Time Response of Dynamic

Systems!
Robert Stengel!
Robotics and Intelligent Systems MAE
345, Princeton University, 2017

Multi-dimensional trajectories
Numerical integration
Linear and nonlinear systems
Linearization of nonlinear models
LTI System Response
Phase-plane plots
Copyright 2017 by Robert Stengel. All rights reserved. For educational use only.
http://www.princeton.edu/~stengel/MAE345.html 1

Multi-Dimensional Trajectories
Position, velocity, and acceleration are vectors

! x $ ! vx $ ! ax $ ! jx $ ! sx $
x=# & ; v = # & ; a = # &; j= # &; s = # &
#" y &% #" vy &% #" ay &% #" jy &% #" sy &%

! x (0) $ ! 1 0 0 0 0 0
!
$ # x (0) &
$
# &
x (t ) & # &
# 1 t t 2 2 t 3 6 t 4 24 t 5 120 & # vx ( 0 ) &
# & # # &
# vx ( 0 ) & # 0 1 0 0 0 0 & # ax ( 0 ) &
=# !0 y1( 0 ) t$ t 2 2 t 3 6 t 4 24 & #
# vx ( t ) & # & #0 jx ( 0 ) 0&
& ! y(0) $
# & # & ! 1 0 0 0 $# &
# ax ( 0 ) & #
# #0 y0( t ) 1& # 10 t t02 2 t 3 06 t &4 #24s ( 0t 5) 120
& &# vy ( 0 ) &
# & #0 0 & # &# x & &# &
1 t t 02
2
t0 6 & 0
3
#" ax ( t ) & #" # vy ( 0 ) & # 0 1 % # cx ( 0 ) 0& &# ay ( 0 ) &
% # v t &=# 0 1 " % &# &
( ) # t t 2 2 t 3 6 t 4 24 &# jy ( 0 ) &
# y &
# a (0) & # 0 0 1 0 0 0 &#
&# sy ( 0 ) &
# y & # 0 0 1 t t 22
t 6
3 &
# ay ( t ) & #" &% # cy ( 0 ) &
" % " %
2
 Two-Dimensional Trajectory
Solve for Cartesian components separately
x Component
! x (0) $
# &
# x (t ) &
! j ( 0 ) $ ! ' 60 t 3 60 t 3 ' 36 t 2 ' 24 t 2 '9 t 3t $# &
# x & # &# vx ( 0 ) &
# sx ( 0 ) & = # 360 t 4 ' 360 t 4
192 t 3
168 t 3
36 t 2
' 24 t 2 &#
# & # &# vx ( t ) &
#" cx ( 0 ) &% #" ' 720 t
5
720 t 5 ' 360 t 4 ' 360 t 4 ' 60 t 3 60 t 3 &
&% #
ax ( 0 ) &
# &
#" ax ( t ) &
%

y Component
! y(0) $
# &
# y (t ) &
! j ( 0 ) $ ! ' 60 t 3 60 t 3 ' 36 t 2 ' 24 t 2 '9 t 3t $# &
# y & # &# vy ( 0 ) &
# sy ( 0 ) & = # 360 t 4 ' 360 t 4
192 t 3
168 t 3
36 t 2
' 24 t 2 &#
# & # &# vy ( t ) &&
# cy ( 0 ) & #" ' 720 t 720 t 5 ' 360 t 4 ' 360 t 4 ' 60 t 3 60 t 3
5
&% #
" % ay ( 0 ) &
# &
# ay ( t ) &
" %
3

Two-Dimensional Example
Required acceleration vector is specified by

a ( t ) = a ( 0 ) + j ( 0 ) t + s ( 0 ) t 2 2 + ct 3 6
= a control ( t ) + a gravity ( t ) + a disturbance ( t )
= !" fcontrol ( t ) + fgravity ( t ) + fdisturbance ( t ) #$ m ( t )

4
Six-Degree-of-Freedom (Rigid Body)
Equations of Motion
Translational position
r!I = H IB v B and velocity
1 ! x $ ! u $
v! B = fB ! "" B v B # & #
rI = # y & ; v B = # v &
&

m #" z &% #" w &%

Rotational position
! = LI " and velocity
! B B
% " ( % p (
"! B = I B #1
( m B # "" B I B" B ) ' * ' *
! = ' # *; + B = ' q *
' $ * ' r *
& ) & )

