Second order transfer functions 1

2nd Order transfer function - Summary of results

jω
The canonical 2nd order transfer function is expressed as
ζ=sinθ
ζ=0 s
ωn2 jωn
H(s) = 2 …1 ζ<1
s + 2ζ ω n s + ω n2
-ωn θ jωn
ωn is the natural frequency; ζ is the damping coefficient. ζ>1 ζ>1 σ
…2
The Poles, s1, s2 are
ζ=1
s1,s2 = ωn ( – ζ ± √

ζ2 – 1 ) …3 ζ<1 -jωn
On the right is the root locus for fixed ωn and varying ζ. ζ=0

The transfer function in the frequency domain is

ωn2 ωn2
H(ω) = = ejΦ
ωn2 – w2 + 2ζωnw 
√ (ωn2 – ω2)2 + 4 ζ2 ωn2 ω2

2ζωn ω
with tanΦ = –
ω n2 – ω 2
The Bode plot is :–
H, dB
1
For ζ = √2 we have the sharpest
10
corner without a maximum. ζ= 0.1
0
1 ζ=2
For ζ < √2 there is a peak in the plot of -10
magnitude ζ= 1
1 -20 √2
|H|max = …5
2ζ √
1–ζ2 -30

This is above the level at ω = 0. -40

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

For low ζ the swing in phase is all ζ= 1

close to the frequency at the maximum -90 √2
|H|.
ζ=2
-135
The peak itself is at
ωp = ωn√ 
1 – 2 ζ2
-180
0.01 0.1 1 10 50
Beware; later we introduce Frequency, rad s-1 ( log scale )
ωd = ω √ 
1 – ζ2

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

 Second order transfer functions 2

Impulse Responses
y(t) 2π/ωn
ζ = 0 Undamped 1/ωn

y(t) = ωn sin( ωnt)

t

-1/ωn

ζ > 0 Damped y(t) exp( s1t)

0.3
1 0.2
y(t) = ( exp(s1t) – exp(s2t))
2ωn√

ζ2 – 1 0.1
t
2 3 4 5
ζ = 1 Critically damped -0.1
-0.2 exp( s2t)
y(t) = ωn2t exp( -ωn t) -0.3

Curve is very similar to damped response

ζ < 0 Underdamped y(t)

0.8
ωn2
y(t) = ω exp(-ζωnt) sin(ωdt) 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
2πζ
δ= ≈ 2πζ if ζ << 1

√ 1–ζ2

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 Second order transfer functions 3

Step responses
y(t)
ζ = 0 Undamped 2

y(t) = ( 1 – cos(ωn t)) 1

t
2 4 6 8 10
y(t)
ζ > 0 Damped
1
 1  0.8
y(t) =  1 + [ s2 exp(s1t) – s1 exp(s2t) ]
 
√ ζ2 – 1  0.6
0.4
0.2 t
10 15

ζ = 1 Critically damped y(t)

1
y(t) = ( 1 – exp( – ωnt ) [1 + ωnt] )

t
2 4 6 8 10

ζ < 0 Underdamped y(t)

y(t) =
  ζωn 
MP
1 – exp( – ζωn t)  cos( ωd t) + ω sin(ωd t)   Overshoot,
  d  OP
1
 πζ  δ
First peak* , Μ P = 1 + exp – 
 1–ζ2

√
Period,
T = 2π
ω t
d
Proportional overshoot: Tp 10 Ts 20
 πζ 
ΟP = y –1 = exp – 
 √ 1–ζ2
 Frequency of oscillation:
ωd = ωn √ 
1 – ζ2
ln(δ)
Time to be within δ , Ts = – ζω Period of oscillation:
n
2π 2π
T=ω =
4
For δ = 0,02, i.e., 2% : Ts ≈ ζω
d ωn√

1-ζ2
n
For least root square total deviation ζ = 1 / 2.

