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# ME464-Sys Dyn & Ctrl Spring-2013

## Dr. Shaukat Ali

Chapter 2

Mathematical Models
of
Systems

## Dr. Shaukat Ali

Outline

Introduction
Differential Equations of Physical Systems
Linear Approximation of Physical Systems
The Laplace Transform
The Transfer Function of Linear Systems
Block Diagram Models
Signal-Flow Graphs Models

## Dr. Shaukat Ali

Introduction
To understand and control complex physical systems,
we need their mathematical models.
To obtain mathematical models, we need the
relationship between the system variables.
As the systems under consideration are dynamic in
nature, then this relationship is in the form of
differential equations.

## Dr. Shaukat Ali

Differential Equations
In general, the linear differential equation of an nthorder system is written:
n

d y (t )
dt

a n 1

n 1

dt

y (t )
n 1

a1

dy ( t )
dt

a o y (t ) f (t )

## 1st order linear ordinary differential equation:

dy ( t )
dt

a o y (t ) f (t )

## 2nd order linear ordinary differential equations:

2

d y (t )
dt

a1

dy ( t )
dt

a o y (t ) f (t )

## In this course we treat only LINEAR ORDINARY

DIFFERNTIAL EQUATIONS
ME464-Sys Dyn & Ctrl Spring-2013

## Modeling of Physical Systems

Methods of Modeling Linear System:
Transfer Function Method (only linear systems)
State-Variable Method (both linear and nonlinear systems)

## Most dynamic systems have nonlinear behavior:

Linearization by proper assumptions and approximations

## Modeling of Mechanical Systems

The motion of a Mechanical system:
Translation
Rotation
Combination of above

## Modeling of Mechanical Systems

Translational motion:
Newtons 2nd law of motion

ext

Ma

## Example: A mass M under the action of force f(t).

y (t )

f (t )

f ( t ) Ma ( t ) M

d y (t )
dt

dv ( t )
dt
Dr. Shaukat Ali

## Modeling of Mechanical Systems

Linear Spring:
Hooks law: f ( t ) Ky ( t )

Viscous Damper:
f (t ) B

dy ( t )

Bv

dt

## Modeling of Mechanical Systems

Mass-spring-damper
system

f ( t ) Ky ( t ) B

dy ( t )
dt

d y (t )
dt

## Modeling of Mechanical Systems

Rotational motion
Eulers 2nd law of motion

ext

## Example: A body with inertia J under the action of a

torque (t).

d (t )
2

(t ) J (t ) J

dt
ME464-Sys Dyn & Ctrl Spring-2013

d (t )
dt
Dr. Shaukat Ali

## Modeling of Mechanical Systems

Torsional Spring:
(t ) K (t )

Viscous damper:
(t ) B

d (t )

dt

## Modeling of Mechanical Systems

A disk in a viscous medium
and supported by a shaft

ext

(t ) s (t ) d (t ) J (t )

(t ) K (t ) B

d (t )
dt

d (t )
2

dt

## Modeling of Electrical Systems

Resistor:
I (t )

v (t )

I (t )
v (t )

R
L

Inductor:
I (t )

v ( t )dt

Capacitor:
I (t ) C

dv ( t )

I (t )

v (t )
C

I (t )
v (t )

dt
ME464-Sys Dyn & Ctrl Spring-2013

## Modeling of Electrical Systems

Kirchhoff s laws:
Current law:
The algebraic sum of all currents entering a node is zero.

Voltage law:
The algebraic sum of all voltage drops around a complete closed loop
is zero.

r (t )

v (t )
R

dv ( t )
dt

## ME464-Sys Dyn & Ctrl Spring-2013

v ( t ) dt

L
Dr. Shaukat Ali

Analogy
Spring-Mass-Damper system:
dv ( t )

f ( t ) K v ( t ) dt Bv ( t ) M

dt

RLC circuit:
r (t )

v ( t ) dt

v (t )
R

dv ( t )
dt

Rotational motion:
( t ) K ( t ) dt B ( t ) J

d (t )
dt

## This is called as velocity voltage analogy (forcecurrent analogy)

ME464-Sys Dyn & Ctrl Spring-2013

## Dr. Shaukat Ali

Linearization
(Linear Approximation)

## Dr. Shaukat Ali

Linearization
A linear system satisfies the following properties:
Superposition
Homogeneity
Linear
system

a1u 1 ( t ) a 2 u 2 ( t )

a1 y1 ( t ) a 2 y 2 ( t )

Example:
Test whether

f(x) 5x

is linear.

