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Lecture 2

Mathematical Models of
Systems

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Outline

Mathematical Models of Systems:


 Differential Equations of Physical Systems

 The Transfer Function of Linear Systems

 Block Diagram Models

 Signal-Flow Graph Models

 Simulation Tool

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Overview

To understand and control complex systems, one must obtain quantitative


mathematical models of these systems. Mathematical models of physical systems
are key elements in the design and analysis of control systems.

• The dynamic behavior is generally described by ordinary differential equations


(ODEs);

• Linearization approximations allow the use of Laplace transform;

• Transfer functions, which can be organized into block diagrams and signal-flow
graphs, are very convenient and natural tools for designing and analyzing
complicated control systems.

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Control Systems

Open-loop Control System


Plant*

Closed-loop Control System

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The Laplace Transform
The Laplace transform can be used for
linear time-invariant (LTI) systems.
*time-invariant: coefficients of system don’t change
with time (they are constants).
Definition:

𝐿𝐿 𝑓𝑓 𝑡𝑡 = 𝐹𝐹(𝑠𝑠) = � 𝑓𝑓 𝑡𝑡 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
0−

Inverse Laplace transform:


1 𝜎𝜎+𝑗𝑗𝑗
𝑓𝑓(𝑡𝑡) = � 𝐹𝐹 𝑠𝑠 𝑒𝑒 +𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑
2𝜋𝜋𝜋𝜋 𝜎𝜎−𝑗𝑗𝑗

For 𝑓𝑓(𝑡𝑡) to be transformable, it is sufficient that ∫0− 𝑓𝑓 𝑡𝑡 𝑒𝑒 −𝜎𝜎1𝑡𝑡 𝑑𝑑𝑑𝑑 < ∞ .

The Laplace transform method substitute relatively easily solved algebraic equations for the
more difficult differential equations. The time-response of a system can be obtained by
solving the algebraic equations of variable of interest.
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Some Important Properties

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Important Laplace Pairs

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Laplace Transform Application
Reconsider the mass-spring-damper system: d
2
d
M⋅ y( t) + b⋅ y ( t ) + k⋅ y ( t ) r( t )
2 dt
dt

( M s+ b ) ⋅ y o 𝑝𝑝(𝑠𝑠) assume: 𝑦𝑦 0 = 𝑦𝑦0 ; 𝑟𝑟 𝑡𝑡 = 0


Y( s ) =
2 𝑞𝑞(𝑠𝑠)
M s + b s+ k
𝒒𝒒(𝒔𝒔): characteristic equation,
its roots determine the
 s + b ⋅ y
character of time response.
 ( ) (s + 2⋅ ζ⋅ ωn)
 M o
y( s )
𝑌𝑌(𝑠𝑠)
s 2 +  b  ⋅ s + k  2
s + 2⋅ ζ⋅ ωns+ ωn
2
 M 
   M

2
s1 ( )
− ζ⋅ ωn + ωn ⋅ ζ − 1
k b
ωn ζ
M (2⋅ k⋅ M )

s2 ( )
− ζ⋅ ωn − ωn ⋅ ζ − 1
2 ζ: the damping ratio;
ωn is the natural frequency.
 ζ > 1: the roots are real and the system is overdamped;
 0 < ζ < 1: the roots are complex and the system is underdamped;
 ζ = 1: the roots are repeated and real, and condition is called critical damping.
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Representation in s-Plane
when ζ < 1, s1 and s2 are complex conjugates:
The transient response is increasing
2 oscillatory as the roots approach the
s1 ( )
− ζ⋅ ωn + j⋅ ωn ⋅ 1 − ζ imaginary axis when ζ approaches
zeros.

2
s2 ( )
− ζ⋅ ωn − j⋅ ωn ⋅ 1 − ζ

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System Response

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Time Response from Inverse Laplace Transform
For a specific case, 𝑘𝑘/𝑀𝑀 = 2 and 𝑏𝑏/𝑀𝑀 = 3, expending 𝑌𝑌(𝑠𝑠) in a partial
fraction expansion:

When y0 = 1:
An s-plane pole and zero
plot.

