Based on some of the theorems on root loci, the root loci of Eq. (8-74) are easily
shown in Fig. 8-12. It can be proven that the complex part of the loci is
described by a circle. The two breakaway points are all on the real axis, one between
and 2 and the other between 4 and -co.
sketched, as
When we divide both sides
of Eq. (8-74) by
s(s
2) (the
Golden Rule), we obtain
the identity
C,(5)ff,(5)
= g^
(8-75)
Therefore, from Eq. (8-60), the breakaway points must satisfy
dG&Wiis)
= *fr +
2)
or
s2
Solving Eq. (8-77),
we
find that the
Ss
+ l)(s + 4) =
+ 2)
=
2(s
s 2 (s
ds
two breakaway points of the root
(8-77)
loci are at s
396
Chap. 8
s-plane
Root
Fig. 8-12.
1.172 and s = 6.828.

(K > 0).
loci
Note also
of s(s
2)
K(s
4)
0.
breakaway points happen to occur
that the
all
on
the root loci
Example
8-11

s2
2s
+ K(s +
2)
(8-78)
The equivalent G(s)H(s) is obtained by dividing both sides of Eq.

K(s
G(s)H(s)
s2
(8-78)
by s
2s
2,
2)
+2s +
(8-79)
Based on the poles and zeros of G(s)H(s), the complete root loci of Eq. (8-78)
shown in Fig. 8-13. The diagram shows that both the root loci and the
complementary root loci possess a breakaway point. These breakaway points are
determined from
are sketched as
<iWgi()
ds
...
d
ds s 2
s
(s
2s
2)
+2s + 2-2(s + !)(.? +

2
2
(s +2s + 2)
(8-80)
2)
Sec. 8.3
397
/CO
x-plane
Fig. 8-13.
Root
loci of s 2
2s
K(s
2)
0.
or
s2
Upon
and
loci,
4s
(8-81)
solving Eq. (8-81), the breakaway points are found to be at j
3.414. Notice that in this case s
whereas s
Example
8-12
0.586
is
3.414
is
0.586
a breakaway point on the root
a breakaway point on the complementary root
loci.
Figure 8-14 shows the complete root loci of the equation

s(s
+ 4)(s 2 + 4s +
20)
+K=
(8-82)
Dividing both sides of Eq. (8-82) by the terms that do not contain K,
1
G(s)H(s)
K
s(s
4)(s 2
+4s +
we have
(8-83)
20)
Since the poles of G(s)H(s) are symmetrical about the axes a

2 and ca
in the
i-plane, the complete root loci of the equation are also symmetrical with respect to
these two axes.
Taking the derivative of Gi(s)Hi(s) with respect
ddJsW^s)
ds
to
s,
we
get
+ 24s 2 + 12s + 80 _
+ 4)(s +4s + 20)] ~ u
4s 3
[s(s
(8 " 84)
or
s3
6s 2
18s
20
(8-85)
398
Chap. 8
x-plane
Fig. 8-14.
Complete root
loci of s(s
4)0 2
4s
20)
+K
=--
0.
Because of the symmetry of the poles of G(s)H(s), one of the breakaway points is
determined to be at s = 2. The other two breakaway points are found by
solving Eq. (8-85) using this information; they are s = 2 +j2.45 and s = 2
easily
j2A5.
Example
8-13
In this example
we
shall
necessarily represent
The complete root

s(s*
are
shown
show
that the solutions of Eq. (8-60)
breakaway points on the root
loci of the
2s
equation
+ 2) + K =
(8-86)
nor the complementary root

However, writing Eq. (8-86) as
in Fig. 8-15; neither the root loci
breakaway point
in this case.
+ KGMH^s) =
do not
loci.
+ s(s 2 +
K
2s
+ 2)
loci
have any
(8-87)
Sec. 8.3
Fig. 8-15.
and applying Eq.
Complete root
(8-60),
loci
of s(s*
2s
+K=
2)
399
0.
we have
1
ds s{s 2
ds
+25 +
(8-88)
2)
which gives
3s 2
4s
(8-89)
The roots of Eq. (8-89) are s = -0.677 +./0.471 and* = -0.677 -yO.471. These two
roots do not represent breakaway points on the root loci, since they do not satisfy Eq.
(8-86) for any real values of K. Another way of stating this is that Eq. (8-89) is not a
factor of Eq. (8-86) for any real K.
Method
( co
2.
An
<K<
algorithm for finding the breakaway points on the root
was introduced by Remec. 17 The method is derived from

the theory of equations, 11 and the proofs of its necessary and sufficient condiloci
oo)
tions are given in the literature.
400
Chap. 8
The breakaway-point algorithm using a tabulation

Routh tabulation for stability study is described below:
1.
Let the equation for which the root loci are desired be written as
F(s)
=A
s"
A,s-
Arrange the
Bo
Al
Si
B. 2 s
coefficients of F(s)
Ap
Form
4.
Am
-+
(8-90)
i ,
= Bvs"- + B,5"- +
+
where B = nA B = (n 1)A U
F'(s)
3.
A n _ lS
A n _ A are constant coefficients and the variable

where A ,A
parameter K is considered to be contained in the coefficients.
Obtain the function F'(s) which is the derivative of F(s) with respect
to s. Let F'(s) be of the form
t ,
2.
that resembles the
and
...
An- 1
B2
...
U_i
B_,
(8-91)
etc.
F'(s) in
A2
two rows as follows
An
numbers obtained by the indicated

not a Routh tabulation, although
the cross-multiplication operation is the same as in the Routh
tabulation. The illustrated tabulation is shown for a fourth-order
the following array of
operations. Notice that this
equation, that
is,
for n
is
4.
Higher-order cases can be easily
extended.
s*
Ap
Ai
s*
Bi
BoAi
BiAo
2
s
S2
s2
,i
,i
n
Do
E =
BqC\
BiCo
To
DqBi
DiBp
Dp
<>
Fo
sp
_ BpC B
= D B3 - D 3B
= D B2 - D 2 Bq
Dp
Fi
Am
Bi
n
Ul
Cp
To
Dp
n3
B
_
~~
Ei
Bo
OCp
ft
ft
=0
D2
Di
F = D Ei ~ DjE
G = F Di D Fl
ôG
ff0==
To
'
Dp
j>
BqCi
B 2 Cp
Ho
B2
Bi
r _
At
B,
Bq A*
Bo
Bo
Bo
r _ B A 3 B 3 Ap
n _ BpAi BjAg
Bo
j3
A2
B2
= DoEi ~ DlE
F2 =0
F* D
Gi= F D *'o
Ft
-F Go
1
Several important features of this tabulation must be mentioned at this

point.
1.
The
, ri) terms assigned to each

s 1 (J
0, 1, 2,
tion are used for reference purposes.
.
row of the
tabula-
Sec. 8.3
2.
3.
The
1.
s' terms repeat for three consecutive rows for/

There is only one s" row and one s" row.
If
we
same
(n
401
1),
regard the rows of coefficients in the tabulation that have the

s J as a group, then
row of a group
same group.
it is
noticed that the coefficients in the last
are always a repeat of those in the
first
row of the
If F(s) has multiple-order roots, which means that the root loci will have
breakaway points, a row of the tabulation shown above will contain all zero
elements. In other words, the tabulation process will terminate prematurely.
The multiple-order
roots,
which are the breakaway points, are obtained by

by using the row of coefficients just preceding the
solving the equation formed
row of zeros.
Let us use the following numerical examples to illustrate the application
of the tabulation method of finding the breakaway points.
Example 8-14
F(s)
(s
1) C$
2)
s*
6i 3
13s 2
12s
(8-92)
We have stated the problem in such a way that the equation is known to have two
double roots at s = 1 and s = 2. We are merely going to demonstrate the propof the tabulation when the multiple-order-root situation occurs.
erties
Taking the derivative on both
sides of Eq. (8-92) with respect to
= 4s +
3
F'( s )
l&s
26s
The tabulation using the coefficients of F(s) and F'(s)

s*
S
s3
4
(4)(6)
S3
4
4
S2
_i
S2
6
_i
S2
is
(4X13)
made
18
_3
in the following
12
26
13
(D(26) _
(8-93)
13
18
(D(18)
we have
12
s,
(4X12)
4
26
manner:
12
0X12)
4
12
-i
18
12
_3
"i
jl
a row of zero elements in the tabulation before the tabulation process

equation F(s) has multiple-order roots. The equation that needs to be solved is formed with the coefficients taken from the row just
above the row of zeros. The order of the equation is given by the power of s in the
reference column. Therefore, we have
Since there
is
completed,
is
this indicates that the
-\s 2
- Is -
(8-94)
or
s2
The
roots of Eq. (8-95) are s
multiple order.
= 1
+2=
s = 2,
3s
and
(8-95)
which are the roots of F(s) with
402
Example
Chap. 8
8-15
Let us consider a root locus problem, that is, the determination of the
breakaway points on the root loci. The equation, Eq. (8-74), con-
Example 8-10
sidered in
F(s)
=j +
2
(2
be used here. The equation
will
K)s
+ 4K =
is
rewritten
(8-96)
Then
F'C?)
The following
tabulation
2s
(2
+ K) =
J2
sl
+K
2
-< 2 +4
None of the rows can be made
+K
+K
4K
4K
2
2
si
(8-97)
made
is
+K
*> 2
to contain
all
zeros except the last one. Then,
we
set
4K- (2
4-
JQ 2
(8-98)
4=
(8-99)
or
-K +
2
Solving for
12^:
K from the last equation, we have

K = 0.344
and
K= 11.656
When
contain
all
K equals either one of these
two
values, the s
which the roots or breakaway points can be obtained

in the
row of
zeros, thus signifying a multiple-order root for F(s).
row preceding
the s row.
The equation
formed by using the
thus formed
+ (2 + K) =
K = 11.656 into Eq.
2s
Now substituting K =
is
0.344 and
two breakaway points on the root
the tabulation will
The equation from

coefficients
is
(8-100)
(8-100) in turn,
we find
the
loci at
-1.172
K = 0.344
-6.828
K= 11.656
and
apparent that these answers agree with those obtained in Example 8-10. Furthermore, a by-product of the tabulation method is that the values of K at the breakaway
points are also determined. In fact, the values of K are always determined first before
the breakaway points are found.
It is
Example 8-16
Now
(8-82)
consider the root locus problem of Example 8-12. Equation

is
written as
= s* +
K=
(8-101)
The root loci of Eq. (8-101) have three breakaway points at s = 2, 2 + J2.45, and
2 y'2.45. Let us now determine the breakaway points by the tabulation method.
F(s)
Ss 3
+36s 2 +80s +
Construction of the Complete Root Loci /
Sec. 8.3
We
403
have
= 4s + 24s +
12s
+ 80 =
(8-102)
18s
(8-103)
The following tabulation
is
F'( s )
6s 1
20
made
36
80
18
20
18
60
18
20
24
6
2
isT
- K-40
18
-40
20
#-40
24
10- #-40
#-40
20
We would like to interrupt the tabulation at this point to remark that the
elements
group can be made zero by setting K = 100. Therefore, F(s)

= 100. The breakaway points are found from the
has multiple-order roots when
in the first
row of the
s1
equation
6s 2
24s
- 40) =
(K
K=
100
(8-104)
or
s
4s
10
(8-105)
= 2 +y'2.45 and
which are the solutions of Eq. (8-105).
In order to complete the tabulation, we must now consider that
Therefore, the two breakaway points occur at s
the coefficients in the subsequent
row
(the second
row of
= 2 y'2.45,
K^
100, so that
the s l group) are
finite. In
100 are already determined, should there
be any additional multiple-order roots, they would have to occur at different values of
K than 100. Therefore, in the remaining three rows of tabulation it is implied that
fact, since
K ^
100.
the multiple-order roots at
Resuming
the tabulation,
K=
we have
#-40
#-40
20
12
10
_ #-40
6
KNow
the only
row
that can be
the breakaway point
is
64
all
zero
is
the s row,
found by substituting
10
K^ 100
K=
^)-+(
and only when
K=
64. Therefore,
64 into
40
')=
(8-106)
which gives
s
An
factor 10
alternative
(#
= -2
way of completing the tabulation is

row of the s group, and
40)/6 in the last
to factor out the
the tabulation
is
common
as follows
404
Chap. 8
K-40
12
K-64
Therefore, the
Example
8-17
same
results,
K=
64 and s
= 2,
we
show
In this example
shall
are obtained.
that the tabulation
indicates explicitly that the root locus

8-13, does not
Equation (8-86)
is
have any breakaway
method actually
Example
in Fig. 8-15,
points.
written
F(s)
Then
F'(s)
The following
diagram
tabulation
s3
+ 2s +
3s 2
4s
2s
+K=
(8-107)
(8-108)
made
is
K
2
K
2
K-%
1
- 21K
K-
*-(*--)('-)
It is
apparent that only the elements of the
zero for any K. Therefore,
we
last
row of the tabulation can be made
set
2-\(k-)(i-^)=0
which
is
(8-109)
simplified to
811s: 2
However, there are no
real values of
- 4SK + 16 =
K that will satisfy this
(8-110)
equation. Therefore, the
is that F{s) does not have any multiple-order roots, or the root
have any breakaway points.
conclusion
loci
do not
Comparison of the two methods of calculation of breakaway points.

1
The condition
sary but not
stated in Eq. (8-60) for the
sufficient.
The method
breakaway point
is
neces-
involves solving for the possible
breakaway points as roots of Eq. (8-60). For higher-order systems

with a large number of breakaway points, the amount of work
involved in solving a higher-order equation in Eq. (8-60) may be
excessive.
2.
The tabulation method gives a necessary and sufficient condition

for the breakaway points. In general, the procedure still involves
the solving of the roots of an equation, but the order of the equation
may be
method
lower than that involved in the first method. The tabulation

at the breakaway points.
also gives the values of
Sec. 8.3
405
These methods also represent ways of solving for the multiple-order root
of an equation.
Calculation of
K on
the Root Loci
Once the root loci have been constructed, the values of K at any point s^
on the loci can be determined by use of the denning equation of Eq. (8-8); that
is,
|r|
If G,(j)#i(j) is of the
1*1
form shown
iwwi
in Eq. (8-1
1),
<!M1,)
Eq. (8-12)
is
written
ni*i+/j
^
(8-112)
or
l-i
product of lengths of vectors drawn from the poles of G^H^s) to s

product of lengths of vectors drawn from the zeros of dls^H^s) to s t
(8-113)
Equations (8-112) and (8-113) can be evaluated either graphically or analytically.
if the root loci are already drawn accurately, the graphical

more convenient. For example, the root loci of the equation
Usually,
method
is
+ 2s + 2 + K(s + 2) =
The value of K at the point s,
s2
are
shown
in Fig. 8-16.
(8-114)
is
given by
*=^
(8-115)
where A and B are the lengths of the vectors drawn from the poles of G(s)H(s)
= K{s + 2)/(s 2 + 2s + 2) to the point j, and C is the length of the vector
drawn from the zero of G{s)H(s) to s In the illustrated case s is on the root
t
loci,
so
K is positive.
have a negative
If j, is
a point on the complementary root
loci,
K should
sign.
The value of at the point where the root loci intersect the imaginary axis
can also be found by the method just described. However, the Routh-Hurwitz
criterion usually represents a
more
direct
method of computing
this critical
value of K.
The eleven rules on the construction of root locus diagrams described

above should be regarded only as important properties of the root loci. Remember that earlier it was pointed out [Eq. (8-11)] that the usefulness of most of
these rules of construction depends on first writing Eq. (8-1) in the form
(s
+ Pl )(s +p
)...(s+
p)
K(s
z t )(s
z2 )
(s
zm )
(8-116)
Then, except for extremely complex cases, these rules are usually adequate for
the analyst to make a reasonably accurate sketch of the root loci just short of
plotting them point by point. In complicated situations, one has to rely on
a computer as a more practical means of constructing the root loci.
406
Chap. 8
.s-plane
Fig. 8-16. Graphical
method of finding
K on the root loci.
the values of
on the application of the
serves as an illustration
rules of construction of the root loci.
Example
8-18

s(s
The complete root
+ 6)(s 2 + 2s + 2) + K(s + 3) =
( oo < K < co) of the system are to be
loci
5)(s
(8-117)
constructed. Using
the rules of construction, the following properties of the root loci are determined:
1.
The K = points on the complete root loci are at s =- 0, 5, 6, 1 +

and 1 j 1 Notice that these points are the poles of G(s)H(s), where
j1,
G(s)H(s)
K(s
=
s(s
2.
5)(s
3)
6)(s 2
+2s +
(8-118)
2)
K=
co points on the complete root loci are at s

which are the zeros of G(s)H(s).
There are five separate branches on the complete root loci.
The complete root loci are symmetrical with respect to the
The
-3, oo, oo,
oo, oo,
3.
4.
real axis of
the s-plane.
5.
The
angles of the asymptotes of the root loci at infinity are given by [Eq.
(8-33)]
6k
for
= 0,
j-plane as
= SJ3
= Q!LTE
n m
5 -1
1, 2, 3.
Thus the four root
K approaches
o<*<co
(8-119)
approach
infinity in the
loci that
+oo should approach asymptotes with
angles
Sec. 8.3
407
of 45, -45, 135, and -135, respectively. The angles of the asymptotes
of the complementary root loci at infinity are given by [Eq. (8-34)]
ek
Therefore, as
approach
6.
The
2kn
2kn
-co
1
<K<0
(8-120)
K approaches
infinity
-co, four complementary root loci should

along asymptotes with angles of 0, 90, 180, and 270.
intersection of the asymptotes
is
given by [Eq. (8-51)]
- i S Poles of G(s)H(s) - zeros of G(s)H(s)

m =
n m
(0-5 -6 1 +/1 -1 -jp-(-3) _
= -2.5
The
results
from these
(8-121)
six steps are illustrated in Fig. 8-17.
;w
s-plane
-n
K=
+-K
K=
AT= +
-6
oo\ y'45A
-3' \~
K=
_1
\\ K
-2.5 \
=
X
--/l
Fig. 8-17. Preliminary calculations of the root loci of s(s
2s
2)
K(s
3)
0.
5)(s
6)(s 2
AT->--
408
Chap. 8
In general, the rules on the asymptotes do not indicate on which side

of the asymptote the root locus will lie. Therefore, the asymptotes indi-
more than the behavior of the root loci as s < oo. The
complete root loci portions can be correctly sketched as shown in Fig.
8-17 only if the entire solution to the root loci problem is known.
Complete root loci on the real axis There are root loci (0
K < oo)
cate nothing
7.
<
between s =
There are complementary root
loci
portion of the real axis, that
between
on the
and
and
real axis
-co
is,
( oo
s
3,
5, and s = 6.
0) on the remaining
and s = 5, and * =
s ==
< K<
= 3
(see Fig. 8-18).
K=
s-plane
Complementary
root loci
Complete root
K(s + 3) = 0.
Fig. 8-18.
2)
8.
loci
on the
real axis of s(s
5)0
6)0 2
2s
Angles of departure: The angle of departure, 9, of the root locus leaving

1 + / 1 is determined using Eq. (8-13). If s is a point on the
the pole at
root locus leaving
1 +jl, and
St is
very close to
-1
+jl
as
shown
in
Fig. 8-19, Eq. (8-13) gives

1st
+3 -
(/j,
Is,
+yl +
/s t
1
+5 +
-;1)
sv
/.
(Ik
1)180
i-plane
Fig. 8-19.
(s
6)0 2
Computation of angle of departure of the root

+ 2s + 2) + K(s + 3) = 0.
loci
of s(s
5)
(8-122)
Sec. 8.3
409
or
26.6
for
A:
= 0,
(135
90
14
+ 9) s;
11.4
(2k
1)180
(8-123)
1, 2,
Therefore,
9 =* -43.8
(8-124)
Similarly, Eq. (8-14) is used to determine the angle of arrival of the complementary root locus arriving at the point 1 +jl. If this angle is
designated as
9',
easy to see that 9' differs from 9 by 180; that
it is
9'
9.
The
180
43.8
136.2
intersection of the root loci with the imaginary axis
the Routh-Hurwitz criterion. Equation (8-117)

ss
13s*
The Routh tabulation
54s 3
82s 2
(60
is
determined by
rewritten
+ K)s + 3K =
(8-126)
60
47.7
+K
60
54
82
is
is
13
65.6
is,
(8-125)
3K
0.769-ST
3K
0.212A:
3940- 105A:-0.163*:2
65.6
0.212K
3K
.s
no roots in the right half of the s-plane, the

column of the Routh tabulation should be of the
Therefore, the following inequalities must be satisfied:
For Eq.
(8-126) to have
quantities in the first
same
sign.
- 0.212#>
- 105K - 0.1 63^ >
or
65.6
3940
or
K<
K<
K>0
Hence
309
(8-127)
35
(8-128)
(8-129)
of Eq. (8-126) will stay in the left half of the j-plane

and 35, which means that the root loci of Eq. (8-126)
cross the imaginary axis when K = 35 and K = 0. The coordinate at the
crossover point on the imaginary axis that corresponds to K = 35 is
determined from the auxiliary equation
if
all
the roots
K lies between
A(s)
Substituting
K=
(65.6
- 0.212A> + 3K =
2
35 into Eq. (8-130),

58.2s
which
105
we have
(8-131)
yields
s
10.
(8-130)
/1.34
Breakaway points Based on the information obtained from the preced:
ing nine steps, a
trial
sketch of the root loci indicates that there can be
only one breakaway point on the entire root
loci, and the point lies

between the two poles of G(s)H(s) at s = 5 and 6. In this case, since
there is only one breakaway point for this fifth-order system, the value of
at the point is obtained from the s row of the breakaway-point tabulation, which would contain a total of 14 rows if carried out. In this case
410
Chap. 8
it is
actually easier to solve for the
since
we know
Applying dK/ds
s3
breakaway point by trial and

is between - 5 and 6.
error,
that the desired root
13.55*
to Eq. (8-126) gives
66.s
142s 1
123s
45
After a few trial-and-error calculations, the root of the last equation that
corresponds to the breakaway point
From
is
is
found to be
5.53.
the information obtained in these 10 steps, the complete root locus diagram
sketched as shown in Fig. 8-20.
In this section we have described 1 1 important properties of the root loci.

These properties have been regarded as rules when they are used in aiding the
Fig.
8-20.
3)
0.
Complete root
loci
of s(s
5)(s
6)0 2
2s
2)
K(s
Construction of the Complete Root Loci / 411
Sec. 8.3
Of course,
construction of the root locus diagram.

erties
minor prop-
there are other
of the root loci which are not mentioned here. However, in general,
found that these

sketch of the complete root
For easy reference, the
Table 8-1
K=
loci just short of actually plotting
Table
Rules of Construction of Root Loci
K=
The
points
them.
11 rules of construction are tabulated in
on the complete root loci are

G(s)H (s). (The poles include those
points
the poles of
at
at
infinity.)
2.
K=
oo
points
The
K = oo
points
at the zeros of G(s)H(s).
loci are
(The zeros include those at
infinity.)
3.
Number
of separate
root loci
4.
The
total number of root

of the equation F(s) = 0.
Symmetry of root
The complete root
loci
transfer functions
loci
loci is
equal to the order
of systems with rational
with constant coefficients are
symmetrical with respect to the real axis of the
s-
plane.
5.
Asymptotes of root
loci as i
>
oo
For
large values of
for the
complementary root
a
Ok
where
Intersection of the
the root loci
s,
(a)
asymptotes
A:
The
0,\,2,...,\n
(b)
a
on
loci
(K
<
0)
2kn
The point of
m\
\.
intersection of the asymptotes
is
given by (for
2 real parts of
loci
0) are
intersection of the asymptotes lies only
the real axis
Root
>
on
the real axis in the j-plane.
(centroids)
7.
(K
asymptotic to straight lines with angles given by
and
6.
the
real axis
all
values of
_ 2 real parts
poles of G(s)H(s)
on
K)
of
zeros of G(s)H(s)
On
a given section on the real axis in the s-plane,

in the section only if
the total number of real poles and real zeros of
G(s)H(s) to the right of the section is odd. If the
root loci are found for
K>
number of real poles and zeros to the right of

a given section is even, complementary root loci
total
(^< 0)
8.
Angles of departure
and
arrival
it is
rules are adequate in helping to obtain a reasonably accurate
1 1
are found in the section.
>
The angle of departure of the root locus (K

0)
from a pole or the angle of arrival at a zero of
G(s)H(s) can be determined by assuming a point si
that is on the root locus associated with the pole, or
zero,
and which
is
very close to the pole, or zero,
8-1.
412
Chap. 8
Table 8-1 (Cont.)
and applying
the equation
m
/GfriV/fri)
=
The
-
1=1
Ai
(2k
z,
\)n
- 2
=
+ P;
Ai
1, 2,
0,
tary root locus
determined from
is
Intersection of the
= S Ai + -
+/>,;=i
j=i
= 2A:ji
= 0, 1, 2,
The values of co and K at the crossing points
root loci with the
root loci on the imaginary axis of the j-plane
imaginary axis
be obtained by use of the Routh-Hurwitz
/G(ii)H(si)
z,-
,/s
fc
9.
The Bode
10.
...
angle of departure or arrival of a complemen-
plot of G(s)H(s)
may
of the
also be used.
Breakaway points
The breakaway
(saddle points)
are determined by finding the roots of dK/ds
points
may
criterion.
loci
0,
These are necessary conditions only. Alternatively, the breakaway points are
determined from a tabulation using the coefficients
of the characteristic equations F(s) --=
and F'(s)
= 0. The conditions are necessary and sufficient.
or dG(s)H(s)/ds
1 1
The
Calculation of the
values of
K on the
absolute value of
plete root loci
root loci
0.
K at any point s
on the corn-
determined from the equation
is
1
\G(si)H{ Sl )\
product of lengths of vectors drawn
from the poles of G{s)H(s) to
s\
product of lengths of vectors drawn

from the zeros of G(s)H(s) to s\
8.4
Application of the Root Locus Technique to the Solution

of Roots of a Polynomial
Although the root locus diagram is primarily intended for the portrayal of
the trajectory of roots of a polynomial when a parameter, K, varies, the technique
may
also be used for the solution of the roots of a polynomial
the coefficients are known.

sider that
it is
The
is
best illustrated
when
all
by an example. Con-
desired to find the roots of the polynomial
F(s)
To
principle
s3
3s 2
45
20
(8-132)
formulate this as a root locus problem, we should
form of Eq.
first
convert Eq.
Since Eq. (8-132) does not have a variable

parameter K, the step of conversion is generally not unique. In other words,
(8-132) into the
(8-4).
we can regard any one of the four coefficients of the polynomial as the parameter
number of these coefficients as K will
K. However, in general, the selection of a

result in simpler construction
see that
it is
Thus Eq.
more
of the root
loci.
In this case
it is
not
difficult to
preferable to divide both sides of Eq. (8-132) by s 3
(8-132) leads to
3s 2
Sec. 8.4
+
which
is
of the form of Eq. (8-4),
A* + 3)
with K = 4.
413
(8-133)
Furthermore,
it is
apparent that
must also satisfy Eq. (8-133). Now the problem of solving Eq. (8-132) becomes that of a root locus problem, based on the pole-zero
the roots of Eq. (8-132)
configuration of
bWW _- Ks\s ++
G(s)H(s)
(s
5)
(8-134)
3)
The desired roots are then found by setting K = 4. From a logistic standpoint,
we have embedded a specific problem in a more general one by first solving for
the solution to the general problem.
The root locus diagram based on the function G(s)H(s) of Eq. (8-134) for
K is shown in Fig. 8-21. When K = 4, the real root of Eq. (8-132) lies
between 3 and 5, while the other two roots are complex with positive real
positive
s-plane
K-5
=
K=
Fig. 8-21.
4s
-*
K=
Root locus diagram
20
K=
0.
for the solution of the roots of s 3
3s 2
414
Chap. 8
A few trial-and-error steps

3.495. Thus the complex roots
s = 0.2475 -./2.381.
parts.
Example
s*
its
is
0.2475
+ y2.381
and
Consider the problem of finding the roots of
8-19
Since this
easily established the real root to be at s
are found to be at s
5s 3
2s 2
a fourth-order polynomial,
roots will be
more
difficult
by the
+s+
it is
10
(8-135)
expected that the problem of solving for
than that of the last example. Let us

two terms of the equation; we have
first
divide both
first
2(s 2
+ 0.5j +
+ 5)
5)
s*(s
"
(8_136)
or
G(s)H(s)
âfr+y
5>
K=2
(8-137)
The root locus diagram based on the poles and zeros of G(s)H(s) is constructed as
0. However, from this root locus diagram it is not
shown in Fig. 8-22 for oo > K
>
s-plane
Fig. 8-22.
2s 2
Root locus diagram
+s+
10
= 0.
for the solution of the roots of s*
5s 3
Sec. 8.4
clear
the
where the roots are when
first
K = 2. Next let us divide both sides of Eq.
three terms of the equation ;
The root
(8-135) by
s 2 (s 2
+ 10
+ 5s +
(8-138)
2)
locus plot of
G(s)H(s)
with co
415
we have
s
> K>
shown
+ 10)
+ 5s +
K(s
s 2 (s 2
2)
K=
(8-139)
The purpose of constructing the second root

two root locus diagrams,
since the roots of Eq. (8-135) must be found at the same points on both diagrams. Comparing the two root locus diagrams, we may conclude that if Eq. (8-135) has real roots,
there must be two, and they must lie between 0.44 and 4.56 on the real axis. Once
this range has been established, the real roots can be found by trial and error from
locus diagram
is
is
Eq. (8-135).
One
(8-135) by (s
real root
1.575),
is
found to be
we have
s
Now we
in Fig. 8-23.
to establish a cross reference between the
at s
1.575. Dividing both sides of Eq.
the remainder,
3.425.S 2
3.394.T
6.346
(8-140)
repeat the procedure to find the roots of Eq. (8-140). Since one of the
three roots must be real,
we can reason
that
it
must be to the
right of s
/CJ
s-plane
Fig. 8-23.
2s 2
Root
+s+
10
locus diagram for the solution of the roots of s*
0.
5s 3
4.56 on
416
Chap. 8
the real axis. However,
we may acquire more information on

two terms. We have
this
root by dividing both
sides of the equation by the first
G(s)H(s)
The complementary root

sketched in Fig. 8-24 for
-co
-3.3940?
s 2 (s
K(s
s 2 (s
1.87)
3.425)
- 1.87)
+ 3.425)
-3.394
(8-141)
of Eq. (8-140) with the G(s)H(s) of Eq. (8-141) are

0. Investigation of this complementary root locus
loci
< K<
'
/w
s-plane
K<0
K<0
Fig. 8-24.
Root locus diagram
3.3945
6.346
for the solution of the roots of
3.425.S 2
0.
diagram and the root loci of Fig. 8-24 reveals that the real root must lie between 3.425
and 4.56. To find the real root of Eq. (8-140), which is at s = 4.493, is a simple
matter. The two complex roots are subsequently found to be at 5 = 0.534 + j 1.057
and s = 0.534 / 1.057. Thus the roots of Eq. (8-135) are now all determined:
5
s
s
.y
=
=
=
=
-1.575
-4.493
0.534
+/ 1.057
0.534
-y 1.057
In summarizing, we have used two examples to illustrate the application

of the root locus method to the solution of the roots of a high-order equation,
F(s)
(8-142)
Some
Sec. 8.5
where F(s)
is
a polynomial in
to be solved into the
form
s.
The general procedure

G(s)H(s)
is
417
to convert the equation
by dividing both sides of the equa-
tion by a certain appropriate portion of the equation.

In other words,
we should express Eq.
(8-142) as
+ GO) -
P(s)
(8-143)
Then, G(s)H(s) = Q(s)/P(s), or G(s)H(s) = P(s)/Q(s). The selection of the polynomials P(s) and Q{s) from F(s) is more or less arbitrary, although in general
the orders of P(s) and Q{s) should be close so that the root locus problem is made
many circumstances it may be desirable to use more

than one choice of division of F{s) into P{s) and Q(s). This will usually provide
additional information on the location of some of the roots of the equation, so
that the trial-and-error procedure can be simplified. Example 8-19 illustrates
as simple as possible. In
how
this is
done.
In essence, the
method of root
finding presented here
is
that of utilizing
the root locus technique to give an indication of the general location of
some
of the roots. The basic method of finding the exact roots is still cut-and-try.
For high-order equations, and for equations only with complex roots, the root
locus
still
8.5
method of root
finding
may
not be effective, and a computer solution
is
the most preferable one.
Some Important Aspects
of the Construction of the Root Loci
One of the important
aspects of the root locus techniques is that for most consystems with moderate complexity, the analyst or designer may conduct
a quick study of the system in the s-plane by making a sketch of the root loci
using some or all of the rules of construction. In general, it is not necessary to
trol
make an exact plot of the root loci. Therefore, time may be saved by skipping
some of the rules, and the sketching of the root locus diagram becomes an art
that depends to
some extent on the experience of the analyst.

we shall present some of the important properties of the root
In this section
loci
which may be helpful
Effect of Adding Poles
in the
and Zeros
construction of the root locus diagram.

to G(s)H(s)
In Chapter 6 the effects of the derivative and integral control were illustrated
by means of the root locus diagram.

investigate the effects to the root loci
From
when
Addition of poles. In general we
the fundamental viewpoint
we may
poles and zeros are added to G(s)H(s).
may
state that
adding a pole to the func-
tion G(s)H(s) in the left half of the s-plane has the effect of pushing the original
root loci toward the right-half plane. Although
statement and provide the necessary proof,
it is
we can
difficult to
make
illustrate the point
a precise
by several
examples.
Let us consider the function
G(s)H(s)
The zeros of
8-25(a).
K
,
>
(8-144)
G(s)H(s) are represented by the root locus diagram of Fig.

loci are constructed based on the poles of G(s)H(s) at s
These root
OO
t
s-plane
s-plane
K=
K=Q
<
K
i
(b)
(a)
(d)
(c)
Fig. 8-25.
G(s)H(s).
418
Root locus diagrams
that
show
the effects of adding poles to
Some
Sec. 8.5
and
= a. Now
let
us introduce a pole at
G(s)H(s)
s(s
a)(s
~|-
419
-b so that
b>
b)
(8- 1 45)
Figure 8-25(b) shows that the additional pole causes the complex part of the
The angles of the asympchanged from 90 to 60. The breakaway point is also moved to
the right. For instance, if a =
and b = 2, the breakaway point is moved from
0.5 to 0.422 on the real axis. If G(s)H(s) represents the loop transfer funcroot loci to bend toward the right half of the s-plane.
totes are
tion of a feedback control system, the system with the root loci in Fig. 8-25(b)
may become
unstable
if
the value of
system represented by the root
K exceeds
the critical value, whereas the
of Fig. 8-25(a) is always stable. Figure

8-25(c) shows the root loci when another pole is added to G(s)H{s) at s = c.
The system
is
now
loci
of the fourth order, and the two complex root
The angles of
farther to the right.
two
the asymptotes of these
For a feedback control system, the
stability condition
loci are
moved
loci are
45.
of the system becomes
even more restricted. Figure 8-25(d) illustrates that the addition of a pair of
complex-conjugate poles to the original two-pole configuration will result in
we may draw a general conclusion that the addition

of poles to the function G(s)H(s) has the effect of moving the root loci toward
the right half of the .y-plane.
a similar effect. Therefore,
Addition of zeros. Adding zeros to the function G(s)H(s) has the effect of
the root loci toward the left half of the j-plane. For instance, Fig. 8-26(a)
moving
OO
/CJ
/CO
s-plane
6 =
is
<
5-plane
K =
--^
/
/
\
\
\
\
-o
a:
= o
tf
-*
*
)
K=0
K=
-a
~b
-a/2
-a/2
1
K=
/
'
'
K =
b = <*>^
%
i
(a)
Fig. 8-26.
G(.s)H(s).
Root locus diagrams
(b)
that
show
the effects of adding a zero to
420
Chap. 8
71
K/7
f
JCO
<
s-plane
4
1
u
\
AT
K=Q K =
A'
\
\
\\
w
A
-\
(c)
Fig. 8-26 (Cont.).
Root locus diagrams
that
show
the effects of adding
azerotoG(.s)//(.f).
shows the root locus diagram when a zero

G(s)H(s) of Eq. (8-144), with b
left
and form a
circle.
>
Therefore,
if
at 5
= b
is
added to the function

toward the
a; the resultant root loci are bent
G(s)H(s) represents the loop transfer function
is improved
by the addition of the zero. Figure 8-26(b) illustrates that a similar effect will
result if a pair of complex-conjugate zeros is added to the function of Eq. (8-144).
Figure 8-26(c) shows the root locus diagram when a zero at v = c is added to
the transfer function of Eq. (8-145).
of a feedback control system, the relative stability of the system
Effects of
Movements of Poles and Zeros
It was mentioned earlier that the construction of the root locus diagram
depends greatly on the understanding of the principle of the technique rather
than just the rigid rules of construction. In this section we show that in all
cases the study of the effects of the movement of the poles and zeros of G{s)H(s)
on the root loci is an important and useful subject. Again, the best way to
illustrate the subject is to
use a few examples.
II
u,
e
c
:=;
c
"E.
o
II
.a
S
^
"
II
">
II
"
O ,
-o
S3
f}
o ,
aS O Q
II
as a> 00
*,
.fa tt
II
421
o
II
422
Some
Sec. 8.5
423
/CJ
5-plane
K=
K=
(e)a=
Fig. 8-27 (Cont.).
Example 8-20
^(s
which
is
easily
a)
converted to the form of
G(s)H(s)
K(s
1
--=
b)
(8-146)
G(s)H(s)
= 0,
with
*^
(8-147)
= 1 and investigate the root loci of Eq. (8-146) for several values of a.
Figure 8-27(a) illustrates the root loci of Eq. (8-146) with a = 10 and b
1. The
two breakaway points are found at s = 2.5 and 6.5. It can be shown that for arbitrary a the nonzero breakaway points are given by
Let us set b
-1-
^Vo 2
10a
(8-148)
= 9, Eq. (8-148) indicates that the breakaway points converge to one point
3, and the root locus diagram becomes that of Fig. 8-27(b). It is interesting
to note that a change of the pole from 10 to 9 equals a considerable change to the
root loci. For values of a less than 9, the values of s as given by Eq. (8-148) no longer
satisfy the equation in Eq. (8-146), which means that there are no finite, nonzero, breakaway points. Figure 8-27(c) illustrates this case with a = 8. As the pole at s
a is
When
at j
------
424
Chap. 8
moved
farther to the right, the complex portion of the root loci is pushed farther
toward the right-half plane. When a = b, the pole ats = a and the zero at b cancel
each other, and the root loci degenerate into a second-order one and lie on the imaginary axis. These two cases are shown in Fig. 8-27(d) and (e), respectively.
Example
8-21
s(s 2
which
is
+
+
2s
converted to the form of
G(s)H(s)
a)
K(s
G(s)H(s)
+ 2) =
= 0, with
+
(8-149)
(8-150)
l a)
The objective is to study the complete root loci (-co < K < co) for various values of
a{> 0). As a start, let a = so that the poles of G(s)H(s) are at s = 0, 1, and 1.
s{
The complete root loci for
this
case are sketched in Fig. 8-28(a).
By
setting dG(s)H(s),lds
breakaway points are found at * = 0.38, 1, and - 2.618.

As the value of a is increased from unity, the two double poles of G(s)H{s) at
s = 1 will move vertically up and down. The sketch of the root loci is governed
mainly by the knowledge of the breakaway points. We can show that dG(s)H(s)lds
to zero, the
leads to
3
.y
4s 2
As
(8-151)
As the value of a increases, the breakaway points at s = 0.38 and s = 2.618

move to the left, whereas the breakaway point at s = 1 moves toward the right.
Figure 8-28(b) shows the complete root
loci
with a
1.12; that
is,
Since the real parts of the poles and zeros of G(s)H(s) are not affected by the value
of
a,
the intersect of the asymptotes
away points when a

by solving Eq.
By
1.12 are at s
is
always at the origin of the .j-plane. The break0.493, 0.857, and 2.65. These are obtained
(8-151).
solving for a double-root condition in Eq. (8-151)
when
1.185,
it
can be
and s = 1 converge to
a point. The root loci for this situation are sketched as shown in Fig. 8-28(c).
When a is greater than 1.185, Eq. (8-151) yields one real root and two complexconjugate roots. Although complex breakaway points do occur quite often in root loci,
we can easily show in the present case that these complex roots do not satisfy the original equation of Eq. (8-149) for any real K. Thus the root loci have only one breakaway
point, as shown in Fig. 8-28(d) for a = 3. The transition between the cases in Fig.
8-28(c) and (d) should be apparent.
shown
8.6
that the
two breakaway points that
lie
between s
The root
locus technique discussed thus far is restricted to only one variable

parameter in K. However, in many control systems problems, the effects of
varying several parameters must be studied. For example, when designing
a controller that
is
represented by a transfer function with poles and zeros,
it is
necessary to investigate the effects on the performance of the overall system
when
these poles
and zeros take on various
values.
&
-'
""
ft
I!
XI
ll
o
-C
"3
+
r
(1)
J3
**
fc
3 *
.S
r*i
3
O '4
II
II
<3
&5
& ^
00
90 .
11
11
v^2-
as a;
II
DC
H. "b
425
>t
t
if
-*
3
8
*-
H^
o
II
./
t^r
/^"^
2
*
""
-*
T
7
I
l
8
\
/
1
\
a)
to
2'
v.: \^y
en
1
e
8
1
426
Sec. 8.6
427
In Section 8.5 the root locus diagrams of equations with two variable
parameters are studied by assigning different values to one of the parameters.
In this section the multiparameter problem is investigated through a more
systematic method of embedding. When more than one parameter varies con-
oo to oo, the loci of the root are referred to as the root contours.
be shown that the same conditions and rules of the root loci are still
applicable to the construction of the root contours.
The principle of the root contours can be illustrated by considering the
tinuously from
It will
equation
Q(s)
+KP
K.PAs)
2 (s)
(8-153)
where K and K2 are the variable parameters and Q(s), P^s), and P2 (s) are
polynomials of s. The first step involves the setting of one of the parameters
equal to zero. Let us set K2 equal to zero. Then Eq. (8-153) becomes
t
+ Kîs) =
Q(s)
(8-154)
loci of this equation may be obtained by dividing both sides of the

equation (the Golden Rule) by Q(s). Thus
The root
Kx
Z^=
(8-155)
(8-156)
or
The
G,(j)ff,(s)
construction of the root loci depends on the pole-zero configuration of
G^H^s) =
Next,
we
(8-153), with
restore the value of
2,
^^
(8-157)
and again apply the Golden Rule to Eq.
as the variable parameter.
We
have
or
1
Now the root contours of Eq.

zeros of
+G
(s)H2 (s)
(8-159)
(8-153) are constructed based
upon the
poles and
^'^ ^HW)
However, one important feature
is
that the poles of
(8 - 160)
G 2 (s)H2 (s)
are identical to
Thus the root contours of the original

equation must all start {K 2 = 0) at the points that lie on the root loci of Eq.
(8-156). This is the reason why one root contour problem is considered to be
embedded in another. The same procedure may be extended to more than two
the roots of Eq. (8-156) or of Eq. (8-154).
variable parameters.
Example 8-22

i
where
KA
and
+ K s 2 + K iS + K =0
2
(8-161)
are the variable parameters and with values that
lie
between
and
oo.
428
Chap. 8
As a
first
step
we
let
K =
2
0; Eq. (8-161)
.y
which
is
K^s
becomes
=0
Ki
(8-162)
converted to
(8-163)
The root
loci of
Eq. (8-162) are drawn from the poles and zeros of

(8-164)
as
shown
in Fig. 8-29(a).
Next, we let
2 vary between zero and infinity while holding Ki at a constant
nonzero value. Dividing both sides of Eq. (8-161) by the terms that do not contain K2
we have
,
K s*
2
Thus the root contours of Eq.
(8-161)
+K
K,s
when
(8-165)
t
varies
may
be drawn from the pole-zero
configuration of
G 2 (s)H2 (s)
=
s
KiS
(8-166)
K,
iu
f
AT,
s-plane
K, =
AT,
=0
0.5
(a)
Fig. 8-29. (a)
Root contours
for s 3
+ K2 s 2 + K
+K =
t
0,
K2 =
Root Contour
Sec. 8.6
Multiple-Parameter Variation
429
s-plane
K2
/
=0(0.4+/1.74)
K, = 2.56
(b)
Fig. 8-29 (Cont.). (b)
K2
The
varies,
zeros of
K =
t
Root contours
for s 3
K2S i + K iS + K
-\
constant.
G 2 (s)H2 (s)
are at s
0, 0;
but the poles are the zeros of
G^H^s)
which have been found on the contours of Fig. 8-29(a). Thus for fixed A"i
the root contours when K2 varies must all emanate from the root contours of Fig.
8-29(a).
Example
8-23
Consider the loop transfer function
G{s)H{s)
s{[
of a closed-loop control system.

characteristic equation with
The
It is
Ts)(s z
Ts)(s
(8-167)
1)
variable parameters.

s(l
2s
desired to construct the root contours of the
K and T as
2
2s
is
2)
written
+K=
(8-168)
430
First,
Chap. 8
we
T equal
shall set
s(s
The root contours of
The
to zero.
2
+ 2) + K =
K varies are
2s
equation when
this
becomes
(8-169)
drawn based on the poles and
zeros of
Gi(s)Hds)
as
shown
A,
+ 2s + ^
rf . 2
s(s
.l.
(8
2)
"
17 )
in Fig. 8-30(a).
fU)
s-plane
/t = o
/ K=\0
+/1
K=
/CO
..
s-plane
K=
*>%_
^K
T= oo
K=
<
]
o"t = ~
k=io
T=
K=4
K=
K=
\\
T=
oo
a:=io
\ T=
\
(a)
Root
Fig. 8-30. (a)
figuration of
(b)
For the root contours with

1
4-
2s
2)
+K=
0. (b)
[Ts 2 (s 2
2s
2)]/s(s 2
loci for s(s 2
G 2 (s)H2 (s) =
2s
Pole -zero con-
2)
T varying and K held constant, we
G^tfaCs)
Therefore, the root contours
Ts
(s
s(s 2
when T
K].
+ 2s + 2)
+ 2) + K
(8-171)
2s
from the pole-zero

on the root contours are at the
poles of G 2 (s)H 2 (s), which are the points on the root loci of Eq. (8-169), as shown in
Fig. 8-30(b) for K = 10. The T = oo points on the root contours are at the zeros of
G 2 (s)H 2 (s), and these are at s = 0, 0, 1 +j\, and 1 y'l. The root contours for
the system are sketched in Figs. 8-31, 8-32, and 8-33 for three different values of K;
when K 0.5 and T = 0.5, the characteristic equation has a quadruple root at s
-1.
configuration of
G 2 (s)H2 (s). When T =
Example 8-24
As an example
0,
varies are constructed
the points
illustrating the effect
of the variation of a zero of
G(s)H(s), consider
G(s)H(s)
K(l
1)(*
s(s
Ts)
(8-172)
+ 2)
The problem may be regarded as a study of the effect of derivative control,

in Section 6.7, on the root locations of the characteristic equation.
The characteristic equation of the system is
s(s
Let us
first
l)(s
2)
K(l
as discussed
+Ts)=0
consider the effect of varying the parameter K. Setting
(8-173)
T=
in
Eq. (8-173)
Root Contour
Sec. 8.6
Multiple-Parameter Variation
431
s-plane
Root contours
Fig. 8-31.
s-plane
/
r=i
o<-r
for s(l
sT)(s 2
^\.
2)
CO
r-K
Root contours
for s(l
4.
7^0^
T'-*
oo
r->-=c
r=0
jT-^-oo
K>
0;
^
MJ
O^T
+K=
v" r =
T^KX>
r->
2)
r-^-oo
/ T=0
'o
i
s-plane
T=0
Fig. 8-32.
2s
X
\
sT){s 2
\
+
2s
Root contours
Fig. 8-33.
+ K = 0; K = 0.5.
2)
+K=
0;
K<
for
,j(l
\
+ sT)(s 2 + 2s
0.5.
yields
*(j
l)(s
2)
+K=
(8-174)
(8-175)
which leads to
s(s
The root
loci
l)(s
2)
of Eq. (8-174) are sketched in Fig. 8-34, based on the pole-zero configu-
ration of
When T varies
between zero and

1
infinity,
+ G 2 (s)H2 (s) =
we
+ s(s +
TKs
l)(s
+ 2)+K
(8-177)
432
Chap. 8
/CO
s-plane
K=
K=0
*-AT
-K-
Fig. 8-34.
Root
K=0
K=
-*
loci for s(s
\',K
= 6
1)0
2)
+K=
/OJ
0.
/
,*K =20
5-plane
AT
0.425 +/2. 235
= 20
+H^
iHt-
-3.85
0.425-/2.235
X
Fig. 8-35. Pole-zero configuration of
K],
K=
G 2 (s)H2 (s) =
K=
20
\\
TKs/[s(s
1)0
+ 2)
20.
The points that correspond to T = on the root contours are at the roots of
+ 1)0 + 2) + K = 0, whose loci are sketched as shown in Fig. 8-34. If we choose
K = 20, the pole-zero configuration of G (s)H2 (s) is shown in Fig. 8-35. The root
contours of Eq. (8-173) for
< T < co are sketched in Fig. 8-36 for three values of
s(s
Root ContourMultiple Parameter-Variation
Sec. 8.6
433
s-plane
\a:=20, r=o
Fig. 8-36.
Root contours of s(s
l)(s
2)
+K+
K. The intersection of the asymptotes of the root contours

that
is
KTs
0.
obtained from Eq. (8-51);
is,
-3.85
0.425
+ 0.425 =
-1.5
(8-178)
is always at s = 1.5 because the sum

always equal to 3, regardless of the value of K, and the
Therefore, the intersection of the asymptotes
of the poles of Gt{s)Hi{s)
sum
is
of the zeros of G2(s)H2(s)
is
zero.
434
Cna _
The root contours shown in Fig. 8-36 verify the well-known fact that the derivative
control generally improves the relative stability of the closed-loop system by moving
the characteristic equation roots toward the left in the s-plane. The root contours also
clearly indicate an important characteristic of the derivative control in that the bandwidth of the system is increased. In certain cases the contribution to the increase in
bandwidth by increasing the value of T far exceeds the improvement made on the
relative stability of the system.
bilized for all values of
As shown
in Fig. 8-36, for
r greater than 0.2333.
However, the
K = 20,
largest
the system
damping
is
sta-
ratio that
the system can have by increasing Tis approximately 30 per cent.
8.7
Root Loci of Systems with Pure Time Delay 51

