2nd order responses: over-damped system

Assume a standard 2nd order model with constant d 2x dx

coefficients, output y(t) and input u(t). What is the a 2 +b + cx = f
expected behaviour and how does this vary with a,b,c? dt dt
For now the focus is on constant f, often f=0 or f=1 for convenience.

An overdamped system is where the characteristic polynomial marked below has

real roots.
d 2x dx
a 2 + b + cx = f ⇒ ap 2 + bp + c = 0 ⇒ p = p1 , p2
dt dt
Real roots p1, p2 implies that b2>4ac. f
This means that, for constant f, the solution x(t ) = Ae p1t + Be p2t +
takes the following form: c
What remains is to determine the unknown coefficients A,B.

Response with zero initial conditions (x(0)=0, dx/dt(0)=0, f=1)

Substitute the known
solution from above into the  x(t ) = Ae p t + Be p t + 1 
1 2 
 x(0) = 0 = A + B + 
1
two initial conditions and  c ⇒  c
 x (t ) = p1 Ae + p 2 Be 
pt1 pt
2  x (0) = 0 = p1 A + p 2 B 
this gives simultaneous
equations in A and B.
 − p2  p 1 − p2 p1
{0 = p1 A + p2 B} ⇒ A = B ; ( 2 − 1) B = ; A= ; B=
 p1  p1 c c( p2 − p1 ) c( p2 − p1 )

1. The exponential with the Response includes two exponentials (+ a constant).

slowest time scale (larger pi)
has the largest coefficient. 1  1  

x = 1 +   p2t p1t
( p1e − p2 e )
c   p2 − p1 
2. If p2>>p1, then the
response can be 
approximated by the slower
exponential only.
EXAMPLE 1
1  1  
x + 3x + 2 x = 1 x = 1 +  ( p1e p2t − p2 e p1t )
c   p2 − p1  
p2 + 3 p + 2 = 0
p1 = −1, p2 = −2, c = 2
⇒ p1 = −1, p2 = −2
1   1  − 2t −t 
x= 1 +   ( − e + 2 e )
2   − 1  
Plug in the solution from
above.

EXAMPLE 2
x + 8 x + 7 x = 14 14   1  
x= 1 +  ( p1e p2t − p2e p1t )
c   p2 − p1  
p2 + 8 p + 7 = 0
p1 = −7, p2 = −1, c = 7
⇒ p1 = −7, p2 = −1
14   1  −t −7 t 
x= 1 +   ( −7 e + e )
7   − 1 + 7  
Plug in the solution from
above.

Note that slower

mode is
dominating

Summary: The solution comprises a constant linked to the input f(t) and
two exponentials linked to the poles of the characteristic polynomial.

REMARK: This note has given an explicit solution with zero initial
conditions as, in general, we are interested in characterising the
behaviours rather than determining a precise analytic solution.
With non-zero initial conditions the solution will not have such a simple
generic solution. However, such scenarios with more involved algebra,
offer little useful insight so are not pursued here.
 2nd order responses: very over-damped
Assume a standard 2nd order model with constant d 2x dx
coefficients, output y(t) and input u(t). What is the a 2 + b + cx = f
expected behaviour and how does this vary with a,b,c? dt dt
For now the focus is on constant f, often f=0 or f=1 and zero initial conditions
(x(0)=0, dx/dt(0)=0) for convenience.

An overdamped system is where the characteristic polynomial marked below has

real roots
d 2x dx
a 2 + b + cx = f ⇒ ap 2 + bp + c = 0 ⇒ p = p1 , p2
dt dt
The previous note derived a
general solution. f   1  p2t p1t

The aim here is consider the
x= 1
 +   (
 1 p e − p 2 e ) 
c   p 2 − p1  
impact of large differences
in the values for p1 and p2.

𝒇𝒇
COMPARE COEFFICIENTS: 𝒙𝒙 = + 𝑪𝑪𝟏𝟏 𝒆𝒆𝒑𝒑𝟏𝟏𝒕𝒕 + 𝑪𝑪𝟐𝟐 𝒆𝒆𝒑𝒑𝟐𝟐𝒕𝒕
𝒄𝒄
Compare the coefficients f − p2 f p1
𝑪𝑪𝟏𝟏 , 𝑪𝑪𝟐𝟐 for each exponential C1 = ; C2 =
c ( p2 − p1 ) c ( p2 − p1 )
in the solution.
They have a magnitudes in
a ratio of p1:p2 If |p1|>>|p2|, then |C2|>>|C1|, so the slower mode
will dominate.

EXAMPLE 1
1  1  
x + 10 x + 9 x = 1 x = 1 +  ( p1e p2t − p2 e p1t )
c   p2 − p1  
p 2 + 10 p + 9 = 0 1   1  −9 t −t 
x= 1 +   ( − e + 9 e )
⇒ p1 = −1, p2 = −9 9   − 8  
1  1  −9 t Slower mode is
x= +  (e − 9e −t )
9  72  dominating
EXAMPLE 2
  1  −19.95t 
x = 1 +  (−0.05e + 19.95e −0.05t )
x + 20 x + x = 1   − 19.9  
p1 = −19.95, p2 = −0.05 x = 1 + 0.0025e −19.95t − 1.0025e −0.05t )

Note that the fast pole has a very

small residue, as well as converging
A comparison of the response with 1.2 much faster.
and without the faster mode is 1

interesting.
0.8

From a visual perspective the 0.6

plots are indistinguishable and
x(t)
x(t)
thus the response of this 0.4
C+Bexp(-0.05t)
overdamped 2nd order system is, in 0.2
essence, equivalent to a 1st order
system with just the slower pole. 0

-0.2
0 10 20 30 40 50 60 70 80 90 100
Seconds

SUMMARY: Heavily over-damped 2nd order systems can often be

approximated by a 1st order system with just the slower dynamic.
Note that here we assumed no system zeros and zero initial conditions.