## Dr. Shaukat Ali

Linearization
Examples of physical systems
RC

dy ( t )

LC

d y (t )

dt

dt

d y (t )
dt

dy ( t )

y (t ) u (t )

u (t )

dt

dy ( t )
dt

d y (t )
dt

dy ( t )

f ( y ( t )) u ( t )

dt
B

## Dr. Shaukat Ali

Linearization
Examples of physical systems
2

d y (t )
dt

dy ( t )

f ( y ( t )) u ( t )

dt

## A nonlinear system can be described by a linear model

for a small range of input values around an operating
point.
ME464-Sys Dyn & Ctrl Spring-2013

## Dr. Shaukat Ali

Linearization
To find the linear model of a nonlinear system f(y)
We expand f(y) into a Taylor series around the operating
point or equilibrium point (yo, f(yo)):
f ( y ) f ( yo )

y o df

1!

dy

y yo

yo d f

2!

dy

2
y yo

## If the variation around the operating point, y y y o is

small, then we may neglect the higher-order terms:
f ( y ) c y

## This approximation results in a linear (straight line)

relationship
ME464-Sys Dyn & Ctrl Spring-2013

## Dr. Shaukat Ali

Linearization
Linearization of differential equations
Example: Pendulum oscillator model
T ( ) MgL sin

## Linearization around the equilibrium point o 0 o

T ( ) T ( o )

dT
d

( o )
o

T ( ) MgL
This approximation is reasonably accurate for
ME464-Sys Dyn & Ctrl Spring-2013

## Laplace Transform (LT)

LT is a mathematical tool that:
Transforms many time (t) domain functions f(t) into algebraic
functions F(s) of a complex domain (s).
Provides an algebraic way to solve linear time invariant
differential equations.
Can be used to predict the system performance without
actually solving system differential equations.

## Laplace Transform (LT)

Solution of differential equations

## Obtain linearized differential equation.

Obtain the Laplace transform of the differential equation.
Solve the algebraic equation by the inverse Laplace transform.

## Laplace Transform (LT)

Laplace Transform of a function f(t):
f ( t ) F ( s )

f t e

st

dt

t0

## is the Laplace transform operator

(s) is a complex variable: s j
f(t) is a function of time (t) with f(t)=0 for t<0

## Theorems of Laplace Transform

Theorem 1: Multiplication by a constant
kf ( t ) kF ( s )

## Theorem 2: Sum and differences

f 1 ( t ) f 2 ( t ) F1 ( s ) F2 ( s )

Theorem 3: Differentiation
df ( t )

sF ( s ) f ( 0 )
dt
d 2 f (t )
df ( t )
2

s F ( s ) sf ( 0 )
2
dt
dt

t0

Step function:
t0

0
f (t )
c

t0

F (s)

f t e

st

dt

t0

F (s)

ce

t0

st

dt

c
s

st

c
s

c
s

F (s)

1
s

## LTs of Simple Functions

Ramp function:
0
f (t )
ct

t0
t0

F (s)

c
s

Exponential function:
0
f ( t ) at
e

t0
t0

F (s)

1
sa

Sinusoidal function:
0
f (t )
sin t

t0
t0

F (s)

s
2

Table of LTs

## LTs of Differential Equations

First order linear differential equation
dy ( t )
dt

a o y (t ) f (t )

Let f ( t ) 0 , y ( 0 ) y o ,
Now, as:
y ( t ) Y ( s )

(1)

ao

dy ( t )

sY ( s ) y ( 0 )
dt

Y s

yo
s

## LTs of Differential Equations

Second order linear differential equation (Spring-MassDamper)
2

d y (t )
dt

dy ( t )

Ky ( t ) f ( t )

(1)

dt

Let
f (t ) 0 ,

y (0) yo ,

dy ( t )
dt

0
t0

Y s

Ms

B yo

Ms Bs K

## Inverse Laplace Transform

The inverse LT of F(s) is:

F s f t

1
2 j

F s e

st

ds

## This is a complex integral and is rarely used.

For simple functions, we directly refer to the LTs table.
For complex functions, we first perform the partial-fraction
expansion on F(s) and then use the LTs table.