In Chapter 5 we investigated the modeling of systems with pure time delays and
pointed out that the time delay between signals at various points of a system
can be represented by the exponential term e~ Ts as its transfer function, where
is
the delay in seconds. Therefore,
we
assume that the characteristic
shall
equation of a typical closed-loop system with pure time delay

Q{s)
KP{s)e' T '
where Q(s) and P(s) are polynomials of

(8-179)
s.
may be
written
(8-179)
An
alternative condition of Eq.
is
1
JK? (j)tf,(e- r '

1
(8-180)
where
G.fr)^) =
Thus, similar to the development in Section
the following conditions must be
where
=a
= 5] in
8.2, in
order to satisfy Eq. (8-180),
met simultaneously:
= j~
IG^Hjjs) = (2k +1)ti +
/G^H^s) = 2kn + (oT
+ joo and k = 0, 1, 2,
e~ r ' G,(5)ff ,(j)
(8-181)
gg
- oo < K <
coT
co
K>0
K<0
(8-1 82)
(8-183)
(8-184)
Note that the condition for any

on the complete root loci is given in
Eqs. (8-183) and (8-184), which differ from the conditions of Eqs. (8-9) and
(8-10) by the term coT. When
0, Eqs. (8-183) and (8-184) revert to Eqs.
(8-9) and (8-10). Since co is a variable in the j-plane, the angular conditions of
Eqs. (8-183) and (8-184) are no longer constant in the s-plane but depend upon
the point at which a root of Eq. (8-179) may lie. Viewing the problem from
s
point s
the 5-plane to be a point
T=
it is recognized that if T
0, given a value of K, there are
only n points in the s-plane that will satisfy either Eq. (8-183) or Eq. (8-184),
for all possible values of k, where n is the highest order of P(s) and Q{s). How-
another standpoint,
ever, for
I?t0,
the angular conditions in Eqs. (8-183) and (8-184) depend on
which varies along the
vertical axis in the .s-plane.
Thus, for a given K, there
co,
may
Sec. 8.7
435
be more than n points which satisfy the angular conditions in the s-plane, as k
on all possible integral values. In fact, there are an infinite number of
takes
these points, since Eq. (8-179), which
is
transcendental,
number of roots.
The difficulty with the construction of
is
known
to
have an
infinite
many
the root loci of Eq. (8-179)
is
that
of the rules of construction developed originally for systems without time
no longer valid for the present case. It is of interest to investigate how

some of the rules of construction given in Section 8.3 may be modified to apply
delay are
to the time-delay case.
K=
Points
Theorem
The
8-9.
K=
at the poles ofGi(s)Hi(s)
points on the complete root loci of Eq. (8-180) are
and a
Equation (8-182)
Proof:
= .
is
repeated,
e-ÎG^)/^)^^
Thus,
if
equals zero, s approaches the poles of
the real part of
The
(8-185)
G^H^s),
or a, which
is
approaches -co.
s,
K co
Points
Theorem
8-10.
The
K = points on the complete root loci of Eq. (8-180)

(s) and a = co.
are at the zeros of Gi(s)H
Referring again to Eq. (8-185), the proof of this theorem becomes
Proof:
evident.
Number of Branches on
the Complete Root Loci
The number of branches on the root loci of Eq.

number of roots.
(8-179)
is infinite,
since
the equation has an infinite
Symmetry of the Complete Root Loci

The complete root
the i-plane. This
(8-179) again
is
loci are
symmetrical with respect to the real axis of
explained by expanding e~ Ts into an infinite series; then Eq.
becomes a polynomial with a
real coefficient
but with
infinite
order.
Asymptotes of the Complete Root Loci

Theorem 8-11. The asymptotes of the root loci of Eq. (8-179) are infinite in
number and all are parallel to the real axis of the s-plane. The intersects of the
asymptotes with the imaginary axis are given by
o>
where
is
tabulated in Table 8-2 for the various conditions indicated.
(8-186)
436
Chap. 8
=
m=
n
number of finite
poles of
number of finite
zeros of
G^H^s)
G^H^s)
Table 8-2
>o
K=
N = even integers
Odd
=
N=
=
N=
=
N=
=
Even
<o
Asymptotes
Odd
Even
odd integers
1, 3, 5,
...
even integers
0,
2, 4,
Asymptotes
N odd integers
2, 4,
odd integers
1, 3, 5,...
0,
K =
= 1, :t3, 5,...
= odd integers
= 1, .b3, 5,...
N = even integers
= 0, 2, 4,
N = even integers
= 0, 2, t4,..
iV
> oo on the root loci, K either approaches zero or oo,

Theorems 8-9 and 8-10 show that the asymptotes are at a = oo (K = oo)
and cr = oo (K = 0). The intersections of the asymptotes with the ./co-axis and
the conditions given in Table 8-2 are arrived at by use of Eqs. (8-183) and
Proof:
Since as s
(8-184).
Root Loci on the Real Axis
The property of the root loci of Eq. (8-179) on the real axis is the same as
Theorem 8-7, because on the real axis, co = 0, the angular conditions
of Eqs. (8-183) and (8-184) revert to those of Eqs. (8-9) and (8-10), respectively.
stated in
Angles of Departure and Arrival

Angles of departure and arrival are determined by use of Eqs. (8-183) and
(8-184).
Intersection of the
Root Loci with the Imaginary Axis
Since Eq. (8-179) is not an algebraic equation of s, the intersection of its

with the imaginary axis cannot be determined by use of the Routh-Hurwitz
criterion. The determination of all the points of intersection of the root loci
with the^'cD-axis is a difficult task, since the root loci have an infinite number of
loci
branches. However,
we
shall
show
in the following section that only the inter-
sections nearest the real axis are of interest for stability studies.
Breakaway Points
Theorem
must
satisfy
8-12.
The breakaway points on the complete root
loci
ofEq. (8-179)
Sec. 8.7
dG
(.s)H 1 (s)e-
T'
437
(8-187)
ds
The proof of this theorem
Proof:
is
similar to that of
Theorem
8-8.
Determination of the Values of K on the Root Loci
The value of K at any point

(8-182); that
<r
Example
is
the real part of s
8-25
on
the root loci
determined from Eq.
is
(8
"
188)
+ Ke- T *=0
s
It is
st
= Tr77^T771T
|Gl(Sl)lC5l)l
l*l
where
is,
(8-189)
desired to construct the complete root loci of this equation for a fixed value of T.
Dividing both sides of Eq. (8-189) by
we
s,
get
+ s
Kp~ Ts
which
is
(8-190)
of the form of Eq. (8-180) with
CPifj) =
The following
1.
The
K=
From Theorem
points:
47t/r,
approaches
zero as
K< 0:
A"
The K =
shown in Fig.
The root
0,
-co
at co
and
at
-co.
= 0,
2a/T,
a approaches -co
at co
n/T,
K=
oo
at
371/7",
as
approaches
+co
at
=
ft)
co.
Using
nlT,
co as a approaches +oo at co =
0,
.1njT,
K=
8-37.
loci,
loci
tary root loci
The
approaches
47r/r;
of the root
+oo
approaches
37t/r,
at s
The K = o points: From Theorem 8-10,

Theorem 8-11 and Table 8-2, we have
K>0: K
4.
K=
we have
K < 0: K approaches
571 IT,
8-9,
8-2,
K > 0: K approaches zero as a
3.
(8-191)
properties of the root loci of Eq. (8-189) are determined:
Using Theorem 8-11 and Table
2.
oo
points,
and the asymptotes of the root
The notation of
and 0~
is
for the
is
loci are
used to indicate the asymptotes
complementary root
loci.
(K > 0) occupy the negative real axis, and

(K
0) occupy the positive real axis.
the
complemen-
<
intersections of the root loci with the jco axis are relatively easy to
determine for
Since
this
simple problem.
G i(s)Hi(s)
has only a simple pole at j
0, for
any point
si
on
438
Chap. 8
/CO
s-plane
^K
j4ir/T
K^-oo
0-^K
Pn/T
K~>+
^K
I2v/T
K^
MT
K^+
dzi^.
K^
-oo
-jn/T
->
-J2*IT
a:-*
-oo
0-^K
-miT
K-* +oo
+ <-K
-j4*/T
0-+-K
+
^K
Q-^K
+
+-
Fig. 8-37.
Asymptotes of the complete root
loci
of the equation s
oo
-oo
<*>
-o
Ke~ Ts
0.
the positive jco axis,
/GifoWifri)
and for any point
s^
on the negative j CO
/gi(Ji)tfifri)
Thus, for
axis (co
>
K>
0,
(8-192)
axis,
=4r
Eq. (8-183) gives the condition of root
(8-193)
loci
on they CO
0),
-~ = (2k +
k
--
= 0, 1,
2,
The values of co
l)7t
+coT
(8-194)
that correspond to the points at which
the root loci cross the positive jco axis are

f
co
n_ 5n_ 9n_
27" 27" 27"
(8-195)
Sec. 8.7
For
K > 0,
and
<a
= 0,
1, 2,
CO
Similarly, for
439
< 0,
=
~-
and for k
(2k
(8-196)
the crossover points are found to be at
= -jj, ~2j,
K < 0,
+ coT
l)w
~2j;,
(8-197)
...
the conditions for the complementary root loci
to cross the yco axis are
-y = 2ta +cor
y=
The crossover
the last
2A:7t
co>0
+ cor
<
co
points are found by substituting
two equations.
(8-198)
(8-199)
= 0,
1, 2,
G>=f|,2y,^,..5.
into
We have
(8-200)
Breakaway points: The breakaway points on the complete root

determined by the use of Eq. (8-187). Thus
dG (s)H
i
(s)e-Ts
ds
d^\
ds\
loci are
(8 . 201)
or
Te~ Ts s
e~ T
(8-202)
from which we have

e~ T '(Ts
Therefore, the finite breakaway point

6.
The
1)
is
(8-203)
at s
IjT.
K at the crossover point on they'd) axis are found by using

= 0on they co axis, we have
Since
values of
Eq. (8-188).
<7
where COc is a crossover point.

Based on the properties accumulated above, the complete root
are sketched as
shown
loci
of Eq. (8-189)
in Fig. 8-38.
infinite number of roots, and therenumber of branches, from the system analysis standpoint, only the branches that lie between njT < co < n\T are of interest. We shall
refer to these as the primary branches. One reason is that the critical value of K at the
crossover point on this portion of the root loci is equal to 71/27', whereas the critical
Although the equation of Eq. (8-179) has an
fore the root loci have an infinite
K at the next branch at co = 5nj2T 571/2T, which much greater. ThereK = 7C/Tis the critical value for stability. Another reason for labeling the primary
that for any value of K less than the critical value of
branches as the dominant loci
value of
is
is
fore,
is
7t/2r, the
corresponding roots on the other branches are
all
far to the left in the j-plane.
440
Chap. 8
s-plane
+ <-K
+ <-K
Complete root
Fig. 8-38.
loci for j
Ke~ Ts
0.
Therefore, the transient response of the system, which has Eq. (8-189) as its characteristic equation, is predominantly controlled by the roots on the primary branches.
Example 8-26
As a
loci
slightly
more complex problem
of a system with pure time delay,
tem shown
in Fig. 8-39.
G(s)H(s)
The loop
Ke~ T
s(s
The
is
in the construction of the root

let
us consider the control sys-
1)
is
Sec. 8.7
^
9
r(t)
441
cU)
s{s+
l)
Fig. 8-39.
-Ts
Feedback control system with a pure time delay
in the
feedback
path.
+s+
s2
In order to construct the complete root
by using the
1.
rules given in
Theorems
Ke~ Ts
the following properties are assembled
loci,
8-9
through 8-12.
K = points: From Theorem 8-9, K = at s = 0, s = \, and

= co. Using Theorem 8-11 and Table 8-2, we have
K > 0: K approaches zero as a approaches -co at CO = 7t/T, 3/nT,
The
5n /T,
K<0: K
4n/r,
2.
approaches zero as
.
approaches
The K = c points: From Theorem

Theorem 8-11 and Table 8-2, we have
K>0: K
K<0:
+co
approaches
37t/T,
4a/T,
at co
= 0,
2tc/T,
as
8-10,
co.
Using
+co
at
co
njT,
at co
=0,
K = oo
approaches
at
approaches
A'
co
co
as
a approaches +co
27t/r,
Notice that the

asymptotes depend upon n m, which is
even in this case, but the K = <x> asymptotes depend only on the sign
of
and not on n m.
1 on
The root loci (K> 0) occupy the region between s = and s
K=
3.
the real axis.
root loci
4.
(AT
The
<
rest
of the real axis
is
occupied by the complementary
0).
Breakaway points: The breakaway points of the complete root

found from Eq. (8-187); that is,
from which we have the two breakaway points
s=jf [-(T+2)*/T*
1
For
T=
sec the
two breakaway points are

j
-0.382
at
+4]
at
-2.618
loci are
442
Chap. 8
s-plane
^K
+ <-K
Complete root
Fig. 8-40.
loci for s 2
+s+
Ke~ T
0,
T=
where it is easily verified that one belongs to the root

is on the complementary root loci.
1.
loci,
and the other
The complete root loci of the system are sketched as shown in Fig. 8-40 for T
1
Notice that from the system analysis standpoint, only the portion of the root loci
that lies between CO
and CO = n is of significance. The closed-loop system of
sec.
=n
Fig. 8-39
is
stable for
<:
K<
1.157. Therefore, the other root loci branches, including
the complementary root loci, are perhaps only of academic interest.
Approximation of Systems with Pure Time Delay
Although the discussions given

atic
way of
in the preceding section point to a systemconstructing the root loci of a closed-loop system with pure time
delay, in general, for
complex systems, the problem can
still
be quite
difficult.
Sec. 8.7
We shall investigate ways of approximating the time delay term, e~

nomial or a rational function of
5.
One method
is
Ts
,
443
by a poly-
to approximate e'
Ts
,
as
follows
e
"
[1
(8-205)
(Tsln)Y
Since e' Ts has an infinite number of poles, the approximation is perfect when n
becomes infinite. Figure 8-41 illustrates the effect of the approximation when
the input to the pure time delay
is
(b)
Fig. 8-41.
Waveforms that illustrate the

finite number of poles.
effect
of approximating a pure
time delay by
If
Eq. (8-205)
is
used as the approximation for the root locus problem, only
the primary branches of the root loci will be realized. However, this will be
adequate for the great majority of practical problems, since only the primary
branches will contain the dominant eigenvalues of the system.
Let us approximate the exponential term of Eq. (8-189) by the right side of
2, 3, and
Eq. (8-205). Figure 8-42 illustrates the dominant root loci for n
approxiroot
loci.
The
primary
branch
the
exact
together
with
the
of
4; T
1,
mating root loci approach the exact ones as n becomes large.

Another way of approximating the pure time delay transfer relation
use a power series; that
is
to
is,
= 1
+ T2!s
2
Ts
7V +
(8-206)
3!
and that of Eq. (8-205) is that

improves as the order n becomes larger, whereas in
the present case, the validity of the approximation depends on the smallness of
T. It is apparent that Eq. (8-206) can be conveniently applied if only a few
The
difference between this approximation
in the former, the accuracy
terms of the
series are used.
Chap. 8
/oo
s-plane
Fig. 8-42.
(1
8.8
Relationship
s/n)"
Between Root
Approximation of the root
+K=
Loci
loci
of 5
Ke~ s
by those of
0.
and the Polar Plot
In Chapter 7 the polar plot of a transfer function G(s)H(s) is shown to be a mapping of the imaginary axis of the s-plane onto the G(s)H(s) plane. In general,
other trajectories in the s-plane can be
mapped onto
the G(s)H(s)-plane through
the function G(s)H(s), such as in the case of a system with pure time delay.
upon the function G(s)H(s), we can

regard the root loci as a mapping from the G(s)H(s) plane to the .y-plane. Since
Since the properties of the root loci depend
the points on the complete root loci of the equation
Sec.
Relationship
8.i
G(s)H(s)
Between Root Loci and the Polar
Plot /
= + KG ^H i{s) =
445
(8-207)
satisfy the conditions
KGi(s)Hi(s)
KG
(s)Hi(s)
the root loci simply represent a
onto the j-plane. In
=
=
2kn
mapping of the
the root
loci,
the negative real axis of the j-plane;
and
fact, for
K>0
K<0
+l)n
(2k
the
(8-209)
of the G(s)H(s) plane
real axis
K > 0,
(8-208)
mapping points are on
complementary root
for the
loci,
K < 0, the mapping points are on the positive real axis of the j-plane.
It
was shown
in
Chapter 7 that the mapping from the j-plane to the G(s)H(s)
plane via the polar plot or the Nyquist plot

a point cw
0Ji
on the imaginary
is
single-valued. In other words,
mapped onto only one

However, in the root locus case,
multivalued. As an illustration, the
axis of the s-plane is
point, G(ja>i)H(jcoi), in the G(s)H(s)-plane.
which
is
a reverse process, the mapping
polar plot of a type
is
transfer function of the third order
Im
is
shown
GH
in Fig. 8-43.
/CO
s-plane
Mapping from
s to
GH-pXsme
ReGH
Fig. 8-43. Polax plot of G(s)H(s)
mapping of the /to
The
K/[s(s
a)(s
b)]
interpreted as a
axis of the s-plane onto the G(j)i/(i)-plane.
entire polar plot in the G(s)H(s)
is interpreted as the mapping of the entire

The complete root locus diagram for the same system is
shown in Fig. 8-44 as a mapping of the real axis of the G(s)H(s)-plam onto
the j-plane. Note that in this case each point of the G(s)H(s)-plans corresponds
to three points in the -y-plane. For instance, the ( 1,/0) point of the G(s)H(s)plane corresponds to the two points where the root loci intersect the jco axis
and a point on the real axis.
The polar plot and the root loci each represents the mapping of only a very
limited portion of one domain to the other. In general, it would be useful to
consider the mapping of points other than those on the jco axis of the s-plane and
on the real axis of the G(s)H(s)-plam. For instance, we may use the mapping
ja> axis of the j-plane.
446
Chap. 8
/'
.
Im
GH
G(s)H(s)-p\ane
/ ReGH
Rp (
lGH=2kv^
lGH=(2k+
1)tt
Fig. 8-44.
preted as a
Root locus diagram of G(s)H(s) = Kj[s(s + a)(s + b)] intermapping of the real axis of the G(s)H(s)-p\ane onto the j-plane.
of the constant-damping-ratio lines onto the G(s)H(s)-plane for the purpose of

determining relative stability of the closed-loop system. Figure 8-45 illustrates
the G(s)H(s) plots that correspond to different constant-damping-ratio lines in
the j-plane.
As shown by curve
Im
(3) in Fig. 8-45,
when
the G(s)H(s) curve passes
GH
G(s)H(s)-pUne
/CO
s-plane
root of the
ReGH
Fig. 8-45. G(s)H(s) plots that correspond to
in the s-plane.
constant-damping ratio
lines
Root Loci of Discrete-Data Control System
Sec. 8.9
447
through the ( l,y"0) point, it means that Eq. (8-207) is satisfied, and the corresponding trajectory in the j-plane passes through a root of the characteristic
equation. Similarly, we may construct root loci that correspond to straight
from the
lines rotated at various angles
by
Fig. 8-46.
Notice that these root
/KG^H^s) =
real axis in the G(s)H(s)-p\ane, as
loci
now
satisfy the
(2k +1)ti
-6
shown
condition of
K>
(8-210)
0.
Or, the root loci of Fig. 8-46 satisfy the equation

1
G(s)H(s)e je
(8-211)
for the various values of 8 indicated.
Im
GH
s-plane
Fig. 8-46.
Root
loci that
G(s)H(s)-p\a.ne. (The
correspond to different phase-angle loci in the

loci are not shown.)
complementary root
It is of interest to note that Eq. (8-210) is very similar to the condition

of Eq. (8-183), which is for the root loci of systems with pure time delays.
In Eq. (8-183), the angle that is added to (2k
\)n is a function of the fre-
quency
8.9
co.
Root Loci of Discrete- Data Control System 4
The root
locus technique for continuous-data systems can be readily applied
to discrete-data systems without requiring any modifications.
The
characteristic
equation roots of the discrete-data system having the block diagram of Fig. 8-47
448
Chap. 8
Fig. 8-47. Discrete-data control system.
must
satisfy
if
(8-212)
the roots are defined in the s-plane, or

1
if
GH*(s)
the z-plane
is
GH{z)
(8-213)
referred to.
Since
GH*(s)^-L
G(s
n=-o
+ jnca )H(s + jnto.)
(8-214)
an infinite series, the poles and zeros of GH*(s) in the j-plane will be
number. This evidently makes the construction of the root loci of Eq.
(8-212) more difficult. However, as an illustrative example of the difference
between the characteristics of the root loci of continuous-data and discretewhich
is
infinite in
data systems,
let
us consider that for the system of Fig. 8-47,
G(s)H(s)
s(s
Using Eq.
(8-214),
(8-215)
1)
we have
GH*(s)
= -L^
(8-216)
+ jncOs)(s + jna> + 1)
and s = jnco where n takes on all integers
(s
which has poles at s = jnco s

1
s
between -oo and oo. The pole configuration of GH*(s) is shown in Fig. 8-48(a).
Using the rules of construction outlined earlier, the root loci of + GH*(s) =
,
for positive
tain
an
infinite
loop system
well
K are drawn as shown in Fig.
known
is
number of branches, and

unstable for
that the
all
values of
8-48(b) for
T=
The root
loci
con-
these clearly indicate that the closed-
K greater than
same system without sampling
is
4.32. In contrast,
it is
stable for all positive
values of K.
The root
locus problem for discrete-data systems
is
simplified if the root
Sec. 8.9
.s-plane
X--
449
,/co
s-plane
^K = 4.32
a:-*
:;-
^K
'_JL
/2co s
--)r
K-
3co s
oo<-
K-too
/" s
x-
it
^K = 4.32
oo<-a:
K=
,K =
x,
^-K = 4.32
<~*-K
.
--X
it
,K =
3 co t
'V
^-K = 432
ooâ:
*:->>
/2cos
--*
K=
it
5co.
-/-
^K = 4.32
<-a:
-;3cos
(b)
Fig. 8-48. Pole configuration of

.s-plane
K/[s(s
for
1)],
K^-<*>
(a)
the
discrete-data
T=
GH*(s) and the root locus diagram in the

system in Fig. 8-47 with G(s)H (s) =
sec.
loci are constructed in the z-plane using
Eq. (8-213). Since Eq. (8-213)
general, a polynomial in z with constant coefficients, the

finite,
K-k*>
number of root
is,
in
loci is
and the same rules of construction for continuous-data systems are directly
applicable.
As an
illustrative
example of the construction of root
loci for discrete-data
us consider the system of Fig. 8-47 with T

1 sec,
and G(s)H(s) as given by Eq. (8-215). Taking the z-transform of Eq. (8-215),
we have
systems in the z-plane,
which has a zero at z
let
and poles at z
1 and z
0.368. The root loci for
the closed-loop system are constructed based on the pole-zero configuration of
Eq. (8-217) and are shown in Fig. 8-49. Notice that when the value of AT exceeds
one of the roots of the characteristic equation moves outside the unit
4.32,
circle in the z-plane,
and the system becomes unstable.
450
Chap. 8
Imz
z-plane
f-path (f =
50%)
Rez
Unit
circle
Fig. 8-49.
zero-order hold. G(s)H(s)
discrete-data control system without
K/[s(s
+
,
1)],
Im
T=
sec.
z-plane
Unit
circle
Rez
Fig. 8-50.
Root
locus diagram of discrete-data control system without
zero-order hold. G(s)H(s)
For the same system,
if
Kl[s(s
1)],
T=
the sampling period
5 sec.
is
changed to
T=
5 sec, the z-
transform of G(s)H(s) becomes
GH(z)
0.993Kz
=
(z
l)(z
0.0067)
(8-218)
Sec. 8.9
The root
loci for this case are
that although the
when T
K for
marginal K of 4.32 for T =
The marginal value of
stability for
1
loci for
T=
T=
system
sec, the
451
be noted
5 sec takes the form of
in Fig. 8-50. It should
drawn as shown
complex part of the root
a smaller circle than that
is
actually less stable.
5 sec is 2.02 as
compared
to the
sec.
The constant-damping-ratio path 48 may be superimposed on the root

loci to determine the required value of K for a specified damping ratio. In
Fig. 8-49 the constant-damping-ratio path for = 0.5 is drawn, and the
intersection with the root loci gives the desired value of K = 1 Thus for all
values of K less than 1 the damping ratio of the system will be greater than 50
.
per cent.
As another example, let us consider that a zero-order hold is inserted

between the sampler and the controlled process G(s) in the system of Fig. 8-47.
For the loop transfer function of Eq. (8-2 1 5), the z-transform with the zero-order
hold is
GM GH{z) _ K[(T
e~ T )z
(z
Te~ T
l)(z
+ 1
e~ T ]
(8-219)
e-*)
The root loci of the system with sample-and-hold for T = 1 sec and T = 5
shown in Fig. 8-5 1(a) and (b), respectively. In this case the marginal
sec are
/Iraz
z-plane
Rez
(a)
Fig. 8-51.
Root
loci for
loci for
T=
sec
locus diagrams of discrete-data control system with sam-
ple-and-hold. G(s)H(s)
Root
Root
T=
5 sec.
= K/ls(s +
1)].
(a)
Root
loci for
T=
sec. (b)
452
Chap. 8
z-plaue
(b)
Root
loci for
T=
5 sec
Fig. 8-51 (Cont.).
value of stability for
K is
2.3 for
T=
sec
and 0.66
trates the well-established fact that the zero-order
for
T=
5 sec.
This
illus-
hold reduces the stability
margin of a discrete-data system.
REFERENCES
General Subjects
1.
W.
R. Evans, "Graphical Analysis of Control Sytems," Trans. AIEE, Vol. 67,
pp. 547-551, 1948.

2.
W. R. Evans,
"Control System Synthesis by Root Locus Method," Trans. AIEE,
Vol. 69, pp. 66-69, 1950.

3.
4.
W. R. Evans, Control System Dynamics, McGraw-Hill Book Company,

York, 1954.
Y.
Chu and
V. C.
M. Yeh, "Study
Root Locus Method,"

5.
J.
Trans.
New
of the Cubic Characteristic Equation by the
ASMS,
Vol. 76, pp. 343-348, Apr. 1954.
G. Truxal, Automatic Feedback Systems Synthesis, McGraw-Hill Book ComNew York, 1955.
pany,
6.
S. Narendra, "Inverse Root Locus, Reversed Root Locus, or Complementary

Root Locus," IRE Trans. Automatic Control, pp. 359-360, Sept. 1961.
K.
Chap. 8
7.
P.
References /
Mosner,
Vullo, and K. Bley,
J.
Nonminimum Phase
Analysis of
"A
453
Possible Source of Error in Root-Locus
Systems,"
IRE
AC-7, pp. 87-88, Apr. 1962.

8.
B.
Matkowsky and A. H. Zemanian, "A
J.
Contribution to Root-Locus Tech-
niques for the Analysis of Transient Responses,"
IRE Trans.
Automatic Control,
Vol. AC-7, pp. 69-73, Apr. 1962.

9.
J.
D.
S.
Muhlenberg, "Quartic Root Locus Types," IEEE
10.
Trans. Automatic
AC-12, pp. 228-229, Apr. 1967.
Control, Vol.
H. M. Power, "Root Loci Having a Total of Four Poles and Zeros," IEEE
Trans. Automatic Control, Vol. AC-16, pp. 484-486, Oct. 1971.
Construction and Properties of The Root Locus

11.
MacDuffe, Theory of Equations, John Wiley
C. C.
& Sons, Inc., New York, pp.
29-104, 1954.
12.
G. A. Bendrikov and K. F. Teodorchik, "The Laws of Root Migration for

Third and Fourth Power Linear Algebraic Equations as the Free Terms Change
Continuously," Automation and Remote Control, Vol. 16, No. 3, 1955.
13.
J.
14.
E. Gibson, "Build a
Dynamic Root-Locus
Plotter," Control Eng., Feb. 1956.
C. S. Lorens and R. C. Titsworth, "Properties of
IRE
Trans. Automatic Control,
Root Locus Asymptotes,"
AC-5, pp. 71-72, Jan. 1960.
15.
K. F. Teodorchik and G. A. Bendrikov, "The Methods of Plotting Root Paths

of Linear Systems and for Qualitative Determination of Path Type," Proc. IFAC
16.
C. A. Stapleton,
Cong., Vol.
1,
"On Root Locus Breakaway Points,"

AC-7, pp. 88-89, Apr. 1962.
Control, Vol.
17.
IRE
Trans. Automatic
M. J. Remec, "Saddle-Points of a Complete Root Locus and an Algorithm for

Their Easy Location in the Complex Frequency Plane," Proc. Natl. Electronics
Conf, Vol.
18.
pp. 8-12, 1960.
21, pp. 605-608, 1965.
C. F. Chen,
"A New Rule
Complex Roots," IEEE
for Finding Breaking Points of
Root Loci Involving
Trans. Automatic Control, Vol. AC-10, pp. 373-374,
July 1965.
19.
V. Krishnan, "Semi-analytic Approach to

Control, Vol.
20.
AC-U,
Trans. Automatic
R. H. LaBounty and C. H. Houpis, "Root Locus Analysis of a High-Gain

Linear System with Variable Coefficients; Application of Horowitz's Method,"

21.
Root Locus," IEEE
pp. 102-108, Jan. 1966.
R.
J.
Control, Vol. AC-11, pp. 255-263, Apr. 1966.
Fitzgerald, "Finding Root-Locus Breakaway Points with the Spirule,"

Control, Vol. AC-11, pp. 317-318, Apr. 1966.

22.
J. D. S. Muhlenberg, "Synthetic Division for Gain Calibration on the Complex

Root Locus," IEEE Trans. Automatic Control, Vol. AC-11, pp. 628-629, July
23.
J.
1966.
Feinstein and A. Fregosi,
"Some
Invariances of the
Root Locus," IEEE
AC-14, pp. 102-103, Feb. 1969.
454
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24.
A. Fregosi and J. Feinstein, "Some Exclusive Properties of the Negative Root

Locus," IEEE Trans. Automatic Control, Vol. AC-14, pp. 304-305, June 1969.
25.
H. M. Power, "Application of Bilinear Transformation to Root Locus

IEEE Trans. Automatic Control, Vol. AC-15, pp. 693-694, Dec. 1970.
Plotting,"
Analytical Representation of Root Loci

26.
G. A. Bendrikov and K. F. Teodorchik, "The Analytic Theory of Constructing

Loci," Automation and Remote Control, pp. 340-344, Mar. 1959.
Root
27.
K. Steiglitz, "An Analytical Approach to Root Loci,"

Control, Vol. AC-6, pp. 326-332, Sept. 1961.
28.
C. Wojcik, "Analytical Representation of Root Locus," Trans.

Engineering, Ser.
29.
D, Vol.
86,
IRE
Trans. Automatic
ASME,
J.
Basic
Mar. 1964.
C. S. Chang, "An Analytical Method for Obtaining the Root Locus with Positive
and Negative Gain," IEEE Trans. Automatic Control, Vol. AC-10, pp. 92-94,
Jan. 1965.
30.
31.
B. P.
Bhattacharyya, "Root Locus Equations of the Fourth Degree,"

1, No. 6, pp. 533-556, 1965.
J.
Control, Vol.
J.
D.
S.
IEEE
Internat.
Muhlenberg, "Some Expressions
for Root Locus Gain Calibration,"

AC-12, pp. 796-797, Dec. 1967.
Computer-Aided Plotting of Root Loci

32.
D.
J.
May
33.
Doda, "The
Digital
Computer Makes Root Locus Easy," Control
Eng.,
1958.
Klagsbrunn and Y. Wallach, "On Computer Implementation of Analytic

Root-Locus Plotting," IEEE Trans. Automatic Control, Vol. AC-13, pp. 744-745,
Z.
Dec. 1968.
34.
R. H. Ash and G. R. Ash, "Numerical Computation of Root Loci Using the

Trans. Automatic Control, Vol. AC-13, pp.
Newton-Raphson Technique," IEEE

576-582, Oct. 1968.
Root Locus Diagram for Design

35.
36.
Chu, "Synthesis of Feedback Control Systems by Phase Angle Loci,"

AIEE, Vol. 71, Part II, 1952.
Y.
Trans.
F.
M. Reza, "Some Mathematical Properties of Root Loci for Control Systems

AIEE Commun. Electronics, Vol. 75, Part I, pp. 103-108, Mar.
Design," Trans.
1956.
37.
J.
A. Aseltine, "Feedback System Synthesis by the Inverse Root-Locus Method,"
IRE Natl.
38.
Convention Record, Part
2,
pp. 13-17, 1956.
G. A. Bendrikov and K. F. Teodorchik, "The Theory of Derivative Control in

Third Order Linear Systems," Automation and Remote Control, pp. 516-517, May
1957.
39.
R. J. Hruby, "Design of Optimum Beam Flexural Damping in a Missile by

Application of Root-Locus Techniques," IRE Trans. Automatic Control, Vol.
AC-5, pp. 237-246, Aug. 1960.
Problems
Chap. 8
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A. Katayama, "Semi-graphical Design of Servomechanisms Using Inverse RootLocus," /. IEE, Vol. 80, pp. 1140-1149, Aug. 1960.
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D. A. Calahan, "A Note on Root-Locus Synthesis," IRE Trans. Automatic

Control, Vol. AC-7, p. 84, Jan. 1962.
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42.
A. Katayama, "Adaptive Control System Design Using Root-Locus,"

Trans. Automatic Control, Vol. AC-7, pp. 81-83, Jan. 1962.
43.
J.
IRE
W. L. McDaniel, Jr., "A Generalized Root Locus FollowIEEE Trans. Automatic Control, Vol. AC-15, pp. 483-485, Aug.
R. Mitchell and
ing Technique,"
1970.
Root
Sensitivity
44.
J.
G. Truxal and I. M. Horowitz, "Sensitivity Considerations in Active Network

Midwest Symposium on Circuit Theory, East Lansing,
Synthesis," Proc. Second
Mich., Dec. 1956.
R. Y. Huang, "The Sensitivity of the Poles of Linear Closed-Loop Systems,"
45.
Trans.
AIEE Appl.
Ind., Vol. 77, Part 2, pp.
182-187, Sept. 1958.
H. Ur, "Root Locus Properties and Sensitivity Relations in Control Systems,"

IRE Trans. Automatic Control, Vol. AC-5, pp. 57-65, Jan. 1960.
46.
Root Locus for Discrete- Data Systems

47.
M. Mori, "Root Locus Method

Control Systems,"
IRE
of Pulse Transfer Function for Sampled-Data
Trans. Automatic Control, Vol. AC-3, pp. 13-20,
Nov.
1963.
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Kuo, Analysis and Synthesis of Sampled-Data Control Systems,

B. C.
Prentice-
Hall, Inc.,
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111.
2277, Station
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Root Locus for Nonlinear Systems

50.
M.
J.
Abzug, "A Root-Locus Method
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for the Analysis of Nonlinear Servomech-
AC-4, No.
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pp. 38-44, Dec.
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Root Locus for Systems with Time Delays

51.
Y. Chu, "Feedback Control System with Dead-Time Lag or Distributed Lag by
Root-Locus Method," Trans. AIEE, Vol.
70, Part II, p. 291, 1951.
PROBLEMS
8.1.
Sketch the root locus diagram for each of the following feedback control systems. In each case determine everything about the locus of roots for oo <
K<
co and sketch the root loci. Indicate on each locus the starting point, the
ending point, and the direction of increasing value of K. The poles and zeros
of G(s)H(s) of the systems are given as follows:
456
chap
(a) Poles at 0,
-2, and 3; zero at -5.

-2, and -3; zero at -5.
(b) Poles at 0, 0,
Poles at
(c)
-2 +j2, and -2
-j2; zero
at
-3.
-10 +7IO, and -10 -ylO; zero at -20.

0, -20, -10 + /10, and -10 -yiO; no finite zeros.
-20, -10 +yi0, and -10 -ylO; zero at -30.
(d) Poles at 0,
Poles at
(e)
8.2.
(f)
Poles at
(g)
Poles at 0, 0, -12, and
The open-loop
-12;
-4
zeros at
and -8.
transfer function of a unity-feedback control system
K '
s(s 2
2s
2)(s
5)(s
is
given by
6)
Sketch the root locus diagram as a function of K( 00 < K < 00).

(b) Determine the value of
that makes the relative damping ratio of the
closed-loop complex poles equal to 0.4.
(a)
8.3.
A unity feedback control
system has an open-loop transfer function
K
w\- s\l
+ - 2s)( + 0-0255)
+ 0.001.0(1 + 0.0050
< K < co) root locus diagram for the system. Indi<1
C(
Sketch the complete (00
on the j CO
cate the crossing points of the loci
8.4.
and the corresponding values
K and co
unity feedback control system has an open-loop transfer function
at these points.
G(i)
=
s(\
(c)
The
transfer functions of a feedback control system are given as
G(S)
(a)
+ 0.020(1 + 0.010
Sketch the root locus diagram of the system (0 < K < co).
Determine the marginal value of K that will cause instability.
Determine the value of K when the system is critically damped.
(a)
(b)
8.5.
axis,
of
= s\s +
2)(s
and
5)
"W =
'
Sketch the root locus diagram for the system. Indicate the crossing points
of the loci on they axis and the corresponding values of
and co at these
points (positive values of

(b)
K only).
The
transfer function of the feedback loop element
H(s)
= 1+2^. Determine the stability of the modified system as a function
is
now changed
to
of K. Investigate the effect on the root locus diagram due to this change in
H{s).
8.6.
The
characteristic equation of a feedback control system

s
3.s
+(K +
2)s
given by
+ 10K =
Sketch the root locus diagram (positive

8.7.
is
K only) for this
system.
For the following loop transfer function, sketch the root locus diagram as a
T (T varies from to 00). Determine the value of T so that the
damping ratio of the complex roots of the characteristic equation is 0.2.
function of
ww =
G(s)H(s)
s(l
1000(1 + Ts)
+ 0.10(1 + 0.0010
Problems
Chap. 8
8.8.
457
For the following loop transfer function, sketch the root locus diagram as a
function of T. Determine the value of Tso that the damping ratio of the complex
G(s)H(s)
is
0.2.
30
j(1
8.9.
+ a2j)(1 +
Q U)(1
Ts)
For the bridged-T network of Fig. P8-9,
C2
+ o-
-VW\r
-VW\r-
-o +
C,
-oFigure P8-9.
(a)
Sketch the root locus diagrams of the zeros and poles of E1 jE l as a function
to oo).
(C, varies from
of
(b) Sketch the root locus diagrams of the zeros and poles of
tion of C 2
2 /i
as a func-
8.10.
The open-loop
transfer function of a control system with positive feedback
is
given by
G(s)
s(s 2
+ 4s + 4)
Sketch the root locus diagram of the system as a function of

8.11.
It is
K (0 < K <
oo).
desired that the closed-loop transfer function of a control system be
C(s)
R(s)
+ 0.03*)(1 + 0.2s + 0.02s
(1
2
)
Determine the open-loop transfer function G(s) of the system. Assume that the
system has unity feedback.
8.12.
Given the equation

s3
It is
as 1
Ks
+K=
desired to investigate the root loci of this equation for
oo < K <
co and
for several values of a.

loci (-co < K < oo) for a = 10.
Repeat for a = 3.
(c) Determine the value of a so that there is only one nonzero breakaway point
on the complete root loci. Sketch the loci.
In sketching the root loci you should apply all known rules whenever they are
(a)
Sketch the root
(b)
applicable.
8.13.
The open-loop transfer function of a control system with unity feedback is given
by
G(s)
K{s
s 2 (s
+
+
a)
1)
458
Chap. 8
Determine the values of a so that the root locus diagram will have zero, one,
and two breakaway points, respectively, not counting the one at s = 0. Sketch
the root loci for
8.14.
co < K <
co for
all
three cases.
For the sampled-data control system shown

G(s)
in Fig. P8-14,
is:
s(l
+ 0.2s)
r(t)
G(s)
z.o.h.
c(t)
Figure P8-14.
(a)
Sketch the root

hold, for
T=
loci for the
0.1 sec
system (0
T=
and
sec.
<K<
co) without the zero-order
Determine the marginal value of
for stability in each case.

(b)
8.15.
Repeat part
(a)
when
The following polynomial
the system has a zero-order hold.

in z represents the characteristic equation of a certain
discrete-data control system. Sketch the root loci
system. Determine the marginal value of

z3
8.16.
Sketch the root
loci (0
Kz 2
\.5Kz
<K<
K for
oo < K <
co) for the
stability.
-(K+\)=0
co) in the z-plane for the discrete-data control
system shown in Fig. P8-16.
r(t)
^
j-/
^
T=
0.
Ke -0.is
z.o.h.
1
s(s
sec
Figure P8-16.
)(s
c(t)
3
9
Frequency-Domain Analysis
of Control
9.1
Systems
Introduction
was pointed out earlier that in practice the performance of a feedback control
is more preferably measured by its time-domain response characteristics.
This is in contrast to the analysis and design of systems in the communication
field, where the frequency response is of more importance, since in this case
most of the signals to be processed are either sinusoidal or periodic in nature.
However, analytically, the time response of a control system is usually difficult
It
system
to determine, especially in the case of high-order systems. In the design aspects,
there are no unified ways of arriving at a designed system given the time-domain
specifications,
On
such as peak overshoot,
rise time,
delay time, and settling time.
a wealth of graphical methods available in the

frequency-domain analysis, all suitable for the analysis and design of linear
feedback control systems. Once the analysis and design are carried out in the
the other hand, there
is
frequency domain, the time-domain behavior of the system can be interpreted
based on the relationships that exist between the time-domain and the frequency-domain properties. Therefore, we may consider that the main purpose
of conducting control systems analysis and design in the frequency domain is
merely to use the techniques as a convenient vehicle toward the same objectives
as with time-domain methods.
The
starting point in
frequency-domain analysis
is
the transfer function.
We shall first discuss transfer function relations based on, first, the state variable
representation and, second, the classical approach.
In Section 3.3 the transfer function of a multivariable closed-loop control
system
is
derived. Referring to Fig. 3-9, the closed-loop transfer function matrix
459
460
relation
is
of Control
Systems
written [Eq. (3-44)]
CO)
where CO)
Chap. 9
is
a9
function matrix
x
is
vector
[I
and R0)
is
a q
x p
Under the
[I
sinusoidal steady state,
The yth element of M(jca)
The closed-loop transfer
G(j)H(*)]" G(*)
(9-2)
represents the
we
set s
= joa; then Eq. (9-2) becomes
+ GUaWVmfi-iGUm)
[I
(9-3)
defined as
is
MM =
1
vector.
is
matrix.
M(./ca)
where
ap X
(9-1)
defined as
MO) =
which
G(j)H(j)]- G(j)R(j)
row and j
1X J\JU')
(9-4)
all
other inputs=0
column of M(jco).
the
State-Variable Representation
For a system that
is
represented by state equations,

x(r)
c(0
=
=
+ Bu(r)
Dx(?) + Eu(0
Ax(f)
For the present case we assume that the feedback

u(?)
(9-5)
(9-6)
is
described by
= r(0 - Hc(0
(9-7)
where
= nxl
UW = P X
c(0 = 9 X
r 0) =
x
x(?)
/>
state vector
control vector
output vector
input vector
E are constant matrices of appropriate dimensions, and

feedback matrix. The transfer function relation of the system is
A, B, D, and
p X g
CO)
The open-loop
[DOI
- A)"B + E]U0)
transfer function matrix
GO)
The closed-loop
is
is
the
(9-8)
defined as
= DOI - A)-B + E
transfer function relation
is
(9-9)
described by the equation
[I
G0)H]" G0)R0)
(9-10)
MO) =
[I
G0)H]-'G0)
(9-11)
CO)
Thus
It
should be noted that the matrix
H in Eq.
(9-1 1)
has only constant elements.
Introduction / 461
Sec. 9.1
In general, the elements of the transfer function matrices are rational funcit is proved that if the system is completely controllable
tions of s. In Chapter 4
and observable, there will be no pole-zero cancellations in the transfer functions. Under this condition the poles of the transfer function will also be the
eigenvalues of the system.
The
analysis techniques in the frequency
domain discussed
in the following
sections are conducted with the single-variable notation. Because linear systems
satisfy the principle
of superposition, these basic techniques can
all
be applied
to multivariable systems.
transfer function
For a single-loop feedback system, the closed-loop
is
written
^>=)= r+wm
Under
the sinusoidal steady state,
M( fm)
MUC0)
we
set s
(9 " 12)
= jco; then Eq. (9-12) becomes
C^^ G Jc)
~ RUa>)
~ + GUcoWJco)
U)
(9-13)
{
*
The
sinusoidal steady-state transfer relation M(jca), which
function of co,
is
a complex
may be expressed in terms of a real and an imaginary part; that is,

M(jco)
Re
[M(jco)]
+ j Im [M(jco)]
(9-14)
Or, M(jco) can be expressed in terms of its magnitude and phase as
M(jco)
M{Q>) l<t> m {(o)
(9-15)
where
G(jco)
1
(9-16)
+ GUco)HUa>)
and
<l>m(co)
Gjjco)
+ G(j(o)HUco)
= IG{jg>) - /l + GUa>)H{j<o)
1
Since the analysis
is
now
in the frequency
used in communication systems

characterization.
For
may be
domain, some of the terminology
applied to the present control system
instance, M(co) of Eq. (9-16)
magnification of the feedback control system.

control system
is
(9-17)
The
may be
regarded as the
significance of M(a>) to a
similar to the gain or amplification of
an electronic
In an audio amplifier, for instance, an ideal design criterion
is
amplifier.
that the amplifier
must have a flat gain for all frequencies. Of course, realistically, the design
criterion becomes that of having a flat gain in the audio frequency range. In
control systems the ideal design criterion
is
similar. If
the output C(jco) identical to the input R(jco) at
unity for
all
frequencies.
However, from Eq.
all
it is
desirable to keep
frequencies, M(ja>)
(9-13)
it is
must be
apparent that M(jco)
462
of Control
Systems
Chap. 9
can be unity only when G(joi) is infinite, while H(jco) is finite and nonzero. An
infinite magnitude for G(jco) is, of course, impossible to achieve in practice, nor
would it be desirable, since most control systems become unstable when its
loop gain becomes very high. Furthermore, all control systems are subjected to
noise. Thus, in addition to responding to the input signal, the system should be
and suppress noise and unwanted signals. This means that the
frequency response of a control system should have a cutoff characteristic in
able to reject
and sometimes even a band-pass characteristic.

