4 views

Uploaded by Aloisio Kawakita

- Fuzzy Predictive Control of Fractional-Order
- When We Use Numerical Solution EXCEPT Analytical Solution
- F8
- F38817A8022
- MIT6_003F11_hw01
- Equations and Inequalities
- Nielsen - Global Upscaling of Permeability
- art:10.1007/BF019522352
- R05421703-DIGITALCONTROLSYSTEMS
- Giacomini (2013) the Relationship Between DSGE and VAR Models. CeMMAP
- 1 5 Open Sentences
- Monotone Control Systems
- Control System Lab Manual # 2
- x 023501510
- Symbolic identification for fault detection in aircraft gas turbine engines
- 1-s2.0-S0096300315015593-main.pdf
- Engineering Mathematics III
- Worksheet 1.6 (Cartesian Coordinate Plane, Graphing Linear Equations in Two Variables, And Slopes)
- mod2
- Progress in Scale Modeling Volume 2

You are on page 1of 52

Aula 05

1

Espao de Estados

completamente o comportamento do sistema

submetido a um conjunto de entradas

2

Espao de Estados

Variveis de Entrada

Variveis de Sada

Variveis de Estado

3

Espao de Estados

variveis de estado no instante atual (t=t0) e

das variveis de entrada da em diante (t>t0)

possvel determinar o comportamento do

sistema

4

Exemplo

5

Conceito de Estado

Sistemas fsicos

Biolgicos

Econmicos

6

Modelos

ou no-lineares (pndulo invertido)

(circuito eltrico com amp-op) ou um conjunto de

EDOs que interage (pndulo invertido)

7

Forma EE

estados)

7.4 State Space Representation 267

The above discussion illustrates the wide range of formats in which

CTDS conceptual models can evolve. This same variability is certainly

present in the realm of DEDS models and its not surprising to encounter it

x(t) = f(x(t), u(t), t)

with: x(t

0

) = x

0

and y(t) = g(x(t)) .

(7.21a)

(7.21b)

Here x(t), u(t), and y(t) are vectors of dimension N, p, and q,

respectively, and represent the state, the input, and the output variables,

respectively, of the CTDS model. The functions f and g are likewise

vectors with dimensions that are consistent with usage. Equation (7.21a)

represents a set of N first-order differential equations and, as noted, the

initial conditions required for the solution of Equation (7.21a) are assumed

to be given. Equation (7.21b) makes provision for the situation where the

output variables of the model do not correspond directly to any of the state

variables but rather are prescribed functions of the state variables.

The existence of a state space representation for any CTDS model has

several important consequences. Among these is the fact that a very

substantial body of knowledge about equations of the form of Equation

(7.21) has evolved within the domain of applied mathematics. This

knowledge is therefore applicable for investigating the properties of CTDS

models. Included here are issues that range from the very fundamental, for

example, the question of the existence of solutions to the equations that

comprise the model, to issues that characterise the properties of the

solution, for example, stability. Exploration of these topics is, however,

beyond the scope of the considerations in this textbook. The interested

reader is encouraged to explore these topics in references such as [7.3] and

[7.4].

and w

1 (t) on h2 (t)) and nonautonomous (the outflow demand represents

an input to the model). The population model example presented in Equa-

mous.

again. However, CTDS models do have a particularly important feature in

this regard; namely, that it is possible to transform all of these formats into

a standard (canonical) form. This can be written as

tion (7.12) is a pair of first order non-linear equations that are autono-

resentation for the particular CTDS model. It has two components, the

the model. Neither, however, is a unique representation for the particular

low, there often are natural choices for the state variables, x

i

(t) which form

the elements of the state vector, x(t).

first are the state equations, given by Equation (7.21a) and the second

CTDS that is under consideration. Nevertheless, as we shall indicate be-

component, given by Equation (7.21b), is called the output equation of

The representation given in Equation (7.21) is called a state space rep-

8

Forma EE

estados)

7.4 State Space Representation 267

The above discussion illustrates the wide range of formats in which

CTDS conceptual models can evolve. This same variability is certainly

present in the realm of DEDS models and its not surprising to encounter it

x(t) = f(x(t), u(t), t)

with: x(t

0

) = x

0

and y(t) = g(x(t)) .

(7.21a)

(7.21b)

Here x(t), u(t), and y(t) are vectors of dimension N, p, and q,

respectively, and represent the state, the input, and the output variables,

respectively, of the CTDS model. The functions f and g are likewise

vectors with dimensions that are consistent with usage. Equation (7.21a)

represents a set of N first-order differential equations and, as noted, the

initial conditions required for the solution of Equation (7.21a) are assumed

to be given. Equation (7.21b) makes provision for the situation where the

output variables of the model do not correspond directly to any of the state

variables but rather are prescribed functions of the state variables.

The existence of a state space representation for any CTDS model has

several important consequences. Among these is the fact that a very

substantial body of knowledge about equations of the form of Equation

(7.21) has evolved within the domain of applied mathematics. This

knowledge is therefore applicable for investigating the properties of CTDS

models. Included here are issues that range from the very fundamental, for

example, the question of the existence of solutions to the equations that

comprise the model, to issues that characterise the properties of the

solution, for example, stability. Exploration of these topics is, however,

beyond the scope of the considerations in this textbook. The interested

reader is encouraged to explore these topics in references such as [7.3] and

[7.4].

and w

1 (t) on h2 (t)) and nonautonomous (the outflow demand represents

an input to the model). The population model example presented in Equa-

mous.

again. However, CTDS models do have a particularly important feature in

this regard; namely, that it is possible to transform all of these formats into

a standard (canonical) form. This can be written as

tion (7.12) is a pair of first order non-linear equations that are autono-

resentation for the particular CTDS model. It has two components, the

the model. Neither, however, is a unique representation for the particular

low, there often are natural choices for the state variables, x

i

(t) which form

the elements of the state vector, x(t).

first are the state equations, given by Equation (7.21a) and the second

CTDS that is under consideration. Nevertheless, as we shall indicate be-

component, given by Equation (7.21b), is called the output equation of

The representation given in Equation (7.21) is called a state space rep-

Equaes de

Estado

9

Converso

(ou conjunto de EDOs) para a forma em EE?

10

Exemplo

EDO de ordem N

268 7. Modelling of Continuous-Time Dynamic Systems

there is one very practical benefit also associated with it. Recall that

generate the numerical solution of differential equations. This is a problem

that has been extensively studied in the applied mathematics literature and

an extensive body of relevant knowledge about the problem exists. But

with few exceptions, this body of knowledge addresses the problem of

solving a set of differential equations that are of the form of Equation (7.21

a) and likewise the available solution methods apply to this case. Thus the

transformation of a CTDS conceptual model into its state space

representation is an essential step for purposes of harnessing the numerical

tools for solution generation or more specifically, for carrying out

simulation activity.

7.4.2 The Transformation Process

If any CTDS conceptual model has a state space representation (i.e., can be

transformed into the form of Equation (7.21)), then this must certainly be

true for a linear model of the form:

) ( ) ( ) ( ) ( ) (

) ( ) ( ) ( ) ( ) (

0 1

2

2

1

1

0 1

2

1

1

1

t b t u b t u b t u b t u b

t a t y a t y a t y a t y

m

m

m

m

m

m

N

N

N

N

N

!

!

(7.22)

where we assume m N and that u(t) and y(t ), y(t ), . . . , y

(N-1)

(t ) are

First we consider the special case where m = 0; that is, the right-hand

side of Equation (7.22) contains no derivatives of the input function u(t).

(An example of this case is provided by the electrical circuit example,

specifically Equation (7.1). The transformation here is particularly

straighforward. Let

x

1

(t) = y(t)

x

2

(t) = y(t)

.

