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P.R. VENKATESWARAN

Faculty, Instrumentation and Control Engineering,

Manipal Institute of Technology, Manipal

Karnataka 576 104 INDIA

Ph: 0820 2925154, 2925152

Fax: 0820 2571071

Email: pr.venkat@manipal.edu, prv_i@yahoo.com

Web address: http://www.esnips.com/web/SystemModelingClassNotes

WARNING!

compilation from various sources for the purpose of

delivering lectures. I humbly acknowledge the

wonderful help provided by the original sources in

this compilation.

• For best results, it is always suggested you read the

source material.

Contents

• Methods of linearisation

• Impact of linearisation

• Numerical

Contents

• Linearisation – An Introduction

• Approximation and Validation methods

• Perturbation theory

Introduction

approximation is known as linearisation.

• Motivation is to allow analysis of a non linear

problem by linear techniques

• Results are to be interpreted with care to ensure that

the linearising approximation does not cause

unacceptably large errors.

A simple example

• The Volume of a sphere is given by

V= 4πr3/3.

• Where r is the radius of the sphere.

r V

10 4188.79

10.1 4315.7147

11 5575.27956

Linearise this equation

Let V=V0+δv, r=r0+δr. The formula can be rewritten as:

V0+δv = 4π(r0+δr)3/3= 4 π(r 3 +3r 2δr+3r δr 2 +δr 3 )

0 0 0

3

• Substracting the last equation from the one above yields

4

• Linearisation δv= π(3r02inδr+3r

consisits δr 2

neglecting

0 +δr 3

)

terms in δr 2, δr3 etc.

Therefore, 3

4 2

δv= πr0 δr

3

July – December 2008 prv/System Modeling Coursework/MIT-Manipal 7

Results of this linearization

linearised form. Let r0 be 10.

• When r1 = 10.1, δr=0.1, δv=4π(10)20.1 = 125.6637

yielding V1=V0+δV=4314.45 (true solution = 4315.7147)

• When r1 = 11, δr=1, δv=4π(10)21 = 125.66 yielding

V2=V0+δV=5445.28 (true solution = 5575.28)

• Clearly, as the perturbation (in this case δr) moves further

from the point about which linearization is performed (in

this case r0) the approximation becomes less valid

Comments

differentiable functions by derivatives

b) It is valid only for small perturbations.

Comments

linearising a function, not about some constant value but

rather about a nominal solution that is expected to be

followed approximately as shown in the following figures (a)

and (b).

• What if the linearised equation is itself generating the

solution about which successive linearization are being

performed?

– If the perturbations are too large, the accuracy of the linearisation

will be poor, and the generated solution will be invalid and the

errors will be cumulative, so that the whole approach will fail.

Linearising as a function

Linearising about a current solution

Linearisation about a nominal trajectory

.

linear industrial process that repeats the same

routine day after day. Each day it receives a nominal

input uN(t), in response to which it produces a

nominal output xN(t) as in figure. Linearisation

about the nominal trajectories consists in producing

the perturbation equation

. ∂f ∂g

δ x= ∂x + ∂u

∂x x = xN ( t ) ∂u u =u N ( t )

Linearising functions

Principles of linearisation

theorem,

linearisation is performed whereas h is to be considered as a

perturbation from the point a. Linearisation consists in replacing

the function f(a+h) by the approximation

Comments

magnitude of h and the magnitudes of the higher derivatives

of f at x=a. Clearly, near to a turning point of the function,

df/dh≈0 and the approximation will be ill conditioned.

• Linearisation as described above consits of local

approximation of a differentiable function by a linear

function. Clearly, other types of approximation can be

envisaged. For instance, a curve may be approximated can

be undertaken graphically on an ad hoc basis whenever

required.

Other approaches

• Another approach to linearise is to replace the function f, differentiable or

not, by a linear multiplier k chosen such that the error between f(x) and kx is

minimised when x moves over a range of values. Suppose that x=asinωt is to

be approximated, then k could be chosen to minimise R where

Numerical - 1

Numerical - 1

Numerical - 3

Numerical - 4

Numerical - 4

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