SIMPLE SYSTEM PROTOTYPES

In order to give an idea about the various types of behav-

ior of dynamical systems we will next discuss a number
of simple system prototypes.
Recall that linear dynamical systems can be described by
its transfer function G(p),
y(t) = G(p)u(t), G(p) =
B(p)
A(p)
The system properties are uniquely determined by its
transfer function:
Poles of G(p)
The zeros p
i
of the denominator polynomial A(p),
i.e., the solutions to
A(p
i
) = 0
determine how the autonomous behavior of a system
(i.e., when u(t) = 0). The poles p
i
thus determine
system stability and whether the output oscillates or
not.
Remark. p
i
are real or (often) complex-valued num-
bers. The term pole is used in the theory of analyt-
ical functions to denote a point at which a function
is innite; in this case G(p) is innite at p = p
i
.
2
Zeros of G(p)
The zeros z
i
of the numerator polynomial B(p), i.e.,
the solutions to
B(z
i
) = 0
determine the response to the input u(t), such as
whether the system has an inverse response or not.
Just as the poles, the zeros of a system may be real
or complex.
The system behavior will be demonstrated by considering
the step response, i.e., the systems output when the input
is a step,
u(t) =
_
_
_
0 , for t < 0
u
steg
, for t 0
and y(t) = 0, t < 0.
3
The systems we will consider are:
First-order systems.
Cf. above.
Systems with two time constants.
These are second-order systems consisting of two rst-
order systems in series.
Underdamped system.
Systems with an oscillating response. Second-order
systems with complex-conjugate poles can be under-
damped.
Systems with time delay.
Systems with integration.
Systems with inverse response.
The response starts in the wrong direction before
changing direction. These systems can be described
(and are often caused) by two subsystems operating
in parallel which act in opposite directions.
4
First-order systems
A rst-order system is described a rst-order dierential
equation
dy(t)
dt
+ ay(t) = bu(t)
or
T
dy(t)
dt
+ y(t) = Ku(t)
where T = 1/a and K = b/a.
Transfer function:
G(p) =
b
p + a
=
K
Tp + 1
Step response:
y
step
(t) = K(1 e
t/T
)u
step
, t 0
Static gain = K: y(t) Ku
step
as t .
Time constant =T: y(T) = K
_
1 e
1
_
u
step
= 0.632 y()
Stability:
|y(t)| as t if (and only if) T 0 (a 0)
the system is unstable if a 0
Or:
System is unstable if (and only if) the pole p
1
= a of
G(p) is positive (or zero)
5
Step response of rst-order system with
a = 1, b = 1(T = 1, K = 1)
0
1
u(t)
1 0 1 2 3 4 5
0




1
y(t)
time
Note:
Output derivative reacts instantaneously to a discontin-
uous change in the input.
6
System with two time constants
Two rst-order systems in series:
G(p) =
b
2
p + a
2

b
1
p + a
1
=
b
1
b
2
p
2
+ (a
1
+ a
2
)p + a
1
a
2
This is a second-order system with the real poles
p
1
= a
1
and p
2
= a
2
.
Dierential equation:
d
2
y(t)
dt
2
+ (a
1
+ a
2
)
dy(t)
dt
+ a
1
a
2
y(t) = b
1
b
2
u(t)
Response:
If T
1
= T
2
the system can be represented in terms of two
rst-order systems in parallel:
Dene the time constants T
1
= 1/a
1
, T
2
= 1/a
2
and
static gains K
1
= b
1
/a
1
, K
1
= b
2
/a
2
. Then
G(p) =
K
(T
2
p + 1)(T
1
p + 1)
, K = K
1
K
2
Partial fraction expansion:
G(p) =
KT
1
/(T
1
T
2
)
T
1
p + 1
+
KT
2
/(T
2
T
1
)
T
2
p + 1
if T
1
= T
2
.
7
Then
y(t) = G(p)u(t) = y
1
(t) + y
2
(t)
where
y
1
(t) =
KT
1
/(T
1
+ T
2
)
T
1
p + 1
u(t), y
2
(t) =
KT
2
/(T
1
+ T
2
)
T
2
p + 1
u(t)
Step response:
y
step
(t) = y
1,step
(t) + y
2,step
(t)
=
KT
1
T
1
T
2
_
1 e
t/T
1
_
u
step
+
KT
2
T
2
T
1
_
1 e
t/T
2
_
u
step
= K
_
_
1
T
1
T
1
T
2
e
t/T
1

