Second order transfer functions 1

2nd Order transfer function - Summary of results

j
The canonical 2nd order transfer function is expressed as
=sin
=0 s
n2 jn
H(s) = 2 1 <1
s + 2 n s + n2
-n jn
n is the natural frequency; is the damping coefficient. >1 >1
2
The Poles, s1, s2 are
=1
s1,s2 = n (

2 1 ) 3 <1 -jn
On the right is the root locus for fixed n and varying . =0

The transfer function in the frequency domain is

n2 n2
H() = = ej
n2 w2 + 2nw
(n2 2)2 + 4 2 n2 2

2n
with tan =
n2 2
The Bode plot is :
H, dB
1
For = 2 we have the sharpest
10
corner without a maximum. = 0.1
0
1 =2
For < 2 there is a peak in the plot of -10
magnitude = 1
1 -20 2
|H|max = 5
2
12 -30

This is above the level at = 0. -40

-0.1 1 10
For the H(s) given at t= 0 then |H| = 1 Frequency, rad s-1
Phase,
The roll-off rate at high frequencies degrees
is 40 dB per decade ( in frequency). 0
= 0.1
The overall phase change is -180. -45

For low the swing in phase is all = 1

close to the frequency at the maximum -90 2
|H|.
=2
-135
The peak itself is at
p = n
1 2 2
-180
0.01 0.1 1 10 50
Beware; later we introduce Frequency, rad s-1 ( log scale )
d =
1 2

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 Second order transfer functions 2

Impulse Responses
y(t) 2/n
= 0 Undamped 1/n

y(t) = n sin( nt)

t

-1/n

> 0 Damped y(t) exp( s1t)

0.3
1 0.2
y(t) = ( exp(s1t) exp(s2t))
2n

2 1 0.1
t
2 3 4 5
= 1 Critically damped -0.1
-0.2 exp( s2t)
y(t) = n2t exp( -n t) -0.3

Curve is very similar to damped response

< 0 Underdamped y(t)

0.8
n2
y(t) = exp(-nt) sin(dt) 0.6
d 0.4
0.2
The logarithm of the ratio of successive 10 25 t
peaks is the logarithmic decrement or log- 5 15 20
-0.2
dec for short -0.4
-0.6
2
= 2 if << 1

12

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 Second order transfer functions 3

Step responses
y(t)
= 0 Undamped 2

y(t) = ( 1 cos(n t)) 1

t
2 4 6 8 10
y(t)
> 0 Damped
1
1 0.8
y(t) = 1 + [ s2 exp(s1t) s1 exp(s2t) ]

2 1 0.6
0.4
0.2 t
10 15

= 1 Critically damped y(t)

1
y(t) = ( 1 exp( nt ) [1 + nt] )

t
2 4 6 8 10

< 0 Underdamped y(t)

y(t) =
n
MP
1 exp( n t) cos( d t) + sin(d t) Overshoot,
d OP
1

First peak* , P = 1 + exp
12


Period,
T = 2
t
d
Proportional overshoot: Tp 10 Ts 20

P = y 1 = exp
12
Frequency of oscillation:
d = n
1 2
ln()
Time to be within , Ts = Period of oscillation:
n
2 2
T= =
4
For = 0,02, i.e., 2% : Ts
d n

1-2
n
For least root square total deviation = 1 / 2.

Root Total square error =

1+ 42
4 n
Then OP 16%

* Some authors call MP the overshoot .

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 Second order transfer functions 4

Ramp response Now set f(t) = t as f= t

illustrated.
1
F= 2
s
t

Perhaps unkindly I leave derivations to the reader. The general response is:
1 n2
Y = H(s) 2 = 2 2
s s (s + 2 n s + n2 )
= 0 Undamped
y(t)

Y = 2 2
1 1
10
s s + n
2
8 Response
6
sin(nt )
y=t 4
n 2
y=t
t
Plot is for n =1; y = t sin(t) 2 4 6 8 10

Note: s1s2= n2 ; s1 + s2 = 2 n

> 0 Damped : s1, s2 = n ( -

2 1 ) y(t)
1 s +s 1 s2 s1
Y = 2 + 1 22 +
6
s1s2 s-s1 ss2

s sn 4 Response
2

y = t +s s (s2es1t s1es2t)
2 1 t
n 1 2 2 4 6 8 10
-2
Plot is with n= 1, = 2 -4
t - 2
n

Y(t)
= 1 Critically Damped 8

1 2 n
Y = 2n s + s+ +
2 6
n s
b (s+n)2 4
Response

2
1 t
y = (n t 2 + (2 + nt ) ent) 2 4 6 8 10
n
-2 t- 2
The plot is for n = 1. n

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 Second order transfer functions 5