𝑠𝑠 − 𝑠𝑠2 𝑝𝑝(𝑠𝑠)
𝑘𝑘2 =
𝑞𝑞(𝑠𝑠) 𝑠𝑠 = 𝑠𝑠2
(𝑠𝑠 + 2)(𝑠𝑠 + 3) ζ ? Overdamped or
= = −1
(𝑠𝑠 + 1)(𝑠𝑠 + 2) 𝑠𝑠2 = −2 underdamped?
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The inverse Laplace transform is:

The we find:

Steady-state (final) value is:

Final Value Theorem:

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Example – Solution of An ODE

𝑑𝑑2 𝑑𝑑
If ODE of a system is: 𝑦𝑦 𝑡𝑡 + 4 𝑦𝑦 𝑡𝑡 + 3𝑦𝑦(𝑡𝑡) = 2𝑟𝑟(𝑡𝑡)
𝑑𝑑𝑑𝑑 2 𝑑𝑑𝑑𝑑
𝑑𝑑
with the initial conditions and input: 𝑦𝑦 0 = 1, 𝑦𝑦 0 = 0, 𝑟𝑟 𝑡𝑡 = 1 (step function)
𝑑𝑑𝑑𝑑

How to find the time-domain response of the system?

1. Perform Laplace transform on the ODE:


𝑑𝑑
(𝑠𝑠 2 𝑌𝑌 𝑠𝑠 − 𝑠𝑠𝑠𝑠 0 − 𝑦𝑦 0 ) + 4(𝑠𝑠𝑠𝑠 𝑠𝑠 − 𝑦𝑦(0)) + 3𝑌𝑌(𝑠𝑠) = 2𝑅𝑅(𝑠𝑠)
𝑑𝑑𝑑𝑑

𝑑𝑑 1
Since 𝑦𝑦 0 = 1, 𝑦𝑦 0 = 0 , R(s) = :
𝑑𝑑𝑑𝑑 𝑠𝑠

𝑠𝑠 + 4 2
𝑌𝑌 𝑠𝑠 = +
𝑠𝑠 2 + 4𝑠𝑠 + 3 𝑠𝑠(𝑠𝑠 2 + 4𝑠𝑠 + 3)

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Example – Solution of An ODE

2. Expand the equation into partial fractions, which will yield:

3 1 1 2
− −1
𝑌𝑌 𝑠𝑠 = 2 + 2 +( + 3 + 3)
𝑠𝑠 + 1 𝑠𝑠 + 3 𝑠𝑠 + 1 𝑠𝑠 + 3 𝑠𝑠

steady-state response:
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3. Derive time-domain equation by using inverse Laplace transform: lim 𝑦𝑦(𝑡𝑡) = lim 𝑠𝑠𝑠𝑠 𝑠𝑠 =
𝑡𝑡→∞ 𝑠𝑠→0 3

3 −𝑡𝑡 1 −3𝑡𝑡 1 2 1 1 2
𝑦𝑦 𝑡𝑡 = 𝑒𝑒 − 𝑒𝑒 + −𝑒𝑒 −𝑡𝑡 + 𝑒𝑒 −3𝑡𝑡 + = 𝑒𝑒 −𝑡𝑡 − 𝑒𝑒 −3𝑡𝑡 +
2 2 3 3 2 6 3

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Transfer Function
The Transfer Function (TF) of a linear system is defined as the ratio of the Laplace
transform of the output to the Laplace transform of the input variable, with all initial conditions
assumed to be zero.

- TF represents the relationship describing the dynamics of the system under consideration;
- TF may be defined only for LTI systems.
V1( s )  R + 1  ⋅ I( s ) Z1( s ) R
 
 Cs 
1
V2( s )  1  ⋅ I( s ) Z2( s )
 Cs  Cs
 
1
V2( s ) Cs Z2( s )
V1( s ) 1 Z1( s ) + Z2( s )
R +
Cs

𝑉𝑉2 (𝑠𝑠) 1� 1 1 1/𝜏𝜏


𝐺𝐺 𝑠𝑠 = = 𝐶𝐶𝐶𝐶 = = =
𝑉𝑉1 (𝑠𝑠) 𝑅𝑅 + 1� 𝑅𝑅𝑅𝑅𝑅𝑅 + 1 𝜏𝜏𝜏𝜏 + 1 𝑠𝑠 + 1/𝜏𝜏
𝐶𝐶𝐶𝐶
𝜏𝜏 = 𝑅𝑅𝑅𝑅: time constant of the network. 17
Transfer Function of A System
Mechanical vs. Electrical System: Analogue

(b) Two-node electric circuit

(a) Two-mass mechanical system. C1 = M1 ,C2 = M2 ,


L = 1 / k,R1 = 1 / b1 , TF is the same!
R2 = 1 / b2

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Assuming that the initial conditions are zero:

Rearranging the equations, we obtain: (a) Two-mass


mechanical
system.