… nonlinear, and complex

Rate of change of Translational Position
x! I = ( cos! cos" ) u + ( # cos $ sin" + sin $ sin ! cos" ) v + ( sin $ sin" + cos $ sin ! cos" ) w
y! I = ( cos! sin" ) u + ( cos $ cos" + sin $ sin ! sin" ) v + ( # sin $ cos" + cos $ sin ! sin" ) w
z!I = ( # sin ! ) u + ( sin $ cos! ) v + ( cos $ cos! ) w

Rate of change of Translational Velocity

u! = X / m ! gsin " + rv ! qw
v! = Y / m + gsin # cos" ! ru + pw
w! = Z / m + g cos # cos" + qu ! pv
Rate of change of Angular Position
!! = p + ( qsin ! + r cos ! ) tan "
"! = q cos ! # r sin !
$! = ( qsin ! + r cos ! ) sec"

Rate of change of Angular Velocity

( { ( ) (
p! = I zz L + I xz N ! I xz I yy ! I xx ! I zz p + "# I xz2 + I zz I zz ! I yy $% r q ) }) (I I ! I xz2 )
xx zz

q! = "# M ! ( I xx ! I zz ) pr ! I xz ( p 2 ! r 2 )$% I yy

( { (
r! = I xz L + I xx N ! I xz I yy ! I xx ! I zz ) r + "# I 2
xz ( ) })
+ I xx I xx ! I yy $% p q (I I ! I xz2 )
xx zz 6
 Multiple Rigid Links Lead to
Multiple Constraints
•! Each link is subject to the same 6-DOF rigid-
body dynamic equations
•! … but each link is constrained to have a
single degree of freedom w.r.t. proximal link

Newton-Euler
Link Dynamics
•! Link dynamics are coupled
–! Proximal-link loads affected by distal-link
positions and velocities
–! Distal-link accelerations affected by proximal-
link motions
–! Joints produce constraints on link motions

•! Net forces and torques at each joint related to velocities and

accelerations of the centroids of the links
•! Equations of motion derived directly for each link, with
constraints

1
v! B = fB ! "" B v B
m x! (t) = f [ x(t), u(t), w(t), p(t),t ]
"! B = I B !1 ( m B ! "" B I B " B )
8
 Lagrangian Link Dynamics
•! Lagrange


s equation derives from Newton


s Laws
•! Principle of virtual work
•! D’Alembert’s principle
•! Dynamic behavior described by work done and
energy stored in the system
•! Equations of motion derived from Lagrangian
function and Lagrange

s equation
Generalized coordinate, q n , e.g., ( x, y, z,! ," ,# )
(
Generalized force, Fn , e.g., fx , fy , fz , mx , my , mz )
L ( q n , q! n ) " KE ! PE

d ! dL ( q n , q! n ) $ ( L ( q n , q! n )
&% ' = Fn
dt #" d!q n ( qn
9
x! (t) = f [ x(t), u(t), w(t), p(t),t ]

Hamiltonian Link Dynamics

s Principle: Lagrange
s equation is a
•! Hamilton

necessary condition for an extremum (i.e.,
maximum or minimum)
t2

extremum I = ! L ( qn , q!n ) dt Equations of motion derived from

t1
an optimization problem

•! Hamiltonian function
H ( p,q ) = ! q!n pn " L ( qn , q!n )

•! Hamilton


s equations Generalized momentum, p n ,
(
e.g., mvx , mvy , mvz , I xx p, I yy q, I zz r )
! H ( p,q )
q!n =
! pn x! (t) = f [ x(t), u(t), w(t), p(t),t ]
! H ( p,q )
p! n = "
! qn 10
 Example: Two-Link Robot
Equations of Motion
State vector
! x1 $ ! Angle of1st link,'1 ,rad $
# & # &
# x2 & # Angular rate of1st link,'!1 ,rad/sec &
=# &
# x3 & # Angle of 2 nd link,' 2 ,rad &
# &
# x4 & # Angular rate of 2 nd link,'! ,rad/sec &
" % #" 2 &%

