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ch05 Modified
ch05 Modified
• So far we have developed system models that are collections of either first-order ODEs (i.e., an electrical circuit
with a single capacitor or single inductor), and/or second-order ODEs (i.e., mechanical systems)
• “Standard forms” of dynamic systems will facilitate the solution of the system response, using either analytical
or numerical methods (i.e., MATLAB/Simulink)
– State-variable equations
– Linearization
– Transfer functions
– Block diagrams
• It is important to remember that all standard model forms represent the same governing dynamics for a system
(i.e., the models do not change the dynamics)
5.2 State-Variable Equations
• One method for representing system models is to use state variables >> A set of variables that completely
define (or describe) a system
– The number of state variables is equal to n, which is the order of the system modeling ODEs.
• State: the smallest set of dynamic variables that completely define a dynamic system
– These variables are called state variables and are usually the physical variables of the system (displacement, velocity
for mechanical systems; voltage, current for electrical systems; pressure, temperature for fluid/thermal systems)
– If one knows the state of a system, then any quantity can be determined (such as energy, momentum, etc.). However,
the choice of state variables is not unique.
• The standard convention is to define xi , i = 1, 2, 3, … n as the state variables (the “dynamic variables”), and
• The state-variables equations are a collection of n first-order ODEs, where the all right-
hand sides must be functions of the state variables or input variables:
• Determine the state-variable equations for the system modeled by the following ODEs,
where z and w are the dynamic variables and v is the input
• Derive the state-variable equations for the mass-spring-damper mechanical system with
a nonlinear spring force
Mechanical system
(nonlinear)
• For modern, complex dynamic systems, we often encounter systems with multiple inputs and multiple
outputs (MIMO)
– IF the system is linear, we can set the state-variable equations in a convenient vector-matrix format, which we will
call a state-space representation (SSR)
– The SSR vector-matrix format that is extremely well-suited for computer simulation (MATLAB and Simulink)
• State vector: For a system of order n, we require n state variables to completely define the system
– We arrange these state variables in a column vector called the state vector, x
– The state vector is not a physical vector (like a 3-component force vector) but rather a convenient grouping of the
important dynamic variables.
• State space: An n-dimensional “geometric space” that contains the state vector x
State-Space Representation (2)
• In order to obtain a complete state-space model, we must obtain n first-order, linear differential equations
• For example, if our system is LTI and third order (n = 3) with two inputs (r = 2), then our state-variable
equations must have the form:
State equations:
linear combinations
of xi and uj
State-Space Representation (3)
• Next, we need equations for the system outputs, so we write the outputs as linear combinations of the states
and inputs
• Suppose that we have two outputs (m = 2; perhaps these variables are measured by two sensors):
Output equations:
linear combinations
of xi and uj
• First, assemble all variables (states, outputs, inputs) into column vectors with proper dimensions:
• Note that the left-hand side of the state equations is the first-time derivative of the state vector x
State-Space Representation (5)
• We can assemble the a, b, c, and d coefficients of the state and output equations into
four matrices:
• Key to SSR
“state equation”
“output equation”
DC motor
model
• The electrical and mechanical ODEs are 1st-order and 2nd-order, respectively
– Consequently, n = 3 and the system requires three state variables
State-Space Representation:
Example 5.6 (2)
• Therefore, let’s select the 3x1 state vector as
A B State equation
Output equation
C D
• Check and verify the dimensions of the matrix-vector multiplication!
5.4 Linearization
• Linearization is a method for converting a nonlinear equation (or model) into a linear model
• Linearization relies on a Taylor-series expansion about a nominal (or reference) operating point (x*
and u*)
• We rely on linearization because there exists a wealth of linear analysis tools and there is no
general, unifying theory for solving nonlinear systems
– Many systems (such as hydraulic systems) are highly nonlinear
• A linearized model is reasonably accurate and representative of the (true) nonlinear model as long
as the dynamic variables do not deviate “too far” from the operating point
5.4 Linearization
A A
A
1. Choose (or solve for) the nominal operating point (or states) to linearize the system about
• The operating point may be given, or it may be an equilibrium (steady-state) point that can be obtained from the
governing nonlinear model. Typically, the nominal operating point will be a static state (constant). Call this
nominal state/input x* and u*
2. Re-define the governing equations in terms of the nominal variables and the perturbation (or deviations)
variables with respect to the nominal values
• For example, use the convention δx = x – x* for the perturbation (deviation) from the nominal state x*, and δu =
u – u* for the input perturbation from nominal input u*
3. Expand all nonlinear terms in a Taylor series about the nominal value and retain only the first-order
(linear) terms
Linearization: Process
• Suppose we have a first-order nonlinear system with one input u
Step 1: The nominal input u*(t) results in nominal state x*(t) which is the nominal operating point
Step 2: The perturbation variables are δx = x – x*, and δu = u – u*. Re-write the NL equation in terms of
perturbation and nominal variables:
Cancel!
