NON- PARAMETRIC MODELS

NON-PARAMETRIC METHODS
TRANSIENT ANALYSIS (STEP RESPONSE)
Y(s)=G(s)U(s)
Where, Y(s)= Laplace transform of output
U(s)= Laplace transform of input
G(s) = Transfer function of system
STEP RESPONSE OF DAMPED OSCILLATOR

Consider the second order system,

In the time domain, the system is described by,

After some calculations, the step response is found to be,
To find the parameters, there are different ways:
 Compare original curve with the ideal curve. Find the curve that is most
suitable to your recorded data.
 Find local extrema of the step response. (i.e. Maxima and Minima)
 Maxima and minima occur at

 Output at those maxima and minima is given by,

Where the overshoot M is given by,

The relation between overshoot M and damping ratio is explained by the following
figure
DETERMINATION OF THE PARAMETERS OF DAMPED
OSCILLATOR FROM THE STEP RESPONSE.
Overshoot M can be found in several ways:
One Possibility is to use first maximum. Second possibility is to use several maxima
and the fact that amplitude of the maxima is reduced by factor M every half period.
Once M is determined, damping zeta can be derived as follows.

From step response, the period T of oscillations can be determined.

Then wo can be found by,

IMPULSE RESPONSE
Impulse response is the output of the system when the impulse is given as an input of
system.
Impulse is difficult to imagine. It is limit case of a pulse made infinitely short in time,
while maintaining its area.
Consider a system with scaler input u(t) and output y(t).
It is well known that a linear, time-invariant, causal signal can be described by its
impulse response or its weighing function g(Ʈ).

From the above equation, knowing that {g(t)} Ʈ=0 and knowing the input u(s) for
∞
s≤t.
A Dirac function d (t) is needed as an input and output will be equal to the weighing
function h(t) of a system.
the Dirac delta function (δ function) is a generalized function or distribution. It is used
to model the density of an idealized point mass or point charge as a function equal
to zero everywhere except for zero and whose integral over the entire real line is
equal to one.
 In practice, it is difficult to realize an ideal impulse. So, approximate impulse must
be used.
We consider the following example to understand impulse response.

This input satisfies ∫ u(t) dt=1 as the idealized impulse.

Equation 1 gives distortion of output as it can be seen from
 If the duration of α is short compared to time constants, the distortion may be
negligible.
 Consider the damped oscillator with transfer function

 Therefore, we calculate the weighing function and the responses to the approximate
impulse we have considered above and various values of impulse duration α.
 The different values of α=0.1, 0.5 and 1 respectively as depicted in plot.
 It can be seen from the figure that the impulse response will deviate very little from
the weighting function is the alpha is small compared to oscillation.
FREQUENCY ANALYSIS
A frequency-response model is the frequency response of a linear system evaluated
over a range of frequency values.
The frequency-response function describes the steady-state response of a system to
sinusoidal inputs. For a linear system, a sinusoidal input of a specific frequency results
in an output that is also a sinusoid with the same frequency, but with a different
amplitude and phase. The frequency-response function describes the amplitude
change and phase shift as a function of frequency.
For a discussion of frequency analysis, it is convenient to use continuous time model
Y(s)=G(s)U(s)
BASIC FREQUENCY ANALYSIS
 If the input signal is a sinusoid
U(t) = a sin (ωt) ………………………1
And the system is asymptotically stable, then in the steady state the output will become
y(t) = b sin (ωt + Φ) ……………………2
Where
b= a |G(iω)| ……………….3a
Φ= arg [G(iω)] ………………3b
This can be proved as follows. Assume for convenience that the system is initially at rest. (The
initial values will only give a transient effect, due to assumption of stability)
 Then the system can be represented using a weighting function h(t) as follows:

 …………….4
Where, h(t) is the function whose Laplace transform equals G(s).

 …………………5
Since,
From equation 1,4 and 5,

 Where t tends to infinity Gt(iω) will tend to G(iω). With this observation, the proof of equation 2 and
3 is completed.
 Normally phase Φ will be negative. By measuring the amplitudes a and b as well as
the phase difference Φ, the complex variable G(iω) can be found from equation 3.
If such a procedure is repeated for a number of frequencies then we can obtain a
graphical representation of G(iω) as a function of ω.
This procedure is sensitive to disturbances. In practice it is not used frequently used
in such a simple form.
Assume that the true system can be described by
Y(s)=G(s)U(s) + E(s) ………….6
Where, E(s) is the laplace transform of some disturbance e(t). Then instead of
equation 2, we will have
y(t) = b sin (ωt + Φ) + e(t) ………………7
and due to presence of the noise, it will be difficult to obtain an accurate estimate of
the amplitude b and the phase difference Φ.
IMPROVED FREQUENCY ANALYSIS
 There are ways to improve the basic frequency analysis method.
It can be done by correlation technique.
The output is multiplied by sin ωt and cos ωt and the result is integrated over the
interval [0,T]. This procedure is illustrated in figure below.
 For improved frequency analysis, equation 7 yields

 …………….8

 …………..9
 If the measurements are noise-free ((e(t)=0) and integration time T is a multiple of
the sinusoid period, say T=k2Π/ω, then

 ……..10
 From these relations, it is easy to determine b and Φ; then |G(i ω)| is calculated
according to 3a.
 Equation 3 and 10 imply