Linearized Equations

and Modes of Motion

Robert Stengel, Aircraft Flight Dynamics
MAE 331, 2010

Nominal and Actual

Flight Paths

Linearization of nonlinear dynamic models

Nominal flight path
Perturbations about the nominal flight path

Modes of motion
Longitudinal
Lateral-directional

Copyright 2010 by Robert Stengel. All rights reserved. For educational use only.
http://www.princeton.edu/~stengel/MAE331.html
http://www.princeton.edu/~stengel/FlightDynamics.html

Nominal and Actual

Trajectories
Nominal (or reference)
trajectory and control history

{x N (t), u N (t), w N (t)}

for t in [t o ,t f ]

Actual trajectory perturbed by

Small initial condition variation, !xo(to)
Small control variation, !u(t)

{x(t), u(t), w(t)} for t in [to ,t f ]

= {x N (t) + !x(t), u N (t) + !u(t), w N (t) + !w(t)}

x : dynamic state
u : control input
w : disturbance input

Both Paths Satisfy the

Dynamic Equations

Dynamic models for the actual and the

nominal problems are the same

x! N (t) = f[x N (t), u N (t), w N (t)], x N ( t o ) given

x! (t) = f[x(t), u(t), w(t)], x ( t o ) given

Differences in initial
condition and forcing ...

!x(t o ) = x(t o ) " x N (t o )

#% !u(t) = u(t) " u N (t)
$
!w(t) = w(t) " w N (t)
&%

'%
( in *+t o ,t f ,)%

... perturb rate of

change and the state

%# x! (t) = x! N (t) + !!x(t) '%

( in *+t o ,t f ,$
x(t) " x N (t) + !x(t) %
)
&%

Approximate Neighboring
Trajectory as a Linear Perturbation
to the Nominal Trajectory
x! N (t) = f[x N (t), u N (t), w N (t),t]
x! (t) = x! N (t) + !!x(t) = f[x N (t) + !x(t), u N (t) + !u(t), w N (t) + !w(t),t]

Approximate the new trajectory as the sum of the

nominal path plus a linear perturbation

x! (t) = x! N (t) + !!x(t)

" f[x N (t), u N (t), w N (t),t] +

#f
#f
#f
!x(t) +
!u(t) +
!w(t)
#x
#u
#w

Jacobian Matrices Express the Solution

Sensitivity to Small Perturbations

Sensitivity to state perturbations: stability matrix

is square

F(t) =

!f
!x

x = x N (t )
u= u N (t )
w = w N (t )

" ! f1
! f1
$
! x1 !
! xn
$
=$ !
!
!
$ ! fn
! fn
$
! x1 !
! xn
#

%
'
'
'
'
' x = x (t )
& u= uNN (t )

!f
! u xu== xuNN (t(t )) dim(G) = n ! m
w = w N (t )

L(t) =

!f
!w

dim(F) = n ! n

w = w N (t )

x = x N (t )
u= u N (t )
w = w N (t )

Solve for the nominal and perturbation trajectories

separately
x! N (t) = f[x N (t), u N (t), w N (t),t], x N ( t o ) given
#f
#f
#f
(t ) !x(t) + (t ) !u(t) + (t ) !w(t)
#x
#u
#w
= F(t)!x(t) + G(t)!u(t) + L(t)!w(t), !x ( t o ) given

!!x(t) "

dim(x) = n ! 1
dim(u) = m ! 1
dim(w) = s ! 1
dim(!x) = n " 1
dim(!u) = m " 1
dim(!w) = s " 1

... where the Jacobian matrices of the linear model

are evaluated along the nominal trajectory
F(t) =

!f
!x

x = x N (t )
u= u N (t )
w = w N (t )

; G(t) =

!f
! u xu== xuNN (t(t ))

; L(t) =

w = w N (t )

!f
!w

x = x N (t )
u= u N (t )
w = w N (t )

to < t < t f

How Is System
Response Calculated?
Linear and nonlinear, time-varying and timeinvariant dynamic models