T
2
T
2
T
1
e
t/T
2
_
_
u
step
The case T
1
= T
2
: taking the limit as T
1
T
2
0 gives
y
step
(t) = K
_
_
1 (1 +
t
T
)e
t/T
_
_
u
step
Stability: |y(t)| if (and only if) a
1
= 1/T
1
0
and/or a
2
= 1/T
2
0
= system is stable if and only if the poles of G(p) are
all negative; p
1
= a
1
< 0 and p
2
= a
2
< 0.
8
Step response of system with two time constants
0.2
0
0.2
0.4
0.6
0.8
1
1.2
u
2 0 2 4 6 8 10 12 14 16
0
0.2
0.4
0.6
0.8
1
1.2
y
tid
Note:
Response smoother than for rst-order system,
dy(t)
dt
is not aected immediately by discontinuous change
in input.
Instead second derivative
d
2
y(t)
dt
2
reacts instantaneously to
the discontinuous change in the input.
9
Underdamped systems
General second-order system:
d
2
y(t)
dt
2
+ a
1
dy(t)
dt
+ a
2
y(t) = b
1
du(t)
dt
+ b
2
u(t)
has transfer function:
G(p) =
b
1
p + b
2
p
2
+ a
1
p + a
2
In the general case, G(p) may have complex conjugate
poles.
If G(p) has poles p
1
and p
2
, we have
p
2
+ a
1
p + a
2
= (p p
1
) (p p
2
)
= p
2
(p
1
+ p
2
)p + p
1
p
2
= a
1
= (p
1
+ p
2
) , a
2
= p
1
p
2
System properties can be conveniently characterized in
terms of the parameters
n
, (zeta) and K dened by

2
n
= a
2
= p
1
p
2
.

n
is called the natural frequency of the system
2
n
= a
1
= (p
1
+ p
2
).
is called the relative damping of the system.
K
2
n
= b
2
K is the static gain of the system.
10
Then (assuming for simplicity b
1
= 0):
d
2
y(t)
dt
2
+ 2
n
dy(t)
dt
+
2
n
y(t) = K
2
n
u(t)
and
G(p) =
K
2
n
p
2
+ 2
n
p +
2
n
The system poles are given by
p
2
+ a
1
p + a
2
= p
2
+ 2
n
p +
2
n
= 0
=
p
1,2
=
n

2
1
n
We see that the determines the nature of the poles:
assuming that > 0,
If 1, the system has real poles
If = 1, the system has a double pole at
p
1
= p
2
=
n
If < 1, the system has complex conjugate poles
p
1,2
= j.
In this case,
n
= |p
1,2
| =

2
+
2
and = /|p
1,2
|.
11
Step response:
The case 1 corresponds to a system with two time
constants, which we have already considered.
For < 1, the step response is given by
y
step
(t)=K
_
_
1
1

n
t
[ sin(
n
t) + cos(
n
t)]
_
_
u
step
=K
_
_
1
1

n
t
sin(
n
t + )
_
_
u
step
where
=
_
1
2
, = arccos()
We observe:
The response oscillates with frequency
n
.
For = 0, the oscillation frequency equals the natu-
ral frequency
n
.
The amplitude of the oscillations decreases exponen-
tially according to e

n
t
. Hence, the larger (smaller)
the relative damping is, the faster (slower) the ex-
ponential decay of the oscillation.
The relative damping reduces the oscillation frequen-
cy
n
: from
n
=
n
for = 0 to
n
= 0 for
= 1.
Stability: If
n
< 0, the output diverges as t in-
creases, and the system is unstable.
12
As
n
=
1
2
(p
1
+ p
2
) (cf. above), we have that the
system is unstable if it has a pole with a positive real
component.
The relative damping determines the amount of oscil-
lation of the system. We have the following classication:
> 1: the system is overdamped.
It has two real negative poles, corresponding to sys-
tem with two time constants.
= 1: the system is critically dampled.
It has a real negative double pole.
< 1: the system is underdamped.
It has two complex conjugate poles with negative real
components.
13
0 1 2 3 4 5 6 7 8 9 10
0.2
0
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
y
tid
Step responses of second-order systems with relative damp-
ings = 2, 1, 0.5 and 0.1 (from below), natural frequency

n
= 1 and static gain K = 1.
Maximum overshoot M (in % of static value):
M = exp
_
_