< 0 Underdamped: d = n

1 2 y(t)

2 2(s+ n ) n(122)d 8
Y = 2n s +
1 d
(s+n)2s+n2(12)
Response
n s 6
4
1 t - 2
y= 2 n
n t
n
nt 2+ent[2cos(dt)d (122) sin( dt)] 2 4 6 8 10

The plot is with n = 1 and = 02

Second order transfer function analysis

As an example consider the mass, damper and spring acted on by a force, f(t). We had for
the displacement, y :

m y" + c y' + k y = f
Take the Laplace transform ( with no initial values ) :

m s2Y + c s Y + k Y = F

c k
or s2Y +
m s Y + m Y = F/m

m and
k c
which with n = = becomes If we redefine F F/n2m = F/k:
2
km

s2 Y + 2 n s Y + n2 = Fn2 : or (s2 + 2 n s + n2 ) Y = Fn2

F n2
and so H(s) = Y = 2 1
s + 2 n s + n2

This equation 1 is a standard form for any second order transfer function. Whatever the
physical variables it helps to turn the expression to this format early in the analysis.

n is the natural frequency; is the damping coefficient. 2

Poles
Poles, s1, s2 are the values of s for which the denominator is zero.

2n
4 2 n2 4 n2
s1,s2 =
2
= n (

2 1 ) 3

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 Second order transfer functions 6

Cases; j

(1) = 0: poles at s = jn, =0 s

jn
(2) < 1: two complex poles. These lie on a circle of radius n <1
-n jn
(3) = 1: two coincident poles at s = n
>1 >1
(4) > = 1: two poles on the negative real axis.
=1
These are illustrated on the root locus diagram on the right for
constant n. <1 -jn
=0

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 Second order transfer functions 7

Bode Plot
n2
From eq. 1 H(s) = 2
s + 2 n s + n2
n2
and putting s j H() = 2 4a
n 2 + j 2n

= |H()| exp( j) 4b

n2
with |H()| = 4c

( n2 2)2 + 4 2 n2 2

2n
and tan = 4d
n2 2

0 = n

|H| 1 1 2
2 n2


0 2

1
For < 2 there is a peak in the | H | curve. It is easier to find the peak of |H|2 which is at
1
the same value of as the peak of |H|. And easier still to find the minimum of 2 whic
|H|
occurs at teh same value of as the peak in |H|

d 1 d
n4 d 2 = d (( n2 2)2 + 4 2 n2 2) = 2(n2 2)(-2) + 82n2
|H|

= 4 ( 2 n2 ( 122))

d 1
so d 2 = 0 if = 0; or if = n

1 2 2
|H|

1
In the latter case |H| =

( 1 1+ 22)2 + 4 2( 12 2)

1 1
= = 5

4 2( 12) 2

12

Note that if = 0 then the peak of | H | . This is the undamped case. Note also that the
1
peak is at a frequency close to but slightly less than n. There is no peak if > 2 since then
the frequency is imaginary.

This is illustrated in the next figures with n = 1. Note that the frequency scale has been
extended in the phase plot to show the approach to the limits.

In the magnitude plot note (i) the roll of rate is 40 dB per decade.

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 Second order transfer functions 8

(ii) the peak is at about 14 dB for = 01. Eq. 5 gives a peak of

a factor of 5: so 20 log10(5) = 13.97. The theory pans out correctly.

H, dB

10
= 0.1
0
=2
-10
= 1
-20 2

-30

-40
-0.1 1 10
Frequency, rad s-1

Phase,
degrees
0
= 0.1
-45

= 1
-90 2

=2
-135

-180
0.01 0.1 1 10 50
Frequency, rad s-1 ( log scale )

Impulse Responses
f(t)
Consider the Dirac impulse, (t), as an input.

2 n (t)
= 0. Y = 2 n 2 1 = 2n
s + n s + n2

so y(t) = n sin( nt)

t
There is no damping and the system rings
forever.

y(t) 2/n
n

-n

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 Second order transfer functions 9

> 1 The roots are real. We had eq. 3:

s1,s2 = n (

2 1 ) ; s1 > s2 3

n2
Thus the response is Y = (ss )(s-s ) 1
1 2

n2 1 1
s1 s2 s-s1 ss2

=

n
and y(t) = ( exp(s1t) exp(s2t))
2

2 1

The response below is for n = 1 and = 2. The coefficients of the component exponentials
is omitted in the figure. The formula is : y = 0289( e027 t e37 t)

y(t) exp( s1t)

0.3
0.2
0.1
t
2 3 4 5
-0.1
-0.2 exp( s2t)
-0.3

n2 n2
=1 Y= 1 =
(s + n)2 (s + n)2

so y(t) = n2 t exp( -n t)

The plot is very like the previous one.

