Automatic Control 2 (Mathematical Foundation)

1
Automatic Control Systems

-Lecture Note 2-
Mathematical Foundation

2
Introduction
□ Introduction
§ Mathematical model to analyze and control a complicated

dynamic system
Þ Differential equation(DE)
Þ Laplace transform can be used to solve linear differential
equation (LDE)

3
Introduction
Laplace Transform
Complex Variable Analysis

Mathematics
for
control system design Differential Equation
& analysis
Transfer Function Concept
Matrix Theory

4
Introduction
§ Approach to dynamic system problems
1. Identify target system and its components

2. Find its mathematical model along with assumptions needed
3. Earn and confirm its corresponding DE
4. Solve the DE for its output variable
5. Check the solution together with its assumptions
6. Review the model designed

5
DEs and Analogous Systems
§ Analogous Systems
- mathematical analogy with difference in physical properties

(Similar transfer function/DE)
- have the same form of solutions
- equivalent response to the same input
- a complex mechanical system can be simulated by using
the same type of analog/digital electric system model

6

§ Electrical vs Mechanical Systems
i) Analogy : force-voltage, mass-induction coil

7

o Serial mass-spring-damper (m-k-b) system dynamics
2
d x dx
m 2 +b + kx = p
dt dt
o Serial RLC circuit model
di 1
L + Ri + ò idt = e
dt C
d 2q dq 1
®L 2 +R + q=e
dt dt C

8

o Mechanical vs Electrical System Analogy (force-voltage anal.)
----------------------------------------------------------------------------
Mechanical System Electrical System
----------------------------------------------------------------------------
Force p (Torque T) Voltage e
Mass m (Inertia J) Inductance L
Friction Coefficient b Resistance R
Spring Coefficient k 1/capacitance 1/C
Displacement x (angular disp. θ) Charge q
Velocity dx/dt (angular vel. dθ/dt) Current i
----------------------------------------------------------------------------

9

ii) Analogy : force-current & mass-capacitor

10

o Serial mechanical (m-k-b) system dynamics
d 2x dx
m 2 +b + kx = p
dt dt
o Parallel RLC circuit model
iL + iR + iC = is
1 1 de
ò edt + e + C = is
L R dt
dy
=e
dt
d 2y 1 dy 1
C 2 + + y = is
dt R dt L
11

o Mechanical vs Electrical System Analogy (force-current analogy)
----------------------------------------------------------------------------
Mechanical system Electrical system
----------------------------------------------------------------------------
force p (torque T) current i
mass m (inertia J) capacitance C
friction coefficient b 1/resistance 1/R
spring coefficient k 1/inductance 1/L
displacement x (angular disp. θ) magnetic flux Ψ
velocity dx/dt (angular vel. dθ/dt) voltage e
----------------------------------------------------------------------------
o The mathematical models of fluid, thermal, and mechanical systems are

equivalent to electrical circuit model in that analogy exists between their
parameters.

12
Linear Approximation of Physical System
§ Nonlinear function z=f(x) can be linearized at around

the operating point P(x0,z0)
§ Taylor series is used for linearization

à identify the corresponding Taylor series expansion
à find the linearized form of function f(x)

13

§ Example : a reservoir water control system
Assumption: (1) Water flow rate Q = K H
(2) Flow resistance R = dH / dQ
Fig. (a) Liquid-level system: (b) Head versus flow rate curve.
14
1/2 1 -1/2 K
dQ = d ( K H ) = d ( KH ) = K H dH = dH
2 2 H
dH 2 H 2 H 2H h
= = = =
dQ K Q/ H Q q
h H
slope at P = = 2 = R,
q Q
Q - Q @ (H - H ) / R

15
Laplace Transform
§ Foundation of Laplace transform was set by Laplace (1749-1827)
and its complete system was established by Heaviside (1850-
1925)
§ Can be used in solving LODE(linear ordinary differential
equation)
§ A complete solution of DE can be obtained for given initial
condition and external input simultaneously
§ Can be used in obtaining the TF(transfer function) of LTI(linear
time invariant) system
§ A DE is converted into an AE(algebraic equation)
L
Differential eq ¾¾ ® algebraic eq
§ Convolution integral à algebraic multiplication

16
Laplace Transform
§ Definition
¥
F ( s ) = L{ f (t )} D ò f (t )e - st dt , R {s} > Rc
0
or
¥
L
® F ( s ) D ò f (t )e - st dt , s = s + jw
f (t ) ¾¾
0
; unidirectional Laplace transform of piecewise continuous function f(t)

; s is complex variable, R{s} real part of s, Rc region of convergence
<Note>
1. Conversion of variables : 1/time = Hz
2. Laplace domain with complex s variable includes
frequency domain of imaginary axis
17
Laplace Transform
§ Note 1 : Existence condition of Laplace transform
à |F(s)|<∞ for all t (absolute integration possible)
¥ ¥ ¥
| F ( s ) |= ò
- st
f (t )e dt £ ò f (t )e - st
dt = ò f (t )e -s t dt
0 0 0
¥
if ò f (t )e -s t dt < ¥ , then F ( s ) exists
0
§ Note 2 : ¥
® F (w ) @ ò f (t )e - jwt dt
f (t ) ¾¾ F
0
-Fourier Transform
¥
F(w ) exist if ò f (t ) dt < ¥
0
æ step Ftn ö
※ç ÷ ® F - transform(´), L - transform(d)
è ramp Ftn ø
18
Laplace Transform
§ Note 3 : bidirectional or two sided ℒ-transform
¥
F (s) = ò f (t )e - st dt
-¥
If u(t) is applied at t=0 and y(t)=0, t<0, then the system is said
to be causal.
à The real physical system of causal can be treated by using
the unidirectional or one-sided ℒ-transform