Sensitivity to control and disturbance perturbations is

similar, but matrices may not be square
G(t) =

Linearized Equation Approximates

Perturbation Dynamics

dim(L) = n ! s

Numerical integration (time domain)

Linear, time-invariant (LTI) dynamic models

Numerical integration (time domain)
State transition (time domain)
Transfer functions (frequency domain)

Numerical Integration of Ordinary

Differential Equations

Given

Integration Algorithms

Rectangular (Euler) Integration

x(t k ) = x(t k!1 ) + "x(t k!1,t k )

Initial condition, control, and disturbance histories

x(t 0 )
u(t), w(t) for t in [t o ,t f ]
Path is approximated by executing a numerical algorithm

# x(t k!1 ) + f [ x(t k!1 ),u(t k!1 ),w(t k!1 )] "t , "t = t k ! t k!1

Trapezoidal (modified Euler) Integration (~MATLAB!s ode23)

x(t k ) ! x(t k"1 ) +

Nonlinear equations of motion

where

x (t) = f[x(t),u(t),w(t),t] , x(t 0 ) given

#x1 = f [ x(t k"1 ),u(t k"1 ),w(t k"1 )] #t

#x 2 = f [ x(t k"1 ) + #x1,u(t k ),w(t k )] #t

Linear, time-invariant equations of motion

!x (t) = F!x(t) + G!u(t) + L!w(t), !x(t o ) given

1
[#x1 + #x 2 ]
2

See MATLAB manual for descriptions of ode45 and ode15s

Stiffening Linear-Cubic Spring

Example

Nonlinear, time-invariant (NTI) equation

x!1 (t) = f1 = x2 (t)

Linear Approximation of
Perturbation Dynamics

x!2 (t) = f2 = !10x1 (t) ! 10x13 (t) ! x2 (t)

Integrate equations to produce nominal path

! x1 (0) $ t f ! f1N
&' (#
#
f
#" x2 (0) &%
0 #
" 2N

$
& dt '
&
%

! x1 (t) $
& in ! 0,t f $
# N
"
%
# x2 N (t) &
%
"

Analytical evaluation of time-varying partial derivatives

! f1
! f2

! x1 = 0;

! f1

! f1

! x2 = 1

! x1 = "10 " 30x (t);

2
1N

! f2

! x2 = "1

! f2

! u = 0;
! u = 0;

! f1
! f2

!w = 0
!w = 0

Nominal (NTI) and Perturbation

(LTV) Dynamic Equations
x! N (t) = f[x N (t)], x N (0) given
x!1N (t) = x2 N (t)

NTI

x!2 N (t) = !10x1N (t) ! 10x13N(t) ! x2 N (t)

! x1 (0) $ !
$
& = # 0 &;
# N
# x2 N (0) & " 9 %
%
"

x N (t)
!x(t)
x N (t) + !x(t)
x(t)
Initial Conditions
x2 N (0) = 9

!!x(t) = F(t)!x(t), !x(0) given

" !!x1 (t) % "
0
'=$
$
(
10
+
30x12N(t)
$# !!x2 (t) '& $#

Comparison of Approximate and Exact Solutions

x2 N (t) + !x2 (t) = 10

1 % " !x1 (t) %

'$
'
(1 ' $ !x2 (t) '
&
&#

! 'x1 (0) $ ! 0 $
&=#
#
&
#" 'x2 (0) &% " 1 %

LTV

Initial
Conditions

!x2 (0) = 1
x2 (t) = 10

x! N (t)
!!x(t)
x! N (t) + !!x(t)
x! (t)

Suppose xN (0) = 0
Nominal solution remains at equilibrium
x! N (t) = f[x N (t)], x N (0) = 0, x N (t) = 0 in [ 0, ! ]

Perturbation equation is linear and time-invariant (LTI)

" !!x1 (t) % " 0

1 % " !x1 (t)
'=$
$
'$
$# !!x2 (t) '& # (10 (1 & $# !x2 (t)