Control vector

! u1 $ ! ' 1 , torque at 1st joint $

# &=# &
#" u2 &% #" ' 2 , torque at 2 nd joint &
%

11
McKerrow, 1991

When Possible,
Simplify the Equations
Two-link robot equations of motion
–! Mass, m, located at end of Link 2
–! Inertias of Links 1 and 2 neglected
x!1 = x2
1 ! u1 $
x!2 = x x sin 2x +
cos 2 x3 #" ml2 2 &%
2 4 3

x! 3 = x4
g x u
x! 4 = ' cos x3 ' 2 sin 2x3 + 2 2
l2 2 ml2
from Example 7.1, Lagrangian derivation, McKerrow, 1991, pp. 388-390.
12
Differential Equations Integrated to
Produce Time Response
x! (t) = f [ x(t),u(t),w(t),p(t),t ], x(0) given
t

x(t) = x(0) + ! f [ x(t),u(t),w(t),p(t),t ] dt

0

Numerical integration is an approximation

13

Rectangular and Trapezoidal

Integration of Differential Equations
Rectangular (Euler) Integration
x(t k ) = x(t k!1 ) + "x(t k!1 ,t k )
# x(t k!1 ) + f [ x(t k!1 ),u(t k!1 ),w(t k!1 )] "t , "t = t k ! t k!1

Trapezoidal (modified Euler) Integration (ode23)

1
x(t k ) ! x(t k"1 ) +
2
[ #x1 + #x 2 ]
where
#x1 = f [ x(t k"1 ),u(t k"1 ),w(t k"1 )] #t
#x 2 = f {[ x(t k"1 ) + #x1 ],u(t k ),w(t k )} #t

ode23 varies step size, "t, to reduce numerical error

14
Numerical Integration Examples
Cosine Wave 10-sec Step

How can approximation accuracy be improved?

15

More Complicated Algorithms

(e.g., MATLAB)

16
 1-D Example

anet ( t ) = ( 0 ) + 0.6t ! 0.36t 2 2 + 0.072t 3 6

17

Comparison of Exact and Numerically

Integrated Trajectories
Calculate trajectory, given constants for tf = 10
! 0 $
! x (t ) $ ! 1 t t 2 2 t 3 6 t 4 24 t 5 120 $ # 0 &
# & # &# 0 &
# v (t ) &=# 0 1 t t 2 t 6 t 24 & #
2 3 4 &
# & # & # 0.6 &
#" a ( t ) 0 0 1 t t 2 t 6
2 3
&% #" &% '0.36 &
#
# &
#" 0.072 &%

Calculate trajectory by numerical integration

x!1 ( t ) = x2 ( t )
x!2 ( t ) = v! ( t ) = a ( t ) = 0.6t ! 0.36t 2 2 + 0.072t 3 6
18
Comparison of Exact and Numerically
Integrated Trajectories

Polynomial, ode23, and ode45

19

Comparison of Exact and Numerically

Integrated Trajectories (Zoom)
Polynomial, ode23, and ode45

20
 Generic Dynamic System

Dynamic Process: Current state Observation Process: Measurement

may depend on prior state may contain error or be incomplete

x : state dim = (n x 1) y : output (error-free)

u : input dim = (m x 1) dim = (r x 1)
w : disturbance dim = (s x 1) n : measurement error
p : parameter dim = (l x 1) dim = (r x 1)
z : measurement
t : time (independent variable, 1 x 1) dim = (r x 1)
21

Equations of
the System

Dynamic Equation
dx(t)
x˙ (t) = = f[x(t),u(t),w(t),p(t),t]
dt
Output Equation

y(t) = h[x(t),u(t)]
Measurement Equation

z(t) = y(t) + n(t)

22
Dynamic System Example:
Automotive Vehicle

!!Dynamic Process !!Observation Process

!!x : dynamic state
!!y : error-free output
!!Position, velocity, angle, angular rate
!!Speed, front-wheel angle, engine rpm,
!!u : input acceleration, yaw rate, throttle,
!!Steering, throttle, brakes brakes, GPS location
!!w : disturbance !!n : measurement error
!!Road surface, wind !!Perturbations to y
!!p : parameter !!z : measurement
!!Weight, moments of inertia, drag !!Sum of y and n
coefficient, spring constants
!!t : time (independent variable)
23

Nonlinearity and
Time Variation in
Dynamic Systems

Nonlinear, time-varying dynamics

x˙ (t) = f [ x(t),u(t),w(t),p(t),t ] NTV

Nonlinear, time-invariant dynamics

x˙ (t) = f [ x(t),u(t),w(t)] NTI

Linear, time-varying dynamics

x˙ (t) = F(t)x(t) + G(t)u(t) + L(t)w(t) LTV

Linear, time-invariant dynamics

LTI
x˙ (t) = Fx(t) + Gu(t) + Lw(t) 24
 Nonlinearity and Time Variation
in Dynamic Systems
Nonlinear, time-varying dynamics Nonlinear, time-invariant dynamics