The phase characteristics of the frequency response are also of importance.
The ideal situation is that the phase must be a linear function of frequency
within the frequency range of interest. Figure 9-1 shows the gain and phase
general,
an ideal low-pass filter, which is impossible to realize physTypical gain and phase characteristics of a feedback control system are
shown in Fig. 9-2. The fact is that the great majority of control systems have
characteristics of
ically.
the characteristics of a low-pass
filter,
so the gain decreases as the frequency
increases.
M(a>)
*m(")
Fig. 9-1.
Gain-phase characteristics of an ideal low-pass
filter.
M(u)
Fig. 9-2. Typical gain
9.2
and phase
characteristics of a feedback control system.
If a control system is to
be designed or analyzed using frequency-domain

of specifications to describe the system performance.
The following frequency-domain specifications are often used in practice.
techniques,
we need a
set
Sec. 9.2
Peak resonance
value of M(co) that
p.
is
The peak resonance
as the
p is defined
463
maximum
given in Eq. (9-16). In general, the magnitude of
gives
an indication of the relative stability of a feedback control system. Normally,

large peak overshoot in the step response. For
a large
p corresponds to a
most design problems it is generally accepted that an optimum value of

should be somewhere between 1.1 and 1.5.
Resonant frequency <a r The resonant frequency
quency at which the peak resonance
p occurs.
.
co p is defined as the fre-
Bandwidth. The bandwidth, BW, is defined as the frequency at which the

magnitude of M(jco), M(co), drops to 70.7 per cent of its zero-frequency level,
or 3 dB down from the zero-frequency gain. In general, the bandwidth of a
control system indicates the noise-filtering characteristics of the system. Also,
bandwidth gives a measure of the transient response properties, in that a large

bandwidth corresponds to a faster rise time, since higher-frequency signals are
passed on to the outputs. Conversely, if the bandwidth is small, only signals
of relatively low frequencies are passed, and the time response will generally be
slow and sluggish.
Cutoff rate. Often, bandwidth alone
is
inadequate in the indication of the
characteristics of the system in distinguishing signals
may be necessary
from
noise.
Sometimes
it
to specify the cutoff rate of the frequency response at the high
However, in general, a steep cutoff characteristic may be accomcorresponds to a system with a low stability margin.
p which
The performance criteria defined above for the frequency-domain analysis
frequencies.
panied by a large
are illustrated
on the closed-loop frequency response,
There are other
criteria that
may be used
as
shown
in Fig. 9-3.
to specify the relative stability
and performance of a feedback control system. These are defined
in the ensuing
sections of this chapter.
M(cj)
0.707
Fig. 9-3. Typical magnification curve of a feedback control system.
464/
9.3
Frequency- Domain Analysis of Control Systems
p . CO,,
Chap. 9
and the Bandwidth of a Second-Order System
For a second-order feedback control system, the peak resonance

p the resonant frequency co p and the bandwidth are all uniquely related to the damping
ratio and the natural undamped frequency co of the system. Consider the
second-order sinusoidal steady-state transfer function of a closed-loop system,
,
We may
= C Jco) =
M(jco)
+ Aeo/aOC -
simplify the last expression
by
(a/a*) 2
letting u
cojco n
Then, Eq. (9-18)
becomes
The magnitude and phase of M(jco)

|
M(yM)
are
= M(M) =
[(1
m2)2
(9-20)
(2Cm)2]1/2
and
MM =
0()
-tan-
'
^Lj
(9-21)
The resonant frequency is determined first by taking the derivative of M(u)

with respect to u and setting it equal to zero. Thus
^^ =
-i-[(l
u 2) 2
(2u) 2 ]- 3/2 (4u 3
- 4 +
8C
(9-22)
from which
- 4m +
4m 3
The roots of Eq.
SuC 2
(9-23)
(9-23) are
u,
u,
= J\-
(9-24)
and
The
2 2
(9-25)
solution in Eq. (9-24) merely indicates that the slope of the M(co) versus co
is zero at co
0; it is not a true maximum. The solution of Eq. (9-25)
curve
gives the resonant frequency,

co,
Since frequency
= co.Vl - 2
(9-26)
>
2
a real quantity, Eq. (9-26) is valid only for 1
2 or
<; 0.707. This means simply that for all values of greater than 0.707, the
solution of (o p
becomes the valid one, and p
1
is
MB
Sec. 9.3
a>,
and the Bandwidth of a Second-Order System
and
M =
important to note that
M is
we
465
get
2CV1
It is
simplifying,
(9-27)
a function of only, whereas
co p is
a function
of and a>.
It should be noted that information on the magnitude and phase of M(jco)
of Eq. (9-18) may readily be derived from the Bode plot of Eq. (A-51), Figs.
A-10 and A-12. In other words, Fig. A-12 is an exact representation of Eq.
(9-21). The magnitude of M(jco), however, may be represented in decibels versus
frequency, which is the Bode plot in Fig. A-10, or it may be plotted in absolute
magnitude, M(co), versus co. Figure 9-4 illustrates the plots of M(u) of Eq. (9-20)
u = to/co
Fig. 9-4. Magnification-versus-normalized frequency of a second-order
closed-loop control system.
466
Chap. 9
Damping
Fig.
9- 5.
1/(2{V1
p -v ersus-damping
ratio
ratio f
for a
second-order system,
Mp
2 ).
versus u for various values of f
Notice that
if
quency scale were unnormalized, the value of
when
increase
When
u
and 9-6
co p /co
As
system
by Eq.
decreases, as indicated
and
0, co p
co
become
illustrate the relationship
and f
would
(9-26).
identical. Figures 9-5
between
and
and
BW,
of a
respectively.
defined in Section 9.2, the bandwidth,

is
the fre-
co p
the frequency at which
(<y)
drops to 70.7 per
down from
the
zero-frequency gain. Equating Eq. (9-20) to 0.707,
we
cent of
zero-frequency value, or 3 d B
its
have
M(u)
0.5
Damping
0.707
[(i
1.0
[(i
Normalized resonant frequencyversus-damping ratio for a second-order
*/\
2 2
0.707
(2t;uyy
(9-28)
Thus
ratio J
u*y
Fig. 9-6.
system, u p
u*y
(2{k) 2
V4C -
(9-29)
This equation leads to
w2
(l
2C
4 2
(9-30)
In the last expression the plus sign should be chosen, since u must be a positive
real quantity for any f. Therefore, from Eq. (9-30), the bandwidth of the
second-order system
is
determined as
BW = a>.[(l - 2C + V4C - 4 +
4
2]>
(9-31)
Figure 9-7 gives a plot of BW/co as a function of f It is of interest to note that

for a fixed co, as the damping ratio decreases from unity, the bandwidth
.
and the resonance peak

p also increases.
For the second-order system under consideration, we easily establish some
simple relationships between the time-domain response and the frequencydomain response of the system.
increases
Sec. 9.4
Effects of
Adding
Zero to the Open-Loop Transfer Function
467
2.0
0.6
0.4
Damping
Fig. 9-7.
ratio f
Bandwidth/evversus-damping ratio for a second-order system,
BW = <[(1 - 2C + </4f-4f 2 + 2]i/2.

2
2.
3.
The maximum overshoot of the unit step response in the time domain
depends upon only [Eq. (6-96)].
The resonance peak of the closed-loop frequency response M
depends upon only [Eq. (9-27)].
The rise time increases with , and the bandwidth decreases with
the increase of
and
Therefore, bandwidth and rise time are inversely
Fig.
9-7.
for a fixed con , Eq. (6-102), Eq. (9-31), Fig. 6-14,
proportional to each other.

4.
5.
9.4
Bandwidth is directly proportional to co.

Higher bandwidth corresponds to larger
Effects of Adding a Zero to the
The relationships
domain responses
Open-Loop Transfer Function

established between the time-domain
and the frequency-
arrived at in Section 9.3 are valid only for the second-order
closed-loop transfer function of Eq. (9-18).
more parameters
When
other transfer functions or
are involved, the relationships between the time-domain and
and may be more complex. It is of

on the frequency-domain characteristics of a
feedback control system when poles and zeros are added to the open-loop
transfer function. It would be a simpler procedure to study the effects of adding
the frequency-domain responses are altered

interest to consider the effects
BW
Fig. 9-8.
Bandwidth of a second-order system with open-loop
function G(s)
(1
Ts)l[s(s
transfer
1.414)].
1.2
1
G(s)'
1.0
X
0.8
(1
Ts)
s(s+ 1.414)
vv
^\5
-~L_
0.707
0.6
3
5=
0.4
0.2
^^4
^^
r=o.i
^.
^2rr^"
T=0.0l
i
1
co
rad/sec
Fig. 9-9. Magnification curves for a second-order system with an openloop transfer function G(s).
468
Effects of
Sec. 9.4
Adding
a Zero to the
Open-Loop
Transfer Function /
469
cj rad/sec
Fig. 9-10. Magnification curves for a second-order system with
loop transfer function G(s)
(1
Ts)/[s(s
an open-
0.4)].
poles and zeros to the closed-loop transfer function. However, it

to consider modifying the open-loop transfer function directly.
The closed-loop
transfer function of Eq. (9-18)
may be
is
more realistic
considered as that
of a unity feedback control system with an open-loop transfer function of
ml
G(s)
s{s
Let us add a zero

becomes
at s
1/Tto
<?(*)
(9-32)
2co)
the last transfer function so that Eq. (9-32)
2
ft) (l
s(s
Ts)
(9-33)
2c0)
This corresponds to the second-order system with derivative control studied in

Section 6.7. The closed-loop transfer function of the system is given by Eq.
(6-156),
and
is
repeated here:
M(s)
In principle,
_Qs)
p , cop ,
+ Ts)
+ TcoDs + ml
coljl
R(s)
and
BW
(2c
of the system can
all
(9-34)
be derived using the
470
1.2
of Control
Systems
Chap. 9
r=o
0.8
7^2-^^^=sa^^
" y^T = L414

^^r^
0.6
0.4
/T=0A /y\
r=
Iff
o.oi
0.2
Fig. 9-11. Unit step responses of a second-order system with
transfer function G(s)
same
(1
Ts)/[s(s
an open-loop
1.414)].
However, since there are now three

and T, the exact expressions for
and BW are
p co p
difficult to obtain even though the system is still of the second order. For
instance, the bandwidth of the system is
steps as illustrated in Section 9.3.
parameters in
> ,
BW =
(^ + {^ + 46,:)'
(9-35)
where
b
4C
co
4Cco T
2col
o>
(9-36)
to see how each of the parameters in Eq. (9-35) affects the

bandwidth. Figure 9-8 shows the relationship between
and T for = 0.707
and o>
1. Notice that the general effect of adding a zero to the open-loop
transfer function is to increase the bandwidth of the closed-loop system. However, for small values of T over a certain range the bandwidth is actually
It is difficult
BW
and 9-10 give the plots for M(co) for the closed-loop
system that has the G(s) of Eq. (9-33) as its open-loop transfer function; co
1,
n
Tis given various values, and
0.707 and
0.2, respectively. These curves
decreased. Figures 9-9
show
that for large values of
the bandwidth of the closed-loop system
is
Sec. 9.5
Adding
Effects of
a Pole to the
Open-Loop
Transfer Function / 471
"i
r=
o.2
0.6
Time (second)
Fig. 9-12. Unit step responses of a second-order system with an open-loop
transfer function G{s)
(1
Ts)j[s(s
0.4)].
increased, whereas there exists a range of smaller values of

is
T in
which the
BW
decreased by the addition of the zero to G(s). Figures 9-11 and 9-12 show the
corresponding unit step responses of the closed-loop system. The time-domain

responses indicate that a high bandwidth corresponds to a faster rise time.
However, as
which is at s
T becomes very large, the zero
of the closed-loop transfer function,
= l/T, moves very close to the origin, causing the system to have
a large time constant. Thus Fig. 9-11 illustrates the situation that the
is
causes the time response to drag out in reaching the final steady
9.5
Effects of Adding a Pole to the
time
state.
Open-Loop Transfer Function
The addition of a pole

effect
rise
but the large time constant of the zero near the origin of the s-plane
fast
to the open-loop transfer function generally has the
of decreasing the bandwidth of the closed-loop system. The following
transfer function
is
arrived at
by adding
(1
Ts) to the denominator of Eq.
(9-32):
G(s)
= s(s
co
2Cco)(l
(9-37)
Ts)
472
3.0
Chap. 9
"i
s(s+ I.414)(1 + Ts)
Fig. 9-13. Magnification curves for a third-order system with
loop transfer function G(s)=
The
T 2 co s
that the
1.414)(1
an open-
Ts)].
derivation of the bandwidth of the closed-loop system which has the
G(s) of Eq. (9-37) as
shown
\j[s(s
(1
We may
BW
4
co
its
is
2
open-loop transfer function
is
quite difficult. It can be
the real solution of the following equation:
r 2 )co* +
(4
a>
2<a
4cw
2> - co =
4
(9-38)
obtain a qualitative indication on the banciwidth properties by

which shows the plots for M(co) for co
0.707,
1,
referring to Fig. 9-13,
and various values of
T. Since the system
is
now
of the third order,
it
can be
unstable for a certain set of system parameters. However, it can be easily shown
by use of the Routh-Hurwitz criterion that for co
1 and
0.707, the system
is
stable for all positive values of T.
The M(co) versus
co
curves of Fig. 9-13
that for small values of T, the bandwidth of the system
is
effect
also increased.
When T becomes
function
is
to
make
but
added to G{s) has the
large, the pole
of decreasing the bandwidth but increasing
conclude that, in general, the
show
slightly increased
is
Therefore,
we may
of adding a pole to the open-loop transfer

the closed-loop system less stable. The unit step responses
effect
of Fig. 9-14 clearly show that for the larger values of
T,T=\
and
T=
5,
the
Sec. 9.6
Relative Stability
Gain
Margin, Phase Margin, and
473
Mp
1.4 -
1.0
T=0.s//
0.6
-**^
14
12
10
16
Time (seconds)
an open-loop
Fig. 9-14. Unit step responses of a third-order system with

transfer function G{s)
\\\s(s
1.414)(1
Ts)].
rise
time increases with the decrease of the bandwidth, and the larger values of
also correspond to greater
peak overshoots
magnitude of G(jco) equals unity,
is
unstable with G(jco)

|
arbitrarily small
>
(co) is infinite,
at IG(jco)
However,
and the peak over-
in the step responses.
important to point out that the correlation between

shoot is meaningful only when the closed-loop system
it is
but
if
stable.
is
When
the
the closed-loop system
180, M(a>) is finite
and can assume an
number.
two sections is to demonstrate the simple relathe timeand

p and the characteristics of
domain response. The effects of adding a pole and a zero to the open-loop
transfer function are discussed. However, no attempt is made to include all
The
objective of these last
tionships between the bandwidth
general cases.
9.6
Relative Stability Gain Margin. Phase Margin, and
Mp
We have demonstrated in the last three sections the general relationship between
the resonance peak
of the frequency response and the peak overshoot of
the step response. Comparisons and correlations between frequency-domain

and time-domain parameters such as these are useful in the prediction of the
performance of a feedback control system. In general, we are interested not

only in systems that are stable, but also in systems that have a certain degree of
stability.
use
The
latter is often
termed
relative stability. In
many
situations
relative stability of a feedback control system.

p to indicate the
we may
Another
474
Chap. 9
way of measuring
relative stability of a closed-loop system is by means of the

Nyquist plot of the loop transfer function, G(s)H(s). The closeness of the
G(j(o)H{joi) plot in the polar coordinates to the ( 1, y'O) point gives an indication of how stable or unstable the closed-loop system is.
To demonstrate the concept of relative stability, the Nyquist plots and the
corresponding step responses and frequency responses of a typical third-order
G(/co)//0'cj)-plane
Im
GH
RtGH
K=K
(a)
G(/co)//(;co)-plane
I /
Im
Stable and well-damped system.
GH
(b)
Stable but oscillatory system.
Fig. 9-15. Correlation
quency responses.
among Nyquist
plots,
step responses,
and
fre-
Relative Stability Gain Margin, Phase Margin, and
Sec. 9.6
C(/'cjM/w)-plane
i I
(c)
475
GH
Im
G(/co)#(/a))-plane
Mp
Im
Marginally unstable system.
GH
c(/)l
ReGH
(d)
Unstable system.
Fig. 9-15 (Cont.). Correlation
among Nyquist
plots, step responses,
and
frequency responses.
system are shown in Fig. 9-15 for four different values of loop gain K. Let us
shown in Fig. 9- 15(a), in which the loop gain K is low, so the
Nyquist plot of G(s)H(s) intersects the negative real axis at a point (the phase-
consider the case
crossover point) quite far
response
is
Fig. 9-1 5(b)
point
shown
away from
the
1, JO) point. The corresponding step

and Mp is low. As K is increased,
to be quite well behaved,
shows that the phase-crossover point
the system
is still
stable,
is
moved closer to the (
1 ,
jO)
but the step response has a higher peak over-
476
shoot,
and
Chap. 9
The phase curve
for <j> m does not give as good an indicaexcept

that
one should note the slope of the <f> m
p
curve which gets steeper as the relative stability decreases. The Nyquist plot of
Fig. 9-15(c) intersects the ( 1, jO) point, and the system is unstable with conp
is
larger.
tion of relative stability as
stant-amplitude oscillation, as
If AT
is
increased
and the system
is
still
shown by
further, the
unstable with
the step response;
Nyquist plot
becomes
unbounded response,
as
infinite.
( l,/0)
will enclose the
shown
point,
in Fig. 9-1 5(d).
In this case the magnitude curve M(co) ceases to have any significance, and the
only symptom of instability from the closed-loop frequency response is that the
phase curve now has a positive slope at the resonant frequency.
Gain Margin
To
way of measuring the

( \,j0) point, we define
give a quantitative
G(s)H(s) plot and the
between the
relative distance
a quantity that
is
called the
gain margin.
Specifically, the gain
crossover point to the
margin
( l,yO)
is
a measure of the closeness of the phase-
point in the G(s)H(s)-p\ane, With reference to
Fig. 9-16, the phase-crossover frequency
G(joo)H(j(o) at co
co c is
is
denoted by
co c ,
designated by G(jco c )H(jco c )

|
|.
Im
and the magnitude of

Then, the gain margin
GH
G(/co)//(/co) -plane
Phase crossover
CO
CO
ReGH
Fig. 9-16. Definition of the gain
margin
in the polar coordinates.
Relative Stability
Sec. 9.6
Gain
of the closed-loop system that has G(s)H(s) as
its
Mp
477
loop transfer function
is
defined as
gain margin
On
( 1, y'0)
dB.
the basis of this definition,
Fig. 9-16, if the loop gain
the
G.M.
On
is
20 log,
it is
^^j,
dB
(9-39)
noticed that in the G(jco)H(jco) plot of
increased to the extent that the plot passes through
point, so that G(ja> c )H(jco c ) equals unity, the gain margin

|
the other hand,
if
becomes
the G(jco)H(jcoi) plot of a given system does not
intersect the negative real axis,
G(jco c )H(ja> c ) equals zero, and the gain margin

|
Based on the above evaluation, the

physical significance of gain margin can be stated as follows Gain margin is
the amount of gain in decibels that can be allowed to increase in the loop before
denned by Eq.
(9-39)
is infinite
in decibels.
the closed-loop system reaches instability.
When the
G(jco)H(jco) plot goes through the ( 1 jO) point, the gain margin
dB, which implies that the loop gain can no longer be increased as the
system is already on the margin of instability. When the G(jco)H(jco) plot does
not intersect the negative real axis at any finite nonzero frequency, and the
Nyquist stability criterion indicates that the ( 1 jO) point must not be enclosed
,
is
for system stability, the gain margin

theoretically, the value of the
is infinite
in decibels; this
loop gain can be increased to
means
that,
infinity before
instability occurs.
When
the
( 1
jO) point
is
to the right of the phase-crossover point, the
magnitude of G{jooc)H(jco c) is greater than unity, and the gain margin as given
by Eq. (9-39) in decibels is negative. In the general case, when the above mentioned condition implies an unstable system, the gain margin is negative in
decibels. It was pointed out in Chapter 7 that if G(s)H(s) has poles or zeros in
the right half of the j-plane, the ( 1, jO) point may have to be encircled by the
G(jco)H(jco) plot in order for the closed-loop system to be stable. Under this
condition, a stable system yields a negative gain margin. In practice, we must
first determine the stability of the system (i.e., stable or unstable), and then the
magnitude of the gain margin is evaluated. Once the stability or instability
condition is ascertained, the magnitude of the gain margin simply denotes the
margin of stability or instability, and the sign of the gain margin becomes
insignificant.
Phase Margin
is merely one of many ways of representing the relative
of a feedback control system. In principle, a system with a large gain
margin should be relatively more stable than one that has a smaller gain margin.
Unfortunately, gain margin alone does not sufficiently indicate the relative
The gain margin
stability
stability
Fig.
of
all
systems, especially
if
parameters other than the loop gain are
For instance, the two systems represented by the G(jco)H(jco) plots of

9-17 apparently have the same gain margin. However, locus A actually
variable.
478
Frequency- Domain Analysis of Control Systems
Chap. 9
i /
Im
GH
G(/cj)//(/to) -plane
*-
Fig. 9-17.
ferent
ReGH
Nyquist plots showing systems with same gain margin but
amount of relative
dif-
stability.
corresponds to a more stable system than locus B. The reason is that with any
change in a system parameter (or parameters) other than the loop gain, it is
easier for locus B to pass through or even enclose the ( 1, jO) point. Furthermore, system B has a much larger
p than system A.
In order to strengthen the representation of relative stability of a feedback

control system, we define the phase margin as a supplement to gain margin.
Phase margin
is
defined as the angle in degrees through which the G(jco)H(jco)
plot must be rotated about the origin in order that the gain-crossover point on the
locus passes through the
(/,/))
point. Figure 9-18
shows the phase margin as
the angle between the phasor that passes through the gain-crossover point and
the negative real axis of the G(jco)H(jco)-plane. In contrast to the gain margin,
which
gives a measure of the effect of the loop gain on the stability of the closedloop system, the phase margin indicates the effect on stability due to changes of
system parameters, which theoretically alter the phase of G(joS)H(jco) only.
The
analytical procedure of
computing the phase margin involves
first
the calculation of the phase of G(jco)H(jco) at the gain-crossover frequency, and

then subtracting 180 from this phase; that is,
phase margin
where
co g
= 0.M. = IGUco )H{j(o

g
denotes the gain-crossover frequency. If the
180
g)
( 1
;0) point
(9-40)
is
encircled
Sec.
Relative Stability
9.1
Gain
Mp
479
i/ImGff
G(/'co)//(/a>) -plane
*-
Fig. 9-18.
Phase margin defined
ReGH
in the GO'ct>)//(y'co)-plane.
by the G(jco)H(j(o) plot, the gain-crossover point would be found in the second
quadrant of the G(y'co)//(jca)-plane, and Eq. (9-40) would give a negative phase
margin.
Graphic Methods of Determining Gain Margin and Phase Margin
Although the formulas for the gain margin and the phase margin are
it is more convenient to evaluate these quantities graphically from the Bode plot or the magnitude-versus-phase plot. As an
illustrative example, consider that the open-loop transfer function of a control
system with unity feedback is given by
simple to understand, in practice
G(s)
10
=
s(l
The Bode
tion of
0.02j)(1
(9-41)
0.2s)
is shown in Fig. 9-19. Using the asymptotic approximathe gain-crossover and the phase-crossover points are deter-
plot of G(j(o)
G(jco)
|,
mined as shown in the figure. The phase-crossover frequency is approximately

16 rad/sec, and the magnitude of G(jco) at this frequency is about 1 5 dB. This
means that if the loop gain of the system is increased by 15 dB, the magnitude
curve will cross the 0-dB axis at the phase-crossover frequency. This condition
480
of Control
Systems
Chap. 9
20
Gain crossover
.^^
1
^v^
Gain margin
^>^- 15dB
20
40
\.
60
^^
80
^^
00
in
10
1
50
.,
w rad/sec
100
1000
100
1000
i
i
-90
Phase margin
^-s^f
180
Phase crossover
T
270
10
50
16
co rad/sec
Fig. 9-19.
Bode
plot of G(s)
10/[j(l
0.2s)(l
0.02s)].
corresponds to the Nyquist plot of G(jco) passing through the ( 1, jO) point,
and the system becomes marginally unstable. Therefore, from the definition of
the gain margin, the gain margin of the system
To
determine the phase margin,
we note
is
15 dB.
that the gain-crossover frequency
at co = 7 rad/sec. The phase of Gfjco) at this frequency

approximately
125. The phase margin is the angle the phase curve must be shifted so that
is
is
it
will pass
through the 180 axis at the gain-crossover frequency. In
0.M.
180
125
55
this case,
(9-42)
In general, the procedure of determining the gain margin and the phase
margin from the Bode plot may be outlined as follows
1.
The gain margin
is
measured
G.M.
at the phase-crossover frequency co c
-|GCA )#(M)l
e
dB
(9-43)
Relative Stability Gain Margin. Phase Margin, and
Sec. 9.6
\ 5
v-
^r
20
481
Gain crossover
Gain
margin
u=l7
Phase
margin
^^
yr*
XQ
jT
16
>^30
/ cj rad/sec
<^40
o
40
A60
fioo
-
60
T300
80
OO
00
1
-270
225
180
90
135
Phase (degrees)
Fig. 9-20.
Magnitude-versus-phase plot of G(s)
10/[i(l
0.2s)(l
0.02s)].
2.
The phase margin
is
measured
0.M.
The gain and phase margins
180
at the gain-crossover frequency co g
IG(jcQ g )H(jg} g )
(9-44)
are even better illustrated on the magnitude-
versus-phase plot. For the transfer function of Eq. (9-41), the magnitudeversus-phase plot is shown in Fig. 9-20, which is constructed by use of the data
from the Bode plot of
Fig. 9-19.
the phase crossover point
is
On
the magnitude-versus-phase plot of G(jco),

intersects the 180 axis, and the
where the locus
is where the locus intersects the 0-dB axis. Therefore, the gain
simply the distance in decibels measured from the phase crossover to
gain crossover
margin
is
CO
o
"3,
a
D.
4>
a3
fa-
t/i
.S
so
as
fa
<s
83
J3
^c
IS
J--
2?
TO
>
*o '5b
"8
.
e
cS
"o
1-.
cs
cs
c
CS
BO
00
.
_2
.a
&
482
c
%
g
"5
483
Relative Stability as Related to the Slope /
Sec. 9.7
- 180
Phase
(c)
Magnitude-versus-phase plot.
Fig. 9-21 (Cont.). Polar plot,

plot,
Bode diagram, and magnitude-versus-phase
showing gain and phase margins
the critical point at
dB and
distance in degrees measured
80,
in these
domains.
and the phase margin
from the gain crossover
to the
is
the horizontal
critical point.
In summarizing, the relations between the measurements of the gain margin
in the polar plot, the
Bode
plot,
and the magnitude-
versus-phase plot are illustrated in Fig. 9-21.
9.7
Relative Stability
As Related to the Slope of the Magnitude
Curve of the Bode Plot

In general, a definite relation between the relative stability of a closed-loop
system and the slope of the magnitude curve of the Bode plot of G(jco)H(ja>) at
if the loop gain
the gain crossover can be established. For example, in Fig. 9-19,
of the system
is
decreased from the nominal value, the gain crossover
may
be
which the slope of the magnitude curve is only 20

dB/decade the corresponding phase margin of the system would be increased.
moved
to the region in
;
On
tem
the other hand, if the loop gain

will deteriorate,
and
if
is
the gain
increased, the relative stability of the sysis
increased to the extent that the gain
crossover occurs in the region where the slope of the magnitude curve
The example
is
60
above
is a
dB/decade, the system will definitely be unstable.
monotonically
decreases
as
magnitude
curve
simple one, since the slope of the
co increases.
cited
Let us consider a conditionally stable system for the purpose of
484
of Control
Systems
Chap. 9
-20
-40
40 dB/decade
V~ 60 dB/decade
1000
1000
Fig. 9-22.
(1
Bode
plot of
GO)
[K(l
0.2s)(l
0.025s)]/[s 3 (l
0.01s)
0.005.S)].
illustrating relative stability.
Consider that a control system with unity feedback
has the open-loop transfer function
M _ s*(1 ++ 0.01j)(1 ++ 0.025s)

0.005s)
0.2j)(1
yj
The Bode
frequency
is
is 1
plot of G(s)
rad/sec,
~~
is
shown
in Fig. 9-22 for
is
K=
negative.
1
The gain-crossover
The closed-loop system
unstable even for a very small value of K. There are
points: one at co
(9-45)
(l
15 rad/sec and the other at a>
wo phase
12C rad/sec.
crossover
The phase
between these two frequencies indicate that if the gain crossover

is stable. From the magnitude curve of the Bode
plot, the range of K for stable operation is found to be between 60 and 90 dB.
For values of K above and below this range, the phase lag of G(jco) exceeds
180 and the system is unstable. This system serves as a good example of the
relation between relative stability and the slope of the ma gnitude curve at the
characteristics
lies in this
range, the system
gain crossover.
As observed from
Fig. 9-22, at
both very low and very high
Constant
Sec. 9.8
M Loci
in
the G(/)-Plane /
485
magnitude curve is 60dB/decade; if the gain

crossover falls in either one of these two regions, the phase margin becomes
negative and the system is unstable. In the two sections of the magnitude curve
frequencies, the slope of the
that have a slope of
40 dB/decade,
the system
stable only if the gain cross-
is
about half of these regions, but even then the resultant phase margin
is small. However, if the gain crossover falls in the region in which the magnitude
curve has a slope of 20 dB/decade, the system is stable.
The correlation between the slope of the magnitude curve of the Bode plot
over
falls in
at the gain crossover
and the
relative stability
can be used in a qualitative way
for design purposes.
9.8
Constant
M Loci
in
the G(/CO)-Plane
In previous sections
it
was shown
that the resonance
peak
of the closed-loop
frequency response is directly related to the maximum overshoot of the transient

response. Normally, the magnification curve of M(co) versus co may be con-
method if the closed-loop transfer function M(s) is

given and if its numerator and denominator are in factored form. Unfortunately,
structed by the
Bode
plot
not the usual case, as the open-loop transfer function G(s) is normally
given. For the purpose of analysis we can always obtain the magnification curve
by digital computation on a computer. However, our motivation is to be able
this is
M
specified M
to predict
from the
plots of G(jco),
and eventually to design a system with a
Consider that the closed-loop transfer function of a feedback control

system with unity feedback is given by
For sinusoidal steady
state,
G(s)
G(jai)
^-
M(s)
G(jco)
=
=
\MUco)\
Re
G^
(9-46)
written
is
+ j Im G(jco)
G(jco)
(9-47)
+jy
Then
M(fi))
G(jco)
1
G(jco)
(9-48)
Jx*
V(i
For
simplicity, let
+ x? +
M = M(co); then Eq. (9-48) leads to

MV(1 +
x) 2
= V* +
2
(9-49)
Squaring both sides of the last equation gives
[(l
+ xY +
2
]
x2
(9-50)
486
of Control
Rearranging
this
term
x2
which
+
+ yv 2
is finally
M )x + - M )y ~ 2M x = M
2
(1
conditioned by dividing through by
is
[M 2 /(l -
Chap. 9
equation yields
(1
This equation
Systems
on both
)]
We
sides.
(9-51)
and adding the
have
M1
2Afl
(1
M1
M2
+ dîp)V
i-m 2Xx + ({t=W )V = r=m (
,o
9 -52)
simplified to
For a given M, Eq. (9-53) represents a circle with the center at x =

- 2 ), y = 0. The radius of the circle is r = M/( - 2 ) Equation
(9-53) is invalid for
= 1. For = 1, Eq. (9-50) gives
/(l
|.
=~j
(9-54)
which is the equation of a straight line parallel to they

through the ( , JO) point in the G(;co)-plane.
Im G(jco) axis and passing
When
takes on different values, Eq. (9-53) describes in the G0'co)-plane
a family of circles that are called the constant
loci or the constant
circles.
The coordinates of the centers and the radii of the constant
loci for various
values of
Mare given
in Table 9-1,
and some of the
Table 9-1
Center
Constant
loci are
M
M
0.3
0.01
0.33
0.33
0.67
0.7
0.96
1.37
1.0
oo
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
2.0
2.5
3.0
4.0
5.0
6.0
-5.76
-3.27
-2.45
-2.04
-1.80
-1.64
-1.53
-1.46
-1.38
-1.33
-1.19
-1.13
-1.07
-1.04
-1.03
shown
in Fig. 9-23.
Circles
0.5
1.1
CO
5.24
2.73
1.88
1.46
1.20
1.03
0.90
0.80
0.73
0.67
0.48
0.38
0.27
0.21
0.17
2
\
Constant
Sec. 9.8
Loci in the G(y'a>)-Plane /
487
Im G
G(/co)-plane
M = 0.833
ReG
Fig. 9-23. Constant
Note that when
M becomes
circles in the polar coordinates.
infinite,
the circle degenerates into a point at the
This agrees with the well-known fact that when the

Nyquist plot of G(jco) passes through the ( 1 jO) point, the system is marginally
loci in the
Figure 9-23 shows that the constant
unstable and
p is infinite.
critical point,
( l,y'0).
M
and the
M=
to the
of the M = locus correspond to values of M greater than
The
than
are for M
of the M =
and those to the
give
Graphically, the intersections of the G(jco) plot and the constant M
desired to
the value of M at the frequency denoted on the G(jco) curve.
than a certain value, the G(jco) curve must not
keep the value of M
the same time must not enclose
any point, and
the corresponding M
with the smallest radius that tangent
point. The constant M
the (
read
to the G(jco) curve gives the value of M and the resonant frequency
M
G(7'co)-plane are symmetrical with respect to the

circles
left
right
1,
real axis.
line
less
line
1.
loci
If
it is
intersect
p less
at
circle at
circle
1, j'0)
is
co p is
p,
off at the tangent point
on the
G(ja>) curve.
Figure 9-24(a) illustrates the Nyquist plot of G(jco) for a unity feedback
loci. For a given loop gain
control system, together with several constant
the constant
loci give
curve
and
the
between
the
intersects
G(jco)
u
K= K
The peak resonance

p is found by
locating the smallest circle that is tangent to the G(jco) plot. The resonant frequency is found at the point of tangency and is designated as co pl If the loop
circle with
gain is increased to K 2 and if the system is still stable, a constant
the points
on the M(co)-versus-co
curve.
a smaller radius that corresponds to a larger
is
found tangent to the G(jco)
488
of Control
Systems
Chap. 9
1/
Im G
G(/'cj) -plane
M=M
M >M
2
ReG
Fig. 9-24. Polar plots of G(s) and constant

loci showing the procedure
of determining
p and the magnification curves.
curve,
and thus the peak resonance

p is larger. The resonant frequency is
which is closer to the phase-crossover frequency co than co
c
pl
shown
to be co p2 ,
When
K is increased
to
so that the G(jco) curve passes through the (-1,

JO)
point, the system is marginally unstable,
co c In all
p is infinite, and co pl
cases the bandwidth of the closed-loop system is found at the
intersect of the
G(jco) curve and the
0.707 locus. For values of
beyond 3 the system is
unstable, and the magnification curve and
p no longer have any meaning.
When enough points of intersections between the G(Jco) curve and the constant
loci are obtained, the magnification curves are plotted
as shown in Fis
3
M=
9-24(b).
'
Constant Phase Loci
Sec. 9.9
9.9
Constant Phase Loci
in
in
the G(/)-Plane
489
the G(/(0)-Plane
of constant phase of the closed-loop system may also be determined in

loci.
the G(jco)-p\ane by a method similar to that used to secure the constant
system
closed-loop
With reference to Eqs. (9-46) and (9-47), the phase of the
The
is
loci
written as
<t>
m (co)
/Mijco)
Taking the tangent on both
we have
Let
tan"
(X) -
tan"
tan
(f>
Adding the term
'
(9-55)
(j-f^)
and
letting
</>
(1/4)
(^6)
j,
+ y*-- =
(9-57)
^y --l+-An=^ + Ai
2
(9-58)
regrouped to give
is
(*
+ ) +
{y
assumes various values,
with centers at (x, y)
(1/2,
-2^ = 4 + 4^
this
1/2AT)-
<9
radii are given
The
centers
and the
radii
iy /2
of the constant
and the
Table 9-2
180 n
0,1,2...
-90
-60
-45
-30
-15
AT
tan
m
rm
loci are
Constant
Center x
<>
N circles for various values of N
shown
in Fig. 9-25.
N Circles
= -^-,
2"y =
oo
-1.732
-1.000
-0.577
-0.268
59 >
by
(*&r
are tabulated in Table 9-2,
equation represents a family of circles
The
(N 2
m (co),
(1/4N 1 ) to both sides of Eq. (9-57) yields
<f>
then Eq. (9-56) becomes
xi
When
W- ^ + S +
N=
which
jtt
2N
Radius
= J\ AN 2
0.500
-0.289
-0.500
-0.866
-1.866
OO
15
0.268
1.866
0.577
0.707
1.000
1.931
OO
1.931
30
0.577
0.866
1.000
45
60
1.000
0.500
0.707
1.732
0.289
90
OO
0.577
0.500
490
of Control
Systems
Chap. 9
,,/ImG
<t>=
15 (- 165)
G(/to)-plane
*-
Fig. 9-25. Constant
9.10
Constant
Plane
M and N Loci
in
ReG
N circles in the polar coordinates.
the Magnitude-Versus-Phase
The Nichols Chart

we need both the magnitude and the phase of the closed-loop
frequency response to analyze the performance of the system. However, we have
In principle
shown
that the magnitude curve, which includes such information as

p co p
and BW, normally is more useful for relative stability studies.
A major disadvantage in working with the polar coordinates for the G(jco)
plot is that the curve no longer retains its original shape when a simple modification such as the change of the loop gain is made to the system. In design problems, frequently not only the loop gain must be altered, but series or feedback
controllers are to be added to the original system which require the complete
reconstruction of the resulting G(jco). For design purposes it is far more convenient to work in the Bode diagram or the magnitude-versus-phase domain.
In the Bode diagram the magnitude curve is shifted up and down without distortion
when
the loop gain
is
varied; in the magnitude-versus-phase plot, the
Constant
Sec. 9.10
M and N Loci
in
the Magnitude-Versus-Phase Plane
.,/Im
M=
491
G0'co)-plane
*-ReG
20 log 10 C
Phase
(b)
Fig. 9-26. (a)
Constant
circles in the G(/a>)-plane. (b)
Nichols chart in
the magnitude-versus-phase coordinates.
entire G(jcai) curve
addition, the
is
Bode
shifted
made to G(jco)
The constant
tions
in the
M and
transferred
to
the
how
form of added poles and

constant
this
is
zeros.
loci in the polar coordinates
coordinates
without
may
be
difficulty.
done. Given a point on a constant
circle
corresponding point in the magnitude-versus-phase

be determined by drawing a vector directly from the origin of the
in the G(ya))-plane, the
may
when the gain is altered. In

accommodate any modifica-
vertically
magnitude-versus-phase
Figure 9-26 illustrates
plane
up or down
plot can be easily modified to
Phase
Fig. 9-27. Nichols chart (for phase
from -180
to 0).
G(/a>)-plane to the particular point on the constant

circle; the length of the
vector in decibels and the phase angle in degrees give the corresponding point
in the magnitude- versus-phase plane. Figure 9-26 illustrates the process of locat-
ing three arbitrary corresponding points on the constant
tude-versus-phase plane.
sponds to the point with

492
The
critical point,
dB and 180
( 1,/)),
in the
loci in the
magni-
in the G(y'o))-plane corre-
magnitude- versus-phase plane.
dB
12
270
- 260 - 240
140
220'
120
- 100 -90
Phase
Fig. 9-28. Nichols chart (for phase
from -270
to -90).
loci are also

Using the same procedure as described above, the constant
constant
and
transferred into the magnitude-versus-phase plane. These
2
originated
by
Nichols
and
were
loci in the magnitude-versus-phase coordinates
called the Nichols chart.
typical Nichols chart
is
constructed in Fig. 9-27 for
the phase angle that extends from 180 to 0. The chart that corresponds to
the phase from 360 to 180 is a mirror image of that in Fig. 9-27 with
493
494
of Control
180
respect to the
Systems
axis.
Chap. 9
In Fig. 9-28 the Nichols chart
270, which is the useful region

The values of
of phase for
M on these constant M
bandwidth, the
3-dB locus
loci are
many
is
shown
for
90
to
practical control systems.
given in decibels.
To determine
should be used.
The following example will illustrate the relationships among the analysis
methods using the Bode plot, the magnitude- versus-phase plot, and the Nichols
chart.
Example
9-1
Let us consider the positional control system discussed in Section 6.6.

the inductance of the dc motor is 0.1 H, the open-loop transfer
When
function of the system
plot for G(s)
is
given by Eq. (6-149) and
is
repeated here
25QA
G{s)
The Bode
is
s(s 2
drawn
as
50.5s
shown
(9-61)
1725)
in Fig. 9-29 for
200.
The gain
dB
41.5
100
463
co rad/sec
Fig. 9-29.
Bode
plots of the system in
Example
9-1
margin and the phase margin are determined from the Bode plot to be 5 dB and 40,
The data on the magnitude and phase of G(jco) are transferred to the
respectively.
magnitude-versus-phase plot of Fig. 9-30. From Fig. 9-30, the peak resonance
p is
found to be approximately 5 dB (or 1.78), the resonant frequency is 40 rad/sec, the
bandwidth of the system is 48 rad/sec, and the results for the gain and phase margins
are as given above.
When
the
motor inductance
is
reduced to 0.01 henry, the open-loop transfer
dB
Constant
Sec. 9.10
and
Loci
in
the Magnitude-Versus-Phase Plane
495
-4
-180
-160
-140
-120
-100-90
Phase (degrees)
Fig. 9-30. Magnitude-versus-phase plots for the system in
Example
9-1
function of the system becomes

2500,4
G(s)
s(.s
With
A =
200,
and
500s
(9-62)
17270)
for the purpose of constructing the
G{s)
Bode
29
=
*(1
0.00216s)(l
0.0268j)
plot, G(s)
is
written
(9-63)
496
of Control
The Bode
Systems
shown in Fig. 9-29. It is shown that by decreasing the

improved to approximately 24 dB, and the phase margin
The magnitude-versus-phase plot in Fig. 9-30 indicates that the bandwidth
plot of G(s)
is
inductance, the gain margin
is
is
about
50.
Chap. 9
of the system
is not noticeably changed, but

p is reduced to approximately 1 .4 dB,
or 1.18. The frequency-domain results obtained in this example for the two values of
inductance correlate quite well with the time-domain analysis that resulted in the time
responses of Fig. 6-21 Table 9-3 gives a comparison of the time-domain and frequency.
domain parameters.
Comparison of the Time-Domain and Frequency-Domain Performances

of the System in Example 9-1
Table 9-3
9.11
Peak
Rise
Overshoot
Time
Delay
Time
BW
(henrys)
(%)
(sec)
(sec)
(radjsec)
<o p
Gain
Margin
Phase
Margin
(dB)
(deg)
0.1
41
0.4
0.5
48
1.78
40
4p
0.01
11.5
0.6
0.4
50
1.18
35
24
50
Closed-Loop Frequency Response Analysis of Nonunity

Feedback Systems
The constant
M and N
loci
and the Nichols chart analysis discussed in preceding

whose transfer
sections are limited to closed-loop systems with unity feedback,
function
is
loop transfer function
When a system has nonunity feedback, the closed-
is
M(s)
Q)
<M
f9-64)
and TV loci derived earlier and the Nichols charts of Figs. 9-27
and 9-28 cannot be applied directly. However, we can show that with a slight
the constant
modification these loci can
still
be applied to systems with nonunity feedback.
Let us consider the function
P( S )
Comparing Eq.
G (s)H(s)
(9-64) with Eq. (9-65),
P(s)
(965)
we have
M(s)H(s)
(9-66)
Information on the gain margin and the phase margin of the system of Eq.
can be obtained in the usual fashion by constructing the Bode plot of
(9-64)
G(s)H(s). However, the G(jca)H(jco) curve and the Nichols chart together
P(jco) are related through Eq. (9-66), once the plots for P(co)
do not
and
versus co and
/Pijoo) versus co are obtained, the curves for M(co)
versus co are
give the magnitude
and phase plots
for M(jco), but forP(jco). Since M(jco)
determined from the following relationships:
and
<f>,(co)
Sec. 9.12
m (co)
9.12
IPjjco)
Frequency Domain
497
(9-68)
/H(jco)
Domain 4
Sensitivity Studies in the Frequency
The frequency-domain study of feedback control systems has an advantage
in
that the sensitivity of a transfer function with respect to a given parameter can
We
be clearly interpreted.
shall
show how the Nyquist
plot
and the Nichols
chart can be utilized for analysis and design of a control system based on sensitivity considerations.
Consider that a control system with unity feedback has the transfer function
M^ = W)=TTW)
The
sensitivity
of M(s) with respect to G(s)

om,"^
*"
{S)
_
~
dM{s)jM(s)
dM(s) G(s)
(9 ' 69)
is
defined as
,
q /U)
(y
dG(s)IG(s)
or
qm(\
(Q-iu
Substituting Eq. (9-69) into Eq. (9-71) and simplifying,
^ = r+W)
Clearly, the sensitivity function
In general,
it is
a design standpoint,
we have
is
(9 " 72)
a function of the complex variable
s.
desirable to keep the sensitivity to a small magnitude.

it is
From
possible to formulate a design criterion in the following
form:
'
5*<'>l
In the sinusoidal steady state, Eq. (9-73)
coordinate by a Nyquist plot. Equation (9-73)

\l
(9 " 73)
iT+Wl^*
is
is
easily interpreted in the polar
written
G(jco)\>l
(9 . 74)
Figure 9-31 illustrates the Nyquist plot of a stable closed-loop system.
The
constraint on sensitivity given in Eq. (9-74)
is
interpreted as the condition
must not enter the circle with radius k. It is interesting to

note that the sensitivity criterion is somewhat similar to the relative stability
specifications of gain and phase margins. When the value of k is unity, the
G(jco) locus must be tangent or outside the circle with a unity radius and centered
that the G(jco) locus
at the
( 1, jO)
point. This corresponds to a very stringent stability requirement,
margin is infinite. On the other hand, if the Nyquist plot of G(jco)

passes through the ( 1, yO) point, the system is unstable, and the sensitivity is
since the gain
infinite.
498
of Control
Systems
Chap. 9
/ImC
G(.s)-plane
Fig. 9-31. Interpretation of sensitivity criterion with the
Nyquist
plot.
Equation (9-74) and Fig. 9-31 also indicate clearly that for low
sensitivity,
the magnitude of G(jco) should be high, which reduces the stability margin.
This again points to the need of compromise
among
the criteria in designing
control systems.
Although
Fig. 9-31 gives a clear interpretation of the sensitivity function
in the frequency
domain,
in general, the
Nyquist plot
design purposes. In this case the Nichols chart

the purpose of analysis
sensitivity.
is
is
again
awkward to use
more convenient
for
for
and design of a feedback control system with a prescribed
Equation (9-72)
is
written
g-'(Jto)
TO)
(9-75)
G-^ja)
which clearly indicates that the magnitude and phase of Sffijco) can be obtained
by plotting G'^jco) in the Nichols chart and making use of the constant
loci
for constant sensitivity function. Since the vertical coordinate of the Nichols
chart
is
in decibels, the
can be easily obtained
G'^jco) curve in the magnitude-versus-phase coordinates

if
the G(ja>)
G"
'
C/co)
is
dB
/g-'(ja>)
As an
already available, since
= - G(jco)
= - /G(jco)
1
dB
(9-76)
(9-77)
example, the function G'^jco) for Eq. (9-61), Example

Nichols chart as shown in Fig. 9-32, using the G(jco) plot
in Fig. 9-30. The intersects of the G _1 (yto) curve in the Nichols chart with the
constant
loci give the magnitudes of Sg(jco) at the corresponding frequencies.
illustrative
9-1, is plotted in the
Sec. 9.12
Frequency Domain
499
dB
Fig. 9-32.
Determination of the
sensitivity function
Sq
in the Nichols chart.
Figure 9-32 indicates several interesting points with regard to the sensitivity
The sensitivity function Sg approaches
function of the feedback control system.
dB
or unity as co approaches infinity. Sg becomes zero as co approaches zero.
peak value of
dB
is
reached by
the closed-loop transfer function
is
S%
most
at co
42 rad/sec. This means that

change of G(jeo) at this
sensitive to the
frequency and more generally in this frequency range. This result is not difficult
to comprehend, since from the Nichols chart of Fig. 9-30 it is observed that
the stability and dynamic behavior of the closed-loop system
governed by the G(jco) curve near

portions of G(jco) at frequencies
much
are not going to have a great effect
When
co p ,
more
directly
on the
is
relative stability of the system directly.
the loop gain of the system increases, the G(jco) curve
Nichols chart domain, and the
is
40 rad/sec. Changes made to

higher and much lower than 40 rad/sec
which
is
raised in the
G _1 (yco) curve must be lowered. If the G(ja>) curve
passes through the critical point at
dB and
80, the
system becomes mar-
500
of Control
G'
ginally unstable; the
Chap. 9
Systems
{ja>) also
passes through the same point, and the sensi-
tivity is infinite.
In this section
we have simply demonstrated
the use of the Nichols chart
for the analysis of the sensitivity function of a closed-loop system. In a design
problem, the objective
may be
to certain system parameters
is
to find a controller such that the sensitivity due

small.
REFERENCES
1.
Y. Chu, "Correlation Between Frequency and Transient Response of Feedback

Control Systems," AIEE Trans. Application and Industry, Part II, Vol. 72, p. 82,
2.
H. M. James, N. B. Nichols, and R. S. Phillips, Theory of Servomechanisms,

1953.
3.
W. Brockett, "The Frequency Domain Solution

IEEE Trans. Automatic Control, Vol. AC-10, pp.
B. H. Willis and R.
of Regu-
lator Problems,"
262-267,
July 1965.
4.
A. Gelb, "Graphical Evaluation of the Sensitivity Function Using the Nichols

Chart," IRE Trans. Automatic Control, Vol. AC-7, pp. 57-58, July 1962.
PROBLEMS
9.1.
The pole-zero configuration of a closed-loop
transfer function
is
shown
in
Fig. P9-l(a).
(a)
Compute
the bandwidth of the system.
(b)
A zero
added to the closed-loop system,
is
is
as
shown
P9-l(b);
in Fig.
how
the bandwidth affected ?
../
.)">
s-plane
x-plane
45
s*
4?
-O-
-2
(b)
(a)
Figure P9-1.
Problems
Chap. 9
(c)
Another pole
is
on the negative
inserted
real axis in Fig. P9-l(b),
distance 10 times farther from the origin than the zero;
how
is
501
but at a
the band-
width affected ?
9.2.
The
specification given
certain second-order feedback control system
on a
is
that the overshoot of the step response should not exceed 25 per cent.
(a)
What
are the corresponding limiting values of the
resonance
(b)
9.3.
damping
ratio
and peak
p?
Determine the corresponding values for
and
(o p
/ max
Sketch the closed-loop frequency response M(jco) as a function of frequency

for the systems and responses shown in Fig. P9-3.
|
xT~~
o-As
-<><H
10
s(s
2)
X^_
i
(b)
~~x
A
\r*
,
10
+2s
s(s
2)
jy
(c)
+0.5x
10
s(s
(d)
Figure P9-3.
+ 2)
502
(e)
Systems
of Control
Chap. 9
Sketch the unit step response for the system whose

shown. Assume that the system is of second order.
\M\
|-versus-co
curve
is
as
|1.5
0.8
^*~~~
a.
rad/sec
(e)
Figure P9-3 (Cont.).