< 1 This is a bit more complicated. We need to complete squares in the denominator.
n2
Y = H(s) 1 = 2
s + 2 n s + n2

n2
=
(s + n)2 2n2 + n2

n2
= 6
(s + n)2 + d2

with d = n

1 2 7

This frequency appears often and should be noted.

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 Second order transfer functions 10

2 d
Thus Y = n
d (s + n)2 + d2

2
so, from the tables y(t) = n exp(-nt) sin(dt) 8a
d

n
= exp(-nt) sin(dt) 8b

12

The response for n = 1 and = 01 is below. It is an exponentially decaying sine wave.

The formula is : y = 1.005 e0.1 t sin( 0995 t)

y(t)
0.8
0.6
0.4
0.2
10 25 t
5 15 20
-0.2
-0.4
-0.6

2
The period of the oscillation, T = . The ratio of succeeding positive peaks is then:
d

exp(-nt) 2
= exp n
2 d
expn t +
d

2n 2n
The logarithm of this ratio is = d = 12
n

2
so = 2 if << 1 9

12

is called the logarithmic decrement or log-dec for short. It is a useful way of

measuring the damping in a highly resonant system.

Note we use the symbol with another meaning later.

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 Second order transfer functions 11

Step function responses

The input is f = u(t) f= u(t)

so
1
1
F=s
t

The response is, using H(s) from eq. 1

n2 1
Y= s 10
s + 2 n s + n
2 2

Cases

n2 A Bs + C
=0 Y= + 2
s( s2 + n2 ) s s + n2

Thus 1 A(s2 + n2) + s (Bs+C)

Put s = 0: n2 = A n2 : A = 1
Coeff. s2 : 0=A+B: B=A=1
Coeff, s : 0=C: C=0

Y = s 2
1 s
s + n
2
and y(t) = ( 1 cos(n t))

The plot for n = 1 is on the right. y(t)

The system oscillates about the mean 2

indefinitely.
1

t
2 4 6 8 10

> 1 The transfer function is factorisable and the roots are real. As before eq. 3 gives the
roots:

s1,s2 = n (

2 1 ) ; s1 > s2 3

n2 1
and the response is Y = (ss )(s-s ) s
1 2

2` A B B
We have Y = s(ss n)(s-s ) s + s-s + s-s
1 2 1 2

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 Second order transfer functions 12

whence 1 A(s s1)(s s2) + Bs(ss2) + Cs(s s1)

n2 s2
Put s = s1: n2 = B s1(s1 s2) B = =
s 1 (s 1 s 2 ) s 1 s 2
n2 s1
Put s = s2 : n 2 = C s2 ( s 2 s1 ) C = =-
s 2 (s 1 s 2 ) s1 s2
n2
Put s = 0 : n 2 = A s1 s 2 A= =1
s1s2

1 1 s2 s1
So Y= s + ss ss ) ; since s1 s2 = n2 ; s1 s2 = n

2 1
n

2 1 1 2

1
and y(t) = 1 + [ s2 exp(s1t) s1 exp(s2t) ])
n

2 1

noting s1,s2 = n (

2 1 ) ; s1 > s2

y(t)
With n =1 and = 2 this becomes
1
y(t) = 1 + 0077 e373 t 1077 e027 t 0.8
0.6
which is illustrated on the right. 0.4
0.2 t
10 15

n2 1 n2
=1 Y= =
(s +n)2 s s(s + n)2
A B C
s + s+ + , say
n (s+n)2
Thus n 2 (s + n)2 + Bs(s + n) + Cs
Put s = 0 : n = A n A =1. Put s = n : n2 = C n C = n
2 2

Coeff. s2 : 0=A+B B = A = 1

1 1 n
Y = s s+
n (s + n)2
y(t)
Thus from the Tables: 1
y(t) = 1 exp( nt ) [1 + nt ]

For n = 1 y(t) = 1 et( 1+t)

t
This is illustrated on the right. 2 4 6 8 10

< 1 The more complicated but more interesting case. From eq. 1 we have

n2 1
Y= 2 s
s + 2 n s + n 2

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 Second order transfer functions 13

n2
=
s(s2 + 2 n s + n2 )

A Bs + C
=s + , say.
s2 + 2 n s + n2

Thus 1 A (s2 + 2 n s + n 2 ) + s (B s +C)