Matrix form:

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Assuming the velocity of M1 (v1) is the output variable:

Then the Transfer function of the system is:

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Transfer Function of Op-Amp Circuits

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Quiz
Determine the transfer function between 𝑥𝑥2 (𝑡𝑡) and 𝐹𝐹(𝑡𝑡) for the following
system (assume k=1):

Answer:

𝑋𝑋2 (𝑠𝑠) 1
= 2 2
𝐹𝐹(𝑠𝑠) 𝑠𝑠 (𝑠𝑠 + 2)
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Quiz

A system has the following transfer function:


𝑌𝑌(𝑠𝑠) 4(𝑠𝑠+50)
=
𝑅𝑅(𝑠𝑠) 𝑠𝑠 2 +30𝑠𝑠+200

(a) If 𝑟𝑟(𝑡𝑡) is a unit step input, find the output 𝑦𝑦(𝑡𝑡);


(b) What is the final value of 𝑦𝑦 𝑡𝑡 ?

Answer:
(a) 𝑦𝑦 𝑡𝑡 = 1 + 0.6𝑒𝑒 −20𝑡𝑡 − 1.6𝑒𝑒 −10𝑡𝑡 ;
(b) 𝑦𝑦𝑠𝑠𝑠𝑠 = 1

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Block Diagram Models

• The dynamic systems are typically represented mathematically by a set of


simultaneous differential equations; the Laplace transform reduces the
problem to the solution of a set of linear algebraic equations;

• Transfer functions are introduced to represent the relationship between the


input and output variables of the system; it is an important relation in control
engineering;

• Block diagram is a graphic way to represent this important cause-and-effect


relationship. It consists of unidirectional, operational blocks that represent the
transfer function of the systems of interest.

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Examples

(a) Block diagram of a DC


motor.

(b) General block representation of


two-input, two-output system.

(c) Block diagram of a two-input,


two-output interconnected system.

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Transfer Function of A Negative Feedback Control System

The error signal or actuating signal 𝐸𝐸𝑎𝑎 𝑠𝑠 is

𝐸𝐸𝑎𝑎 𝑠𝑠 = 𝑅𝑅 𝑠𝑠 − 𝐻𝐻(𝑠𝑠)𝑌𝑌(𝑠𝑠)
The output signal 𝑌𝑌 𝑠𝑠 can be represented as
𝑌𝑌 𝑠𝑠 = 𝐸𝐸𝑎𝑎 s 𝐺𝐺𝑐𝑐 𝑠𝑠 𝐺𝐺𝑎𝑎 𝑠𝑠 𝐺𝐺(𝑠𝑠)
Combining the above two equations, the transfer function of the system is
𝑌𝑌(𝑠𝑠) 𝐺𝐺𝑐𝑐 𝑠𝑠 𝐺𝐺𝑎𝑎 𝑠𝑠 𝐺𝐺(𝑠𝑠)
=
𝑅𝑅(𝑠𝑠) 1 + 𝐺𝐺𝑐𝑐 𝑠𝑠 𝐺𝐺𝑎𝑎 𝑠𝑠 𝐺𝐺 𝑠𝑠 𝐻𝐻(𝑠𝑠)
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Block Diagram Transformations

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Block Diagram Transformations (cont’d)

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Reduction of the Block Diagram

A multi-loop feedback control system

Please note the feedback H1G3G4 is a positive feedback; while G2G3H2 and
G1G2G3G4H3 are negative feedback loops.

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- Step 1: move the pickoff point
between G3 & G4 after G4
(from original diagram to (a));

- Step 2. eliminate loop 1


(G3G4H1) (from (a) to (b));

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- Step 3. eliminate loop 2 (from
(b) to (c));

- Step 4. eliminate loop 3 (from


(c) to (d)).

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Signal-Flow Graph Models

• A signal-flow graph is a diagram consisting of nodes that are connected by several


directed branches and is a graphic representation of a set of linear relations;
• Signal-flow graph is particularly useful for feedback control systems because feedback
theory is primarily concerned with the flow and processing of signals in the system;
• The basic element of a signal-flow graph is a unidirectional path segment called a branch,
which relates the dependency of input and an output variable in a manner equivalent to a
block of a block diagram.
• For complex systems, the block diagram method can become difficult to complete. By
using the signal-flow graph model, the reduction procedure (used in the block diagram
method) is not necessary to determine the relationship between system variables.