Examples for students to try x + 40 x + 76 x = 1; x + 15 x + 14 x = 3

(Check answers with MATLAB) roots − 2,−38 − 14,−1
 2nd order responses: under-damped system
Assume a standard 2nd order model with constant d 2x dx
coefficients, output y(t) and input u(t). What is the a 2 + b + cx = f
expected behaviour and how does this vary with a,b,c dt dt
when the system has oscillatory modes?
This resource focuses on the use of traditional methods to find a solution for x(t)
and assumes zero initial conditions for convenience. Assume f(t) is a constant.

An under - damped system is where the characteristic polynomial has complex

roots, so:
d 2x dx
a 2 + b + cx = f ⇒ ap 2 + bp + c = 0 ⇒ p = α ± jβ
dt dt
Complex roots p1,p2 implies that
b2<4ac. This means that, for f −αt f −αt
constant f, the solution takes the x = + Ae sin( β t + φ ) = + Be cos( β t + γ )
c c
following alternative and
f
equivalent forms. The user x = + e −αt [C sin( βt ) + D cos( βt )]
decides which form is most c
convenient based on the context.
What remains is to determine the unknown coefficients of which there are two for
each possible form.

Example 1 with zero initial conditions (x(0)=0, dx/dt(0)=0)

x + 2 x + 2 x = 1 1 1
x= + Ae −t sin(t + φ ) or + Be −t cos(t + γ )
p2 + 2 p + 2 = 0 ⇒ p = −1 ± j 2 2
Substitute the initial conditions 1
into the general solution. x(0) = 0 = + Ae −0 sin(0 + φ )
2
x (0) = 0 = − Ae −0 sin(0 + φ ) + Ae −0 cos(0 + φ )
Solve the corresponding π
simultaneous equations. − 0.5 = A sin(φ ); A sin(φ ) = A cos(φ ) ⇒ φ =
4
π A −1
A sin( ) = = −0.5 ⇒ A=
4 2 2
Hence: 1 1 −t π
x= − e sin(t + )
2 2 4

Example 2 with zero initial conditions

x + 6 x + 10 x = 4 4
2 x= + Ae −3t sin(t + φ )
p + 6 p + 10 = 0 ⇒ p = −3 ± j 10
Substitute the initial
conditions into the general 4
x(0) = 0 = + Ae −0 sin(0 + φ )
solution. 10
x (0) = 0 = −3 Ae −0 sin(0 + φ ) + Ae −0 cos(0 + φ )

Solve the corresponding 1

simultaneous equations. − 0.4 = A sin(φ ); 3 A sin(φ ) = A cos(φ ) ⇒ tan φ =
3
− 0.4
φ = 0.32rad ; A sin(φ ) = −0.4 ⇒ A= = −1.265
sin(ϕ )

Hence:
x = 0.4 − 1.265e −3t sin(t + 0.32)

SUMMARY
1. Second order ODES can be solved using a long approach as shown
here.
2. With non-zero initial conditions the algebra will be a little more
tricky.
3. As a general rule, the approach is somewhat cumbersome to do on
pen and paper.

FURTHER PROBLEMS for readers to try

Solve the following and compare answers with solutions from MATLAB tools
dsolve.m and ilaplace.m (see earlier notes for MATLAB guidance). Use zero initial
conditions.

𝑥𝑥̈ + 6𝑥𝑥̇ + 10𝑥𝑥 = 1 𝑥𝑥̈ − 4𝑥𝑥̇ + 20𝑥𝑥 = 3

5𝑥𝑥̈ + 20𝑥𝑥̇ + 65𝑥𝑥 = 10 𝑥𝑥̈ + 𝑥𝑥̇ − 2𝑥𝑥 = 4
𝑥𝑥̈ + 𝑥𝑥̇ + 4𝑥𝑥 = 1 𝑥𝑥̈ + 10𝑥𝑥̇ + 9𝑥𝑥 = 5
2nd order responses: over-damped & Laplace
Assume a standard 2nd order model with constant d 2x dx
coefficients, output y(t) and input u(t). What is the a 2 + b + cx = f
expected behaviour and how does this vary with a,b,c? dt dt
This resource focuses on the use of Laplace methods to find a solution for x(t) and
assumes zero initial conditions as their impact is rarely insightful in a systems and
control setting focussed on behaviours.
An overdamped system is where the system has real poles.

Finding the Laplace transform of x(t)

 d 2x dx 
L a 2 + b + cx  = L[ f ] ⇒ [as 2 + bs + c] X ( s ) = F ( s )
 dt dt 
1 1 ASSUME f(t) is a unit step
⇒ X (s) = 2 so F(s)=1/s, x(0)=𝑥𝑥̇ (0)=0
as + bs + c s

Assume real poles so that: 𝑎𝑎𝑠𝑠 2 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐 = 𝑎𝑎(𝑠𝑠 + 𝑝𝑝1 )(𝑠𝑠 + 𝑝𝑝2 )

PARTIAL FRACTION EXPANSION AND SOLUTION FOR x(t)