19
Laplace Transform
§ Note 4 : another notation
¥ ¥
F- ( s ) @ ò f (t )e dt ,
- st
F+ ( s ) @ ò f (t )e - st dt
0- 0+
f (t ) has an impulse at t = 0 ® F- ( s ) ¹ F+ ( s )
otherwise, F- ( s ) = F+ ( s )

20
Laplace Transform
【Example】 unit-step function for constant signal
us(t)
0 t
<Fig> unit-step function
ì0, t < 0
us (t ) = í
î1, t ³ 0

21
Laplace Transform
¥ ¥
Sol.) U s ( s ) = L{us (t )} = ò us (t )e dt = ò 1 × e - st dt
- st
0 0
¥
é 1 - st ù 1 -¥ 0
= ê - e ú = - [e - e ]
ë s û0 s
1
= , R {s} > 0
s
- Existence condition?
¥ ¥
ò us (t )e - st
dt = ò us (t )e - (s + jw )t dt
0 0
¥
= ò us (t )e -s t dt
0
¥
= ò 1 × e -s t dt < ¥, for s > 0
0

22
Laplace Transform
【Example】 exponential function
ì0, t<0
f (t ) = í - at
îce , t ³ 0
Sol.)
¥ ¥
F ( s ) = L{ f (t )} = ò f (t )e - st dt = ò ce - at e - st dt
0 0
¥
¥ - ( s + a )t é c - ( s + a )t ù
=ò ce dt = ê - e úû
0
ë s+a 0
c
= , R {s} > - a
s+a

23
Laplace Transform
【Example】 ì 0, t<0
f (t ) = í - t -2 t
î e + e ,t³0
Sol.)
1 1 (2 s + 3)
F (s) = + =
s + 1 s + 2 ( s + 1)( s + 2)
【Example】
L
sin wt , cos wt ¾¾ ®?
1 jwt - jwt L 1æ 1 1 ö s
cos wt = (e + e ) ¾¾ ® ç + ÷= 2
2 2 è s - jw s + jw ø s + w 2
w
Similarly, we can get for sin wt
s2 + w 2

24
Laplace Transform
【Example】 delta function or impulse function
ì ¥, t =0
f (t ) = d (t ) = í
î 0, o.w.
Sol.)
¥
F ( s ) = ò d (t )e - st dt = 1
0
; identify the sifting property

25
Inverse Laplace Transform
□ Inverse Laplace Transform
L-1
¬¾¾
f (t ) L
F (s)
¾¾ ®
1 c + j¥
-1
f (t ) = L [ F ( s )] = F ( s )e st ds
2p j òc - j¥
; theoretic expression rather than practical

26
Properties of Laplace Transform
￭ Homogeneity
L{kf (t )} = k L{ f (t )} = kF ( s ) (1)
￭ Superposition property or Additivity

L{ f1 (t ) ± f 2 (t )} = F1 ( s ) ± F2 ( s ) (2)
à Linearity
L{a f1 (t ) + b f 2 (t )} = a F1 ( s ) + b F2 ( s )

27

§ differentiation
ìd ü
L í f (t ) ý = sF ( s ) - f (0)
î dt þ
Proof) practice!
ì d2 ü 2
à prove that L í 2 f (t ) ý = s F ( s ) - sf (0) - f '(0)
î dt þ
<Note> In case of zero initial condition, i.e., f(0)=0

ìd ü
L í f (t ) ý = sF ( s )
î dt þ

28

In General
L[ f ( n ) (t )] = s n F ( s ) - s n -1 f (0) - s n - 2 f (1) (0) - LL - f ( n -1) (0)
n k
(n) d f (t ) (k ) d f (t )
where, f (t ) = n
; f (0) =
dt dt k t =0

29

【Example】 ìe - at , t ³ 0
f (t ) =í
î 0, t < 0
= e - at us (t )
= e - at u (t )
Find L {f’(t)}
s -a
Sol.: L{ f '(t )} = sF ( s ) - f (0) = -1 =
s+a s+a

30

§ Integration
1
L {ò
0
t
}
f (t )dt = F ( s )
s
Proof: practice! (use integration by part)
à In general, nth-order integration leads to
F (s)
L {ò
0
t1
ò
0
t2
0
tn
K ò f (t )dt dt1dt2 K dtn -1 } = n
s

31

§ Time Shift
L [ f (t - T )us (t - T ) ] = e -Ts F ( s ), T > 0
Proof: practice! (use change of variable)
<Note> if , f (t ) ¹ 0, t < 0, then f (t - T ) ¹ f (t - T )u (t - T )

32

§ Initial value theorem
f (0+ ) = lim+ f (t ) = lim sF ( s )
t ®o s ®¥
Proof: practice! (use the differentiation rule)

