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Lesson 2: Mathematics Review
2.0 context and direction
Imagine a system that varies in time; we might plot its output vs. time. A
plot might imply an equation, and the equation is usually an ODE
(ordinary differential equation). Therefore, we will review the math of the
first-order ODE while emphasizing how it can represent a dynamic
system. We examine how the system is affected by its initial condition
and by disturbances, where the disturbances may be non-smooth, multiple,
or delayed.
dy
a (t) + y( t ) = Kx ( t ) y( t 0 ) = y 0 (2.1-1)
dt
dt
p(t ) = exp (2.1-2)
a(t )
Notice that p(t) is dimensionless, as is the quotient under the integral. The
solution
t
p( t 0 ) y( t 0 ) K p( t ) x ( t )
p( t ) t0 a ( t )
y( t ) = + dt (2.1-3)
p( t )
comprises contributions from the initial condition y(t0) and the forcing
function Kx(t). These are known as the homogeneous (as if the right-hand
side were zero) and particular (depends on the right-hand side) solutions.
In the language of dynamic systems, we can think of y(t) as the response
of the system to input disturbances Kx(t) and y(t0).
dy
+ y( t ) = Kx ( t ) y( t 0 ) = y 0 (2.2-1)
dt
( t t 0 ) t
K t t
y( t ) = y 0 e
+ e e x ( t )dt (2.2-3)
t0
The initial condition affects the system response from the beginning, but
its effect decays to zero according to the magnitude of the time constant -
larger time constants represent slower decay. If not further disturbed by
some x(t), the first order system reaches equilibrium at zero.
( t t 0 ) t
K t t
y( t ) = y 0 e
+ e e U( t t1 )dt
t0
(2.2-4)
( t t 0 ) ( t t1 )
= y 0e
+ KU( t t1 )1 e
Figure 2.2-1 shows the solution. Notice that the particular solution makes
no contribution before time t1. The initial condition decays, and with no
disturbance would continue to zero. At t1, however, the system responds
to the step disturbance, approaching constant value K as time becomes
large. This immediate response, followed by asymptotic approach to the
new steady state, is characteristic of first-order systems. Because the
response does not track the step input faithfully, the response is said to lag
behind the input; the first-order system is sometimes called a first-order
lag.
1
disturbance
0.5
0
0 1 2 3 4 5 6
2.5
2y 0
1.5
response
1K
0.5
0
0t 0 1 2t 1 3 4 5 6
time
(t t 0 ) t
K t t
y( t 0 )e
+ e e x ( t )dt t 0 < t < t1
t0
( t t1 ) t
K t t
y ( t ) = y ( t 1 )e
+ e e x ( t )dt t1 < t < t 2 (2.3-1)
t1
etc.
Example: suppose
0 0 < t <1
(
y( t ) = 2 t 2 + e (t 1) ) 1< t < 2 (2.3-3)
2e 1e ( t 2 ) 2<t
disturbance 2
1.5
0.5
0
0 1 2 3 4 5 6
0.8
0.7
0.6
0.5
response
0.4
0.3
0.2
0.1
0
0 1 2 3 4 5 6
time
dy
+ y( t ) = K1x 1 ( t ) + K 2 x 2 ( t ) y( t 0 ) = y 0 (2.4-1)
dt
( t t 0 ) t
K1 t t K t t
t
y( t ) = y 0 e
+ e e x1 ( t )dt + 2 e e x 2 ( t )dt (2.4-2)
t0
t0
y = y H + y1 + y 2 (2.4-3)
dy H
+ yH (t) = 0 yH (t 0 ) = y0
dt
dy
1 + y1 ( t ) = K1x1 ( t ) y1 ( t 0 ) = 0 (2.4-4)
dt
dy
2 + y 2 (t) = K 2 x 2 (t) y2 (t 0 ) = 0
dt
(t t 0 )
y H (t ) = y 0e
t
K1 t t
y1 ( t ) = e e x1 ( t )dt (2.4-5)
t0
t
K 2 t t
y 2 (t ) = e e x 2 ( t )dt
t0
Example: consider
1 dy 1 3
+ y = U ( t 1) U ( t 3) y ( 0) = 2 (2.4-6)
4 dt 4 4
dy
+ y = 3U ( t 1) 4 U ( t 3) y ( 0) = 2 (2.4-7)
dt
Equation (2.4-7) shows us that the time constant is 1, and that the system
responds to the first disturbance with a gain of 3, and to the second with a
gain of -4. The solution is
1
disturbances
0.5
0
0 2 4 6 8
4
3
2
1
response
0
-1
-2
-3
-4
-5
0 2 4 6 8
time
( ) (
y = 2e t + 3 1 e ( t 1) 4 1 e ( t 3) )
= 2e t + 3 3e ( t 1) 4 + 4e ( t 3) (do not do this!) (2.4-9)
= 1 + 2e t 3e ( t 1) + 4e ( t 3)
This notation at least implies that two of the exponential functions have
delayed onsets. However, further correct-but-inappropriate rearrangement
makes things even worse.
The incorrect solutions are plotted with (2.4-8) in Figure 2.4-2. Equation
(2.4-9) has become discontinuous - the response takes non-physical leaps
at the onset of each new disturbance. Equation (2.4-10) has lost all
dependence on the disturbances and decays from a non-physical initial
condition. Even with the mistakes, both incorrect solutions lead to the
correct long-term condition.
20
15
response
10
-5
0 2 4 6 8
time
dy
+ y( t ) = Kx ( t ) y( t 0 ) = y 0 (2.5-1)
dt
( t t 0 ) t
K t t
y( t ) = y 0 e
+ e e x ( t )dt (2.5-2)
t0
disturbance as
disturbance
experienced by
as it occurs
system
t
t0 t1 t1 +
x()
t0 - t1 - t1
= t (2.5-3)
and write the input as x(). The integral in (2.5-2) becomes, then,
t t
t t +
e x (t )dt = e x1 (t )dt =
t0
t0
e
t 0
x ()d (2.5-4)
( t t 0 )
K t
y( t ) = y 0 e
+ e e e x ()d (2.5-5)
t 0
dy
+ y = x ( t 3) y(0) = 0
dt (2.5-6)
x ( t ) = U( t 2)
Using (2.5-5)
y = e t e 3 e U( 2)d
0 3
2
= e e e U( 2)d + e U( 2)d
t 3
03 2
(2.5-7)
= e t e 3 U ( 2)e
2
t 3 t 3
= U( t 3 2)e e e e 2 [ ]
[
= U( t 5) e t 3 t +3 e 2 t +3 ]
= U( t 5)[1 e ( t 5 )
]
Figure 2.5-1 shows that a typical first-order lag step response occurs 3
time units after being disturbed at t = 2.
1
disturbances
0.5
0
0 2 4 6 8 10
1
0.8
0.6
response
0.4
0.2
0
0 2 4 6 8 10
time
Figure 2.5-1 step response of first order system with dead time
2.6 conclusion
Please become comfortable with handling ODEs. View them as systems;
identify their inputs and outputs, their gains and time parameters.