We have assumed the poles are real (and distinct), therefore the expansion of X(s) is
straightforward.
1 1 A B C
= = + +
[as 2 + bs + c]s a( s + p1 )( s + p2 ) s s + p1 s + p2 s
⇒ x(t ) = Ae − p1t + Be − p2t + C
See earlier notes on over-damped systems for expressions for A and B and C.
It is assumed here that readers are proficient with partial fraction expansions and
also with the use of a Laplace look up table to find the time domain solution once the
Laplace is in a common format.
EXAMPLE 1
1 A B C
X ( s) = = + +
x + 3 x + 2 x = 1 ( s + 1)( s + 2) s s + 1 s + 2 s
Partial
1 A = −1, B = 0.5, C = 0.5 fraction
X ( s) = 2
( s + 3s + 2) s hence expansion

1 x(t ) = −e − t + 0.5e − 2t + 0.5

X (s) =
( s + 1)( s + 2) s Inverse Laplace from
lookup table
EXAMPLE 2
x + 8 x + 12 x = 3 3 A B C
X ( s) = = + +
3 ( s + 2)( s + 6) s s + 2 s + 6 s
X ( s) = 2
( s + 8s + 12) s A = −0.375, B = 0.125, C = 0.25
3 hence
X (s) =
( s + 2)( s + 6) s x(t ) = −0.375e −2t + 0.125e −6t + 0.25

Check with MATLAB

FURTHER PROBLEMS for readers

to try: ilaplace uses
Solve the following with Laplace and symbolic variables.
other means and then check your
solutions from MATLAB tools dsolve.m
and ilaplace.m. Assume zero initial
conditions.

𝑥𝑥̈ + 40𝑥𝑥̇ + 300𝑥𝑥 = 1

5𝑥𝑥̈ + 20𝑥𝑥̇ + 15𝑥𝑥 = 3 Note use of ilaplace.
𝑥𝑥̈ + 10𝑥𝑥̇ + 9𝑥𝑥 = 5

SUMMARY
1. It is straightforward to use inverse Laplace to determine the step
response of 2nd order models with real poles.
2. Write the output signal as a Laplace transform and use standard
inverse Laplace methods such as the cover-up rule.
 2nd order responses: under-damped & Laplace
Assume a standard 2nd order model with constant d 2x dx
coefficients, output y(t) and input u(t). What is the a 2 + b + cx = f
expected behaviour and how does this vary with a,b,c dt dt
when the system has oscillatory modes?
This resource focuses on the use of Laplace methods to find a solution for x(t) and
assumes zero initial conditions for convenience. Assume f(t) is a constant.
Assume zero initial conditions as their impact is rarely insightful in a systems and
control setting focussed on behaviours.

Forming the Laplace transform (for convenience take f(t) to be a unit step)
Take Laplace of every term in the equation and rearrange to find x(s).
d 2x dx 1 1
L[a 2 + b + cx] = L[ f ] ⇒ x( s )[as 2 + bs + c] = f ( s ) ⇒ x( s) = 2
dt dt as + bs + c s
The assumption of oscillatory modes means that the poles p1,p2 are complex
(b2<4ac).

Inverse Laplace methods: identify forms in the look-up table with oscillatory modes
The standard forms are summarised
w
here. L−1[ 2 2
] = e − pt sin wt
A standard inverse Laplace technique is [( s + p ) + w ]
to express the given transform in the s+ p
same forms that are available in the L−1[ ] = e − pt
cos wt
[( s + p ) 2 + w2 ]
table.
For a given system this means: 1 A( s + p ) Bw C
• for appropriate p,w. 2
= 2 2
+ 2 2
+
[as + bs + c]s [ s + p ] + w [ s + p ] + w s
• A,B,C, to be determined.

It should be clear that the poles (roots of as2+bs+c=0) are given by p1,2=-p+jw,-p-jw
so p and w are easy to find. Note how it is typical to make the pole polynomial monic
first. For example:
b c b b2
as + bs + c = a ( s + s + ) = a ([ s + p ]2 + w2 ) ⇒
2 2
p= ; w= c− 2
a a 2a 4a
A,B,C are found using standard partial fraction methods.
Example 1 with zero initial conditions (x(0)=0, dx/dt(0)=0)
x + 2 x + 2 x = 1 ; 1 1
implies x( s ) = .
2 ( s + 1) 2 + 12 s
s + 2s + 2 = 0 ⇒ p = −1, w = 1
a) Express in partial fractions 1 A( s + 1) B C
using appropriate forms from 2 2
= 2 2
+ 2 2
+
[( s + 1) + 1 ]s [ s + 1] + 1 [ s + 1] + 1 s
the table.

b) Use the cover-up rule to find C=0.5

C

c) Use expansion to find A,B.

1 = ( As + A + B) s + C ( s 2 + 2 s + 2)
A=-0.5 and B=-0.5 A + C = 0, A + B + 2C = 0
d) From tables, x(t) is given as:
x = C + Ae − t cos(t ) + Be − t sin(t )

Example 2 with zero initial conditions (x(0)=0, dx/dt(0)=0)

x + 4 x + 13x = 7 ; 1 7
implies x( s ) = .
s 2 + 4s + 13 = 0 ⇒ p = −2, w = 3 ( s + 2) 2 + 32 s

a) Express in partial fractions

using appropriate forms from 7 A( s + 2) 3B C
= + +
the table. [( s + 2) 2 + 32 ]s [ s + 2]2 + 32 [ s + 2]2 + 32 s

b) Use the cover-up rule to find C=7/13

C

c) Use expansion to find A,B.

7 = ( As + 2 A + 3B) s + C ( s 2 + 4 s + 13)
A=-7/13 and B=-14/39 A + C = 0, 2 A + 3B + 4C = 0
d) From tables, x(t) is given as:
x = C + Ae− t cos(t ) + Be− t sin(t )
7 7 14
x = − Ae− 2t cos(3t ) − e − 2t sin(3t )
13 13 39
SUMMARY
1. Under-damped second order ODES can be solved using Laplace
methods.
2. The main technique is to express the Transform as a sum of standard
forms from the look-up table.
3. Standard partial fraction methods can be used to find the unknown
coefficients.