_
_
100%
Time t
M
at which the maximum is obtained:
t
M
=

14
Example
Mechanical system composed of spring and damper.

u(t)
y(t)
m
b
k
y(t): deviation from equilibrium
u(t): external force acting on mass
Newtons law:
m
d
2
y(t)
dt
2
= u(t) + F
f
(t) + F
d
(t)
where:
- F
f
(t): spring force, proportional and directed in the
opposite direction to deviation y(t),
F
f
(t) = ky(t)
- F
d
(t): damping force, proportional and directed in the
opposite direction to rate of change dy(t)/dt,
F
d
(t) = b
dy(t)
dt
15
=
m
d
2
y(t)
dt
2
= u(t) ky(t) b
dy(t)
dt
or
d
2
y(t)
dt
2
+
b
m
dy(t)
dt
+
k
m
y(t) =
1
m
u(t)
This is a second-order system with transfer function
y(t) =
1/m
p
2
+
b
m
p +
k
m
u(t)
We see that the system has:
- natural frequency
n
=
_
k
m
- static gain K =
1/m

2
n
=
1
k
- relative damping =
b/m
2
n
=
1
2
b

mk
16
Example - Harmonic oscillator.
Case with zero relative damping; = 0:
d
2
y(t)
dt
2
+
2
n
y(t) = K
2
n
u(t)
When left to itself (u(t) = 0), the output is sinusoidally
oscillating with the natural frequency frequency
n
.
Indeed, the signal
y(t) = Asin(
n
t)
has second derivative
d
2
y(t)
dt
2
= A
2
n
sin(
n
t) =
2
n
y(t)
so that
d
2
y(t)
dt
2
+
2
n
y(t) = 0
17
Remark
Response of system with b
1
= 0,
G(p) =
b
1
p + b
2
p
2
+ a
1
p + a
2
We can write G(p) as a parallel coupling of two second-
order systems:
G(p) =
b
1
p
p
2
+ a
1
p + a
2
+
b
2
p
2
+ a
1
p + a
2
Hence
y(t) = G(p)u(t) = y
1
(t) + y
2
(t)
where
y
1
(t) = G
1
(p)u(t), G
1
(p) =
b
1
p
p
2
+ a
1
p + a
2
u(t)
and
y
2
(t) = G
2
(p)u(t), G
2
(p) =
b
2
p
2
+ a
1
p + a
2
u(t)
We already know how to compute step response y
2
(t) of
G
2
(p).
18
The rst system G
1
(p) can be written as a series connec-
tion
G
1
(p) = p
b
1
p
2
+ a
1
p + a
2
= p

G
1
(p)
where

G
1
(p) =
b
1
p
2
+ a
1
p + a
2
Hence we obtain the output by rst computing the output
of

G
1
(p),
y
1
(t) =

G
1
(p)u(t)
followed by the dierential operator p,
y
1
(t) = p y
1
(t) =
d y
1
(t)
dt
19
Systems with inverse response
Inverse response systems typically arise when two dynam-
ical processes act in parallel, but in opposite directions
and with dierent time constants. Examples of inverse
0.2
0
0.2
0.4
0.6
0.8
1
1.2
u
2 1 0 1 2 3 4 5 6 7 8
0.5
0
0.5
1
1.5
y
tid
response systems:
Response of water level in boiler to changes in water
ow to boiler.
Response of temperature to changes in fuel input rate
in combustion of solid fuels.
20
Altitude control of airplanes.
Economic systems: response of tax revenues to changes
in tax level(?).
To see how inverse response behavior may arise, consider
two rst-order system in parallel, so that
y(t) = y
1
(t) + y
2
(t)
where
y
1
(t) =
b
1
p + a
1
u(t)
and
y
2
(t) =
b
2
p + a
2
u(t)
Inverse response as shown in the gure is obtained if and
only if the following conditions hold:
Final condition:
y(t) = y
1
(t) + y
2
(t) > 0, as t
Initial condition:
dy(t)
dt

t=0
=
dy
1
(t)
dt

t=0
+
dy
2
(t)
dt

t=0
< 0
21
But
y
1
(t)
b
1
a
1
u
step
as t
and
y
2
(t)
b
2
a
2
u
step
as t
Final condition =
b
1
a
1
+
b
2
a
2
> 0
which implies (as a
1
, a
2
> 0; stable systems assumed)
a
1
b
2
+ a
2
b
1
> 0
Moreover,
dy
1
(t)
dt

