9/8/2013

1
LECTURE 02:
DYNAMIC BEHAVIOR
TERM 131
1
SE 517 Nonlinear Systems
Dr. Sami El Ferik, KFUPM, Term 131.
Part I: Modeling
2
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
2
Objectives :
3
Define key modeling concepts.
Introduce simulation packages for model analysis
and simulation.
Describe the modeling methodology.
Introduce examples to illustrate modeling.
Dr. Sami El Ferik, KFUPM, Term 131.
Expected Outcomes
4
Recognize the key concepts of Modeling.
Recognize the fact that a system can have many
models depending on the question we are trying to
answer.
Master simulation packages for analysis and
simulation.
Grasp the modeling methodology.
Apply the modeling methodology for real systems.
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
3
Structure
5
Modeling Concepts
Why modeling? and How to obtain a model?
State space model.
Examples
A Systematic Approach for Developing Dynamic
Models
Examples
Dr. Sami El Ferik, KFUPM, Term 131.
General Modeling Principles
6
The model equations are at best an approximation to
the real process.
Adage: All models are wrong, but some are useful.
Modeling involves a compromise between model
accuracy and complexity on one hand, and the cost
,effort, and time required to develop the model, on
the other hand.
Modeling is both an art and a science. Creativity is
required to make simplifying assumptions that result
in an appropriate/useful model.
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
4
Why modeling?
7
Models can be used to improve our understanding of the
system.
Models allow to reason about a system and predict systems
behavior under different conditions which may be difficult or
impossible to do because of safety or financial aspects.
Models are needed in system design or for designing better
controllers.
A model can be a part of some controllers like feed forward
controllers (model-based controllers)
A model can be very valuable in optimizing the operating
conditions to get the best performance of the system.
Models are immerging in monitoring of faults and anomalies,
especially for early warning systems.
Dr. Sami El Ferik, KFUPM, Term 131.
How to Obtain Models
8
Identification
(Black-Box)
(Experimental)
Conduct an experiment
Collect data
Fit data to a model
Verify/validate the model
The first-principle
approach (white-box
models) (Theoretical)
Construct a simplified version
using idealized elements
Write element laws
Write interaction laws
Combine element laws and
interaction laws to obtain the
model
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
5
9
Depending on the level of details and focus, a system can
have multiple models.
The model selected depends on what we want to do with
it.
Modeling can be costly and time consuming.
Defining the objective of the modeling exercise can save
time and money.
Models should not be more complicated than what is
required to achieve these objectives.
For control purposes simple models can be used. The
model does not have to be exact.
Dr. Sami El Ferik, KFUPM, Term 131.
Example of Multiplicity of
Models: Valve Models
10
STEM
AIR
PRESSURE IN
DIAPHRAG
M
SPRING
AIR FORCE
2
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
6
Valve models
11
C. Garcia / Control Engineering Practice, (2008)
Dr. Sami El Ferik, KFUPM, Term 131.
Example of Multiplicity of Models:
Glucose-Insulin System
Model I
()

=
1
(() +

()() +

()
()

=
2

() +
3
(()

)
()

= () +
()

()

=

5

()

()
Model II Bergmans
Minimal
12

() =
()

=
g

2
()
3
()
4
() +
5
(( ))

() =
()

=
1
()
()
1

Model III Introducing Time
Delay in one State
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
7
Example I:
13
Gravity Drained Tank
h1
LT
w
I
h1
A
C
= h2
A
C
+
dt
dh2
A
w_in
= h1
A
C
+
dt
dh1
(white-box models)
0 20 40 60 80 100 120 140 160 180 200
0.8
1
1.2
1.4
1.6
1.8
2
2.2
2.4
2.6
Time
Measured and simulated model output
h2
LT
w
2
w
out
(Experimental or black-box models)
Schematic Diagram
Dr. Sami El Ferik, KFUPM, Term 131.
Example II: Mass-Spring
14
mass of position is y
dt
t dy
v
dt
t y d
a
where
y K t v B t r Ma
) (
) (
) ( )) ( ( ) (
2
2
=
=
=
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
8
Mass-Spring Model
15
Use Hooks law.
Ideal friction element
( )
mass of position the is y
mass of speed the is
dt
t dy
y K
dt
t dy
B t r
dt
t y d
M
element friction Ideal t v B t v B
law s Hook y K y K
) (
) (
) (
) (
) ( )) ( (
) ' ( ) (
2
2
=
=
=
How many initial conditions are
required to solve this equation?
We conclude that knowledge of the speed and position are enough to predict
the future dynamic of the system
Dr. Sami El Ferik, KFUPM, Term 131.
Example 3: HIV Drug Administration
16
F. Doyle et al. / Journal of Process
Control 17 (2007) 571594
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
9
Example 4: Predator Prey Model
17
Volterra-Lokta Predator Prey Model for Small fish in
the Adriatic
x ax bxy
y cxy dy
=
=