9.4.
The closed-loop
(s)
(a) Plot the
(b)
R(s)
(1
is
given by
+ 0.01s)(l + 0.055 + 0.0ls T
frequency response curve for the closed-loop system.
Determine the peak resonance peak
and the resonant frequency
a> of
the system.
(c)
Determine the damping ratio and the natural undamped frequency co of

the second-order system that will produce the same M and (O p determined
for the original system.
9.5.
The open-loop
G(i)
s(\
(a)
Determine the value of

equal to
(b)
(c)
9.6.
is
it
K so
+ 0As)(l + s)
that the resonance peak
of the system
is
1.4.
Determine the value of so that the gain margin of the system is 20 dB.
Determine the value of K so that the pliase margin of the system is 60.
The open-loop
is
+ tS )
G(s)
uw = s(l + s)(l + 0.01s)
Determine the smallest possible value of
T so
that the system has
an
infinite
gain margin.
9.7.
The open-loop
G(i)
=
s(l
is
+ 0.ls)(.l + 0.0015)
Determine the value of K if the steady-state error of the output position must
be less than or equal to 0.1 per cent for a ramp function input With this value of
K, what are the gain margin and the phase margin of the system? Plot G(s) in
the gain-phase plot and determine the resonance peak
p and the resonant
frequency
9.8.
a>.
A random compensation
in
Problem
9.7,
so that
network
is
added
to the forward path of the system
now the open -loop transfer function
reads
Problems
Chap. 9
G(s)
=
5(1
where
503
K(l + 0.01675)
+ 0.00222j)(1 + 0.1s)(l + 0.0015)
K is determined in part (a) of Problem 9.7.
of G(s). Evaluate
p , 0i p , the gain
Plot the gain-phase diagram
margin, the phase margin, and the band-
width of the compensated system.
The Bode diagram of the open-loop transfer function

control system is shown in Fig. P9-9.
9.9.
G(s) of a unity feedback
co(rad/sec
0.1
Same
to cj
10 3
10 4
slope
-0
/G(/co)
Figure P9-9.
(a)
Find the gain margin and the phase margin of the system.
open-loop transfer function is changed to e~ Ts G(s), find the value of T
so that the phase margin of the system is 45. Then find the value of T so
that the gain margin is 20 dB.
What is the velocity error constant of the system in part (a) ? in part (b) ?
(b) If the
(c)
10
Introduction to Control
Systems Design
10.1
Introduction
Design of control systems represents an interesting and complex subject in control systems studies. In a simplified manner the design problem of control systems can be described with the aid of the block diagram of Fig. 10-1. The figure
u(0
Fig. 10-1.
c(f)
Controlled
process G
Control
vector
Controlled variable
vector (output vector)
Block diagram of a controlled process.
shows a controlled process whose output vector c(f) represents q controlled

and the control vector u(f) represents p control signals. The problem
variables,
is
to find a set of "appropriate" signals, u(7), so that the controlled variable
vector
c(f)
simplified
Once
behaves as desired. The description of the basic design problem

by overlooking the possible existence of external disturbances.
the desired control vector u(f) for satisfactory control
is determined,
usually needed to generate this control from the reference inputs
the state vector x(r) or output c{i). Figure 10-2 illustrates the block diagram
a controller
and
is
of a control system whose control vector

the state vector. This type of system
back.
The block diagram of
is
Fig. 10-2
is
derived from the input vector and
also referred to as one with state feed-
is
intended only for the purpose of illusand no attempt is made for
trating the philosophy of designing control systems,

it
to include all possible configurations.
504
is
Introduction
Sec. 10.1
u(0
lit)
Controller
505
c(0
Controlled
process
x(f)
Fig. 10-2. Block
diagram of a control system with
It is interesting to give
trol
state feedback.
a brief review on the history of development of conmay help gain perspective in the understanding
system design theory, which
of the subject.
The early stage of the theoretical development of the design of control systems was characterized by the works of Nyquist, Hall, Nichols, 2 and Bode,
who developed such classical methods as the Nyquist plot, Bode diagram, and
Nichols chart. A unique feature of these methods is that they are all graphical
techniques which are conducted in the frequency domain. As was pointed out
earlier that in the design of control systems, it is the time response that is of
1
importance, rather than the frequency response. The use of the frequencydomain techniques is simply due to the fact that the graphical techniques are
convenient to apply.
The
classical design
methods are characterized by
first fixing
tion of the system to be designed. In other words, the designer
the configura-
must first choose

shows the block
a suitable system configuration. For instance, Fig. 10-3(a)

diagram of a system with the controller located in the forward path of the system. This is a very common practice because of the versatility of the scheme, and
is said to have a cascade or series compensation. Figure 10-3(b)
shows another scheme of compensation by having a controller in the feedback
path, and this is often referred to as the feedback compensation. In general,
other configurations, such as having controllers in both the forward path and
the feedback path, may be used if desired. In practice, the controllers or compensators used in control systems may assume a great variety of forms. In the
simple cases, the controller may be passive networks in the form of low-pass,
high-pass, or band-pass filters, or networks with active elements. In elaborate
cases, the controller may even be a mini-computer.
the system
The proper
selection of the system configuration as well as the contents of
the controller depend to a great extent
on the experience and ingenuity on the
part of the designer. In the frequency-domain design, the design specifications

usually are given in terms of such criteria as gain margin, phase margin, peak
resonance, and bandwidth. These criteria, however, should be related to the

time-domain specifications, such as rise time, overshoot, and settling time,
which are more
direct
measurements of the system's performance.
of control systems is very much a trial-and-error proa distinct disadvantage of the method, since it does not indicate
whether a solution even actually exists for the design problem at the outset. It
The
classical design
position. This
is
506
r(f)
-6/\
Chap. 10
e(0
Controller
u(t)
c(r)
Controlled
process
(a)
r(0
e(f)
/\
u(f)
Controlled
process
c(0
Gp
Controller
Gc
(b)
Fig. 10-3.
Block diagrams of control systems with two different schemes

(a) Series compensation, (b) Feedback compensation.
of compensation,
is entirely possible that the design requirements are so stringent or may even
be
contradictory so that they cannot be satisfied by any system configuration or
controllers that are physically realizable. Even when a solution does exist, the
classical design yields a
system that is very seldom the best by any standards.

margin and phase margin are measures of the relative stability
of a control system. A system having a gain margin of, say, 20 dB or a phase
margin of 45 does not imply that it is optimal in any sense.
For
instance, gain
The introduction of the root locus technique by Evans 4
in 1950 made posof control systems to be carried out in the ,?-plane. The main
advantage of the root locus method is that information on frequency-domain as
well as time-domain characteristics can be derived directly from the pole-zero
sible the design
With the knowledge of the closed-loop transfer

function poles and zeros, the time-domain response is determined readily by
configuration in the j-plane.
means of inverse Laplace transform, and the frequency response is obtained

from the Bode plot. However, the root locus design is still basically a trial-anderror procedure, and it relies on the reshaping of the root loci to obtain a satisfactory pole-zero configuration for the closed-loop transfer function.
The work by Norbert Wiener 3 in the late 1940s opened a new horizon to
the design of control systems. Wiener introduced not only the statistical considerations of control systems but also the idea of the performance index. For
the first time, the design engineer was able to start from a set of design criteria
Introduction
Sec. 10.1
able to design a control system that
is
507
He
analytical procedure.
and carry out the design by means of a completely
optimum
is
or the best possible with respect
to a given performance criterion.
In
many
practical applications of control systems, the actual signals
disturbances subjected by a control system
may be random
the deterministic signals, such as the step function
in nature.
and
Unlike
and the sinusoidal function
considered in the preceding chapters, random signals can be adequately described

only by their statistical properties. For instance, in the problem of controlling
the antenna of a radar system, the wind force acting
on the antenna
is
best
described by some probabilistic function rather than by a sine wave or any other
deterministic signals. The main difference between a deterministic signal and
a
random
signal
that the magnitude of the latter can only be described as
is
what
a given time.
The principle of Wiener's optimization technique is demonstrated by the
block diagram shown in Fig. 10-4. The design objective is to determine the
is
the probability that
it
will lie in a certain range at
closed-loop transfer function C(s)/R(s) of the system such that the error between
the desired output and the actual output is minimized. In Wiener's statistical
design technique, the mean-square value of the error e(t)
mance
index, /; that
is,
r(0
7\
Noise
= lim
is
used as the perfor-
(10-1)
\t) dt
Process
Controller
c(0
Gp
'
/x
rs
(0
Signal
Desired system
(model)
Fig. 10-4.
Block diagram of control systems designed by Wiener's optimi-
zation technique.
for using the mean-square error as the performance index is that the
minimization of this particular performance index induces an analytical design
procedure which makes use of the mathematical functions already defined in the
theory of probability and statistics. However, in practice, a system that is
The reason
optimum
in the sense of
minimum mean-square
certain situations but not for others. In fact,
it is
error
not
may be
(10-1) that the mean-square-error criterion places heavier
errors than
on smaller
ones.
ideal only for
difficult to see
from Eq.
emphasis on large
508/
Chap. 10
shown in Fig. 10-4 can be used for the analytirandom inputs as well as systems with deterministic
In reality, the configuration

cal design of systems with
inputs.
mance
When
the input signal
considered to be deterministic, other perfor-
is
indices such as those listed

2
f"
(0<ft
below can be treated mathematically:
f\<t)\dt
Jo
[t\e{t)\dt
Jo
first of these criteria is known as the integral-square error (ISE) and

most popular one used for the analytical design of control systems. The
reason for this popularity is due to the fact that the integral is directly related
to the Laplace transform domain through Parseval's theorem.
The importance of Wiener's work and the analytical design is not so much
because the techniques have found significant applications in control systems
In fact, the
is
the
practice, but because these represent a revolution in design principle
from the
conventional trial-and-error methods.
At approximately the same time the analytical design principle and techniques were being developed, Truxal 5 proposed a synthesis procedure through
pole-zero configuration in the j-plane. The synthesis still makes use of the conventional design specifications, such as the relative
bandwidth, and
rise time,
and the input
damping ratio
error constants,
Based on the
design specifications, the closed-loop transfer function of the control system is
first determined, and then the corresponding open-loop transfer function is
signals are deterministic.
found. The advantage of this synthesis method over the classical frequencydomain design is that the designer is able to determine if the given set of specifications are consistent at the beginning of the design, so the amount of guesswork
and
trial and error are cut to a minimum. Furthermore, Truxal' s synthesis starts
with the closed-loop transfer function and then works toward the transfer func-
tion of the controller, whereas the frequency-domain design starts out with the
controller and then works toward the closed-loop transfer function to see if the
design specifications are satisfied.
It is very difficult to pinpoint exactly when the modern control systems
theory was inaugurated. In fact, the mathematical foundation of certain aspects
of modern control theory can be traced far back to works that were completed
some seventy years ago. For instance, the state-variable approach to linear sys-
tems
is
well
known
to mathematicians as the theory of solutions of first-order
Liapunov's method on stability was based on his Ph.D

which was completed in 1892. The linear programming technique, which
has significant impact on modern control theory and practice, was developed
about 1939. These significant contributions, among many others, did not become
differential equations.
thesis,
widely
known
until recent years because they
were
much
too far ahead of their
time.
The launch of the space age has placed a challenge to the control engineer
new methods of design of more complex control systems and to meet
more rigid requirements. The control engineer soon discovered that the conventional design was no longer adequate and rigorous enough to handle the complicated problems encountered in modern fire control systems, autopilot systo find
Sec. 10.1
Introduction
509
terns, missile
guidance systems, spacecraft rendezvous control systems, and
many
Modern
others.
multiple inputs
societal systems are
and outputs which
modeled by complex models with
are difficult to handle even with optimal con-
Consequently, not only new design principles have been developed,

many of the mathematical contributions that have long been neglected were
rediscovered and made applicable to the practical control problems. In a sense,
trol theory.
but
the classical control system design
is
truly
an engineering endeavor, and the
modern control design contains, first, the development and formulation of the
mathematical theory, and second, the application of the mathematical principles to practical design problems. Indeed, at present,
control theory are
a gap
still
at the theoretical stage,
and
many areas of the advanced
it is
generally recognized that
between theory and practice in the design of control systems.

The objective of modern control design can be described by two words
optimal control. In other words, a system is to be designed so that it is optimum
still
exists
in a prescribed sense.
For instance, with reference to the block diagram of the

shown in Fig. 10-2, one of the common prob-
multivariable controlled process
lems in optimal control

x(/
< <
is
to determine the control vector u(r) over the time
f so that the state vector x(t) is brought from the initial state
to the desired final state x(^) in the shortest possible time, subject to the
interval
given controlled process and possibly other constraints.
The problem
is
usually
referred to as the minimal-time problem or time-optimal problem.
In general, the performance index
/ can be
represented by the following
integral
/=
CF[x(t),u(t),t]dt
(10-2)
where Fis a scalar function. For the minimal-time problem, Fis
dt
set at unity, so
(10-3)
ta
Minimizing / is therefore equivalent to minimizing the time interval between the

initial
and the
final times.
As another example,
if it is
possible to the desired state
desired to drive the state vector x(t) as close as
over the time interval
(t
t ), while keeping the
f
magnitudes of the controls within reason, the following performance index may
be used
C
" [x(0
f
x,,
xJ'Q[x(/)
xj
u'(0Ru(0} dt
(10-4)
Q and R are symmetric matrices.

The extensive use of applied mathematics in modern control theory has
made it difficult for one to make a quick transition from the classical design to
the modern. The classical design is characterized by such terminology and tools
as transfer function, poles and zeros, frequency response, root loci, Bode plot,
and Nyquist plot. In optimal control studies we shall find a set of new terms such
where
as state variables, state equations, state transition matrix,

principle, Liapunov's
mic programming,
maximum or minimum
methods, gradient technique, linear programming, dyna-
controllability,
and
observability.
510/
Chap. 10
we have given a brief discussion of the historical development

made are by no means
hoped that these introductory remarks will give the reader a
In this section
of control systems theory. The discussions and reference

exhaustive. It
is
general idea of the basic problems involved in the design of control systems be-
on the subject of design. The remaining part of
fore entering the details
chapter will contain subjects
on
the classical design methods.
The
this
analytical
design method and certain aspects of optimal control are covered in Chapter
10.2
1 1
Systems
In this section the classical design of control systems will be carried out in the
frequency domain and the .-domain. The designs are mainly affected by means
of Bode plot, Nichols chart, and the root locus.
To
illustrate the basic principle
of the classical design,
let
us consider the
following example. Let us begin by considering the transfer function of a controlled process
,(1
+ ,X
*+
0-0125.)
10 " 5 >
The closed-loop system is considered to have a unity feedback. It is required

that when a unit ramp input is applied to the closed-loop system, the steady-state
error of the system does not exceed
which is
unity.
state error,
per cent of the amplitude of the input ramp,
Thus when we use the approach discussed
we can
find the
minimum
value of
K in
in
Chapter 6 on steady-
order to
error
fulfill this
requirement
steady-state error
Therefore,
K must be greater than
e ss
100.
lim
_ < 0.01
(10-6)
However, applying the Routh-Hurwitz
criterion to the characteristic equation of the closed-loop system
it is
easy to
show that the system is unstable for all values of A" greater than 81. This means
that some kind of compensation scheme or controller should be applied to the
system so that the steady-state error and the relative stability requirements can
be satisfied simultaneously. It is apparent that this controller must be able to
keep the zero-frequency gain of s times the open-loop transfer function of the
compensated system effectively at 100 while maintaining a prescribed degree of
relative stability.
The
principle of the design in the frequency
domain
is
best
by the Nyquist plot of Gp (s) shown in Fig. 10-5. In practice, we seldom use the Nyquist plot but rather the Bode plot for design, because the latter
is easier to construct. When K = 100, the system is unstable, and the Nyquist
plot of G p (s) is shown to enclose the ( 1,7*0) point. Let us assume that we desire
to realize a resonance peak of
p = 1.25. This means that the Nyquist plot of
= 1 .25 from below. If
Gp(s) must be tangent to the constant-M circle for
is the only parameter that we can adjust to achieve the objective of
p = 1.25,
Fig. 10-5 shows that the desired value of K is 1. However, with this value of K,
illustrated
Sec. 10.2
Systems
511
i/ImC
G-plane
Constant
M locus, M =
.25
ReG
Fig. 10-5.
Nyquist plot for
the velocity error constant
Gp{s) =
K/[s(l
s)(l
0.01255)].
and the steady-state error requirement

Since the steady-state performance of the system is governed
by the characteristics of the transfer function at the low frequency, Fig. 10-5
is
not
is
only
sec" 1 ,
satisfied.
shows that in order to simultaneously satisfy the transient and the steady-state
requirements, the Nyquist plot of Gp (s) has to be reshaped so that the highfrequency portion of the locus follows the
1 plot and the low-frequency
portion follows the
100 locus. The significance of this locus reshaping is
K=
K=
M=
that the compensated locus
shown in Fig. 10-5 will be tangent to the

1.25
a relatively high frequency, while the zero-frequency gain is maintained
at 100 to satisfy the steady-state requirement. When we inspect the loci of Fig.
circle at
10-5,
it is
clear that there are
two
alternative approaches in arriving at the
com-
pensated locus
1.
K=
from the
100 locus and reshaping the locus in the
region near the resonant frequency ca while keeping the low-frep
quency region of Gp(s) relatively unaltered.
Starting
2.
Starting
from the
portion of
Gp (s)
K=
locus and reshaping the low-frequency
to obtain a velocity error constant of
while keeping the locus near co
co p relatively
K =
unchanged.
100
512
Chap. 10
approach, the high-frequency portion of
G p (s)
is pushed in the
added to the system in the positive direction in the proper frequency range. This scheme is
basically referred to as phase-lead compensation, and controllers used for this
purpose are often of the high-pass-filter type. The second approach apparently
In the
first
counterclockwise direction, which means that more phase
involves the shifting of the low-frequency part of the
is
K=
trajectory in the
clockwise direction, or alternatively, reducing the magnitude of
100 at the high-frequency range. This scheme
compensation, since more phase lag
is
often referred to as low-pass
with
K=
often referred to as phase-lag
introduced to the system in the low-
frequency range. The type of network that

is
is
G p (s)
is
used for phase-lag compensation
filters.
Figures 10-6 and 10-7 further illustrate the philosophy of dssign in the frequency domain using the Bode diagram. In this case the relative stability of the
system is more conveniently represented by the gain margin and the phase
ofG p (jco) show that when K = 100, the gain

and phase margins are both negative, and the system is unstable. When K = 1,
the gain and phase margins are both positive, and the system has quite a comfortable safety margin. Using the first approach, the phase-lead compensation,
as described earlier, we add more phase lead to G p {jcS) so as to improve the phase
margin. However, in attempting to reshape the phase curve by use of a highpass filter, the magnitude curve of Gp {jco) is unavoidably altered as shown in
margin. In Fig. 10-6 the Bode plots
Fig. 10-6. If the design is carried out properly,

in relative stability using this
aa
it is
possible to obtain a net gain
approach. The Bode diagram of
Fig. 10-7 serves
80
60
'A
40
^>
20
au3
a.
-20
<
-40
-90
^
ft.
180
-270
<*
O
<o
rt
J=
.0*
100
10
0.01
co rad/sec
Fig. 10-6.
Bode plot of G p (s)
compensation.
K/[s(l
?)(!
0.0125.$)]
with phase-lead
1000
CQ
Systems
Sec. 10.2
513
80
60
3
40
<1
20
<D
T)
a
H
<
- 20
-40
-90
^-v
180
d.
IS
-270
o
5
-360
43
a.
1000
0.01
cj rad/sec
Fig. 10-7.
Bode
plot of
Gp (s) =
#/[,$( I
s)(\
0.0125.*)]
with phase-lag
compensation.
to illustrate the principle of phase-lag compensation.
If,
instead of adding
more
G p (jco) at the high-frequency range as in Fig. 10-6, we attenuate

of Gp {jco) at the low frequency by means of a low-pass filter, a
positive phase to
the amplitude
similar stabilization effect can be achieved.
that if the attenuation
on the phase
shift
is
The Bode diagram of Fig. 10-7 shows

low frequency range, the effect
affected at a sufficiently
due to the phase-lag compensation is negligible at the phaseThus the net effect of the compensating scheme is the
crossover frequency.
improvement on the
It will be shown
relative stability of the system.

later that the transfer function
controller can be represented in the
G
where for a high-pass
this transfer function,
filter,
it is
p^
now
>
{s)
of a simple passive network
form of
s
s
z,,
+ z,
+ Pi
and for a low-pass
(10-7)
filter,
<
Using
z,.
possible to explain the two basic approaches of
compensation using the root locus diagram.

The root locus diagram of the closed-loop control system which has the
Gp (s) of Eq. (10-5) as its open-loop transfer function is shown in Fig. 10-8.
The root loci clearly indicate the instability condition when K = 100. Using the
phase-lead compensation, with the transfer function of Eq. (10-7), p > z,,
the resulting root loci are shown in Fig. 10-8. If the values of z and;?, are chosen
x
appropriately, the complex roots of the closed-loop system with
be
moved
into the left half of the j-plane.
K=
100
may
514
Chap. 10
i-plane
No compensation
K=0
K
-80
Fig. 10-8.
Root locus diagrams of
Gp (s) = K/[s(l + s)(l + 0.0125,?)]

+ s)0 + 0.0125.*)] (/>, > z,).
and
GMGp = [K(s + Zi)V[s(s +/iXl

(s)
The root locus diagram of

compensation
Fig. 10-9 illustrates the principle of phase-lag
in the s-domain. In this case
/, is
chosen to be
less
than z u but
for effective control, the two values are chosen to be very close to each other
and
are relatively small. Because of the closeness of z, and p u the portion of the root
dominant eigenvalues of the system are not much affected

by the compensation. However, the stability of the compensated system is im= 100 are shifted into the left half of the
proved since the points at which
j-plane. Details of the design using the above mentioned techniques are given in
the following sections. One should not be misled that any given control system
can always be compensated satisfactorily by either of the two schemes discussed
here. It will be shown that, for systems with certain characteristics, satisfactory
loci that represents the

Sec. 10.3
515
700
s-plane
No
compensation
With
'compensation
//
/(
K=
K=
K=
100
K=
*
-80
Fig. 10-9.
Gc(s)G(s)
Root locus diagrams of G p (s)

= [K(s + ziflMs +pi)(l +
Kl[s(\
5)(1
+ s)(l + 0.0125.$)]
0.0125*)] (Pi
<
and
).
compensation cannot be accomplished by phase-lead networks alone. However,

this does not mean that proper compensation may then be achieved by using
phase-lag networks, for it is quite common that neither scheme is feasible, and
some combination of lead and
10.3
lag characteristics
is
needed.
In Chapter 6 a simple phase-lead compensation scheme using the transfer function (1
Ts) was described under the name "derivative control." Although this
transfer function represents the simplest configuration for a phase-lead scheme,

in practice, (1
Ts) cannot be realized as a transfer function by any passive
and simple phase-lead network is shown in Fig. 10-10.

Although the network may be simplified still further by eliminating R such a
network.
practical
l ,
516
Chap. 10
-WW
Sees
zero
Sccs
infinite
impedance
impeda
ice
Fig. 10-10. Passive phase-lead network.
network would block dc signals completely and cannot be used as a
series
com-
pensator for a control system.
The
transfer function of the network
is
derived as follows by assuming that
the source impedance which the lead network sees
impedance
is infinite.
This assumption
is
is
zero,
and the output load
necessary in the derivation of the
any four-terminal network.
2 {s)
E,{s)
Ri
R 2 + R,R 2 Cs
R R 2 Cs
+R
2
(10-8)
or
E2 (s)
E^s)
Ri
+R
R,Cs
(10-9)
RjR 2 r
Cs
+ r7Tr~
_i_
Let
/?,
+R
a>
R2
(10-10)
and
R^R 2 c
+R
R,
(10-11)
then Eq. (10-9) becomes

1
(s)
1
1
+ aTs
+ Ts
>
(10-12)
In the following sections, the characteristics of the
RC phase-lead
network
and various design considerations are considered.

Characteristics of the
RC Phase-Lead Network
RC
Pole-zero configuration of the

phase-lead network. As seen from Eq.
of the phase-lead network has a real zero at
\/aT and a real pole at s
l/T. These are represented in the s-plane as
(10-12), the transfer function

s
shown
in Fig. 10-1
1.
By varying
the values of a and T, the pole and zero
located at any point on the negative real axis in the s-plane. Since a
may be
>
1,
the
always located to the right of the pole, and the distance between them
determined by the constant a.
zero
is
is
Polar plot of the RC phase-lead network. When using the RC phase-lead

network of Fig. 10-10 as a compensator for control systems, the attenuation,
l/a, of Eq. (10-12) is overcome by the amplifier gain of the system, so it is neces-
Sec. 10.3
617
/"
s-plane
Fig.
Pole
Zero
- i/r
- \/aT
10-11. Pole-zero configuration of a passive phase-lead network.
E2 (j)/,(s)
=(l/a)(l
a7S)/(l
Ts).
sary only to investigate the transfer function
The polar
E
E
2 (s)
x
plot of Eq. (10-13)
{s)
is
+ aTs
+ T5
shown
(10-13)
in Fig. 10-12 for several different
values of a. For any particular value of a, the angle between the tangent line
drawn from the
and the
origin to the semicircle
real axis gives the
maximum
m which the network can provide. The frequency at the tangent

point, co m represents the frequency at which <f> m occurs. It is seen that, as a increases, the maximum phase lead, <j> m> also increases, approaching a limit of 90
phase lead
<f>
as a approaches infinity.
The frequency
0\
co m
decreases with the increase in
a.
<aj< "3
J Im
a
E 2 (fu)
E (/co)
plane
03
/^^^l/^
s\
CO
CO
\
<t>m\
mX
| co
co - \
Fig. 10-12. Polar plot of
CO -V ool
(s)\
(1
\
CO -*oo|
a2
a,
a[E 2 (.s)IE
aTs)l(l
a3
Ts).
Re
518
Chap. 10
Bode plot of the RC phase-lead network. In terms of the Bode plot, the
network of Fig. 10-10 has two corner frequencies: a positive corner frequency at co = 1/aT and a negative corner frequency at at == \\T. The Bode
diagram of aE2 (jco)/E (jco) is shown in Fig. 10-13.
RC
aE-,
20 dB/decade
20 log 10 a
slope
dB
J_
aT
aE-,
Bode plot of the phase-lead network aE2 (s)/Ei(s)
Fig. 10-13.
(1
Ts) (a
Analytically,
is
the geometric
>
=- (I
aTs)/
1).
0 and
co m
may
be related to the parameters a and T. Since

frequencies, we can write
co m
mean of the two corner

log io co m
yflogio
^j,
log 10
(10-14)
y)
Thus
(10-15)
To determine
the
maximum
phase lead,
<f>
we
write the phase of
aE 2 (jco)/
E^jco) as
Arg
-
2 (jcoT
EiUco)-
tan'
aTco
tan"
To
(10-16)
from which we have

aTco
tan
1
Tco
(aTco)(Tco)
(10-17)
Sec. 10.3
When
519
q>
a),,
= -JL-
(10-18)
VaT
Therefore, Eq. (10-17) gives

tan
ia-mUa) = a_^
1
2v
or
sin
This
last
expression
is
= JTI
(10 " 20)
a very useful relationship in the proper selection of the
value of a for compensation design.
Design of Phase-Lead Compensation by the Bode Plot Method

Design of linear control systems in the frequency domain is more prefBode plot. The reason is simply because
the effect of the compensation network is easily obtained by adding its magnitude
erably carried out with the aid of the
and phase curves,
respectively, to that of the original process.
lead compensation employing the
of the design procedure
is
RC network of Fig.
as follows.
It is
For the phase-
10-10, the general outline
assumed that the design
specifications
simply include a steady-state error and phase margin-versus-gain margin

quirements.
1.
The magnitude and phase-versus-frequency curves

pensated process
Gp (s)
for the
re-
uncom-
are plotted with the gain constant
set
according to the steady-state error requirement.

2.
The phase margin and the gain margin of the original system are
read from the Bode plot, and the additional amount of phase lead
needed to provide the required degree of relative stability is determined. From the additional phase lead required, the desired
value of m is estimated accordingly, and a is calculated from Eq.
<j)
(10-20).
3.
Once a is determined, it is necessary only to obtain the proper value

of T, and the design is in principle completed. The important step is
to place the corner frequencies of the phase-lead network, 1/aT,
and \/T such that m is located at the new gain-crossover frequency.

The Bode plot of the compensated system is investigated to check
(/>
4.
that all performance specifications are met;
must be chosen and the

5.
if
not, a
new value of
<f>
steps repeated.
If the specifications are all satisfied, the transfer function of the
phase-lead network
is
established
The following numerical example

phase-lead design.
from the values of a and
T.
will illustrate the steps involved in the
Ic
,
.5
a s
OS
î
3
'
5"
xf
u
CQ
e
o
o
0/
u
<u
5
O
o
M
520
Phase- Lead Compensation
Sec. 10.3
Example
by a
521
Consider the sun-seeker control system described in Section 5.13.

The block diagram of the system is shown in Fig. 10-14. It is assumed
that for small signal, the error discriminator can be approximated
10-1
linear gain ; that
is,
~7
'
=K =
s
(10-21)
constant
(X
in the original system has also been eliminated for the present design
block representing the controller, in case it is needed, is inserted
between the two amplifiers. The parameters of the system are given as
The tachometer
problem.
RF =
10,000 Q.
K = 0.0125 volt/rad/sec
Km = 0.0125 newton-m/amp
b
Ra =
6.25
10" 6
kg-m 2
K =0.1 amp/rad
K = variable
s
B=
n =
The open-loop
800

Oq(s)
a(s)
uncompensated system
is
written
K RF KKm jn
_
~~
RaJs 2 + Km K s
,. -.,
Kl "~^>
Substituting the numerical values of the system parameters, Eq. (10-22) gives
(s)
Ws)
The
_ 2500*
~
s(s + 25)
,
no
KW' Li)
specifications of the system are given as
2.
The phase margin of the system should be greater than 45.

The steady-state error of a(/) due to a unit ramp function input should be
less
than or equal to 0.01 rad per rad/sec of the
final steady-state
output
words, the steady-state error due to a ramp input should

than or equal to 1 per cent.
velocity. In other
be
less
The following
1
steps are carried out in the design of the phase-lead
compensation
Applying the final-value theorem, we have

lim ait)
l^~
Since 9 r (s)
lim s*(s)
1/s 1 ,
lim s
s-0
j-,0
/*\
+ [Po(s)/(j)]
(10-24)
using Eq. (10-23), Eq. (10-24) becomes

lim a(0
0.01/*
(10-25)
Thus we see that if K = 1, we have the steady-state error equal to 0.01.

However, for this amplifier gain, the damping ratio of the closed-loop
system is merely 25 per cent, which corresponds to an overshoot of over
522
Chap. 10
1.5
Without compensation
With phase-lead compensation, GJs) =
',
"'2?^ 2s
+ 0.0106s
MO
With phase-lead compensation,
Gc (s) =
0.2
tn^tlir
0.4
0.3
Time (seconds)
Fig. 10-15. Step responses of the sun-seeker system in
Example
10-1.
44.4 per cent. Figure 10-15 shows the unit step response of the closed-loop
system with
2.
3.
K=
1. It is
seen that the step response
is
quite oscillatory.
6 (s)loi,(s) of the uncompensated system, with K = 1, is

sketched as shown in Fig. 10-16.
The phase margin of the uncompensated system, read at the gain-crossover
frequency, <a c = 50 rad/sec, is 25. Since the phase margin is less than the
desired value of 45, more phase lead should be added to the open-loop
The Bode
plot of
system.
4.
Let us choose to use the phase-lead network of Fig. 10-10 as the controller.
Then, the transfer function for the controller of Fig. 10-14 is
= G (s)
(.s)
+aTs
Ts
As mentioned
earlier, the attenuation, 1/a,
lead network
assumed
(10-26)
accompanied by the phaseby the other amplifier gains.

Since the desired phase margin is 45 and the uncompensated system has
a phase margin of 25, the phase-lead network must provide the additional
20 in the vicinity of the gain-crossover frequency. However, by inserting the
phase-lead network, the magnitude curve of the Bode plot is also affected in
is
to be absorbed
Sec. 10.3
40
I
0) _
II
S23
100
s(l+ 0.04s)
a(s)
20
dB
.,
G
cW-(i+ 0.0106s)
(1+ 0.0262s)
100(1 + 0.0262s)
20
s(l
+ 0.04s)(l + 0.0106s)
I
Phase of lead network
^^
-90
Phase of compensated system
Phase of original system

Phase margin of compensated system
Phase margin of original system
180
_l
10
Itl
-'
60
50
'''I
100
L_
1000
co rad/sec
Fig. 10-16.
Example
Bode
plots of
compensated and uncompensated systems
in
10-1.
such a way that the gain-crossover frequency is shifted to a higher frequency.

Although it is a simple matter to adjust the corner frequencies, IjaT&nd \jT,
so that the maximum phase of the network, m falls exactly at the new gain,
crossover frequency, the original phase curve at this point
and could be considerably
less.
is
no longer
This represents one of the main
the phase-lead design. In fact,
if
25,
difficulties in
the phase of the uncompensated system
decreases rapidly with increasing frequency near the gain-crossover frequency,
phase-lead compensation
may become
In view of the above mentioned
amount of phase
lead,
it is
ineffective.
difficulty,
essential to include
when estimating the necessary

some safety margin to account
for the inevitable phase dropoff. Therefore, in the present design, instead of
selecting a
m of 20,
we let
sin0
from which we
m be 25. Using Eq. (10-20), we have

sin 25
= 0.422 = a+
(10-27)
1
get
2.46
(10-28)
To determine the proper location of the two corner frequencies, 1/aTa.nd

ljT, it is known from Eq. (10-18) that the maximum phase lead m occurs
at the geometrical mean of the corners. To achieve the maximum phase
margin with the value of a already determined, m should occur at the new
gain-crossover frequency a>'c which is not known. Thus the problem now
<j>
<f>
524
Chap. 10
is to locate the two corner frequencies so that

accomplished graphically as follows:
The zero-frequency attenuation of
(a)
(f>
m occurs
at co'c
This
the phase-lead network
may be
calcu-
is
lated:
20 log 10 a
20 logi 2.46
7.82
dB
(10-29)
The geometric mean
co m of the two corner frequencies \/aT and \\T

should be located at the frequency at which the magnitude of the
(b)
uncompensated transfer function 9 (jco)la(jco) in decibels is equal to

the negative value in decibels of one half of this attenuation. This way,
the magnitude plot of the compensated transfer function will pass
through the 0-dB axis at co = co m Thus CO m should be located at the
frequency where
.
~ =
7 oo
floC/Q>)
From
-3.91 dB
Fig. 10-16, this frequency
found to be
co m
--=
60 rad/sec.
Now
we have
using Eq. (10-15),
= VaOJm = \/2A6
-j
is
(10-30)
x 60
94 rad/sec
(10-31)
Then
^j,
The parameters of
38.2 rad/sec
the phase-lead controller are
now
shows that the phase margin of the compensated system

transfer function of the phase-lead network is
17(f)
(s)
determined. Figure 10-16
approximately 48. The
is
11+ 0.02625
+aT,9
(10-32)
Ts
2.46
(10-33)
+ 0.0106*
Since it is assumed that the amplifier gains are increased by a factor of 2.46, the
open-loop transfer function of the compensated sun-seeker system becomes
6150(5
flofr)
*{s)
s(s
38.2)
25){s
u "-34)
94)
In Fig. 10-17 the magnitude and phase of the original and the compensated systems are plotted on the Nichols chart. These plots are obtained by taking the data
from the Bode plot of Fig. 10-16. From the Nichols chart, the resonance peak,
of the uncompensated system is found to be 1 .88, or 5.5 dB. The value of
p with
directly
compensation
1.175, or 1.4 dB.
is
frequency of the system

the bandwidth
is
is
One more important
point
decreased from 50 rad/sec to approximately 37 rad/sec, but
The unit step response of the compensated system is shown

that of the original system.
and the
rise
time
is
be
in Fig. 10-15.
Note
that
far less oscillatory than
The overshoot is reduced from 44.4 per cent to 24.5 per

The reduction of the rise time is due to the
bandwidth may be objectionable
may
is
also reduced.
increase of the bandwidth by the phase-lead controller.

signals
that the resonant
increased from 70 rad/sec to 110 rad/sec.
the response of the system with the phase-lead controller
cent,
is
in certain systems
On
the other hand, excessive
where noise and disturbance
critical.
In the present design problem,
we
notice that a specification of 45 for the phase
margin yields an overshoot of 24.5 per cent

capability of the phase-lead controller,
we
To demonstrate the
a to be 5.828. The resulting controller
in the step response.
select
-160
-140
-120
Phase (degrees)
Fig. 10-17. Plots of
GO)
in Nichols chart for the system in
Example
10-1.
52S
1.0
300
Fig. 10-18. Closed-loop frequency responses of the sun-seeker system in

10-1.
Example
oo
'/CO
K
5-plane
,
/sT=2500-
K=
/48.3
= o
a:
-25
K =2500-
/48.3
'
K
oo
(a) G(s)
s(s
Root locus diagrams of the sun-seeker system

Uncompensated system.
Fig. 10-19.
(a)
526
+ 25)
in
Example
10-1.
Sec. 10.3
s-plane
A:
527
/to
250oY (-36.7+/61.7)
K=
AT
=2500
K=
94
14.7
AT
=2500
(-36.7-/61.7)
(b) G(s)
s(s
Fig. 10-19 (Cont.). (b)
K{s + 38.2)
+ 25)(s + 94)
Compensated system with phase-lead
controller.
has the transfer function

1
Gc
The
^ " 5.828
unit step response of the
In this case the rise time
is
1
1
+ 0.03427*
+ 0.00588J
(10-35)
compensated system is plotted as shown in Fig. 10-15.

still, and the peak overshoot is reduced to 7.7 per
shorter
cent.
Using the magnitude-versus-phase plots and the Nichols chart of Fig. 10-17, the
closed-loop frequency responses for the sun-seeker system, before and after compensation, are plotted as
To show
shown
in Fig. 10-18.
the effects of the phase-lead compensation, the root locus diagrams of
the system, before
and
after
compensation, are shown in Fig. 10-19.
It is clear
from
these diagrams that the phase-lead compensation has the effect of bending the complex
root loci toward the left, thus improving the stability of the system. The eigenvalues of
45.5, 36.7
the compensated closed-loop system are at s
j61.7, and 36.7
y"61.7. Therefore,
system
is
the
damping
ratio of the
complex eigenvalues of the compensated
approximately 50 per cent.
it is difficult to visualize how the phase-lead design can be carried out

with the root locus method independently. The root loci of Fig. 10-19 are drawn based
In general,
on the results of the Bode plot design. In the following section, we shall illustrate a
procedure of designing phase-lead compensation using the root contour method.
528
Chap. 10
Design of Phase- Lead Compensation by the Root Locus Method
The root contour method can be used for the design of control systems.
Let us use the sun-seeker system studied in Example 10-1 to illustrate the design
procedure.
The open-loop
0M = G(s)
{} =
a(j)
The
250
s(s
HO-36^
(1UJ&)
25)
characteristic equation of the closed-loop system

s
+ 25s +
is
is
2500
(10-37)
and the eigenvalues are Si = 12.5 + j'48.4 and s 2 = 12.5 y'48.4.

The open-loop transfer function of the system with phase-lead compensation is written
^ --
2500(1
G(s)
s(s
25)(1
aTs)
Ts)
The problem is to determine the values of a and Tso
Q 38)
(1 "
that the system will perform
as desired. In this case, rather than using the frequency-domain specifications,
such as the phase margin and gain margin, it is more convenient to specify the
relative positions of the complex eigenvalues.
To begin with the root contour design, we first set a to zero in Eq. (10-38).
Then, the characteristic equation of the compensated system becomes

s(s
25)(1
Since Tis the variable parameter,

that
do not contain
T.
We
is
Ts)
2500
(10-39)
we divide both sides of Eq.
(10-39)
by the terms
have
1+
This equation
25
^+lL + 2 500 -
10 " 4 )
1 + G^s) = 0, where G^s) is an equivalent

can be used to study the root loci of Eq. (10-39). The root
of the form of
transfer function that
is drawn as shown in Fig. 10-20, starting with the poles

and zeros of G^s). Of significance is that the poles of G (s) are the eigenvalues
of the system when a = and T = 0. As can be seen from the figure, the factor
1 + Ts in the denominator of Eq. (10-38) alone would not improve the system
performance at all. In fact, the eigenvalues of the system are moved toward the
right half of the s-plane, and the system becomes unstable when T is greater than
0.0133. To achieve the full effect of the phase-lead compensation, we must restore the value of a in Eq. (10-38). The characteristic equation of the compensated system now becomes
contour of Eq. (10-39)
s(s
25)(1
Ts)
2500(1
aTs)
(10-41)
Now we
This
is
must consider the effect of varying a while keeping T constant.

accomplished by dividing both sides of Eq. (10-41) by the terms that do
not contain
a.
We
have
2500aTs
1+
Q
U
+ s(s + 25)(1
+ Ts) + 2500 ~
1Q 4Z)
(iU
Sec. 10.3
529
ico
i-plane
F=0*
-/48.4
/43.3(r = 0.0133)
T=cc
o<-r
r=oo
7"=oo
25
-/43.3(r= 0.0133)
^=0*-
Fig. 10-20.
0,
This equation
loci of
and
is
/48.4
Root contours of the sun-seeker system of Example

T varies from 0to<.
again of the form of
+G
2 {s)
0,
10-1 with
and for a given
T, the root
Eq. (10-41) can be obtained based upon the poles and zeros of
2500aTs
25X1
Ts)
Notice also that the denominator of
G 2 (s)
is
identical to the left side of Eq.
(10-39),
s(s
which means that the poles of G 2 (s) must
lie
(10-43)
'
2500
on the root contours of Fig.

a varies
10-20, for a given T. In other words, the root contours of Eq. (10-41) as
must start from the points on the trajectories of Fig. 10-20. These root contours
end at ^ = 0, oo, oo, which are the zeros of G 2 (s). The complete root contours
of the system with phase-lead compensation are
From
the root contours of Fig. 10-21,
lead compensation, the value of
T should
now
we can
sketched in Fig. 10-21.
see that for effective phase-
be small. For large values of T, the
bandwidth of the system increases very rapidly as a
increases, while very
little
530
Chap. 10
oo
\\
oo
00
/'<0
s-plane
Nt
36.7
2.46\ \
+/61.7_S*_J^^v\
a =
,T=0.0106
/\--T = 0.0133
- 12.5+/48.4^5?
a =
J 7"= 0.05
'
T=0
ly\
/^</
a<\
(t=2.5
7 = 0=
<
-25
Root contour on
r==
real axis
/
'*.
Fig. ip-21.
troller,
improvement
is
/48.4
Root contours of the sun-seeker system with a phase-lead con= (1 + aTs)l(l + Ts), Example 10-1.
c (s)
made on the damping of the system. We must remember that

made with respect to the phase-lead design that corresponds
these remarks are
to values of a greater than unity.
Effects
and Limitations of Phase-Lead Compensation
From
we may summarize the

on the performance of control sys-
the results of the last illustrative example,
general effects of phase-lead compensation
tems as follows
1.
The phase of the open-loop
transfer function in the vicinity of the
gain-crossover frequency
increased.
is
Thus the phase margin
is
usually improved.
2.
The slope of the magnitude curve representing the magnitude of the

is
reduced at the gain-crossover
fre-
Sec. 10.3
531
quency. This usually corresponds to an improvement in the relative

stability
of the system. In other words, the phase and gain margins
are improved.
3.
The bandwidths of the open-loop system and the closed-loop system
4.
The overshoot of the step response is reduced.

The steady-state error of the system is not affected.
are increased.
5.
It was mentioned earlier that certain types of systems cannot be effectively

compensated satisfactorily by phase-lead compensation. The sun-seeker system
studied in Example 10-1 happens to be one for which phase-lead control is
effective and practical. In general, successful application of phase-lead compen-
sation
is
hinged upon the following considerations

1.
Bandwidth considerations:
If the original
system
is
unstable, the
additional phase lead required to obtain a certain desirable phase
margin may be excessive. This requires a
of a
bandwidth
relatively large value
in Eq. (10-12), which, as a result, will give rise to a large
for the compensated system,
and the transmission of noise may
become
the value of a becomes too large, the
objectionable. Also,
if
values of the network elements of the phase-lead network
come
may
be-
disproportionate, such as a very large capacitor. Therefore, in
is seldom chosen greater than 15. If a larger

sometimes two or more phase-lead controllers
are connected in cascade to achieve the large phase lead.
If the original system is unstable or has low stability margin, the
practice, the value of a
value of a
2.
is
justified,
phase plot of the open-loop transfer function has a steep negative

slope near the gain-crossover frequency. In other words, the phase
decreases rapidly near the gain crossover. Under this condition,
phase-lead compensation usually becomes ineffective because the
additional phase lead at the
new
gain crossover
is
added to a much
smaller phase angle than that at the old gain crossover.
The
desired
phase margin may be realized only by using a very large value of a.

However, the resulting system may still be unsatisfactory because a
portion of the phase curve may still be below the 180 axis, which
corresponds to a conditionally stable system.
In general, the following situations
may
also cause the phase to change
rapidly near the gain-crossover frequency
2.
The open-loop transfer function has two or more poles that are close
to each other and are close to the gain-crossover frequency.
The open-loop transfer function has one or more pairs of complex
conjugate poles near the gain-crossover frequency.

lead compensation
will illustrate
is ineffective.
a typical situation under which phase-
532
Example
10-2
Chap. 10
Let the open-loop transfer function of a control system with unity
feedback be
G> (s) =
It is
,(1
.1*X1
(1(M4)
+ 0.25)
desired that the system satisfies the following performance specifications:

1.
2.
ramp
100; or the steady-state error of the system due to a unit
function input
Phase margin
is
0.01 in magnitude.
> 40.
dB
1000
Phase curves of
phase-lead
compensated system
II
000
Bode plots of G p {s) = 100/[i(l

of using phase-lead compensation.
Fig. 10-22.
effects
0.l5)(l
0.2j)]
and the
Sec. 10.3
From
533
we set K = 100. The Bode plot of

As observed from this Bode plot, the phase
the steady-state error requirement,
G p (s) when K
100
margin of the system

In fact, the system
is
shown
is
is
in Fig. 10-22.
approximately 40, which means that the system
unstable for
all
values of
K greater than
15.
is
unstable.
The rapid decrease of
phase at the gain-crossover frequency, co c = 17 rad/sec, implies that the phase-lead

compensation may be ineffective for this case. To illustrate the point, the phase-lead
network of Fig. 10-10 and Eq. (10-12) with a = 4.6, 14, and 100, respectively, is used
to compensate the system. Figure 10-22 illustrates the effects of phase-lead compensation when the values of Tare chosen according to the procedure described in Example
10-1.
more phase lead is being added, the gainpushed to a higher value. Therefore, for this case, in
which the uncompensated system is very unstable at the outset, it may be impossible to
realize a phase margin of 40 by the phase-lead network of Fig. 10-10.
In a similar fashion, we may use the root contour method to illustrate why the
phase-lead compensation is ineffective in this case of a highly unstable system. Figure
10-23 shows the root locus diagram of the uncompensated system with the process
described by the transfer function of Eq. (10-44). When A^ = 100, the two complex
eigenvalues of the closed-loop system are at s = 3.8 +/14.4 and 3.8 j 14.4.
It is
clearly
shown
crossover frequency
is
in Fig. 10-22 that as
also being
s-plane
/15
K=
'/7.07
(K=
100
15)
/5
K=100
1
a:
= o
K=
K=
rf
-22.6 -20
10
-5
-/5
-/7.07(AT = 15)
\ K=
\ K
100
-/is
Fig. 10-23.
Root
loci
of s(s
5)(s
10)
50AT
0.
534
Chap. 10
Let the controller be represented by
+ aTs
+ Ts
a>
(10-45)
Then, the open-loop transfer function becomes
Gc (s)Gp (s)
5000(1
s(s
5)(s
+ aTs)
10)(1 +
(10-46)
Ts)
s-plane
r=o
Fig. 10-24.
of s(s
Root contours of
5)(s
10)(1
Ts)
s(s
5)(s
5000(1
10)(1
0.
aTs)
Ts)
5000
0,
and
Sec. 10.4
First,
tion
we
set
we vary rfrom
while
zero to
infinity.
The
535
characteristic equa-
becomes
s(s
The root contours of Eq.
5)(s
10)(1
Ts)
5000
Thus, in Fig. 10-24 the poles of Gt(s) are labeled as
T=
Gi(s) are points at which
Next,
become
T=
s(s
the overall system
is
5)(s
(10-47)
10)
(1(M8)
points,
and the zeros of
oo.
we restore the value of a
the trajectories
from the pole-zero configuration of
(10-47) are constructed
l{s) ~
5000
on which a
and the root contours of Eq.
in Eq. (10-46),
written
s(s
5)(.s
10)(1
Ts)
5000(1
aTs)
(10-49)
When a is considered the variable parameter, we divide both sides of Eq.

terms that do not contain a;
1
Thus, as
we have
(10-47)
= 0. In other words, the characteristic equation of
+
^ s(s +
5000aTs
5)(s
10)(1
+ 5000
Ts)
stated, the root contours with
/x_
r
U2W
(10-49)
by the
we have
a varying,
= Vo
(lO-SO)
(iv-W)
start (a
= 0) at the poles of
5000ar,r
s(s
5)(.s
10)(1
Ts)
uuol)
5000
The dominant part of the root
loci of Eq. (10-49) is sketched in Fig. 10-24. Notice

compensation the value of a is limited to greater than 1, the
root contours that correspond to this range are mostly in the right-half plane. It is
apparent from this root contour plot that the ineffectiveness of phase-lead compensation, in this case, may be attributed to the eigenvalues of the uncompensated system
that, since for phase-lead
being in the right-half plane.
We shall
is
far
show in the following that for the system considered in this example, it
more effective to compensate it by a phase-lag network, or by means of an auxil-
iary feedback loop.
10.4
In contrast to using a high-pass
may
use a low-pass
filter
filter
as a compensator for control systems,
for similar purposes. Figure 10-25 shows a simple
we
RC
network that may be used for the low-pass or phase-lag compensation of control systems. If we assume that the input impedance of
the network is zero and that the output impedance which
î
the network sees is infinite, the transfer function of the
+
1
network is
E^> ,
1 + R t Cs
nf
llU
- 1 + (*,
+ R 2 )Cs
,(*)
b2
Let
C^
aT
=RC
(10-53)
and
Fig. 10-25.
RC phase-lag network.
R*
Rp + RD 2
t
<
(10-54)
K
'
536
Chap. 10
aTs
Ts
<
(10-55)
RC Phase-Lag Network
Characteristics of the
Pole-zero configuration of the
RC phase-lag network.
of the phase-lag network of Fig. 10-25 has a real zero at

pole at s
l/T. As shown in
Fig. 10-26, since
The
s ==
transfer function
1/aT and a real
than unity, the pole
is less
always located to the right of the zero, and the distance between them
mined by
is
is
deter-
a.
iu>
5-plane
aT
Fig. 10-26. Pole-zero configuration of the transfer function
<
Ts),
(1
aTs)j(l
of a phase-lag network.
RC phase-lag
Polar plot of the
network. As seen from Eq. (10-52), the

network does not have any attenuation at
transfer function of the phase-lag
zero frequency, contrary to the case of the phase-lead network.
When we
= jco,
let s
Eq. (10-55) becomes
E2 (jco) =
EiUm)
The polar
values of a,
(a
to the semicircle
of the network.
more
+ jooaT
>
<
a2
1),
>a
shown
in Fig. 10-27 for three
negative, approaching the limit of
co ml
drawn from the
>
oo ml
origin
maximum phase lag m m < 0)

the maximum phase lag m becomes
real axis gives the
the value of a decreases,
>
(10-56)
Just as in the case of the phase-lead network, for
(<f>
<f>
<f>
90
value of a decreases, the frequency at which

in Fig. 10-26, co m ,
is
the angle between the tangent line
and the
As
<
l+ja>T
plot of this transfer function
>
any value of a
as a approaches zero.
m occurs, co m
As
the
increases; that
is,
Sec. 10.4
*-
-/
537
Re
Im
Fig. 10-27. Polar plots of
Bode plot of
the
E2 (s)IE
RC phase-lag
function of Eq. (10-56)
is
shown
(s)
(1
aTs)/(l
Ts)(a
<
1).
Bode plot of the transfer

The magnitude plot has a posi-
network. The
in Fig. 10-28.
and a negative corner frequency at co = l/T.