%
'
'&

Separation of the
Equations of Motion into
Longitudinal and LateralDirectional Sets

Grumman F9F

Rigid-Body Equations of
Motion (Scalar Notation)

Rearrange the State Vector

State Vector

Rate of change of Translational Velocity

u! = X / m ! g sin " + rv ! qw
v! = Y / m + g sin # cos" ! ru + pw
w! = Z / m + g cos # cos" + qu ! pv

Rate of change of Translational Position

x! I = ( cos! cos" ) u + ( # cos $ sin " + sin $ sin ! cos" ) v + ( sin $ sin " + cos $ sin ! cos" ) w
y! I = ( cos! sin " ) u + ( cos $ cos" + sin $ sin ! sin " ) v + ( # sin $ cos" + cos $ sin ! sin " ) w

z!I = ( # sin ! ) u + ( sin $ cos! ) v + ( cos $ cos! ) w

Rate of change of Angular Velocity (Ixy and Iyz = 0)

{ (

)
)
) r + "# I

})

p! = I zz L + I xz N ! I xz I yy ! I xx ! I zz p + "# I xz2 + I zz I zz ! I yy $% r q I xx I zz ! I xz2

q! = "# M ! ( I xx ! I zz ) pr ! I xz p 2 ! r 2 $% I yy

{ (

r! = I xz L + I xx N ! I xz I yy ! I xx ! I zz

2
xz

})

+ I xx I xx ! I yy $% p q I xx I zz ! I xz2

)
)

Rate of change of Angular Position

!! = p + ( q sin ! + r cos ! ) tan "
"! = q cos ! # r sin !
$! = ( q sin ! + r cos ! ) sec "

!
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
"

x1 $
& !
x2 & #
x3 & #
& #
x4 & #
& #
x5 & #
x6 & #
&=#
x7 & #
& #
x8 & #
x9 & #
& #
x10 & #
x11 & #
& #
x12 & "
%

u
v
w
x
y
z
p
q
r
'

(
)

$
&
&
&
&
&
&
&
&
&
&
&
&
&
&
&
&
%

Longitudinal, Lateral-Directional
State Vector

First six elements of

the state are
longitudinal variables
Second six elements
of the state are lateraldirectional variables

Longitudinal
Equations of Motion
= x!1 = f1
= x!2 = f2

x! I = ( cos" cos$ ) u + ( ! cos # sin $ + sin # sin " cos$ ) v + ( sin # sin $ + cos # sin " cos$ ) w = x! 3 = f3

z!I = ( ! sin " ) u + ( sin # cos" ) v + ( cos # cos" ) w

q! = %& M ! ( I xx ! I zz ) pr ! I xz p 2 ! r 2 '( I yy
"! = q cos # ! r sin #

x! Lon (t) = f[x Lon (t), u Lon (t), w Lon (t)]

x1 $
&
x2 &
x3 &
&
x4 &
&
x5 &
! x Lon
x6 &
& =#
x7 &
#" x Lat ' Dir
&
x8 &
x9 &
&
x10 &
x11 &
&
x12 &
% new

!
#
#
#
#
#
#
$ #
&=#
&% #
#
#
#
#
#
#
#
"

u
w
x
z
q

(
v
y
p
r
)
*

$
&
&
&
&
&
&
&
&
&
&
&
&
&
&
&
&
%

Lateral-Directional
Equations of Motion

Dynamics of position, velocity, angle, and

angular rate in the vertical plane
u! = X / m ! g sin " + rv ! qw
w! = Z / m + g cos # cos" + qu ! pv

!
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
"

= x! 4 = f4
= x!5 = f5
= x!6 = f6

Dynamics of position, velocity, angle, and

angular rate out of the vertical plane
v! = Y / m + g sin ! cos" # ru + pw

y! I = ( cos" sin $ ) u + ( cos ! cos$ + sin ! sin " sin $ ) v + ( # sin ! cos$ + cos ! sin " sin $ ) w