FURTHER PROBLEMS for readers to try

Solve the following and compare answers with solutions from MATLAB tools
dsolve.m and ilaplace.m (see earlier notes for MATLAB guidance).

𝑥𝑥̈ + 6𝑥𝑥̇ + 10𝑥𝑥 = 1 𝑥𝑥̈ − 4𝑥𝑥̇ + 20𝑥𝑥 = 3

5𝑥𝑥̈ + 20𝑥𝑥̇ + 65𝑥𝑥 = 10 𝑥𝑥̈ + 𝑥𝑥̇ − 2𝑥𝑥 = 4
𝑥𝑥̈ + 𝑥𝑥̇ + 4𝑥𝑥 = 1 𝑥𝑥̈ + 10𝑥𝑥̇ + 9𝑥𝑥 = 5

Hints:
2nd order responses: normalised forms
Assume a standard 2nd order model with constant d 2x dx
coefficients, output y(t) and input u(t). What is the a 2 + b + cx = f
expected behaviour and how does this vary with a,b,c dt dt
when the system has oscillatory modes?
This resource focuses on the use normalised forms to understand the behaviour.
Normalised forms are most commonly used when the system has oscillatory
behaviour, but can also give some insight to the over-damped case.

Definition of normalised form

First the ODE is expressed in monic form, that is, the coefficient of the maximum
power is one. Then the coefficients of the 1st derivative and state are expressed in a
particular format as shown here.

 d 2x dx  d 2x dx 1  b c
a 2 + b + cx = f  ≡  2 + 2ςwn + wn2 x = f ; 2ςwn = ; wn2 =
 dt dt   dt dt a  a a

While these definitions may seem arbitrary and odd, it will be seen that there are
clear links between the new parameters of ζ, wn and the behaviours and thus this
form gives good insight into the system.
• The coefficient ζ is referred to as the damping factor (or often just damping).
• The coefficient wn is referred to as the natural frequency (the frequency at
which the system would oscillate if the damping were zero).

Over-damped or underdamped behaviour

If the roots are complex, the behaviours is underdamped and if real, the behaviour is
overdamped. It is straightforward to demonstrate that this distinction is captured by
the magnitude of ζ.
s 2 + 2ςwn s + wn2 = 0 ⇒
When ζ>1 then the poles are real.
p1, 2 = −ςwn ± wn ς 2 − 1; ς > 1
When ζ<1 then the poles are complex.
p1, 2 = −ςwn ± jwn 1 − ς 2 ; ς < 1
REMARK: It is not normal to consider divergent/unstable behaviours with the
normalised form. These would correspond to negative damping.
REMARK 2: The actual frequency of oscillation (if underdamped) is given by
wd = wn 1 − ς 2

Examples of damping computations

CRITICALLY DAMPED SLIGHTLY UNDERDAMPED
x + 2 x + x = 1 ⇒ 2 = 2ςwn ; 1 = wn2 x + 6 x + 10 x = 4 ⇒ 6 = 2ςwn ; 10 = wn2
⇒ ς =1 6
⇒ ς= = 0.95
2 10
Both poles real and equal! Complex poles, small imaginary part.
OVER DAMPED UNDER DAMPED
x + 5 x + 2 x = 1 ⇒ 5 = 2ςwn ; 2 = wn2 x + x + 2 x = 1 ⇒ 1 = 2ςwn ; 2 = wn2
5 1
⇒ ς= = 1.77 ⇒ ς= = 0.35
2 2 2 2
Complex Poles, large imaginary part.
Poles real and different.

Significance of damping ratio

The damping ratio determines the shape of the response:
1. If this is close to zero, oscillation will dominate decay.
2. If this is close to one, decay will dominate oscillation.
3. If this is very large, the system will be over-damped and a slow mode will
dominate.
4. In system design, engineers often look for a damping ratio bigger than about
0.7 as any less implies too much oscillation.

Illustrations of the impact of damping.

Over Damped 2.5
0.9
Critically damped Damping = 0.5
0.8 Damping =0.75
Damping=0.71 2 Damping=0.25
0.7 Damping=0.35
Damping=0.1
0.6 Damping=0.07
1.5
x(t)

0.5
x(t)

0.4 1

0.3

0.5
0.2

0.1
0
0 0.5 1 1.5 2 2.5 3 3.5 4
0
0 1 2 3 4 5 6 7 8 Seconds
Seconds
Low damping, large oscillation
and slow convergence. Damping close to 1, small
oscillation and fast convergence.
SUMMARY
1. Under-damped second order ODES can be expressed in a normalised
form.
2. Convergence rate and oscillation are closely linking to the damping
ratio is this form.
3. The normalised form is given as:

d 2x dx wn2
2
+ 2ςwn 2
+ wn x =
dt dt 2
ζ >1 - an over damped system no oscillations (different real poles).
ζ =1 - a critically damped system no oscillations (equal real poles).
ζ <1 - an under damped, oscillatory system (complex poles).
 2nd order responses: overshoot
Assume a standard 2nd order model with constant
coefficients, output x(t) and input u(t). What is the d 2x dx
expected impact on overshoot/oscillation of a change 2
 2wn  wn2 x  f
dt dt
in damping ratio?
This resource assumes that damping is less than one and uses f=wn2 for
convenience and also zero initial conditions (otherwise a generic result is not
possible).