Root Total square error =

√ 1+ 4ζ2
4 ζ ωn
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 ωn2
Y = H(s) × 2 = 2 2
s s (s + 2ζ ω n s + ω n2 )
ζ = 0 Undamped
y(t)

Y =  2 – 2
1 1 
 10
 s s +ω n 
2
8 Response
6
 sin(ωnt ) 
y=t– ω  4
 n  2
y=t
t
Plot is for ωn =1; y = t – sin(t) 2 4 6 8 10

Note: s1s2= ωn2 ; s1 + s2 = – 2ζ ωn

ζ > 0 Damped : s1, s2 = ωn ( -ζ ± √


ζ2 – 1 ) y(t)
 1 s +s 1  s2 s1  
Y =  2 + 1 22 +
6
s1–s2 s-s1 s–s2 
 –
s sωn 4 Response
2
 
y =  t – ω +s –s (s2es1t – s1es2t)
2ζ 1 t
 n 1 2  2 4 6 8 10
-2
Plot is with ωn= 1, ζ = 2 -4
t - 2ζ
ωn

Y(t)
ζ = 1 Critically Damped 8

1 ω 2 ωn 
Y = ω  2n – s + s+ω +
2 6
n s 
b (s+ωn)2 4
Response

2
1 t
y = ω (ωn t – 2 + (2 + ωnt ) e–ωnt) 2 4 6 8 10
n
-2 t- 2
The plot is for ωn = 1. ωn

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 Second order transfer functions 5

ζ < 0 Underdamped: ωd = ωn √

1 – ζ2 y(t)
 ω
 ω 2ζ 2ζ(s+ζω n ) – ωn(1–2ζ2)ωd 8
Y = ω  2n – s + 
1 d
(s+ζωn)2s+ωn2(1–ζ2) 
Response
n s 6
4
1 t - 2ζ
y= ω × 2 ωn
n t
 ωn 
 ωnt –2ζ+e–ωnζt[2ζcos(ωdt)–ωd (1–2ζ2) sin( ωdt)] 2 4 6 8 10
 

The plot is with ωn = 1 and ζ = 0·2

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 ωn = ζ= becomes If we redefine F ≡ F/ωn2m = F/k:–
2√
km

s2 Y + 2ζ ωn s Y + ωn2 = Fωn2 : or (s2 + 2ζ ωn s + ωn2 ) Y = Fωn2

F ωn2
and so H(s) = Y = 2 …1
s + 2ζ ω n s + ω 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.

ωn is the natural frequency; ζ is the damping coefficient. …2

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

–2ζωn ± √
4 ζ2ω n2 – 4 ω n2
s1,s2 =
2
= ωn ( – ζ ± √

ζ2 – 1 ) …3

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 Second order transfer functions 6

Cases; jω

(1) ζ = 0: poles at s = ± jωn, ζ=0 s

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

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 Second order transfer functions 7

Bode Plot
ωn2
From eq. 1 H(s) = 2
s + 2ζ ω n s + ω n2
ωn2
and putting s → jω H(ω) = 2 …4a
ωn – ω2 + j 2ζωnω

= |H(ω)| × exp( jΦ) …4b

ωn2
with |H(ω)| = …4c

√ (ω n2 – ω 2)2 + 4 ζ2 ω n2 ω 2

2ζωn ω
and tanΦ = – …4d
ω n2 – ω 2

ω→0 ω = ωn ω→∞

|H| 1 1 ω 2
2ζ → n2
ω
π
Φ 0 –2 –π

1
For ζ < √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 ω as the peak of |H|. And easier still to find the minimum of 2 whic
|H|
occurs at teh same value of ω as the peak in |H|

d  1  d
ωn4 dω  2  = dω ((ω n2 – ω 2)2 + 4 ζ2 ω n2 ω 2) = 2(ωn2 – ω2)(-2ω) + 8ζ2ωn2ω
 |H| 

= 4ω ( ω2 – ωn2 ( 1–2ζ2))

d  1 
so dω  2  = 0 if ω = 0; or if ω = ωn√

1 – 2 ζ2
 |H| 

1
In the latter case |H| =
√
( 1– 1+ 2ζ2)2 + 4 ζ2( 1–2 ζ2)

1 1
= = …5
√
4 ζ2( 1–ζ2) 2ζ √

1–ζ2

Note that if ζ = 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 ωn. There is no peak if ζ > 2 since then
the frequency is imaginary.

