Chapter 3: Mathematical Modeling

Outline
 Introduction
 Types of Models
• Theoretical Models
• Empirical Models
• Semi-empirical Models
 LTI Systems
• State variables Models
• Transfer function Models
 Block diagram algebra
 Signal flow graph and Mason’s gain formula
 Introduction

 A model is a mathematical representation of a physical ,

biological or information system.
The Real World The Conceptual World

Observations

Phenomena
Models ( analyses)

Predictions

Figure 3.1 An elementary depiction of the scientific method that shows how our conceptual
Models of the world are related to Observations made within that real world ( Dym & Ivey, 1980)
 Principles of Mathematical Modeling

Object/System
Why? What are we looking for?
Find? What do we want to know?
MODEL
Variables, Parameters

Given? What do we know? How? How should we look at this model?

Assume? What can we assume?
Predict? What will our model Improve? How can we improve the model?
predict?
Valid? Are the predictions valid?
Model Predictions TEST

Verified? Are the predictions good?

Valid, Accepted Predictions

Use? How will we exercise the model?
Figure 3.2 A first-order view of mathematical modeling that shows how the questions asked in a
principled approach to building a model relate to the development of that model( Carson & Cobelli,
2001)
 Introduction

 Example showing importance of identifying ‘ WHY the

MODEL is wanted’
1 Suppose we want to estimate HOW MUCH POWER could
be generated by a dam located on Gilgel-Gibe II River.
For a first estimate the avail power?
 height
 Estimate of river flow quantities

2 Suppose we want to DESIGN THE ACUTAL DAM, what

are the essential parameters?
 All of the dam’s physical characteristics ( e.g.,
dimensions, materials, foundations etc.)
 Types of Models
• Models can be classified based on how they are obtained.

[A] Theoretical (or White Box) Models

• Are developed using the physical and chemical laws of
conservation, such as mass balance , component
balance, moment balance and energy balance.
Advantages:
 provide physical insight into process behavior.
 applicable over wide ranges of operating conditions
Disadvantage(s):
 Expensive & time-consuming to develop
 Types of Models…
[B] Empirical (or Black Box) Models
• Are obtained by fitting experimental data.
Advantages:
 easier to develop than theoretical models.
 applicable over wide ranges of operating conditions
Disadvantage(s):
 Typically don’t extrapolate well!
Caution!
Empirical models should be used with caution for
operating conditions that were not included in the
experimental data used to fit the model
 Types of Models…
[C] Semi-empirical (or Gray Box) Models
• Are a combination of the models in categories (a) & (b).
• Used in situation where much physical insight is available
but certain information( parameter) or understanding is
lacking.
• Those unknown parameter(s) in a theoretical model are
calculated from experimental data.
Advantages:
 They incorporate theoretical knowledge
 They can be extrapolated over a wide range of operating
conditions.
 Require less development effort
 Theoretical ( White Box) Models
• In this chapter we will be dealing models that are generated as a
set of linear differential equations
Table 3.1a Linear Electrical elements

R OR
Resistance
(ohms)

L OR
Inductance
(henrys)

C 
Capacitance OR
(farads)
 Theoretical ( White Box) Models
Table 3.1b Linear Mechanical elements ( Translational)
𝒙𝒔𝒑𝒓𝒊𝒏𝒈 = 𝒙𝟎 − (𝒙𝟐 − 𝒙𝟏 )
K
𝒅𝒙𝒔𝒑𝒓𝒊𝒏𝒈
Linear Spring ( 𝒗𝒔𝒑𝒓𝒊𝒏𝒈 =
compliance) 𝒅𝒕
(N/m) 𝒅𝒙𝟏 𝒅𝒙𝟐
= − = 𝒗𝟏 − 𝒗𝟐
𝒅𝒕 𝒅𝒕
𝑭 = 𝑲𝒙𝒔𝒑𝒓𝒊𝒏𝒈

