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Yunpeng Zhu
Simple linear systems
© Copyright 2023 Yunpeng Zhu. All Rights Reserved
Edition: v1.1
Table of Contents
1 The first order system .............................................................................- 1 -
1.1 Concept .................................................................................................- 1 -
1.2 Examples ...............................................................................................- 1 -
1.3 Responses of the first order system ......................................................- 2 -
2 The second order system ........................................................................- 8 -
2.1 Impulse responses of the second order system ....................................- 8 -
2.2 Unit step responses of the second order system ................................ - 12 -
2.3 Time Domain Specifications ................................................................ - 15 -
3 Summary ............................................................................................... - 19 -
i
1 The first order system
1.1 Concept
1.2 Examples
1 dVC
C
With VR iR and VC i dt i C ,
dt
dVC
VR VC iR VC RC VC Vi
dt
-1-
The water tank:
d(AH ) dH dH
Q Qo A A gH Q
dt dt dt
1.3 Responses of the first order system
Quiz 1.1: How to get the first order transfer function using a close loop control?
1
K
G ( s ) K Ts
1 Ts 1
1
Ts
Without loss generality, in the study of first order systems, we can take K 1 ,
thus
1
G(s)
Ts 1
The whole system can be represented as
1
Y ( s) U ( s)
Ts 1
(a) Impulse response
Consider the unit impulse signal as an input to the first order system,
-2-
u (t ) (t ) U ( s) 1
Substitute U ( s ) 1 in
1
Y ( s) U ( s)
Ts 1
yields
1
Y (s)
Ts 1
Rearrange the above equation in head-1 standard form:
1 1
Y (s)
T s T 1
Laplace transform pair:
1
e t , t 0 Re( s)
s
1 T1 t
y (t ) e , t 0
T
The unit impulse response y(t) is an exponential decaying signal for positive
values of ‘t’ and it is zero for negative values of ‘t’.
Quiz 1.2: Plot the impulse response of the system
5 y(t ) 2 y(t ) u (t )
-3-
Conduct Laplace transform on both sides of the equation:
5sY ( s) 2Y ( s) U ( s)
1 1 1 52 t
Y ( s ) G ( s )U ( s ) y (t ) e , t 0
5s 2 5
5
1
u (t ) us (t ) U ( s)
s
1
Substitute U ( s) in
s
1
Y ( s) U ( s)
Ts 1
yields
1 1
Y ( s)
Ts 1 s
Rearrange the above equation in head-1 standard form:
-4-
1 1 A B A(Ts 1) Bs
Y (s)
s Ts 1 s Ts 1 s (Ts 1)
Let A(Ts 1) Bs 1, there is
A 1
AT B T B 0 B T
Therefore:
1 T 1 1
Y ( s)
s Ts 1 s s T 1
Laplace transform pair:
1
us (t ) Re( s) 0
s
1
e t , t 0 Re( s)
s
1
t
y (t ) 1 e T
,t 0
1
t
The transient response: ytr (t ) e T
,t 0
The value of the unit step response y(t) is zero at t = 0 and for all negative
values of t. It is gradually increasing from zero value and finally reaches to one
in steady state. The steady state value depends on the magnitude of the input.
Quiz 1.3: Plot the unit step response of the system
3 y(t ) y(t ) 2u (t )
-5-
Conduct Laplace transform on both sides of the equation:
3sY ( s) Y ( s) 2U ( s)
1
u (t ) tus (t ) U ( s)
s2
1
Substitute U ( s) in
s2
1
Y ( s) U ( s)
Ts 1
yields
1 1
Y ( s)
Ts 1 s 2
-6-
Rearrange the above equation using partial fractions:
A B C Bs (Ts 1) A(Ts 1) Cs 2 1
Y (s) 2 2
s s Ts 1 s (Ts 1)
2
s (Ts 1)
BT C 0 C T
2
B AT 0 B T
A 1 A 1
Therefore:
1 T T2 1 T T
Y (s) 2 2
s s Ts 1 s s s 1
T
Laplace transform pair:
1
us (t ) Re( s) 0
s
1
e t , t 0 Re( s)
s
1
t, t 0 Re( s) 0
s2
1
t
y (t ) t T Te T
,t 0
1
t
The transient response: ytr (t ) Te T
,t 0
-7-
The unit ramp response, y(t) follows the unit ramp input signal for all positive
values of t. But, there is a deviation of T units from the input signal.
k
m
y(t) u(t)
At the zero initial conditions, take Laplace transform on both sides of the
equation, yields
ms 2Y ( s ) kY ( s ) U ( s )
k
1 1 m y (t ) 1 sin( k t ), t 0
Y (s) 2
ms k mk s 2 k mk m
m
-8-
according to the Laplace Transform pair:
Sine function
sin(t ) us (t ) or sin(t ), t 0 s 2
2
This indicates that when you give the system an impulse, the system will
k
oscillate under the frequency (rad/s), this frequency is known as the
m
natural frequency. Natural frequency is the intrinsic property of a system.
Consider c 0
The differential equation
my cy ky u
k c c
where n is the natural frequency; 2n is the
m m 2mn
damping factor.
k
The frequency n is also written as n 2 f n , where f n is the physical
m
frequency with the unit Hz.