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Examples

(a) Signal-flow graph of a DC motor.

(c) Signal-flow graph of two algebraic


equations.
(b) Signal-flow graph of two-input, two-output interconnected
system.

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Basic Concepts
• Nodes: are the input and output points or junctions; all branches leaving a node will
pass the nodal signal to the output node of each branch (unidirectional); the summation
of all signals entering a node is equal to the node variable;
• A Path: is a branch or a continuous sequence of branches that can be traversed from
one node (signal) to another node (signal);

• A Loop: is a closed path that


originates and terminates on the
same node, with no node been met
twice along the path;
• Two loops are said to be non-
touching if they don’t have a
common node; two touching loops
share one or more common nodes; Signal-flow graph of two-input, two-output interconnected system.

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Determine Transfer Function from the Graph

Where:
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Mason’s Signal-flow Gain Formula
In general, the linear dependence 𝑇𝑇𝑖𝑖𝑖𝑖 (𝑠𝑠) between the independent variable 𝑥𝑥𝑖𝑖 (often
called the input variable) and a dependent variable 𝑥𝑥𝑗𝑗 is given by:
∑𝑘𝑘 𝑃𝑃𝑖𝑖𝑖𝑖𝑖𝑖 ∆𝑖𝑖𝑖𝑖𝑖𝑖
𝑇𝑇𝑖𝑖𝑖𝑖 =

The summation is taken over all possible 𝑘𝑘 paths from 𝑥𝑥𝑖𝑖 to 𝑥𝑥𝑗𝑗.
- 𝑷𝑷𝒊𝒊𝒊𝒊𝒊𝒊: is the path gain defined as the product of gains of the branches of the path, traversed
in the direction of the arrows with no node encountered more than once;
- ∆𝒊𝒊𝒊𝒊𝒊𝒊: cofactor, is the determinant with the loops touching the 𝑘𝑘th path removed.
- ∆: the determinant, is:

Where 𝐿𝐿𝑞𝑞 equals the value of 𝑞𝑞th loop transmittance, therefore:

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Mason’s Rule: Application

How to obtain
Transfer Function between
Input R(s) and Output Y(s)?

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Example

∑𝑘𝑘 𝑃𝑃𝑖𝑖𝑖𝑖𝑖𝑖 ∆𝑖𝑖𝑖𝑖𝑖𝑖


𝑇𝑇𝑖𝑖𝑖𝑖 =

1. How many possible paths?


2. How many loops?
3. How many groups of 2 nontouching loops?
4. How many groups of 3 nontouching loops?

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Example
∑𝑘𝑘 𝑃𝑃𝑖𝑖𝑖𝑖𝑖𝑖 ∆𝑖𝑖𝑖𝑖𝑖𝑖
𝑇𝑇𝑖𝑖𝑖𝑖 =

1. How many possible paths?

2. How many loops?

3. How many groups of 2 nontouching loops?

4. How many groups of 3 nontouching loops?None.

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∑𝑘𝑘 𝑃𝑃𝑖𝑖𝑖𝑖𝑖𝑖 ∆𝑖𝑖𝑖𝑖𝑖𝑖
𝑇𝑇𝑖𝑖𝑖𝑖 =

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Example

Assume 𝑇𝑇𝑑𝑑 (𝑠𝑠) = 0.

Signal-flow graph of the armature-controlled DC motor

There is only 1 forward path, which touches one loop:

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Example
Consider a reasonably complex system that would be difficult to reduce by block
diagram techniques:

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Example
Consider a reasonably complex system that would be difficult to reduce by block diagram techniques:

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∑𝑘𝑘 𝑃𝑃𝑖𝑖𝑖𝑖𝑖𝑖 ∆𝑖𝑖𝑖𝑖𝑖𝑖
𝑇𝑇𝑖𝑖𝑖𝑖 =

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Real-world Example: Mechanical Accelerometer

- A mechanical accelerometer is used to measure the acceleration of a rocket test sled. The test sled
maneuvers above a guide rail a small distance δ.
- The accelerometer provides a measurement of the acceleration 𝑎𝑎(𝑡𝑡) of the sled, since the position y of
the mass M, with respect to the accelerometer case, is related to the acceleration of the case (and the
sled).
- The goal is to design an accelerometer with an appropriate dynamic responsiveness. We wish to design
an accelerometer with an acceptable time for the desired measurement characteristic.
x=case position

y
x

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x=case position

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