¥
ò f '(t )e - st dt = sF ( s ) - f (0)
0
<note> continuous function satisfies f(0)=f(0+), otherwise

f(0)≠f(0+) for discontinuous function

33

§ Final value theorem
an analytic function on the CRHP satisfies
lim f (t ) = lim sF ( s )
t ®¥ s ®0
Proof: practice! (use the differentiation rule)

¥
- st
ò f '(t )e dt = sF ( s ) - f (0)
0

34

【Example】
L 1
f (t ) = us (t ) ¾¾
® F (s) =
s
sF ( s ) = 1 no poles in Re s ³ 0
Hence us (¥) = lim sF ( s ) = 1
s ®0
【Example】
5
F (s) =
s ( s 2 + s + 2)
5 5
® lim f (t ) = lim sF ( s ) = lim =
t ®¥ s ®0 s ®0 s2 + s + 2 2

35

【Example】
L w
f (t ) = sin wt ¾¾ ® F (s) = 2 2
, t³0
s +w
sF ( s ) has two poles
at s = ± jw ® (F.value theorem is not applicable)
In fact
æ sw ö
lim
ç s ®0 sF ( s ) = lim = 0 ÷ ¹ (lim sin wt )
s ®0 s 2 + w 2 t ®¥
è ø

36

§ Exponential Weighting or Complex Shifting
L{e ± at f (t )} = F ( s m a )
§ Time Scaling
1 s
L{ f (at )} = F ( )
a a

37

§ Complex Differentiation or Frequency Differentiation
n
d
L{t n f (t )} = (-1) n n F ( s )
ds
Proof: When n=1
¥
- st
¥ d - st
L{tf (t )} = ò tf (t )e dt = - ò f (t ) {e }dt
0 0 ds
d d
=-
ds {ò
0
¥
}
f (t )e - st dt = -
ds
F (s)
For n=k ( k≥2 ), assume that

k
d
L{t k f (t )} = (-1) k k F ( s )
ds

38

For n=k+1, it satisfies that
k +1
¥
k +1
¥ d - st
L{t f (t )} = ò t f (t )e dt = - ò t k f (t )
- st
{e }dt
0 0 ds
d d
=-
ds { ò0
¥
t k
f (t ) e - st
dt = - }
ds
L{t k
{
f (t )} }
k +1
d
= (-1) k +1 k +1 F ( s )
ds

39

§ Convolution Integral
i) Real Convolution
L {ò f (t -t ) g (t )dt } = F (s)G(s)
t
0
(*)
Proof :
L {ò0
t
}
f (t - t ) g (t )dt = ò
0
¥
ò
0
t
f (t - t ) g (t )dt e - st dt
¥ ¥
=ò òt f (t - t )e - st dt g (t )dt
0
¥ ¥
=ò ò f ( r )e - s (t + r ) d r g (t )dt
0 0
¥ ¥
- sr
= ò f ( r )e dr ò g (t )e - st dt
0 0
= F ( s )G ( s ) (*)
40

<Note>
1. Convolution integral represents the transfer characteristic of
input and output signals for linear system
2. In Laplace domain, time convolution becomes complex
multiplication
3. For LTI system
if
then

41

ii) Complex Convolution becomes time multiplication
L { f1 (t ) f 2 (t )} = F1 ( s ) * F2 ( s )

42

<Table> Summary of the properties
property description
linearity L{a f1 (t ) ± b f 2 (t )} = a F1 ( s ) ± b F2 ( s )
ìd ü
L í f (t ) ý = sF ( s ) - f (0)
differentiation î dt þ
ì d2 ü
L í 2 f (t ) ý = s 2 F (t ) - sf (0) - f '(0)
î dt þ
integration
convolution
L {ò f (t )dt } = 1s F (s)
t
integral L {ò f (t -t ) g (t )dt } = F (s)G(s)

t
0
exponential
weighting
L{e ± at f (t )} = F ( s m a )
Time shifting L [ f (t - T )us (t - T ) ] = e -Ts F ( s ), T > 0
d
L{tf (t )} = - F (s)
Complex ds
differentiation dk
L{t k f (t )} = (-1) k k F ( s )
ds
Initial value f (0+ ) = lim+ f (t ) = lim sF ( s )
theorem t ®o s ®¥
Final value lim f (t ) = lim sF ( s )

t ®¥ s ®0
theorem Automatic Control Systems
43
Laplace Transform Examples

§ Sine function
ì 0, t<0
f (t ) = í
î A sin wt , t ³ 0
æ e jwt = cos wt + j sin wt ö
Sol.) Euler formula : ç - jwt ÷÷
çe = cos wt - j sin wt ø
è
1 jwt - jwt
Þ sin wt = (e - e )
2j
ì A jwt - jwt ü
F ( s ) = L{ f (t )} = L{ A sin wt} = L í (e - e ) ý
î2 j þ
Aé 1 1 ù w
= ê - ú =A 2
2 j ë s - jw s + jw û s + w2

44

§ Cosine function
ì 0, t<0
g (t ) = í
î A cos wt , t ³ 0
Sol.) 1 d
g (t ) = f (t )
w dt
1 ìd ü
G ( s ) = L{g (t )} = L í f (t ) ý
w î dt þ
1 s
= [ sF ( s ) - f (0) ] = A 2
w s + w2
w s
sin wt « , cos w t «
s2 + w 2 s2 + w 2