.

.

x

N

(t) = y

(N-1)

(t) .

(7.23)

The state equations are then:

In addition to important behavioural properties of a CTDS conce-

ptual model that can be explored via its state space representation,

experimentation with any CTDS model requires the means to

given. In the interest of notational convenience, we assume here that the

This general linear case is used to illustrate some features of the transfor-

mation process.

model has a single input variable u(t) and a single output variable y(t).

11

Exemplo

da entrada

12

Transformao

Bem direta

268 7. Modelling of Continuous-Time Dynamic Systems

there is one very practical benefit also associated with it. Recall that

generate the numerical solution of differential equations. This is a problem

that has been extensively studied in the applied mathematics literature and

an extensive body of relevant knowledge about the problem exists. But

with few exceptions, this body of knowledge addresses the problem of

solving a set of differential equations that are of the form of Equation (7.21

a) and likewise the available solution methods apply to this case. Thus the

transformation of a CTDS conceptual model into its state space

representation is an essential step for purposes of harnessing the numerical

tools for solution generation or more specifically, for carrying out

simulation activity.

7.4.2 The Transformation Process

If any CTDS conceptual model has a state space representation (i.e., can be

transformed into the form of Equation (7.21)), then this must certainly be

true for a linear model of the form:

) ( ) ( ) ( ) ( ) (

) ( ) ( ) ( ) ( ) (

0 1

2

2

1

1

0 1

2

1

1

1

t b t u b t u b t u b t u b

t a t y a t y a t y a t y

m

m

m

m

m

m

N

N

N

N

N

!

!

(7.22)

where we assume m N and that u(t) and y(t ), y(t ), . . . , y

(N-1)

(t ) are

First we consider the special case where m = 0; that is, the right-hand

side of Equation (7.22) contains no derivatives of the input function u(t).

(An example of this case is provided by the electrical circuit example,

specifically Equation (7.1). The transformation here is particularly

straighforward. Let

x

1

(t) = y(t)

x

2

(t) = y(t)

.

.

.

x

N

(t) = y

(N-1)

(t) .

(7.23)

The state equations are then:

In addition to important behavioural properties of a CTDS conce-

ptual model that can be explored via its state space representation,

experimentation with any CTDS model requires the means to

given. In the interest of notational convenience, we assume here that the

This general linear case is used to illustrate some features of the transfor-

mation process.

model has a single input variable u(t) and a single output variable y(t).

13

Transformao

7.4 State Space Representation 269

) ( ) (

) ( ) ( ) ( ) ( ) (

) ( ) (

) ( ) (

1

0 1 2 1 1 0

3 2

2 1

t x t y with

t u b t x a t x a t x a t x

t x t x

t x t x

N N N

"

#

(7.24(a))

(7.24(b))

The more conventional compact form for Equation (7.24) is:

) ( ) (

) ( ) ( ) (

t t y

t u t t

T

x c

b Ax x

c

where:

)] ( ), ( ), ( [

] 0 , 0 , 0 , 0 , 1 [

] 1 , 0 , 0 , 0 , 0 [

...

1 ... 0 0 0

. . . . .

. . . . .

. . . . .

0 ... 1 0 0

0 ... 0 1 0

2 1

1 2 1 0

t x t x t x

a a a a

N

T

T

T

N

"

"

"

x

c

b

A

The initial conditions for the state equations of (7.24) follow directly

from the assumptions following Equation (7.22) and the definitions of

Equation (7.23).

Lets now consider the case where m > 0 in Equation (7.22). A specific

example (with m = 1) can be obtained from the automobile suspension

system model developed earlier if the nonlinear shock absorber is replaced

with a linear device. In other words, if we replace the earlier specification

for f

b

(t) with simply:

f

b

(t) = v(t), where v(t) = y(t) u(t) ,

then Equation (7.2) can be written as

We use the superscript T to denote the transpose of a vector or matrix.

3

3

7.4 State Space Representation 269

) ( ) (

) ( ) ( ) ( ) ( ) (

) ( ) (

) ( ) (

1

0 1 2 1 1 0

3 2

2 1

t x t y with

t u b t x a t x a t x a t x

t x t x

t x t x

N N N

"

#

(7.24(a))

(7.24(b))

The more conventional compact form for Equation (7.24) is:

) ( ) (

) ( ) ( ) (

t t y

t u t t

T

x c

b Ax x

c

where:

)] ( ), ( ), ( [

] 0 , 0 , 0 , 0 , 1 [

] 1 , 0 , 0 , 0 , 0 [

...

1 ... 0 0 0

. . . . .

. . . . .

. . . . .

0 ... 1 0 0

0 ... 0 1 0

2 1

1 2 1 0

t x t x t x

a a a a

N

T

T

T

N

"

"

"

x

c

b

A

The initial conditions for the state equations of (7.24) follow directly

from the assumptions following Equation (7.22) and the definitions of

Equation (7.23).

Lets now consider the case where m > 0 in Equation (7.22). A specific

example (with m = 1) can be obtained from the automobile suspension

system model developed earlier if the nonlinear shock absorber is replaced

with a linear device. In other words, if we replace the earlier specification

for f

b

(t) with simply:

f

b

(t) = v(t), where v(t) = y(t) u(t) ,

then Equation (7.2) can be written as

We use the superscript T to denote the transpose of a vector or matrix.

3

3

14

Transformao

ordem N, mas um conjunto?

15

Transformao

ordem N, mas um conjunto?

Procedimento anlogo

estados

16

Exerccio

forma em EE

(M +m) x +ml

= u

ml

2

+ml x = mgl

17

Exerccio

M x = u mg

Ml

= (M +m)g u

18

Exerccio

Denir os estados

x

1

=

x

2

=

x

3

= x

x

4

= x

19

Exerccio

Substituindo resulta em

x

1

= x

2

x

2

=

M +m

Ml

gx

1

1

Ml

u

x

3

= x

4

x

4

=

m

M

gx

1

+

1

M

u

20

Transformao

de entrada u surgem na EDO

270 7. Modelling of Continuous-Time Dynamic Systems

y(t) + a

1

y(t) + a

0

y(t) = b

1

u(t) + b

0

u(t) , (7.25)

where a

1

= b

1

= /M, a

0

= b

0

= k/M.

x

1

(t) = y(t) and x

2

(t) = y(t). The state space representation then becomes:

x

1

(t) = x

2

(t)

x

2

(t) = a

1

x

2

(t) a

0

x

1

(t) + b

1

u(t) + b

0

u(t)

with y(t) = x

1

(t) .

(7.26a)

(7.26b)

(7.26c)

The perplexing outcome here is the explicit reference to the derivative

of the input function that appears on the right-hand side of Equation

(7.26b). It is not unreasonable to imagine cases of interest where u(t) is not

differentiable at all values of t in the observation interval. Recall that for

the example that is under consideration, u(t) corresponds to the road

surface over which the automobile is travelling. A discontinuity in the road

surface could correspond to a hole in the road as shown in Figure 7.11.

Because of this discontinuity in u(t), the derivative of u(t) does not exist at

t = t

b

. Does this mean that Equation (7.25) cannot be solved? Fortunately

the answer is No. The dilemma that we have encountered arises because

of a poor choice of state variables.

FIGURE 7.11. Discontinuous road surface.

As an alternative candidate for the state space representation, consider:

x

1

(t) = x

2

(t)

x

2

(t) = a

0

x

1

(t) a

1

x

2

(t) + u(t)

with y(t) = b

0

x

1

(t) + b

1

x

2

(t) .