Assumption
We know that with an 1.5
underdamped system there is Overshoot = o
Step response with  =0.5

oscillation. We want to know what

the impact of this is on behaviour –
a step response from zero initial 1

conditions is used as a good

indicator. 1
For a step response which reflects 0.5

common scenarios in industry, we Undershoot = o2

are particularly interested in the
first overshoot as large overshoots
0
can be very damaging in practice. 0 2 4 6 8 10

This value has a synergy with the

decay rate (peak to peak) of o2.
If ζ<1, the poles are given by:

p 2  2wn p  wn2  0  p  wn  jwn 1   2

It is notable that the frequency gets faster as damping reduces, but reaches a limit of
wn for ζ=0.

This note focuses on the derivation of the full solution for x(t) and, from this, derives
values for the overshoot ‘o’ and its dependence on model parameters.
General solution for step response of an underdamped 2nd order ODE (zero initial
conditions). Only an abbreviated derivation is given here.

d 2x
dt 2
 2wn
dx
dt
 wn2 x  wn2  x  Ae wnt sin( wd t   )  C w d  wn 1   2 
Substitute in the initial conditions and steady-state lim t  x(t ) =1.
dx
 Aewnt [wd cos(wd t   )  wn sin(wd t   )]
x(t )  1  Aewt sin(wd t   );
dt
x(0)  0  0  1  A sin  ; x (0)  0   wd cos( )  w sin( )  0

sin  wd 1  2 1 1
HENCE:  tan    ; A 
cos wn  sin  1  2

e wnt 1 1  2
x(t )  1  sin(wd t  tan )
AND THUS:
1  2 

Interpreting the general step response solution

Peak overshoot time
The peak overshoot occurs when the
derivative is zero.
 We already know that the
derivative is zero at t=0.
 Hence the next zero point must
Peak overshoot value
The magnitude of the overshoot is
determined by substituting the peak
time into the general solution for x(t)
above.

 e 1 sin(   )
2

occur when d w t   w n t  ; x (t )  1  ;
1 2 1  2
 
t  
1 2
wd wn 1   2 e sin( )
overshoot  x(t )  1 
1  2

sin( ) 1 2
but  1  overshoot  e
1  2

REMARK: The overshoot formulae is independent of wn, it depends solely on the

damping ratio!
Same damping (here ζ=0.5) implies same Overshoot has simple dependence on
overshoot! damping
1
Step Response
1.4 0.9

0.8 
1 2
overshoot  e
1.2

Overshoot
0.7

1 0.6

0.5
0.8
Amplitude

0.4
d 2x dx
0.6
2
 2  x  1; 0.3

0.4
dt dt 0.2

2 0.1
d x dx
0.2
2
 4  16 x  16 0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

dt dt Damping ratio
0
0 1 2 3 4 5 6 7 8
Time (sec)

Overshoot becomes negligible for ζ>0.7 Successive overshoots follow the same
ratio of convergence
1.4 2 1+0.8
Critically damped 1.8 Damping=0.07
1.2
Damping=0.71 1.6
1+0.83
1 1.4 1+0.87
1.2
0.8
x(t)

x(t)

1
0.6
0.8

0.4 0.6

0.4
0.2
0.2
1-0.82
0 0
0 1 2 3 4 5 6 7 8 0 2 4 6 8 10 12 14 16 18 20
Seconds Seconds

SUMMARY
Solution for d 2x dx
 2 wn  wn2 x  f
dt 2
dt with f=wn2
e wnt 1 1  2
and zero initial conditions is: x(t )  1  sin(wd t  tan )
1  2 
 
Time to first peak is: t 
wd wn 1   2


Overshoot at first peak is: 1 2
overshoot  e
 2nd order responses: steady-state
Assume a standard 2nd order model with constant
coefficients, output x(t) and input u(t). What is the d 2x dx
expected behaviour and how does this vary with
+ 2ς wn + wn
2
x= f
dt 2 dt
damping ratio?
This resource focuses on the expected steady-state: lim t →∞ x(t )
It is assumed that the steady-state exists and thus the damping ratio is positive.

Definition of steady-state
At steady-state, x(t) is constant and therefore:
dx d 2x
lim t →∞ = 0; lim t →∞ 2 = 0;
dt dt
Substitute these into the differential equation and hence:
d 2 x dx   dx d 2x  f
 2 + 2ςwn
2
+ wn x = f  AND  = 0, 2
= 0 ⇒ wn2 x = f OR x = 2
 dt dt   dt dt  wn
SUMMARY: The asymptotic value of x depends solely on the natural frequency and
the input signal.

Illustrations of steady-state being unaffected by changes in the damping ratio but

where f and natural frequency wn are fixed.
Over Damped 2.5
0.9
Critically damped Damping = 0.5
0.8 Damping =0.75
Damping=0.71 2 Damping=0.25
0.7 Damping=0.35
Damping=0.1
0.6 Damping=0.07
1.5
x(t)

0.5
x(t)

0.4 1

0.3

0.5
0.2
Steady-state
x + 5 0.1
x + 2 x = 1; x + 3 x + 2 x = 1
3the 3.5
same.4
0
0 0.5 1 1.5 2 2.5
x + 2 x00+ 2 x1= 1; 2 x +3 x + 24 x = 51 6 Steady-state
7 8 the Seconds
Seconds same.
x + 0.2 x + 2 x = 1
Steady-state computed by removing the derivatives.

𝑥𝑥̈ + 40𝑥𝑥̇ + 300𝑥𝑥 = 1  𝑥𝑥̈ + 40𝑥𝑥̇ + 300𝑥𝑥 = 1

So 300x=1

EXAMPLES: Find the steady-state for the following systems/input pairs (you can
assume convergence).