45

§ Ramp function
ì 0, t<0
f (t ) = í
îmt , t³0
Sol.) t
f (t ) = ò mus (t )dt
0
1
F ( s ) = L{ f (t )} = L{mus (t )}
s
1 émù m
= ê ú= 2
sësû s
f(t)
m
<Fig> Ramp function
0 t

46

§ Polynomial
ì(-t ) n f (t ) « F ( n ) ( s )
ï
í 1
ï 1 «
î s
1
® (-t ) n equals the n-th derivatives of
s
dn 1 n!
® n = (-1)(-2)L (- n) s - n -1 = (-1) n n +1
ds s s
n n!
t « n +1
s

47

In particular,
1
t«
s2
Also, since e-a t f (t ) « F ( s + a )
n!
e -a t t n «
( s + a ) n +1
【Example】
2 4 L 5 6 48 5s 4 + 6 s 2 + 48
f (t ) = 5 + 3t + 2t ¾¾
® F (s) = + 3 + 5 =
s s s s5

48

§ Exponential weighted sinusoidal function
ì 0, t<0 As
f (t ) = í - at g (t ) = A cos wt «
îe cos wt , t ³ 0 s2 + w 2
Sol.)
f (t ) = e - at g (t ), A =1
{ }
F ( s ) = L e - at g (t ) = G ( s + a )
s+a
=
( s + a)2 + w 2
w
e -a t sin wt «
(s + a )2 + w 2
-a t s +a
e cos wt «
(s + a )2 + w 2
49

§ pulse function ì 0, t<0
ï1
ï
uD (t ) = í , 0 £ t £ D
ïD
ïî0, t>D
△ : duration
Sol.)
1
uD (t ) = [us (t ) - us (t - D)]
D
1 1
U D ( s ) = L{us (t )} - L{us (t - D)}
D D
1 é1 1ù 1
= ê - e -Ds ú = éë1 - e -Ds ùû
D ës s û Ds

50

uD (t)
1/D
<Fig> pulse function
0 D t
￭ Delta function
If △→0, it becomes impulse or delta function δ(t)

d (t ) @ lim uD (t )
D®0
1
L{d (t )} = lim [1 - e -Ds ] = 1
V ®0 Ds

51

§ Time multiplied exponential weighted sinusoidal
function w
f (t ) = e - at sin wt «
ì 0, t<0 ( s + a)2 + w 2
h(t ) = í - at d
îte sin wt , t ³ 0 L{tf (t )} = - F (s)
ds
Sol.)
h(t ) = tf (t )
w
F (s) =
( s + a)2 + w 2
d w 2w ( s + a )
Þ H ( s ) = L{h(t )} = - =
ds ( s + a ) 2 + w 2 é( s + a ) 2 + w 2 ù 2
ë û

52
□ Inverse Laplace Transform Revisited
L-1
¬¾¾
f (t ) L
F (s)
¾¾ ®
1 c + j¥
-1
f (t ) = L [ F ( s )] = F ( s )e st ds
2p j òc - j¥

53

<Table> Laplace transform and its inverse
Function Time function Transform fcn
1
Unit-step us (t )
s
1
Ramp t
s2
1
Exponential e at
s-a
w
sin wt s2 + w 2
Sinusoidal s
cos wt
s2 + w 2
w
e - at sin wt
Exponential ( s + a)2 + w 2
weighted
s+a
sinusoidal e - at cos wt
( s + a)2 + w 2
Delta d (t ) 1
54

<Note>
Calculation of Inverse Laplace Transform
1. Direct calculation of complex integration (impractical)
2. Using conversion table
3. Using partial fraction expansion technique and others

55
Partial Fraction Expansion Technique
□ Partial fraction expansion for Inverse Laplace Tr.

§ PFE (Partial Fraction Expansion)
à divide and conquer
§ Let a transformed function be

N (s)
F (s) =
D( s)
where N(s) and D(s) are mth and nth functions of s for n > m.

56
§ PFE with 1st order factors only (single poles case)

N (s) N (s)
F (s) = = , pi ¹ p j
D( s ) ( s + p1 )( s + p2 )L ( s + pn )
N (s) a a a
Þ F (s) = = 1 + 2 +L n
D( s ) s + p1 s + p2 s + pn
ai = [( s + pi ) F ( s )]s =- pi , i = 1, 2,L , n
à Inverse Laplace transform

ì ai ü
-1 - pi t
L í =
ý i a e
î s + pi þ
n
Þ f (t ) = L {F ( s )} = å ai e - pi t
-1
i =1

57

s+4
【Example】 F ( s ) =
( s + 2)( s + 5)
a1 a
Sol.) PFE : F (s) = + 2
s+2 s+5
és + 4ù 2
a1 = [( s + 2) F ( s )]s =-2 = ê =
ë s + 5 úû s =-2 3
és + 4ù 1
a2 = [( s + 5) F ( s )]s =-5 = ê =
ë s + 2 úû s =-5 3
ì 2 / 3 1/ 3 ü
Þ f (t ) = L-1{F ( s )} = L-1 í + ý
îs + 2 s + 5þ
1
= (2e -2t + e -5t ), t ³ 0
3