Nominal state solution Linear model in terms of δx and δu
The solution will yield δx(t)
Linearization: Summary
• Suppose we have a second-order system with two nonlinear state-variable equations, and one input u
Step 1: The nominal input u*(t) results in nominal states x1*(t) and x2*(t)
Therefore, the nominal state solutions x* are the nominal operating point
Step 2: The perturbation variables are δx1 = x1 – x1*, δx2 = x2 – x2*, and δu = u – u*
Step 3: After the Taylor-series expansion (to first order), the resulting linearized
system can be put into SSR:
where A = and B =
The matrices A and B are numerically evaluated at the nominal states x* and u*
Note that the solution to the linearized system gives us δx(t), the perturbation state vector. In order to estimate the state
solutions, we have x(t) = x*(t) + δx(t)
Linearization: Example 5.9
Perform the linearization about the static equilibrium state x∗ that results from the
nominal input u∗ = 2.
Step 1: The nominal input u*(t) results in nominal states x1*(t) and x2*(t). Therefore, the nominal state solutions x* are
the nominal operating point
Step 2: The perturbation variables are δx1 = x1 – x1*, δx2 = x2 – x2*, and δu = u – u*
Step 3: After the Taylor-series expansion (to first order), the resulting linearized system can be put into SSR:
Solution on whiteboard
Linearization: Example 5.10
Nominal pressure Or
Operating point
Taylor’s series
Over time the outflow Qout will balance the constant input flow Q*in
>> Pleasure reaches a constant value >>
Linearization: Example 5.10
• An input-output (I/O) equation is a differential equation that only involves the input variable u, output
variable y, and their derivatives
For systems with two or more inputs, the right-hand side of the I/O equation
will include additional input terms
• If we have a system with m output variables, we will have m I/O equations, one for each output variable.
Therefore, unlike the state-variable equations, we can solve each I/O independently from the others.
I/O Equations: Simple Example
• Consider again the 1-DOF mechanical system (mass-spring-damper with input force Fa ):
I/O Equation
• Since this equation only involves output y and input u, it is the I/O equation
• Systems with multiple states/outputs require significant algebra to derive the I/O equations
Differential Operator
• For more complicated systems with multiple outputs, developing the I/O equations involve much more effort
than obtaining the SSR
• A useful method is to simplify the algebra is to employ the differential operator or “D operator,” defined
below:
etc
• We can use the D operator to manipulate the governing dynamical equations in order to obtain the desired I/O
equation
Differential Operator: Example 5.13
• Laplace transforms are an operation method that can be used to solve linear differential equations (ODEs)
• Laplace transformations convert linear differential equations into algebraic equations in terms of the Laplace
variable “s”
• Transforming a time function f(t) from the time domain to the Laplace (or “s”) domain is defined by the
integral:
Laplace transform
Transfer Functions (2)
• We can use the Laplace transformation operation to transform standard time functions (step function,
impulse, sinusoid, etc) into the Laplace (or “s”) domain, and therefore Laplace tables can be constructed in
• Chapter 8 presents a brief overview of Laplace transform theory and the solution of differential equations
• Transfer functions are commonly used in block diagrams (“simulation diagrams”) and numerical algorithms
• However, we may develop (and use) transfer functions without formal use of the Laplace transformation
method
Developing Transfer Functions
• In order to develop the transfer function in the Laplace domain (without dealing with Laplace transforms),
consider the following third-order I/O equation:
• Now, consider an exponential input, u(t) = U(s)est, where s = s + jω is a complex variable and U(s) is a
complex function (recall that j is the imaginary number, )
– Since input u(t) is strictly real, U(s) will be the complex conjugate of est
Developing Transfer Functions (2)
• Recall from differential equation theory, that if the input is u(t) = U(s)est the particular solution
(response due to the input) will also be an exponential function, y(t) = Y(s)est
• Now, substitute the exponential input and output equations into the I/O differential equation, with the
knowledge that and etc…
– The TF holds for any input, and is unrelated to a particular input function
Transfer Functions:
Example 5.14
• Derive the transfer function for the given I/O equation of a series RLC circuit, where current is
the output variable y and source voltage is the input variable u
• Integration:
Simulink
notation
Standard Block-Diagrams Components (2)
• Dynamic system represented by transfer function G(s)
t
0
t
0
• A general ramp input is where a is the slope, which
could be positive or negative
Ramped Step Input
• The input “ramps” up from zero to a constant (step) value
t
0
Pulse Input
• The input has a constant (finite) magnitude over a finite time
interval (the “pulse duration”), and is zero before and after the
pulse is applied
Pulse input
u(t)
t
0 t1
Impulse Input
• The input has a magnitude that lasts for a very short duration
N f(t), N
• The “weight” of the impulse 15
is 15 N-s and hence d(t) has
units of 1/sec
t
0
Sinusoidal Input
• A sinusoidal input function is a repeating, periodic input that
can be represented by sine and/or cosine functions
Harmonic input fuction (frequency is 0.5 Hz)
3
Sinusoidal input 2
Input
0
w = 2p rad/s = 1 Hz
Chapter 5: Summary
• We have introduced and discussed the standard forms for
representing the mathematical models of physical systems:
– State-variable equations
– The state-space representation (SSR)
– Input-output (I/O) equations
– Transfer functions
– Block diagrams