(7.27a)

(7.27b)

(7.27c)

This representation certainly has the desired feature of being

independent of any derivatives of the input function, u(t). But is it a valid

representation? To confirm that it is, it must be possible to reconstruct the

original continuous system model of Equation (7.25) from Equation (7.27)

and this can, in fact, be achieved. The process involves straightforward

mathematical manipulation that includes successively differentiating

Equation (7.27c) and substitutions from Equations (7.27a) and (7.27b) to

eliminate derivatives of the state variables x

1

(t) and x

2

(t).

Suppose the procedure we outlined earlier is applied; that is, we let

t = to

Road contour u (t)

t

t

b

21

Transformao

aplicado normalmente

270 7. Modelling of Continuous-Time Dynamic Systems

y(t) + a

1

y(t) + a

0

y(t) = b

1

u(t) + b

0

u(t) , (7.25)

where a

1

= b

1

= /M, a

0

= b

0

= k/M.

x

1

(t) = y(t) and x

2

(t) = y(t). The state space representation then becomes:

x

1

(t) = x

2

(t)

x

2

(t) = a

1

x

2

(t) a

0

x

1

(t) + b

1

u(t) + b

0

u(t)

with y(t) = x

1

(t) .

(7.26a)

(7.26b)

(7.26c)

The perplexing outcome here is the explicit reference to the derivative

of the input function that appears on the right-hand side of Equation

(7.26b). It is not unreasonable to imagine cases of interest where u(t) is not

differentiable at all values of t in the observation interval. Recall that for

the example that is under consideration, u(t) corresponds to the road

surface over which the automobile is travelling. A discontinuity in the road

surface could correspond to a hole in the road as shown in Figure 7.11.

Because of this discontinuity in u(t), the derivative of u(t) does not exist at

t = t

b

. Does this mean that Equation (7.25) cannot be solved? Fortunately

the answer is No. The dilemma that we have encountered arises because

of a poor choice of state variables.

FIGURE 7.11. Discontinuous road surface.

As an alternative candidate for the state space representation, consider:

x

1

(t) = x

2

(t)

x

2

(t) = a

0

x

1

(t) a

1

x

2

(t) + u(t)

with y(t) = b

0

x

1

(t) + b

1

x

2

(t) .

(7.27a)

(7.27b)

(7.27c)

This representation certainly has the desired feature of being

independent of any derivatives of the input function, u(t). But is it a valid

representation? To confirm that it is, it must be possible to reconstruct the

original continuous system model of Equation (7.25) from Equation (7.27)

and this can, in fact, be achieved. The process involves straightforward

mathematical manipulation that includes successively differentiating

Equation (7.27c) and substitutions from Equations (7.27a) and (7.27b) to

eliminate derivatives of the state variables x

1

(t) and x

2

(t).

Suppose the procedure we outlined earlier is applied; that is, we let

t = to

Road contour u (t)

t

t

b

270 7. Modelling of Continuous-Time Dynamic Systems

y(t) + a

1

y(t) + a

0

y(t) = b

1

u(t) + b

0

u(t) , (7.25)

where a

1

= b

1

= /M, a

0

= b

0

= k/M.

x

1

(t) = y(t) and x

2

(t) = y(t). The state space representation then becomes:

x

1

(t) = x

2

(t)

x

2

(t) = a

1

x

2

(t) a

0

x

1

(t) + b

1

u(t) + b

0

u(t)

with y(t) = x

1

(t) .

(7.26a)

(7.26b)

(7.26c)

The perplexing outcome here is the explicit reference to the derivative

of the input function that appears on the right-hand side of Equation

(7.26b). It is not unreasonable to imagine cases of interest where u(t) is not

differentiable at all values of t in the observation interval. Recall that for

the example that is under consideration, u(t) corresponds to the road

surface over which the automobile is travelling. A discontinuity in the road

surface could correspond to a hole in the road as shown in Figure 7.11.

Because of this discontinuity in u(t), the derivative of u(t) does not exist at

t = t

b

. Does this mean that Equation (7.25) cannot be solved? Fortunately

the answer is No. The dilemma that we have encountered arises because

of a poor choice of state variables.

FIGURE 7.11. Discontinuous road surface.

As an alternative candidate for the state space representation, consider:

x

1

(t) = x

2

(t)

x

2

(t) = a

0

x

1

(t) a

1

x

2

(t) + u(t)

with y(t) = b

0

x

1

(t) + b

1

x

2

(t) .

(7.27a)

(7.27b)

(7.27c)

This representation certainly has the desired feature of being

independent of any derivatives of the input function, u(t). But is it a valid

representation? To confirm that it is, it must be possible to reconstruct the

original continuous system model of Equation (7.25) from Equation (7.27)

and this can, in fact, be achieved. The process involves straightforward

mathematical manipulation that includes successively differentiating

Equation (7.27c) and substitutions from Equations (7.27a) and (7.27b) to

eliminate derivatives of the state variables x

1

(t) and x

2

(t).

Suppose the procedure we outlined earlier is applied; that is, we let

t = to

Road contour u (t)

t

t

b

22

Transformao

Resultado

270 7. Modelling of Continuous-Time Dynamic Systems

y(t) + a

1

y(t) + a

0

y(t) = b

1

u(t) + b

0

u(t) , (7.25)

where a

1

= b

1

= /M, a

0

= b

0

= k/M.

x

1

(t) = y(t) and x

2

(t) = y(t). The state space representation then becomes:

x

1

(t) = x

2

(t)

x

2

(t) = a

1

x

2

(t) a

0

x

1

(t) + b

1

u(t) + b

0

u(t)

with y(t) = x

1

(t) .

(7.26a)

(7.26b)

(7.26c)

The perplexing outcome here is the explicit reference to the derivative

of the input function that appears on the right-hand side of Equation

(7.26b). It is not unreasonable to imagine cases of interest where u(t) is not

differentiable at all values of t in the observation interval. Recall that for

the example that is under consideration, u(t) corresponds to the road

surface over which the automobile is travelling. A discontinuity in the road

surface could correspond to a hole in the road as shown in Figure 7.11.

Because of this discontinuity in u(t), the derivative of u(t) does not exist at

t = t

b

. Does this mean that Equation (7.25) cannot be solved? Fortunately

the answer is No. The dilemma that we have encountered arises because

of a poor choice of state variables.

FIGURE 7.11. Discontinuous road surface.

As an alternative candidate for the state space representation, consider:

x

1

(t) = x

2

(t)

x

2

(t) = a

0

x

1

(t) a

1

x

2

(t) + u(t)

with y(t) = b

0

x

1

(t) + b

1

x

2

(t) .

(7.27a)

(7.27b)

(7.27c)

This representation certainly has the desired feature of being

independent of any derivatives of the input function, u(t). But is it a valid

representation? To confirm that it is, it must be possible to reconstruct the

original continuous system model of Equation (7.25) from Equation (7.27)

and this can, in fact, be achieved. The process involves straightforward

mathematical manipulation that includes successively differentiating

Equation (7.27c) and substitutions from Equations (7.27a) and (7.27b) to

eliminate derivatives of the state variables x

1

(t) and x

2

(t).

Suppose the procedure we outlined earlier is applied; that is, we let

t = to

Road contour u (t)

t

t

b

23

Transformao

270 7. Modelling of Continuous-Time Dynamic Systems

y(t) + a

1

y(t) + a

0

y(t) = b

1

u(t) + b

0

u(t) , (7.25)

where a

1

= b

1

= /M, a

0

= b

0

= k/M.

x

1

(t) = y(t) and x

2

(t) = y(t). The state space representation then becomes:

x

1

(t) = x

2

(t)

x

2

(t) = a

1

x

2

(t) a

0

x

1

(t) + b

1

u(t) + b

0

u(t)

with y(t) = x

1

(t) .