( )
( )
x a by x x
y cx d y y

=
=

M1
M2
Dr. Sami El Ferik, KFUPM, Term 131.
Example 5: Steering Problem Bicycle Model
18
Chih-Lyang et al. 2009
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
10
Example 6: Vectored thrust aircraft
19
Dr. Sami El Ferik, KFUPM, Term 131.
Example 7: Internet Congestion Control
20
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
11
The System Viewpoint
21
Dr. Sami El Ferik, KFUPM, Term 131.
Actuator Nonlinearities
22
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
12
Example 8 : Valve nonlinearities
23
Backlash
Valve with Stitcion
Valve with Stiction and Slip Jump
Dr. Sami El Ferik, KFUPM, Term 131.
Model Formulation
State-Space Model: ODE
24
Definition
State of a systemis a collection of variables that summarize the past of a
system for the purpose of predicting the future.
Lets define
X is called state vector.
In general, where n is the number of state variables.
The control variable (in our case r(t)) is represented by
where p is the number of inputs.
The output where q is the number of outputs.
dt
dy
y &
(
(
(
(

=
dt
dy
y
X
n
X
p
u
q
Y
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
13
State Space Models: ODE
25
Let assume that
(
(
(
(

=
=
(
(
(
(
(

= =

=
=
(
(

=
2
2
2
2
2
1
2
1
2
1
dt
y d
dt
dx
x
dt
dx
dt
dx
dt
dX
X
dt
dy
x
y x
x
x
X

1 2 2
2
2
2
) (
1 ) (
) (
1 ) (
) (
) (
) (
x
M
K
x
M
B
t r
M
y
M
K
dt
t dy
M
B
t r
M dt
t y d
y K
dt
t dy
B t r
dt
t y d
M
= =
=
(
(
(
(

=
(
(
(
(
(

=
1 2
2
2
1
) (
1
x
M
K
x
M
B
t r
M
x
dt
dx
dt
dx
dt
dX
) , (
) , (
1
2
1
r X h x Y
r X f
dt
dx
dt
dx
dt
dX
= =
=
(
(
(
(
(

=
Dr. Sami El Ferik, KFUPM, Term 131.
State Space Models: ODE
26
General Form
The .number of states n is called the order of the
system
State Space Model
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
14
General State-Space Model
27
linear y necessaril not s x of function any is u u x x x x f
Where
u u x x x x f
dt
dx
u u x x x x f
dt
dx
u u x x x x f
dt
dx
i p n i
p n n
n
p n
p n
' ) ,..., , ,..., , , (
) ,..., , ,..., , , (
) ,..., , ,..., , , (
) ,..., , ,..., , , (
1 3 2 1
1 3 2 1
1 3 2 1 2
2
1 3 2 1 1
1
=
=
=

Dr. Sami El Ferik, KFUPM, Term 131.
General State-Space Model
28
Define
then
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
15
Introduction: State-Space Model of Linear
Systems
29
Dr. Sami El Ferik, KFUPM, Term 131.
Example 9: Two-Carts System
30
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
16
31
Continued in Class to generate SS model
Dr. Sami El Ferik, KFUPM, Term 131.
Example 10: Mass-Spring
32
mass of position is y
dt
t dy
v
dt
t y d
a
where
y K t v B t r Ma
) (
) (
) ( )) ( ( ) (
2
2
=
=
=
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
17
Mass-Spring Model
33

( )
mass of position the is y
mass of speed the is
dt
t dy
y K
dt
t dy
B t r
dt
t y d
M
element friction Ideal t v B t v B
law s Hook y K y K
Assume
) (
) (
) (
) (
) ( )) ( (
) ' ( ) (
2
2
=
=
=
(
(
(
(

=
(
(
(
(
(

=
1 2
2
2
1
) (
1
x
M
K
x
M
B
t r
M
x
dt
dx
dt
dx
dt
dX
X y
t r
M
X
M
B
M
K
dt
dX
] 0 1 [
) ( 1
0 1 0
=
(
(

+
(
(

=
Dr. Sami El Ferik, KFUPM, Term 131.
LTI Block representation
34
U(t)
A
C B

+
+
+
+
D
y(t)
dX/dtt
X
General Form
where A, B, C and D are
constant matrices.
A is called the dynamics
matrix,
B is called the control
matrix,
C is called the sensor
matrix
D is called the direct term.
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
18
Example 11: Pendulum
35




B mgl t lF ml
B mgl t ml
=
=
) sin( ) (
) sin( ) (
2
2

mg

B
ml
t F
x
ml
B
x
l
g
x
x x
x x
) (
) sin(
;
2
2
1 2
2 1
2 1
+ =
=
= =

) sin( mg
l
Dr. Sami El Ferik, KFUPM, Term 131.
Linear vs Nonlinear
36
Dr. Sami El Ferik, KFUPM, Term 131.