1
x + 5 x + 10 x = 1 ⇒ limt →∞ x(t ) =
10
2
x + 3x + 4 x = 2 ⇒ limt →∞ x(t ) =
4
0.4
x + 2 x + 6 x = 0.4 ⇒ limt →∞ x(t ) =
6
1.2
x + x + 5 x = 1.2 ⇒ limt →∞ x(t ) =
5
3
x + 0.2 x + 10 x = 3 ⇒ limt →∞ x(t ) =
10
SUMMARY
1. Steady-state is not affected by changes in damping alone.
2. Steady-state can be computed quickly by setting all the derivatives to
zero.
3. WARNING: This note assumes convergence, that is that
asymptotically x(t)constant.
2nd order responses: convergence/behaviour
Assume a standard 2nd order model with constant d 2x dx
coefficients, output x(t) and input u(t). What is the 2
+ 2ςwn + wn2 x = f
dt dt
expected impact on convergence rates of a change in
damping ratio?
This resource assumes that the state converges so the limit lim t →∞ x(t ) exists.
For convenience, assume that f, wn are fixed so that consideration is given solely to
the impact of damping. This is a reasonable assumption as it implies the steady-
state is constant.

Assumption
Speed of convergence is linked directly to the pole positions (see resources on
behaviours).
• A pole further into the LHP means faster convergence.
• A pole closer to the imaginary axis means slower convergence.
• A pole with imaginary part larger than the real part implies significant
oscillation.
• A pole with a real part greater than imaginary part implies the decay
dominates any oscillation.
• RHP poles imply instability/divergence behaviour.

Too oscillatory
RHP
Not allowed
Debatable

OK
Real axis
Good/fast Too slow
Good/ok

Imaginary
axis
Illustrations that pole positions and behaviour change dramatically with damping
(assuming constant natural frequency).
Damping ratio Pole positions
x + 5 x + 2 x = 1, ς = 1.77 − 4.56,−0.43 Fast and slow

x + 3 x + 2 x = 1, ς = 1.06 − 2,−1

Both fast
x + 2 x + 2 x = 1, ς = 0.71 −1 ± j
x + x + 2 x = 1, ς = 0.35 − 0.5 ± j1.3
x + 0.2 x + 2 x = 1, ς = 0.07 − 0.1 ± j1.41 Both slow

The challenge is to discern whether there is a pattern to these changes.

If there is a pattern, it is likely we can exploit this for insight and design.

Poles’ dependence on damping ratio

Under damped examples Over damped examples
If ζ<1, the poles are complex then If ζ>1, the poles are real then
p 2 + 2ςwn p + wn2 = 0 ⇒ p = −ςwn ± jwn 1 − ς 2 p 2 + 2ςwn p + wn2 = 0 ⇒ p = −ςwn ± wn ς 2 − 1

• The real part of the poles is -ζwn • There are two poles, the one closest to
• As ζ gets smaller, the pole moves the origin is at wn (−ς + ς 2 − 1)
closer to the origin and thus the • As ζ gets bigger, this pole moves closer to
response slows down. the origin and thus the response slows
down.
SMALLER DAMPING  slower LARGER DAMPING  slower convergence
convergence
Example here uses wn=1 and plots the real part of the slowest pole.
0

-0.1
Smaller damping
-0.2  slower roots.
-0.3
Slowest pole

-0.4

-0.5
Larger damping
 slower roots.
-0.6

-0.7

-0.8 Fastest poles with critical

-0.9
damping.

-1
0 0.5 1 1.5 2 2.5 3
Damping ratio
SUMMARY
1. If damping is less than one, reducing damping slows down convergence.
2. If damping is greater than one, increasing damping slows down convergence.
3. Faster convergence corresponds to damping ratios around 1.

QUESTION
Which of the following will converge to the steady-state more quickly and why?
x + 5 x + 16 x = 1; x + 8 x + 16 x = 1

x + 20 x + 16 x = 1; x + 12 x + 16 x = 1

Answer: These all have the same natural frequency: 𝑤𝑤𝑛𝑛2 = 16, 𝑤𝑤𝑛𝑛 = 4

Next find damping ratio for each:

5
𝑥𝑥̈ + 5𝑥𝑥̇ + 16𝑥𝑥 = 1 → 2𝜁𝜁𝑤𝑤𝑛𝑛 = 5 → 𝜁𝜁 = [Slower as under damped]
8
8
𝑥𝑥̈ + 8𝑥𝑥̇ + 16𝑥𝑥 = 3 → 2𝜁𝜁𝑤𝑤𝑛𝑛 = 8 → 𝜁𝜁 = = 1 [Fastest – critical damping]
8
20
𝑥𝑥̈ + 20𝑥𝑥̇ + 16𝑥𝑥 = 5 → 2𝜁𝜁𝑤𝑤𝑛𝑛 = 20 → 𝜁𝜁 = = 2.5 [Slowest overdamped mode]
8
12
𝑥𝑥̈ + 12𝑥𝑥̇ + 16𝑥𝑥 = 5 → 2𝜁𝜁𝑤𝑤𝑛𝑛 = 12 → 𝜁𝜁 = = 1.5 [Slower as over damped]
8

For completeness, for each example in turn the roots are below which confirms the
expectation:

{−2.5 ± 𝑗𝑗3.1225}, {−4, −4}, {−19.17, −0.835}, {−10.47, −1.528}

2nd order responses: sketching
Assume a standard 2nd order model with constant d 2x dx
coefficients, output x(t) and input u(t). What is the 2
+ 2ςwn + wn2 x = f
dt dt
expected impact on overshoot/oscillation of a change
in damping ratio?
This resource assumes that damping ζ is less than one.