Put s = 0 : n 2 = A n 2 A=1
Coeff. s2 : 0 = A + B B = A = 1
Coeff. s : 0 = A 2 n + C C = 2n A = 2n
1 s + 2 n
and Y= s 2
s + 2 n s + n2

1 s + 2n
= s : completing the square as in eq. 6
(s + n)2 + d2
n
(s + n) + d
1 d
= s : making the numerator to suit the Tables
(s + n) + d2
2

with d = n

1 2

Thus y(t) = 1 exp( n t) cos( d t) + n sin(d t) 11
d

For n = 1 and = 02 y(t)

we have 2
1+ e-t

y(t) 1 e 02 t [ cos( 098 t ) + 02

sin( 098 t) ]

This is plotted on the right. 1

Note that the gradient is zero at t = 0

1- e-t
t

5 10 15 20

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 Second order transfer functions 14

There are properties of interest of the curve.

y(t)

MP
Overshoot,
OP
1

Period,
T = 2
t
d
Tp 10 Ts 20

Overshoot

dy n2
The derivative = exp(nt) sin(dt)
dt d

is remarkably simple. It is equal to the impulse response. Indeed it is generally the case that
the derivative of the step response of any linear system is the impulse response.

dy n n nT
dt = 0 when d t = n or when t = = = 2
d n

1-2

2 2
where the period of the oscillations is T= =
d n

1-2

n
The value of y at these extrema is Y = 1 + exp
12


The first of these when n = 1 gives the peak of the overshoot ( often simply called the
overshoot.

Overshoot, Op
P = 1 + exp
12
1

Express proportional overshoot as the 0.8

excess as a proportion of the final steady
state value. 0.6

0.4
P = y 1 = exp 12a
12

0.2

occurring at 0
0 0.2 0.4 0.6 0.8 1
T
TP = = =2 12b Damping,
n

1-2 d

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 Second order transfer functions 15

We may be interested in the time to reach and stay within a certain 'distance' from the final
value. The deviation of the nth extremum is

n n n
= exp which occurs at tn = or = tnn

1 2 n

1 2
1 2

n
so = exp = exp( n tn)


1 2

ln()
and Ts = tn =
n

Strictly tn should be an integral number of half periods but the discrepancy is usually
ignored.

4
For = 002, i.e., 2% Ts
n

3
and for = 005, i.e., 5% Ts
n

We may also consider an overall expression of deviation from the final value. The root
mean square seems a suitable choice.

y(t) - 1 (y-1)2
1
1
0.8
0.6
t
0.4
5 10 15 20
0.2
t
-1 5 10 15 20

The deviation and its square are illustrated above for the previously shown response. We
take then as a measure of the overall deviation as

Erts = the total square deviation ( integrated from t = 0 to t = )

Erts
We require
2.2
1/2
Erts = ( y 1)2 dt
2
0 1.8
1.6

=

1+4 2
4n
1.4
1.2
This rather simple expression is
valid for all , i.e., 0 < < . It has 1.0
1
a minimum value of 1 when = 2 . 1 2 3 4 5

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 Second order transfer functions 16

This minimum square deviation y(t)

condition is illustrated on the right
with a 16% overshoot.. 1.16
1

t
5 10 15

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 Second order transfer functions 17

There are other measures of the error. To put emphasis on the approach to the final value on
might weight erros by muptiplying by time. The integral of this de-emphasises the initial
approach to the final value.. Thus we have
t (y - 1)2
The root of the integral of time weighted
total square erroe is
0.8
1/2 0.6
Erts = t ( y 1)2 dt

0 0.4
0.2

t
1 1+ 8 4
= 2 5 10 15 20
n 2
The overshoot is
1
This has a minimum of 1/4 when
2 n exp = exp 98%
1 2 221


1 1/4
= 8 0595

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 Second order transfer functions 18

Keeping factors constant

Poles are at s =n(

12 ) :

Constant imaginary part. y(t) j

d = n

12 = constant. s

So Constant frequency in 1
response

Constant real part: y(t)

2
n is constant. j

s
Fixed envelope

y =1 exp( n t) 1

and so time to get within a

given limit is deermined by t
n.
4
E.g., T=2% =
n
y(t)
Constant damping ratio, j

Thus also constan s

overshoot: 1

OP = exp
12

t
Note: = sin where is
marked in the figure.

There is scarcely any Fractional overshoot,

overshoot when > 60. 2 OP
j
1.8 s

1.6

1.4

1.2

20 40 60 90

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 Second order transfer functions 19

w t norris 2nd order transfer functions Monday 3 March 2008