(
r! = ( I L + I

{ (
N # {I ( I

)
) r + %& I

(
(I

) }) (
)'( p} q ) ( I

p! = I zz L + I xz N # I xz I yy # I xx # I zz p + %& I xz2 + I zz I zz # I yy '( r q I xx I zz # I xz2

xz

xx

xz

yy

# I xx # I zz

!! = p + ( q sin ! + r cos ! ) tan "

2
xz

+ I xx

xx

# I yy

I # I xz2

xx zz

)
)

= x! 7 = f7
= x!8 = f8
= x!9 = f9
= x!10 = f10
= x!11 = f11

$! = ( q sin ! + r cos ! ) sec "

= x!12 = f12

x! LD (t) = f[x LD (t), u LD (t), w LD (t)]

Sensitivity to
Control Inputs

Sensitivity to Small Motions

(12 x 12) stability matrix for the entire system

" ! f1
! f1
$
! x1
! x2
$
!
f
!
f2
$
2
! x1
! x2
F(t) = $
$
...
...
$
! fn
$ ! fn
! x1
! x2
$#

% " ! f1
! f1
! x12 ' $
!u
!w
' $
! f2
!
f
!
f2
' $
2
...
! x12 ' = $
!u
!w
' $
...
...
...
...
' $
! f12
! fn
' $ ! f12
...
!u
!w
! x12 ' $
& #
...

! f1

%
!( '
'
! f2
'
...
!( '
'
...
...
'
! f12
'
...
!( '
&
...

! f1

Four (6 x 6) blocks distinguish longitudinal and lateral-directional

effects
Effects of longitudinal perturbations
on longitudinal motion

" F
Lon
F = $ Lat ! Dir
$ FLon
#
Effects of longitudinal perturbations
on lateral-directional motion

Control input vector and perturbation

"
$
$
$
u(t) = $
$
$
$
$#

! E(t)
! T (t)
! F(t)
! A(t)
! R(t)
! SF(t)

%
'
'
'
'
'
'
'
'&

#
%
%
%
!u(t) = %
%
%
%
%$

Elevator, deg or rad

Throttle, %
Flaps, deg or rad
Ailerons, deg or rad
Rudder, deg or rad
Side Force Panels, deg or rad

!" E(t)
!" T (t)
!" F(t)
!" A(t)
!" R(t)
!" SF(t)

&
(
(
(
(
(
(
(
('

Four (6 x 3) blocks distinguish longitudinal and lateral-directional

effects

Effects of lateral-directional
perturbations on longitudinal motion

Effects of longitudinal controls on

longitudinal motion

Lon
%
FLat
! Dir
'
FLat ! Dir '
&

Effects of lateral-directional controls

on longitudinal motion

%
G Lon
Lat ! Dir
'
G Lat ! Dir '
&

" G
Lon
G = $ Lat ! Dir
$ G Lon
#

Effects of lateral-directional perturbations

on lateral-directional motion

Effects of longitudinal controls on

lateral-directional motion

Effects of lateral-directional controls on

lateral-directional motion

Restrict the Nominal Flight Path

to the Vertical Plane

Nominal State Vector

Nominal lateral-directional motions are zero

x! Lat ! DirN = 0

Decoupling
Approximation for
Small Perturbations

x Lat ! DirN = 0

Nominal longitudinal equations reduce to

u! N = X / m ! g sin " N ! qN wN
w! N = Z / m + g cos" N + qN u N

x! I N = ( cos" N ) u N + ( sin " N ) wN

z!I N = ( ! sin " N ) u N + ( cos" N ) wN

q! N =

M
I yy

"!N = qN

BUT, Lateral-directional perturbations need not be

zero
!!x Lat " DirN # 0
!x Lat " DirN # 0

!
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
#
"

x1 $
&
x2 &
x3 &
&
x4 &
&
x5 &
! x Lon
x6 &
& =#
x7 &
#" x Lat ' Dir
&
x8 &
x9 &
&
x10 &
x11 &
&
x12 &
%N