(7.26a)

(7.26b)

(7.26c)

The perplexing outcome here is the explicit reference to the derivative

of the input function that appears on the right-hand side of Equation

(7.26b). It is not unreasonable to imagine cases of interest where u(t) is not

differentiable at all values of t in the observation interval. Recall that for

the example that is under consideration, u(t) corresponds to the road

surface over which the automobile is travelling. A discontinuity in the road

surface could correspond to a hole in the road as shown in Figure 7.11.

Because of this discontinuity in u(t), the derivative of u(t) does not exist at

t = t

b

. Does this mean that Equation (7.25) cannot be solved? Fortunately

the answer is No. The dilemma that we have encountered arises because

of a poor choice of state variables.

FIGURE 7.11. Discontinuous road surface.

As an alternative candidate for the state space representation, consider:

x

1

(t) = x

2

(t)

x

2

(t) = a

0

x

1

(t) a

1

x

2

(t) + u(t)

with y(t) = b

0

x

1

(t) + b

1

x

2

(t) .

(7.27a)

(7.27b)

(7.27c)

This representation certainly has the desired feature of being

independent of any derivatives of the input function, u(t). But is it a valid

representation? To confirm that it is, it must be possible to reconstruct the

original continuous system model of Equation (7.25) from Equation (7.27)

and this can, in fact, be achieved. The process involves straightforward

mathematical manipulation that includes successively differentiating

Equation (7.27c) and substitutions from Equations (7.27a) and (7.27b) to

eliminate derivatives of the state variables x

1

(t) and x

2

(t).

Suppose the procedure we outlined earlier is applied; that is, we let

t = to

Road contour u (t)

t

t

b

Descontinuidade

24

Transformao

270 7. Modelling of Continuous-Time Dynamic Systems

y(t) + a

1

y(t) + a

0

y(t) = b

1

u(t) + b

0

u(t) , (7.25)

where a

1

= b

1

= /M, a

0

= b

0

= k/M.

x

1

(t) = y(t) and x

2

(t) = y(t). The state space representation then becomes:

x

1

(t) = x

2

(t)

x

2

(t) = a

1

x

2

(t) a

0

x

1

(t) + b

1

u(t) + b

0

u(t)

with y(t) = x

1

(t) .

(7.26a)

(7.26b)

(7.26c)

The perplexing outcome here is the explicit reference to the derivative

of the input function that appears on the right-hand side of Equation

(7.26b). It is not unreasonable to imagine cases of interest where u(t) is not

differentiable at all values of t in the observation interval. Recall that for

the example that is under consideration, u(t) corresponds to the road

surface over which the automobile is travelling. A discontinuity in the road

surface could correspond to a hole in the road as shown in Figure 7.11.

Because of this discontinuity in u(t), the derivative of u(t) does not exist at

t = t

b

. Does this mean that Equation (7.25) cannot be solved? Fortunately

the answer is No. The dilemma that we have encountered arises because

of a poor choice of state variables.

FIGURE 7.11. Discontinuous road surface.

As an alternative candidate for the state space representation, consider:

x

1

(t) = x

2

(t)

x

2

(t) = a

0

x

1

(t) a

1

x

2

(t) + u(t)

with y(t) = b

0

x

1

(t) + b

1

x

2

(t) .

(7.27a)

(7.27b)

(7.27c)

This representation certainly has the desired feature of being

independent of any derivatives of the input function, u(t). But is it a valid

representation? To confirm that it is, it must be possible to reconstruct the

original continuous system model of Equation (7.25) from Equation (7.27)

and this can, in fact, be achieved. The process involves straightforward

mathematical manipulation that includes successively differentiating

Equation (7.27c) and substitutions from Equations (7.27a) and (7.27b) to

eliminate derivatives of the state variables x

1

(t) and x

2

(t).

Suppose the procedure we outlined earlier is applied; that is, we let

t = to

Road contour u (t)

t

t

b

Descontinuidade

H soluo?

25

Transformao

270 7. Modelling of Continuous-Time Dynamic Systems

y(t) + a

1

y(t) + a

0

y(t) = b

1

u(t) + b

0

u(t) , (7.25)

where a

1

= b

1

= /M, a

0

= b

0

= k/M.

x

1

(t) = y(t) and x

2

(t) = y(t). The state space representation then becomes:

x

1

(t) = x

2

(t)

x

2

(t) = a

1

x

2

(t) a

0

x

1

(t) + b

1

u(t) + b

0

u(t)

with y(t) = x

1

(t) .

(7.26a)

(7.26b)

(7.26c)

The perplexing outcome here is the explicit reference to the derivative

of the input function that appears on the right-hand side of Equation

(7.26b). It is not unreasonable to imagine cases of interest where u(t) is not

differentiable at all values of t in the observation interval. Recall that for

the example that is under consideration, u(t) corresponds to the road

surface over which the automobile is travelling. A discontinuity in the road

surface could correspond to a hole in the road as shown in Figure 7.11.

Because of this discontinuity in u(t), the derivative of u(t) does not exist at

t = t

b

. Does this mean that Equation (7.25) cannot be solved? Fortunately

the answer is No. The dilemma that we have encountered arises because

of a poor choice of state variables.

FIGURE 7.11. Discontinuous road surface.

As an alternative candidate for the state space representation, consider:

x

1

(t) = x

2

(t)

x

2

(t) = a

0

x

1

(t) a

1

x

2

(t) + u(t)

with y(t) = b

0

x

1

(t) + b

1

x

2

(t) .

(7.27a)

(7.27b)

(7.27c)

This representation certainly has the desired feature of being

independent of any derivatives of the input function, u(t). But is it a valid

representation? To confirm that it is, it must be possible to reconstruct the

original continuous system model of Equation (7.25) from Equation (7.27)

and this can, in fact, be achieved. The process involves straightforward

mathematical manipulation that includes successively differentiating

Equation (7.27c) and substitutions from Equations (7.27a) and (7.27b) to

eliminate derivatives of the state variables x

1

(t) and x

2

(t).

Suppose the procedure we outlined earlier is applied; that is, we let

t = to

Road contour u (t)

t

t

b

Descontinuidade

SIM!

Mas para outra escolha de mudana de variveis

26

Outra Transformao

uma escolha vlida?

7.4 State Space Representation 271

There is, however, one further issue that needs to be addressed before

Equation (7.27) can be accepted as a useful state space representation. This

is the matter of initial conditions. Values are provided for y(t

0

) and y(t

0

)

and these have to be transformed into initial conditions for the state

variables x

1

and x

2

so that Equation (7.27a) and Eq. (7.27b) can be solved.

The necessary transformation can be developed using Equation (7.27c)

together with the result obtained by differentiating Equation (7.27c) and

substituting from Equation (7.27b). With t set to t

0

in the resulting

equations, we get:

y(t

0

) = b

0

x

1

(t

0

) + b

1

x

2

(t

0

)

y(t

0

) b

1

u(t

0

) = a

0

b

1

x

1

(t

0

) + (b

0

a

1

b

1

) x

2

(t

0

).