Since the transfer functions of the phase-lead and phase-lag networks are identical in form except for the zero-frequency attenuation and the value of a, it can
tive
corner frequency at
<a
1/aT,
aT
90
^ ~ "^
*
'i
'
u **?
"~
90
Fig. 10-28.
Ts) (a
<
Bode plot of the phase-lag network E 2 (s)/Ei(s)

1).
(1
aTs)l(\
538
readily be
satisfies
Chap. 10
shown that the maximum phase
lag
<f>
m of the phase curve of Fig. 10-28
the following relation
Design of Phase-Lag Compensation by Bode Plot

Unlike the design of phase-lead compensation, which utilizes the maximum
phase lead of the network, the design of phase-lag compensation utilizes the
attenuation of the network at the high frequencies. It was pointed out earlier
that, for phase-lead
compensation, the function of the network
is
to increase
the phase in the vicinity of the gain-crossover frequency while keeping the
magnitude curve of the Bode plot relatively unchanged near that frequency.
However, usually in phase-lead design, the gain crossover frequency is increased
because of the phase-lead network, and the design is essentially the finding of a
compromise between the increase in bandwidth and the desired amount of
relative stability (phase margin or gain margin). In phase-lag compensation,
however, the objective is to move the gain-crossover frequency to a lower frequency while keeping the phase curve of the Bode plot relatively unchanged at
the gain-crossover frequency.
The design procedure
for phase-lag compensation using the
Bode
plot
is
outlined as follows:
1.
The Bode
plot of the open-loop transfer function of the
pensated system
is
uncom-
made. The open-loop gain of the system
is
set
according to the steady-state error requirement.

2.
The phase margin and the gain margin of the uncompensated system
are determined from the Bode plot. For a certain specified phase
margin, the frequency corresponding to this phase margin
on the Bode
plot.
The magnitude
is
found
plot must pass through the 0-dB
axis at this frequency in order to realize the desired phase margin.
In other words, the gain-crossover frequency of the compensated
system must be located at the point where the specified phase margin
is
3.
found.
To
bring the magnitude curve
gain-crossover frequency,
the
co'c ,
down
dB
to
at the
new
prescribed
the phase-lag network must provide
amount of attenuation equal to the gain of the magnitude curve

new gain-crossover frequency. In other words, let the open-
at the
loop transfer function of the uncompensated system be
\G P Uo>'c)\
= -20 log,
dB
<
Gp (s);
then
(10-58)
from which
4.
Once the value of a
is
io-io>.ow>i/2o
<
(10-59)
determined, it is necessary only to select the

complete the design. Up to this point, we have
assumed that although the gain-crossover frequency is altered by
proper value of
T to
attenuating the gain at
c,
the original phase curve
is
not affected.
Sec. 10.4
This
is
539
not possible, however, since any modification of the magni-
tude curve will bring change to the phase curve, and vice versa.
With reference
shown in Fig.
quency, 1/aT,
cd'c ,
to the phase characteristics of the phase-lag

10-28,
is
apparent that
it is
placed far below the
if
new
network
the positive corner fre-
the phase characteristics of the compensated system will not be
appreciably affected near
co'c
by phase-lag compensation. On the

much less than co'c or
other hand, the value of 1/aT should not be too
the bandwidth of the system will be too low, causing the system to
be too sluggish. Usually, as a general guideline, it is recommended

that the corner frequency 1/aT be placed at a frequency that is
approximately
co'c
that
decade below the new gain-crossover frequency,
is,
rad/sec
aT
10
10
(10-60)
Therefore,
5.
The Bode
rad/sec
(10-61)
plot of the phase-lag compensated system
is
investigated
to see if the performance specifications are met.

6.
If all the design specifications are met, the values of a
and
T are
sub-
stituted in Eq. (10-55) to give the desired transfer function of the
phase-lag network.
Example
In
example we
a phase-lag controller for the sun10-1. The open-loop transfer

function of the sun-seeker system is given by Eq. (10-23),
10-3
this
shall design
Example
seeker system considered in
Sift
flC(s)
The
s(s
dO-62)'
25)
specifications of the system are repeated as follows
1.
2.
The phase margin of the system should be greater than 45.

The steady-state error of 0C(/) due to a unit ramp function input should be
less
than or equal to 0.01 rad/rad/sec of the
velocity. This is translated into the
The Bode
margin
is
plot of d a (s)/a,(s) with
1 is
shown
K>
in Fig. 10-29.
output
As
seen, the phase
only 25.
For a phase-lag compensation,

transfer function
Fig. 10-29
let
us choose the network of Fig. 10-25, whose
is
E^7)
From
K=
final steady-state
requirement of
it is
= G^S) = T +
<
(10 " 63)
observed that the desired 45 phase margin can be obtained if the

co'c is at 25 rad/sec. This means that the phase-lag controller
must reduce the magnitude of 6 Q {j(0)l<l{j<a) to dB at co = 25 rad/sec, while it does

not appreciably affect the phase curve in the vicinity of this frequency. Since, actually,
a small negative phase shift is still accompanied by the phase-lag network at the new
540
Chap. 10
60
ii
i
i
s(l+0.Q4s)
a(s)
dB
Phase margin of
compensated system
|
180
0.4
0.1
1.0
Phase margin of
compensated system
I
J-U
i_i_
i_i
2.0
100
co rad/sec
Fig. 10-29.
Example
Bode
plots of
in
10-3.
it is a safe measure to choose this new gain-crossover frequency somewhat less than 25 rad/sec, say, 20 rad/sec.
From the magnitude plot of {jco)l,{jco), the value of 6 (jco)/tx,(jco) at Co'c = 20
rad/sec
of 14
CO'c
is
dB
14 dB. This means that the phase-lag controller must provide an attenuation
at this frequency, in order to bring the magnitude curve down to
dB at
= 20 rad/sec. Thus, using Eq. (10-59), we have

a = 1()-1oOW)/(./i>'>1/20
= lO" =0.2
-
The value of a indicates
(10-64)
the required distance between the two corner frequencies of the
phase-lag controller, in order that the attenuation of 14
dB
is
realized.
In order that the phase lag of the controller does not appreciably affect the phase
at the new gain-crossover frequency, we choose the corner frequency 1/aT to be at 1
20 rad/sec. Thus
decade below co'c
CO'c
5r=To
==
20
Io
,,
2rad/sec
(10-65)
which gives
-=
= 0.4 rad/sec
(10-66)
Sec. 10.4
The
transfer function of the phase-lag controller
U(s)
E
and the open-loop
(s)
a(s)
s(s
541
is
= + 0.5^
+ 2.5s
1
(10-67)
0q(s)
compensated system
is
5(M.s + 2)
+ 0.4)(j + 25)
-_.
nft
(iv-ob)
The Bode plot of the open-loop transfer function of the compensated system is
shown in Fig. 10-29. We see that the magnitude curve beyond CO = 0.4 rad/sec is attenuated by the phase-lag controller while the low-frequency portion
meantime, the phase curve
new
is
not
is
not affected. In the
much affected by the phase-lag characteristic near the
is at 25 rad/sec. The phase margin of the comdetermined from Fig. 10-29 to be about 50.
gain-crossover frequency, which
pensated system
is
The magnitude-versus-phase curves of
the uncompensated
and the compensated
systems are plotted on the Nichols chart, as shown in Fig. 10-30.

resonant peak,
of the system
M of the compensated system
is
is
It is
seen that the
approximately 1.4 dB. The bandwidth
reduced from 70 rad/sec to 32 rad/sec.
The unit step responses of the uncompensated and the compensated systems are
shown in Fig. 10-31. The effects of the phase-lag controller are that the overshoot is
reduced from 44.4 per cent to 22 per cent, but the rise time is increased considerably.
latter effect is apparently due to the reduction of the bandwidth by the phase-lag
The
controller. Figure 10-31 also gives the step responses of the system
7* of
when
the value of
changed to 5 and then to 10. It is seen that larger values

improvements on the overshoot of the step response. Earlier it was
the phase-lag controller
is
of jfgive only slight

pointed out that the value of T is not critical when T = 5, it is equivalent to setting
\jaT at 20 times below the gain-crossover frequency of co'c = 20 rad/sec. Similarly,
;
T=
10 corresponds to placing 1/aTa.t 40 times below
CO'c .
Phase-Lag Compensation by the Root Locus Method
The design of phase-lag compensation is best illustrated by the root locus

diagram of the system considered in Example 10-3, which is shown in Fig. 10-32.
In this figure the root loci of the uncompensated system and the compensated
system are shown. It is important to note that since the simple pole and zero of
the phase-lag controller are placed close together
they have very
little effect
on the shape of the
and are very near the
origin,
original root loci, especially near
the region where the eigenvalues should be located to achieve the desired per-
K that correspond to similar points on the

For example, when K = 1, which gives the desired
steady-state response, the eigenvalues of the uncompensated system are s =
12.5 +y48.4 and s = 12.5 y'48.4, which correspond to a damping ratio
of 25 per cent. The comparable points to these eigenvalues on the compensated
root loci correspond to K = 5, which is 5 times greater. In fact, when K = 1
on the root loci of the compensated system, the eigenvalues are at s = 11.6 +
11.6 j 18, which correspond to a damping ratio (for these comj 18 and s =
formance. However, the values of
two root
loci are different.
plex roots) of 56.2 per cent.
dB
-160
-140
-120
Phase (degrees)
Fig. 10-30. Plots of G(s) in Nichols chart for the system in
542
Example
10-3.
Phase- Lag Compensation
Sec. 10.4
543
1.5
Without compensation
With phase-lag controller, GJs) =
'
+
,
I
0.2
I,
Ts
+ Ts
0.4
0.3
Time (seconds)
Fig. 10-31. Step responses of the sun-seeker system in
Example
10-3.
on the root loci of the compensated

It is simple to show that the values of
system at points relatively far away from the origin are 5 times greater than those
values of
at similar points on the root loci of the uncompensated system. For
instance, at the root s

10-32, the value of
is
K is
=
1
11. 6+ j 18 on the compensated root
loci
of Fig.
the comparable point on the uncompensated root loci
= 12.5 + j'18.4, and the value of KaX that point
result of Fig. 10-29 already reflects this relation
is 0.2. The Bode diagram

on the values of K, since the
phase-lag network hardly altered the phase plot near the gain-crossover fre-
quency, but reduced the gain by 14 dB, which

tion of the relation between the values of
of the compensated
may he
functions of the two systems.

the root loci for the
5.
Another explana-
obtained by referring to the open-loop transfer

Eq. (10-62), the value of
at a point s on
1*1
s, is
a factor of
From
Assuming that a point
is
K of the uncompensated loci and those
I*,
is
+25|
2500
written
(10-69)
on the compensated root loci and is far from the

s = 0.4 and s = 2, respectively,
pole and zero of the phase-lag network at
544
Chap. 10
the value of
K at s
is
given by
,,
1
._
l_
lg,|lJ 1
+0.4|lj +25|
1
(10-70)
500|j,+2|
or
|J,||J,
1*1
since the distance
Si to
from
s t to
+25|
500
0.4
will
be approximately the same as that from
2. This argument also points to the fact that the exact location of the pole
and the zero of the phase-lag network is not significant as long as they are close
to the origin, and that the distance between the pole and the zero is a fixed
desired quantity. In the case of the last example, the ratio between 1 jaT and l/T
is 5.
Based on the discussions given above, we may outline a root locus design
procedure for the phase-lag design of control systems as follows
Since the design will be carried out in the s-plane, the specifications on the
dampand other quantities such as rise time, bandwidth, and maximum overshoot, which can be correlated with the location of
transient response or the relative stability should be given in terms of the
ing ratio of the dominant roots,
the eigenvalues.
/CO
.s-plane
? = 0.562 \
\\
= 0.707
a:
= 0.2
;18
/12.5
K = 0.125X
K = 0.0625
=
25
a:
= o
4e
12.5
(a)
Fig. 10-32. (a)
system.
Root
loci of G(s)
250OK/[s(s
25)]
of the sun-seeker
Sec.
0.4
545
s-plane
r
f =
= 0.562\
^-|
0.707^
(b)
Fig. 10-32 (Cont.). (b)
Root loci of G(s)
500(5
2)/[s(s
25)(s
+ 0.4)]
of the sun-seeker system.
Sketch the root loci of the characteristic equation of the uncompen-
2.
Determine on these root
sated system.
loci
where the desired eigenvalues should be
located to achieve the desired relative stability of the system. Find
K that corresponds to these eigenvalues.

K required for steady-state performance and
the K found in the last step. The ratio of these two Ks
a (a < 1),
the value of
3.
Compare
the value of
is
which is the desired
ratio
between the pole and the zero of the phase-
lag controller.
4.
The exact value of
We may choose
T is
not
critical as
long as
the value of 1/aTto be
many
it is
relatively large.
orders of magnitudes
smaller than the smallest pole of the process transfer function.
Let us repeat the design of the system in Example 10-3 by means of the
root locus method just outlined. Instead of using the phase-margin specification,
we require that the damping ratio of the dominant eigenvalues of the closed-
loop system be approximately 56.2 per cent. This value of the damping ratio is
chosen so that we can compare the result of the root locus design with that
which was obtained independently by the Bode diagram method. The root locus
diagram of the original uncompensated system is drawn as shown in Fig.

10-32(a), based on the pole-zero configuration of Eq. (10-62). The steady-state
performance specification requires that the value of K should be equal to 1 or
546
greater.
From
56.2 per cent
the root loci of Fig. 10-32(a),
may be
it is
a
desired relative stability
found that a damping
K of the
of K is
attained by setting
Therefore, the ratio of the two values
The
Chap. 10
02
T=T
1
(10 " 71)
attained by setting
is
ratio of
original system equal to 0.2.
K to
0.2 in the open-loop
transfer function of Eq. (10-62) to give
(s)
a(s)
The open-loop
_
~
500
s(s
Q) _
2500^(1
s{s
a(s)
{W ' U)
25)
compensated system

fl
is
given by
aTs)
25)(I
Ts)
(10-73)
2500a^(j+ 1/aD
s(s
If the values of
aT and T are chosen
+ 25)(s +
1/T)
to be large, Eq. (10-73)
(Us)^2500aK_
=
a(j)
j(j
25)
is
approximately
<
from the transient standpoint. Since K is necessarily equal to unity, to have the
right sides of Eqs. (10-72) and (10-74) equal to each other, a = 1/5, as is already
determined in Eq. (10-71). Theoretically, the value of T can be arbitrarily large.
However, in order that the bandwidth of the closed-loop system is not too small,
we must not make Ttoo large. By setting T
2.5, the root loci of the compen-
sated system will be identical to that of Fig. 10-32(b).
As an alternative, the root locus design can also be carried out by means
of the root contour method. The root contour method was applied to the sunseeker system earlier in the phase-lead design. The design carried out by Eqs.
(10-38) through (10-43)
and
and 10-21 is still valid for phase-lag

I. Thus in Fig. 10-21 only the portions of the root contours that correspond to a < 1 are applicable for phase-lag
compensation. These root contours show that for effective phase-lag control,
Figs. 10-20
control, except that in the present case a
<
T should be relatively large. In Fig. 10-33 we illustrate further that

the complex eigenvalues of the closed-loop system are rather insensitive to the
value of T when the latter is relatively large.
the value of
Example
10-4
Consider the system given in Example 10-2 for which the phase-lead
compensation is ineffective. The open-loop transfer function of the
original system and the performance specifications are repeated as
follows
The performance
specifications are
1.
K =
2.
Phase margin
100 sec"
1
.
> 40.
Phase-Lag Compensation / 547
Sec. 10.4
i-plane
;Q.2
Fig. 10-33.
K=
(- 12.3 +/1 8.4)

(- 12.08 +/18.3)
(- 11.6+/18)
T=2.S
T=5
26.45
Root contours of
1.
3.
(0.525 +/6. 15)
r=10
(0.145 +/3. 135)
T= 10
T=5
T= 2.5
25.76
s(s
25)(1
Ts)
2500A:(1
(0.28+/4.4)
(-0.51)
(-1.04)
(-2.2)
aTs)
0;
1.
The phase-lag design procedure
2.
r=2.5
T = 5.0
is
as follows
The Bode plot of Gp(s) is made as shown in Fig. 10-34 for K = 100.
The phase margin at the gain-crossover frequency, CO c = 17 rad/sec, is
approximately 45, and the closed-loop system is unstable.
The desired phase margin is 40; and from Fig. 10-34 this can be realized
if the gain-crossover frequency is moved to approximately 4 rad/sec. This
means that the phase-lag controller must reduce the magnitude of G p (jco)
to
dB, while it does not affect the phase curve at this new gain crossover
frequency,
G>'c
is still introduced by
a safe measure to choose the new gain-
Since actually a small negative phase
the phase-lag controller at
co'c , it is
somewhat less then 4 rad/sec, say at 3.5 rad/sec. As an

we may select a larger phase margin of 45.
From the Bode plot, the magnitude of Gp (ja>) at (o'c = 3.5 rad/sec is 30 dB,
which means that the controller must introduce 30 dB of attenuation at
this frequency, in order to bring down the magnitude curve of Gp (jCo) to
crossover frequency
alternative,
4.
dB. Thus, from Eq. (10-59),
lQ-\oMo>c')\no
10 -i.5
= o.032
(10-76)
This equation implies that the two corners of the phase-lag controller
548
Chap. 10
80
10Q
G" (yS )' =
s{\
0.1 s)(l
+ 0.2s)
cj c
-180-
Phase margin of
compensated system
7 rad/sec
Phase margin of
270'
J_
0.01 0.0112
0.35
0.1
1.0
2.5
100
cjI
w rad/sec
Fig. 10-34.
Example
Bode
plots of
in
10-4.
must be placed
1.5
decades apart, in order to produce the required 30
dB
of attenuation.
5.
Using the guideline that the upper corner frequency of the controller,
1/aT, is placed at the frequency of 1 decade below the new gain-crossover
frequency, we have
1
3.5
(o'c
,,
^ = To=To =a35rad/sec
which gives
6.
The Bode
T=
Gc (s) =
by
1
sketched in Fig. 10-34.
sated system
7.
89.3
plot of the compensated system, with the phase-lag controller
transfer function given
is
(10-77)
is
+ aTs
+Ts
It is
1
1
+
+
2.86j
(10-78)
89.3s
seen that the phase margin of the compen-
approximately 40.
The open-loop transfer function of the compensated system is

G(s)
= G (s)Gp (s)
c
+ 2.865)
+ 0.2^(1 +
100(1
s(l
0.ls)(l
The magnitude-versus-phase curves of
89.3*)
(10-79)
the compensated and the uncompensated
systems are plotted on the Nichols chart, as shown in Fig. 10-35, These curves
show
260
220
240
180
- 160
140
100
120
Phase (degrees)
Fig. 10-35. Plots of G(i) of the
tems
in the
compensated and the uncompensated
sys-
Nichols chart for Example 10-4.
549
550
Chap. 10
uncompensated system is unstable, but the compensated system has the

following performance data as measured by the frequency-domain criteria:
that the
resonant peak
dB
(1.41)
= 40 deg
= 10 dB
= 6 rad/sec
phase margin
gain margin
bandwidth
K=
When
100, the open-loop transfer function of the uncompensated system and
the compensated system may be written
G{s)
s(s
G0)
5000
5)0 + 10)
160Q
s(s
5)0
(10-80)
+ 0.35)
+ 0.0112)
10)0
s-plane
/7.07(A = 15)
/6.73 (A = 420)
(AT
= 3.2)
- 1.53+/3.335
(K= 100)-
1.44
K=0
+/2
K=0
10
50K
G(s)
s(s
1.6A"(s
G(s)s(s
Fig. 10-36.
Example
Root
10-5.
+ 5)(s+
loci
+ 5)(s+ 10)
+ 0.35)
10)(s
+ 0.0112)
of compensated and uncompensated systems in
(10-81)
Sec. 10.4
respectively.
5000
is
551
These transfer functions give indication of the improvements made on the
system's performance from the root locus point of view.
Eq. (10-80)
is
the constant, a, which
is
The gain constant of
G(s) in
only 160; the ratio of 160 to

determined earlier to be 0.032. This means that since
5000, whereas that of G(s) in Eq. (10-81)
is
the pole and zero of the phase-lag controller are very close to the origin, as compared
5 and 10, the controller effectively reduced the loop gain of
with the poles at s
the system by a factor of 0.032. Figure 10-36 shows the root loci of the uncompensated
and the compensated systems. Again, the loci of the complex roots are very close to
for the uncompensated system is

each other for the two cases. The critical value of
= 100, the compensated
15, whereas for the compensated system it is 420. When
system has eigenvalues at s = 11.33, s = 0.8, s = 1.436 +j2, and j = 1.436
j2. The unit step response of the system with the phase-lag controller is shown in
Fig. 10-37. The peak overshoot of the system is approximately 35 per cent.
Time (seconds)
Fig. 10-37. Unit step response of the system with phase-lag
in
Effects
Example
compensation
10-4.
and Limitations of Phase-Lag Compensation
From the
and limion the performance of a control system may
results of the preceding illustrative examples, the effects
tations of phase-lag compensation
be summarized as follows:
1
2.
For a given relative stability, the velocity error constant is increased.

The gain-crossover frequency is decreased; thus the bandwidth of
the closed-loop system
3.
is
decreased.
For a given loop gain, K, the magnitude of the open-loop
transfer
552/
function
Chap. 10
is
attenuated at the gain-crossover frequency, thus allowing
improvement
in the phase margin, gain margin,
and resonance peak
of the system.
4.
The
rise
time of the system with phase-lag compensation
slower, since the bandwidth
reduction in the overshoot, the
10.5
usually decreased.
is
rise
time
is
is
usually
For additional
further increased.
We
have learned from the preceding sections that phase-lead compensation
usually improves the rise time and the overshoot but increases the bandwidth
of a feedback control system, and

a stability problem.
On
it is effective for systems without too severe

the other hand, phase-lag compensation improves the
overshoot and relative stability but often results in longer rise time because of
reduced bandwidth. Therefore, we can say that each of these two types of control has its advantages and disadvantages. However, there are many systems
that cannot be satisfactorily improved by the use of either scheme. Therefore,
it is
natural to consider the use of a combination of the lead and the lag con-
trollers, so that the
time,
advantages of both schemes
some of the undesirable
may
be utilized; at the same
features in each are eliminated in the
combined
structure.
The
transfer function of such a lag-lead (or lead-lag) controller
may
be
written
--(t^)(ttt#)
I
where a
tion if
>
and b
we assume
<
1,
<- lead ->
1
1
and the attenuation factor
that adequate loop gain
is
<- lag
/a
<
1M2 >
is
not shown in the equa-
available in the system to
compen-
sate for this loss.
Usually it is not necessary to cascade the lead and the lag networks of Figs.
10-10 and 10-25 for the realization of Eq. (10-82) if a and b need not be specified
independently.
A network that has lag-lead characteristics, but with fewer num-
ber of elements,
is
shown
in Fig. 10-38.
The
-vwv-
R2
C2
Fig. 10-38. Lag-lead network.
network
is
Sec. 10.5
2 (s)
G A)
M _~ e,(j)
~
Comparing Eq.
+ *,c,jX1 + R c s)
+ * ,C + tf C > + R^C^s
(i
1
(J?,C,
.
(10
83)
v
= ^C,
AT = * C
T T =R R CC
(10-84)
7\
From
Eqs. (10-84) and (10-85),
(10-86)
(10-87)
RiRiCiCt
ab
(10-88)
specified independently.
which means that a and A cannot be
we shall design a lag-lead controller for the control

system considered in Examples 10-2 and 10-4. The open-loop transfer
function of the original system is repeated as
In this example
10-5
The performance
= ,(1 + 0.1 *(1 + 0.2.)
< 10
- 89
>
specifications are
K =
100 sec"
v
Phase margin
1.
we have
abT T 2
2.
(10-85)
Thus
Example
553
we have
(10-82) with Eq. (10-83),
1
.
> 40.
These requirements have been satisfied by the phase-lag controller designed in

10-4. However, it is noted that the phase-lag controller yielded a step response
that has a relatively large rise time. Tn this example we shall design a lag-lead controller
Example
is reduced.
Let the series controller be represented by the transfer function
so that the rise time
r<\ =
GM
For the
first
part
we
(1
(1
+ aT,s)(l + bT s)
+ ri ,xl + TlS)
consider that the lag-lead controller
Fig. 10-38, so that the coefficients
In general, there
is
no
no9m
10 - 9 )
is
realized
a and b are related through Eq.
by the network of
(10-88).
fixed procedure available for the design of the lag-lead
controller. Usually, a trial-and-error procedure, using the design techniques outlined

for the phase-lag and the phase-lead controllers, may provide a satisfactory design
arrangement.
Let us
first
determine the phase-lag portion of the compensation by selecting the

T2 and b of Eq. (10-90). The Bode plot of Gp (s) of Eq. (10-89) is
proper values of
sketched in Fig. 10-39 for
frequency of
desired
new
alone
used.
is
Gp (ja>)
K=
100.
We
from 17 rad/sec
arbitrarily
choose to move the gain-crossover
to 6 rad/sec. Recall that in
is
3.5 rad/sec
With the gain-crossover frequency
when
Example
10-4, the
phase-lag compensation
at 6 rad/sec, the phase
margin of the
system should be improved to approximately 10. Using the phase-lag design technique,
we notice that the attenuation needed to bring the magnitude of G{jco) down to dB
at co'c = 6 rad/sec is 22 dB. Thus using Eq. (10-59), we have
b
'
io- 22 20
10- 1
'
=0.08
(10-91)
554
Chap. 10
80
60
gpX(S )'
40
s(l+0.\s)(l+0.2s
20
dB
-20
s(\
- 40 -
100(1 + 0.32s)(l +1.667^)

+0.1s)(l + 0.2s)(l +0.0257i)(l + 20.83*)
-60
Phase margin of
compensated system
90
h-
Phase margin of
180
-270 J_
0.048
">,.
0.1
0.6
1.0
3.11
100
38.9
tj rad/sec
Fig. 10-39.
Bode
plots of
uncompensated system and compensated system
with lag-lead controller in Example 10-5.
Placing \jbT2 at
decade of frequency below
j-jt
-j-jj
co'c
6 rad/sec,
we have
0.6 rad/sec
(10-92)
Thus
20.83
(10-93)
0.048
(10-94)
and
T2
The phase-lag portion of the
controller
1
Now we
is
described by
+ 1.667j
+ 20.83.?
turn to the phase-lead part of the controller. Since a
found to be 12.5. From Eq.

lead that corresponds to this value of a is
inverse of b, the value of
is
(10-20), the
aa+ = 0.8518
phase
(10-95)
or
equal to the
sin0
(f>
is
maximum
58.3 deg
The zero-frequency attenuation of the phase-lead
controller
is
Sec. 10.5
20 Iog,
20 log,
12.5
21.9
dB
555
(10-96)
Using the procedure outlined earlier, the new gain-crossover frequency

= 11 rad/sec. Then, using Eq. (10-15), we get
is
found to be
at co
r,
a>m
(10-97)
38.:
and
aT
The
3.11
y
transfer function of the lag -lead controller
(1
c (s)
(1
where as a usual
+0.32s)(l
determined as
is
+ 1.6675)
+ 20.83*)
(10-98)
0.0257j)(1
practice, the attenuation factor in the phase-lead portion has
been
dropped.
Figure 10-39 shows that the phase margin of the compensated system is approximately 40. The open-loop transfer function of the compensated system with K = 100
is
G(s)
The
= G (s)Gp (s)
c
unit step response of the
4981(*
s(s
5)(s
3.11)(j
10)(.s
compensated system
is
+ 0-6)
+
38.88) (s
shown
(10-99)
0.048)
in Fig. 10-40. It
is
1.5
System with phase-lag

controller
^._-"
1.0
System with
lag-lead
controller
0.5
I
1
Time (seconds)
Fig. 10-40.
controller.
Unit step response of the system in Example 10-5 with lag-lead
apparent
566
Chap. 10
5-plane
(- 4.159 +/1 0.556)
AT
= 4981
-
/K=
4981
K=
42.627
38.88
Fig. 10-41.
the system in
Example 10-5 with
lag-
lead controller.
that the step response of the system with the lag-lead controller is much improved
over that of the phase-lag compensated system. Not only the overshoot is smaller, but
is also greatly reduced. We may attribute these improvements
to the
addition of the phase-lead portion of the controller. It can be easily verified that the
bandwidth of the closed-loop system is now approximately 18 rad/sec, which is 3
the rise time
times that of the system with the phase-lag controller alone.

The root locus diagram of Fig. 10-41 shows that the dominant complex roots of
the lag-lead compensated system correspond to a much larger natural undamped
frequency than that of the system with only the phase-lag controller designed in Example 10-4, Fig. 10-36. This accounts for the fact that the lag-lead compensation gives a
wider bandwidth and thus a shorter rise time. The root locus diagram of Fig. 10-41
also shows that for all practical purposes, the transfer function of the closed-loop
system with the lag-lead controller can be approximated by

C(s)
R(s)
5487
(*
+ 42.627X* +
4.159 +/10.556)(j
where the closed-loop poles at 0.616 and -2.76 are

0.6 and 3.11, respectively.
+ 4.159
-7T0556)
effectively canceled
10 - 10)
by the zeros
at
It
should be pointed out that
the design problem
on the
we have been
first trial.
fortunate to have found a solution to
In general, any trial-and-error design scheme
may
Bridged-T Network Compensation / 557
Sec. 10.6
not be as straightforward, especially since there is a constraint between a and b of Eq.

(10-90). In other words, once we selected a value for b, a is also determined. It is
entirely possible that the combination does not satisfy the design specifications.
10.6
Many
controlled processes have transfer functions that contain one or more

One of the distinct features of a pair of com-
pairs of complex-conjugate poles.
plex poles
is
that the gradient of the phase with respect to frequency near the
is
large. This is similar to the situation
when two or
more simple poles of the transfer function are placed close to each other. With
reference to the system considered in Examples 10-2 and 10-4, the reason the
phase-lead controller
tem is
is
ineffective in
improving the relative
stability
of the sys-
because the phase of the process has a steep negative slope near the gain-
crossover frequency (see Fig. 10-22). When a process has complex poles, especially
if the poles are close to the imaginary axis, the design problem may become
more acute. We may suggest the use of a controller that has a transfer function
with zeros so selected as to cancel the undesired complex poles of the original process, and the poles of the controller are placed at the desired locations
in the s-plane. For instance, if the transfer function of a process is
G
in
= ^ +* +
io)
which the complex-conjugate poles are causing
closed-loop system, the suggested series controller
1(M01)
problems in the
have the transfer func-
stability
may
tion
Gc{s)
= /'+/+]
(1(W 02)
The constants and are determined according
to the performance
Although the transfer function of Eq. (10-102) can

be realized by various types of passive networks, the bridged-T networks have
the advantage of containing only RC elements. Figure 10-42 illustrates two basic
types of the bridged-T RC networks. In the following discussion, the network
shown in Fig. 10-42(a) is referred to as the bridged-T type 1, and that of Fig.
specifications of the system.
10-42(b)
referred to as type 2.
is
With
and infinite output

network is given by
the assumption of zero input source impedance
impedance, the transfer function of the bridged-T type
2 (s)
+ 2RC s + R C,C s
+ (C, + 2C )s + R C C s
1
and that of the bridged-T type 2 network

2 (s)
Ei(s)
When
these
E^s)
1
1
(10-103)
v
is
2R.Cs + C2 R,R 2 s 2
C(R 2 + 2R,)s + C 2R,R 2 s 2
two equations are compared,
it is
(10-104)
'
v
apparent that the two net-
568
Chap. 10
H(-
-\MAr-
^c,
(a)
R2
-WAr-
-K-
(b)
Fig. 10-42.
Two
basic types of bridged-T network, (a)
Type
network, (b)
Type 2 network.
works have similar transfer characteristics. In fact, if R, C,, and C in Eq.

2
(10-103) are replaced by C, R 2 and R u respectively, Eq. (10-103) becomes the
transfer function of the type 2 network given by Eq. (10-104).
It is useful to study the behavior of the poles and zeros of the transfer functions of the bridged-T networks of Eqs. (10-103) and (10-104) when the network parameters are varied. Owing to the similarity of the two networks, only
,
type
1 will be studied here.

Equation (10-103) is written as
T^S ^ R C^C
+ RCi
Cj+2C s
RC^ + RtCtCz
%
Ms)
'
If
'
both the numerator and the denominator polynomials of Eq. (10-105) are
written in the standard
form
2Ccos
we
(10-105)
col
(10-106)
have, for the numerator,

co 2
=+
R*JC C2
(10-107)
(10-108)
Sec. 10.6
559
and fdr the denominator,

<o
r
*"
= co
RjC.C,
-C +
2C2
'
2yc,C 2
(10-109)
2C 2 /C,
2VQ/C,
2tf
(10-110)
2,
The loci of the poles and zeros of Ez (s)IE {s) of Eq. (10-105) when C
u Ci,
and R vary individually are sketched in Fig. 10-43. When R varies, the numerator
and the denominator of Eq. (10-105) contain R in the form of R\ and the root
locus method cannot be applied directly to this nonlinear problem.
Fortunately,
l
Root locus of zeros
Root locus of poles
s-plane
s-plane
0-C,
*-
/CO
c, =
C, -> oo
X >
>
<
/?C2
/CO
s-plane
2/?C2
/CO
s-plane
ii
'
C2 ^
C2
"*
c2
C2
'
C2
10
RC
-*o
RCy
=
**-<>
__J_
RCy
II
o
s
-_
/^Z^
,.
i_A
C2
/?-oo
/CO
s-plane
>C
(C*<
1)
0*-/?\
/?C,
/?-*oo
RC
RC,
C2 <
C,
(C
>
Fig. 10-43. Loci of poles
1)
and zeros of the bridged-T type
network.
560
Introduction to Control Systems Desiign
Chap. 10
equations that are of the form of Eq. (10-106) are of the second
easily. Therefore, the pole and zero loci of Fig. 10-43
show that the two zeros of the bridged-T network type can be either real or
in this case, the
order and can be solved
complex; for complex zeros, C 2 must be less than

function always lie on the negative real axis.
The and
C The
.
poles of the transfer
parameters of the denominator and the numerator of the

network may be obtained by replacing R, C,, and
in Eqs. (10-107) through (10-1 10) by C, R 2 and R u respectively. Thus
co
transfer function of the type 2
COnz
(10-111)
C*/R R 2
1
(10-112)
(o
(10-113)
(o 2
2*.
2
The root
network
if
Example
10-6
loci
shown
in Fig. 10-43
(10-114)
v /?i/?2
can
still
be used for the type 2 bridged-T
the corresponding symbols are altered.
The control system shown
in Fig. 10-44
is
selected to demonstrate
the use of the bridged-T network as a controller
and the principle of

improving system performance by pole-zero cancellation.
3>\ *M
R(s)
K(\ +
Controller
Fig. 10-44.
Feedback control system
The controlled process has the

G,(s)
Example
10-6.
ATO+JOs)
(10-115)
0.2* -f 0.25.S 2 )
locus diagram of the uncompensated closed-loop system
shown
transfer function
.5(1
The root
for
C(s)
lO.s)
+ 0.2s + 0.25s 2
5(1
that although the closed-loop system
is
shown
in Fig.
always stable, the damping

of the system is very low, and the step response of the system will be quite oscillatory
for any positive K. Figure 10-47 illustrates the unit step response of the system when
= 1. Notice that the zero &\ s = 0.1 of the open-loop transfer function causes the
10-45. It
is
is
closed-loop system to have an eigenvalue at *
constant of
oscillate
1 1
sec.
about a
Thus
this small
level that is
below unity, and
to reach the desired steady state.
0.091, which corresponds to a time

eigenvalue causes the step response of Fig. 10-47 to
it
would take a long time
for the response
Sec. 10.6
K
0.354 +/6.62
561
Let us select the type 1 bridged-T network as series compensation to improve the relative stability of the system. The
/CJ
t
K=
complex-conjugate zeros of the network should be so placed

that they will cancel the undesirable poles of the controlled
process. Therefore, the transfer function of the bridged-T net-
work should be
i-plane
j' 2
GAs)
S
+ 0.8s + 4
+ CO
(10-116)
2t P co op s
Using Eqs. (10-107) and (10-108), we have

/3
(10-117)
/?V C\Cz
-0.4+ /1. 96
(10-118)
K
One root
-
0.093
From
Eqs. (10-109) and (10-110),
W
at
(K=
co,
(10-119)
2.7
(10-120)
and
1)
K = o:
c,=
-0.4-/1.96
The
;3
/6.62
^ BC
bridged-T network
+ 0.8s + 4
+ 0.384)(j + 10.42)
^ > XU
The open-loop
is
s1
(J
0.354
+ 2E =
transfer function of the type
Gc (s) =
-/5
(10-121)
compensated system
is
(10 " I22)
The root loci of the compensated system are sketched as

shown in Fig. 10-46. The root loci show that for K greater
Root loci of the feedback control
system in Example 10-6 with G (s) =
p
Fig. 10-45.
[AC(1
10s)]/[.s(l
than 0.64, two of the eigenvalues of the system are complex.

However, the dynamic response of the system is still dominated by the eigenvalue that lies near the origin of the s-plane.
Figure 10-47 illustrates the unit step response of the compenwhen

1
In this case the complex eigenvalues
of the compensated system cause the response to oscillate only slightly,
but the eigenvalue at s
-0.093 causes the system response to take a very long time in reaching
its steady state of unity. It is apparent that the
relative stability of the system is greatly
improved by the bridged-T controller through pole-zero cancellation.
0.2s
0.25^)].
sated system
K=
Although the preceding design is carried out on the basis that the undesirable poles of the controlled process are exactly canceled by the zeros of the
controller, in practice this ideal situation is difficult to achieve.
One of the difficulties
lies in the fact that we cannot design the controller so
that its poles and zeros
will fall exactly at the specified locations. Another problem
is lack of knowledge
as to exactly where the poles of the process are. Usually, in the determination
of
the transfer function of a process, assumptions and approximations
have to be
made, so that the mathematical description of the system is never precise. In
562
Chap. 10
/cj
s-plane
K=\
S.33+/3.8
K=
--o
10.4
One
-
K=
Fig. 10-46.
Root
loci
root at
0.093 when
K=
5.33-/3.8
of feedback control system in Example
0-6 with
bridged-T controller.
view of these practical considerations, in practice, a more

the attempt of the pole-zero cancellation design
is
realistic situation in
at best a "near cancellation."
Let us consider that the design of the bridged-T compensation of the system
10-6 resulted in an inexact pole-zero cancellation, so that the transfer function of the controller is
in
Example
c (s)
+ 0.76s + 3.8
+ 0.366)0 + 10-4)
s1
=
(s
(10-123)
Since the complex poles of the controlled process are not canceled by the zeros
G c (s), the open-loop transfer function of the system becomes
of
w=
40K(s
G(s )
For
all practical
s(s
0J6s
3.8)
Q.1Xj
0.8j
10.4)0 2
4)
0.366)0
(10-124)
purposes, the complex poles and zeros of G(s) of Eq. (10-124)
can still be considered as close enough for cancellation. For

loop transfer function is
K=
1,
the closed-
Sec. 10.6
563
Uncompensated system
c(t)
10
Seconds
Fig. 10-47. Unit step responses of the
sated systems in
C()
R(s)
Example
40(,y
(s
0.093)O
compensated and the uncompen-
10-6.
0-l)Cr
0.81 ^
0-76a
3.805)O
+ 3.8)
+ 10.66.S +
(10-125)
42.88)
Since the zeros of the open-loop transfer function are retained as zeros of the
closed-loop transfer function, Eq. (10-125) verifies that near cancellation of
same situawe may conclude that from

effectiveness of the cancellation com-
poles and zeros in the open-loop transfer function will result in the
tion for the closed-loop transfer function. Therefore,
the transient response standpoint, the
not diminished even if the pole-zero cancellation is not exact.

we can show that if the partial-fraction expansion of Eq. (10-125)
2
0.8 Is
is carried out, the coefficients that correspond to the roots of s
3.805
will be very small, so that the contribution to the time response from
pensation
is
Alternatively,
these roots will be negligible.

If the undesirable poles of the open-loop transfer function are very close to
or right on the imaginary axis of the .s-plane, inexact cancellation may result in a
conditionally stable or an unstable system. Figure 10-48(a) illustrates a situation
in
which the
relative positions
of the poles and zeros intended for cancellation
564
Chap. 10
/CO
X?fC=o
s-plane
K=
(a)
'
/'co
>
5-plane
K=
K=
K=Q
(b)
P.K =
Fig. 10-48.
Root
locus diagrams showing the effects of inexact pole-zero
cancellations.
result in a stable system,
whereas in Fig. 10-48(b), the inexact cancellation is

unacceptable, although the relative distance between the poles and zeros
intended for cancellation is small. Normally, the two situations may be distinguished simply by the use of the angles of departure properties of the root loci.
REFERENCES
1
2.
H. W. Bode, Network Analysis and Feedback Amplifier Design, D. Van Nostrand

Reinhold Company, New York, 1945.
H. M. James, N. B. Nichols, and R. S. Phillips, Theory of Servomechanisms,
Problems
Chap. 10
3.
565
N. Wiener, Extrapolation, Interpolation, and Smoothing of Stationary Time

Technology Press, MIT, Cambridge, Mass., 1949.
Series,
4.
W.
R. Evans, "Control System Synthesis by Root Locus Method," Trans. AIEE,
Vol. 69, pp. 66-69, 1950.

5.
J.
G. Truxal, Automatic Feedback Control System
Book Company, New York,
Synthesis,
McGraw-Hill
1955.
PROBLEMS
10.1.
The open-loop
s(l
The feedback
is
unity.
+ 0.2i)(l + 0.5s)
The output of the system
is
to follow a reference
ramp
rpm with a maximum steady-state error of 2.
input to yield a velocity of 2
Determine the smallest value of
(a)
given by
jr
G(s)
is
K that will satisfy
the specification given
above. With this value of K, analyze the system performance by evaluating

the system gain margin, phase margin,
(b)
M, and bandwidth.
lead compensation with the transfer function
(1
+ 0As){\ + 0.08*)
is
inserted in the forward path of the system. Evaluate the values of the gain
margin, phase margin,
Comment on
mance.
Sketch the root
(c)
10.2.
p,
and bandwidth of the compensated system.
the effects of the lead compensation of the system perfor-
loci
of the compensated and the uncompensated systems.
type-2 control system
shown
is
in Fig. P10-2.
The system must meet
the
following performance specifications:

(a)
Acceleration constant
(b)
The resonance peak
K = 5 sec -2
p <
1.5.
*-C(s)
Figure P10-2.
Design a
series phase-lead controller to satisfy these requirements.
root loci for the uncompensated and compensated systems.
Sketch the
What are the values
of the damping ratio (of the complex roots) and the bandwidth of the compensated system ?
10.3.
Figure P10-3
illustrates the
block diagram of a positioning control system.
The system may be used for the positioning of a shaft by a command from a
remote location. The parameters of the system are given as follows:
= 0.01
/ = 0.05
ze
sec
oz-in-sec 2
566
Chap. 10
Motor
Motor and
electric
circuit
Ka
load
Km
Gc (s)
+Te S
Figure P10-3.
= 0.5 oz-in-sec
Km = 10 oz-in/volt
B
TL =
(a)
less
(b)
disturbance torque
Determine the minimum value of the error sensor and amplifier gain Ka so
that the steady-state error of 9 due to a unit step torque disturbance is
than or equal to 0.01
(1
per cent).
Determine the stability of the system when

mined in part (a).
Design a phase-lead controller in the form
c {s)
+aTs
Ts
a>
Ka
is set
at the value deter-
so that the closed-loop system has a phase margin of approximately 40.

Determine the bandwidth of the compensated system. Plot the output
10.4.
response O (O when the input r (t) is a unit step function. (TL = 0.)
Repeat the design problem in Problem 10-3 with a phase-lag controller
1
c (s)
10.5.
Human
+aTs
+Ts
<
beings breathe in order to provide the means for gas exchange for the
respiratory control system is needed to ensure that the body's
entire body.
needs for this gas exchange are adequately met. The criterion of control is
adequate ventilation, which ensures satisfactory levels of both oxygen and
carbon dioxide in the
arterial blood. Respiration is controlled by neural

impulses that originate within the lower brain and are transmitted to the chest
and diaphragm to govern the rate and
tidal volume. One source of the

the chemoreceptors located near the respiratory center, which are
sensitive to carbon dioxide and oxygen concentrations. Figure P10-5 shows the
cavity
signals
is
block diagram of a simplified model of the
The
objective
is
human
respiratory control system.
to control the effective ventilation of the lungs so that satis-
factory balance of concentrations of carbon dioxide and oxygen

(a)
blood circulated at the chemoreceptor.

A normal value of the chemoreceptor gain
margin and the phase margin of the system.
(b)
Assume
is
maintained
in the
Kf
is 0.
Determine the gain
that the chemoreceptor is defective so that its gain K is increased

f
Design a controller in the forward path (to be inserted in front of the
block representing the lungs) so that a phase margin of 45 is maintained.
to 1.
Chap. 10
Problems
Lungs
567
Circulatory system
Concentration
CO)
0.1
+ 0.5)0 + 0.1)0 + 0.2)
Desired
ventilation
V
Chemoreceptor
Figure PI 0-5.
10.6.
This problem deals with the cable-reel unwind

process described in Problem
5-16 and shown in Fig. P5-16. The inertia of
the
reel is
JR
where
(a)
187?*
200 ft-lb-sec 2
R is
the effective radius of the cable reel.

that
and JR are constant between layers of the cable. Determine
the maximum value of the amplifier gain
so that the entire unwinding
process is stable from beginning until end.
Assume
= 10. Design a series controller so that the system has a phase

margin of 45 at the end of the unwind
process {R = 2 ft). With this
controller, what are the phase and gain
margins of the system at the beginning of the unwind process? Sketch the
root loci of the compensated
(b) Let
K = 10 and indicate the variation of the roots on the loci as

unwind process progresses. It should be noted
that the treatment of
this problem by a transfer function
is only an approximation;
process with
the
strictly,
process
10.7.
is
the
nonlinear as well as time varying.
Figure P10-7 shows the block diagram of

the speed control system for an
power generating system. The speed governor
valve controls the
steam flow input to the turbine. The turbine
drives the generator, which puts
out electric power at a frequency
proportional to the generator speed co The
g
electrical
Speed
governor
Power system
valve
generator
Reference
input
voltage
Tachometer
Figure PI0-7.
568
Chap. 10
desired steady-state speed of the generator
is 1200 rpm, at which the generated

60 Hz. / = 100.
Let the speed governor valve gain K be set at 10 rad/volt. Determine the
tachometer gain so that the complex eigenvalues of the closed-loop system
correspond to a damping ratio of 0.707. Sketch the root loci as a function
output voltage
(a)
is
KT and indicate the location of the roots with the desired damping.
Determine the desired reference input voltage, with the value of KT set at
the value determined in (a), so that the generator speed is 1200 rpm
of
(b)
(TL
(c)
= 0).
TL denotes a load change. Determine the per cent change in

the steady-state speed due to a constant load change when T is as deterIn Fig. P10-7,
mined
in (a).
keep the frequency variation due to load change within

At the same time, the relative damping of the complex
eigenvalues of the overall system must be approximately 0.707. Can both
requirements be satisfied by only changing the values of A" and KT 1 If not,
design a series controller in the forward path for this purpose. Sketch the
root locus for the compensated system with K = 10, with KT as the
(d) It is desired to
0.1 per
cent.
variable parameter.
10.8.
The phase-lock loop technique is a popular method for dc motor speed control.
A basic phase-lock loop motor speed control system is shown in Fig. P10-8.
Reference
speed
Motor
Eo
ym
control
circuit
*2
<0
Encoder
Counter
speed
Motor
MM
C
1(-
vwv-
t>
Em
Filter
Figure P10-8.
The encoder produces
digital pulses that represent motor speed. The pulse

from the encoder is compared with the reference frequency by a phase
comparator or detector. The output of the phase detector is a voltage that is
train
proportional to the phase difference between the reference speed and the
actual motor speed. This error voltage upon filtering is used as the control
signal for the motor.
follows:
The system parameters and
transfer functions are as
Chap. 10
Problems
Kp = 0.0609 volt/rad
Ka =
K"
=
(K -tor
{Km
- I0 T
Vm (s)
s(\ + Tm s)
K = 5.73 pulses/rad
Ea_ __ R Cs +
E
RiCs
*i = 1.745 x 10 Q, C, = fiF
Phase detector
Motor
Motor
control circuit gain
569
QM
transfer function
<
Encoder gain
">
0.04)
Filter transfer function
in
1_
Counter
Determine the value of R 2 so that the complex roots of the closed-loop

system
have a damping ratio of approximately 0.707. If the problem
has more than
one solution, use the one that corresponds to the smallest
system bandwidth.
Sketch the root locus diagram for the characteristic
equation roots as R 2
varies.
10.9.
Tachometer feedback is employed frequently in feedback control systems

for
the purpose of stabilization. Figure P10-9 shows the
block diagram of
a system
with tachometer feedback. Choose the tachometer gain
constant K, so that the
relative damping ratio of the system is 50 per cent.
How does the tachometer
feedback affect the bandwidth of the system ?
X^
R(s)
a*)
10
s(s+ I)
K,s
Tachometer
F
10.10.
gure P10-9.
The block diagram of a control system is shown in Fig. P10-10.

