B3013202 Lec2

B3013201 Control Systems
Lecture 2: Modelling/Properties of LTI Systems
Chung-Yao Kao
National Sun Yat-Sen University, Taiwan
Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems 1

Part I
Mathematical Modelling
Part II
Properties of Linear Time Invariant Systems
This lecture covers material in Chapters 2, 3.1, 3.3, 3.4, 3.6.1 of the textbook.

Reasons for Acquiring (Mathematical) Models
To “make things work” via a systematical fashion (as opposed to

“trial-and-error”)
To answer questions, such as “could the objective be achieved”, “how well it
can be achieved”, “why the system behaves in a particular way”, without
performing a test on the real system or building the system
Such approach requires a way of mathematically describing the system
behavior – that is, a mathematical model of the system
The power of a model lies in the fact that it can be simulated in hypothetical
situations. It allows system behavior to be investigated off-line (increased
safety and decreased expense)

Complexity of the Model – Details may not be relevant
Real systems are arbitrarily complex. It is rare that an exact description of the
plant can be obtained. This leads to the concepts of nominal and calibration
models:
Nominal model: an approximate description of the plant used for control
system design.
Calibration model: a more comprehensive description of the plant. It includes
features not used for control system design but which influence the achieved
performance.
Model error: the difference between the nominal model and the calibration
model.
Simple models are preferable. Fine details are relevant to the extent that they are
necessary to achieve the desired performance. We will see that feedback provides
robustness to model error and allows us to use relatively simple models.

Complexity of the Model – Details may not be relevant
Consider the task of controlling the temperature of an industrial furnace.

This is achieved by throttling the valves that regulate the oil flow to the
burners. In this case, the dynamics (i.e. the speed at which the valves open
or close) of the valves are rather irrelevant, while the fact that the valve
might be saturated or stick may be important to take into account.
Consider the task of regulating the water flow in a pipe. In this case, the
dynamics of the valves is the only thing that relevant.

How to Build a Mathematical Model
First Principle: break down the system into subsystems whose properties are
well-known.
break the system down to subsystems where the laws of nature can be rather
easily applied to describe their behavior.
model for the overall system is the collection of the description of the
subsystems
Second Principle(?): use observation from the system in order to fit the
models properties to those of system.
This approach is often referred to as system identification or black box
approach.

Example: A Two Mass Block System
x1 x2
k
F m1 m2
F1 F1 k F3 F3
F m1 m2
F2 F2 b F4 F4

Example: A Two Mass Block System
governing equation for the first block
m1 ẍ1 = F + F1 + F2
governing equation for the second block
m1 ẍ2 = −F3 − F4
governing equation for the spring
governing equation for the damper
governing equation for the system

Example: Modelling Water Level in a Tank
The diagram below is a schematic for tank level control where: u is the input flow
rate, qo is the output flow rate, and y is the tank level. The tank is a cylinder of
radius ρ and water escapes through a circular hole of radius η. We wish to
determine the relationship between the input flow rate u and the tank level y .
qo

Example: Modelling Water Level in a Tank
The output flow rate and the tank level are related by Torricelli’s law:
p
qo (t) = k1 y (t)
√
where k1 = πη 2 2g . Substituting this into the equation
dy (t)
= k2 (u(t) − qo (t))
dt
where k2 = 1/(πρ2 ), gives the following nonlinear differential equation relating the
input u(t) and the output y (t)
dy (t) p
+ k1 k2 y (t) = k2 u(t)
dt
This can also be expressed as the following integral equation
Z t p
y (t) = −k1 k2 y (s) + k2 u(s)ds
t0
Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems10

Block Diagram Representation of the System
The integral equation leads to the following block diagram representation of the
system:
+ P R
u k2 y
−
p
k1 k2 (·)
As with any model, when using this model it is important to keep in mind the
approximations employed in its development. For example, what assumption(s) do
we make when we apply Torricelli’s law? How well do we know about the
configuration of the tank, η, ρ?