$
&
&%
N

!
#
#
#
#
#
#
#
=#
#
#
#
#
#
#
#
#
"

uN $
&
wN &
xN &
&
zN &
&
qN &
(N &
&
0 &
0 &
&
0 &
0 &
0 &
&
0 %

Restrict the Nominal Flight Path to

Steady, Level Flight

Specify nominal airspeed (VN) and altitude (hN = zN)

Calculate conditions for trimmed (equilibrium) flight

Small Perturbation Effects are Uncoupled in

Steady, Symmetric, Level Flight

See Flight Dynamics and FLIGHT program for a

solution method

0 = Z / m + g cos" N + qN u N

"
$
$
$
$
$
$
$
#

VN = ( cos" N ) u N + ( sin " N ) wN

0 = ( ! sin " N ) u N + ( cos" N ) wN

0=

M
I yy

0 = qN

" uTrim
%
$
'
$ wTrim
'
$ V (t
'
$ N
=
'
$ zN
'
$
'
$ 0
! '&Trim $ !Trim
#
u
w
x
z
q

!x Lon

!u Lon

# !" T &
= %% !" E ((
%$ !" F ('

!w Lon

" !uwind
$
= $ !wwind
$ !q
wind
#

block diagonal
constant, i.e., linear, time-invariant (LTI)
decoupled into two separate (6 x 6) systems

" FLon
F=$
$# 0

%
0
'
FLat ! Dir '
&

" G Lon
G=$
$# 0

%
0
'
G Lat ! Dir '
&

" L Lon
L=$
$# 0

%
0
'
L Lat ! Dir '
&

!!x Lat " Dir (t) = FLat " Dir !x Lat " Dir (t) + G Lat " Dir !u Lat " Dir (t) + L Lat " Dir !w Lat " Dir (t)

!!x Lon (t) = FLon !x Lon (t) + G Lon !u Lon (t) + L Lon !w Lon (t)
!x1 %
" !u %
'
'
$
!x2 '
$ !w '
'
!x3
' = $ !x '
$ !z '
!x4 '
'
$
'
$ !q '
!x5 '
$ !( '
&
#
!x6 '
& Lon

%
'
'
'
'
'
'
'
'
&

(6 x 6) LTI Lateral-Directional
Perturbation Model

(6 x 6) LTI Longitudinal
Perturbation Model
"
$
$
$
=$
$
$
$
$
#

Small longitudinal and lateral-directional perturbations

are approximately uncoupled from each other
(12 x 12) system is

Trimmed State Vector is

constant

0 = X / m ! g sin " N ! qN wN

Assume the airplane is symmetric and its nominal path

is steady, level flight

%
'
'
'
&

!x Lat " Dir

#
%
%
%
=%
%
%
%
%
$

!x1 &
# !v
(
%
!x2 (
% !y
(
% !p
!x3
(
=%
!x4 (
% !r
(
% !)
!x5 (
%
!*
(
!x6
' Lat " Dir %$

&
(
(
(
(
(
(
(
('

$ !# A '
!u Lat " Dir = && !# R ))
&% !# SF )(

" !vwind
$
!w Lon = $ !pwind
$ !r
wind
#

%
'
'
'
&

Fourier Transform of
a Scalar Variable

Frequency Domain
Description of LTI
System Dynamics

Transformation from time domain to frequency domain

F [ !x(t)] = !x( j" ) =

% !x(t)e

# j" t

dt, " = frequency, rad / s

#$

j! : Imaginary operator, rad/s

!x(t)

!x(t) : real variable

!x( j" ) : complex variable
= a(" ) + jb(" )
= A(" )e j# (" )

A : amplitude
! : phase angle

Laplace Transform of
a Scalar Variable

Laplace transformation from time domain to frequency domain

#

L [ !x(t)] = !x(s) = $ !x(t)e" st dt

0

s = ! + j"
= Laplace (complex) operator, rad/s

!x(t) : real variable

!x(s) : complex variable
= a(s) + jb(s)
= A(s)e j" (s )