By means of
the root contour method, show the effect of variation
in the value of T on the
location of the closed-loop poles of the system.
R(s)
E(s)
KX^
-T
1
+ Ts
Figure P10-10.
10
s(l +0.1.S) 2
C(s)
570
10.11.
Chap. 10
computer-tape-drive system utilizing a permanent-magnet dc motor is

in Fig. P10-ll(a). The system is modeled by the diagram shown in Fig.
shown
The constant L represents the spring constant of the elastic tape,

denotes the viscous frictional coefficient between the tape and the
capstans. The system parameters are as follows
P10-ll(b).
and
BL
K =
BL =
e
where
K =
b
0.023 oz-in-sec 2
36 oz-in/volt
Ra
6.92 oz-in/rad/sec
KL =
10 oz-in-sec
JL = 7.24 oz-in-sec
K K IR + Bm Ka = torque
2
back emf constant, K,

and B,
motor viscous
=
in oz-in/amp,
(a)
Write the
Q>l,
m and
,
2857.6 oz-in/rad
constant
friction constant.
system shown
in Fig.
P10-ll(b) with 9 L ,
co m as the state variables in the prescribed order.
Derive the
transfer functions
Tm'U m e
,
+ o
WW
(b)
Amplifier
Controller
Motor
rr,
9m
Speed
transducer
(c)
Figure P10-11.
i>
'
*o,
Problems
Chap. 10
a>m(s)
(b)
The
objective of the system
571
co L(s)
and
is
Ea {s)
to control the speed of the load, co L accu,
Figure P10-ll(c) shows a closed-loop system in which the load

speed is fed back through a speed transducer and compared with the
reference input, with f = 0.01. Design a controller and select the ampli-
rately.
fier
gain so that the following specifications are satisfied: (1) no steady-state
speed error
when
the input e r
is
a step function;
(2) the
dominant roots of
damping
ratio of approximately 0.707 and (3) what should be the value of the input e r if the steadystate speed is to be 100 rpm? Sketch the root loci of the designed system
with
as the variable parameter.
the characteristic equation correspond to a

;
10.12.
The computer-tape-drive system described
in
Problem
10-1
has the following
system parameters
Ra
Jm
36 oz-in/volt
_ K K + Bm =
Ra
b
KL = 28,576
JL
(a)
oz-in-sec 2
BL =
Kf =
oz-in/rad
7.24 oz-in-sec
Show that
6.92 oz-in/rad/sec
= 0.023
0.01
the closed-loop system without compensation has an oscillatory
response in co L for any positive K.

(b) In
order to reduce the speed oscillations, a bridged-T network
is
proposed
to cancel the undesirable poles of the open-l6op transfer function. Figure
P10-12 shows the block diagram of the overall system. The phase-lag
is for the purpose of ensuring
zero steady-state speed error when a step input is applied. Determine the
controller preceding the bridged-T controller
transfer function of the bridged-T
network and the amplifier gain so that
the dominant roots of the characteristic equation correspond to a damping

ratio of approximately 70.7 per cent.
Phase-lag
Amplifier
network
>
+ 0.953
5
-j-VVW-n
*-
Bridged-T
network
Speed
transducer
Figure P10-12.
11
Introduction to Optimal
Control
11.1
Introduction
From the discussions given in Chapter 10 we realize that the conventional design
of feedback control systems has many limitations. The most important disadvantage of the conventional design approach
is that these methods are not

For a system with multiple inputs
and outputs and a high degree of complexity, the trial-and-error approach may
rigorous and rely heavily on
trial
and
error.
not lead to a satisfactory design.
The optimal control design is aimed at obtaining a system that is the best
possible with respect to a certain performance index or design criterion. The
state-variable formulation is often used for the representation of the dynamic
process. Since the optimal control problem is more of a mathematical development, the problem is stated as
Find the control u(t) that minimizes the performance index,
J =['' F[x{t),n{t),t]dt
J
given the initial state x(/
(11-1)
to
x and
subject to the constraint that the process
is
described by
i(0
f[x(r), u(r),
t]
(11-2)
The performance index is a scalar quantity that consists of an integral of

a scalar function of the state vector and the control vector. Notice that the
which describe the dynamics of the system to be controlled are
interpreted as constraints to the design problem. In general, additional constate equations
straints
572
on the
state variables
and/or the control are often used.
Introduction
Sec. 11.1
In the optimal control design, the performance index
573
J replaces the conven-
peak overshoot, damping ratio, gain margin, and

phase margin. Of course, the designer must be able to select the performance
index properly so that the resulting system from the design will perform satisfactorily according to physical standards which are more easily interpreted by
conventional performance criteria.
It must be noted that the control u(r) is usually not what has been referred
tional design criteria such as
to as the reference input in conventional design terminology. Since the state
equation of Eq. (11-2) describes the controlled process only, the statement of the
optimal control problem
may give one the misconception that the problem deals
with the design of an open-loop system. However, when the design

plished, usually, the optimal control will be of such a nature that
is accomdepends on
it
the output or the state variables, so that a closed-loop control system
is
naturally
formed.
To
illustrate the various possible
formulations of the performance index /,
the following examples are given.
Minimum-Time Problem
One of the most
frequently encountered problems in optimal control
design of a system that will be able to drive

to the final state in
(1 1-1),
minimum
its states
may be
is
the
condition
stated so as to minimize
f
>
(1 1-1),
initial
time. In terms of the performance index of Eq.
the minimum-time problem
Thus, in Eq.
from some
dt
(11-3)
to
t]=\.
F[x(t), u(r),
Linear Regulator Problem
Given a linear system, the design objective may be to keep the
states at the
equilibrium state, and the system should be able to return to the equilibrium
from any
problem is
state
The performance index
initial state.
J
where
Q is a
=$
[" x'Qxdt
for the linear regulator
(11-4)
symmetric positive-definite matrix. Or,
[" [x'Qx
*
where a constraint
is
u'Ru] dt
(1 1-5)
to
u. The matrices Q and R are

components put various weights on the
placed on the control vector
called the weighting matrices, as their
elements of x and u in the optimization process.

Tracking Problem
x of a given system track, or be as close as possible
If it is desired that the state
to a certain target trajectory
x d the problem may be formulated by minimizing
f"
I
<<,
(x
x)'Q(x
-x )dt
d
(11 -6)
574
Chap. 11
In addition to these examples, there are the minimum-energy criterion,
minimum-fuel
11.2
Analytical Design
and many
others.
One of the
is
criterion,
first
design methods that eliminates the trial-and-error uncertainties
known
analytical design, sometimes
The design
as
minimum
integral-square-error design.
forms a bridge between the conventional

design philosophy and the modern optimal control principle. For the first time,
the designer can simply set up the performance index and then carry out the
is
significant in that
it
complete design in a mathematical and analytical way. The only problems the
designer has to be concerned with are: (1) if the design has a solution, and (2) if
the solution can be physically implemented.
to the conventional
domain
or,
approach
The
that the design
is
more appropriately
similarity of analytical design
is
carried out in the frequency
stated, the ^-domain.
However, none of the
frequency-domain graphical techniques is necessary.

We first begin with the system configuration of Fig.
are that the system
is linear,
11-1.
time invariant, and that there
is
The assumptions
only one input and
one output. Systems with multivariables may be designed by the analytical

method, but the procedure is much more involved. Therefore, in the current
discussion
we
~\
KO
are restricted to single-variable systems.
eit)
Fig. 11-1.
The
uit)
Linear
controller
Linear
process G(s)
*-
cit)
Block diagram of a linear system with a controller.

is described by the
and the output is c(t). Notice
not an algebraic one in that the controller
linear controlled process of the system in Fig. 11-1
transfer function G(s).
The control
that the block diagram of Fig.
signal
1-1 is
is u{i),
portrayed in such a way that its specific input-output configuration is not yet
defined. This allows the flexibility of selecting the final controller configuration,
such as a series controller or a feedback controller, once the design is completed.
is
The performance index J is composed of the following two

ye
integrals:
= C e\t)dt
(11-7)
Ju
Cu\t)dt
(11-8)
where
e(t) is
and u(t) is the control signal. J is

and / is the integral square control
the error signal
integral square error (ISE)
referred to as the
(ISC).
Analytical Design /
Sec. 11.2
The
575
Je is that this performance index gives a flexible

peak overshoot, rise time, and relative stability. If
the error between the output and the reference input is large, the value of Je will
be large. The ISC index Ju may be regarded as a measure of the energy required
by the control. Since u 2 (t) is proportional to the power consumed for control,
the time integral of u 2 (t) is a measure of the energy consumed by the system.
Ordinarily, the analytical design problem may be formulated as one that desires
the minimization of Je while keeping Ju within a certain limit, or minimizing /
while keeping Je not greater than a certain value. Using the calculus-of-variation
method, the problem of minimizing one function while constraining another
function to a constant value can be solved by adjoining the constraint to
the function to be minimized (see Appendix C). For instance, if the optimization problem is
significance of using
restriction
on such
criteria as
minimize Je
and
Ju
the problem
is
equivalent to
=J +
minimize J
where k
On
is
K= constant
k 2 Ju
(11-9)
a parameter yet to be determined and is called the Lagrange multiplier.
the other hand,
we wish
if
to
minimize Ju
and
Je
then the problem
is
=K
constant
equivalent to minimizing
Ju
k 2Jt
(11-10)
The major development of the analytical design is the use of an equivalent

frequency-domain expression for Eq. (11-9) or Eq. (1 1-10) in terms of the system
transfer function through the use of Parseval's theorem. The version of the
Parseval's theorem that is applied to the present problem is
[
where E(s)
is
e 2 (t)dt
= ~. f
the Laplace transform of
E(s)E(-s)ds
(H-H)
e{t).
Let us formulate the problem as being that of finding the optimal control
for the system of Fig. 11-1 so that
=J +
e
k 2 Ju
= P [e
(t)
k 2 u\t)] dt
(H-12)
is
minimized.
Applying Parseval's theorem to Eq. (11-12), we have
= ^p
'
\E{s)E{-s)
k 2 U(s) U(-s)] ds
(1 1-13)
576
Chap. 11
With reference
to Fig. 11-1,
E(s)
= R(s) -
G(s)U(s)
we
[R(s)
(1 1-14)
get
G(s)U(s)][R(-s)
G(-s)U(-s)]ds
(11-15)
+ 2nj)_
U(s)U(-s) ds
J
Let Uok (s) be the optimal control, subject to the determination of k 2

can write any arbitrary U{s) as
U(s)=UJs)
where A
the
left
is
a constant and U^s)
half of the s-plane.
The
is
We
(11-16)
{s)
any arbitrary function thai: has only poles in

due to the requirement that u(t)
last condition is
must be bounded. Substitution of Eq.
(11-16) into Eq. (11-15) yields
= J + k Ju = /, + X(J + /,) + A V
(11-17)
where
Jl
Jl
J%
/4
= _L
db |
(**
{-
+ G GVBk Uok
ds
(11-18)
~ G* + GGVtWi ds
t1
M9
klUok
-GR + GGUokWi ds
(1
1-20)
(k*
simplicity,
k * U*V*
(<kl ^
5T I
2^7 /
For
~ R k ~ RGU k +
GCftUiUi ds
we have used G
>
(11-21)
for G(s),
Uok
for
Uok (s), Uok
for
Uok {s),
and
so on.
/.
is
In Eq. (11-17), J t is the optimum performance index, that is, the minimum
J3 since the integrand of J2
Equations (11-19) and (11-20) indicate that J2
identical to that of J3 with s replaced by s. Also, J4 is always positive, since
its
integrand
The
is
symmetrical with respect to the imaginary axis of the j-plane.
necessary and sufficient conditions for /in Eq.
(1 1-17) to
be a
minimum
are
dJ
(11-22)
>o
(11-23)
A=0
and
d 2J
dk 2
-1=0
Applying Eq. (11-22) to Eq. (11-17) leads to
J2
and Eq.
+J = 2J =
}
(11-24)
(11-23) gives
J*
>o
(11-25)
Analytical Design /
Sec. 11.2
which
always
is
minimum J are
satisfied.
Therefore, the necessary and sufficient conditions for
obtained from Eqs.
(1
Since
we have assumed
of Eq.
(1
j-plane,
1-26)
is
and the
C7,
that
that
must
all
and
(1 1-20),
ok
the poles of
all
all lie
1-24)
-GR + GGU
(k 2 Uok
j-plane, the poles of
577
)U ds
1
(11-26)
are inside the left half of the
in the right half of the s-plane.
One solution
the poles of the integrand are in the right half of the
line integral is evaluated as
a contour integral around the
left
half of the s-plane. Since the contour does not enclose any singularity of the
integrand, the contour integration
zero
if all
is
zero.
Thus J3 of Eq.
(11-26)
identically
the poles of
X(s)
= GGUok -GR + k Uok

2
are located in the right half of the j-plane. Equation (11-27)
X(s)
The function
j-plane.
is
{k 2
GG)
is
(1 1-27)
is
written
+ GG)Uok - GR
(k 2
(1
1-28)
symmetrical with respect to the imaginary axis in the
We let
Y(s)
Y(-s)
= YY=k 2 + GG
(1
1-29)
where Y is a function that has only poles and zeros in the left half of the j-plane,
and Fis Y with s replaced by s and has only right-half-plane poles and zeros.
The following notation
is
defined:
Y={k 2 +
Y={k 2 +
The process of finding Y and
Y is
GG} +
(11-30)
GG}~
(11-31)
called spectral factorization; this is relatively
straightforward for scalar functions but
is
quite complex for multivariable
systems since matrix functions are involved.
Equation (11-28)
is
now
written
X=YYU -GR
ok
We must now separate the right side of Eq. (1 1-32) into two parts,
is
one with
and one with poles only in the right-half

accomplished by dividing both sides of the equation by Y, yielding
poles only in the

plane. This
(11-32)
left
half of the s-plane,
4 = YU
ak
-^
(11-33)
For convenience, we assume that R has no poles in the right-half plane.

Performing partial fraction of GRjY in Eq. (1 1-33), the result is written
GR
CGR~
rGRT
_Y + + _ Y _
(11-34)
expansion with poles in left-half plane
(11-35)
expansion with poles in right-half plane
(11-36)
where
GR
_Y
GK
Y
578
/ Introduction to Optimal Control
Chap. 11
Then, Eq. (11-33) becomes
GR
X_
GR
YUok -
(11-37)
In this equation, the left-side terms have only poles in the right-half plane, and
the right-side terms have only poles in the left-half plane. Therefore, the left-side
terms must be independent of the right-side terms, or
Uak =T7 GR
Note that
Uok is still a function of
(11-38)
and it is the optimal control that minimizes

the performance index of Eq. (11-12) for a given k 1 To find the absolute
A:
optimum value
Uok
for
which
= j_
k 2 The
to determine
Table
N{s)
D(s)
Jl
we must
use the constraint condition
=K
U(s)U(-s) ds
integral of Eq. (11-39)
may
(11-39)
be evaluated with the aid of
11-1.
Table 11-1
is
Tabulation of the Definite Integral
N(s)N(-s)
ds
D(s)D{-s)
= N-is-i + N- 2 s"- 2 +
+ Nts + N
= Dn s" + Dn-is"- + ... + DiS + D
.
IDoDt
_ N\D a + NlD 1
2
2D D D 1
2
j _ NjDoDj + (N - 2NoN1 )D D + NID 2 D
2DoD (-DoD + O1/J2)
2
/ = Nl(-DjD + DoD,D 2 + (N - 2N N )DqD D 4 + (N\ - 2NqN 2 )DoD
2DoD^-DoD\ - D\D* + DiD 2 D
j
D4
+ Nl(
-D\D\
-O2O3P4)
3)
Once
Uok (s)
is
determined,
if desired,
the optimal closed-loop transfer
function can be easily determined. Let
ok {s)
which
is
C(s)
(11-40)
R(s)
the optimal closed-loop transfer function subject to finding k 2 Since

.
C(s)
k{s)
G(s)Uok (s)
(11-41)
u k{s)
(11 " 42)
W)
or
ok
= R-y ~GRT
(11-43)
Analytical Design /
Sec. 11.2
Equations
and
(1 1-38)
made more
(1 1-43) are
useful
579
by defining
(11-44)
G(s)
where N(s) and D(s) are polynomials of s.

Then,
Y=
{k 2
k2
+ GG} +
DD + NN
DD
_ {k DD + NN} +
D
(11-45)
and
DD + NN}D
(11-46)
D
NR
DD + NN} + L{k DD + NN}-J +
(11-47)
Equation
(1
1-38)
now
U k
{k 2
_
~~
gives
{k 2
Similarly, Eq. (11-43) leads to
nk
which
k1
Example
N
R{k 2 DD
NR
(11-48)
+ NN} + l{k DD + NN}

2
the optimal transfer function of the closed-loop system, subject to
is
finding
11-1
Referring to the block diagram of Fig. 11-1, consider that
n
and the input transform
10
(11-49)
is
>-
Determine the optimal control

(s)
(s)
(11-50)
and the optimal closed-loop
transfer function
so that
(1)
Je
e 2 (t) dt
= minimum
(11-51)
< 2.5
(11-52)
(2)
f~ u\t) dt
J o
Since
10 and
D = s 2 we have
,
{k 2
To carry out
DD + NN}* = [k
s*
100} +
the spectral factorization of the last equation,
k 2 s*
100
we
(11-53)
write
= {a t s 2 + a,5 + Oo)(2* 2 - a lS + a
= als* - (a\ - 2a a )s 2 + a 2
(11-54)
Equating
like coefficients
on both
a\=k
(11-55)
$80
Chap. 11
=k
=
a2
a\
(11-56)
2a o
a\ = 100
(11-58)
(11-59)
(11-57)
which gives
aQ
10
and a 2 into Eq.
Substituting the results of a
we
(11-57),
get
= v 20fc
/
tf t
(11-60)
Therefore,
[k 2
DD + NN} + = (a
=
2s
+as+a
+ */20ks +
ks 2
(11-61)
10
and
{k 2
The second term on
DD + NN}~ = to - */Wcs +
2
the right side of Eq. (11-47)
.{k 2
NR
DD + NN}-} +
10
(11-62)
is
10(0.5/.?)
- */20ks +
Iks 2
10_
(11-63)
0.5
where we have considered that the pole

plane. Equation (11-47) now gives
at the origin
- 2
ok
Substituting
Uok
0.5
~ ks 2 + +/20ks +
into Eq. (11-39) for U,
~=
is
10
0.5.$
ks 2
+ */2Qk7+
i-L. ks
\0ks 2
^^=f
- */20ks
+
This integral
is
(11-64)
10
we have
0.5s
0.5s
s
slightly over in the left-half
+ >j20ks +
evaluated by use of the formula in Table 11-1.
(11-65)
10
From Table
/.= N D + N D 2
2D D D 2
2
rry
-1,
(11-66)
where
N = 0.5, N = 0, D =
Q
= /20, D 2 = k. Thus
10, Z>,
0.125
S=
W20k
2.5
(11-67)
from which
k
The optimal
control
is
= 0.05
given by
tt s
UoKS>
and the optimal closed-loop
0.5 s
- 0.05s 2 + s +
transfer function
(11-68)
10
is
M^=W)
Uo{s) =
'His)
0.05s
G(s)
200
;
+ 20s + 200
+S+
10
(11-69)
,.
'
Analytical Design / 581
Sec. 11.2
The
following features of the design should be noted
The performance index is the integral square error with constraint on the
control signal in the form of integral square control. No specifications are
given in the form of overshoot, bandwidth, rise time, gain margin, and
so on.
2.
the optimal closed-loop transfer function are
The optimal control and
determined without specifying the
final
system configuration.
It is interesting to note that the optimal system represented by the transfer function
of Eq. (11-69) has a damping ratio of 0.707 and a bandwidth of 14.14 rad/sec.
There is a great deal of flexibility in arriving at the final system configuration and
the transfer function of the controller. Figure 11 -2(a) shows the system with a series
controller. The transfer function of the series controller is determined as
c (s)
G(s)
(s)
- AfoCs)
(11-70)
20s
20
s
As an
alternative, Fig. 11 -2(b)
shows the system with a feedback controller which
is
tachometer, and series controller, with

c (s)
20
H(s)
0.1s
G
and
lit)
f-
~\
e(0
u(t)
20s
.s
10
*-
s2
+ 20
c(t)
(a)
iiO
~\
e)
rA
"(O
10
+L
S^
0.1s
(b)
Fig. 11-2. (a) Analytically designed system in
controller, (b) Analytically designed system in
back
controller.
Example 11-1 with a series

Example 11-1 with a feed-
+-
c(t)
582
Example
Chap. 11
11-2
Referring to the system of Fig. 11-1, consider that
^)= î
The input
is
M 0) so
transfer function
that
Using the notation of Eq.
D = s2
desired to determine the optimal closed-loop
It is
= minimum and / <

(11-44), N = s 1, D = s 2
Je
Then,
N = s
and
{k 2
The
(11-71)
DD + NN} + = [k
spectral factorization of Eq. (11-72)
s*
s2
is
- s2 +
s*
1}
(11-72)
carried out by writing
= (a2 s + a^ + a )(a 2 s 2 - a s +
= als* - (a\ - 2a 2 a )s + a 2
2
aQ )
(11-73)
Equating
like terms
on both
sides
of Eq. (11-73) yields

a2
d!
=k
= */2k +
=
(11-74)
1
(11-75)
(11-76)
Thus
{k 2
DD + NN}+ = ks 2 + Jlk +
1,5
(11-77)
[k 2
DD + NN}- = ks ~ */2k
1,5+
(11-78)
and
The second term on
\_{k
the right side of Eq. (11-47)
is
NR
-Or + 1)
_
DD + NNj'X LsVcs - ^/W+ls +
2
=:
1)J +
where we have considered that the pole at the origin is slightly to the
nary axis. The optimal control is now found from Eq. (1 1-47),
Uok =
(11 " 79)
~T
left
of the imagi-
s
ks 2
+ V2A: +
Is
(11-80)
1
subject to the determination of k.
Using Eq.
(11-39),
and evaluating the
The optimal closed-loop
integral with the help of Table 11-1,
we have
= 0.378
transfer function
is
found by use of Eq.
(1 1-48),
It is worth noting that the closed-loop transfer function contains the right-halfplane zero of G(s). This is a necessary condition for u(t) to be bounded. In other words,
if
(s) does not contain the term (s - 1) in its numerator in this problem, it
would
not be possible to satisfy the Ju
requirement. However, the analytical design
<\
formulation derived in this section naturally leads to the proper solution for this case.
It
should be pointed out that the analytical design can yield a physically
realizable solution only if
Je and Ju are finite. Given an arbitrary input and

minimum integral-square-error solution may
process transfer function G(s), a
Sec. 11.3
not
exist.
system
is
For instance,
known
well
it is
583
that the steady-state error of a type-0
nonzero for a step input. Thus J would be
infinite if G(s) is
of the
form
<**
11 .3
(s
a)(s
t)(s
a> b C
'
c)
(I1 " 82)
The
analytical design
method introduced
in Section
1 1
.2 is restricted
to single-
input systems only. For multivariable systems, the spectral factorization problem
more complex. The advantage with
causes the solution to be a great deal

analytical design
is
fixed, so that the
that the configuration of the system to be designed
end
of the design
result
is
is
the
semi-
the optimal closed-loop transfer
function.
As a
variation to the analytical design,
we may
consider a fixed-configura-
tion system but with free parameters that are to be optimized so that the fol-
lowing specifications are
As
satisfied:
Je
= C e \i)dt
Ju
= Cu\i)dt<K
J
(11-83)
we
in the analytical design,
(11-84)
consider the case
when
/ == K,
and the
problem becomes that of minimizing the following performance index
J
where k
system
is
is
=J +
e
k 2Ja
(11-85)
the Lagrange multiplier whose value
is
The
to be determined.
optimized with respect to a given reference input.
The advantage with the parameter optimization method is that it can be

The disadvantage is that the actual
applied to systems with multiple inputs.
implementation of the design
is
quite tedious for complex systems without the
use of a digital computer.
Consider that the control system to be designed has a fixed configuration
and the controllers that contain n free parameters, u Kz

These parameters are to be determined so that J of Eq. (1 1-85) is minimized,
for the process

K.
subject to the constraint
JU
=K
Applying Parseval's theorem and Table
(11-86)
11-1, the
expressed as a function of the n free parameters and k 2
= J(Ku K ,...,K ,k
The necessary condition
for
^=
i=l,
2,...,
that
is
is,
(11-87)
/ to be a minimum
performance index
is
ii
(11-88)
584
and the
Chap. 11
condition
sufficient
that the following Hessian matrix
is
is
positive
definite
d 2J
d 2J
d 2J
"
3K dK2
'
d J
i
d 2J
_dKn dK,
Since d 2 JldK, dKj
d J
6K\
2
dK2 6K
V2/
dK
'
dK
'
dK
'
d 2J
dKMi
dK
d 2J
dKl
"
'
d 2 J/dKj dK the Hessian matrix
is
(11-89)
always symmetric. In
addition to the necessary and sufficient conditions of Eqs. (11-88) and (11-89),
the equality constraint of Eq. (1 1-86) must be satisfied.
The following examples

is
illustrate
how
the parameter optimization design
carried out.
Example
Consider the control system of Example 11-1. Let us use the cascade
controller configuration of Fig. 11-2, with the controller parameters
set as Ki and
2 The block diagram of the system is shown in Fig.
11-3. The problem is to determine the optimal values of
and K2 such that
11-3
minimum
(11-90)
2.5
(11-91)
J o
J=
{" u 2 (t)dt
J o
The reference input
Kt)
.
to the system
a step function with an amplitude of 0.5.
is
r
v
u(t)
K lS
+ K2
c(t)
10
S2
Gp (s)
Gc (s)
Fig. 11-3. Control system for parameter optimization.
The problem
From
is
equivalent to that of minimizing
=J +k
Fig. 11-3
Ju
2^7
[E(s)E(-s)
k 2 U(s)U{-s)] ds
(11-92)
we have
E(S)
=1
:
R(s)
0.5(s + K
+ K2 s + 10Ki
2)
+ G {s)Gp {s)
j2
(11-93)
and
U(s)
E(s)G c (s)
OSKiS
s2
+ K2 s +
10Ki
(11-94)
Substituting Eqs. (1 1-93) and (1 1-94) in Eq. (1 1-92), and using Parseval's theorem and
Table 11-1,
we have
Design of System with Specific Eigenvalues
Sec. 11.4
= 0.25(10*, +
Kl)
j_
lOKi^
2.5K1
k2
,v
585
(U "95)
lOK^z
Applying the necessary condition for J to be a minimum, we get from setting the
necessary conditions and the equality constraint,
dJ
dK
-0.25KJ
dJ
-L
dK2
Ju
The
last three
Kl
10AT,
K\
20K2
2.5
K =
=20
is
*?
(11-96)
lOA: 2
(11-97)
(11-98)
found
in
20
A:
Example
= 0.05
(11-99)
11-1. It
can be shown that the
positive definite, so that the sufficient condition
Ki equals
fact that
formulated a
one
=o
identical to the results
Hessian matrix
The
5k 2 Kj
simultaneous equations give the solutions
Ki
which are
less flexible
problem
in this
is
K =K
problem by assigning
Then
also satisfied.
We
could have
would be only
would be quite
there
parameter to optimize. The solution for such a situation
free
is
purely coincidental.
simple for the design criteria given in Eqs. (1 1-90) and (11-91), since the optimal value
of the parameter can be obtained by using only the constraint requirement of Eq.
(11-91).
11 .4
Design of System with Specific Eigenvalues An Application

of Controllability 3
An
interesting
and
useful application of state controllability
is
the design of a
linear feedback control system with specific eigenvalues. The system under
consideration may be represented by the block diagram of Fig. 11-4. The linear
process
where
is
the scalar control
The matrix
is
an
= Ax +
(11-100)
=-Gx + r
(11-101)
is
X n feedback
(11-101), the closed-loop system
x =
is
matrix.
Combining Eqs. (11-100) and
represented by the state equation
(A
BG)x
Br
Ax + Bu
Fig. 11-4. Linear system with state feedback.
(11-102)
586
Chap. 11
It can be shown that if [A, B] is a controllable pair, then a matrix

exists
that will give an arbitrary set of eigenvalues of (A
BG). In other words, the
|AI-(A-BG)| =
(11-103)
can be arbitrarily placed.

It has been shown in Section 4.7 that if a system is state controllable, it can
always be represented in the phase- variable canonical form; that is, in Eq.
(11-100),
~0
1
1
A=
a
The
reverse
is
-*-!
tf-2
a.
also true in that if the system
variable canonical form,
it is
is
represented in the phase-
always state controllable.
To show
this,
we form
the following matrices
"
AB=
AB =
AB=
a.
_a\ - 2_
- a\
a2 a x
a 3j
Continuing with the matrix product through A" 'B, it will become apparent that
what the values of a,, a 2
a, are, the determinant of S =
[B AB A 2 B
A" _1 B] will always be equal to 1, since S is a triangular
matrix with Is on the main diagonal. Therefore, we have proved that if the
system is represented by the phase-variable canonical form, it is always state
regardless of
controllable.
The feedback matrix
G can be written
G = fci g 2
(11-104)
gn]
Then
1
1
BG
..
..
(11-105)
gi
a-i
g2
gn.
Design of System with Specific Eigenvalues
Sec. 11.4
587
BG are then found from the characteristic equation

+ (a, + gJA"" + (a + g^M"' +...+( + Si)
The eigenvalues of A
|AI
(A
BG)|
= A"
=
Clearly, the eigenvalues
Example
(11-106)
can be arbitrarily chosen by the choice of g u g 2
Consider that a linear process
11-4
U(s)
s(s
g.
described by the transfer function
is
10
()_.
~
It is
l)(s
(11-107)
2)
desired to design a feedback controller with state feedback so that the eigenvalues
2,-1 +;'l,and 1 jl. Since the transfer function
of the closed-loop system are at

does not have
By
common poles and zeros,
the process
"o
is
-2
_0
L*3.
Since this
completely state controllable.
Eq. (11-107) are written
T*ii
x2
r~
x2
A3
(3
+g
and with the prescribed eigenvalues
A
like coefficients
(2
+g
G is of the form
(11-109)
3]
2 )X
is
+g,=0
(11-110)
it is
+4A 2 +6A +4 =
of the
g\
3 )k*
(11-108)
|_1_
-3J|_* 3 J
Equating the
a third-order system, the feedback matrix
G=te, g 2 g
The
is
direct decomposition, the state equations for
last
(11-111)
two equations, we have
g2
=4
gi
or
The
state
G=
[4
diagram of the overall system
is
(11-112)
1]
shown
in Fig. 11-5.
Fig. 11-5. Linear control system with state feedback for
Example
11-4.
Stabilizability*
We have shown that if a system is completely controllable, its eigenvalues

can be arbitrarily located by complete state feedback. This also implies that any
unstable system can be stabilized by complete state feedback if all the states are
588
Chap. 11
On the other hand, if the system is not completely controllable, as

long as the uncontrollable states are stable, the entire system is still stabilizable.
controllable.
11.5
Design of State Observers'
Another area of design of control systems concerned with the concepts of

controllability and observability is the design of state observers. Suppose that in
the design of the state feedback controller discussed in Section 11.4,
mined the feedback matrix
so that
we
deter-
u(t)
-Gx(r)
(11-113)
r(t)
However, in order to implement the state feedback, we still need to feed

back all the state variables. Unfortunately, in practice, not all the state variables
are accessible, and we can assume that only the outputs and the inputs are
measurable. The subsystem that performs the observation of the state variables
based on information received from the measurements of the input u{t) and the
output c(t) is called an observer.
Figure 11-6 shows the overall system structure including the observer. The
scalar control is ordinarily given by
u{t)
where
E and G are matrices
Er(t)
is
must
c{t)
and the control
u.
shows that
The output of
1-6
the observed state vector x e (r). Therefore, the actual control

u{t)
We
(11-114)
of appropriate dimensions. Figure
the inputs to the observer are the output

the observer
Gx(t)
Er{t)
establish the condition
Gx,(r)
is
(11-115)
under which an observer
exists.
following theorem indicates that the design of the state observer
is
The
closely
related to the condition of observability.
^X
\e
State-
observer
Fig. 11-6. Linear system with state feedback
Theorem 11-1. Given an nth-order linear

described by the dynamic equations,
(t)
c(0
where x
is
an n-vector, u
is
=
=
Ax(?)
state observer.
time-invariant system
Bu(t)
Dx(/)
the scalar control,
and
that
is
(11-116)
(11-117)
and c
is
ap-vector. The state vector
Sec. 11.5
may
tives
be constructed from linear combinations of the output c, input

of these variables if the system is completely observable.
Proof:
Assuming that the system
T=
is
of rank
n.
We
(1 1-1 17),
show
shall
tions of the output
c(f),
we take the
and deriva-
(A')"
_1
(11-118)
D']
that the states can be expressed as linear combina-
the input
derivative
c(0
589
completely observable, the matrix
is
(A') 2 D'
A'D'
[D'
u,
u{t),
on both
Dx(0
and
their derivatives. Starting with Eq.
sides with respect to
= DAxO) +
/.
We have
DBw(f)
(11-119)
or
t(t)
DBm(0
DAx(f)
(11-120)
Repeating the time derivative process to Eq. (11-120), we get

c(0
Rearranging the
DBti(0
= DAx(0 = DA
x(0
+ DAB M (?)
(11-121)
equation yields
last
c(0
DBii(r)
= DA
DABm(0
x(/)
(1
1-122)
Continuing the process, we have, after taking n derivatives,

c<">(/)
= DBm'"-
^)
- DABm<"- 2 >(0-
In matrix form, Eqs. (11-117)
...
- DA-^BmO) = DA"-'x(0
and (11-120) through (11-123) become
D
DA
DA
c
c
c
DBh
- DBri
DABw
DB^"
'
(11-123)
DABm<"- 2
DAnl B
Therefore, in order to express the state vector
(11-124)
DA"
in terms of
c, u,
and
their
derivatives, the matrix
T=
=
must be of rank
[D
[D'
DA DA
A'D'
2
.
(A')
DA"
D'
]'
(A')"-'D']
n.
There are many ways of designing a state observer, and there is more than
one way of judging the closeness of x e (0 to x(f). Intuitively, the observer should
have the same state equations as the original system. However, the observer
should have u(t) and c(r) as inputs and should have the capability of minimizing the error between x(t) and x c (f). Since we cannot measure x(/) directly,
an alternative is to compare c(t) and c e (t), where
c c (0
is
Dx(r)
(H-125)
Based on the above arguments, a logical arrangement for the state observer
in Fig. 11-7. The state observer design is formulated as a feedback
shown
590
Chap. 11
"^
Xe
*e
\+
Ge
Fig. 11-7.
control problem with
Block diagram of an observer.
as the feedback matrix.
The
design objective
the feedback matrix G such that c,(0 will approach
When
c e (0 equals
to select
the dynamics of the state observer are described by
c(/),
= Ax (?) +
xjj)
which
is
c(f) as fast as possible.
Bu(t)
(11-1 26)
identical to the state equation of the system to be observed. In general,
is
with u and
c(f) as
inputs to the oberver, the dynamics of the observer are rep-
resented by
.(0
The block diagram of the
(A
G.D)x.(0
*(0
G.c(0
overall system with the observer
is
1-127)
(1
shown
in Fig.
Since c(t) and x(f) are related through Eq. (11-117), the last equation
is
1-8.
also
written as
= Ax.(0 +
.(0
The
significance of this expression
Bu(t)
is
+ G D[x(0 e
x,(01
(1
1-128)
and xe (t) are

and the response of the
that if the initial values of x(t)
identical, the equation reverts to that of Eq. (11-126),
observer will be identical to that of the original system. Therefore, the design of
the feedback matrix
tions to x(t)
and
There are
matrix
Section
for the observer
is
significant only if the initial condi-
x(t) are different.
many
possible
ways of carrying out the design of the feedback

the eigenvalue assignment method discussed in
(11-128) from Eq. (11-116), we have
One way is to utilize

11.4. If we subtract Eq.
e.
[x(f)
- ,(0] =
(A
- G D)[x(/) e
x.(0]
(1
1-129)
which may be regarded as the homogeneous state equation of a linear system

with coefficient matrix A G C D. The characteristic equation of A G e D and
of the state observer
is
then
|AI-(A-G D)| =
e
Since
we
are interested in driving
x e (t) as
(11-130)
close to x(t) as possible, the objective
be stated as to select the elements of G e so that the

natural response of Eq. (11-129) decays to zero as quickly as possible. In other
of the observer design
may
Sec. 11.5
591
X)
Observer
State feedback
System
-ÔH
HO
Fig. 11-8.
Block diagram of a linear feedback system with observer.
words, the eigenvalues of
However,
x(t) rapidly.
the eigenvalues of
of matching
all
it
AGD
C
should be selected so that x e (t) approaches
must be kept
A G^D may
in
mind
that the approach of assigning
not always be satisfactory for the purpose
the observed states to the real states, since the eigenvalues
control only the denominator polynomial of the transfer relation, while the
numerator polynomial
is
not controlled. In Section 11.4 the condition for the
arbitrary assignment of the eigenvalues of

established.
We must first condition
the two cases
(A
may
be established.
(A
BG)
given
and
has been
Eq. (11-129) so that the similarity between

It is
easy to see that the eigenvalues of
G D) are identical to those of (A G D)'. The latter matrix is written

(A - G,D) = (A - D'C;)
(11-131)
e
Thus, invoking the results of Section 1 1.4, the condition of arbitrary assignment
of the eigenvalues of (A
GD) or of (A'
D'G^) is that the pair [A', D'] be
completely controllable. This is equivalent to requiring that the pair [A, D] be
completely observable. Therefore, the observability of [A, D] ensures not only that
a state observer can be constructedfrom linear combinations of the output c, input
592
u,
and
Chap. 11
the derivatives of these, but also that the eigenvalues of the observer can
be arbitrarily assigned by choosing the feedback matrix G.
At
this point
an
may
example
illustrative
be deemed necessary to show
the procedure of the observer design.
Example
11-5
Consider that a linear system
described by the following transfer
is
function and dynamic equations
W)
i(0
c(0
=
(s
IX*
= Ax(0 +
= Dx(0
(11-132)
2)
Bu(t)
(11-133)
(11-134)
where
o
.-2
-3_
D=
It is
B
0]
[2
desired to design a state observer so that the eigenvalues of Al

|
are at
(A
G D) =
e
-10, -10.
Let the feedback matrix be designated as
G =
gel
(11-135)
LSel.
Fig. 11-9. State
ple 11-5.
xi
O*io
diagram of the observer and the original system
for
Exam-
Sec. 11.5
Then, the characteristic equation of the state observer
593
is
+ 2g " ~
+ 2g e2 A + 3
(11-136)
= A 2 + (2g + 3)A + (6* + 2 + 2g. ) =
For the eigenvalues to be at A = 10, 10, the characteristic equation should be
|AI-(A-GJ!=
el
A2
Equating
like
+20A +
gel
state
(11-137)
terms of Eqs. (11-136) and (11-137) gives

gel
The
100
=
=
8.5
23.5
diagram for the observer together with the original system
is
shown
in Fig.
11-9.
As was mentioned
earlier, if the initial values
of x(0 and
x(?) are identical, the
responses of the observer will be identical to those of the original system, and the
feedback matrix G will have no effect on the responses of the observer whatsoever.
Figure 11-10
1.2.
illustrates the unit step
responses of Xi(t) and
xe i(t)
for the following
xl
gel
= 8.5
gel
= 23.5
0.8
0.6
*el(t)
(el=ge2=D
0.4
0.2
'
i
1
Time (seconds)
Fig. 11-10. State x\(f)
11-5.
and the observed
states
of the observer in Example
594
Chap. 11
initial states:
x(0)
"0.5
*.(0)
Shown in the same figure is the response of x el (t) when the state observer is
designed for eigenvalues at A = -2.5, -2.5, in which caseg-,1 = 1 and^ 2
1. Since
the state observer dynamics are now slower, it is seen from Fig. 11-10 that the x (t)
ei
response deviates
Figure 11-11
design.
x 2 (t)
The
more from
the state
(t).
responses x 2 (t) and x e2 (t) for the two cases of observer

reason that both x e2 (t) responses are not very close to the actual state
illustrates the
due to the fact that the elements of the feedback matrix, g el and g e2 appear in
the numerator of the transfer function relation between X2 (s) X {s) and x (0)
e2
2
- x e2 (0), but not in the relation between (s) eX (s) and x (0) - jcI (0). Taking
the Laplace transform on both sides of Eq. (11-129) and rearranging, we have
is
X(s)
- X(J) =
[si
(A
-G
D)]-'[x(0)
- Xc (0)]
(11-138)
where
s
[si
(A
-2-
- G D)]"
e
2ge2
2gelJ
(11-139)
|a-(A-G.D)|
Time (seconds)
Fig. 11-11. State
x 2 (t) and
the observed states of the observer
in
Example
11-5.
Thus, we notice from Eq. (11-139) that selecting larger values for g el and ge2 to
numerator terms of the
e i(s) response. However, a larger value of g e2 will increase the gain factor between
2 (s) e2 (s) and x 2 (0) - x e2 (0). This explains the fact that in Fig. 11-11 the x e2 (t)
response for ge2 = 1 is a better observation of x 2 {t) than the one for g,, 2 =23.5.
give faster transient response for the observer will not affect the
X
X
Sec. 11.5
595
A more versatile design method for the observer may be effected by the use
A popular performance
of a performance index on the error between x and x e

index is the quadratic form,
J
The matrix
may be
is
\" {x
x.)'Q(x
(11-140)
x.) dt
symmetric and positive semidefinite. The elements of
selected to give various weightings
on the observation of the
states.
Closed-Loop Control with Observer
We
are
now
ready to investigate the use of an observer in a system with
state-variable feedback.
The block diagram of such a system
is
shown
in Fig.
11-8.
From
Fig.
1-8 the state equations
of the entire system are written
= Ax - BGx + BEr
i. = (A - DG - BG)x +
x
(11-141)
DG,x
BEr
(11-142)
diagram for the system is drawn as shown in Fig. 11-12 using Eqs.
and (11-142). The initial states are included on the state diagram, and
the branch gains are matrix quantities. It can be easily shown that the system
with the observer is uncontrollable (state) but observable. However, the lack of
controllability is in all the states x and x e The reason for this is simple; the main
objective is to control x while keeping x e close to x. It is not necessary to control
x and x e independently.
state
(11-141)
OXe (fJ)
Fig. 11-12. State
= X e0
diagram of the system shown
in Fig. 11-8.
596
From
Chap. 11
Fig. 11-12 the transfer relations of the state vector
state vector are derived.
X(s)
and the observed
These are
- (A - BG)]-'BE/?(s) - BGA-'x, + [si - (A - G D - BG)]A-'x
[si
(11-143)
e (s)
[si
(A
BG)]- BE/?(i)
]
+ (si - A)A-'x e0 +
G.DA-'x,,
(11-144)
where
- (2A - G D - BG)j + [G DBG + A(A - G D - BG)]

When x = xe0 it can be shown that
X(j) = X,(j) = [si - (A - BG)]-BEi!(j) + [si - (A - BG)]-%
A=
5 2I
(1
1-145)
(1
1-146)
Therefore, when the observer
two systems
will
and
the system have the
fact that the transfer relation in Eq. (11-146)

is
absent; that
means
that
is,
when
e.
initial conditions, the
More important
identical to that
is
is
the
when the observer
the true state variables are fed back for control purposes. This
the
of the original system and the observer are

of the system will not be effected by the feedback
initial states
identical, the responses
matrix
same
have identical state and output responses.
^ x,
Since, in general, x,
the design of the observer,
and subse-
quently of
due to x
by Eq. (1 1-143). However, the steady-state response is due

term on the right side of Eq. (1 1-143), and the eigenvalues of A BG
to the
first
e,
will affect the
system response through the initial-condition term
as indicated
are not functions of G,.
Example
11-6
As an example of
the design of a closed-loop system with observed
state feedback, consider the linear process
that has
the transfer
function
C(s)
U(s)
The dynamic equations of
100
s(s
(11-147)
5)
the process are written

(/)
c(t)
= Ax(/) +
= Dx(r)
Bu(t)
(11-148)
(11-149)
where
"0
A=
-5_
Lo
D=
It is
[l
"
"
B=
LlOOJ
0]
desired to design a state feedback control that
= r-Gx
is
given by
(11-150)
where
G=fr, g 2
(11-151)
The eigenvalues of the closed-loop system should be located at; A = 7.07 y'7.07.
The corresponding damping ratio is 0.707, and the natural undamped frequency is
10 rad/sec.
Assuming
that the states
x and x 2 are
t
inaccessible so that a state observer
be designed, the overall system block diagram
=1.
is
is
to
identical to that of Fig. 11-8, with
Design of State Observers / 597
Sec. 11.5
First, the pair [A, B] is
can be
BG
completely controllable, so the eigenvalues of A
it is simple to show that the pair [A, D] is completely
arbitrarily assigned. Also,
may be constructed from
observable, so that an observer
The
and
u.
characteristic equation of the closed-loop system with state feedback
|Al-(A-BG)|
is
=0
(11-152)
(11-153)
or
A2
To
(5
lOOgÂ
KXte,
realize the desired eigenvalues stated earlier, the coefficients of
Eq. (11-153) must
satisfy the following conditions
=
K%! =
100^ 2
14.14
100
Thus gx
1 and g 2 = 0.0914.
The state diagram of the overall system, which includes the observer,
is
shown
in
Fig. 11-13.
rO
Fig. 11-13. State
diagram of the system with observer
in
Example
11-6.
design of the observer may be carried out in the usual manner. The characequation of the observer is
The
teristic
|AI-(A-G.D)]
=0
(11-154)
where
G =
~ge\
(11-155)
i-gel-
598
Chap. 11
Let us assume that the eigenvalues of the observer must be at A = 50, 50.
These eigenvalues are of much greater magnitude than the real parts of the eigenvalues
of the system. Therefore, the transient of the observer due to the difference between
the initial states x and x c0 should decay very rapidly to zero. The corresponding
values of gei and g e2 are found to be
g.i
gel
= 95
= 2025
(11-156)
The system of Fig. 11-13 is simulated on a digital computer with G and G as

The responses of x (t) when r{t) is a unit step function are computed
and plotted as shown in Fig. 11-14 for x c0 = x = 0, and x = 0, x e = [0.5 0]'.
indicated above.
0.4
0.5
0.6
0.7
0.8
0.9
Time (second)
Fig. 11-14. Unit step responses of xi(t)
and x el (t) of the system
in
Example
11-6.
When x e o = x
that with the real state-variable feedback. When x

are as given in Eq. (11-156), the step response of *i(f)
is faster than the ideal Xi(t), and the overshoot is greater. Also shown in Fig. 11-14
is
the step response of x^t) when the observer is designed to have its eigenvalues at
^x
e0 ,
the response
and the elements of
= 10 and
is
10, which correspond tog ei =15 andg e2 = 25. The initial states of
x e0 = [0.5 0]'. Note that since the observer dynamics
the observer are again given by
are
much
slower in this case, the corresponding step response of x^t)
is
also slower
Sec. 11.6
than the true response, but the overshoot
is still
greater.
599
The xi(t) responses are shown
to follow their corresponding x\(t) responses very closely, starting

state of
from the
initial
*e i(0) =0.5.
It is interesting
to investigate the effect of having various differences in the initial
practice, the initial value of Xi(t) (as well as that of

not fixed and could be of any value. The initial values of the
observed states must be set so that they are as close to that of the real states as possible.
For illustrative purposes, we set x(0) = x = and x e2 (0) = but vary x el (0). Figure
values between Xi(t)
and x ei (t). In
the other state variables)
is
11-15 shows the unit step responses of xi(t)
= 0,
G =
ideal response.
[15
illustrate
when x e i(0)
The case with ^(O) = *i(0) = is the
the importance of making x<, as close to x as
25]'.
0.25, 0.5,
and
0.8, with
These curves
possible.
1.2
x el =0.25
*10 ~*el0 ~
0.4
0.5
0.6
0.7
0.8
0.9
Time (second)
Fig. 11-15. Unit step responses of x\{t) of the system in
Example 11-6 with
various values of x e \<y.
11.6
Optimal Linear Regulator Design 1
One of
the
applications
modern optimal
is
control design methods that has found practical
linear regulator design theory.
The
design
mization of a quadratic performance index, and the result
through
state feedback.
The
is
based on the mini-
is
the optimal control
basic advantages of optimal linear regulator design
600
Chap.
are as follows
The
1.
solution
is
carried out without cut-and-try; a mathematical
algorithm leads to a unique solution.
Can be used
2.
to design linear time-varying or time-invariant systems
with multivariables.
Guarantees
3.
stability.
Consider that an nth-order linear system