This is illustrated in the next figures with ωn = 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 ζ = 0·1. Eq. 5 gives a peak of

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

H, dB

10
ζ= 0.1
0
ζ=2
-10
ζ= 1
-20 √2

-30

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

Phase, Φ
degrees
0
ζ = 0.1
-45

ζ= 1
-90 √2

ζ=2
-135

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

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

ω 2 ω ×ω n δ(t)
ζ = 0. Y = 2 n 2 × 1 = 2n
s + ωn s + ω n2

so y(t) = ωn sin( ωnt)

t
There is no damping and the system rings
forever.

y(t) 2π/ωn
ωn

-ωn

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 Second order transfer functions 9

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

s1,s2 = ωn ( – ζ ± √

ζ2 – 1 ) ; s1 > s2 …3

ωn2
Thus the response is Y = (s–s )(s-s ) × 1
1 2

ωn2  1 1 
s1– s2  s-s1 s–s2 

= –

ωn
and y(t) = ( exp(s1t) – exp(s2t))
2√

ζ2 – 1

The response below is for ωn = 1 and ζ = 2. The coefficients of the component exponentials
is omitted in the figure. The formula is :– y = 0·289( e–0·27 t – e–3·7 t)

y(t) exp( s1t)

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

ωn2 ωn2
ζ=1 Y= × 1 =
(s + ωn)2 (s + ωn)2

so y(t) = ωn2 t exp( -ωn t)

The plot is very like the previous one.

ζ < 1 This is a bit more complicated. We need to complete squares in the denominator.
ωn2
Y = H(s) × 1 = 2
s + 2ζ ω n s + ω n2

ωn2
=
(s + ζ ωn)2 – ζ2ωn2 + ωn2

ωn2
= …6
(s + ζ ωn)2 + ωd2

with ωd = ωn √

1 – ζ2 …7

This frequency appears often and should be noted.

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 Second order transfer functions 10

ω2 ωd
Thus Y = ωn ×
d (s + ζ ωn)2 + ωd2

ω2
so, from the tables y(t) = ωn exp(-ζωnt) sin(ωdt) …8a
d

ωn
= exp(-ζωnt) sin(ωdt) …8b

√ 1–ζ2

The response for ωn = 1 and ζ = 0·1 is below. It is an exponentially decaying sine wave.

The formula is : – y = 1.005 e–0.1 t sin( 0·995 t)

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

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

exp(-ζωnt)  2πζω 
= exp ω n
  2π   d 
exp–ζωn t + ω  
  d 

2πζωn 2πζωn
The logarithm of this ratio is δ= ωd = ω 1–ζ2
n√

2πζ
so δ= ≈ 2πζ if ζ << 1 …9

√ 1–ζ2

δ 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 δ 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

ωn2 1
Y= ×s …10
s + 2ζ ω n s + ω n
2 2

Cases

ωn2 A Bs + C
ζ=0 Y= ≡ + 2
s( s2 + ω n2 ) s s + ω n2

Thus 1 ≡ A(s2 + ω n2) + s (Bs+C)

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

Y =  s – 2
1 s 
 s + ω n 
2
and y(t) = ( 1 – cos(ωn t))

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

The system oscillates about the mean 2

indefinitely.
1

t
2 4 6 8 10

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

s1,s2 = ωn ( – ζ ± √

ζ2 – 1 ) ; s1 > s2 …3

ωn2 1
and the response is Y = (s–s )(s-s ) × s
1 2

ω 2` A B B
We have Y = s(s–s 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(s–s2) + Cs(s – s1)

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

1 1  s2 s1 
So Y= s +  s–s – s–s  ) ; since s1 s2 = ωn2 ; s1 – s2 = ωn√

ζ2– 1
ω n√

ζ 2 – 1  1 2 

1
and y(t) = 1 + [ s2 exp(s1t) – s1 exp(s2t) ])
ωn√

ζ 2 – 1

noting s1,s2 = ωn ( – ζ ± √

ζ2 – 1 ) ; s1 > s2

y(t)
With ωn =1 and ζ = 2 this becomes
1
y(t) = 1 + 0·077 e–3·73 t – 1·077 e–0·27 t 0.8
0.6
which is illustrated on the right. 0.4
0.2 t
10 15

ωn2 1 ωn2
ζ=1 Y= × =
(s +ωn)2 s s(s + ωn)2
A B C
≡ s + s+ω + , say
n (s+ωn)2
Thus ω n 2 ≡ Α (s + ω n)2 + Bs(s + ω n) + Cs
Put s = 0 : ω n = A ω n ∴ A =1. Put s = – ω n : ω n2 = – C ω n ∴ C = – ω n
2 2

Coeff. s2 : 0=A+B ∴ B = – A = –1

1 1 ωn
Y = s – s+ω –
n (s + ωn)2
y(t)
Thus from the Tables: 1
y(t) = 1 – exp( – ωnt ) [1 + ωnt ]