Laplace transformation is a linear operation

L [ !x1 (t) + !x2 (t)] = L [ !x1 (t)] + L [ !x2 (t)] = !x1 (s) + !x2 (s)
L [ a!x(t)] = aL [ !x(t)] = a!x(s)

!x( j" ) = a(" ) + jb(" )

Laplace Transforms of
Vectors and Matrices
Laplace transform of a vector variable
" !x1 (s) %
'
$
L [ !x(t)] = !x(s) = $ !x2 (s) '
$
... '&
#

Laplace transform of a matrix variable

! a11 (s) a12 (s) ... $
&
#
L [ A(t)] = A(s) = # a21 (s) a22 (s) ... &
# ...
...
... &%
"

Laplace transform of a time-derivative

L [ !!x(t)] = s!x(s) " !x(0)

Laplace Transform of
a Dynamic System

Laplace Transform of
a Dynamic System

System equation

!!x(t) = F !x(t) + G !u(t) + L!w(t)

dim(!x) = (n " 1)
dim(!u) = (m " 1)
dim(!w) = (s " 1)

Laplace transform of system equation

s!x(s) " !x(0) = F !x(s) + G! u(s) + L!w(s)

Rearrange Laplace transform of dynamic equation

s!x(s) " F! x(s) = !x(0) + G! u(s) + L!w(s)

[ sI ! F ] "x(s) = "x(0) + G" u(s) + L"w(s)

!x(s) = [ sI " F ]

"1

[ !x(0) + G !u(s) + L!w(s)]

Characteristic Polynomial
of a LTI Dynamic System
!x(s) = [ sI " F ]

"1

Modes of Motion

[ sI ! F ]!1 =

[ !x(0) + G !u(s) + L!w(s)]

Adj ( sI ! F )
(n x n)
sI ! F

Characteristic polynomial of the system

is a scalar
defines the system!s modes of motion

sI ! F = det ( sI ! F ) " #(s)

= s n + an !1s n !1 + ... + a1s + a0

Eigenvalues (or Roots) of

a Dynamic System

Longitudinal
Modes of Motion

Characteristic equation of the system

!(s) = s n + an "1s n "1 + ... + a1s + a0 = 0

!!x Lon (t) = FLon !x Lon (t) + G Lon !u Lon (t) + L Lon !w Lon (t)

= ( s " #1 ) ( s " #2 ) (...) ( s " #n ) = 0

... where !i are the eigenvalues of F or the roots

of the characteristic polynomial

! Lon (s) = ( s " #1 ) ( s " #2 ) (...) ( s " #6 ) = 0

!i = " i + j# i

)(

)(

Complex conjugate

4 eigenvalues normally appear as 2

complex pairs
Range and height modes usually
inconsequential

)(

)(

Positive real part

represents instability

Eigenvalues determine the damping and natural frequencies

of the linear system!s modes of motion
Longitudinal characteristic equation
has 6 eigenvalues

)(

s Plane

Longitudinal
Modes of Motion

)(

! Lon (s) = ( s " #ran ) s " #hgt s 2 + 2$ P% nP s + % n2P s 2 + 2$ SP% nSP s + % n2SP = 0

! *i = " i # j$ i

)(

= s " #range s " #height s " # phugoid s " # *phugoid s " #short period s " # *short period

Eigenvalues are complex numbers that

can be plotted in the s plane

!ran : range mode " 0

!hgt : height mode " 0

(# ,$ ) : phugoid mode
(# ,$ ) : short - period mode
P

SP

nP

Lateral-Directional
Modes of Motion
!!x Lat " Dir (t) = FLat " Dir !x Lat " Dir (t) + G Lat " Dir !u Lat " Dir (t) + L Lat " Dir !w Lat " Dir (t)
! LD (s) = ( s " #1 ) ( s " #2 ) (...) ( s " #6 ) = 0

