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June 8, 2018
BIO
ESE
BIO
ESE
CS
M. Farooq Haydar (FlyCon, IST) Control Systems June 8, 2018 2 / 26
Recap
Review from
Week 1: Introduction last weekand Control
to Feedback
Control =
Sensing + Computation +
Actuate Sense Actuation
Model:
Mathematical approximation of the
Feedback
system. Principles
Compute Robustness
Inputs to+Uncertainty
+ states dynamics + outputs.
Design of Dynamics
(Negative) feedback generates a corrective action but the model determines the
Many examples of feedback and control in natural & engineered systems:
extent/size of the corrective action.
BIO
ESE
BIO
ESE
CS
M. Farooq Haydar (FlyCon, IST) Control Systems June 8, 2018 2 / 26
Recap
Review from
Week 1: Introduction last weekand Control
to Feedback
Control =
Sensing + Computation +
Actuate Sense Actuation
Model:
Mathematical approximation of the
Feedback
system. Principles
Compute Robustness
Inputs to+Uncertainty
+ states dynamics + outputs.
Design of Dynamics
(Negative) feedback generates a corrective action but the model determines the
Many examples of feedback and control in natural & engineered systems:
extent/size of the corrective action.
BIO on the questions you want to answer.
Choice of Model depends
ESE
BIO
ESE
CS
M. Farooq Haydar (FlyCon, IST) Control Systems June 8, 2018 2 / 26
Recap
Review from
Week 1: Introduction last weekand Control
to Feedback
Control =
Sensing + Computation +
Actuate Sense Actuation
Model:
Mathematical approximation of the
Feedback
system. Principles
Compute Robustness
Inputs to+Uncertainty
+ states dynamics + outputs.
Design of Dynamics
(Negative) feedback generates a corrective action but the model determines the
Many examples of feedback and control in natural & engineered systems:
extent/size of the corrective action.
BIO on the questions you want to answer.
Choice of Model depends
Feedback already provides corrective action, therefore controllers can be
ESE
designed based on less accurate models.
BIO
ESE
CS
M. Farooq Haydar (FlyCon, IST) Control Systems June 8, 2018 2 / 26
Solution of Linear Systems
ẋ = Ax + Bu
−→ y(t) =?
y = Cx + Du
ẋ = Ax + Bu
−→ y(t) =?
y = Cx + Du
ẋ = ax x(0) = x0
y = cx
ẋ = Ax + Bu
−→ y(t) =?
y = Cx + Du
ẋ = ax x(0) = x0
y = cx
x(t) = eat x0
ẋ = Ax + Bu
−→ y(t) =?
y = Cx + Du
ẋ = ax x(0) = x0
y = cx
x(t) = eat x0
y(t) = ceat x0
x(t) = eAt x0
x(t) = eAt x0
y(t) = CeAt x0
x(t) = eAt x0
y(t) = CeAt x0
X∞
1 1 k k
eAt = I + At + A2 t2 + ... = A t
2 k!
k=0
h i
−1
= L−1 (sI − A)
x(t) = eAt x0
y(t) = CeAt x0
X∞
1 1 k k
eAt = I + At + A2 t2 + ... = A t
2 k!
k=0
h i
−1
= L−1 (sI − A)
Matlab
initial(A,B,C,D,x0)
expm(At)
M. Farooq Haydar (FlyCon, IST) Control Systems June 8, 2018 4 / 26
Solution of Linear Systems (contd.)
Exercise
−3 0 1 1 0 1
Consider a system with A = ,B= ,C= , x0 = .
0 −2 −1 0 1 −1
The input is taken as zero.
Find an expression of the solution of the state
I by using individual scalar equations [only for diagonal systems!]
I by using the state transition matrix (matrix exponential)
F use symbolic toolbox of matlab to calculate eAt for any t
Plot the result after solving the same system by using Matlab commands
I initial
I expm, plot
stable if λi ≤ 0
stable if λi ≤ 0
unstable if λi > 0
stable if λi ≤ 0
unstable if λi > 0
Eigen values of the matrix A are the poles of the transfer function of the system.
M. Farooq Haydar (FlyCon, IST) Control Systems June 8, 2018 6 / 26
Stability of Linear Systems: Repeated Eigen Values
σt+jωt
σ + jω 0 x0,1 e 0 x0,1
=⇒ x(t) = exp( t) =
0 σ − jω x0,2 0 eσt−jωt x0,2
σt+jωt
σ + jω 0 x0,1 e 0 x0,1
=⇒ x(t) = exp( t) =
0 σ − jω x0,2 0 eσt−jωt x0,2
=⇒ x(t) = eσt+jωt x0,1 + eσt−jωt x0,2 = eσt ejωt x0,1 + eσt e−jωt x0,2
= eσt ejωt x0,1 + e−jωt x0,2 = eσt [α1 sin ωt + α2 cos ωt]
= αeσt [sin (ωt + φ)] ,
If the real parts of all the Eigen values are negative, then initial response will
exponentially decay to zero =⇒ stability.