(7.28a)

(7.28b)

Equation (7.28) provides two linear algebraic equations for the two

unknowns x

1

(t

0

) and x

2

(t

0

). A sufficient condition for the existence of a

solution to these equations is that the determinant det of the coefficient

matrix on the right-hand side be nonzero. The value of the determinant is:

det = b

0

2

a

1

b

0

b

1

+ a

0

b

1

2

. (7.29)

For the specific case of the (linearised) automobile suspension system, a

0

,

a

1

, b

0

, and b

1

have values previously specified (see Equation (7.25)). With

these values substituted, det = (k/M)

2

and hence is nonzero. Consequently

we can conclude that Equation (7.27) is a satisfactory state space

representation for Equation (7.25) in that particular context.

det as given in

Equation (7.29) is nonzero which means that there is a possibility that the

state space representation of Equation (7.25) given by Equation (7.27) may

not be acceptable. It can, for example, be easily shown that if a

1

2

= 4a

0

and

a

1

b

1

= 2b

0

then det is identically zero. It is reasonable therefore to wonder

about the existence of another state space representation that circumvents

this possible flaw. Such an alternative does exist and is given by:

x

1

(t) = a

0

x

2

(t) + b

0

u(t)

x

2

(t) = x

1

(t) a

1

x

2

(t) + b

1

u(t)

with y(t) = x

2

(t) .

(7.30a)

(7.30b)

(7.30c)

Using the same procedure outlined earlier, it can be demonstrated that

Equation (7.25) can be reconstructed from Equation (7.30) and hence

Equation (7.30) is a valid representation for Equation (7.25). The equations

for the initial conditions follow from Equation (7.30c) and Equation

(7.30b) (setting t = t

0

):

y(t

0

) = x

2

(t

0

)

y(t

0

) b

1

u(t

0

) = x

1

(t

0

) a

1

x

2

(t

0

) .

In general, however, there is no guarantee that the value of

27

Outra Transformao

7.4 State Space Representation 271

There is, however, one further issue that needs to be addressed before

Equation (7.27) can be accepted as a useful state space representation. This

is the matter of initial conditions. Values are provided for y(t

0

) and y(t

0

)

and these have to be transformed into initial conditions for the state

variables x

1

and x

2

so that Equation (7.27a) and Eq. (7.27b) can be solved.

The necessary transformation can be developed using Equation (7.27c)

together with the result obtained by differentiating Equation (7.27c) and

substituting from Equation (7.27b). With t set to t

0

in the resulting

equations, we get:

y(t

0

) = b

0

x

1

(t

0

) + b

1

x

2

(t

0

)

y(t

0

) b

1

u(t

0

) = a

0

b

1

x

1

(t

0

) + (b

0

a

1

b

1

) x

2

(t

0

).

(7.28a)

(7.28b)

Equation (7.28) provides two linear algebraic equations for the two

unknowns x

1

(t

0

) and x

2

(t

0

). A sufficient condition for the existence of a

solution to these equations is that the determinant det of the coefficient

matrix on the right-hand side be nonzero. The value of the determinant is:

det = b

0

2

a

1

b

0

b

1

+ a

0

b

1

2

. (7.29)

For the specific case of the (linearised) automobile suspension system, a

0

,

a

1

, b

0

, and b

1

have values previously specified (see Equation (7.25)). With

these values substituted, det = (k/M)

2

and hence is nonzero. Consequently

we can conclude that Equation (7.27) is a satisfactory state space

representation for Equation (7.25) in that particular context.

det as given in

Equation (7.29) is nonzero which means that there is a possibility that the

state space representation of Equation (7.25) given by Equation (7.27) may

not be acceptable. It can, for example, be easily shown that if a

1

2

= 4a

0

and

a

1

b

1

= 2b

0

then det is identically zero. It is reasonable therefore to wonder

about the existence of another state space representation that circumvents

this possible flaw. Such an alternative does exist and is given by:

x

1

(t) = a

0

x

2

(t) + b

0

u(t)

x

2

(t) = x

1

(t) a

1

x

2

(t) + b

1

u(t)

with y(t) = x

2

(t) .

(7.30a)

(7.30b)

(7.30c)

Using the same procedure outlined earlier, it can be demonstrated that

Equation (7.25) can be reconstructed from Equation (7.30) and hence

Equation (7.30) is a valid representation for Equation (7.25). The equations

for the initial conditions follow from Equation (7.30c) and Equation

(7.30b) (setting t = t

0

):

y(t

0

) = x

2

(t

0

)

y(t

0

) b

1

u(t

0

) = x

1

(t

0

) a

1

x

2

(t

0

) .

In general, however, there is no guarantee that the value of

Basta obter a EDO original

fazendo a troca

28

Simulao

Previso

Determinar comportamento

29

Problema

Chapter 8 Simulation with CTDS Models

8.1 Overview of the Numerical Solution Process

8.1.1 The Initial Value Problem

An implicit requirement associated with modelling and simulation projects

within the realm of CTDS models is a means for solving the

differential equations embedded in the conceptual model. In very special

cases these equations can fall into a category for which closed-form

analytic solutions can be developed and this certainly has many

advantages. Far more common, however, is the case where the features of

the equations preclude such a solution approach. In such situations,

numerical approximation procedures provide the only solution alternative.

Our concern in this section is with exploring some of these numerical

procedures. More specifically, our interest focuses on the means for

solving the generic Equation (7.21a) of Chapter 7. (The companion equation

(7.21b) is not relevant here because it simply represents a functional

relationship defined on the state vector, x(t)).

Our concern, therefore, is with numerical procedures for generating the

solution of the equation

x(t) = f(x(t),t) (8.1)

over the observation interval I

O

= [t

0,

t

f

] where t

0

, t

f

, and x(t

0

) = x

0

are

assumed to be explicitly given. (Note that the explicit dependence of the

derivative function f on u(t) that appears in Equation (7.21a) has been

suppressed in this representation; the role of u(t) has been merged into the

explicit dependence on t.) In general, x and f in Equation (8.1) are vectors

of dimension N.

The problem stated above is commonly called the initial value problem

(IVP). It is distinct from a closely related problem called the boundary

value problem (BVP). In both problems at least N pieces of data about the

solution are known. In the case of the IVP these are the N components of

the N-vector x

0

. The situation in the case of the BVP is different because

the known values do not occur at the same value of t. The available data

could, for example, be:

Chapter 8 Simulation with CTDS Models

8.1 Overview of the Numerical Solution Process

8.1.1 The Initial Value Problem

An implicit requirement associated with modelling and simulation projects

within the realm of CTDS models is a means for solving the

differential equations embedded in the conceptual model. In very special

cases these equations can fall into a category for which closed-form

analytic solutions can be developed and this certainly has many

advantages. Far more common, however, is the case where the features of

the equations preclude such a solution approach. In such situations,

numerical approximation procedures provide the only solution alternative.

Our concern in this section is with exploring some of these numerical

procedures. More specifically, our interest focuses on the means for

solving the generic Equation (7.21a) of Chapter 7. (The companion equation

(7.21b) is not relevant here because it simply represents a functional

relationship defined on the state vector, x(t)).

Our concern, therefore, is with numerical procedures for generating the

solution of the equation

x(t) = f(x(t),t) (8.1)

over the observation interval I

O

= [t

0,

t

f

] where t

0

, t

f

, and x(t

0

) = x

0

are

assumed to be explicitly given. (Note that the explicit dependence of the

derivative function f on u(t) that appears in Equation (7.21a) has been

suppressed in this representation; the role of u(t) has been merged into the

explicit dependence on t.) In general, x and f in Equation (8.1) are vectors

of dimension N.

The problem stated above is commonly called the initial value problem

(IVP). It is distinct from a closely related problem called the boundary

value problem (BVP). In both problems at least N pieces of data about the

solution are known. In the case of the IVP these are the N components of

the N-vector x

0

. The situation in the case of the BVP is different because

the known values do not occur at the same value of t. The available data

could, for example, be:

Chapter 8 Simulation with CTDS Models

8.1 Overview of the Numerical Solution Process

8.1.1 The Initial Value Problem

An implicit requirement associated with modelling and simulation projects

within the realm of CTDS models is a means for solving the

differential equations embedded in the conceptual model. In very special

cases these equations can fall into a category for which closed-form

analytic solutions can be developed and this certainly has many

advantages. Far more common, however, is the case where the features of

the equations preclude such a solution approach. In such situations,

numerical approximation procedures provide the only solution alternative.

