Chapter 2

Mathematical Modeling of
Control Systems
 2-1 Introduction

To understand and control complex systems, one must

obtain quantitative mathematical models of these
systems.

A mathematical model is defined as a set of equations

that represents the dynamics of the system accurately,
or at least fairly well.
The dynamics of many systems, whether they are
mechanical, electrical, thermal, and so on, may be
described in terms of differential equations—using
physical laws governing a particular system such as
Newton’s laws and Krichhoff’s laws.
1. Mathematical models

Example. RC Network
R
+ +

u i C y
- -

Mathematical model: by using the relationship

dy
i C
dt
we have dy
RC y  u
dt
which is a first-order differential equation.
Mathematical models may include many different forms.
For example:

1. Systems described by linear differential

equations;
2. Systems described by nonlinear differential
equations;
3. Systems described by partial differential
equations;
4. …….

Which model is better depends on the particular system

and the particular circumstances.
 2. Linear systems
Example. Spring-mass-damper mechanical system.
Such a system could represent an automobile shock
absorber. We assume the friction force is proportional to
the velocity of the mass and

d 2y (t ) dy (t )
M  r (t )  d  ky (t )
dt dt
friction k
constant dy (t )
b v (t ) 
y dt
dv (t ) t
M  bv (t )  k  v (t )dt  r (t )
r(t) Force dt 0
Rearranging the above differential equation yields
d 2y (t ) dy (t )
M d  ky (t )  r (t )
dt dt

It is clear that both sides are the linear functions of

either y, y’ ,y’’ or r. Such a system is called a linear
system.
In classical control theory, a linear system can be
generally described by the following differential
equation
a 0y (n )  a1y (n 1)   an 1y  an y
 b0x (m )  b1x (m 1)   bm 1x  bm x
Then we say the system is an nth order linear system.
3. Linear time invariant systems and linear
time varying systems

Consider the following linear differential equation

a 0y (n )  a1y (n 1)   an 1y  an y

 b0x (m )  b1x (m 1)   bm 1x  bm x

1) The system is said to be linear time invariant if

all its coefficients are constants;

2) The system is said to be linear time varying if at

least one of its coefficients is the function of time.
 Example. Consider the following two systems:
y (3)  2y ''  3y ' 4y  r (t )

and
y (3)  sin(t )y ''  t 2y ' 4ty  r (t )

By the above definition with respect to LTI and LTV

systems, it is obvious that the latter is an LTV system.
 2-2 Transfer function and impulse-
response function
1. Integral Transformation

a) Laplace Transformation

Given the real function f(t) with f(t)=0 for t<0. Then the
Laplace transform of f(t) is defined as

L[ f (t )]  F (s )   f (t )e stdt
0

where s is a complex variable.

Example. Let f(t)=et, t0. Find [f(t)].
Example. Step function
A , t  0 A
f (t )  
0, t  0 t

Find [f(t)].

Example. Ramp function

At
A t , t  0
f (t )  
0, t  0 t

Find [f(t)].
Example. Sinusoidal function
A sin wt , t  0
f (t )  
0, t  0

Find [f(t)].
Similarly, for L[A cos wt ]

Find [f(t)].

Example. Translated function f(t):


t t
f(t) f(t)
Let [f(t)]=F(s). Then
[f(t)]=esF(s), for 0.

Example. Pulse function

A
 , 0  t  t0
f (t )  t 0 A/t0
0, t  0, t  t t
 0 t0

f(t) can be expressed as

A A
f (t )  1(t )  1(t  t 0 )
t0 t0
A A st 0
L[ f (t )]   e
t 0s t 0s
Example. Impulse function
, t  t 0
d(t  t 0 )  
0, t  t 0 t
t0  t0

 d(t  t
t0 
0 )dt  1

In particular,
0

 d(t )dt  1
0

Then we have
L[d(t  t 0 )]  e st 0
and
L [d(t )]  1
 b) Inverse Laplace transformation:
Given the Laplace transform F(s), the operation of
obtaining f(t) is called the inverse Laplace
transformation, and is denoted by
f(t)=1[F(s)]
The inverse Laplace transform integral is given as

1 cj
f (t )  
st
F (s )e ds
2p j cj

where c is a real constant that is greater than the

real parts of all the singularities of F(s).
Remark. Evaluating the inversion integral appears
complicated. In practice, we seldom use this integral for
finding f(t). There are simpler methods for finding f(t).
Note that these simpler methods for finding inverse
Laplace transforms are based on the fact that the unique
correspondence of a time function and its inverse Laplace
transform holds for any continuous time function.

Example. Given F(s)=1/(s+1). Find f(t).

Example. Given F(s)=1/s. Find f(t).

c) Laplace Transform Theorems

Theorem 1. Let k be a constant, and F(s) be the Laplace

transform of f(t). Then

L[kf (t )]  kF (s )

Theorem 2. Let F1(s) and F2(s) be the Laplace

transform of f1(t) and f2(t), respectively. Then

L[a 1f1 (t )  a 2 f2 (t )]  a 1F1 (s )  a 2F2 (s ), a 1 , a 2  R

 Theorem 3. (Differentiation Theorem)