)(

)(

)(

= s " #crossrange s " #heading s " #spiral ( s " #roll ) s " # Dutch roll s " # *Dutch roll

nSP

! LD (s) = ( s " #cr ) ( s " #head ) ( s " #S ) ( s " # R ) s 2 + 2$ DR% nDR s + % n2DR = 0

Lateral-Directional
Modes of Motion

Lateral-directional characteristic
equation has 6 eigenvalues
2 eigenvalues normally appear as a
complex pair
Crossrange and heading modes
usually inconsequential

!cr : crossrange mode " 0

!head : heading mode " 0
!S : spiral mode
! R : roll mode

(#

DR

Next Time:
Longitudinal Dynamics

, $ nDR : Dutch roll mode

Sensitivity to Small Control and

Disturbance Perturbations
F(t) =

Supplemental
Material

G(t) =

!f
!x

x = x N (t )
u= u N (t )
w = w N (t )

; G(t) =

w = w N (t )

Control-effect matrix

!f
! u xu== xuNN (t(t ))

w = w N (t )

" ! f1
! f1
$
! u1
! u2
$
! f2
$ ! f2
! u1
! u2
=$
$
...
...
$
! fn
$ ! fn
! u1
! u2
$#

%
! um '
'
! f2
'
...
! um '
'
...
...
'
! fn
'
...
! um ' x = x N (t )
& u= uN (t )
...

!f
! u xu== xuNN (t(t ))

!f
!w

x = x N (t )
u= u N (t )
w = w N (t )

Disturbance-effect matrix

! f1

w = w N (t )

; L(t) =

L(t) =

!f
!w

x = x N (t )
u= u N (t )
w = w N (t )

" ! f1
! f1
$
! w1
! w2
$
! f2
$ ! f2
! w1
! w2
=$
$
...
...
$
! fn
$ ! fn
! w1
! w2
$#

%
! ws '
'
! f2
'
...
! ws '
'
...
...
'
! fn
'
...
! ws ' x = x N (t )
& u= uN (t )
...

! f1

w = w N (t )

How Do We Calculate the

Partial Derivatives?
F(t) =

!f
!f
G(t) =
x = x N (t )
! u xu== xuNN (t(t ))
! x u= uN (t )

L(t) =

w = w N (t )

w = w N (t )

!f
!w

x = x N (t )
u= u N (t )
w = w N (t )

Numerically
First differences in f(x,u,w)

Analytically
Symbolic evaluation of analytical
models of F, G, and L

Numerical Estimation of the

Jacobian Matrices
#
# ( x + "x )
1
%
% 1
%
%
x2
% f1 %
%
!
%
%
%
xn
$
%
%
%
%
# ( x + "x )
1
%
% 1
%
%
x2
f
2
%
%
!
%
F(t) ! %
%
%
xn
$
%
%
%
%
%
# ( x + "x )
1
%
% 1
%
%
x2
% fn %
!
%
%
%
%
xn
$
%
%
$

&
# ( x ) "x )
1
(
% 1
(
%
x2
)
f
( 1%
!
(
%
(
%
xn
'
$
2"x1

&
(
(
(
(
(
'

#
x1
%
% ( x + "x2 )
f1 % 2
!
%
%
xn
$

&
#
x1
(
%
(
% ( x2 + "x2 )
)
f
( 1%
!
(
%
(
%
xn
'
$
2"x2

&
(
(
(
(
(
'

&
# ( x ) "x )
1
(
% 1
(
%
x2
)
f
2
(
%
!
(
%
(
%
xn
'
$
2"x1

&
(
(
(
(
(
'

#
x1
%
% ( x + "x2 )
f2 % 2
!
%
%
xn
$

&
#
x1
(
%
(
% ( x2 + "x2 )
)
f
2
(
%
!
(
%
(
%
xn
'
$
2"x2

&
(
(
(
(
(
' !