Some Important Laws of Nature
For mechanical systems:

Translation motion: F = ma; Rotational motion: M = I α; Hook’s law:
F = kx
For electrical circuits:

Kirchhoff’s current and voltage law; properties of electronic components, e.g.,
v = Ri; i = C dv
dt
di
; v = L dt .
For electromechanical systems:

“law of motors”: F = Bli; “law of generator”: e = Blv .
For thermal systems:

1 1
Heat flow: q = R
(T1 − T2 ); Ṫ = C
q

Linearization
Almost every real system includes nonlinear features

Many systems can be reasonably described, at least within certain operating
ranges, by linear models.
This approximation is known as linearization.
Assume that the plant behavior can be described by
F (y (n) , y (n−1) , · · · , y , u (m) , u (m−1) , · · · , u) = 0
where x (k) denotes the k th derivative of x w.r.t. time.
Equilibrium of the system: constants yQ and uQ so that

y (n) = y (n−1) = · · · = y (1) = u (m) = u (m−1) = · · · = u (1) = 0, y = yQ , and
u = uQ satisfy the above equation.
For inputs close to uQ the plant behavior can be approximated by a linear

differential equation

Linearization (cond)
(n) (n−1) (1) (m) (m−1) (1)
Let yeq = yeq = · · · = yeq = ueq = ueq = · · · = ueq = 0,
yeq = yQ ,ueq = uQ .
First Taylor series expansion of F around the equilibrium:

(n) (n−1) (1) (m) (m−1) (1)
F (yeq , yeq , · · · , yeq , yeq , ueq , ueq , · · · , ueq , ueq )
n
X ∂F
+ (i )
(y (i ) − yeq
(i )
)
i =0
∂y (n) (m)
(yeq ,··· ,yeq ,ueq ,··· ,ueq )
m
X ∂F
+ (u (i ) − ueq
(i )
)
i =0
∂u (i ) (n) (m)
(yeq ,··· ,yeq ,ueq ,··· ,ueq )
+higher order terms
The linearized dynamical equation is obtained by throwing away the higher order
terms.

The Water Tank Example
The governing equation:
dy (t) p √
+ k1 k2 y (t) − k2 u(t) = 0 ⇔ F (y (1) , y , u) = y (1) + k1 k2 y − k2 u
dt
√ (1)
Suppose (yQ , uQ ) is an equilibrium. Then k1 k2 yQ = k2 uQ . Let yeq = 0,
(1)
yeq = yQ , ueq = uQ . Taylor series expansion of F around (yeq , yeq , ueq ):
(1) ∂F ∂F
F (yeq , yeq , ueq ) + (y (1) − yeq
(1)
)+ (y − yeq )
∂y (1) (1)
(yeq ,yeq ,ueq ) ∂y (1)
(yeq ,yeq ,ueq )
∂F
+ (u − ueq ) + higher order terms
∂u (1)
(yeq ,yeq ,ueq )
k1 k2
= F (0, yQ , uQ ) + (y (1) − yeq
(1)
) + √ (y − yeq ) − k2 (u − ueq ) + H.O.T
2 yQ

The Water Tank Example (cond)
Let δy (t) := y (t) − yQ and δu(t) = u(t) − uQ . The first order Taylor series
(1)
expansion of F around (yeq , yeq , ueq ) leads to the following linearized dynamical
equation:
d k1 k2
δy (t) + √ δy (t) − k2 δu(t) = 0
dt 2 yQ
Block diagram:
P + P R P
u k2 y
− − +
uQ k√
yQ
1 k2
2 yQ

Simulation Verification
The accuracy of the linearization will be examined for the following system
parameters:
tank radius, r = 1.128 m
opening radius, x = 0.1896 m
equilibrium level, yQ = 1 m
For these parameters:
k1 = πη 2 2g = 0.5
p
1
k2 = = 0.25
πρ2
√
uQ = k1 yQ = 0.5

Simulation Results
The outputs for the linearized (dashed) and exact (solid) models are shown in the
bottom plot for the input flow rate given in the top plot.
0.8
0.7
input flow rate (u)
0.6
0.5
0.4
0 20 40 60 80 100 120 140 160

time (second)
1.5
water level (y)
0.5
0
0 20 40 60 80 100 120 140 160
time (second)

Discussion
The linearized model is quite accurate even for reasonable large deviations from
the set point. Note the slow response of the water level to changes in input flow
rate. What do you think would happen if:
the size of the opening is changed?
the nominal water level yQ is changed?

Summary of Part I
Systematic control system design begins with a mathematical model of the

process under consideration.
The model should only be as accurate as it has to be.
It is not always necessary to develop a model from first principles. In many
cases they are available from supporting documentation or can be obtained
empirically (black box approach).
We note that many physical systems can be described by differential
equations.
In the next lecture we review a very useful tool for analyzing such quantities.

Part I
Mathematical Modelling
Part II
Properties of Linear Time Invariant Systems

Linear differential equation models
Many physical processes can be described by a linear model of the form:
d n y (t) d n−1 y (t) d m u(t)

+ an−1 + · · · + a0 y (t) = bm + · · · + b0 u(t)
dt dt dt
Linear – obey the superposition principle. Time-invariant – the output of a

time-shifted input is the time-shifted output of the input.
simple; easy to analyze; many nice properties.
to control such processes we vary the input u in such a way that the output y
confirms to some desired behavior. To do this we need to know how u affects
y.
an effective tool for analyze LTI systems is the Lapalce transform.