Our concern in this section is with exploring some of these numerical

procedures. More specifically, our interest focuses on the means for

solving the generic Equation (7.21a) of Chapter 7. (The companion equation

(7.21b) is not relevant here because it simply represents a functional

relationship defined on the state vector, x(t)).

Our concern, therefore, is with numerical procedures for generating the

solution of the equation

x(t) = f(x(t),t) (8.1)

over the observation interval I

O

= [t

0,

t

f

] where t

0

, t

f

, and x(t

0

) = x

0

are

assumed to be explicitly given. (Note that the explicit dependence of the

derivative function f on u(t) that appears in Equation (7.21a) has been

suppressed in this representation; the role of u(t) has been merged into the

explicit dependence on t.) In general, x and f in Equation (8.1) are vectors

of dimension N.

The problem stated above is commonly called the initial value problem

(IVP). It is distinct from a closely related problem called the boundary

value problem (BVP). In both problems at least N pieces of data about the

solution are known. In the case of the IVP these are the N components of

the N-vector x

0

. The situation in the case of the BVP is different because

the known values do not occur at the same value of t. The available data

could, for example, be:

30

Problema Valor Inicial

Chapter 8 Simulation with CTDS Models

8.1 Overview of the Numerical Solution Process

8.1.1 The Initial Value Problem

An implicit requirement associated with modelling and simulation projects

within the realm of CTDS models is a means for solving the

differential equations embedded in the conceptual model. In very special

cases these equations can fall into a category for which closed-form

analytic solutions can be developed and this certainly has many

advantages. Far more common, however, is the case where the features of

the equations preclude such a solution approach. In such situations,

numerical approximation procedures provide the only solution alternative.

Our concern in this section is with exploring some of these numerical

procedures. More specifically, our interest focuses on the means for

solving the generic Equation (7.21a) of Chapter 7. (The companion equation

(7.21b) is not relevant here because it simply represents a functional

relationship defined on the state vector, x(t)).

Our concern, therefore, is with numerical procedures for generating the

solution of the equation

x(t) = f(x(t),t) (8.1)

over the observation interval I

O

= [t

0,

t

f

] where t

0

, t

f

, and x(t

0

) = x

0

are

assumed to be explicitly given. (Note that the explicit dependence of the

derivative function f on u(t) that appears in Equation (7.21a) has been

suppressed in this representation; the role of u(t) has been merged into the

explicit dependence on t.) In general, x and f in Equation (8.1) are vectors

of dimension N.

The problem stated above is commonly called the initial value problem

(IVP). It is distinct from a closely related problem called the boundary

value problem (BVP). In both problems at least N pieces of data about the

solution are known. In the case of the IVP these are the N components of

the N-vector x

0

. The situation in the case of the BVP is different because

the known values do not occur at the same value of t. The available data

could, for example, be:

Chapter 8 Simulation with CTDS Models

8.1 Overview of the Numerical Solution Process

8.1.1 The Initial Value Problem

An implicit requirement associated with modelling and simulation projects

within the realm of CTDS models is a means for solving the

differential equations embedded in the conceptual model. In very special

cases these equations can fall into a category for which closed-form

analytic solutions can be developed and this certainly has many

advantages. Far more common, however, is the case where the features of

the equations preclude such a solution approach. In such situations,

numerical approximation procedures provide the only solution alternative.

Our concern in this section is with exploring some of these numerical

procedures. More specifically, our interest focuses on the means for

solving the generic Equation (7.21a) of Chapter 7. (The companion equation

(7.21b) is not relevant here because it simply represents a functional

relationship defined on the state vector, x(t)).

Our concern, therefore, is with numerical procedures for generating the

solution of the equation

x(t) = f(x(t),t) (8.1)

over the observation interval I

O

= [t

0,

t

f

] where t

0

, t

f

, and x(t

0

) = x

0

are

assumed to be explicitly given. (Note that the explicit dependence of the

derivative function f on u(t) that appears in Equation (7.21a) has been

suppressed in this representation; the role of u(t) has been merged into the

explicit dependence on t.) In general, x and f in Equation (8.1) are vectors

of dimension N.

The problem stated above is commonly called the initial value problem

(IVP). It is distinct from a closely related problem called the boundary

value problem (BVP). In both problems at least N pieces of data about the

solution are known. In the case of the IVP these are the N components of

the N-vector x

0

. The situation in the case of the BVP is different because

the known values do not occur at the same value of t. The available data

could, for example, be:

Chapter 8 Simulation with CTDS Models

8.1 Overview of the Numerical Solution Process

8.1.1 The Initial Value Problem

An implicit requirement associated with modelling and simulation projects

within the realm of CTDS models is a means for solving the

differential equations embedded in the conceptual model. In very special

cases these equations can fall into a category for which closed-form

analytic solutions can be developed and this certainly has many

advantages. Far more common, however, is the case where the features of

the equations preclude such a solution approach. In such situations,

numerical approximation procedures provide the only solution alternative.

Our concern in this section is with exploring some of these numerical

procedures. More specifically, our interest focuses on the means for

solving the generic Equation (7.21a) of Chapter 7. (The companion equation

(7.21b) is not relevant here because it simply represents a functional

relationship defined on the state vector, x(t)).

Our concern, therefore, is with numerical procedures for generating the

solution of the equation

x(t) = f(x(t),t) (8.1)

over the observation interval I

O

= [t

0,

t

f

] where t

0

, t

f

, and x(t

0

) = x

0

are

assumed to be explicitly given. (Note that the explicit dependence of the

derivative function f on u(t) that appears in Equation (7.21a) has been

suppressed in this representation; the role of u(t) has been merged into the

explicit dependence on t.) In general, x and f in Equation (8.1) are vectors

of dimension N.

The problem stated above is commonly called the initial value problem

(IVP). It is distinct from a closely related problem called the boundary

value problem (BVP). In both problems at least N pieces of data about the

solution are known. In the case of the IVP these are the N components of

the N-vector x

0

. The situation in the case of the BVP is different because

the known values do not occur at the same value of t. The available data

could, for example, be:

31

Na Prtica

para o PVI

(t

n

, x

n

) : n = 0, 1, 2, , M

x

n

x(t

n

)

t

n+1

= t

n

+h

32

Na Prtica

278 8. Simulation with CTDS Models

x

x

x

x

x

x x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x x

x

x

x

n

h

n

True solution

through (t

0

, x

0

)

X(t)

x

0

t

0

t

n

t

n+1

t

t

f

X(t

n

)

FIGURE 8.1. Numerical solution to an IVP.

An important feature of Figure 8.1 is the implication that the numerical

solution rarely coincides with the true solution. In fact, it is only at the

starting point t = t

0

where there is certainty that the numerical value is

identical to the true value. All other numerical values are, in general,

different from the true value. This difference, that is, the error, has two

basic origins:

a) Truncation (or discretisation) error.

This is a property of the solution method.

b) Round-off error.

This is a property of the computer program used to implement the

solution method.

It arises because of the finite precision in number

representation.

Although not apparent from Figure 8.1, it is important to appreciate that

with all numerical solution methods, each new solution estimate is

generated using information from previously generated solution values; in

other words it is constructed from data that may already have significant

error. This somewhat disturbing fact sets the stage for the propagation of

error that, in turn, can lead to instability. In other words, there is the

possibility that the size of the error will grow, in an unbounded manner, as

new solution values are generated.

