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3.

7 Response of higher order systems The primary difference between first-order and second-order linear models is that the characteristic roots of second-order models can be complex numbers. This leads to types of behavior not seen in first-order models and sometimes requires modified algorithms in order to handle quantities with real and imaginary parts. The second-order case contains all of the possible types of behavior that can occur in linear systems. This is because a characteristic equation with real coefficients must have roots that fall into one of the three categories. 1. 2. !. Real and distinct. Distinct but complex con ugate pairs. Repeated. "nce we understand the behavior generated by each of the three root cases# the superposition principle will allow us to apply the results to a linear system of any order. \$or example# the response of a sixth-order system with a complex con ugate pair of roots# two real repeated roots# and two real distinct roots can be analy%ed by combination of each response pattern will give the total system response. \$or example# consider the third-order model
d!y d2y dy b! ! + b2 2 + b1 + bo y = f 't & dt dt dt

'!.(-1&

)ts characteristic equation is

b! s ! + b2 s 2 + b1 s + bo = *

'!.(-2&

)f the three roots s1, s2# and s3 are real and distinct# the free response is an extension of the form given by '!.!-+&#
y 't & = A1e s1t + A2 e s2t + A! e s!t

'!.(-!&

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)f s1 and s2 are complex con ugates but s3 is real# the free response is an extension of '!.!-2+&# namely# y 't & = Be at sin'bt + & + A! e s t '!.(-,&
!

where s1= -a + ib# and s2 = -a -ib. \$inally# if all three roots are repeated# then the extension of '!.!-!,& gives
y 't & = A1e s1t + A2 e s2t + A! e s!t

'!.(--&

where s1 = s2 = s3. These cover all the cases for the third-order model. The forced response can be obtained using the trial solution method using equation '!..-1&# where the free-response form is given by one of the preceding solutions# and the particular solution form is obtained as outlined in /ection !... The only situation requiring further algebraic manipulation is the case# where any of the repeated roots are complex. This can occur in only fourth-order models or higher. The free response is an extension of the form given by '!.!-!,&# where there are now two pairs of repeated roots# s1=s2 = -a +ib and s3=s4= -a -ib. The free response is
y 't & = A1e s1t + tA2 e s1t + A! e s!t + tA, e s!t

'!.(-.&

The algebra required to convert y(t) into a useful form containing sine functions is similar to the procedures used following '!.!-1.&. The trial solution method can be used to solve a linear differential equation of any order. 0owever# the algebra required to solve for the solution1s constants becomes tedious as the system1s order increases. \$or example# the step response of a third-order model requires four constants to be found# one from the differential equation and three from the initial conditions y'*&# dy/dt'*&# and d2y/dt2'*&. Two alternatives to trial solution method are2 '1& the 3aplace transform method and '2& simulation.

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3.8 The Routh-Hurwitz stability criterion 4erhaps the most important question to be answered by a dynamic model concerns the stability of the system under study. )f the proposed system is predicted to be unstable# the designer immediately see5s to modify the system to ma5e it stable. This will be especially true in the design of feedbac5 control systems. Recall that the stability properties of a linear system are determined by the roots of its characteristic equation. )f any root lies in the right half of the complex plane# the system is unstable. The Routh-0urwit% criterion tells us how many roots lie in the right-half plane. )t sometimes gives enough information to enable us to determine the location of all roots. The second-order case /ince the quadratic formula is relatively simple# it is not difficult to use it to show that characteristic equation
b2 s 2 + b1 s + bo = *

'!.+-1&

represents a stable system if and only if b2, b1, bo all have the same sign. )f bo6* and b2 has the same sign as b1# the system is neutrally stable# since one root is s6* and the other is negative. )f b1 6* and bo/b27*# the system is again neutrally stable with two purely imaginary roots. '"f course# if b26*# the system is no longer second order.& The third-order case Third-order models occur quite frequently# and the Routh0urwit% results are simply stated. 8onsider the equation
b! s ! + b2 s 2 + b1 s + bo = *

'!.+-2&

\$or simplicity# assume that we have normali%ed the equation so that b37*. The system is stable if and only if all of the following conditions are satisfied2

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b2 > *#

b1 > *

bo > *

b1b2 > bo b!

'!.+-!&

The neutrally stable cases occur if '!.+-!& is satisfied except for the following2 1. bo 6* ' a root exists at s6*& 2. b2=bo6* 'roots are s = *# i b & !. b1b2-bob3 6* 'roots are s = b # b 9 b
1
1 2 !