(t )
where
x(r) is the
is
= AxO) + Bu(
state vector
and
u(r) is the r
(1
control vector;
are coefficient matrices of appropriate dimensions. In general,
contain time-varying elements.

state x(r
),
determine the optimal control
/
is
The design
x'C^Px^)
objective
" [x'(7)Qx(0
is
known
57)
A and B
and
B may
that given the initial
performance index
u(r) so that the
f
J H
minimized. The performance index J
is
1-1
u'(?)Ru(0] dt
(11-1 58)
as a quadratic performance
and R are required to be symmetric matrices. In addition, it

is required that P and Q be positive semidefinite and R be positive definite.
The first term on the right side of Eq. (1 1-158) is the terminal cost, which is
a constraint of the final state, \(t f ). The inclusion of the terminal cost in the
performance index is desirable since in the finite-time problem, t f is finite and
index, since P, Q,
x(t f )
may
The
not be specified.
term under the integral sign of / represents a constraint on the
first
state variables.
unless
states, in
The simplest form of

no constraint is placed on the
order system, a diagonal
that one can use
a diagonal matrix,
Q = 0.
For an nth-
Q may be defined as
"?,
...
?j
...
...
.0
0"
...
q1
Q=
The
is
which case
(11-159)
qn _
Q represents the amount of weight
the designer places on

x (t). The larger the value of q relative to
the other qs, the more limiting is placed on the state x,(0- The second term under
the integral of Eq. (1 1-158) places a constraint on the control vector u(f). Therefore, the weighting matrix R has the same significance for u(f ) as Q has for x(f).
Physically, the time integral of u'(r )R U (0 has the dimension of energy. Thus the
rth entry
of
the constraint on the state variable
minimization of the performance index of Eq. (11-158) has the physical interpretation of keeping the states near the equilibrium state x = 0, while holding
the energy consumption to a reasonable level. For this design, the reference
is not considered and is set to zero, although the designed system may
be subject to nonzero inputs. The term "regulator" simply refers to the
input
still
Sec. 11.6
condition that the primary purpose of the design
damping out any
initial state x(f )
is
that the system
601
capable of
is
quickly without excessive overshoot and
oscillations in the state responses.
The
derivation of the necessary condition of the optimal control
carried out in a number of ways. In

optimality 16 and the Hamilton- Jacobi
we
this section
may be
shall use the principle
of
equation as development tools.
Principle of Optimality
Many
algorithms and solutions in optimal control theory follow basic
laws of nature that do not need complex mathematical development to explain

their validity. One of these algorithms is the principle of optimality An optimal
:
control strategy has the property that whatever the initial state
law of the
initial stages, the
and
the control
remaining control must form an optimal control with
respect to the state resulting from the control of the initial stages.
Figure 11-16 gives a simple explanation of the principle in the form of a

Let us consider that the control
state trajectory of a second-order system.
objective
is
to drive the system
from
x(t
to x(t f ), with x(f
given, in such a
way
that the performance index
=
is
fV(x,u)
(11-160)
dt
minimized. The state equations of the system may be that given in Eq.
Let
be some intermediate time between
and
the corresponding state, as illustrated in Fig.
f (t
11-16.
<
f,
We
<
t ),
f
(1 1-157).
and
x^)
is
can break up the
performance index in Eq. (11-160) so that for the time interval
tx
< <
t
f , it is
expressed as
/,
Xx(?
f"F(x,u)A
(11-161)
-- *1
Fig. 11-16. Principle of optimality.
602
The
x0,) at
last
Chap. 11
principle of optimality states that regardless of
x^)
u once
is
known, then using
how
the state reaches
x(/,) as the initial state for the
portion of the state transition, in order for the entire control process to be
/, the control for the time interval t
optimal in the sense of minimum
must be so chosen that J

optimal trajectory
is
a minimum. In other words, the

also an optimal trajectory.
is
<t <tf
last section
of an
Using another more readily understandable example, we may consider that

a track star desires to run a 440-yard distance in the shortest possible time. If he
plans his strategy based on dividing the total distance into four parts, the
optimal strategy for this minimum-time control problem, according to the
principle of optimality, is
No
matter what the control laws of the first n parts, n

1, 2, 3, are, the
n parts must be run in the shortest possible time, based on the state
of the physical condition at the time of the decision.
remaining 4
Hamilton-Jacobi Equation
In this section
we
shall use the principle of optimality to
Hamilton-Jacobi equation, which
derive the
then used to develop the linear regulator
is
design.
To show
that the theory
linear systems,
we
generally applicable to time-varying
is
f(x,u,?)
an
r-vector.
x(/)
where
x(t)
is
an n-vector and
The problem
is
u(() is
(11-162)
to determine the control u(?) so that the performance index
f"F(x,u,T)A
**
is
and non-
shall use the following state equation representation
(11-163)
to
a minimum.
Let us denote the performance index over the time interval
<x<
/=JV(x,u,T)rfr
and
minimum
its
by
(11-164)
value by
S[x(t),
t]
Min /
Min
\" F(x, u, x) dx
J
(1
1-165)
(1
1-166)
Then
S[x(t
), t ]
Min J
Min
When
to
S[x(t f ), t f ]
Min f " F(x,

u
Now let us break up
+A
\" F(x, u, x) dx
J
and
t]
Then Eq.
Min
Q"
u, t)
dx
(11-1 67)
tr
the time interval from
+A<x<
S[x(t),
to t f into two intervals:

is written
<x<t
(11-165)
F(x, u, t) dx
j" F(x,
u, x)
dx)
(1
1-168)
Sec. 11.6
603
Applying the principle of optimality we have

S[x(t),
j" +A
t]
Min
+ 5[x(f + A), +
F(x, u, t) dx
A])
(1
1-169)
(1
1-170)
(1
1-171)
where, according to Eq. (11-165),
S[x(t
A),
+ A] =
Min
Let
\"
J
F(x, u, t) dx
+A
be a very small time interval; then Eq. (11-168) can be written

S[x(t),
t]
Min
(F(x, u,
0A +
S[x(t
A),t
A])
+e
(A)
where e (A)
the error function.
is
The next step involves the expansion of S[x(t + A), f + A] into a Taylor
series. This would require the expansion of x(t + A) into a Taylor series about
A = first. Thus
+ A) = x(t) +
x(t
Thus Eq. (11-171)

S[x(t),
t]
Â +
(11-172)
written
is
Min(F(x,
u, t)\
+ (t)A +
S[x(t)
+ A]) +
e(A)
(1
1-173)
is
of the
The second term

form
S[x(t)
inside the minimization operation in the last equation
A],
S[x{t),
h(j), t
which can be expanded into a Taylor
series as
follows
+ h(r), +
S[x(t)
A]
t]
^!k(() + *W>.f]
A
at
ox(.t)
(11-174)
higher-order terms
Therefore,
S[x(t
A),
= S[x(t) +
A]
^>
*>
f (x, u, f)A
ti
-Trf x
(
< -
Min(F(x,
'
where eÂ)
>
u
'
** +
HM A
dJ}
(11-175)
f(x, u, t)

t]
+ A]
higher-order terms
where we have replaced x by
S[x(t),
u, r)A
we have
}:*' f (x, u, t)\

+ S[x(t), + dSdm
t]
t]
'-
(11-176)
^Â) +
is
the error function, which includes the higher-order terms in Eq.
fl (A)
(11-175) and e (A).
Since S[x(0,
t] is
not a function of the control
plified to the following
factor
form
after cancellation
u{t),
Eq. (11-176)
is
sim-
and dropping the common
- dS[
t]
f^'
Min
(F(x,
ii,
/)
+ ^gg^TXx, , /)) +
e 2 (A)
(1
1-177)
604
Chap.
As A approaches
which
known
is
becomes
zero, Eq. (11-177)
^P
= Min F(x, u,
(
+ S^/X*, -, 0)
(1
1-178)
as Bellman's equation.
The necessary condition for the last equation to be a minimum is determined

by taking the partial derivative on both sides of the equation with respect to u,
and setting the result to zero. We have
<^(x,u,0
(?u(f)
f.
^h
.
dSMt),t]dftx,v,t)
(11-179)
ft
du(t)
dx,(t)
or in matrix equation form,
dF(x,u,t)
dt(x, u,
Q <7S[x(t),
t]
__
""
du(t)
where
that
<?f(x, u, t)/du(t)
du(t)
(11-180)
dx(t)
denotes the matrix transpose of the Jacobian of f(x, n,
t);
is.
df (x,
u,
'Mi
Mi
Ml'
du
dui
du
Mi
Mn
du 2
du 2
du 2
Mi
Mi
Ml
du r
du T
du r _
du(t)
Once the optimal control

dS[x '
t]
(Jacobian of
all
+ Fix", u, + dS
t]
t)
two terms in the last equation

Thus Eq. (11-182) is written
last
u, t).
dS[x\t),
which
is
m, u,
(1
1-182)
the variables with superscript zeros indicate optimal quantities.
sum of the
H(x,
(11-181)
determined or known, Eq. (11-178) becomes
u(t) is
}$jJj
where
f)'
known
t]
+ H(x
o^
is
o
f)
as the Hamilton-Jacobi equation
for the control to be optimal in the sense of
known
also
as the
and
The
Hamiltonian
(11-183)
is
minimum
the necessary condition

/.
Derivation of the Differential Riccati Equation (Finite-Time Problem)
Now we
are ready to use the Hamilton-Jacobi equation to derive the solu-
tion of the linear regulator problem. Consider the system
with the
initial
x(t)
condition, x(f)
Ax(r)
.
Bu(?)
(11-184)
The design problem
is
to find the optimal
control u(t) such that the performance index
= $x'(tf )Px(tf +
)
\" [x'(t)Qx(t)
u'(f)Ru(0] dt
(1
1-185)
Sec. 11.6
is
P and Q
a minimum. The matrices
and
R is
symmetric and positive
and
are symmetric
605
positive semidefinite,
definite.
minimum of/ be represented by 5[x(?), t]. Then, from the developlast section we know that the necessary condition of optimal
Let the
ment of the
control
is
that the Hamilton- Jacobi equation
must be
satisfied.
For the present
case, Eq. (11-178) is written
_ dS[x(t),t]
==
M in ^_ x (/)Qx(0 + ^_u'Ru(/) + [Ax(r) + Bu(0r^|^)

<
(11-186)
To
carry out the minimization process,
we
differentiate
both sides of Eq.
and we have the optimal control
(11-186) with respect to u(f),
after setting the
result to zero
u(0
It
-R-'B' dy//^
ox
(11-187)
(t)
remains to solve for dS[x{i), t]/dx(t) in order to complete the expression of

we have
the optimal control. Substituting Eq. (11-187) into Eq. (11-186),

dS[x(t),t]
_o
Yrto
YfYA
_o,
rt
dS[x(t),
dS[x(t),
?]
V BR -, B
( dS[x(t),
t]
t]
>
dS[x(t),
Y BR _ 1R
t] \
dS[x(t),
t] \
(11-188)
The
last
equation
dS[x(t),t]
is
simplified to
_o,
rrt0x
o,
rt
'
dS[x(t),tT\
-i
W dS[x(t),t]
v
(11-189)
+ X WA
Since
dx(t)
Q is a symmetric matrix,
function of x(/). Thus
we
it
can be shown that S[x(t ),
t] is
a quadratic
let
S[x(0,
t]
x'(t)K(t)x(t)
(1
1-190)
an n x n symmetric matrix.
control is determined in terms of K(t) by substituting Eq.
(11-190) in Eq. (11-187). We have
where K(/)
is
The optimal
u(0
-R-'B'K(0x(/)
(11-191)
Substitution of Eq. (11-190) in Eq. (11-189) yields
j x'(t)^x(t) = i-x'(0Qx(0 + x'(f)A'K(f)x

The
last
^-x'(r)K(0BR- B'K(0x (0
|
(11-192)
(0
term in Eq. (11-192) can be written
x'(0A'K(0x(0
x'(0[A'K(0
+ K(0A]x(0
(1
1-193)
606
Chap. 11
both sides of the equation represent scalar quantities. Thus, using Eq.
we have
since
(11-193) and comparing both sides of Eq. (11-192),
dKjt)
- K(0A - A'K(f) - Q
K(0BR-B'K(0
dt
which
is
known
(11-194)
The matrix K(t) is sometimes called the

The boundary condition needed to solve the Riccati
obtained from Eq. (11-190) by setting / = t f Then
as the Riccati equation.
Riccati gain matrix.
equation
is
K(t f )
=P
(11-195)
Another important property of K(t) is that it is positive definite, since otherwise,

S[x(t), t] would be negative.
In summarizing the solution of the optimal linear regulator problem, the
optimal control is given by Eq. (1 1-191) in the form of state feedback; that is,
u(r)
-G(r)x(0
(11-196)
G(0
R-'B'K(0
(11-197)
where
is
the time-varying feedback gain matrix.
The
Riccati gain matrix K(t)
is
solved
from the Riccati equation of Eq. (11-194), with the boundary condition of
K(? r ) = P. The state equation of the optimal closed-loop system is given by
x(0
[A
BR-B'K(r)]x(0
The block diagram of the feedback system
^
J
is
shown
(1
1-198)
in Fig. 11-17.
X
x =
Ax + Bu
R-'B'K(f)
Fig. 11-17.
Implementation of the optimal linear regulator design.
A few remarks may be made concerning the solution of the linear regulator
problem.
time
It
should be noted that the present consideration has a finite terminal

is required on the stability, the controllability, or the
and nothing
observability of the system of Eq.
(11-184).
Indeed, the finite-time linear
regulator problem does not require that the process be observable, controllable,
or stable.
The
Riccati equation of Eq. (11-194)
equations. However, there are only n(n
matrix
is
symmetric.
is
a set of n 2 nonlinear differential

1)
unknowns
in K(t), since the
Sec. 11.6
We shall postpone the
discussion
equation, Eq. (11-194), until

that
is, t
on the solution of the
we have
607
differential Riccati
investigated the infinite-time problem;
oo.
Infinite-Time Linear Regulator Problem
Now
let
us consider the infinite-time regulator problem for which the
performance index becomes
= $ P [x'(0Qx(0 +
Notice that the terminal cost
semidefiniteness
and
all
and
(1
eliminated from /, since as
x(^) should approach the equilibrium
infinity, the final state
terminal constraint
is
u'(/)Ru(01 dt
is
no longer
necessary.
1-199)
approaches
state 0, so that the
The same conditions of positive

on Q and R, respectively,
positive definiteness are placed
the derivations of the last section are
still
valid.
However, the
infinite-
time linear regulator problem imposes additional conditions on the system of

Eq. (11-184):
The pair [A, B] must be completely controllable.

The pair [A, D] must be completely observable, where
n x n matrix such that DD' = Q.
1.
2.
The
process
is
any
solution of the linear regulator problem does not require that the
stable; in the finite-time case, controllability is
is
for finite
f,
J can
still
be
finite
even
the other hand, an unstable state that
not a problem, since
if
an uncontrollable
is
uncontrollable will yield an
state is unstable.
On
unbounded
performance index if t f is infinite. The observability condition is required

because the feedback system of Eq. (11-198) must be asymptotically stable. The
requirement is again tied in with the controllability of the system in ensuring
that the state vector x(t) approaches the equilibrium state as
infinity,
since observability of [A,
[A', D'].
D]
approaches
equivalent to the controllability of
is
complete proof of these requirements
may
be found in the
litera-
"
ture. 13 16
For the
set
infinite-time case, the Riccati equation in Eq. (11-194)
becomes a
of nonlinear algebraic equations,
KBR^B'K - KA - A'K - Q =
(1
1-200)
since as t f approaches infinity, dK(t)/dt

0, the Riccati gain matrix becomes a
constant matrix. The solution of the Riccati equation, K, is symmetric and
positive definite.
Solution of the Differential Riccati Equation
A great deal of work has been done on the solution of the Riccati equation,
both for the
differential
form and
for the algebraic form. In general, the alge-
braic Riccati equation of Eq. (11-200)

ential equation of Eq. (11-194).
is
more
difficult to solve
than the
differ-
608
The
Chap. 11
differential Riccati
equation
is
generally solved by one of the following
methods:
1.
Direct numerical integration.
2.
Matrix iterative solution.
3.
Negative exponential solution
The direct numerical integration method simply involves the solution of the
nonlinear differential equations backward in time on a digital computer,
knowing K(^). The matrix
method
iterative
lim
K(f
is
A)
effected
by writing dK(t)/dt as
K(0
(11-201)
dt
Equation (11-194) can be approximated by a

are then solved iteratively
backward
set
of difference equations which
in time.
Negative Exponential Solution

Let us define the vector dS(x, t)/dx(t) as the costate vector
dS(x,
From
K(t)
y(0
and
Eqs. (11-187), (11-196),
and the
state vector x(t)
that
Mi)
t)
dx(t)
y(t);
(11-197), y(t)
(11-202)
related to the Riccati gain
is
through the following relation:

y(t)
= K(t)x(t)
Taking the derivative on both sides of Eq.

y(0
(1 1-203),
K(t)x(t)
(11-203)
we have
K(t)x(t)
(1
Substituting Eqs. (11-194) and (11-184) in Eq. (11-204) and simplifying,
y(0
which
is
is,
-Qx(?)
A'y(f)
1-204)
we have
(11-205)
referred to as the costate equation.
Equations (11-198) and (11-205) are combined to form the canonical state
equations,
x(0"
BR'B'
-A'
x(0
(11-206)
Ly(0J
which represent 2 linear homogeneous differential equations. The 2 boundary

conditions needed to solve Eq. (1 1-206) come from the n initial states, x(? ), and
y(t f )
K(t f )x(h)
= P*^)
Let the coefficient matrix of the canonical state equations in Eq.
(1
(1
-207)
1-206) be
represented by
"
-BR-'B"
(11-208)
Sec. 11.6
The matrix
M has no purely imaginary eigenvalues.
2.
If A, is
is
an eigenvalue of M, then the negative complex conjugate of
also an eigenvalue
that
W be the 2 X
=-X?
(11-209)
= W-'MW
(11-210)
an n X n diagonal matrix that contains the eigenvalues of
is
Then
is,
In similarity transformation matrix which transforms
into a diagonal matrix T.
where
609
M has the following properties
1.
A,-
Let
M with
positive real parts (in the right-half plane).
W be partitioned as follows
w
W w w
v
;
where W n W
W and W are n x n matrices. The transformed
Let
"
12
12 ,
21
22
costate variables are denoted by

original variables
(11-211)
1(0 and y(0,
respectively,
and are
state
and
related to the
through the following relation
x(0"
12
i(0*
(11-212)
lWV wV,
i(0.
Equation (11-207) leads to the following boundary condition for the

transformed state equations
Htf)
= -(W 22 - PW I2 )">(W 21 - PW n )i(f,)
The transformed canonical
(H-213)
state equations are written
"1(0"
= -A
i(0_
0" "1(0"
!
(11-214)
6 1 "a. i(0.
quation are
Since
(t)
y(
== e^'-'îtf )
e- A *-'.(t f )
(11-215)
(11-216)
awkward to work in backward time, let us introduce a time

which represents the time from t until the final time tf
it is
variable, t,
tr
Let
1(0
y(0
= X(t) = X(tf = t(r) = ?(*, -
(11-217)
(11-218)
Equations (11-215) and (11-216) become
= e At^(0)
-A
$(t) = e 't(0)
5fc(T)
(11-219)
(11-220)
610
Since
Chap. 11
represents a diagonal matrix with eigenvalues that have positive
real parts, the solutions of Eq. (1 1-219) will increase with r.
Eq.
(1 1-219),
and when
it is
combined with Eq.
(or
At
"e
(1 1-220),
"
Thus we rearrange
get
"X(T)
(11-221)
M)
e" At
f(T)_
we
Now
Eq. (11-221) represents solutions that have only negative exponentials.

Using the boundary condition of Eq. (11-213), the relation between "(0) and
X(0) can be written
t(0)
= -(W 22 - PW 12 )~'(W 2I - PW u )X(0)
(11-222)
Substitution of Eq. (11-222) into Eq. (11-221), the relation between (t)
is established:
and
X(t)
?(t)
- PW
-e~ A '(W 22
12
)-'(Wai
- PW M )r A i(t)
(11-223)
Let
H(t)
-e~ *(W 22
- PW 12 )-'(W 21 - PW n >-^
(11-224)

t(t)
= H(t)X(t)
(11-225)
In order to return to the variables x(t) and y(0, we substitute Eq. (1 1-225) in Eq.
(11-212) and using Eqs. (11-217) and (11-218), we have the relationship between
y(0 and x(0,

y(0
Comparing the
last
[W 21
+ W^H^fW, + W I2 H(r)]-'x(r)
(1
1-226)
equation with Eq. (11-203), the Riccati gain matrix
is
written
K(0
= [W 21 +
22
H( ?/
0][W
12 H(r,
t)Y
(11-227)
or
K(r,
t)
[W 21
+ W 22 H(t)][W u + W.jHCt)]-
(11-228)
Although we have a noniterative solution for K(f), because it is time dependent,

in general, for high-order systems, even a computer solution will be quite complex.
Solution of the Algebraic Riccati Equation

In the infinite-time case, the Riccati equation
given by Eq. (11-200). Based

finite-time
problem obtained in
is
a matrix algebraic equation
on the negative exponential solution for the

Section 11.5, we can obtain the solution of the
algebraic Riccati equation by simply taking the limit as t approaches infinity,

since
=
t
oo
~ t=oo
(1
1-229)
(1
1-230)
Thus, from Eq. (11-224),

lim H(t)
andEq.
lim H(t f
-0 =
(11-228) gives
K=
lim K(f f
t)
WjjWr,
(11-231)
Sec. 11.6
611
Although the above solution is of a very simple form, in general, to determine the matrices
and W, requires the solution of the eigenvalues and the
2
eigenvectors of the 2 x In matrix M. For high-order systems, a computer
solution becomes necessary.
In order to illustrate the solution of the Riccati equation,
we
shall first
consider the optimal linear regulator design of a first-order system and carry
out the design by pencil and paper. Then a higher-order system will be designed
with the aid of a digital computer.
Example
11-7
is
described by the
state equation
x(t)
with the
u(t)
initial
condition given as x(t
-2x(0
).
(11-232)
(/)
desired to determine the optimal control
It is
such that
\xKtf)
f" t* (0
We shall first consider that the final time //

we
identify that
A = 2, B =
exponential method,
we form
M are X
P=
2=
* = min.
From
and
1,
(1
1-233)
Eqs. (11-232) and (11-233),
R=
1.
Using the negative
M in Eq. (11-208),
~BR-
2 (0]
is finite.
I,
the matrix
M=
The eigenvalues of
1,
~-2
-r
_-l
2_
A2
= +/T.
B'~
(11-234)
-A'
Q
= V^T and
The eigenvectors of
M are
found to be
Pi
P2
(11-235)
_0.235_
Then
w
W = r^n
w
j\
_
1
xz
"
(11-236)
-4.:>35j
jo.:>35
2 2-
y%x
~|
_-4.235_
that they
It is important to note that the eigenvectors should be so arranged in
correspond to the requirement of the matrix T in Eq. (11-210). Substituting the ele= X 2 = */3~ in Eq. (11-224), we get
ments of W, P = 1, and
H(X)
The time-varying
Riccati gain
Kit,
is
-0.146<?" 2
We
note that when
Kit)
on
t,,x
(11-237)
obtained by substituting H(x) in Eq.
T) =
=0,
Kit,)
+ 0.6189e"
- 0.146e- ^3'
= P = 1, which
2
0.235
1
condition
(1 1-228).
Thus
(11-238)
agrees with the boundary
K(t,).
Figure 11-18 gives a plot of Kit) as a function of /. The steady-state solution of

co.
is obtained from Eq. (11-238) by setting t
For the infinite-time problem, t, = co. Since the system in Eq. (11-232) is com-
pletely controllable, the optimal solution exists,
solved from Eq. (11-238) by setting t
which
is
= oo. Thus
# = 0.235
also the steady-state value of Kit).
and the constant Riccati gain
is
(11-239)
'
612
Chap. 11
1.0
Steady-state
value of K(t)
0.52
K{t)
0.5
0.245
0.235
|
0.306
I
I
,
'/-I
0.5
t
t,
0.3
Fig. 11-18. Time-varying Riccati gain.
The optimal control
for the finite-time

u(t)
problem
is
= -R- B'K(t)x(t)
= -K(t)x(t)
<
l
and that of the
infinite-time
problem
u(t)
The state diagram

shown in Fig. 11-19.
(11-240)
tf
is
-0.23540
(11-241)
for the feedback system designed for the infinite final time
is
-0.235
Fig. 11-19.
Example
11-8
Optimal linear regulator system
in
Example
11-7.
this example we consider the linear regulator design of the control

of a simplified one-axis model of the Large Space Telescope (LST).
In
The LST, which will be launched into orbit in 1980, is an optical

space telescope aimed at observing stars that cannot be observed by ground-stationed
telescopes. One of the major control problems in the design of the LST control system
is
the pointing stability of the vehicle. In addition to the accuracy requirement, the
LST vehicle should
be maintained at its equilibrium attitude position during operation.

a typical regulator design problem.
The block diagram of the simplified one-axis model of the system is shown in
Fig. 11-20. An equivalent state diagram of the system is shown in Fig. 11-21, from which
are written the state equations
This
is
(/)
= Ax(/) + B(0
(11-242)
Sec.
1 1
Optimal Linear Regulator Design / 613
.6
Control
moment
Vehicle
gyro
dynamics
Gimbal controller
u(t)
K,
K.s + K,
Fig. 11-20.
J* 2
Block diagram of a simplified one-axis model of the LST.
Fig. 11-21. State
diagram of the simplified
LST
system.
where
"
H
J.
A=
J.
-Kj
-K
j
0"
B
IKj.
The system parameters
are defined as:
H = 600 ft-lb-sec
control
= 2.1 ft-lb-sec
K, = 9700 ft-lb/rad
Kp = 216 ft-lb/rad/sec
/ = 10 ft-lb/rad/sec
Jg
The design
objective
is
moment gyro
angular
momentum
gimbal inertia
gimbal-rate loop integral gain
gimbal-rate loop proportional gain
vehicle inertia
to find the optimal control that minimizes the following
performance index:
J=\" [x'(0Qx(0 + Ru
(<)]
dt
(1
1-243)
614
Chap. 11
where
0"
Qi
1z
(11-244)
93
1iSince the states xi and x 2 represent the vehicle displacement and velocity, respec-
and are of primary
tively,
interest,
specification of the elements of Q.
R=
more weights
We let q =
t
are placed on these variables in the
x 10 7 q 2
,
5000, q 3
</ 4
1,
and
l.
The optimal
control
is
given by
u\t)
where
The
-.R->B'Kx(0
(11-245)
K is the positive definite solution of the algebraic Riccati equation,

-KA - A'K + KBR'B'K - Q =
solutions of the Riccati equation
(11-246)
and the optimal control are obtained on a
digital
computer. The eigenvalues of the feedback system are
-2.75
The feedback matrix
-9700
G=
The
11-22.
-1.375
+ /2.33
[7071
5220
10.6
diagram of the feedback system with
state
-1.375 -J2.33
is
0.99]
state feedback
(11-247)
is
shown
in Fig.
An input is added to the system through a gain of 7071. The latter is included so
that the output of the system will follow a step function input without steady-state
error. Figure
1-23
shows the responses of x
function with a magnitude of 5
x 10" 8
(0)
and x 2 (0 V ) when the input
rad.
The
initial
set to zero.
10.6
Fig. 11-22. State
diagram of the
linear regulator design.
LST
is
a step
conditions of the system are
system with state feedback from
Sec. 11.7
Feedback
Design with
Partial State
6.00
7.50
9.00
7.50
9.00
615
0.05 r
0.00
3.00
1.50
4.50
Time
(sec)
0.08 r
o
X
0.041-
0.00
3.00
1.50
J_
_L
4.50
6.00
Time
Fig. 11-23.
input
11.7
is
Time responses of xi(t) and
(sec)
xi(t) of the
LST
system when the
a step function.
Design with Partial State Feedback

It is
demonstrated in Section 11.5 that an observer can be designed for an
observable system to observe the state variables from the output variable.
However,
in general, the
system. Tt
is
complexity of the observer
is
comparable to that of the
natural to seek a design procedure that relies on the use of feedback
from only the
accessible state variables
should be pointed out that control
is
through constant feedback gains.
It
achieved by feedback through constant
gains from the accessible states, and no dynamics are involved in the controller.
Of
would only have a meaningful solution
course, the design problem
system
is
stabilizable with
Given the
if
the
feedback from the accessible state variables.
linear time-invariant system
H.0
Ax(f)
B(0
(1
1-248)
where
x(?)
u{t)
it is
assumed that the system
is
= n x state vector
= scalar control
1
completely controllable.
Let the accessible state variables be denoted by the vector
m<
n),
y(?)
(m x
i,
and
y(0
Cx(?)
(11-249)
616
where
full
C is
Chap.
an
rank; that
X n matrix with
is,
the rank of
The design problem
is
constant coefficients.
It is
assumed that
is
an
has
should be at least equal to m.
to find the partial state feedback control
u(t)=-Fy(t)
where
(11-250)
feedback matrix such that the designed system satisfies a

The performance index chosen for this design is
certain performance index.
= P [x'(0Qx(0 +
>
where
Ru*(t)] dt
(11-251)
to
Q is a symmetric positive semidefinite matrix and R is a positive constant.
The design objective is to find the optimal control u(t) such that / is minimized.
The reason for the choice of this performance index is that the design can be
associated with the linear regulator design.
Substitution of Eq. (11-249) in Eq. (11-250) yields
w(0=-FCx(f)
(11-252)
i/(0=-Gx(0
(11-253)
or
where
G = FC =
It
g2
fe I
...
has been shown 13 that the control in Eq.
of minimizing the J in Eq.
(1
for all real
1 -25 1 ) for
+ G(joil -
1-253)
Q and R
A)"
>
is
optimal in the sense
if and only
if
(1
note that the transfer relation between

X(s)
transfer
function
(si
of the
x(?)
and
A)-'Bf7(^)
system
A) -1 B is equivalent to the function 1

notation, and the condition of Eq. (11-255)
G(sl
(1
1-255)
co.
The loop
some
(11-254)
g]
is
u(t) is
(1
G(sl
A) _1 B.
Thus
1-256)
1
G(s) in the classical control
is
equivalent to the sensitivity
relation of Eq. (9-74). In other words, the optimal system designed in the sense
of minimizing / in Eq. (11-251) is that the Nyquist locus of G(j'coI A)~'B

must not intersect or enclose the unit circle centered at ( 1, y0) in the complex
function plane. Therefore, the system designed based on the optimal linear
regulator theory must all satisfy Eq. (11-255).
The design
strategy here
is
to utilize the condition of Eq.
(1
1-255) to select
G is then
considered as the optimal feedback gain corresponding to that Q. The approach
follows that of the inverse problem 11 of the linear regulator design, which
a weighting matrix
that
is
positive semidefinite.
The
resulting
involves the determination of the weighting matrices once the feedback matrix
is
known.
For convenience, we
R=
1, since it is relative to the magnitudes of the

elements of Q. Let p(s) represent the characteristic equation of the closed-loop
system with partial state feedback; that is,
let
Sec.
1 1
Design with
.7
p(s)
si
(A
BG)
Since the system
controllable,
is
The matrices
form.
"0
...
(11-258)
...
A is denoted by
= \sl-A\ = s* + as-~' + a^s"- +
characteristic equation of
q(s)
The
0..
2
1-257)
...
1
617
...
1
The
(1
written
-a,
Feedback
can be represented in phase-variable canonical
it
A and B are
Partial State
p(s)
= s +
(si
- A)'B
(a.
+ ^>"- +
]
...+
is
(a l
.+
a,
(11-259)
written
+g
(1
1-260)
Then
(11-261)
'?(')
and
G(sl
- A)
.g*s"
>B
g_
5- 2
1
...
g,
(11-262)
q(s)
Thus
[l+G(*I-A)-'B]=2g
In view of Eq. (11-255),
1
GC/col
we can
A)-'B|
[1
(11-263)
write
G(;coI
A)-'B][1
= p(Jco)p(-jco) >
G(-jcol
- A)~'B]
(1
1-264)
q(Jco)q(-jco)
Subtracting
from both
we have
sides of the last equation,
qUco)q(-jco) -^ q
pUa>)p(JG>)
qUoj)q(-Jo>)
Let the numerator of the
last
(11-265)
equation be factored as
p(Joi)p(.-Jco)
- q(j(o)q(-j<o) = d(jco)d(-jco)
(11-266)
where
d(s)
Equation
(1
1-267)
is
a>"-'
of the (n
l)st
d^s"- 2
order since the
s"
a",
(11-267)
terms in p(s) and q(s) are
618
Chap. 11
canceled in Eq. (11-266). Let
d2
D=
(11-268)
- A)~'B
(11-269)
Then
D(sl
Equation (11-264)
[1
G(jcol
is
written as
- A)"B][1 +
G(-yo)I
= +
B'(-ycoI
has been shown by Anderson and

feedback matrix, it is necessary that
G(jcoI
- AT'O'DOoI -
It
[1
^l
^-J^)
= +
q(joj)q(jco)
A)~'B]
Moore
12
that for
- A)-B][1 + G(-jcoI - A)"'B]

= + B'(-ycoI - AT 'QCAol (11-271),
A)"'B
to be the optimal
(11-271)
A)"'B
Comparing Eqs. (11-270) and
we have
Q = DD
(11-272)
Equations (11-266), (11-272), and the condition that Q

form a design procedure for the partial state feedback.
definite
in
mind
is
positive semi-
It
should be kept
may not be stabilizable, or the inverse problem

an optimal solution may not always be possible.
that since the system
does not
exist,
Example
11-9
Consider the dynamic equations of a linear time-invariant system,
= Ax(0 +
X')=* 2 (0
i(0
where
"or
L-i
It is
(H-270)
Ba(0
(11-273)
(11-274)
"0"
B=
o_
desired to design a closed-loop system by feeding back only
x 2 (t) through a
constant gain, so that the performance index
!""
J
is
minimized. The control
The
is
of A
q(s)
and the
uHt)] dt
(11-275)
= Gx(t).
u(t)
[x'(0Qx(0
is
|il- A|
=s +
2
(11-276)
characteristic equation of the closed-loop system with feedback

p(s)
\sl
(A
- BG)| = s + g 2 s +
2
from x 2
is
(11-277)
where
G=[0
g2 ]
(11-278)
Sec.
Design with
1 1 .7
Partial State
Feedback
619
For the second-order system,
= dz s + di
d(s)
D=
Then
the weighting matrix
(11-279)
d2 ]
[rf,
(11-280)
of the form
is
Q=
D'D
-d\
did
,
(11-281)
-d\di
From
Eq.
(1
-266)
p(s)p(-s)
we have
= s* + (2 - gi)s 2 + 1
= q(s)q(-s) + d(s)d(-s) =
s*
dl)s*
(2
+ d\ +
(11-282)
1
Therefore,
=0
d\
= gi
and
"0
0"
"0
0"
_0
d\\
Lo
gi\
(11-283)
Q must
be of the form defined in Eq. (11-283), or the optimal

it does not mean that
given any other positive semidefinite Q an optimal linear regulator solution does not
This result shows that
solution does not exist for the problem given here. However,
exist.
The nonzero element of Q,

derivative of x x
It is
d\, represents a constraint
reasoned that
the system will be reduced. This
if
is
on the
state x 2
we place more constraint on x 2

verified
by assigning
which
is
the
the overshoot of
different values to
d2 and
,
observing the effect on the roots of the characteristic equation of the feedback system.
d\
d\
d\
that
=2:
=4:
p(s)
p(s)
p(s)
=s +s+1
= s 2 + *fls
= s + 2s + 1
2
damping ratio C
damping ratio
damping ratio
= 0.5
= 0.707
= 1.0
In more complex systems, Eq. (1 1-266) leads to a set of nonlinear equations

must be solved to obtain the elements of D and G. The problem is simplified
by observing that the elements in the

already represent feedbacks from the
last
row of the matrix
in Eq. (11-258)
state variables. Therefore,
it is
logical to
absorb these coefficients in the feedback matrix G. Then the modified matrix
A would
be
"0
...
0"
A*
(11-284)
0...
...
The
state equations
of the system become
= A*x(r) +
x(/)
and the
state
feedback control
Bu(t)
(11-285)
is
u(t)
-G*x(r)
(11-286)
620
Chap. 11
where
= G-[0
= igi i
G*
It is
1]A
...
simple to see that the characteristic equation of
A*
gi
q(s)

Example 11-10
(11-287)
a2
a]
will
always be
(11-288)
s"
will illustrate this simplified procedure.
Consider the linear time-invariant system
= Ax(0 + B(0
(0
where
A=
-3.
[g
[x'(0Qx(0
wish to find the feedback gain matrix

index
minimized. The form of
From
Jf~
to
_1_
G=
We
is
B =
-2
control. Using Eq. (11-287),
"0"
0"
0]
such that the performance
2 (01 dt
given indicates that only the state
G*
fc,
.vi
is
fed back for
3].
Eq. (11-284), the characteristic equation of the closed-loop system

p(s)
=
=
\sl
- BG)| =
+ 2s + g
(A
3.s
\sl
(A*
is
- BG*)|
(11-289)
Let
d(s)
From
= d S 2 + d2 S + d,
(11-290)
we have
Eq. (11-266),
p(s)p(-s)
- q(s)q(-s) = 5s 4 + (6g - 4)s 2 + g\

= dls* + (Idtds - di)s 4
t
Thus equating the
(11-291)
d\
coefficients of corresponding terms in the last equation,
d\=g\
d\ = 5
(11-292)
(11-293)
~dl=6g -4
2did3
we have
(11-294)
Substitution of Eqs. (11-292) and (11-293) into Eq. (11-294) yields
d\
1.5278^
(11-295)
Since d\ must be positive, Eq. (11-295) leads to

di
From
<
1.5278
It is interesting
teristic
is
2.618
(11-296)
Eq. (11-292),
g,
Xi
< 2.618
to note that applying the
(11-297)
Routh-Hurwitz
criterion to the charac-
equation of Eq. (11-289) shows that the closed-loop system with feedback from
stable for #i
< 6.
However, for the optimal
partial state feedback control,
Chap.
References
must be less than or equal to 2.618. The

margin of relative stability.
The weighting matrix is given by
D'D
whose elements have
difference between the
d\
didz
d^df
did2
d\
d2 d3
-did 3
dzdi
d\
two values of î
is
621
the
(11-298)
_
to satisfy Eqs. (11-292) through (11-294).
REFERENCES
Analytical Design
1
2.
G. C. Newton, Jr., L. A. Gould, and J. F. Kaiser, Analytical Design of Linear

Feedback Controls, John Wiley & Sons, Inc., New York, 1957.
Chang, Synthesis of Optimum Control Systems, McGraw-Hill Book

S. S. L.
Design by Pole Assignment

3.
4.
W. M. Wonham, "On Pole Assignment in Multi-input Controllable

Systems," IEEE Trans. Automatic Control, Vol. AC-12, pp. 660-665, Dec.
F.
M. Brasch and
tors,"
5.
E.
J.
IEEE Trans.
Linear
1967.
J. B. Pearson, "Pole Placement Using Dynamic CompensaAutomatic Control, Vol. AC-15, pp. 34-43, Feb. 1970.
Davison, "On Pole Assignment in Linear Systems with Incomplete State

IEEE Trans. Automatic Control, Vol. AC-15, pp. 348-351, June 1970.
Feedback,"
6.
7.
E. J. Davison and R. Chatterjee, "A Note on Pole Assignment in Linear Systems with Incomplete State Feedback," IEEE Trans. Automatic Control, Vol.
AC-16, pp. 98-99, Feb. 1971.
J.
C. Willems and
tion,
S. K. Mitter, "Controllability, Observability, Pole Allocaand State Reconstruction," IEEE Trans. Automatic Control, Vol. AC-16,
pp. 582-593, Dec. 1971.

8.
IEEE
Trans.
D. G. Luenberger, "Observing the State of a Linear System," IEEE

Military Electronics, Vol. MIL-8, pp. 74-80, Apr. 1964.
Trans.
and D. P. Lindorff, "A Note on Pole Assignment,"

Automatic Control, Vol. AC-17, pp. 822-823, Dec. 1972.
B. Sridher
Design of Observers
9.
10.
11.
12.
D. G. Luenberger, "Observers for Multivariate Systems," IEEE Trans. Automatic Control, Vol. AC-11, pp. 190-197, Apr. 1966.
D. G. Luenberger, "An Introduction to Observers," IEEE Trans. Automatic
Control, Vol. AC-16, pp. 596-602, Dec. 1971.
B. D. O.
Inc.,
Anderson and
Englewood
J.
Cliffs, N.J.,
B.
Moore, Linear Optimal
1971.
Control, Prentice-Hall,
622
Chap.
Linear Regulator Design

13.
14.
15.
a Linear Control System Optimal?" Trans.
Is
ASME,
Basic Eng., Ser. D, Vol. 86, pp. 51-60, Mar. 1964.
R. E. Kalman, "Contributions to the Theory of Optimal Control," Bol. Soc.

Mat. Mex., Vol. 5, pp. 102-119, 1960.
M. Athans and
New
16.
"When
R. E. Kalman,
J.
P. L. Falb, Optimal Control,
McGraw-Hill Book Company,
York, 1966.
A. P. Sage, Optimum System Control, Prentice-Hall,
Inc.,
Englewood
Cliffs,
N.J., 1968.
PROBLEMS
11.1.
Prove that the "integral of
e\t) criterion,"
f"
e\t) dt
can be expressed as
F(s)F(-s) ds
*'
J -j.
= dE(s)/ds.
where F(s)
11.2.
= -
A unity-feedback control
r(t)
/\ /\
system
is
in Fig.
PI 1-2.
e(t)
\/
shown
s(s
c(t)
+ a)
Figure Pll-2.
(a)
Determine the integral square error (ISE),
J=
(c)
(d)
11.3.
The
e 2 (t)\dt
i
= 10, r(t) = u s (t) (unit step input), and a = 2.

Find the value of a as a function of
so that the ISE is minimized, when
r(t) = u s (t). Determine the damping ratio of the optimal system.
If K is variable but a is held constant, find the optimal value of K so that
the ISE is a minimum.
Repeat part (a) when the input is a unit ramp function, r(t) = tu s (t).
when
(b)
linear process
U(s)
is
s2
Problems
Chap. 11
623
Determine the optimal closed-loop transfer function C(s)/R(s) such that

Je
KO ~
c(t)]
= minimum
dt
-i
dt<l
The
11.4.
reference input r(t)
A linear process is
is
a unit step function,
described by
x2
= x2
=u
where x and x 2 are state variables and u

mize the quadratic performance index
is
the control. It
j-i J> - av) +

2
'xt
is
desired to mini-
] rfc
where jcd = constant. Determine the optimal control as a function of x it x 2

and xd by means of the integral-square-error design. Draw a block diagram
,
for the completely designed system.

11.5.
For the control system shown in Fig. PI 1-5, the input r{t) is a unit step function.
Figure Pll-5.
(a)
K2
Determine Ki and
subject to
Ju
minimized,
is assumed to be zero.
and the values of K and K2 are as determined
in part (a),
f~
e\t) dt
/(/)
= 0,
find the
maximum
["
d 2 (t)
dt
strength of the impulse disturbance n(t)
can be applied to the system such that /

Repeat part (a) with the following design
Je<\
(d)
Ju
noise signal n(t)
(b) If
(c)
so that the integral square error
=
The
Je
is
<
Ju
<
Nd(f) that
criteria:
minimum
Repeat part (b), and find the maximum strength of the impulse disturbance
is less than or equal to the minimum value found in (c).
N such that /
624
11.6.
The
The
Chap. 11
control system
shown
in Fig.
Determine the values of
reference input
Je
J"
is
J"
PI 1-6 has two free parameters in K\ and

K2 by parameter optimization such that
and
e 1 {t) dt
" 2(/) dt
-25
minimum
'
a step function with an amplitude of 0.5.
*~c(t)
Figure Pll-6.
11.7.
Consider the linear process
x(0
c(t)
= Ax(0 + B(0
= Dx(r)
where
"1
0"
Lo
0_
"1"
B=
D=
L
Design a state observer so that x(0
[2
-U
x e(t) will decay as fast as <r 10t Find the

and the feedback matrix G. Write the
.
characteristic equation of the observer
state equation of the observer in matrix form.
11.8.
A linear time-invariant process described by the state equation

x(t) = -0.5x(t) + u(t)
is
with the
initial state x(t )
Find the optimal control
the performance index
J
where
and
tf
i J\"[2x\t)
to
uHt)]dt
sec.
11.9.
Solve Problem 11.8 with t f
11.10.
Consider the linear process

x{t)
It is
oo.
= 0.5x(t) +
u(t)
desired to minimize the performance index
rr
T
(\e~<x 2
e~'u 2 ) dt
u(t) that
minimizes
Problems
Chap. 11
Show
that the optimal control
is
625
given by
11.11.
_ ptp-T
A second-order process is described by the state equations

*i(t) = x 2 (t)
x 2 (t) = u(t)
Find the optimal state-feedback control that minimizes
Draw
i.
X\
2x lXz
4x\
u 1 ) dt
a block diagram for the closed-loop system. Find the damping ratio of
the system.
11.12.
Consider the linear time-invariant process
(0
= Ax(/) + B(0
where
"0
A=
l_4
It is
B =
-4
1J
1.
desired to find the feedback gain matrix
G = [#i
g 3 ] such
that the
performance index
[x'(0Qx(0
u 2 (t)] dt
= minimum
to
Formulate the problem using the method described by Eqs. (11-284) through
(11-288). Find the bounds on g^ and g 3 such that solutions to the optimal
linear regulator problem with the specific partial state feedback exist.
APPENDIX
Frequency-Domain
Consider that G(s)H{s)

system.
The
Plots
the loop transfer function of a feedback control
is
sinusoidal steady-state transfer function
is obtained by setting
in G(s)H(s). In control systems studies, frequency-domain plots of the
open-loop transfer function G(jco)H(jco) are made for the purpose of analysis of
= jco
the performance of the closed-loop control system.

The function G(jco) is generally a complex function of the frequency co and
can be written
G(jco)
\G(jco)\
/GUa>)
(A-l)
where G(jco) denotes the magnitude of G(jco) and /G(jco) is the phase of G(jco).
The following forms of frequency-domain plots of G(jco) [or of G(jco)H(jco)]
versus co are most useful in the analysis and design of feedback control systems
in the frequency domain.
|
1.
2.
Polar plot: a plot of the magnitude versus phase in the polar coordinates as co is varied from zero to infinity.
Bode plot (corner plot): a plot of the magnitude in decibels versus
co (or
3.
log 10
co) in
the semilog (or rectangular) coordinates.
Magnitude- versus-phase plot: a plot of the magnitude in decibels

versus the phase on rectangular coordinates with co as a variable
parameter on the curve.
These various plots are described in the following sections.

626
Polar Plots of Transfer Functions /
A.1
A.I
627
Polar Plots of Transfer Functions
The polar
plot of a transfer function G(s)
is
a plot of the magnitude of G(jco)
versus the phase of G(jco) on the polar coordinates, as co

infinity.
From
a mathematical viewpoint, the process
is
varied
from zero
to
may be regarded as a map-
ping of the positive half of the imaginary axis of the .s-plane onto the plane of the
function G(jco).
A simple example of this mapping is shown in Fig. A-l. For any
the magnitude and phase of G(jcoi) are represented by a

co
phasor that has the corresponding magnitude and phase angle in the G(jco)-
frequency
co
x ,
i/CO
s-plane
./co 2
-jOJ l
,,/ImC
G(/co)-plane
*-ReG
shown as a mapping of the positive half of the/co axis

onto the G(yeB)-plane.
Fig. A-l. Polar plot

in the .s-plane
628
Frequency-Domain
Plots
App.
plane. In measuring the phase, counterclockwise
is
referred to as positive,
and
clockwise as negative.
To
illustrate the construction
of the polar plot of a transfer function, con-
sider the function

1
G(s)
where
T is
(A-2)
+Ts
+jcoT
a positive constant.
Putting s
= jco,
we have
G(jco)
In terms of magnitude and phase, the
last
expression
G(jco)
*J\
+ <o r
2
(A-3)
is
written
/-tan-' coT
(A-4)
When a> is zero, the magnitude of G(jco) is unity, and the phase of G(jco) is
at 0. Thus, at co
0, G(jco) is represented by a phasor of unit length directed in
the 0 direction. As co increases, the magnitude of G(jco) decreases, and the phase
becomes more negative. As co increases, the length of the phasor in the polar
coordinates decreases, and the phasor rotates in the clockwise (negative) direction. When co approaches infinity, the magnitude of G(jco) becomes zero, and
the phase reaches 90. This is often represented by a phasor with an infinitesimally small length directed along the 90 axis in the G{ j'co)-plane. By substituting other finite values of co into Eq. (A-4), the exact plot of G(jco) turns out
to be a semicircle, as
As
shown
in Fig. A-2.
a second illustrative example, consider the transfer function
= + jcoT
1
G(jco)
where 7^ and
T2
+jcoT
(A-5)
are positive constants. Equation (A-5)
/ImC
is
written
G(/'co)-plane
ReC
V
Fig. A-2. Polar plot of G(jco)
1/(1
w2 T 2
+jcoT).
A.1
G(jco)
The polar
T2 and r,
= yy
+
or
co
/tan"
T]
coT 2
plot of G(jco), in this case, depends

.
unity as co
If
is
T2
is
the phase
is
T2
is
tan~' coT
upon the
(A-6)
magnitudes of
relative
greater than T, the magnitude of G(jco)

,
is
always greater than
and the phase of G(ja>) is always
varied from zero to infinity,
629
posi-
than unity, and
than Tj the magnitude of G(jco) is always

always negative. The polar plots of G(j(o) of Eq. (A-6) that correspond to the two above-mentioned conditions are shown in Fig. A-3.
tive. If
less
less
/ImG
G(/co)-plane
co
T2
*-ReG
> T,
(T2
,,/ImG
G(/co)-plane
zyr,
+-ReG
(T2
<T
Fig. A-3. Polar plots of C(Jco)
It is
tion
is
(1
+j<oT2 )/(l +ja>Ti).
apparent that the accurate plotting of the polar plot of a transfer funcis of high
generally a tedious process, especially if the transfer function
order. In practice, a digital
computer can be used to generate the data, or even
the final figure of the polar plot, for a wide class of transfer functions. However,
from the analytical standpoint,
it is
essential that the engineer
be completely
computer data may be

properly interpreted. In some cases, such as in the Nyquist stability study, only
the general shape of the polar plot of G(jo})H(ja>) is needed, and often a rough
familiar with the properties of the polar plot, so that the
sketch of the polar plot
is
quite adequate for the specific objective. In general,
630
Frequency-Domain
App.
Plots
the sketching of the polar plot
facilitated
is
by the following information:
The behavior of the magnitude and the phase at co == and at co = oo.