Stability is one of several important attributes that can be associated

with any solution method. Others are:

Soluo real

33

Mtodos

Famlia Runge-Kutta

Passo xo/varivel

Monte Carlo

34

Euller

8.1 Overview of the Numerical Solution Process 279

x Order (this is closely related to the notion of truncation error introduced

earlier).

x Accuracy (this is a reference to the correspondence between the true

solution and the numerical solution).

x Local efficiency (this is a measure of the computational effort required

to move the generated solution forward from t = t

n

to t = t

n+1

; it is

typically measured in terms of the number of evaluation of the

derivative function f).

In the discussion that follows, we explore these various matters that

have vital importance to the simulation phase of a modelling and

simulation study within the CTDS realm.

8.1.4 Comparison of Two Preliminary Methods

The Euler Method

The Euler method is the most fundamental of the wide range of approaches

that are available for the numerical solution of the IVP. The underlying

concept is shown in Figure 8.2.

h

n

True solution through (t

n

, x

n

)

x

n

t

0

t

n

t

n+1

t

x

n+1

Local truncation error

FIGURE 8.2. The Euler method.

The assumption in Figure 8.2 is that the solution process has progressed

to t = t

n

and the solution value generated at t = t

n

is x

n

. We denote by f

n

the

slope of the true solution through the point (t

n

, x

n

); that is,

Erro Truncamento

Soluo Verdadeira

35

Euller

8.1 Overview of the Numerical Solution Process 279

x Order (this is closely related to the notion of truncation error introduced

earlier).

x Accuracy (this is a reference to the correspondence between the true

solution and the numerical solution).

x Local efficiency (this is a measure of the computational effort required

to move the generated solution forward from t = t

n

to t = t

n+1

; it is

typically measured in terms of the number of evaluation of the

derivative function f).

In the discussion that follows, we explore these various matters that

have vital importance to the simulation phase of a modelling and

simulation study within the CTDS realm.

8.1.4 Comparison of Two Preliminary Methods

The Euler Method

The Euler method is the most fundamental of the wide range of approaches

that are available for the numerical solution of the IVP. The underlying

concept is shown in Figure 8.2.

h

n

True solution through (t

n

, x

n

)

x

n

t

0

t

n

t

n+1

t

x

n+1

Local truncation error

FIGURE 8.2. The Euler method.

The assumption in Figure 8.2 is that the solution process has progressed

to t = t

n

and the solution value generated at t = t

n

is x

n

. We denote by f

n

the

slope of the true solution through the point (t

n

, x

n

); that is,

Erro Truncamento

Soluo Verdadeira

280 8. Simulation with CTDS Models

f

n

= f(x

n

, t

n

) .

The solution approximation at t = t

n+1

= t

n

+ h

n

associated with the Euler

method is:

x

n+1

= x

n

+ h

n

f

n

. (8.2)

Although the approach here is intuitively appealing, it can also be viewed as

an approximation arising from the definition of a derivative, namely, from the

definition that:

x

(t) =

dt

dx

=

0

lim

o '

'

' ) ( - ) ( t x t x

.

The update formula of Equation (8.2) is then obtained by ignoring the

requirement for to approach zero and by making the following

associations: t = t

n

, = h

n

, x(t

n

) = x

n

, x(t

n

+ h

n

) = x

n+1

and (t

n

) = f

n

.

The Modified Euler Method (or Trapezoidal Rule)

The Euler method moves forward on the basis of a single derivative

function evaluation. This value (namely, f(x

n

, t

n

)) is the slope of the true

solution that passes through the solution estimate (t

n

,x

n

). But because (t

n

,

x

n

) is not generally on the desired solution (the one through (t

0

, x

0

)) it is

reasonable to conjecture that some other slope value might be a better

choice. The Modified Euler method creates such an alternate choice by first

evaluating the derivative function at the solution estimate produced by the

Euler method and then taking an average of the two slope values that are

thus available. More specifically,

x Take an Euler step to produce the value p

n+1

= (x

n

+ h

n

f

n

) at t = t

n+1

.

x Let F

n+1

= f(p

n+1

, t

n+1

).

x Choose the solution estimate at t = t

n+1

to be:

x

n+1

= x

n

+ h

n

(f

n

+ F

n+1

)/2. (8.3)

One difference between solution estimates from the Euler and the

Modified Euler methods (given by Equations (8.2) and (8.3), respectively)

is that the former requires only one derivative function evaluation whereas

the latter requires two. It is natural, therefore, to expect some advantage

from the added effort. An advantage is certainly present and it is realised in

terms of superior error performance, at least at the level of local behaviour.

This feature can be explored by examining the Taylor series expansion of

the true solution of Equation (8.1) that goes through the point (t

n

, x

n

). As

earlier, we denote this particular solution by X

n

(t). A Taylor series

expansion gives:

X

n

(t

n

+ ) = X

n

(t

n

) + X

n

(t

n

) +

2

X

n

(t

n

) + O(

3

). (8.4)

x

36

Runge-Kutta

282 8. Simulation with CTDS Models

8.2 Some Families of Solution Methods

The most common numerical solution methods for the IVP fall into two

broad classes. We examine each of these in turn beginning with the Runge

Kutta family.

8.2.1 The RungeKutta Family

There are two representations for the RungeKutta family and these are

referred to as explicit and implicit representations. We restrict our

considerations to the explicit representation. The explicit s-stage Runge

Kutta formula is given below:

x

n+1

= x

n

+ h

i

s

1

b

i

g

i

, (8.5)

where:

g

1

= f(x

n

, t

n

)

g

2

= f(x

n

+ h a

21

g

1 n 2

)

g

3

= f(x

n

+ h (a

31

g

1

+ a

32

g

2

), t

n

+ c

3

h)

.

.

g

s

= f(x

n

+ h (a

s1

g

1

+ a

s2

g

2

+ . . . a

s s-1

g

s-1

), t

n

+ c

s

h) .

Remarks

x The s-stage formula requires s evaluations of the derivative function f to

advance one step (of length h) along the t-axis.

x The s-stage formula has S = (s

2

+ 3s 2)/2 free parameters, namely, the

collection of b

i

s, a

ij

s, and c

k

s. Numerical values for these parameters

are determined by a procedure that undertakes to establish an

equivalence between the computed value x

n+1

and the first r terms in a

Taylor series expansion for the true solution X(t) passing through (t

n

,

x

n

). This creates a formula of order r. It is always true that r s. In

essentially all cases, there are many ways to select values for the S

parameters in order to achieve a formula of order r s.

x The general formula given in Equation (8.5) is explicit because the

solution value x

n+1

evolves directly without the need for the resolution

for further numerical issues. Observe also that no past solution

information is needed to generate x

n+1

. As we show in the discussion

that follows, these features are not always provided by other methods.

t + c h ,

, , ,

37

RK 4

8.2 Some Families of Solution Methods 283

It is interesting to observe that both methods introduced earlier in

Section 8.1.4 are members of the RungeKutta family. The first-order

Euler method corresponds to the case where s = 1, and b

1

= 1 and the

second-order Modified Euler method corresponds to the case where s = 2,

b

1

= b

2

= 1/2, a

21

= c

2

= 1. An alternate second-order method, frequently

called the Heun form, is given by s = 2, b

1

= 1/4, b

2

= 3/4, a

21

= c

2

= 2/3.