Laplace transforms
Consider a continuous time signal y (t) defined on [0, ∞). The Laplace transform
pair associated with y (t) is defined as
Z ∞
Y (s) := L[y (t)] := y (t)e−st dt
0
σ+j∞
1
Z
y (t) = L−1 [Y (s)] := Y (s)est ds
j2π σ−j∞
provided that there exists a real-valued s and a positive k < 0 such that
|y (t)| < keσt ∀t ≥ 0
The values of σ for which this holds determines the region of convergence (ROC)
of the Laplace transform.

Transfer functions
A key result concerns the transform of the derivative of a function:

dy (t)
L = sY (s) − y (0− )
dt
where Y (s) = L[y (t)]. This property enables a linear differential equation to be
converted into the algebraic equation: by applying the transform to both side of
y (n) (t) + an−1 y (n) (t) + · · · + a0 y (t) = bm u (m) (t) + · · · + b0 u(t)
we obtain
s n Y (s) + an−1 s n−1 Y (s) + · · · + a0 Y (s) = bm s m U(s) + · · · + b0 U(s) + f (s)
where f (s) is determined by the initial conditions (ICs). For zero ICs, f (s) = 0,
and
Y (s) bm s m + · · · + b0
:= G (s) = n
U(s) s + an−1 s n−1 + · · · + a0

Some terminology
G (s) defined in the previous frame is called the transfer function of the
system
The transfer function can also be viewed as the Laplace transform of the
impulse response with zero initial conditions.
The roots of the numerate are called the “zeros” of G (s).
The roots of the denominator are called the “poles” of G (s).
The relative degree is defined as nr = n − m.
The model is called, according to nr , as
proper if nr ≥ 0;
strictly proper if nr > 0;
biproper if nr = 0;
improper if nr < 0.

System properties and the transfer function
Important system properties can be identified from the transfer function. Of

particular importance in control system design are:
Stability
Dynamical Response
We will discuss how information regarding these properties can be obtained from
the transfer function. Consider a proper rational transfer function G (s), its input
u(t) and output y (t):
if all poles of G (s) are distinct, G (s) can be expressed as
k1 2 k
X bi X cj,1 s + cj,2
G (s) = d + + 2
s + ai s 2 + 2ψj ωn,j s + ωn,j
i =1 j=1
y (t) and u(t) can be related as
Z t
y (t) = h(t − τ )u(τ )dt
t0
where h(t) is the impulse response of G (s) (assuming d = 0).

Stability
A system is stable if any bounded input produces a bounded output for all
bounded initial conditions.
It follows from the convolution integral that stability requires absolute
integrability of the impulse response.
This in turn requires absolute integrability of the response of each pole since
the system impulse response can be decomposed into the sum of the impulse
responses of each pole.
Assuming a causal system, absolute integrability of the impulse response of a
pole at s = −a requires that
Z ∞ Z ∞
|L−1 [1/(s + a)]|dt = |e−at |dt < ∞
0 0
This will be satisfied if a > 0. Therefore stability requires that the poles have
strictly negative real parts; i.e., they need to be in the open left half plane
(OLHP) of the complex plane.

Dynamic response
A common way of measuring the dynamic response is to examine the system

output for a step input – the step response, which can be characterized by the
following indicators:
Steady state value, ys : the final value of the step response (meaningful only
if the system poles are in the OLHP).
Rise time, tr : The time elapsed up to the instant at which the step response
reaches, for the first time, the value kr ys . The constant kr is usually taken
between 0.9 and 1.
Overshoot, Mp : The maximum instantaneous amount by which the step
response exceeds its final value. It is usually expressed as a percentage of ys .
Undershoot, Mu : the (absolute value of the) maximum instantaneous amount
by which the step response falls below zero.
Settling time, ts : the time elapsed until the step response enters (without
leaving it afterwards) a specified deviation band, ±δ, around the final value.
This deviation δ, is usually defined as a percentage of ys , say 2% to 5%.

Step response performance indicators
ys(1+Mp)
ys+delta
ys
krys ys−delta
−ys(Mu)
tu tr tp ts

Steady state value and the Laplace transform
The steady state value y∞ can be found using the final value theorem. For a
system with transfer function G (s) the Laplace transform step response is given
1
by Y (s) = G (s) . Using the final value theorem, the steady state value can be
s
found as
1
y∞ := lim y (t) = lim sG (s) = G (0)
t→∞ s→0 s
Note this calculation makes sense only if the system is stable.