Linear, time-varying dynamics Linear, time-invariant dynamics

m(t), k(t), B(t)

25

Solutions of Ordinary
Differential Dynamic Equations
Solution by
Time-Domain Numerical Principle of Frequency-Domain
Model (ODE) Integration Superposition Model
. Nonlinear, time-
varying (NTV) Yes No No
. Nonlinear, time- Yes (amplitude-
invariant (NTI) Yes No dependent, harmonics)
. Linear, time-
varying (LTV) Yes Yes Approximate
. Linear, time-
invariant (LTI) Yes Yes Yes

26
 Comparison of Damped Linear
and Nonlinear Systems
Linear Spring Spring Force vs.
Displacement

x!1 (t) = x2 (t)

x!2 (t) = !10x1 (t) ! x2 (t)
Spring Damper

Linear plus Stiffening Cubic Spring

x!1 (t) = x2 (t)

x!2 (t) = !10x1 (t) ! 10x13 (t) ! x2 (t)
Linear plus Weakening Cubic Spring
x!1 (t) = x2 (t)
x!2 (t) = !10x1 (t) + 0.8x13 (t) ! x2 (t)
NTV or NTI? 27

MATLAB Simulation of Linear and

Nonlinear Dynamic Systems
Linear Spring
MATLAB Main Program x˙1 (t) = x 2 (t)
x˙ 2 (t) = "10x1 (t) " x 2 (t)
% Nonlinear and Linear Examples
clear function xdot = Lin(t,x)
tspan = [0 10]; % Linear Ordinary Differential Equation
xo = [0, 10]; % x(1) = Position
[t1,x1 = ode23('NonLin',tspan,xo); % x(2) = Rate
xo = [0, 1]; xdot = [x(2)
[t2,x2] = ode23('NonLin',tspan,xo); -10*x(1) - x(2)];
xo = [0, 10];
[t3,x3] = ode23('Lin',tspan,xo);
xo = [0, 1]; Weakening Spring
[t4,x4] = ode23('Lin',tspan,xo);
x˙1 (t) = x 2 (t)
subplot(2,1,1)
x˙ 2 (t) = "10x1 (t) + 0.8x1 (t) " x 2 (t)
3
plot(t1,x1(:,1),'k',t2,x2(:,1),'b',t3,x3(:,1),'r',t4,x4(:,1),'g')
ylabel('Position'), grid
subplot(2,1,2) function xdot = NonLin(t,x)
plot(t1,x1(:,2),'k',t2,x2(:,2),'b',t3,x3(:,2),'r',t4,x4(:,2),'g') % Nonlinear Ordinary Differential Equation
xlabel('Time'), ylabel('Rate'), grid % x(1) = Position
% x(2) = Rate
xdot = [x(2)
-10*x(1) + 0.8*x(1)^3 - x(2)]; 28
 Linear and Stiffening
Cubic Springs: Small and
Large Initial Rates

! x1 (0) $ ! 0 $ ! 0 $
# &=# & and # &
#" x2 (0) &% " 10 % " 1 %

Linear and nonlinear responses are indistinguishable with small initial condition
29

Linear and Weakening

Cubic Springs: Small and
Large Initial Rates

! x1 (0) $ ! 0 $ ! 0 $
# &=# & and # &
#" x2 (0) &% " 10 % " 1 %

30
Linearization of Nonlinear Equations
•! Given
–! Nominal (or reference) robot
trajectory, control, and disturbance
histories

x N (t), u N (t), w N (t) for t in [t o ,t f ]

–! Actual path and inputs

x(t), u(t), w(t) for t in [t o ,t f ]

–! perturbed by
dim ( x ) = n ! 1
•! Initial condition variation
•! Control variation
dim ( u ) = m ! 1
•! Disturbance variation
dim ( w ) = s ! 1
31

State, Control, and Disturbance

Perturbations
Difference between nominal and actual paths:

!x(t o ) = x(t o ) " x N (t o )