2. The points of intersections of the polar plot with the real and imaginary
axes, and the values of co at these intersections.
The general shape of the polar plot may be determined once we have information on the two items listed above.
1.
Example A-l
Consider that it is desired to

of the transfer function
make a rough
and phase of G(jco)
Substituting s
jco in Eq. (A-7), the magnitude
oo are computed as follows:
co
sketch of the polar plot
at co
and
lim G(jco)
= lim ^ =
= lim /-) =
lim IG(jco)
lim G(jco)
|
lim
<0-oo
lim /G(jco)
Thus the properties of the polar

Next,
we determine
oo
lim
-^
if
-90
(A-9)
(A-10)
CO
A^L =
plot of G(jco) at CO
the intersections,
(A-8)
-180
and
(A-ll)
co
oo are ascertained.
any, of the polar plot with the two axes of the
G(y'C0)-plane.
If the polar plot of G(yCO) intersects the real axis, at the point of intersection, the
imaginary part of G(/co)
is
zero; that
is,
Im[G(/co)]
(A-l 2)
Re[G(yco)]
+ j Im[G(/co)]
(A-13)
In order to express G(jco) as

G(yco)
we must
by multiplying its numerator and denominator by the comdenominator. Therefore, G(y'co) is written
rationalize G(jco)
plex conjugate of
C(im\
KJ
'
its
10(-yco)(-/CO + 1)
+ l)(-jco)(-jco
jcoO'co
-10C0
_
~ co* + co
1)
_
2
10C0
co*
co 2
,.
lA" 14
'
which gives
mGUco)]= (o(
(A-15)
l)
and
Re[G(7co)]
When we
set
Im[G(yco)] to zero,
we
^^L
get CO
oo,
(A-16)
meaning
that the G(jco) plot has with the real axis of the plane
is
that the only intersect
at the origin.
Similarly, the intersection of the polar plot of G(jco) with the imaginary axis is
found by setting Re[G(yco)] of Eq. (A-16) to zero. The only real solution for co is also
co = co, which corresponds to the origin of the G(/co)-plane. The conclusion is that the
polar plot of G(yco) does not intersect any one of the two axes at any finite nonzero
A.1
631
l/lmG
G(/co)-plane
--Re
Fig. A-4. Sketch of the polar plot of G(s)
upon
frequency. Based
at co
and
co
Example A-2
this
co
1)].
information, as well as knowledge on the angles of GO')

as shown in Fig. A-4.
10
made
make a rough
'
s(s
l)(.s
(A-17)
+ 2)
sketch of the polar plot ofG(jco).
for the properties of the magnitude
The following calcula-
and phase of G(joo)
at co
and
oo:
lim GC/eo)
|
HJ-.0
lim /Gt/c)
Km
lim 14JCO
G(yco)
-90
(A-19)
= lim -g =
= lim
/^j
find the intersections of the G(jco) curve
we
(A-18)
CO
t-0 /
lim /GC/OJ)
G(ya>)-plane,
lim
cu->0
OJ-.0
To
Given the transfer function
desired to
tions are
I0l[s(s
= co, the polar plot of G(jo>) is easily sketched,
G(s)
it is
(A-20)
-270
(A-21)
on the real and the imaginary axes of the
rationalize G(jco) to give
G(uiC0 )
+ 1)(-/cq + 2)
+ 2)(-jco)(-jco + IK-jco +
m-jco)(-jco
=
jcoUco
'
After simplification, Eq. (A-22)

G(ico)
w
'
l)(jco
is
9co*
(A " 22)
written
-30a> 2
2)
co 2 (2
- co
- a)>)
+ co 2 (2 - co
JlOaKZ
2 2
)
9co*
2 2
)
(A-23)
632
Frequency-Domain
App.
Plots
We set
Re[G(/co)]
-30
9co 2
(2
- co
(A-24)
2 2
)
and
Im[G(/w)]
Equation (A-24)
is
-10(2
9 3 +
which means that the G(jco) plot

is
satisfied
co 2 )
- CO
(A-25)
1 2
)
when
satisfied
CO
tion (A-25)
co(2
oo
intersects the
imaginary axis only at the origin. Equa-
when
CO 2
=2
which gives the intersection on the real axis of the G(/C0)-plane when co = *J~2
rad/sec. Substituting co = /2~ into Eq. (A-23) gives the point of intersection at
G(yV2)=-j
(A-26)
The result of co = ^/2 rad/sec has no physical meaning, but mathematically

simply represents a mapping point on the negative jco axis of the j-plane. In general,
if G(s) is a rational function of 5 (a quotient of two polynomials of .0, the polar plot
of G(jco) for negative values of CO is the mirror image of that for positive co, with the
it
mirror placed on the real axis of the G(y'co)-plane.

With the information collected above, it is now possible to make a sketch of the
polar plot for the transfer function in Eq. (A-17), and the sketch is shown in Fig. A-5.
Although the method of obtaining the rough sketch of the polar plot of a transfer
function as described above
is
quite straightforward, in general, for complex transfer
i/IraC
G(/oo)-plane
Re G
Fig. A-5. Sketch of the polar plot of G(s)
= lOMs +
l)(s
2)].
Plot (Corner Plot) of a Transfer Function /
Bode
functions that
may have multiple crossings on
fer function plane, the algebraic
more, the polar plot
is
633
the real and imaginary axes in the transmay again be quite involved. Further-
manipulation
basically a tool for analysis;
it is
somewhat awkward
for design
purposes. We shall show in the next section that approximate information on the polar
plot can always be obtained from the Bode plot, which is usually sketched without any
computations. Thus, for more complex transfer functions, other than using the digital
computer, sketches of the polar plots are preferably obtained with the help of the
Bode
A.2
Bode
plots.
The
discussions in the last section
show that the polar
plot portrays a function
magnitude and phase as functions

of co. The Bode plot, on the other hand, contains two graphs, one with the
magnitude of G(jco) plotted in decibels versus log co or co, and the other with the
phase of G(jco) in degrees as a function of log co or co. The Bode plot is also
known sometimes as the corner plot or the logarithmic plot of G(jco)- The name,
G(jco) in the polar coordinates in
corner plot,
is
terms of
used since the Bode plot
is
its
basically
an approximation method in
is approximated by
that the magnitude of G(jco) in decibles as a function of co

straight-line segments.
Bode
In simple terms, the
1.
plot has the following unique characteristics:
Bode plot is expressed in deciin

division
factors
product
and
bels, the
G{jco) become additions and
subtractions, respectively. The phase relations are also added and
Since the magnitude of G(jco) in the
subtracted from each other in a natural way.

2.
The magnitude
plot of the
Bode
countered in control systems
plots of
most
G(jco) functions en-
may be approximated by
straight-line
segments. This makes the construction of the Bode plot very simple.
Since the corner plot
is
relatively easy to construct,
and usually without
may be
used to generate data necessary for the other

frequency-domain plots, such as the polar plot, or the magnitude-versus-phase
point-by-point plotting,
plot,
which
is
In general,
it
discussed later in this chapter.
we may
represent the open-loop transfer function of a feedback
control system without pure time delay by
0(5)
+
^+^
+
+
s-(s
where
As an
is
pj(s
*>/
p2 )
a real constant and the zs and the/?s
alternative, the
G{S)
s'(l
+ *->
+ p)
(A-27)
may be real or complex numbers.
{'
(s
is
written
Ta sKl+Tb s)---(l+Ts)
(A 28)
where A" is a real constant, and the Ts may be real or complex numbers.
In Chapter 8, Eq. (A-27) is the preferred form for root loci construction.
However, for Bode plots, the transfer function should first be written in the form
634
Frequency-Domain
Plots
App A
of Eq. (A-28). Since practically all the terms in Eq. (A-28) are of the same form,
without loss of generality, we can use the following transfer function to illus-
Bode diagram
trate the construction of the
+T
s(l
T T 2 Ta
where K,
t ,
order polynomial,
f,
and
ju
2^/j.
The magnitude of G(jco)

to the base 10 of G(joi)
|
G(jco) |
/i
20 log,
/G(jco)
//
co/co n ,
in decibels
is
It is assumed that the secondhas two complex-conjugate zeros.
is
obtained by multiplying the logarithm
by 20; we have
20 log, o
The phase of G(j(o)
ju
are real coefficients.
= 20 log I0 K + 20 log,
+ jcoT
(A-30)
+ j(oT - 20 log, ja>
+ joaT.\ 20 log 10 + J2{ M - y}\
20 log.o G(jco)
+
-
+ j2{/u -
s)(l
written
+ /l+ jcoT, + /l + Jq}T - /I + JmT - /l+j2j M -^

/K
jjco
In general, the function G(jco)
(A-29) and have
many more
may
be of higher order than that of Eq.
factored terms. However, Eqs. (A-30) and (A-31)
would simply produce more' similar

terms in the magnitude and phase expressions, so that the basic method of
indicate that additional terms in G(jco)
construction of the
in general, G(jco)
Bode
may
plot
would be the same.
We
have also indicated
Constant factor
2.
Poles or zeros at the origin
(jco)
3.
Poles or zeros not at co
4.
Complex
that,
contain just four simple types of factors:
(1
poles or zeros
(1
+ jcoT) q
+ j2/z
2 r
fi )
where p, q, and r are positive integers.

Equations (A-30) and (A-31) verify one of the unique characteristics of the
Bode plot in that each of the four types of factors listed may be considered as a
separate plot; the individual plots are then added or subtracted accordingly to
yield the total magnitude in decibels and phase plot ofG(jco). The curves may be
done on semilog graph paper or linear rectangular coordinate graph paper,
depending on whether co or log I0 co is used as the abscissa.
We
shall
now
investigate the sketching of the
Bode
plot of the different
types of factors.
Constant Term,
Since
KiB =
20 log I0
K=
constant
(A-32)
and
W
(0
K>
*<o
(A " 33)
Bode
A.2
20 log 10 K
Magnitude
Plol (Corner Plot) of a Transfer
635
dB
0dBf_
indB
Function
90
ArgK
Phase in
degrees
-90 -
- 180
0.1
100
10
co rad/sec
Fig. A-6.
Bode
the
Bode
plot of the constant factor
plot of constant K.
shown
is
in Fig.
A-6
in semilog coordi-
nates.
Poles and Zeros at the Origin, (jm) p
The magnitude of (jco) p

201og,
for
|Oco)
'|=
given by
is
20/7 log,
dB
co
(A-34)
> 0. The last expression for a given p represents the equation of a straight
ctJ
line in either
lines
in decibels
may
semilog or rectangular coordinates. The slopes of these straight
be determined by taking the derivative of Eq. (A-34) with respect to
log 10 co; that
is,
dlog ioQ)
These
( 2P
lo Sio ca)
pass through the 0-dB point at
lines all
log 10 co will correspond to a change of 20/?

unit change in log,
co in
variation in
is,
nates.
co,
that
co
dB
Thus the slopes of the
(A-35)
in
the rectangular coordinates
from
dB
20/7
1. Thus a unit change in

magnitude. Furthermore, a
is
equivalent to
decade of
to 10, 10 to 100, and so on, in the semilog coordi-
by Eq. (A-34) are said to
straight lines described
be 20/7 dB/decade of frequency.

Instead of using decades, sometimes the unit octave
is
used to represent the
The frequencies co, and co 2 are separated by an

The number of decades between any two frequencies co,
separation of two frequencies.
octave
and
if CO2/CO1
co 2 is
2.
given by
number of decades
io Bio (a>i/<i)
og
log,o 10
Similarly, the
number of octaves between
number of octaves
logi
co 2
and
number of octaves
0.301
Thus, the relation between octaves and decades
is
0.301
("h)
\coJ
(A-36)
co, is
W<o,) =
log,
log
(coA
\coJ
(A . 3?)
given by
decades
(A-38)
636
Frequency-Domain
Plots
App.
we have
Substituting Eq. (A-38) into Eq. (A-35),
20/7 dB/decade
2Qp x
0.301
6p dB/octave
For a transfer function G(jco) that has a simple pole

of G(jco)
0-dB axis
is
a straight line with a slope of
at cu
at s
=--
20 dB/decade, and
0,
(A-39)
the magnitude
passes through the
1.
The phase of (jco) p
is
written
l(jco)
= p
90
(A-40)
The magnitude and phase curves of the function

shown in Fig. A-7 for several values of p.
(jco)
are sketched as
0Q
T3
s:
<4-
100
rad/sec
cj
Fig. A-7.
Simple Zero
(1
-\-
Bode
plots of Uo>) p
j<oT)
Let
G(jco)
where
T is
a real constant.
I
G(ja>) |
= + jaT
The magnitude of
20 log
(A-41)
G(j(o) in decibels
is
GO) = 20 log V 1~T ~^T*

|
written
( A-42)
A.2
Bode
637
To
obtain asymptotic approximations to the magnitude of G(jco), we consider

both very large and very small values of o>. At very low frequencies,
coT -. 1,
Eq. (A-42) is approximated by
I
since co
is
At very
co
T2
G(jco) dB
|
20 log
G(jco)
~ 20 log
o 1
dB
when compared with 1.

high frequencies, cor> 1, we may approximate
(A-43)
neglected
co
T2
by
then Eq. (A-42) becomes

I
G(jco)
U = 20 log
I0
G(joi)
~ 20 log
=
I0
Jco 2 T 2
(A-44)
20 log, coT
Equation (A-44) respresents a straight line with a slope of

+20 dB/decade of
The intersect of this line with the 0-dB axis is found by equating Eq.
(A-44) to zero, which gives
frequency.
co
-=-
(A-45)
This frequency is also the intersect of the high-frequency

approximate plot and
the low-frequency approximate plot which is the 0-dB
line as given by Eq. (A-43)
The frequency given by Eq. (A-45) is also known as the corner
frequency of the
Bode plot of the transfer function in Eq. (A-41), since the
approximate magni-
tude plot forms the shape of a corner at that frequency,

as shown in Fig. A-8. The
actual magnitude curve for G(jco) of Eq. (A-41) is
a smooth curve, and deviates
only slightly from the straight-line approximation. The
actual values for the
magnitude of the function 1
jcoT as functions of coT are tabulated in Table A-l
40
II
II III
I
I
Ml
30
20
10
10
-20
30_LL
40
0.01
Fig. A-8.
and G(s)
0.1
Magnitude versus frequency of the Bode plots of G(s)
1/(1
Ts).
Ts
638
Frequency-Domain
Plots
App A
Table A-l
>T
\osiqC0T
|1
+ jwT\
\l
+ ja>T\
/l
+ jwT
(dB)
0.01
-2
0.1
-1
1.04
0.5
-0.3
-0.12
0.76
1.0
0.5
5.7
0.043
1.12
26.6
1.26
37.4
1.41
45.0
1.31
0.117
1.65
4.3
52.7
1.73
0.238
2.0
6.0
60.0
2.0
0.3
2.23
7.0
63.4
5.0
0.7
5.1
14.2
78.7
0.0
1.0
10.4
20.3
84.3
Table A-2
Straight-Line
Approximation of
+ j<oT\
coT
(dB)
decade
below corner
0.1 (1
|i+;an
Error
(dBY
{dB)
0.043
0.043
frequency)
0.5 (1 octave
1.0
below corner
frequency)
0.76
.0 (at the
corner
frequency)
1.31
4.3
2.3
2.0 (1 octave
above corner
frequency)
10 (1 decade
20
20.043
0.043
above corner
frequency)
Table A-2 gives a comparison of the actual values with the straight-line approximations at some significant frequencies.
The
totes
it is
at
is
error between the actual magnitude curve and the straight-line asympsymmetrical with respect to the corner frequency \/T. Furthermore,
useful to
remember
that the error
octave above (2jT) and
is
dB
at the corner frequency,
and
dB
octave below (0.5/T) the corner frequency. At
decade above and below the corner frequency, the error is dropped to approximately 0.3 dB. From these facts, the procedure in obtaining the magnitude curve
of the plot of the first-order factor (1 + jcoT) is outlined as follows:
Bode
A.2
639
2.
Locate the corner frequency co = \\T.

Draw the 20 dB/decade (or 6 dB/octave)
3.
l/T.
dB, with the two lines interesecting at co
line at
locating the
obtained
by
actual
magnitude
curve
is
If necessary, the
1.
and the horizontal
line
points given in Table A-l.
smooth curve can be sketched simply by locating the 3-dB

1 octave above and below
Usually, a
point at the corner frequency and the 1-dB points at

the corner frequency.
The phase of
G(jco)
+ jcoT
is
/G(jco)
written as
tan"'
mT
(A-46)
Similar to the magnitude curve, a straight-line approximation can be made for

the phase curve. Since the phase of G(jco) varies from 0 to 90 we may draw a
line from 0 at 1 decade below the corner frequency to +90 at 1 decade above
As shown
the corner frequency.
in Fig. A-9, the
approximation from the actual curve

gives the values of /l
ja>T versus coT.
straight-line
maximum
is
less
deviation of the
than
6.
Table A-l
Phase versus frequency of the Bode plots of G(s)
Fig. A-9.
G(s)
Simple Pole.
1/(1
11(1
Ts and
Ts).
+ jcoT)
When
1
G(Ja>)
1
the magnitude,
G(jco)
in decibels
Eq. (A-42), and the phase /G(jco)

Therefore,
to the
it is
Bode
simple to extend
plot of Eq. (A-47).
<
coT >
coT
is
is
all
We
|
given by the negative of the right side of

the negative of the angle in Eq. (A-46).
the analysis for the case of the simple zero
can write
G(jco) dB
|
(A-47)
+jcoT
G(jco)
U=
dB
-20 log 10
(A-48)
coT
(A-49)
Thus the corner frequency of the Bode plot of Eq. (A-47) is still at co = l/T.
At high frequencies, the slope of the straight-line approximation is +20 dB/
decade. The phase of G(jco) is 0 when co =
and 90 when co approaches
640
Frequency-Domain
Plots
App.
The magnitude and the phase of the Bode of Eq. (A-47) are shown in
A-8 and A-9, respectively. The data in Tables A-l and A-2 are still useful
infinity.
Figs.
made
for the simple pole case, if appropriate sign changes are
For
instance,
at the corner frequency,
to the numbers.
the error between the straight-line
approximation and the actual magnitude curve
is
dB.
Quadratic Poles and Zeros
Now consider the
second-order transfer function

G(s)
,*
=
1
2C,.,
+ a*
(2/co)s
(A50)
+ (l/cofis*
We are interested only in the cases when <,
1,
since otherwise, G(s)
would
have two unequal real poles, and the Bode plot can be determined by considering G(s) as the product of two transfer functions each having a simple pole.
Letting s
= jco,
Eq. (A- 50) becomes

G(j<o)
The magnitude of
1
G(jco) dB
|
is
= -20 log 10 ^[l -
frequencies, co/co
(A" 51)
[1-W1+W.J
G(j(o) in decibels
20 log 10 G(jco)
At very low
<C
= 20 log 10
Eq. (A-52)
G(jco)
=5
(gJJ
may
-20
4C
(A-52)
(g)
be written as
log 10
dB
(A-53)
Thus the low-frequency asymptote of the magnitude plot of Eq. (A- 50) is a
on the 0-dB axis of the Bode plot coordinates.
At very high frequencies, eo/con ^> 1 the magnitude in decibels of G(jco) in
Eq. (A-50) becomes
straight line that lies
\G(jco)U
20 log 10 \GU<o)\
= -20 log
10
^/g-)
(A-54)
dB
401og,f-^\
This equation represents the equation of a straight
40 dB/decade in the Bode plot coordinates. The

totes
is
line
with a slope of
intersection of the
two asymp-
found by equating Eq. (A-53) with Eq. (A-54), yielding
-401og 10 (^-)
= 0dB
(A-55)
\co n /
and from which we
get
co
Thus the frequency,
(A-56)
co
co
, is considered to be the corner frequency of the
second-order transfer function of Eq. (A-50), with the condition that
1.
The actual magnitude plot of G(jco) in this case may differ strikingly
<
from the asymptotic
lines.
The reason
for this
is
that the amplitude
and phase
Bode
A. 2
641
curves of the G(ja>) of Eq. (A-50) depend not only on the corner frequency co,
but also on the damping ratio . The actual and the asymptotic magnitude plots
the
of G(jco) are shown in Fig. A-10 for several values of . The errors between
s. The standard
set
of
same
for
the
1
A-l
in
Fig.
shown
are
of
curves
sets
two
40
1
Mil
Mill
mi
II Mil
30
f
20
10
0.5
= 0.05
/ al
10
= 0.707
1.0
-20 -
-30 -40
in
0.1
0.01
II III
iiN
u = cj/w
Fig.
A-10. Magnitude versus frequency of
25/o))
Bode
plot of G(s)
1/[1
(sl<oY).
25
20
15
10
-5
-
10
15
llll
0.1
0.01
Fig. A-ll. Error in

1/[1
2.rM,)
magnitude versus frequency of Bode plot of G(s)
(s/co)*].
Mil
100
10
1.0
642
Frequency-Domain
Plots
App.
procedure of constructing the magnitude portion of the Bode plot of a secondorder transfer function of the form of Eq. (A-50) is to first locate the
corner
frequency
then sketch the asymptotic lines; the actual curve is obtained by

to the asymptotes by using either the error curves of Fig.
A-ll or the curves in Fig. A-10 for the corresponding
co,
making corrections
f.
The phase of
G(jco)
given by
is
<aa --"' (^/['-()1

and
plotted as
is
shown
0
1
A- 12
in Fig.
for various values of
W4;
-45
f=1 '//V*H
-90
Mil!
II III!
f = 0.05
t^/0.1
0.6//
0.4
(A-57)
0.2
0.3
135
180
MM
0.01
1
1
0.1
+
The
INN
MM
100
Phase versus frequency of Bode plot of G(s)
1/[1
---
2(s/)
(*/*)*].
analysis of the
Eq. (A-50)
w/w
u =
Fig. A-12.
1.0
may be applied
Bode plot of the second-order
to a second-order transfer function with
two complex
zeros. If
G(s)=
+%s
co
the
Bode
plot of G(jco)
may be
(A-58)
(On
obtained by inverting the curves of Figs. A-10,
A-ll, and A-12.
As an
Example A-3
illustrative
example of the Bode plot of a transfer function,
let
us consider
G(s)
The
first
jco.
Thus Eq. (A-59) becomes
step
is
10)
2)(j
10(5
s(s
(A-59)
5)
to express the transfer function in the
GUco)
form of Eq. (A-28) and
10(1 +yo.ico)
jco{\ +y0.5(U)(l +/0.26t>)
set j
(A-60)
This equation shows that G(jco) has corner frequencies at co = 10, 2, and 5
The pole at the origin gives a magnitude curve that is a straight line with a
slope of 20 dB/decade and passing through the co = 1 rad/sec point on the co axis at
rad/sec.
dB. The total Bode plots of the magnitude and phase of G(jco) are obtained by
A.3
643
Fig. A-13.
Bode
plot of G(s)
[10(j
10)]/[4f
2)(j
5)].
adding the component curves together, point by point, as shown in Fig. A-13. The
actual magnitude curve may be obtained by considering the errors of the asymptotic
curves at the significant frequencies. However, in practice, the accuracy of the asymptotic lines is deemed adequate for transfer functions with only real poles and zeros.
A.3
is a plot of the magnitude of the transfer
in
degrees, with co as a parameter on the
phase
function in decibels versus
applications
important
of this plot is that it can be supermost
curve. One of the
posed on the Nichols chart (see Chapter 9) to give information on the relative
stability and the frequency response of the closed-loop system. When the gain
of the transfer function is varied, the plot is simply raised or lowered
factor
The magnitude-versus-phase diagram

its
vertically according to the value of
K in decibels. However, the unique property
of adding the individual plots for cascaded terms in the Bode plot does not
carry over to this case.
Thus the amount of work involved
magnitude-versus-phase plot
is
in obtaining the
equivalent to that of the polar plot, unless a
digital computer is used to generate the data. Usually, the magnitude-versusphase plots are obtained by first making the Bode plot, and then transferring the
data to the decibel-versus-phase coordinates.
As an illustrative example, the Bode plot, the polar plot, and the magnitudeversus-phase plot of the function
G(s)
IOC?
s(s
10)
2)(s
(A-61)
5)
644
Frequency- Domain Plots
'
Phase
crossover/^'
App.
Im
_^^
G(s)-plane
3
<5
co -> oo
v?/
^y
'
Jl
Re
*
\V^.
Gain
crossover
1000
(a)
G(/u)
pa
a
CO
10
3~
\y
J*
^r co =
o.
30
20
co
'
rad/sec
Gain crossover
10
co= 10
Phase
crossover
20
10
-270
*/
= 5.5
to
,
-220
-180
-90
-140
/g(/co)
(c)
Fig. A-14. G(s)
diagram,
are sketched as
(c)
ri0(.s
10)]/[4r
2)(j
5)]. (a)
Polar plot, (b) Bode
Magnitude-versus-phase plot.
shown in
Fig. A-14.
The Bode plot shown in Fig. A-14(a) is appar-
The
others are obtained by transferring the data
ently the easiest one to sketch.
from the Bode plot to the proper coordinates.
The relationships among these three plots are easily established by comparing the curves in Fig. A-14 without the need of detailed explanation. However,
for the purpose of analysis and design, it is convenient to define the following
terms
Gain-crossover frequency. This
the transfer function G(jco)
is
is
the frequency at which the magnitude of
unity. In logarithmic scale, this corresponds to
dB. The following interpretations are made with respect to the three types of
plots:
Polar Plot.
A-14(a)].
The gain-crossover point
(or points)
is
where G(jco)
[
[Fig.
Magnitude-Versus- Phase Plot
A.
Bode
Plot.
The gain-crossover point
(or points)
is
Phase-crossover frequency. This

G(jco)
is
80, or
Bode
is
where
A- 14(c)].
the frequency at which the phase of
180.
Polar Plot.
is 1
is
645
where the magnitude
curve of G(ja>) crosses the 0-dB axis [Fig. A-14(b)].

Magniwde-Versus-Phase Plot. The gain-crossover point (or points)
the G(jco) plot crosses the 0-dB axis [Fig.
The phase-crossover point (or points) is where
where the G(jco) plot crosses the negative

Plot.
The phase-crossover point
the phase of G(jco)
real axis [Fig. A-14(a)].
(or points)
is
where the phase curve
crosses the 180 axis [Fig. A-14(b)].
Magnitude-Versus- Phase Curve. The phase-crossover point (or points)

the G(jco) plot interesects the 180 axis [Fig. A-14(c)].
is
where
APPENDIX
Laplace Transform
Time Function
F(s)
fit)
_1_
u(t) (unit step function)
s*
t" (n
= positive integer)
e -at
e~<"
Ct
a)(s
e -6 '
6-a
b)
co 2
<&n
j2
2Zcon s
(i
+ sry
r(-i)!
7tB 2 e-'/r
0i n 2
(1
646
Ts)(s*
2Zcos
27to
co2)
where
TW
tan-
'
<n-1 r -rr
<o e-<>*' sin
V(l-
î."
)d
(eWl - ^t
- 27ca -
rW
0)
Laplace Transform Table / 647
App. B
Laplace Transform
Time Function
F(s)
fit)
(On
sin cot
+ (On 2 )
{s 2
^m"
(1
C0n 2 )
where
vi+rw
'
a> 2 )
where
tan -1
s(l
(0 2 )
e-'/r
Ts)
-t-^-e-'i?
Ts) 2
!
1
rw
2rCco
7"
(On 2
S(\
Ts)(.S 2
e -c<,( sin
2liC0S
Vi -
(On )
where
"/1
tan"'
2Ccos
co 2
_r
5 2 (1
co 2 (l
<f>
S2
2{C0n S
co 2 (l 4- 05)
(s 2
(On 2 )
^(On
where
co\/l
5 "1
2t
4>)
rw)
Wl ~ ^
+ T 2(On 2
-4
sin
tan"'
a 2 co 2
rc<
f2 '
)d
tan"'
(t
e -e*r gin
a(On
acoWl
_ ( 2 t _ 0)
- 2i(0nT + T 2co 2 )
r Wl ~^
f
1 - TcO n C
(q,^ i
- 2T+
as)
+ C0 2
Tc
eW(l V1 ~ ^ +
2C0)r
2 tan"
(On^jl
2crco
e-
Ts) 2
+ (On 2 )
v' 1
(gW
d -
tan-
where
s 2 (l
T*COn 2
2f
00
(On 2
2r.(0S
Ts)(s 2
C"
0-2 tan"
where
"
t
i + ^^/r^"'"'
'
(On 2
s 2 (s 2
<K\
cos (0t
i(l
C0 2
(m
vl-( z
+
2Zcos
s(,s 2
lin
<f>
(On 2
s(s 2
r~' IT
2C
+ T 2(On
-1
= tan con T
(On
Ts)(s 2
2T)e-<lT
(aWT^P/ +
<f>)
~^
af.(o
sin (cot
0)
where
<6
tan -1 aa>
648
App. B
Laplace Transform
Time Function
F(s)
fit)
coHl
(1
Ts)is 2
+ co 2
+ a 2co 2
+ t 2 cb 2
2gfra
2rcco
where
o 2 )
where
as)
2Cws
<j>
"J^g? -
tan-
-1
tan
VI
-2aCco
co 2 (l
as)
Ts)(s 2
co 2 )
where
ca 2 (l
j(1
J*)(i 2
co 2 )
tf
T)
tan -1 a>r
2Coa>B
sin
tan"'
2 )(l
+ a 2e 2
2TCco
+ r 2 <o ^
(o^rqp/ + + r
+as
s 2 (l
1-C
"//
s2
S2
(s 2
(s 2
2CwB j
+
+
<o 2
where
7S)(i 2
(oa n
tan-
e-'/r)
vT"-
2f
$)
=-t sin <ot

2c
<o n2 2 )
ou2"
+ (On 2 )
(1
where
+
^
7" 2 a> 2
;(C0S 0>i/
COS CO2t)
<i
e-'/r
)
tan -1
<bT
=_J___
7
VI
+
rw
cos
(co n ,
" /r
^2
COS cot
eo 2 ) 2
<t>)
^r +
rcc->B
T)(l
-w sin
0) 2
2
2
C0l ){s
_ e
(a
tan
(1
7i)
e~
[aawT^TW - &)] __
-tan-.Z^TI^
2t
-C
1+aW
^L=
tar.-'
IT
(mVl
sin
flC(B
tan -1 acu
Vd-{C
x
as)
2r.cos
TcQnHa
a 2 co 2 e^"-'
?^lz_C! _
-
tan-i
a> 2 )
<j>
WJgl
tan-.
+
vi + r
-1 a>T
a< tan
rw
Vi^T
where
s(l
,,.,
-r/T
a?)
Ts)(s 2
(QH1
s(s 2
-C 2 \l
as)
2Z<os
Q> 2 (1
(1
1 1
(Qn
'l
0)
Laplace Transform Table / 649
App. B
Laplace Transform
77me Funtion
F(s)
/CO
+ as + bs 2
+ ri5)(l +T2 5)
r,
T2 ) +
s 2 (l
ri
-f
Tl2 e-"r
b-aT2 + T2 2
r,
+ bs 2
s(s 2 .+ 2Ccos + m 2 )
co2(l
as
/(l-aCco-6co2+26C 2 co 2 ) 2
s2
C02)2
tan-
+ con 2 (l-C 2 X-26Cco) 2

c
e -cnf sin
where
{s 2
o -
(av/l
#,-- ^1",
+ - aCco
Ao>(2C 2
1)
=^-(sin tat
,,r,
- r2
eo/ cos <f
tan-
2/
^-C"
#)
<*
APPENDIX
Lagrange's Multiplier Method
In control system design
function /(xi, x 2
often desirable to maximize or minimize a
is
it
x) with the constraint
g(x u x 2
x)
Lagrange's method suggests that the desired value of x u x 2
(constant).
g
.
x can be
found by maximizing or minimizing the function
f=f(xi, x 2
x)
Xg(x u x 2 ,...,
x)
(C-l)
where
= Lagrange's multiplier
there may be m constraint equations of the form
&(x) = gt
i=\,2,...,m
X
In general,
for
m<
n.
The symbol x denotes

x
With m constraint equations

becomes
F =/(x) +
where X u X 2
(C-2)
the vector
[x u
in
Eq. (C-2) to maximize or minimize f(x),
A^,(x)
xz
X 2 g 2 (x)
x\
(C-3)
...
X mgm (x)
(C-4)
X m are the Lagrange's multipliers.
The procedure of the Lagrange's method
is
outlined as follows for the
single-constraint case
2.
650
Form
the function
Maximize or
F = f(x) + Xg(x)
minimize F with respect to
(C-5)
x u x2
x; that
is,
App. C
651
simultaneously set
|^ =
i=l,2,...,
(C-6)
ox,
These n equations give the desired values of x i

functions of A. Let these functions be denoted as
x,
3.
2,
i=\,2,...,n
/*,(A)
n, as
(C-7)
Substitute Eq. (C-7) into the constraint equation
g(xi,x 2
Equation (C-8)
now gives
x)
(C-8)
the value of A. Substituting this A into Eq.
(C-7) gives the desired optimal values of x

4.
Substitution of the optimal values of *,,
x2
=
.
n.
2,
x obtained
from
the last step into/(x) gives the optimal value of/.
The
justification
of the Lagrange's method of adjoining the constraint to
the function to be minimized
is
as follows. Let a
Then
point be described as a stationary point.
maximum, minimum,
or saddle
the necessary condition for the
existence of a stationary point of a differentiable function f(x u
x2
x) is
that
$fox,
(C-9)
Consider a case with just two parameters, Xi and x 2 that \%,f{x x 2 ) is to be

maximized or minimized by choosing the proper values for x and x 2 with the
;
x ,
constraint that
g(x u x 2 )
The necessary conditions
(C-10)
g (constant)
for a stationary point are
#=0
and
axi
=
J^
ax
(C-ll)
Let us assume that x^ and x 2 are arbitrary functions of a dependent variis, /and g can be written as/(x,, x 2 y) and g(x u x 2
Then, we can form the following equations
able y; that
df
dy
dg
dy
The necessary conditions
_îdxJ
dxi dy
dx 2 dy
dj^dx^ .dg^dxj
dx 2 dy
y), respectively.
(C-12)
(C-13)
dxi dy
for a stationary point, stated in Eq. (C-ll), imply
that the total derivatives in Eqs. (C-12)

point. Therefore,
,^Ldx 2
and (C-13) must vanish
at the stationary
652
App. C
Let us multiply the right side of Eq. (C-15) by an undetermined parameter

X and then add the result to Eq. (C-14). We have
If
now X
is
so chosen that
& + *&-
(C- 17)
+*-
<
c- 18 >
and
g(x ,x 2 )
i
(C-19)
then the necessary condition of a stationary point of/(x,, x 2
is satisfied.
Eqs. (C-17) and (C-18) imply the maximization or minimization of

with respect to x, and x 2
.
Thus
Xg
F = f+
Index
Block diagram (contd.)

feedback control system, 61
Absolute
stability,
316, 365
multivariable systems, 62
Acceleration error constant, 266
AC
control system, 12, 218
Actuating signal,
1,
Adaptive control systems, 57

Analog computer elements, 126
Bode diagram, 322, 482, 538

Bode plot, 519, 626, 633
Bridged-T network, 558
Bridged-T network compensation, 557
Analytical design, 574
Analytic function, 17
Asymptotic
stability,
317, 365
Calculus of variation, 575
Auxiliary equation, 327
Caley-Hamilton's theorem, 146

Canonical form, 119
Canonical state equation, 608
Cascade decomposition, 139
Cause-and-effect, 7
Back emf
constant, 220, 223,
286
Backlash, 200
Bandwidth, 463
321, 322, 360, 376, 587, 617
Closed-loop control system, 3
second-order sy terns, 466, 470
Bandwidth versus damping

467
Bellman's equation, 604
Block diagram, 58
control systems, 59
Characteristic equation, 117,275,317,
ratio curve,
Complex
Complex
plane, 15
variable, 15
functions of, 16
Conditional frequency, 275
Constant conditional frequency
loci,
277
653
654
Index
Constant damping factor
loci,
277
Constant-damping-ratio loci, 277, 451
Constant
loci,
485
cascade, 139
Constant natural undamped frequency

loci,
277
137
direct,
discrete transfer function, 169
N loci, 489
Constant
Decomposition of transfer function,

136
parallel,
Control system:
139
Definite integral, table, 578
ac, 12
Delay time, 272, 282
classification, 11
Derivative control, 295
closed-loop, 3
Design of control systems, 504
continuous-data, 12
Diagonalization of a matrix, 118, 148
dc, 12
Digital controller, 14
digital, 13
Digital control systems, 13
open-loop, 2
Direct decomposition, 137

Discrete-data control system, 13, 161,
sampled-data, 13
Controllability, 109, 144, 585,
587
z- transform solution,
general concept, 144
165
Discrete state transition equation, 164
output, 151
state,
447
Discrete state equation, 163
definition, 145, 148
Discrete transfer function:
145
Controlled process,
decomposition, 169
Controlled variable,
Disturbance, 9
Convolution integral, 57, 104, 267
Corner frequency, 637

Corner plot (see Bode
friction, 192
Dynamic equations, 97, 588

Dynamic systems, 95
plot)
Coulomb
coefficient, 193, 199
damping, 275
132
Cutoff rate, 463
Critical
CSMP,
Edge-guide control system, 237

Eigenvalues, 117, 118, 142, 585
Eigenvectors, 117, 118, 143
Electrical networks, 188
Encircled, 333
Enclosed, 334
Damping
constant (see
Damping
Damping
Damping
DC control system, 12,

DC motor, 220, 236
state,
317
Error coefficients, 268
276
275
factor,
ratio,
Energy, 196
Equilibrium
factor)
Error-sensing device, 60, 208, 285
210
Error series, 267

Error transfer function, 267
armature-controlled, 222, 248, 286

field-controlled,
220
permanent-magnet, 210
torque-speed curves, 225
Dead zone, 200

Decibel, 635
Feedback:
effect
on external disturbance, 9
Index / 65S
Feedback (contd.)
effect on overall gain, 7
effect on sensitivity, 8
effect on stability, 8
effects of,
Feedback control system, 3
Initial- value
theorem, 21
Input node, 67
Input vector, 54, 99
Integral control,
300
Integral square control,
Integral square error,
574
574
basic elements, 5
Inverse problem, 616
block diagram, 3, 5
Inverse z-transform, 43
inversion formula, 44
types, 11
Force-mass system, 191

Force-spring system, 191
FORTRAN,
132
Free-body diagram, 203
Frequency-domain analysis, 459

Frequency-domain plots, 626
Jordan blocks, 123, 149

Jordan canonical form, 123, 142, 150
Friction, 191
Coulomb, 192
rotational motion, 195
static,
192
viscous, 192
Lag-lead compensation, 552

Lag-lead network, 552
Lagrange multiplier, 575, 583, 649

Lagrange's multiplier method, 649
Laplace transform:
Gain-crossover frequency, 478, 644
Gain margin, 473, 476

Gear train, 198
application to solving differential
equations, 25
definition, 18
inverse, 19
Generalized error coefficients (see
table,
Error series)
646
theorems, 19
Laplace transform
table,
646
Levers, 198, 200
Linearization of nonlinear state
equations, 158
Hamilton-Jacobi equation, 601, 602,
Linear regulator design, 573, 599
604
infinite-time,
607
Hessian matrix, 584
Linear spring, 191
Hurwitz determinants, 323
Linear systems, 11
Logarithmic plot, (see Bode plot)
Lyapunov's
stability criterion,
322
Impulse response, 52, 55

Impulse response matrix, 55
Indefinite matrix, 38
Inertia,
193
M
Magnification curves, 465, 468, 469,
472
6S6
Index
Magnitude-versus-phase plot, 626,
643
Mass, 190
Natural
Mass-spring-friction system, 204
Negative definite matrix, 38
Mathematical modeling of physical

systems, 187
Newton's law of motion, 203

Nichols chart, 490, 493
Noise signal, 9
Matrix:
32
addition,
Nonlinear control system, 11, 160, 363
adjoint of, 3
Nonlinear
32
algebra,
undamped frequency, 275
Nyquist
associate law, 33
state equation,
criterion, 322,
158
330
Nyquist path, 340
column, 28
commutative law, 33
conjugate, 31
definiteness, 38
definition,
27
Observability, 152, 589
determinant of, 29
definition, 153, 155
diagonal, 28
diagonalization of, 118

distributive law,
35
inverse of, 35
Observer (see State observer)

Octave, 635
Open-loop control system, 2
block diagram, 3
multiplication, 33
Operational amplifier, 246
nonsingular, 29
Optimal control, 572
null,
29
Output
controllability, 151
order of, 28
Output equation, 97
quadrative form, 37
Output node, 67
rank of, 36
Output vector, 54, 99
row, 28
singular,
29
skew- symmetric, 30
square, 29
subtraction, 33
Parabolic input, 261
symmetric, 29
Parallel decomposition, 139
transpose of, 30
Parameter optimization, 583
unity, 28
Parseval's theorem, 575
Maximum
overshoot, 272, 281
Mechanical
Mechanical
Mechanical
Mechanical
Partial-fraction expansion, 21-25,
energy (see Energy)
Partial state feedback,
power
Peak resonance, 463
(see
Power)
system elements, 190

systems, 203
Performance index, 273, 509, 572

Phase-crossover frequency, 476, 645
Minimum-time problem, 509, 573

Modal form transformation, 141
Phase-lag compensation, 512, 535
Multiloop feedback control system,
Phase margin, 473, 477, 478
356
Multivariable system, 2, 53
43
615
Phase-lead compensation, 512, 515

Phase-variable canonical form, 109,
586, 617
Index
Polar plot, 444, 482, 488, 626, 627
Root
380
construction,
Pole- zero cancellation design, 563
discrete-data control system,
Popov's
rules of construction,
363
Positional control system, 284, 298,
303
Positional error constant, 264
447
411
time delay systems, 434

Root locus diagram, 290, 322, 375,
528
Positive definite matrix, 38
Rotary-to-linear motion, 195
Positive semidefinite matrix, 38
Rotational motion, 193
Potentiometer, 209
Routh array, 324

Routh-Hurwitz criterion, 322
Routh tabulation (see Routh array)
Rudder control system, 4
Power, 196
Principle of argument, 335
Principle of optimality, 601
657
loci (contd.)
Poles, definition, 17
stability criterion,
Quadratic forms, 37
Sample-and-hold, 162
Sampled-data control system, 13, 171
(see also Discrete-data control
systems)
Ramp
input, 261
Sampler:
Rate feedback (see Tachometer

feedback)
RC
RC
40
40
Sampling duration, 39
Sampling period, 39
finite-pulse width,
ideal,
Phase-lag network, 536

Phase-lead network, 516
Relative stability, 316, 473, 483
Saturation nonlinearity, 160, 364,
Relay nonlinearity, 364
Sensitivity, 7,
Resonant frequency, 463
Sensitivity function, 9,
Resonant frequency versus damping

ratio curve, 466
Servoamplifier, 246
Riccati equation, 604
Signal flow graphs, 51, 64, 128
algebraic,
Settling time, 272,
499
284
algebra, 69
610
604
basic properties, 66
differential,
solution of, 607,
366
497
610
construction of, 71
Riccati gain matrix, 606
definitions,
Rise time, 272, 282, 283
gain formula, 75
Root contour, 424, 529, 547

Root loci, 290, 375
asymptotes, 384, 386
basic conditions, 376
breakaway points, 392, 436
complementary, 376
complete, 376
67
loop, 69
path,
68
Signal-to-noise ratio, 9
Similarity transformation, 118, 148
Single- valued function, 16

Singularity, 17
Spectral factorization, 577
658
Index
316
Stability, 8,
Synchro control transformer, 213,215

Synchro transmitter, 213
316
absolute,
asymptotic, 317
definition,
317
multiloop systems, 356

nonlinear systems, 363
relative,
316
Tachometer, 219, 246

Tachometer feedback, 302
Tension control system, 5, 235
time delay systems, 360

zero-input, 317
Stabilizability,
587
Time delay
State concept, 95
State controllability, 112,
State diagram, 126,
145-146
274
Time-varying
sampled-data systems, 171

State equations, 96, 97, 173,
1
460
state equation,
173
Time- varying systems,
12, 173
discrete approximation, 175
Timing belt, 198, 200

Torque constant, 221
discrete-data systems, 161
188
matrix representation, 99
Torque-inertia system, 194
State feedback (see State-variable
feedback)
State observer,
259
solution, 175
19
electrical networks,
analysis,
Time-invariant system, 12
Time-optimal problem, 509
canonical form,
systems, 360, 434
Time-domain
Torsional spring, 194
Tracking problem, 573
588
Transfer function, 51
closed-loop control, 595

State transition equation, 103,
decomposition
133,317
of,
136
State transition matrix, 101, 164, 174,
linear systems, 51
317
multi variable systems, 62
properties, 102
Transfer function matrix, 54, 460
significance of, 102
Transient response, 259, 271
State-variable feedback, 305

State variables, 95
definition,
96
99
friction, 192
State vector,
Static
second-order system, 273, 280

Translational motion, 190
Transportation lags, 242
Two-phase induction motor, 225
coefficient, 192
Steady-state error, 260, 262, 510
Steady-state response, 259
Step input, 260
Step motors, 228

torque curve, 232
Unit step function, 19, 26

Unit step response, 272, 294, 307,
470, 471
variable-reluctance type, 228

Sun-Seeker system, 243, 520, 539
Suppressed-carrier modulated signal,
211
Suppressed-carrier modulation, 212
Synchro, 213
Vandermonde
matrix, 120, 157

Velocity error constant, 265
Index / 659
Viscous
friction,
192
coefficient, 192, 199
zero-input stability, 317
zero-order hold, 171 (see also
Sample-and-hold)
zeros, definition, 17
z-transfer function, 83
z-transform, 15, 39
Weighting function, 55
Weighting sequence, 82
definition, 41
final-value theorem,
46
46
initial-value theorem,
43
inverse,
table,
43
theorems, 45
zero-input response, 317
z-transform method, 165
KUO
PRLN iud
HALL
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0-13-054973-8

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KUO

Professor of Electrical Engineering

Library of Congress Cataloging

Automatic control systems.

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any form or by any means

Printed in the United States of America

INTERNATIONAL, INC., London

INDIA PRIVATE LIMITED,

Feedback and What Are Its Effects ?

Inverse Laplace Transform by Partial-Fraction Expansion

Application of Laplace Transform to the Solution of Linear Ordinary

Elementary Matrix Theory

Transfer Function and Signal Flow Graphs

Transfer Functions of Linear Systems

Impulse Response of Linear Systems

Signal Flow Graphs

Definitions for Signal

of Basic Properties of Signal

Examples of the Construction of Signal Flow Graphs

Application of the General Gain Formula to Block Diagrams

Transfer Functions of Discrete-Data

State-Variable Characterization of Dynamic Systems

Introduction to the State Concept

Matrix Representation of State Equations

State Transition Matrix

State Transition Equation

Between State Equations and

and the Dynamic Equations

Jordan Canonical Form

Matrix (Similarity Transformation)

Observability of Linear Systems

Nonlinear State Equations and Their Linearization

z-Transform Solution of Discrete State Equations

Mathematical Modeling of Physical Systems

Equations of Electrical Networks

Modeling of Mechanical System Elements

Motors in Control Systems

Response of Control Systems

Typical Test Signals for Time

Effects of Derivative Control

Feedback Control Systems

on the Time Response of

on the Time Response

Control by State- Variable Feedback

Stability of Linear Time-Invariant

and the State

Stability of Linear Control

Systems with Inputs

Application of the Nyquist Criterion

Effects of Additional Poles

and Zeros G(s)H(s) on

Stability of Linear Control

Systems with Time Delays

Root Locus Techniques

Basic Conditions of the Root Loci

Construction of the Complete Root Loci

Application of the Root Locus Technique to the

Solution of Roots of a Polynomial

Root Contour Multiple-Parameter Variation

Time- Domain Analysis of Control Systems

Important Aspects of the Construction of the Root Loci

Frequency-Domain Analysis of Control Systems