58
§ Simple complex-conjugate poles

wn2 K1 K2
G (s) = 2 = +
s + 2zwn s + wn2 s + a - jw s + a + jw
a = zwn , w = wn 1 - z 2
where
wn2
K1 = ( s + a - jw )G ( s ) |s =-a + jw = ,
2 jw
wn2
K 2 = - K1 = -
2 jw
wn2 -a t jwt - jwt
g (t ) = e (e - e ), t ³ 0
2 jw
wn2 -a t
= e sin wt , t ³ 0
w
59
O Another approach
Note that
w s
2 2
® sin wt , 2 2
® cos wt
s +w s +w
if F ( s ) ® f (t ), then F ( s + a ) ® e -a t f (t ), t ³ 0
Hence
w -a t s +a -a t
2 2
® e sin w t , 2 2
® e cos wt
(s + a ) + w (s + a ) + w

60
PFE Technique
【Example】
s+5 s +1+ 4 s +1 4
F (s) = 2 = = +
s + 2 s + 3 ( s + 1) + 2 ( s + 1) + 2 ( s + 1) 2 + 2
2 2
\ f (t ) = e - t cos 2t + 2 2e - t sin 2t , t³0
<Note> usage of s shift property
ì
-1 c1w c2 ( s + a ) ü -a t
L í 2 2
+ 2 2ý
= e (c1 sin wt + c2 cos wt )
î (s + a ) + w (s + a ) + w þ

61
PFE Technique
【Example】
s+2
F (s) =
( s + 1)( s 2 + 4 s + 5)
Sol.) practice!
a As + B
F (s) = + 2
s + 1 s + 4s + 5
a = [ ( s + 1) F ( s ) ]s =-1 = 0.5
A, B can be obtained by coefficient comparison
Þ A = -0.5, B = -0.5
Þ f (t ) = L-1{F ( s )} = 0.5e - t + 0.5e -2t (sin t - cos t ), t ³ 0

62
PFE Technique
§ Multiple order root case
N (s) N (s)
F (s) = = , pi ¹ p j
D( s ) ( s + p1 )( s + p2 )L ( s + pi ) L ( s + pn - M )
M
N (s) a a a
Þ F (s) = = 1 + 2 + L + n-M
D( s ) s + p1 s + p2 s + pn - M
b1 b2 bM
+ + + L +
( s + pi ) M ( s + pi ) M -1 s + pi
1 é d k -1 ù
bk = ê k -1 ( s + pi ) M
F ( s ) ú , k = 1, 2,L , M
(k - 1)! ë ds û s =- p i
æ n -a t n! ö æ t n e -a t 1 ö
ç (cf) t e « ÷ Þ ç « ÷
è ( s + a ) n +1 ø è n! ( s + a ) n +1 ø

63
PFE Technique
【Example】
s+2
F (s) =
( s + 1)( s + 3) 2
a b1 b2
Sol.) F (s) = + +
s + 1 ( s + 3) 2 s + 3
é s+2 ù
a = [ ( s + 1) F ( s ) ]s =-1 = ê 2ú
= 0.25
ë ( s + 3) û s =-1
és + 2ù
b1 = éë( s + 3) 2 F ( s ) ùû =ê ú = 0.5
s =-3
ë s + 1 û s =-3
éd 2 ù é -1 ù
b2 = ê ( s + 3) F ( s ) ú =ê 2ú
= -0.25
ë ds û s =-3 ë ( s + 1) û s =-3
Þ f (t ) = L-1{F ( s )} = 0.25e - t + (0.5t - 0.25)e -3t , t ³ 0

64
PFE Technique
【Example】
1 K1 K 2 A1 A2 A3
G (s) = = + + + +
s ( s + 1) ( s + 2) s s + 2 s + 1 ( s + 1) ( s + 1)3
3 2
1
K1 = sG ( s ) |s =0 =
2
1
K 2 = ( s + 2)G ( s ) |s =-2 =
2
3 1
A3 = ( s + 1) G ( s ) |s =-1 = = -1
s ( s + 2) s =-1
d
A2 = ( s + 1)3 G ( s ) =0
ds s =-1
calculate A1 and g(t) !

65
Laplace Transform for LODE
□ Solution of LODE
§ LODE : an equation containing a linear combination of unknown
variable and its derivatives with single independent variable and
constant coefficients
d2 d
a2 2 y (t ) + a1 y (t ) + a0 y (t ) = r (t )
dt dt
where a0, a1, a2 are constant coefficients, y(t) is unknown with

independent variable t, and r(t) is an external input.
<Note> order of ODE = the maximum number of differentiation

among the derivative terms

66

§ Solution process for LODE
① Laplace transforming LODE with initial condition yields

an AE
② Algebraic operation of AE to solve the AE
③ Inverse Laplace transforming gives the solution of LODE
in the time domain

67
<Fig> Laplace Transform for LODE

68

§ 1st order LODE
① with zero initial condition
d
a1 y (t ) + a0 y (t ) = r (t )
dt
Laplace transforming yields
a1sY ( s ) + a0Y ( s ) = R ( s )
(a1s + a0 )Y ( s ) = R ( s )
1
Y (s) = R( s)
a1s + a0
-1 ì 1
-1 ü
Þ y (t ) = L {Y ( s )} = L í R( s) ý
î a1s + a0 þ