For ωn = 1 y(t) = 1 – e–t( 1+t)

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

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

ωn2 1
Y= 2 ×s
s + 2ζ ω n s + ω n 2

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 Second order transfer functions 13

ωn2
=
s(s2 + 2ζ ω n s + ω n2 )

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

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

Put s = 0 : ω n 2 = A ω n 2 ∴ A=1
Coeff. s2 : 0 = A + B ∴ B = – A = –1
Coeff. s : 0 = A 2 ζ ωn + C ∴ C = – 2ζωn A = – 2ζωn
1 s + 2ζω n
and Y= s – 2
s + 2ζ ω n s + ω n2

1 s + 2ζωn
= s– : completing the square as in eq. 6
(s + ζ ωn)2 + ωd2
ζωn
(s + ζωn) + ω ωd
1 d
= s– : making the numerator to suit the Tables
(s + ζ ωn) + ωd2
2

with ωd = ωn √

1 – ζ2

 ζω 
Thus y(t) = 1 – exp( – ζωn t)  cos( ωd t) + ω n sin(ωd t)  …11
 d 

For ωn = 1 and ζ = 0·2 y(t)

we have 2
1+ e-t

y(t) ≈ 1 – e– 0·2 t [ cos( 0·98 t ) + 0·2

sin( 0·98 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
δ
Period,
T = 2π
ω t
d
Tp 10 Ts 20

Overshoot

dy ω n2
The derivative = ω exp(–ζωnt) sin(ωdt)
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 nπ nπ nT
dt = 0 when ωd t = nπ or when t = ω = = 2
d ωn√

1-ζ2

2π 2π
where the period of the oscillations is T=ω =
d ωn√

1-ζ2

 nπ ζ 
The value of y at these extrema is Y = 1 + exp – 
 1–ζ2

√
The first of these when n = 1 gives the peak of the overshoot ( often simply called the
overshoot.

 πζ  Overshoot, Op
ΜP = 1 + exp – 
 √ 1–ζ2
 1

Express proportional overshoot as the 0.8

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

 πζ  0.4
ΟP = y –1 = exp –  …12a
 1–ζ2

√ 0.2

occurring at 0
0 0.2 0.4 0.6 0.8 1
π π T
TP = = ω =2 …12b Damping, ζ
ωn√

1-ζ2 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

 nπζ  nπ nπ
δ = exp –  which occurs at tn = or = tnωn
 √ 
1–ζ 2 ωn√

1 – ζ 2 
√ 1 – ζ 2

 nπζ 
so δ = exp –  = exp( – ωn ζ tn)

 
√ 1–ζ 2

ln(δ)
and Ts = tn = – ζω
n

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

4
For δ = 0·02, i.e., 2% Ts ≈ ζω
n

3
and for δ = 0·05, i.e., 5% Ts ≈ ζω
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 ζ2
4ωnζ
1.4
1.2
This rather simple expression is
valid for all ζ, i.e., 0 < ζ < ∞. It has 1.0 ζ
1
a minimum value of 1 when ζ = 2 . 1 2 3 4 5

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

 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

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

 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 ζ4
= 2ω ζ 5 10 15 20
n 2
The overshoot is
1
This has a minimum of 1/4 when  ζπ  π 
2 ωn exp –  = exp –  ≈ 9·8%
 1 – ζ2  √ 2√2–1

√ 
 1  1/4
ζ = 8  ≈ 0·595
 

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

 Second order transfer functions 18

Keeping factors constant

Poles are at s =ωn( – ζ ± √


1–ζ2 ) :

Constant imaginary part. y(t) jω

ωd = ωn 
√
1–ζ2 = constant. s
σ
So Constant frequency in 1
response

Constant real part:– y(t)

2
ωn ζ is constant. jω

s
Fixed envelope
σ
y =1 – exp( – ζωn t) 1

and so time to get within a

given limit is deermined by t
ωnζ.
4
E.g., Tδ=2% = ζω
n
y(t)
Constant damping ratio, ζ jω

Thus also constan θ s

overshoot: 1

 πζ  σ
OP = exp – 
 √ 1–ζ2

t
Note: ζ = sinθ where θ is
marked in the figure.

There is scarcely any Fractional overshoot,

overshoot when θ > 60˚. 2 OP
jω
1.8 s
θ
1.6 σ

1.4

1.2
θ
20 40 60 90

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

 Second order transfer functions 19

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