Step response of the first order systems
b
The step response of (with a 6= 0) is
s +a

−1 b −1 b/a b/a b
L =L − = (1 − e−at )
s(s + a) s s +a a
a < 0: the response diverges – the system is unstable

a > 0: the response converges to b/a. The rate of convergence increases
with a further away from the origin.

Step response of the first order systems
5 1 0.1
• red : ; green : ; blue :
s +5 s+1 s + 0.1
Step Response
1
0.9
0.8
0.7
0.6
Amplitude
0.5
0.4
0.3
0.2
0.1
0
0 1 2 3 4 5 6 7 8 9 10
Time (sec)

2nd order systems with a pair of complex conjugate poles
ωn2
Consider G (s) = with 0 < ψ < 1. The step response can be
s2 + 2ψωn s + ωn2
calculated in the way similar to what presented in the previous frame:
ωn2

−1
L
s(s 2 + 2ψωn s + ωn2 )
p p p p !
−1 1 (ψ − 1 − ψ 2 )/(j2 1 − ψ 2 ) (ψ + 1 − ψ 2 )/(j2 1 − ψ 2 )
=L + p − p
s s + ψωn + jωn 1 − ψ 2 s + ψωn − jωn 1 − ψ 2
sin(ωd t + β) −ψωn t
=1 − p e
1 − ψ2
p
where ωd = ωn 1 − ψ 2 is the damped natural frequency and cos β = ψ. This is a
damped oscillatory response.
π−β √−πψ
Note: tr = ωd (100% rule); Mp = e 1−ψ 2 .

Step response of the second order systems
1 2
0.5 1.5
0 1
−0.5 0.5
−1 0
−1 −0.5 0 0.5 0 5 10 15 20
2 1.4
1.2
1
1
0.8
0
0.6
0.4
−1
0.2
−2 0
−1 −0.5 0 0.5 0 5 10 15 20

The effect of zeros
The effect of zeros on the response is a little more subtle than that of poles.
Zeros rise from additive interactions amongst different modes of the system.
Zeros of a transfer function depend on where the input is applied to the
system, and how the output is formed as a function of the modes of the
system.
Unstable zeros (i.e., zeros at the right half complex plane) cause undershoot.
“Slow” stable zeros cause overshoot. z is a slow zero if |z|/|p| ≪ 1 where p
is the dominating pole of the system.

Summary of Part II
The Laplace transform is a key tool in control system analysis and design.
Importantly, the Laplace transform converts linear differential equations to
algebraic equations.
This leads to the characterization of the system by the transfer function.
Important properties of a system, such as stability and dynamic response, can
be determined from the transfer function.
In the forthcoming lectures we will use this tool to analyze open-loop and
closed-loop systems.

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B3013201 Control Systems

Lecture 2: Modelling/Properties of LTI Systems

National Sun Yat-Sen University, Taiwan

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems 1

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems 2

To “make things work” via a systematical fashion (as opposed to

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems 3

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems 4

Consider the task of controlling the temperature of an industrial furnace.

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems 5

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems 6

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems 7

governing equation for the first block

governing equation for the damper

governing equation for the system

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems 8

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems 9

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems10

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems11

For mechanical systems:

For electrical circuits:

For electromechanical systems:

For thermal systems:

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems12

Almost every real system includes nonlinear features

F (y (n) , y (n−1) , · · · , y , u (m) , u (m−1) , · · · , u) = 0

where x (k) denotes the k th derivative of x w.r.t. time.

Equilibrium of the system: constants yQ and uQ so that

For inputs close to uQ the plant behavior can be approximated by a linear

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems13

First Taylor series expansion of F around the equilibrium:

+higher order terms

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems14

The governing equation:

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems15

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems16

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems17

0 20 40 60 80 100 120 140 160

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems18

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems19

Systematic control system design begins with a mathematical model of the

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems20

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems21

Many physical processes can be described by a linear model of the form:

d n y (t) d n−1 y (t) d m u(t)

Linear – obey the superposition principle. Time-invariant – the output of a

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems22

|y (t)| < keσt ∀t ≥ 0

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems23

A key result concerns the transform of the derivative of a function:

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems24

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems25

Important system properties can be identified from the transfer function. Of

where h(t) is the impulse response of G (s) (assuming d = 0).

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems26

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems27

A common way of measuring the dynamic response is to examine the system

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems28

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems29

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems30

a < 0: the response diverges – the system is unstable

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems31

Chung-Yao Kao B3013201 Control Systems Lecture 2: Modelling/Properties of LTI Systems32