M
Mass 𝒅𝒗 𝟏
𝑭=𝒎 OR 𝑽 𝒔 = 𝑭(𝒔)
(Kg) 𝒅𝒕 𝒎𝒔

B Let 𝒗𝑩 = 𝒗𝟐 − 𝒗𝟏
Viscous damper 𝑭𝑩 = 𝑩𝒗𝑩
(N.s/m) OR
𝑭𝑩 = 𝑩𝒗𝑩 (𝒔)
 Theoretical ( White Box) Models
• In this chapter we will be dealing models that are generated as a
set of linear differential equations
Table 3.1c Linear Mechanical elements(Rotational)

B 𝐓 = 𝐁𝛚
Viscous
Damper
(N.m.s/rad)

J
Moment of
Inertia
(Kg.m2)

K
Tortional
stifness

(N.m/rad)
 Theoretical ( White Box) Models
 Theoretical ( White Box) Models
Example 3.1(a) Armature Controlled DC Motor

va

TL
  Theoretical ( White Box) Models
Example 3.1: Armature Controlled DC Motor…
• the back emf (refer the previous schematic) is given by
(3.1a)
• Applying KVL to the armature circuit
(3.1b)
• Because of const. flux, the torque produced at the shaft
by the armature current is
(3.1c)
• Assuming J and B for the motor, and TL load coupled to
the shaft of the motor, the equation becomes
(3.1d)
 Theoretical ( White Box) Models
Example 3.1: Armature Controlled DC Motor…
• By substitution of eqns. (3.1c) & (3.1d), we have

• Substituting the above result into the armature eqn.(and

assuming constant TL).
 Theoretical ( White Box) Models
Example 3.1 :Armature Controlled DC Motor…
• or equivalently,

+ 1/L
-- m
kT +
--

Rm
B

kb

DC Motor Block
 Theoretical (
White Box) Models
Example 3.2: Gear train

• gears are used to convert High Speed & SMALL Torque

into Lower Speed & High Torque or the converse.
Let
- radius ,
- Number of teeth ,
- angular displacement , and
- torque for gear
 Theoretical ( White Box) Models
Example 3.2 : Gears train…
Known
1 the number of teeth on a gear is linearly proportional
to its radius, i.e.,
2 the linear distance traveled along the surfaces of both
gears are same, i.e.,
3 the linear forces developed at the contact point of
both gears are equal ( Newton’s 3rd law), i.e.,

combining (1), (2), & (3) gives

4
 Theoretical (White Box) Models
Example 3.3: Armature controlled DC motor driving a load
through a gear train.

Let
 J1 – be the total moment of inertia (including rotor, motor
shaft, and gear 1)
 f1 - viscous friction coefficient on the motor shaft
 J2, & f2- are total moment of inertia & viscous friction
coefficient from load side respectively
 Theoretical (White Box) Models
Example 3.3: Armature controlled DC motor driving a load
through a gear train...
 the torque generated by the MOTOR must drive J1,
overcome f1 and generate a torque T1 @ gear-1 to drive the
second gear. Thus we have
(3.2)
 Torque T1, @ gear-1 generates a torque T2 @ gear-2, which
in turn drives J2 and overcomes f2. Hence
(3.3)

 And using , we get

(3.4)
 Theoretical ( White Box) Models
Example 3.3: Armature controlled DC motor driving a load
through a gear train...
 Substituting T2 (3.4) into T1 =(N1/N2) T2 and then into (3.2)
gives
(3.5)

Where
(3.7) ,
 Developments of Block diagrams for control systems
Example 3.4:
Consider the control system shown in Fig 3.4. The load could be an antenna
and is driven by an armature-controlled dc motor. The system is designed so
that the actual angular position of the load will follow the reference signal. The
error e between the reference r and controlled signal y is detected by a pair of
potentiometers with sensitivity k1. Develop the block diagram for this
control system.