Why we normalize the second order system in this way?
y 2n y n 2 y u
s 2Y ( s ) 2n sY ( s ) n 2Y ( s ) U ( s )
-9-
2n 4( 2 1)n 2
The system has two complex poles: s1 , s2 .
2
s1 , s2 jd
In the unit impulse response of the system, real poles pairs e t dominant
transient responses, while imaginary poles pairs sin(dt ) dominant steady
state oscillations.
The imaginary part of the poles d above is known as the damp natural
frequency as it dominants the oscillation of the second order system.
y 2n y n 2 y u
s 2Y ( s ) 2n sY ( s ) n 2Y ( s ) U ( s )
- 10 -
If 1 , The transfer function of the second order system becomes
1
G (s)
s 2 2n s n 2
Summarize:
1. The second order system wants to oscillate
k
n or d n 1 2
m
3. The damping aims to reduce this oscillation.
- 11 -
4. A summary table
0 Undamped Imaginary poles Non-stop oscillation
0 1 Under damped Complex poles Decayed oscillation
1 Critically damped Equal real poles No oscillation
1 Over damped Real poles No oscillation
Now we can say the typical second order transfer function can be written as
1
G (s)
s 2n s n 2
2
BUT in many cases, we want to know the system responses under the unit step
input.
For a damped second order system subject to unit step input
y 2n y n 2 y us
dx d2 x
lim 0 , lim 2 0
t dt t dt
- 12 -
This implies that under the unit step input, the steady state output is 1 n 2 .
Usually we prefer the output is 1 for the convenience of system analysis.
Therefore, we often rewrite the normalized second order system as
y 2n y n 2 y n 2u
n 2
G ( s) 2
s 2n s n 2
1 n 2
G (s) and G ( s ) 2
s 2 2n s n 2 s 2n s n 2
are correct transfer functions of a second order system, but the second one is
normalized considering its steady state response under the unit step input is 1.
Quiz 2.1: How to get the normalized second order transfer function using a
close loop control?
n 2
s ( s 2n ) n 2
G (s) 2
n 2 s 2n s n 2
1
s ( s 2n )
n 2
Y (s) 2 U (s)
s 2n s n 2
Now we will discuss the responses of the second order system under the unit
step input:
n 2 1
Y (s) 2
s 2n s n s
2
- 13 -
The time domain response can be reconstructed by using the inverse Laplace
Transform. Similar to the impulse response, we can get the Undamped, Under
damped, Critically damped, and Over damped responses below
0 Undamped y (t ) 1 cos(nt ), t 0
0 1 Under damped e t
y (t ) 1 [d sin(d t ) cos(d t )],
d
n , t 0
1 Critically damped y (t ) 1 e nt nte nt , t 0
1 Over damped 1
y (t ) 1 e s1t
2( 1)( 1)
2 2
,t 0
1
e s2 t
2( 1)( 1)
2 2
- 14 -
2.3 Time Domain Specifications
- 15 -
All the time domain specifications of an underdamped second order system
are represented in this figure.
The response up to the settling time ts is known as transient response and the
response after the settling time is known as steady state response.
We will talk about this figure step by step.
(a) Delay time
It is the time required for the response to reach half of its final value from the
zero instant. It is denoted by td.
The step response of the normalized second order system will end at 1.
Therefore, at t td , the value of the step response will be 0.5. This delay time
td is
1 0.7
td
n
(b) Rise time
It is the time required for the response to rise from 0% to 100% of its final
value. This is applicable for the under-damped systems. For the over-damped
systems, consider the duration from 10% to 90% of the final value. Rise time is
denoted by tr. The rise time tr is
tr , cos( )
d
(c) Peak time
It is the time required for the response to reach the peak value for the first
time. It is denoted by tp. At t t p , the first derivate of the response is zero.
The peak time tp and the damped frequency d are inversely proportional to
each other:
tp (about half period)
d
- 16 -
(d) Overshoot
Peak overshoot Mp is defined as the deviation of the response at peak time
from the final value of response. It is also called the maximum overshoot.
Mathematically, we can write it as
M p y (t p ) y ()
where y (t p ) is the peak value of the response; y () is the final (steady state)
value of the response.
Substituting t p in to the response of the system, yields
d
1 2
Mp e
From the above equation, we can conclude that the percentage of peak
overshoot % M p will decrease if the damping ratio increases.
- 17 -
Bothe the settling time t s and the constant are inversely proportional to
the damping ratio
Bothe the settling time t s and the constant are independent of the
system gain. That means even the system gain changes, the settling time
t s and the constant will never change.
Quiz 2.2: Find the time domain specifications of a control system having the
closed loop transfer function
4
G(s)
s 2s 4
2
when the unit step signal is applied as an input to this control system.
We know that the standard form of the transfer function of the second order
closed loop control system as
n 2
G ( s) 2
s 2n s n 2
By equating these two transfer functions, we will get the undamped natural
frequency n as
n 2 rad/s
And the damping ratio as
0.5
The damped frequency d can therefore be achieved as
- 18 -
Time domain Substitution of
formula Final value
specification values in formula
1 0.7 1 0.7 0.5
Delay time td td td 0.675 s
n 2
tr
Rise time 3 tr 1.207 s
d tr
1.732
Peak time tp tp t p 1.813 s
d 1.732
0.5
% Over shoot 1 2
%M p e 10.52 % M p 16.32%
%M p e
3 Summary
Unit step response is the most important case:
- 19 -