## Dr. Shaukat Ali

Partial-Fraction Expansion
Consider the following Laplace Transform function:
N s
Ms B y o
G s
Y s
2
D s

Ms Bs K

## N(s) and D(s) are the polynomials of (s).

D s s a n 1 s
n

n 1

an2 s

n2

a1 s a o
1

Characteristic equation: D s 0
Roots (s1, s2, sn) of this characteristic equation are called
the poles of the system.
Distinct poles
Repeated poles

## Dr. Shaukat Ali

Partial-Fraction Expansion
Case 1: Distinct poles
G s

N s
D s

s2

s 1 s 3

G s

k1

k2

s 1 s 3

k 1 s 1

k 2 s 3

N s
D s

D s

s 1

N s

s 3

1
2

## Dr. Shaukat Ali

Partial-Fraction Expansion
The simplified function is:
G s

1
2 s 1

1
2 s 3

g t 0 . 5 e

0 .5 e

3t

## Dr. Shaukat Ali

Partial-Fraction Expansion
Case 2: Repeated poles
Consider the function

G s

N s
D s

s2

s 1 2

G s

k1

k2

s 1 s 12

k 2 s 1

N s
D s

1
s 1

d
2 N s
k1
s 1

ds
D s

1
s 1

## Dr. Shaukat Ali

Partial-Fraction Expansion
The simplified function is:
G s

s 1 s 12

g t e

te

## Dr. Shaukat Ali

Example
Solve the following 2nd order linear ODE
d y t
2

dt

dy t
dt

2 y t 5 u s t

conditions:
y 0 1,

dy t

dt

2
t0

## Dr. Shaukat Ali

Transfer Function

## Dr. Shaukat Ali

Transfer Function
The ratio of the Laplace Transform of the output variable to
the Laplace Transform of the input variable, with all initial
conditions to be zero.
G s

Output
Input

s
s

## Consider the spring mass damper system: input is r(t), output

is y(t).
d y t
2

dt

dy t
dt

r t

Ky t r t
G s

Ms Y s BsY s KY s R s
2

Y s
R s

1
Ms Bs K
2

## Dr. Shaukat Ali

Transfer Function
Write the transfer function of the following circuit,
where:
Input: source voltage v1
Output: voltage drop across capacitor v2

## Transfer Function DC Motor

DC Motor
Converts DC electrical energy into rotational mechanical
energy

## Transfer Function DC Motor

DC Motor
Input: voltage (field, armature)
Output: speed of shaft, position of the shaft
v a t armature

voltage

v f t field voltage
t rotor displaceme nt
i f t field current
i a t armature current

G s

s
V s

## Transfer Function DC Motor

Two types of control of dc motor
Field control
(variable field voltage and fixed armature voltage)

Armature control
(variable armature voltage and fixed field voltage)

## Transfer Function DC Motor

Field control of dc motor
G s

s
V f s

angular displaceme nt
field voltage

s G s V f s

Km

s Js B L f s R f

V f s

## The angular displacement is proportional to the field

voltage
ME464-Sys Dyn & Ctrl Spring-2013

## Transfer Function DC Motor

The air gap-flux is proportional to the field current
t K f i f t

## The motor torque Tm is assumed to be related linearly to

and the armature current:
T m t K 1 t i a t
T m t K 1 K f i f t i a t

T m t K m i f t

Tm s K m I f s

## Km is the motor constant

ME464-Sys Dyn & Ctrl Spring-2013

## Transfer Function DC Motor

Relating armature voltage to armature current:
di f t

v f t R f i f t L f

dt

In s-domain
I f s

L f s

V f s

Tm s

Km
f

L f s

V f s

## Transfer Function DC Motor

The load torque in time domain:
T L t

d t
dt

B t

d t
dt

In s-domain:
T L s s Js B s

Now:

G s

Tm s T L s Td s

s
V f s

Km

s Js B L f s R f

## Transfer Function DC Motor

Transfer function
I f s
V f s

L f s

Tm s
I f s

Km

T L s Tm s Td s

TL s

Js B

s
s

1
s

Block diagram

## Transfer Function DC Motor

Armature control of dc motor
G s

s
V a s

angular displaceme nt
Armature voltage

s G s V a s

Km

s R a L a s Js B K b K m

V a s

## The angular displacement is proportional to the armature

voltage
ME464-Sys Dyn & Ctrl Spring-2013

## Transfer Function DC Motor

The air gap-flux is proportional to the field current
t K f i f t

## The motor torque Tm is assumed to be related linearly to

and the armature current:
T m t K 1 t i a t
T m t K 1 K f i f t i a t

T m t K m i a t

Tm s K m I a s

## Km is the motor constant

ME464-Sys Dyn & Ctrl Spring-2013

## Transfer Function DC Motor

Relating armature voltage to armature current:
v a t R a i a t L a

di a t
dt

v b t

v b t K b t

In s-domain
I a s

V a s K b s

Ra La s

Tm s

Km

Ra La s

V a s K b s

## Transfer Function DC Motor

Transfer function of armature controlled dc motor
G s

s
V a s

Km

s R a L a s Js B K b K m

Gear ratio:

N1
N2

Tm
TL

N1
N2

## Transfer Function Tachometer

Tachometer
An electromechanical device that converts mechanical energy
into electrical energy.
Input: shaft angular velocity
Output: voltage
G s

V 2 s

Kt

## Transfer Function Fluid System

Consider an incompressible fluid in a tank:
A:

density of fluid

q o (t ) :
h (t ) :
qi :

volumetric

volumetric

## Determine the transfer function which relates head to inflow

G s

H s
Q i s

inflow

Mass balance:
mass flow in mass flow out = accumulation rate of mass in tank
ME464-Sys Dyn & Ctrl Spring-2013

## Transfer Function Thermal System

Consider an incompressible fluid in a tank:
A:

density of fluid

C:

specific heat

volumetric

q:

Ti :

To :

## Determine the transfer function which relates head to inflow

G s

To s
Ti s

Outlet Temperatur e
Inlet Temperatur e

Energy balance:
energy in energy out = accumulation of energy in tank
ME464-Sys Dyn & Ctrl Spring-2013

## Dr. Shaukat Ali

Introduction
So far:
Dynamic systems are represented by mathematical models:
Set of simultaneous differential equations in time domain.
Set of linear algebraic equations in the s-domain.

Transfer function:
Mathematically relating the output variable to the input variable in the
s-domain.

## Block Diagram Model (BDM)

Graphical technique for modeling control systems.
Graphical relationship between the variables of interest.
G s

Output
Input

s
s

## ME464-Sys Dyn & Ctrl Spring-2013

Input s

G s

Output s
Dr. Shaukat Ali

Introduction
Block Diagram Model Usage
BDM provides a better understanding of the composition
and interconnection of the components of a system.
BDM describes the input-output relationship throughout the
system with the help of transfer functions.
Ref. +
Input

Error

Actuating
Controller
signal

Measured output

Actuator

Process
or
Plant

Actual
Output

Feedback

## Dr. Shaukat Ali

Introduction
Linear spring
Transfer function:
G s

X s
F s

F s

X s

## Dr. Shaukat Ali

Introduction
Field control DC motor
Transfer function: G s

V f s

s
V f s

Km

s Js B L f s R f

Km

s Js B L f s R f

## Block Diagram Model

Elements of BDM
Blocks
The rectangular box that contains a component of a system.

Signals
Arrowed lines from one block to another representing input/output
variables.

## Comparators (summing point)

Junction point for signals comparison.
Ref. +
Input

Error
_

Controller

Actuating
signal

Measured output
ME464-Sys Dyn & Ctrl Spring-2013

Actuator

Process
or
Plant

Actual
Output

Feedback
Dr. Shaukat Ali

## Block Diagram Algebra

Comparator (summing point)
To perform simple mathematical operations (addition or
subtraction)
R s

+
_

E s R s Y s

Y s

R s

+
+

E s R s Y s

Y s
ME464-Sys Dyn & Ctrl Spring-2013

## Block Diagram Algebra

Block
To represent the transfer function of a component of a
system or the system as a whole.

G s

U s

Y s

Y s G s U s

Transfer function
G s

Y s
U s

## Block Diagram Algebra

X 3 s G 1 s G 2 s X 1 s

## Block Diagram Algebra

Combining blocks in Parallel

X 2 s

X 1 s

X 2 s G1 s G 2 s X 1 s
X 1 s
ME464-Sys Dyn & Ctrl Spring-2013

G 1 s G 2 s

X 2 s

## Block Diagram Algebra

Feedback control system
G c s

G a s

G p s

H s

Transfer function:
Y s
R s

G s
1 G s H s

Forward-path TF:

G s G c s G a s G p s

Loop TF: L s G s H s
ME464-Sys Dyn & Ctrl Spring-2013

## Block Diagram Algebra

Eliminating a feedback loop

## Unity feedback loop

X1

X2

X1
ME464-Sys Dyn & Ctrl Spring-2013

1 G

X2
Dr. Shaukat Ali

## Block Diagram Algebra

Moving a summing point to the right of a block

X 3 G X 1 X 2

X 3 GX 1 GX

## Block Diagram Algebra

Moving a summing point to the left of a block

X 3 GX 1 X 2

X3
G

X1

X2
G

## Block Diagram Algebra

Moving a takeoff point (pickoff point)to the left of a
block

X 2 GX

## Block Diagram Algebra

Moving a takeoff point (pickoff point)to the right of a
block

X1

X2
G

## Block Diagram Reduction

Example: reduce the following block diagram and
determine the transfer function

## Block Diagram Reduction

Example: reduce the following block diagram and
determine the transfer function

## Block Diagram Reduction

Example: reduce the following block diagram and
determine the transfer function

## Block Diagram Reduction

Multiple Inputs
1. Set all inputs except one equal to zero
2. Determine the output signal due to this one non-zero
input
3. Repeat the above steps for each of the remaining inputs in
turn
4. The total output of the system is the algebraic sum
(superposition) of the outputs due to each of the inputs.

## Dr. Shaukat Ali

Introduction
Signal-flow graphs (SFG)
A graphical representation of control systems (a simplified
version of Block diagram model)
The cause-and-effect relationship among the variables of a
set of linear algebraic equations (like we have in case of linear
control systems)
A diagram consisting of nodes that are connected by several
directed branches.
s G s V f s

## Signal-Flow Graph Basic Elements

Node (junction point):
To represent the variables of the system

## Branch (line segment):

To connect the nodes according to the cause-and-effect
equations
Branch is a unidirectional line segment (from input toward
the output)
s G s V f s

V f s

G s

s
Dr. Shaukat Ali

## Signal-Flow Graph Basic Properties

Basic properties
SFG applies only to linear systems
The equations must be in algebraic form (in s-domain) in the
form of cause-and-effect relationship.
Example:

Y 2 s G 12 s Y1 s G 32 s Y 3 s

Y 3 s G 23 s Y 2 s G 43 s Y 4 s
Y 4 s G 24 s Y 2 s G 34 s Y 3 s
N

For N equations; Y j s G kj s Y k s ,

j 1 N

k 1

## Signal-Flow Graph Terms

Input node (Source)
A node that has only outgoing branches (example: node Y1)

## Output node (Sink)

A node that has only incoming branches (example: Y4)

Path
A branch or a continuous sequence of branches that can be
traversed from one node to another node

Forward path
A path that starts at an input node and ends at an output node with
no node traversed more than once (example: Y1 to Y2 to Y3 )

Loop
A path that originates and terminates on the same node with no
other node traversed more than once. (four loops in example)
ME464-Sys Dyn & Ctrl Spring-2013

## Signal-Flow Graph Terms

Path gain
The product of the branch gains encountered in traversing a
path.
For example, the path gain for the path Y1-Y2-Y3-Y4 is
G12G23G34

Forward-path gain
The path gain of a forward path

Loop gain
The path gain of a loop

Non-Touching loops
Two loops are non-touching if they do not have a common
node
ME464-Sys Dyn & Ctrl Spring-2013

## Signal-Flow Graph Terms

2 Forward paths:
P1 G 1G 2 G 3 G 4

P2 G 5 G 6 G 7 G 8

4 Loops:
L1 G 2 H 2
L3 G 6 H 6

L2 G 3 H 3
L4 G 7 H 7

Non-touching loops:
L1 and L3, L1 and L4, L2 and L3, L2 and L4
ME464-Sys Dyn & Ctrl Spring-2013

## Signal Flow Graphs Algebra

Series connection of branches
Parallel branches
Feedback control system

## Signal Flow Graphs Gain Formula

Gain Formula
The linear dependence between input variable and output
N
variable
T

output

P
k

k 1

input

P1 1 P2 2 PN N

## Pk = Gain of the kth path from input variable to output variable

= Determinant of the SFG
k = Cofactor of the path Pk
N = the total number of forward paths between input and
output variable

1

L
n ,m
nontoching

Lm

Lm L p

n ,m , p
nontoching

## = 1 (sum of all loop gains)

+ (sum of the gain products of all combination of two non-touching loops)
(sum of the gain products of all combination of three non-touching loops)
+
k = with all the loops touching the kth forward path put to zero

## Signal Flow Graphs Example

Find the system transfer function by using the gain
formula of SFG

## Signal Flow Graph DC motor control

Field-controlled motor

diagram

## Signal Flow Graph DC motor control

Armature-controlled motor
D s

D s

## Signal Flow Graphs Exercises (E2.22)

Determine the transfer function of the system from the
following signal flow graph, by using Masons Gain
formula.
P

P P P
Y s
N

T s

R s

k 1

Y2 s

## Determine the following transfer function:

R s
Determine a relationship for the system that will make
Y2(s)independent of R1(s)
Draw the equivalent block diagram
T s