69

② with nonzero initial condition
a1[ sY ( s ) - y (0)] + a0Y ( s ) = R ( s )
1
Y (s) = [ R ( s ) + a1 y (0)]
a1s + a0
-1 ì 1
-1 ü -1 ì a1 y (0) ü
y (t ) = L {Y ( s )} = L í R( s) ý + L í ý
a
î 1 s + a0 þ a
î 1 s + a0þ

70

【Example】1st order LODE
d
2 y (t ) + y (t ) = us (t ), y (0) = 3
dt
where us(t) is unit-step function
Sol.)
ì 1 1 ü -1 ì 2g3 ü
y (t ) = L-1 í g ý+L í ý
î 2 s + 1 s þ î 2 s + 1 þ
-1 ì 1 1 ü -1 ì 3 ü
=L í - ý+L í ý
î s s + 1/ 2 þ î s + 1/ 2 þ
= 1 + 2e - t / 2 , t ³ 0

71

§ 2nd order LODE
① with zero initial condition

gg g
a2 y (t ) + a1 y (t ) + a0 y (t ) = r (t )
a2 s 2Y ( s ) + a1sY ( s ) + a0Y ( s ) = R ( s )
1
Y (s) = 2
R( s)
a2 s + a1s + a0
-1 ì -1 1 ü
Þ y (t ) = L {Y ( s )} = L í 2 R( s) ý
î a2 s + a1s + a0 þ

72

② with nonzero initial condition
g
é 2 ù
a2 ê s Y ( s ) - sy (0) - y (0) ú + a1 [ sY ( s ) - y (0) ] + a0Y ( s ) = R ( s )
ë û
1 g
Y (s) = 2
[ R ( s ) + a2 y (0) s + a2 y (0) + a1 y (0)]
a2 s + a1s + a0
g
ì ü ì ü
1 ï a y (0) s + a y (0) + a y (0) ï
y (t ) = L-1 í 2 R ( s ) ý + L-1 í 2 2
2 1
ý
a
î 2 s + a 1 s + a0 þ ïî a 2 s + a 1 s + a0 ïþ

73

【Example】2nd order LODE
gg g g
y (t ) + 5 y (t ) + 6 y (t ) = 6us (t ), y (0) = 2, y (0) = 1
Sol.)
-1 ì 6 1 ü -1 ì 2 s + 11 ü
y (t ) = L í ´ ý+L í ý
î ( s + 2)( s + 3) s þ î ( s + 2)( s + 3) þ
-1 ì 1 3 2 ü -1 ì 7 5 ü
=L í - + ý+L í - ý
î s s + 2 s + 3 þ î s + 2 s + 3 þ
= 1 + 4e -2t - 3e -3t , t ³ 0

74

【Example】2nd order LODE
gg g g
y (t ) + 2 y (t ) + 5 y (t ) = 3us (t ), y (0) = 0, y (0) = 0

Sol.)
3 3 1 3 s+2
Y (s) = 2
= × - × 2
s ( s + 2 s + 5) 5 s 5 s + 2 s + 5
3 1 3 s +1 3 2
= × - × - ×
5 s 5 ( s + 1) + 2 10 ( s + 1) 2 + 22
2 2
à Inverse Laplace transforming, find y(t).

75
Impulse Response and Transfer Function
Classification of Systems
linear : S ( x1 + x2 ) = S ( x1 ) + S ( x2 ), S (kx(t )) = kS ( x(t ))
nonlinear :
time invariant : S ( x(t - T )) = y (t - T )
time varying :
LODE represents LTI(Linear Time Invariant) system

76
Impulse Response
§ Property of impulse function : sifting property
¥
u (t ) = ò d (t - t )u (t )dt
-¥
§ Impulse response function g(t,τ) denotes system output

at t to an input impulse applied at τ
§ Input-output representation of linear system is

convolution integral of impulse response function and
input à superposition principle
¥
y (t ) = ò g (t ,t )u (t )dt
-¥

77
Impulse Response
§ Causal System : the current output is independent of its
future input
ì g (t ,t ), t ³ t
g (t ,t ) = í
î0, t <t
t
y (t ) = ò g (t ,t )u (t )dt
-¥
§ LTI case : impulse response function becomes g (t - t ) .

assuming zero initial condition and u(t)=0 for t<0,
t
y (t ) = ò g (t - t )u (t )dt
0
t
(*)
= ò g (t )u (t - t )dt
0

78
Convolution Integral
□ Convolution Integral
Let x(t) be the unit-step input to an LTI system with unit impulse
response g(t),
ì g (t ) = e - at us (t )
í
î x(t ) = us (t )
where a>0.
Then the output is
y (t ) = x(t ) * g (t ) = g (t ) * x(t )
t t
= ò x(t ) g (t - t )dt = ò g (t )x(t - t )dt
0 0

79
For t < 0, the product of g (t ) and x(t - t ) is zero

Þ y (t ) = 0
For t > 0
ì e - at , 0 < t < t
g (t ) x(t - t ) = í
î0, otherwise
80
g (t )
x(t - t )
x(t - t )