!x(t) = x(t) " x N (t)
Difference between
nominal and actual inputs:
!u(t) = u(t) " u N (t) [Control perturbation ]
!w(t) = w(t) " w N (t) [ Disturbance perturbation ]
32
 Linear Approximation of
Perturbation Effects
Nominal and actual paths both satisfy same dynamic equations
x! N (t) = f[x N (t),u N (t),w N (t),t]
x! (t) = f[x(t),u(t),w(t),t]
Actual dynamics expressed as sum of nominal terms plus
perturbations
x! (t) = x! N (t) + !!x(t)
Exact
= f {[x N (t) + !x(t)],[u N (t) + !u(t)],[w N (t) + !w(t),t]}

"f "f "f

! f[x N (t),u N (t),w N (t),t] + (t ) #x(t) + (t ) #u(t) + (t ) #w(t) Approx.
"x "u "w

Partial-derivative (Jacobian) matrices are

evaluated along the nominal path
33

Linearized Equation
Approximates
Perturbation Dynamics
Solve the nominal and perturbation parts separately
Nominal (nonlinear) equation

x! N (t) = f[x N (t), u N (t), w N (t),t], x N (0) given

Perturbation (linear) equation

!!x(t) " F(t)!x(t) + G(t)!u(t) + L(t)!w(t), !x(0) given

Approximate total solution

x(t) ! x N (t) + "x(t)
34
Jacobian Matrices Express Sensitivity
to Small Perturbations Along Nominal
Trajectory
!f !f !f
F(t) = ; G(t) = ; L(t) =
!x x = x N (t )
u= u N (t ) ! u xu== xuNN (t(t )) !w x = x N (t )
u= u N (t )
w = w N (t ) w = w N (t ) w = w N (t )

Sensitivity to state perturbations: stability matrix

" ! f1 ! f1 ! f1 %
$ ... '
$ ! x1 ! x2 ! xn '
$ ! f2 ! f2 ! f2 '
!f $ ... '
F(t) = =$ ! x1 ! x2 ! xn '
! x u=uN (t ) $
x=x N (t )
w=w N (t ) ... ... ... ... '
$ '
$ ! fn ! fn ! fn '
...
$ ! x1 ! x2 ! xn ' x=x N (t )
# & u=u N (t )
w=w N (t )
35

Sensitivity to Small Control and

Disturbance Perturbations Along
Nominal Trajectory
!f !f !f
F(t) = ; G(t) = ; L(t) =
!x x = x N (t )
u= u N (t ) ! u xu== xuNN (t(t )) !w x = x N (t )
u= u N (t )
w = w N (t ) w = w N (t ) w = w N (t )

Control-effect matrix Disturbance-effect matrix

" ! f1 ! f1 % " ! f1 ! f1 %
$ ... ' $ ... '
$ ! u1 ! um ' $ ! w1 ! ws '
!f !f
G(t) = =$ ... ... ... ' L(t) = =$ ... ... ... '
! u u=uN (t ) $
x=x N (t )
' ! w u=uN (t ) $
x=x N (t )
'
$ ! fn ! fn ' $ ! fn ! fn '
w=w N (t )
... w=w N (t )
...
$ ! u1 ! um ' x=x N (t ) $ ! w1 ! ws ' x=x N (t )
# & u=u N (t ) # & u=u N (t )
w=w N (t ) w=w N (t )

36
 Stiffening Cubic Spring Example
Nonlinear equation, no inputs

x!1 (t) = f1 = x2 (t)

x!2 (t) = f2 = !10x1 (t) ! 10x13 (t) ! x2 (t)
Integrate nonlinear equation to produce nominal path

! x1 (0) $ t f ! f1N $ ! x1 (t) $

# &' (# & dt ' # N & in ! 0,t f $
#" x2 (0) &% # x2 N (t) &
f & " %
0 #
" 2N % " %

37

Stiffening Cubic Spring Example

Evaluate partial derivatives along the path

# ! f1 ! f1 &
% =0 =1 (
! x ! x (
F (t ) = %
1 2
% ! f2 ! f2 (
% = "10 " 30x1N
2
(t) = "1 (
%$ ! x1 ! x 2 ('

" ! f1 % " ! f1 %
$ =0 ' $ =0 '
!u !w
G (t ) = $ ' L (t ) = $ '
$ ! f2 ' $ ! f2 '
$ =0 ' $ =0 '
# !u & # !w &
38
 Nominal and Perturbation
Dynamic Equations
Nominal system, NTI
x! N (t) = f[x N (t)], x N (0) given
! x1 (0) $ !
&=# 0 &
$
x!1N (t) = x2 N (t) # N
# x2 N (0) & " 9 %
" %
x!2 N (t) = !10x1N (t) ! 10x1N 3 (t) ! x2 N (t)