θ
Figure 3.4 Antenna position control system
 Developments of Block diagrams for control systems
Example 3.4: cont’d…
 find the model for the Error detector shown in Fig 3.4

or
 find the model of the armature controlled dc motor
 Developments of Block diagrams for control systems
Example 3.4: cont’d…
Model of armature controlled DC motor…
Let
 J - be the total moment of inertia of the load, the shaft
and the rotor of the motor.
 θ – angular displacement of the load
 f – viscous friction coefficient of the bearing
Then, we have for armature controlled DC motor
1

3
 Developments of Block diagrams for control systems
Example 3.4: cont’d…
Model of armature controlled DC motor…

Equating (1), & (4) and taking Laplace Transform on the

resulting equation and (3) gives
5

The elimination of Ia from equation (5), & (6) gives

7
  Developments of Block diagrams for control systems
Example 3.4: cont’d…

+ e va θ
r k1 k2
-

Assumption used while reaching the above block diagram

 the armature inductance La is assumed to be zero. In this case,
eqn.(7), reduces to
 Theoretical ( White Box) Models
Example 3.5: Model of Automobile Suspension system
Assumptions:
• 1/4 model ( one of the four wheels) is used to simplify the
problem to 1D multiple spring-damper system.

Body Mass y1
M1

K1 β

Suspension y2
M2

K2 FW
 Theoretical ( White Box) Models
Objective:
 to study effect of road surface condition on the passenger.
K1

M1 β M2 FW
K2

Figure 3.3 Mechanical Network for Example 3.4

2
 LTI Systems
• The set of ODEs drived so far are not suitable for analysis
and design, hence rearranged to a more suitable form,
i.e., State Space Model & TF Model
Set of ODEs

State Space Model Transfer Function Model

[1] SS-Model:
Def: State Variable
A set of characterizing variables which give the total
information about the system under study at any time
provided the initial state & the external input are known
 LTI Systems
[1] SS-Model…

Where
A: system or dynamic matrix,
B: input matrix ,
C: output matrix,
D: direct transfer matrix,
 LTI Systems
Differential equation SS-Model
Example3.5:
Derive the state-space model (i.e. find the A,B,C and D matrices)
for each of the following differential equations. Take u(t) to be the
input and y(t) to be the output.
(1)

(2)

Solution:
(1) Define
So we have the state equations:
 LTI Systems
Differential equation SS-Model
Example3.5…

And the output equation:

The state-space model is then:

 LTI Systems
[2] TF-Model
In general Transfer function is expressed as ( )

Differential equation TF model

Example 3.6:
Find the transfer function for the system given in example 3.5
Solution:
Taking LT on both sides of the equation gives ( assuming zero initial
conditions)
 LTI Systems
Differential equation TF-Model
Example 3.6….

Exercise3.1: Find the TF-model for part (2) in example 3.5

Ans:

Exercise3.2: Find TF for an automobile suspension discussed (refer

pp 21-22) using ‘Matlab Symbolic Toolbox ‘
 Block Diagram Algebra (Interconnection Rules)

[1] Series (Cascade) connection:

Note: This is only true if the connection of H2(s) to H1(s)

doesn’t alter the output of H1(s)-known as the “no-loading”
condition
[2] Parallel Connection

+
 Block Diagram Algebra (Interconnection Rules)

[3] Associative Rule:

+ +
+ +

[4] Commutative Rule:

 Block Diagram Algebra (Interconnection Rules)

[5] The “closed-loop” TF:

[5.a] Unity Feedback:
Controller Plant
+
Reference - error
input

Feedback path

From the block diagram:

and
or
Rearranging:
 Block Diagram Algebra (Interconnection Rules)

[5.b] Feedback with sensor dynamic:

Controller Plant
+-
Reference error
input
Actual
Indicated Output output

Similarly, in this case:

But now E(s) is the “indicated error” ( as opposed to the

actual error):

So
 Block Diagram Algebra (Interconnection Rules)

[5.2] Feedback with sensor dynamic:

Or


 Signal flow graph
 is a diagram consisting of nodes that are connected by
several directed branches and is a graphical
representation of a set of linear relationships .
The signal can flow only in the direction of the arrow of
the branch and it is multiplied by a factor indicated along
the branch, which happens to be the coefficient of a model
equation(s).