!
&
# ( x ) "x )
1
(
% 1
(
%
x2
( ) fn %
!
(
%
(
%
xn
'
$
2"x1

!
&
(
(
(
(
(
'

#
x1
%
x2
%
f1 %
!
%
% ( xn + "xn )
$

&
(
(
(
(
(
'

&
#
x1
(
%
x2
(
%
)
f
( 1%
!
(
%
(
% ( xn + "xn )
'
$
2"xn

#
x1
%
x2
%
fn %
!
%
% ( xn + "xn )
$

!
&
#
x1
(
%
x2
(
%
( ) fn %
!
(
%
(
% ( x + "xn )
'
$ n
2"xn

&
(
(
(
(
(
'

&
(
(
(
(
(
(
(
(
(
(
(
(
(
(
(
(
(
(
(
(
(
(
(
(
(
(x=x N (t)
'u=uN (t)
w=w N (t)

Matrix Inverse
Matrix Inverse

A = a; A !1 =
dim(A) = (1 ! 1)

y = Ax; x = A !1y

[A]

!1

Adj( A ) Adj( A )
=
=
A
det A

(n " n)
(1 " 1)

CT
=
; C = matrix of cofactors
det A

dim(x) = dim(y) = (n ! 1)
dim(A) = (n ! n)

Cofactors are signed

minors of A

ijth minor of A is the

determinant of A with
the ith row and jth
column removed

1
a

dim(A) = (2 ! 2)

! a11 a12
A=#
#" a21 a22

! a22 'a21 $
! a22 'a12 $
&
&
#
#
$
# 'a12 a11 &%
# 'a21 a11 &%
& ; A '1 = "
="
a11a22 ' a12 a21
a11a22 ' a12 a21
&%
T

! a11 a12
#
A = # a21 a22
# a
a32
" 31

a13
a23
a33

dim(A) = (3 ! 3)

! (a a ' a a ) ' (a a ' a a ) (a a ' a a ) $

22 33
23 32
21 33
23 31
21 32
22 31
&
#
# ' ( a12 a33 ' a13a32 ) ( a11a33 ' a13a31 ) ' ( a11a32 ' a12 a31 ) &
&
#
$
# ( a12 a23 ' a13a22 ) ' ( a11a23 ' a13a21 ) ( a11a22 ' a12 a21 ) &
&
%
"
'1
&; A =
a11a22 a33 + a12 a23a31 + a13a21a32 ' a13a22 a31 ' a12 a21a33 ' a11a23a32
&
%
! (a a ' a a ) ' (a a ' a a ) (a a ' a a ) $
22 33
23 32
12 33
13 32
12 23
13 22
&
#
# ' ( a21a33 ' a23a31 ) ( a11a33 ' a13a31 ) ' ( a11a23 ' a13a21 ) &
&
#
# ( a21a32 ' a22 a31 ) ' ( a11a32 ' a12 a31 ) ( a11a22 ' a12 a21 ) &
%
= "
a11a22 a33 + a12 a23a31 + a13a21a32 ' a13a22 a31 ' a12 a21a33 ' a11a23a32

Sensitivity to
Disturbance Inputs

Disturbance input vector and perturbation

!
#
#
#
w(t) = #
#
#
#
#
"

uw (t) $
&
ww (t) &
qw (t) &
&
vw (t) &
&
pw (t) &
rw (t) &
%

Axial wind, m / s
Normal wind, m / s
Pitching wind shear, deg / s or rad / s
Lateral wind, m / s
Rolling wind shear, deg / s or rad / s
Yawing wind shear, deg / s or rad / s

"
$
$
$
!w(t) = $
$
$
$
$
#

!uw (t) %
'
!ww (t) '
!qw (t) '
'
!vw (t) '
'
!pw (t) '
!rw (t) '
&

Four (6 x 3) blocks distinguish longitudinal and lateral-directional

effects
Effects of longitudinal disturbances
on longitudinal motion

" L
Lon
L = $ Lat ! Dir
$ L Lon
#
Effects of longitudinal disturbances
on lateral-directional motion

Effects of lateral-directional
disturbances on longitudinal motion

%
LLon
Lat ! Dir
'
L Lat ! Dir '
&
Effects of lateral-directional disturbances
on lateral-directional motion