81
From this expression we can compute y (t ) for t > 0 as
t
t 1 1
y (t ) = ò e- at dt = - e - at = (1 - e - at )
0 a 0 a
1
Thus, for all t , y (t ) is y (t ) = (1 - e - at )us (t )
a

82
Transfer Function
<Note> Input-output representation of linear system is
convolution integral
t
y (t ) = ò x(t ) g (t - t )dt @ x(t ) * g (t )
0
LL (*)
￭ Transfer Function : Laplace transforming (*) yields

Y ( s ) = G ( s )U ( s )
¥ Y (s)
- st
G ( s ) = L{g (t )} = ò g (t )e dt =
0 U (s)
<Note> Transfer function equals to Laplace transform of
impulse response function!

83
Transfer Function
§ Transfer Function G(s)

1. The ratio of Laplace transformed output to Laplace transformed
input
2. Laplace transform of impulse response function with zero initial
condition
<Note>
① applied only to LTI system
② obtained with zero initial condition

84
Transfer Function
§ Transfer function of 2nd order LTI system :
gg g
a2 y (t ) + a1 y (t ) + a0 y (t ) = r (t )
1
Y (s) = 2
R( s)
a2 s + a1s + a0
Y (s) 1
Þ G (s) = =
R ( s ) a2 s 2 + a1s + a0

85
Transfer Function
【Example】
gg g g
y (t ) + 5 y (t ) + 6 y (t ) = r (t ) + r (t )
Sol.)
( s 2 + 5s + 6)Y ( s ) = ( s + 1) R ( s )
Y (s) s +1 s +1
G (s) = = 2 =
R ( s ) s + 5s + 6 ( s + 2)( s + 3)
<Note>
① numerator coefficients = coefficients of input function
denominator coefficients = coefficients of output function
② order of system = order of LODE output variable
= order of denominator polynomial

86
Transfer Function
O Input-output representation of LTI system :
① Laplace domain Y ( s) = G ( s) R( s) (1)

Frequency domain Y(jw)=G(jw)R(jw), jw=Im(s)
② Time domain y (t ) = L-1 {Y ( s )} = L-1 {G ( s ) R ( s )}

t
(2)
= ò g (t - t )r (t )dt
0
where g (t ) = L-1 {G ( s )} is impulse response function

ß with r(t)=δ(t), R(s)=1 and Y(s)=G(s).

87
Transfer Function
§ Def (Transfer function of LTI system)
1. Laplace transform of impulse response function with
zero initial condition
2. Ratio of Laplace transformed output to Laplace
transformed input
Y (s)
y(t)=u(t)*g(t) ® Y ( s ) = U ( s )G ( s ) ® G ( s ) =
U (s)

88
Transfer Function
§ I/O equation and transfer function
d n y (t ) d n -1 y (t ) d mu (t ) du (t )
n
+ an -1 n -1
+ L + a0 y (t ) = bm m
+ L + b1 + b0u (t )
dt dt dt dt
ℒ-transform with zero initial conditions
s nY ( s ) + an -1s n -1Y ( s ) + L + a0Y ( s )
= bm s mU ( s ) + L + b0U ( s )
® ( s n + an -1s n -1 + L + a0 )Y ( s ) = (bm s m + L + b0 )U ( s )
Y (s) bm s m + L + b0
\ = n = G (s)
U ( s ) s + an -1s + L + a0
n -1

89
Transfer Function
§ General form of transfer function
bm s m + L + b0 n( s )
G (s) = n @
s + an -1s n + L + a0 d ( s )
n>m, strictly proper
n>m or n=m, proper
n<m, improper
d(s) characteristic polynomial
§ Characteristic Equation of LTI system

d(s)=0

90
Transfer Function
O Transfer function of multivariable systems
§ Single Input Single Output (SISO) system
§ Multi-Input Multi-Output (MIMO) system
é Y1 ( s ) ù é G11 ( s ) G12 ( s ) ù éU1 ( s ) ù

êY ( s ) ú = êG ( s ) G ( s ) ú êU ( s ) ú
ë 2 û ë 21 22 ûë 2 û
91
Poles and Zeros
§ Pole : TF diverges to infinity at a pole

Def : G ( s ) has a pole of order r at s = si if
lim[( s - si ) r G ( s )] = c (¹ 0)
s ® si
§ Zero : the inverse of TF diverges to infinity at a zero or

Def : G ( s ) has a zero of order r at s = si if
lim[( s - si ) - r G ( s )] = c (¹ 0)
s ® si
; finite zero

92
Poles and Zeros

N (s)
§ Transfer function G (s) =
D( s)
-poles : roots of D(s)=0

-zeros : roots of N(s)=0 ;finite zero
‧ characteristic equation : D(s)=0

‧ zero polynomial : N(s)
【Example】
s 2 - 2s - 3
G (s) = 2
( s + 3s - 4)( s 2 + 4 s + 13)

93
Poles and Zeros
Sol.) ( s + 1)( s - 3)
G (s) =
( s - 1)( s + 4)[( s + 2) 2 + 9]
- Poles : s = 1, - 2 ± j 3, - 4
- Zeros : s = -1, 3
zeros
<Fig> Poles and zeros