Terminologies:
Node: A node is a point representing a variable or signal
Branch: A branch is a directed line segment between two nodes. The
transmittance is the gain of a branch.
Input node: An input node has only outgoing branches and this
represents an independent variable
 Signal flow graph…

Terminologies…
Output node: An output node has only incoming branches
representing a dependent variable
Mixed node: A mixed node is a node that has both
incoming and outgoing branches
Path: Any continuous unidirectional succession of branches
traversed in the indicated branch direction is called a path.
Loop: A loop is a closed path
Loop gain: The loop gain is the product of the branch
transmittances of a loop
 Signal flow graph…

Terminologies…
Non-touching loops: Loops are non-touching if they do not
have any common node.
Forward path: A forward path is a path from an input node
to an output node along which no node is encountered
more than once.
Feedback path (loop): A path which originates and
terminates on the same node along which no node is
encountered more than once is called a feedback path.
Path gain: The product of the branch gains encountered in
traversing the path is called the path gain.
 Signal flow graph…

Illustrative example:

input node

Mixed nodes x4

g43 output node

g12 x2 g23 x3
x1 1 x3

input node g32

Fig. Signal flow graph

Q. Write the equations for the system described by the

signal flow graph above.
 Signal flow graph…

Properties of Signal flow graphs

1. A branch indicates the functional dependence of one
variable on another.
2. A node performs summing operation on all the incoming
signals and transmits this sum to all outgoing branches

R(s) Y(s) R(s) G(s) Y(s)

G(s)

R(s) + E(s) Y(s) R(s) 1 E(s) G(s) Y(s)

G(s)
-
H(s) -H(s)

Fig: Block diagrams and corresponding signal flow graphs

 Manson’s gain formula

In a control system the transfer function between any input

and any output may be found by Mason’s Gain formula.
Mason’s gain formula is given by

Where

where
 Manson’s gain formula…
 Manson’s gain formula

Example3.7: Find the closed loop transfer function

Y(s)/R(s) using gain Manson’s formula.

G4(s)

R(s) x4(s) x3(s) G (s) x1(s)

G1(s) G2(s) 3 Y(s)

-H2(s)
-H1(s)
-1
 Manson’s gain formula

Example 3.7…
Here we have two forward paths with gains
,
And five individual loops with gains

Note for this example there are no non-touching loops, so ∆ for this
graph is
 Manson’s gain formula

Example 3.7…

The value of ∆1is computed in the same way as ∆ by removing the

loops that touch 1st forward path M1
• In this example, since path M1 touches all the five loops, ∆1 is
found as
• Proceeding the same way , we find
•Therefore, the closed loop transfer function between the input R(s)
and outputY(s) is given by,
 Manson’s gain formula

Example 3.8
Find Y(s)/R(s) for the system represented by the signal flow
graph shown below.

G6

G3

G1 G2 G4 G5 X1 G7
R(s) Y(s)
X4 X3 X2
-H2

-H1
 Manson’s gain formula

Example 3.8…
Observe from the signal flow graph , there are three forward paths
between R(s) andY(s)
• The respective forward path gains are:

There are four individual loops with gains:

 Manson’s gain formula

Example 3.8…
Since the loops L2 & L4 are the only non-touching loops in the graph,
the determinant ∆ will be given by:

Computing ∆1,which is computed by removing the loops that touch

fist forward path M1
∆1=1
Similarly , ∆2=1 and
Thus, the closed-loop TF is given byY(s)/R(s)