Example 3.13 : certain system has the characteristic equation

s ! + ;s 2 + 2.s + K = *

'!.+-,&

\$ind the range of K values for which the system will be stable. /olution2 \$rom '!.+-!& it is necessary and sufficient that K7*# and ;'2.& - K7* Thus# the system is stable if and only if *<=<2!,. Example 3.14 \$or the characteristic equation '!.+-,&# find the value of K required so that the dominant time constant is no longer than 192. /olution2 The time constant requirement means that no root can lie to the right of s6-2. Translate the origin of the s plane to s6-2 by substituting s6p-2 into '!.+-,&. This gives
p ! + ! p 2 + 2 p + K 2, = *

'!.+--&

>e can apply the Routh-0urwit% criterion to this equation to determine when all roots p have negative real parts 'and thus when all s roots lie to the left of s6 -2&.
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\$rom '!.+-!&# this occurs when K-2,7* !'2& - 'K-2,&7* "r 2,<K<!*

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Problems d" !.1 : tan5 has the model A dt = " + ! # with A 6 ! ft2 and 6 (** sec9ft2. /uppose that the height h is initially - ft when the inflow rate !1 is suddenly turned "? at a constant value of *.*ft!9sec. \$ind "(t).
1

!.2

8onsider the model

2 dy + y = 1*#'t & dt

'1&

'2& '!&

)f y(\$)=* and #(t)=1 'a unit step&# what is the steadystate value of the output yss@ 0ow long does it ta5e before ;+A of the difference between y(\$) and yss is eliminated@ Repeat 'a& with y(\$) 6 - and #(t)=1. Repeat 'a& with y(\$) and #(t) 62*.

!.! \$ind the free response and the step response of the following models. )f the solution is oscillatory# it should be expressed in the form of a sine function with a phase shift. '1& '2& '!& !.,
d 2x dx dx +, + + x = 2# x'*& = *# '*& = 1 2 dt dt dt 2 d x dx dx ++ + 12 x = 2# x '*& = *# '*& = 1 2 dt dt dt 2 d x dx dx + , + , x = 2# x'*& = *# '*& = 1 2 dt dt dt

4ut the models in 4roblem !.! into state-variable form.

!.- 8onvert the following models into reduced form in terms of the variable x1. The input is f. '1&
dx1 dt dx 2 dt 2 dx1 dt dx 2 dt 2 = x2 = !x1 - x 2 + f = x1 + x 2 = !x1 - x 2 + f

'2&

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!.. Determine # # and for the dominant root in each of the following sets of characteristic roots. '1& s6 -2# -! i '2& s6-!# -2 2i
% d

!.( !.+ 'a& '1& '2& '!& 'b& '1& '2& !.;

\$ind

# % #

and

Biven the model

d 2x dx ' & + 2& + 2 & + - = * 2 dt dt

\$ind the values of the parameter r for which the system is /table ?eutrally stable Cnstable \$or the stable case# for what values of r is the system Cnderdamped@ "verdamped@ : certain system is described by the model
d 2x dx +' + ,x = f 2 dt dt

/et the value of the damping constant c so that both of the following specifications are satisfied. Bive priority to the overshoot specification. )f both cannot be satisfied# state the reason. 1. Daximum percent overshoot as small as possible and no greater than 2*A. 2. 1**A rise time as small as possible and no greater than !. !.1* \$ind the forced response of the following models2 dy + 2y = e '1& dt
t

'2&

dy + 2y = t2 dt

!.11 \$ind the steady-state part of the ramp response of the following model# where f(t) 6.t. :t steady-state# what is the
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difference between f(t) and x(t) @ :pproximately how long will it ta5e to reach steady-state@
d 2x dx ++ + x = f 2 dt dt

!.11 : certain system has the characteristic equation s((s+1) + K =\$ >e desire that all the roots lie to the left of the line s= -b to guarantee a time constant no longer than 61/b. Cse the Routh0urwit% criterion to determine the value of K and ( so that both roots meet this requirement. !.12 Determine the range of K values that will give a time constant of less than 192 for the following characteristic equation s3 + 1\$s2 + 31s + K =\$ !.1! : mercury-in-glass thermometer has a time constant of 1*s. )f it is suddenly ta5en from being at 2* o8 and plunged into hot water at +* o8# what will be the temperature indicated by the thermometer after 'a& 1*s# 'b& 2*s@

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