94
Poles and Zeros

§ Rational function of s : # of poles = # of zeros
→ taking into account of the poles and zeros at ∞
【Example】
10( s + 2)
G (s) =
s ( s + 1)( s + 3) 2
Sol.) - Poles : s = 0, -1, poles of order 2 at s = -3

10
- Zeros : s = -2, and Since lim G ( s ) = lim 3 = 0,
s ®¥ s ®¥ s
three zeros at ¥
(Generally, usually disregard zeros at ¥)

95
Properties of Poles and Zeros
§ Single pole transfer function
p
G (s) = - , p¹0
s- p
1
Unit step response : when R ( s ) = ,
s
p é1 1 ù
Y ( s) = G ( s) R( s) = - =ê -
s ( s - p ) ë s s - p úû
Þ y (t ) = L-1{Y ( s )} = 1 - e pt , t ³ 0

96
<Fig> Unit-step response of single pole system
<Note>
① RHP pole (p>0) : divergent output (unstable)
② LHP pole (p<0) : bounded output (stable)

97

§ Complex pole transfer function
a2 + w 2
G (s) = 2 2
, a : real number, w >0
( s - a) + w
a2 + w 2 c0 c1w c2 ( s - a )
Y ( s) = G ( s) R( s) = = + +
s[( s - a ) 2 + w 2 ] s ( s - a ) 2 + w 2 ( s - a ) 2 + w 2
c0 = [ sY ( s )]s =0 = 1
a2 + w 2
Fr = {[( s - a ) 2 + w 2 ]Y ( s )}s = a + jw = = a - jw
a + jw
1 a
c1 = Â{Fr } =
w w
1
c2 = Á{Fr } = -1
w
a
Þ y (t ) = L-1{Y ( s )} = 1 + e at ( sin wt - cos wt ), t ³ 0
w
98
<Fig> unit-step response of 2nd order system

99
<Fig> Pole-zero property of system

100

§ Poles and system characteristic
① stable with LHP poles and unstable with RHP poles
② the larger the magnitude of real part of LHP (RHP) pole,

the higher convergence (divergence) speed
③ the larger the magnitude of imaginary part of pole, the

higher oscillation frequency

101
§ Zeros and system characteristics

-transient response depends on zeros
-but zeros are independent of stability
2 s-z
【Example】 G (s) = -
z ( s + 1)( s + 2)
1
Unit step response : when R ( s ) = ,
s
2 s-z
Y ( s) = G ( s) R( s) = -
z s ( s + 1)( s + 2)

102

1 2(1 + 1/ z ) 1 + 2 / z
Y (s) = - +
s s +1 s+2
y (t ) = L-1{Y ( s )} = 1 - 2(1 + 1/ z )e - t + (1 + 2 / z )e -2t , t ³ 0
(a) LHP zero (b) RHP zero
<Fig> unit-step response of single zero system

103

§ Zeros and system characteristics
① a zero with large real part has nearly no effect on system

output
② the closer LHP zero to the imaginary axis, the larger

overshoot the system output
③ RHP zero induces undershoot whose magnitude increases as

it approaches to the imaginary axis

Automatic Control 2 (Mathematical Foundation)

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Automatic Control Systems

Automatic Control Systems

§ Mathematical model to analyze and control a complicated

Automatic Control Systems

Complex Variable Analysis

Transfer Function Concept

Automatic Control Systems

1. Identify target system and its components

Automatic Control Systems

DEs and Analogous Systems

- mathematical analogy with difference in physical properties

Automatic Control Systems

DEs and Analogous Systems

Automatic Control Systems

DEs and Analogous Systems

Automatic Control Systems

DEs and Analogous Systems

Automatic Control Systems

DEs and Analogous Systems

Automatic Control Systems

DEs and Analogous Systems

DEs and Analogous Systems

o The mathematical models of fluid, thermal, and mechanical systems are

Automatic Control Systems

Linear Approximation of Physical System

§ Nonlinear function z=f(x) can be linearized at around

§ Taylor series is used for linearization

Automatic Control Systems

Linear Approximation of Physical System

Linear Approximation of Physical System

Automatic Control Systems

§ Convolution integral à algebraic multiplication

; unidirectional Laplace transform of piecewise continuous function f(t)

Automatic Control Systems

Automatic Control Systems

<Fig> unit-step function

Automatic Control Systems

Automatic Control Systems

Automatic Control Systems

Automatic Control Systems

; identify the sifting property

Automatic Control Systems

Inverse Laplace Transform

□ Inverse Laplace Transform

; theoretic expression rather than practical

Automatic Control Systems

Properties of Laplace Transform

￭ Superposition property or Additivity

Automatic Control Systems

Properties of Laplace Transform

<Note> In case of zero initial condition, i.e., f(0)=0

Automatic Control Systems

Properties of Laplace Transform

L[ f ( n ) (t )] = s n F ( s ) - s n -1 f (0) - s n - 2 f (1) (0) - LL - f ( n -1) (0)

Automatic Control Systems

Properties of Laplace Transform

Automatic Control Systems

Properties of Laplace Transform

à In general, nth-order integration leads to

Automatic Control Systems

Properties of Laplace Transform

Proof: practice! (use change of variable)