Objective is to form a sketch of a 2nd order response with pen and paper which
captures the key characteristics.
• It is conventional to do the sketch from zero initial conditions as other
assumptions would required excessive reworking of the algebra so a quick
sketch is not possible.
• The basic technique is to compute core values, put these on a graph and then
sketch between them.

KEY CHARACTERISTICS FOR SKETCH

First overshoot time and subsequent Magnitude of 1st overshoot (and
overshoot/undershoot times subsequent overshoots and undershoots)
in percentage.
nπ nπ −ςπ
t= = , n = 1,2,
wd wn 1 − ς 2 1−ς 2
p=e ; p 2 , p3 ,
Steady-state and actual overshoots Initial gradient
This is solved from
f For zero initial conditions the initial
wn2 x = f ⇒ xss = gradient is defined to be zero.
wn2
x(t ) = xss (1 + p), x(2t ) = xss (1 − p 2 )
x(3t ) = xss (1 + p 3 ), 
EXAMPLE 1 - sketch the response for x + 2 x + 6 x =1
STEP 1: Put into x + 2ςwn x + wn2 x = 1
normalised form and
find the damping 1
ratio and natural ⇒ wn = 6 ; ς =
frequency.
6

STEP 2: Peak nπ
overshoot times. t= = 1.4, 2.8,
wn 1 − ς 2

STEP 3: Peak p = 0.25, p 2 = 0.252 ≈ 0.06, 

overshoot values (%)
STEP 4: Steady-state 1
and actual overshoot. limt →∞ x(t ) = xss = ;
6
1 1
x(1.4) = (1.25), x(2.8) = (0.94)
6 6
STEP 5: Mark key
0.25 1st overshoot: xss(1+p)
values on a graph and
draw a smooth line
Damping=0.17
between them 0.2

remembering to have
zero gradient at t=0.
0.15
x(t)

0.1 1st undershoot: xss(1-p2)

Steady-state
0.05

0
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5
Seconds
EXAMPLE 2 for student work
Sketch the response for x + 2 x + 17 x = 25.5 and hence validate the sketch
provided here.

2.5
Step response with ζ =0.24

1.5

0.5

0
0 0.5 1 1.5 2 2.5 3 3.5 4

SUMMARY:

These sketches assume a particular format of the 2nd order ODE, that is:
d 2x dx 𝐴𝐴
2
+ 2ςwn + wn2 x = f or 𝑌𝑌(𝑠𝑠) =
dt dt 2
𝑠𝑠 2 +2𝜁𝜁𝑤𝑤𝑛𝑛 𝑠𝑠+𝑤𝑤𝑛𝑛

and ZERO initial conditions (equivalently numerator of Y(s) is a constant).

The aim is to characterise the oscillatory behaviour. It is accepted that the specific
values such as overshoot/undershoot times, size of first peak, etc. will vary for
different initial conditions, but the decay rate and damped oscillation frequency will
stay the same.
High order ODE solutions using MATLAB
Assume a 2nd order model with 𝒅𝒅𝟐𝟐 𝒙𝒙 𝒅𝒅𝒅𝒅
constant coefficients, output 𝒇𝒇 = 𝒂𝒂 𝟐𝟐 + 𝒃𝒃 + 𝒄𝒄𝒄𝒄;
𝒅𝒅𝒕𝒕 𝒅𝒅𝒅𝒅
x(t) and constant input f(t). 𝒙𝒙(𝟎𝟎) = 𝒙𝒙𝒙𝒙, 𝒙𝒙̇ (𝟎𝟎) = 𝒙𝒙̇ 𝟎𝟎

ANALYTIC SOLUTIONS USING DSOLVE.M

MATLAB will give an exact analytic solution. Here some screen dumps are used to
illustrate the format. Use ‘help dsolve’ to find out more.
Take the ODE and initial condition:
𝒅𝒅𝟐𝟐 𝒙𝒙 𝒅𝒅𝒅𝒅
𝟒𝟒 = 𝟐𝟐 𝟐𝟐 + 𝟓𝟓 + 𝟑𝟑𝒙𝒙; 𝒙𝒙(𝟎𝟎) = 𝟎𝟎, 𝒙𝒙̇ (0)=0
𝒅𝒅𝒕𝒕 𝒅𝒅𝒅𝒅
Note how these parameters are entered directly into the dsolve.m command.
1. Define a symbolic expression, here x(t) is used.
2. For higher order differentials, define the higher derivatives dx/dt and d2x/dt2 using
Dx =diff(x) and D2x = diff(Dx); diff is matlab for differentiate.
3. Look at the syntax used in the dsolve statement.

Note syntax for definitions of x and

derivatives as symbolic variables.

Must use
multiply
Note use
of ==

solution
WARNING: A common mistake is to write, for example, ‘3x’ instead of ‘3*x’. It would
also be easy to forget the need for “==” and instead just write just “=”..

The solution is a symbolic variable so you need to understand how to use symbolic
variables in MATLAB. [Discussed elsewhere.]

EXAMPLE 2
𝒅𝒅𝟐𝟐 𝒚𝒚 𝒅𝒅𝒅𝒅
𝒔𝒔𝒔𝒔𝒔𝒔(𝒕𝒕) = + 𝟓𝟓 + 𝟖𝟖𝟖𝟖; 𝒚𝒚(𝟎𝟎) = 𝟏𝟏, 𝒚𝒚̇ (0)=0
𝒅𝒅𝒕𝒕𝟐𝟐 𝒅𝒅𝒅𝒅

Note here we have a more involved input function and also non-zero initial
conditions. However the syntax is unchanged as seen below.