t=0
= b
1
u
step
and
dy
2
(t)
dt

t=0
= b
2
u
step
Initial condition =
b
1
+ b
2
< 0
22
Relation to transfer function of the parallel connected
system:
G
par
(p) =
b
1
p + a
1
+
b
2
p + a
2
=
(b
1
+ b
2
)p + a
1
b
2
+ a
2
b
1
(p + a
1
)(p + a
2
)
Zero:
(b
1
+ b
2
)p + a
1
b
2
+ a
2
b
1
= 0
=
p
zero
=
a
1
b
2
+ a
2
b
1
b
1
+ b
2
Inverse response conditions
a
1
b
2
+ a
2
b
1
> 0
and
b
1
+ b
2
< 0
imply that p
zero
> 0.
General property of inverse response systems:
Transfer function of an inverse response system has at
least one zero which is positive (if real) or has a positive
real component (if complex valued)
23
Systems with integration
These are systems consisting of pure integration:
y(t) = k
_
t
0
[u() u
0
] d
Here the output keeps changing as long as u(t) u
0
= 0,
cf. gure.
0.2
0
0.2
0.4
0.6
0.8
1
1.2
u
2 0 2 4 6 8 10
0
1
2
3
4
5
6
y
tid
24
Examples of integrators:
Inventory models, where y(t) is the amount of ma-
terial in stock, and u(t) is inow and u
0
the outow
of material. For example, y(t) could be the liquid
volume of a container and u(t) and u
0
the in- and
outows, respectively.
Servo motors used for position control. The posi-
tion is controlled by a voltage u(t), where the rate
of change of position is proportional to the voltage,
dy(t)/dt = ku(t).
Dierential equation and transfer function
Dierentiation gives
dy(t)
dt
= k [u(t) u
0
]
=
y(t) =
k
p
[u(t) u
0
]
Transfer function:
G(p) =
k
p
The system has a pole at p = 0. Hence it is on the stability
boundary.
25
Systems with time delay
A time delay means that it takes a time L before the
input aects the system. The gure shows the response
of a rst-order system with time delay L = 1:
0.2
0
0.2
0.4
0.6
0.8
1
1.2
u
2 0 2 4 6 8 10
0.2
0
0.2
0.4
0.6
0.8
1
1.2
y
tid
The control of time delay systems is dicult as the eect
of a control action is seen only after a certain time. For
good control, one should predict the future system output
y(t + L), which depends on the past control actions
u(s), s [t L, t].
26
Examples of time-delay systems:
In the process industry time delays arise typically
due to transport delays (for example, when material
is transported in pipes etc.).
In a paper machine it is the time it takes for the web
to travel from the point where control actions are
taken to the point where measurements are made.
In web services, time delays may arise due to the time
it takes to start a new server.
Transfer function:
A pure time-delay system is described by
y(t) = u(t L)
We can express this relation with the dierential operator
p =
d
dt
by introducing the Taylor-series expansion
u(t + h) = u(t) + h
du(t)
dt
+
h
2
2!
d
2
u(t)
dt
2
+ +
h
k
k!
d
k
u(t)
dt
k
+
=
_
_
_1 + hp +
(hp)
2
2!
+ +
(hp)
k
k!
+
_
_
_ u(t)
= e
hp
u(t)
27
With p = L we have
y(t) = u(t L) = e
Lp
u(t)
or
y(t) = G
L
(p)u(t)
where the transfer function of the time delay is
G
L
(p) = e
Lp
28
Higher-order systems
In general, dynamical systems are not restricted to rst-
order or second-order systems.
However, by partial fraction expansion a transfer func-
tion G(p) with simple poles can be written as a parallel
connection of rst-order and second-order systems:
G(p) =
B(p)
A(p)
=

k
K
k
T
k
p + 1
+

l
b
l1
p + b
l2
p
2
+ a
l1
p + a
l2
When G(p) has multiple poles, there are also terms con-
sisting of series connections of rst-order or second-order
systems.
The decomposition above implies:
The output of a higher-order system can be comput-
ed as a sum of the outputs of rst-order and second-
order systems.
The system G(p) is stable if and only if all the rst-
order and second-order systems in the parallel con-
nection are stable. Equivalently, the system is stable
if and only if all the poles of G(p) (i.e., the zeros of
A(p)) have negative real parts.
29