Let F(s) be the Laplace transform of f(t), and f(0) is

the limit of f(t) as t approaches 0. The Laplace
transform of the time derivative of f(t) is

df (t ) 
L   sF (s )  lim f (t )  sF (s )  f (0)
 dt  t 0

In general, for higher-order derivatives of f(t),

d n f (t )  n  n 1 n 2 df (t ) d n 1
f (t ) 
L n   s F (s )  lim s f (t )  s   n 1 
t 0
 dt   dt dt 
 s n F (s )  s n 1f (0)  s n 2 f (1) (0)   f (n 1) (0)
Theorem 4. (Integration Theorem)
The Laplace transform of the first integral of f(t) with
respect to t is the Laplace transform of f(t) divided by s;
that is,

 t
L  f (t )d t   F (s )
 o  s

For nth-order integration,

t t F (s )
 0 f (u )(du )  s n
n
0
n
 Theorem 5. (Complex Shifting Theorem)

The Laplace transform of f(t) multiplied by et , where 

is a constant, is equal to the Laplace transform F(s) with s
replaced by s; that is,

L[e at
f (t )]  F (s  a )
Theorem 6. (Real Convolution Theorem)

Let F1(s) and F2(s) be the Laplace transform of f1(t)

and f2(t), respectively, and f1(t)=0, f2(t)=0, for t<0,
then
F1 (s )F2 (s )  L[ f1 (t )  f 2 (t )]  L  f1 (t ) f 2 (t  t )d t 
 t

 0 
d) Inverse Laplace transformation:
partial-fraction expansion
Partial-fraction expansion
Consider the function
B (s )
F (s ) 
A (s )
where A(s) and B(s) are real polynomials of s. It is
assumed that deg(A(s))deg(B(s)). Write A(s) as
A (s )  s n  a1s n 1   an 1s  an
whose roots are called poles; write
B (s )  b0s m  b1s m 1   bm 1s  bm
whose roots are called zeros.
• Partial-fraction expansion when F(s) involves distinct
poles only. In this case, F(s) can be written as

B (s ) a1 a2 an
F (s )    
(s  p1 )(s  p 2 ) (s  pn ) s  p1 s  p 2 s  pn
where
ai   (s  pi )F (s )  s  pi

f (t )  a1e  p1t  a 2e  p2t   ane  pn t

Example.
s 3
F (s ) 
(s  1)(s  2)
Example.
2s  12 10  2(s  1)
F (s )  2 
s  2s  5 (s  1) 2  22
10 2(s  1)
 
(s  1)  2 (s  1) 2  22
2 2

2 (s  1)
5 2
(s  1)  2
2 2
(s  1) 2  22

Therefore,
f (t )  5e t sin 2t  2e t cos 2t , t  0
• Partial-fraction expansion when F(s) involves Multiple
poles. If r of the n roots of A(s) are identical, G(s) is
written
B (s )
G (s )  , (i  1, 2, ,n  r )
(s  p1 )(s  p2 ) (s  pn r )(s  pi )r

then G(s) can be expanded as

a1 a2 an r
G (s )    
s  p1 s  p 2 s  pn r
|  n  r terms of simple roots  |
A1 A2 Ar
   
s  pi (s  pi ) 2
(s  pi )r
| r terms of repeated roots  |
 where
a j  (s  p j )G (s )  s  p j ( j  1, 2, ,n  r )

The determination of the coefficients that correspond

to the multiple-poles is described as follows.

Ar  (s  pi )r G (s )  s  p
   i

 1 dk
Ar k  
k 
(s  p )r

i G (s )  s  pi (k  1, 2, r  1)
 k ! ds
 Example. 1
G( s) 
s( s  1)3 ( s  2)

G(s) can be written as

a1 a 2 A1 A2 A3
G (s )     
s s  2 s  1 (s  1) (s  1)3
2

The coefficients corresponding to the simple roots and

those of the third-order root are

A3  (s  1) G (s )  s 1  1
3

 1 
a1  sG (s )  s 0  2 

d
  3
G (s )  s 1  0
 2
A  (s 1)
  ds
a   (s  2)G (s )  1
s 2   1 d2
 2 2  1
A   (s  1) 3
G (s )  s 1  1
2 
 2 ds
 e) Solving LTI differential equations

• Transform the differential equation to the s-domain

by Laplace transform.
• Manipulate the transformed algebraic equation and
solve for the output variable.
• Perform partial-fraction expansion to the transformed
algebraic equation.
• Obtain the inverse Laplace transform.
Example.
y  3y  2y  5u (t )
where
u (t )  1(t ), y (0)  1, y (0)  2
Taking the Laplace transform on both sides:
s 2Y (s )  sy (0)  y (0)  3sY (s )  3y (0)  2Y (s )  5 / s

Substituting the values of the initial conditions into the

last equation. Then solving for Y(s) and expanding by
partial-fraction, we get
s 2  s  5 5 5 3
Y (s )    
s (s  1)(s  2) 2s s  1 2(s  2)

Taking the inverse Laplace transform, we obtain

y (t )  2.5  5e t  1.5e 2t t 0
Example. Solve the following differential equation:

y (3)  3y   3y   y  1, y (0)  y (0)  y (0)  0

Solution:
1 b1 b2 b3 c4
F (s )     
s (s  1) s  1 (s  1) (s  1)
3 2 3
s
1
b3  [(s  1) 3
]  1
3 s 1
s (s  1)
d 1 3  d 1
b2   [ (s  1) ]  [ ( )]s 1
ds s (s  1)
3
s 1 ds s
 (s 2 )  1
s 1
 1 3
b1  (2s )  1
2! s 1

1
c s 1
s (s  1) s 0
3

1 1 1 1
F (s )    
s (s  1) (s  1) s  1
3 2

1 2 t
y  1  t e  te t  e t , t  0
2