Non-simple
input.
Non-zero initial
condition.

Full solution is long

so not all shown
h
EXAMPLE 3
Extension to higher order ODEs and initial conditions expressed in different formats
is straightforward as illustrated here.

𝒅𝒅𝟒𝟒 𝒙𝒙 𝒅𝒅𝟑𝟑 𝒙𝒙 𝒅𝒅𝟐𝟐 𝒙𝒙 𝒅𝒅𝒅𝒅

𝟒𝟒 = 𝟒𝟒 + 𝟔𝟔 𝟑𝟑 + 𝟏𝟏𝟏𝟏 𝟐𝟐 + 𝟔𝟔 + 𝟎𝟎𝟎𝟎;
𝒅𝒅𝒕𝒕 𝒅𝒅𝒕𝒕 𝒅𝒅𝒕𝒕 𝒅𝒅𝒅𝒅
𝒙𝒙(𝟎𝟎) = 𝟎𝟎, 𝒙𝒙(𝟏𝟏) = 𝟎𝟎, 𝒙𝒙(𝟐𝟐) = 𝟏𝟏, 𝒙𝒙(𝟑𝟑) =1

Note here initial conditions are all in terms of x(t) and none in terms of derivatives
but also do not need to be at time zero.

Define all derivatives

needed.

Initial conditions

Solution, again going

off the page.
 2nd order responses: using MATLAB and
Laplace
Assume a 2nd order model with 𝒅𝒅𝟐𝟐 𝒙𝒙 𝒅𝒅𝒅𝒅
𝒇𝒇(𝒕𝒕) = 𝒂𝒂 𝟐𝟐 + 𝒃𝒃 + 𝒄𝒄𝒙𝒙;
constant coefficients, output x(t) 𝒅𝒅𝒕𝒕 𝒅𝒅𝒅𝒅
𝒙𝒙(𝟎𝟎) = 𝒙𝒙𝟎𝟎, 𝒙𝒙̇ (0)=xd0
and constant input u(t).

The first note looked at the use of dsolve.m to solve ODEs. This note looks at
analytic solutions obtained through Laplace Transforms.

Finding the Laplace transform of x(t)

 d 2x dx 
L a 2 + b + cx  = L[ f ] ⇒ [as 2 + bs + c] X ( s ) = F ( s )
 dt dt 
1 1 ASSUME f(t) is a unit step
⇒ X (s) = 2 so F(s)=1/s, x(0)=𝑥𝑥̇ (0)=0
as + bs + c s

Or for a more general scenarios with non-zero intial conditions and arbitrary input
signal.

1 𝑠𝑠𝑎𝑎𝑎𝑎(0) + 𝑎𝑎𝑥𝑥̇ (0) + 𝑏𝑏𝑏𝑏(0)

𝑋𝑋(𝑠𝑠) = 𝐹𝐹(𝑠𝑠) +
𝑎𝑎𝑠𝑠 2 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐 𝑎𝑎𝑠𝑠 2 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐

MATLAB has 2 tools to deal with these types of Laplace transform operations,
assuming you wish to form analytic as opposed to numeric solutions.

laplace.m Forms Laplace transforms of signals

ilaplace.m Performs inverse-Laplace operations

Both these files require the symbolic toolbox and use symbolic variables.
Here we focus on the solution of 2nd order ODEs, and thus the tool ilaplace.m.
EXAMPLE 1: Analytic solution of a 2nd order ODE.
MATLAB will give an exact analytic solution. Here some screen dumps are used to
illustrate the required coding. Assume that we have formed the solution in terms
of the model and input parameters, that is:

1 𝑠𝑠𝑎𝑎𝑎𝑎(0) + 𝑎𝑎𝑥𝑥̇ (0) + 𝑏𝑏𝑏𝑏(0)

𝑋𝑋(𝑠𝑠) = 𝐹𝐹(𝑠𝑠) +
𝑎𝑎𝑠𝑠 2 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐 𝑎𝑎𝑠𝑠 2 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐

Solutions will be given, assuming: (i) the numbers are entered directly and (ii)
assuming the parameter values are given.

i) Numbers are entered directly

4𝑠𝑠 + 1
𝑋𝑋(𝑠𝑠) =
2𝑠𝑠 2 + 8𝑠𝑠 + 10
>> syms s
>> X=(4*s+1)/(2*s^2+8*+10)
>> x= ilaplace(X)

0.2𝑠𝑠 − 1
𝑍𝑍(𝑠𝑠) =
𝑠𝑠 2 + 0.8𝑠𝑠 + 0.2
>> syms s
>> Z=(0.2*s-1)/(s^2+0.8*+0.2)
>> z= ilaplace(Z)
ii) Code assuming the parameter values are given.

1 𝑠𝑠𝑎𝑎𝑎𝑎(0) + 𝑎𝑎𝑥𝑥̇ (0) + 𝑏𝑏𝑏𝑏(0)

𝑋𝑋(𝑠𝑠) = 𝐹𝐹(𝑠𝑠) +
𝑎𝑎𝑠𝑠 2 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐 𝑎𝑎𝑠𝑠 2 + 𝑏𝑏𝑏𝑏 + 𝑐𝑐

With a=1, b=2,c=2, F(s)=1/s, x(0)=-1, 𝑥𝑥̇ (0) = 0.

%%%% CODE
syms s
a=1; b=2;c=2;F(s)=1/s;
x0=-1;xd0=0;
X=[F+s*a*x0+b*x0+a*xd0]/(a*s^2+b*s+c) ;
x=ilaplace(X)