! x1 (0) $ ! 0 $
New initial condition: # &=# &
#" x2 (0) &% " 10 %
Perturbation system, LTV
!!x(t) = F(t)!x(t), !x(0) given
" !x1 (0) % " 0 %
" !!x1 (t) % " 0 1 % " !x1 (t) % $ '=$ '
$ '=$ '$ ' $# !x2 (0) '& # 1 &
(
$# !!x2 (t) '& $# ( 10 + 30x1N (t)
2
) (1 ' $ !x2 (t) '
&# &
x1N (t) generated by nominal solution 39

Nominal and Perturbation

Dynamic Solutions for Cubic
Spring Example with xN(0) = 0
If nominal solution remains at equilibrium

x! N (t) = f[x N (t)], x N (0) = 0, x N (t) = 0 in [ 0, ! ]

Linearization is time-invariant

" !!x1 (t) % " 0 1 % " !x1 (t) %

$ '=$ '$ '
$# x
!! 2 (t) '& # (10 (1 & $# !x 2 (t) '&
= Linear, Time-Invariant (LTI) System
40
 Comparison of Approximate
and Exact Solutions
Rate Initial Condition:
x2 N (0) = 9
!x2 (0) = 1
x2 (t) = 10
x2 N (t) + !x2 (t) = 10

x N (t) : Nominal
!x(t) : Perturbation
x(t) : Actual
x N (t) + !x(t) : Approximation

41

Initial-Condition Response of a
Linear, Time-Invariant (LTI) Model
•! Doubling the initial condition doubles
the output
•! Stability, speed of response, and
damping are independent of the initial
condition

% Linear Model - Initial Condition

F = [-0.5572 -0.7814;0.7814 0];
G = [1 -1;0 2];
Hx = [1 0;0 1];
sys = ss(F, G, Hx,0);

xo = [1;0];
[y1,t1,x1] = initial(sys, xo);
xo = [2;0];
[y2,t2,x2] = initial(sys, xo);

plot(t1,y1,t2,y2)
" !0.5572 !0.7814 %
F=$ '
figure # 0.7814 0 &
xo = [0;1]; " 1 !1 %
G=$ '
initial(sys, xo) # 0 2 &
Hx = I2 ; Hu = 0
42
 Step Response of a Linear,
Time-Invariant Model
•! Doubling the step input
doubles the output
•! Stability, speed of
response, and damping are
independent of the input

% Linear Model - Step

F = [-0.5572 -0.7814;0.7814 0];
G = [1 -1;0 2];
Hx = [1 0;0 1];
sys = ss(F, G, Hx,0);
sys2 = ss(F, 2*G, Hx,0);

% Step response
step(sys, sys2)

43

Response to Combined Initial

Condition and Step Input
Linear system responses are additive

% Linear Model - Superposition

F = [-0.5572 -0.7814;0.7814 0];
G = [1;0];
Hx = [1 0;0 1];
sys = ss(F, G, Hx,0);

xo = [1; 0];
t = [0:0.2:20];
u = ones(1,length(t));

[y1,t1,x1] = lsim(sys,u,t,xo);
[y2,t2,x2] = lsim(sys,u,t);

u = zeros(1,length(t));
[y3,t3,x3] = lsim(sys,u,t,xo);

plot(t1,y1,t2,y2,t3,y3)

44
 Initial-Condition Responses of 1st-
Order LTI Systems are Exponentials
"x˙ (t) = F"x(t), "x(0) given
State vector is a scalar
1st-order system
F = [ a]

!!x(t) = a!x(t)
Unstable, a > 0

!x(0) given Stable, a < 0

t t

!x(t) = " !!x(t)dt = " a!x(t)dt

0 0

= e !x(0)
at

45

Initial-Condition Responses of
2nd-Order LTI Systems
Exponentials and Sinusoids
!!x(t) = F!x(t) Stable, Lightly Damped
2nd-order system
!x(0) given
"f f12 %
F = $ 11 '
# f 21 f 22 &