Third- and fourth-order RungeKutta formulas are often used and a

representative of each of these classes is provided below. The third-order

formula given below is often called the Heun form.

x

n+1

= x

n

+

4

1

h [g

1

+ 3 g

3

]

g

1

= f(x

n

, t

n

)

g

2

= f(x

n

+

3

1

h g

1

, t

n

+

3

1

h)

g

3

= f(x

n

+

3

2

h g

2

, t

n

+

3

2

h) .

The fourth-order formula given below is often called the Kutta (or the

classic) form.

x

n+1

= x

n

+

6

1

h [g

1

+ 2 g

2

+ 2 g

3

+g

4

]

g

1

= f(x

n

, t

n

)

g

2

= f(x

n

+

2

1

h g

1

, t

n

+

2

1

h)

g

3

= f(x

n

+

2

1

h g

2

, t

n

+

2

1

h)

g

4

= f(x

n

+ h g

3

, t

n

+ h) .

8.2.2 The Linear Multistep Family

Specific methods in this family are constructed from the following generic

formula,

k

i

k

i

i n i i n i n

1 0

1 1 1

f h x x ,

(8.6)

where f

j

= f(x

j

,t

j

). Notice that an essential difference from the RungeKutta

family is the reliance on past values of the numerical solution and on the

slope of the solution at those values, that is, on the derivative function f

evaluated at those past values. Several special cases can be identified:

38

Classicao de Sistemas

Linearidade

39

Aditividade

x1 y1

x2 y2

x1+x2 y1+y2

40

Homogeneidade

x y

kx ky

41

Superposio

superposio

x1 y1

x2 y2

42

Resposta

condio inicial

entrada

43

Exemplo

y(t) = v

c

(t

0

) + Rx(t) +

1

C

t

t

0

x()d, t t

0

resposta entrada nula

Resposta estado nulo

44

Classicao de Sistemas

Invariantes no tempo

Variantes no tempo

45

Invarincia

46

Invarincia

S Atraso T

Atraso T S

x(t)

x(t) x(t-T)

y(t) y(t-T)

y(t-T)

47

Classicao Sistemas

Causal

No-causal

48

Causalidade

t0 depende apenas do valor da entrada para tt0

49

No-causal

Limite superior

50

Classicao de Sistemas

Inversvel

No-inversvel

51

Classicao de Sistemas

Contnuo

Discreto

52

- Fuzzy Predictive Control of Fractional-OrderUploaded byRuchit Pathak
- When We Use Numerical Solution EXCEPT Analytical SolutionUploaded bySidra Kanwal
- F8Uploaded bydemos2011
- F38817A8022Uploaded byShafayet Uddin
- MIT6_003F11_hw01Uploaded byAnkur Singh
- Equations and InequalitiesUploaded byd
- Nielsen - Global Upscaling of PermeabilityUploaded byabdounou
- art:10.1007/BF019522352Uploaded bymcqtest
- R05421703-DIGITALCONTROLSYSTEMSUploaded byvanamgoutham
- Giacomini (2013) the Relationship Between DSGE and VAR Models. CeMMAPUploaded byrhroca2762
- 1 5 Open SentencesUploaded bySchievvie Mae Abanilla
- Monotone Control SystemsUploaded byFabián Alberto Ortega Quintana
- Control System Lab Manual # 2Uploaded byEdward Spencer
- x 023501510Uploaded bysreekantha2013
- Symbolic identification for fault detection in aircraft gas turbine enginesUploaded byRavi Kumar Bandarulanka
- 1-s2.0-S0096300315015593-main.pdfUploaded byV
- Engineering Mathematics IIIUploaded byDAVID
- Worksheet 1.6 (Cartesian Coordinate Plane, Graphing Linear Equations in Two Variables, And Slopes)Uploaded byAria Carino
- mod2Uploaded byshakthi
- Progress in Scale Modeling Volume 2Uploaded by段毓
- 2013-2014-homework-pre.docUploaded bygregmcginnis
- es table algebra 2 pba mya for parcc finalUploaded byapi-115680157
- HowUploaded byBanshi Rajpurohit Chandesara
- 325-NCS_Handbook05Uploaded bysergiovelasquezg
- 46071576simulink2 PDFUploaded byNch NM
- Control Systems for electrical engineering.Uploaded byHarpreet Sharma
- Ip MathsUploaded byVinayak Gupta
- ch 5 hw listUploaded byapi-424017280
- 192Uploaded byahmadusman123
- Digital Control Sys SyllabusUploaded byAndre Silva

- tabelaUploaded byAloisio Kawakita
- Cotacoes das acoesUploaded byAloisio Kawakita
- Formulario Inscricao para o mestrado no ITAqUploaded byAloisio Kawakita
- Resol Quest Vestib,Mat-finUploaded byclolca
- Resol Quest Vestib,Mat-finUploaded byclolca
- 2014-10-26 - JapanAWDAWDAs Approach to Demand-side ManagementUploaded byAloisio Kawakita
- 2014-10-26 - JapanAWDAWDAs Approach to Demand-side ManagementUploaded byAloisio Kawakita
- Inimigos.da.Razao.by.Heverton.www.Bestdocs.com.BrUploaded byAloisio Kawakita
- aula5Uploaded byAloisio Kawakita
- MecatronicaUploaded byLeônidas Felix
- MecatronicaUploaded byLeônidas Felix
- PropagacaoErro_MetrologiaUploaded byAloisio Kawakita
- Formulario integraisUploaded byronnymec

- BilateralUploaded byDeepa Ramesh
- CourseHandOut_Data Structures and Algorithms DesignUploaded byASIF VORA
- Variables Selection and Transformation SAS EMUploaded byJennifer Parker
- Medical Diagnosis ClassificationUploaded byCS & IT
- Compre Makeup QpUploaded byKriti Goyal
- Signal-Processing-in-Matlab-Present.pptUploaded byManhPhan
- UNIT_1 DAAUploaded byAmbikapathy Rajendran
- File Exchange - MATLAB CentralUploaded byAbdi Juragan Rusdyanto
- Signals & Systems ECE220 Lec 1 Introduction and SignalsUploaded byNikesh Bajaj
- Birthday Paradox -Tanuj Sood & Mallika ThakurUploaded byTanujSood
- Partial Adjustment ModelUploaded byYarus Lfc
- 7 - Exercises on Queueing TheoryUploaded byRamiro Herazo Salas
- 8 StrategiesUploaded byCik Miramy
- 2017. Muriana - Project Risk Management, A Deterministic Quantitative Techniquefor Assessment and MitigationUploaded byPari D. ShitPosting
- Disc 12Uploaded bySriya Rajagopalan
- MachineLearning-Lecture19.pdfUploaded bySethu S
- Lecture Steady State ErrorUploaded byFahadKh
- different simplex methodsUploaded bydaselknam
- Dorvlo Et Al (2002) - Solar Radiation Estimation Using Artificial Neural NetworksUploaded byAntonio Bezerra
- Exam 1 Learning ObjectivesUploaded byGregory
- An enhanced and secured RSA key generation .pdfUploaded byAnthony Mauricio Villanueva Arrestegui
- 07127003 A Security and Privacy Review of VANETsUploaded byGradinaru Sammy
- Concept of ProbabilityUploaded byTeck Siang
- Vector QuantizationUploaded byEr Paramjit Singh
- 10.1109@ijcnn.1993.713922Uploaded byBryan Peñaloza
- Fulbright-MIT C-WS BrochureUploaded bykoduru
- Undetectable Computer Viruses - DM Chess & SR White - Virus Bulletin Conference, Sep 2000Uploaded byaxyzaaa
- dspUploaded bymsurendiran
- Waiting Line TheoryUploaded byDeepti Borikar
- using System algor.fulbito.docUploaded byCristhian Hurtado Pachas