!!x1 = f11!x1 + f12 !x2 + g1!u

!!x2 = f21!x1 + f22 !x2 + g2 !u

Sinusoid with exponential envelope

!x1 (t) = A1e"#$ nt cos &$ n 1" # 2 t + %1 (
' )
!x2 (t) = A2 e"#$ nt cos &$ n 1" # 2 t + % 2 ( 46
' )
 Equilibrium Response of
Linear, Time-Invariant
Models
•! General equation
"x˙ (t) = F"x(t) + G"u(t) + L"w(t)
•! At equilibrium,
–! Derivative goes to zero
–! State is unchanging
0 = F"x(t) + G"u(t) + L"w(t)
•! State at equilibrium
!x* = "F "1 ( G!u * +L!w *)
Adj ( F )
=" (G!u * +L!w *)
det ( F )
47

State (Phase)-Plane Plots

•! Cross-plot of one component
against another
•! Time or frequency not shown
explicitly in phase plane

% 2nd-Order Model - Initial Condition Response

clear
z = 0.1; % Damping ratio
wn = 6.28; % Natural frequency, rad/s
F = [0 1;-wn^2 -2*z*wn];
G = [1 -1;0 2];
Hx = [1 0;0 1];
sys = ss(F, G, Hx,0);
t = [0:0.01:10];
xo = [1;0];
[y1,t1,x1] = initial(sys, xo, t);

plot(t1,y1)
grid on

figure
plot(y1(:,1),y1(:,2))
grid on
48
 Effects of Damping Ratio
on State-Plane Plots
•! Damping ratio = 0.1 •! Damping ratio = 0.3 •! Damping ratio = –0.1

49

Response of Higher-Order LTI Systems

Superposition of Sub-System Responses
! ! Effect of # #
% !" FSystem 1 #$ % #2 on #1 & &
% " $ &
FSystem =% &
! Effect of #
%
% #1 on #2 & !" FSystem 2 #$ &
% " $ &
" $

•! Third-order system with ! f11 0 0 $

# &
uncoupled 1st- and 2nd- F=# 0 0 1 &
order sub-systems # 0 f32 f33 & " !x1 %
" % $ '
!x = $ !x2 '
$ !x '
•! Coupling in first row ! f11 f12 f13 $ # 3
&
# &
and first column F = # f21 0 1 &
# f f32 f33 &
" 31 %
50
Examples of Coupled and Uncoupled
Third-Order Systems
Third-order system with uncoupled 1st- and 2nd-order sub-systems

" !1 0 0 % " !x1 %

F= 0 0
$ ' $ '
$ 1 '
!x = $ !x2 '
$# 0 !1 !1.414 '&
$ !x '
3
# &

Coupling in first row and first column

Position Coupling, !x3 Rate Coupling,!x2

" !1 0.1 0 % " !1 0 0.1 %
$
F = 0.1 0 ' F= $ '
$ 1 ' $ 0 0 1 '
$# 0 !1 !1.414 '& $# 0.1 !1 !1.414 '&
51

3rd-Order LTI Systems with

Coupled Response
Initial Condition on "x1 Initial Condition on "x3

52
 Next Time:!
Dynamic Effects of
Feedback Control!

53

Supplemental Material

54
 Perturbed Initial Conditions
Produce Perturbed Path
•! Given
–! Initial condition, control, and
disturbance histories

x(t 0 ),u(t), w(t) for t in [t o ,t f ]

–! Path (or trajectory) is approximated

by executing a numerical algorithm
–! Perturbing the initial condition
produces a new path

•! Both paths satisfy the same equations of motion

x! N (t) = f[x N (t), u(t), w(t),t] , x N (t 0 ) given •! xN: Nominal path

•! x: Perturbed path
x! (t) = f[x(t), u(t), w(t),t] , x(t 0 ) given
55

Equilibrium Response of
Second-Order LTI System

System description
"f f12 % " g1 % " l1 %
F = $ 11 ' ; G = $ ' ; L = $ '
# f 21 f 22 & #g2 & #l2 &

State equilibrium depends on constant input values

" f22 ( f12 %

$ '
" !x1 * % $# ( f21 f11 '& ") g1 , ) l1 , %
$ '=( $ !u * + + . !w *'
$# !x2 * '& ( f11 f22 ( f12 f21 ) $#++* g2 ..- +* l2 .- '
&
F = ( f11 f22 ( f12 f21 ) / 0
56