If the real part of any Eigen value is positive, then initial response will
exponentially grow =⇒ instability.
If the real part of any repeated Eigen values are zero =⇒ instability.
0.6 0.6
0.2 0.2
x2 0
Re(λj) > 0 x2 0
-0.2 -0.2
-0.4 -0.4
-0.6 -0.6
-0.8 -0.8
-1 -1
-1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1
x1 x1
1
1
Re(λi) < 0
0.6
Re(λi) = 0 0.4
0.4
0.2
0.2
x2 0
x2 0
-0.2
-0.2
-0.4
-0.4
-0.6
-0.6
-0.8
-0.8
-1
-1 -0.5 0 0.5 1 -1
x1 -1 -0.5 0 0.5 1
x1
3
1 1
2
y(t)
y(t)
y(t)
0.5 0.5
1
0 0 0
0 0.5 1 0 2 4 0 0.5 1
Time t Time t Time t
s=0 s = −1 s=1
1 20
1
y(t)
y(t)
y(t)
0 0 0
−1
−1 −20
0 5 10 15 0 5 10 15 0 5 10 15
Time t Time t Time t
s=i s = −0.2 + i s = 0.2 + i
Figure 2.1: Examples of exponential signals. The top row corresponds to exponential signals
with a real exponent, and the bottom row corresponds to those with complex exponents. The
dashed line in the last two cases denotes
M. Farooq Haydar (FlyCon, IST)
the bounding envelope for the oscillatory
Control Systems
signals.
June 8, 2018 12 / 26
Stability of Linear Systems (contd.)
Individual initial response to a specific initial condition is not sufficient to confirm
stability.
e.g., a pendulum starting from the inverted position (which is an equilibrium
point).
Exercise:
Compute the response of the following system and check its stability. Does the
system
response show
the same
behavior as suggested by stability properties?
−2 1 5 1
A = 0 0 −3, x0 = 0
0 0 0 0
Exercise:
Compute the response of the following system and check its stability. Does the
system
response show
the same
behavior as suggested by stability properties?
−2 1 5 1
A = 0 0 −3, x0 = 0
0 0 0 0
Hints:
check Eigen values to test stability.
−2t
e 1
2 (1 − e−2t ) 7
4 (1 − e−2t ) + 32 t
use expm to calculate eAt = 0 1 −3t ,
0 0 1
which readily gives the solution.
M. Farooq Haydar (FlyCon, IST) Control Systems June 8, 2018 13 / 26
Stability of Linear Systems (contd.)
y= 0 0 1 0 x + 0 F
For oscillatory systems, the term mode is used to describe the vibration
patterns that can occur.
For oscillatory systems, the term mode is used to describe the vibration
patterns that can occur.
6-12 CHAPTER 6. LINEAR SYSTEMS
Figure 6.4: Modes of vibration for a system consisting of two masses connected by springs.
In (a) the masses move left and right in synchronization in (b) they move toward or against
each other.
Av = λv
Av = λv
Av = λv
Av = λv
The Eigen value λ describes how this solution (called mode) varies with time.
M. Farooq Haydar (FlyCon, IST) Control Systems June 8, 2018 16 / 26
Mode Shapes
If we look at the individual elements of the solution vector x(t) and the Eigen
vector v
xi (t) eλt vi vi
= λt =
xj (t) e vj vj
Thus the ratios of the components of the state x(t) are constants for a real
mode.
Thus the ratios of the components of the state x(t) are constants for a real
mode.
6.2. THE MATRIX EXPONENTIAL 6-13
1 1
Slow mode x1
x1 , x2
Fast 0.5 x2
0.5
0
x2 0 10 20 30 40 50
0
1
Fast mode
x1 , x2
−0.5 0.5
Slow
0
−1
−1 −0.5 0 0.5 1 0 10 20 30 40 50
x1 Time t
Figure 6.5: The notion of modes for a second-order system with real eigenvalues. The left
M. Farooq Haydar (FlyCon, IST) Control Systems June 8, 2018 17 / 26
Mode Shapes
λ = σ ± iω, v = u ± iw , then we know that
v + v∗ v − v∗
u= , w=
2 2i
If initial conditions are in the subspace spanned by the (real and imaginary
part) of the eigenvector, then the solution will remain in that subspace.
If initial conditions are in the subspace spanned by the (real and imaginary
part) of the eigenvector, then the solution will remain in that subspace.
If initial conditions are in the subspace spanned by the (real and imaginary
part) of the eigenvector, then the solution will remain in that subspace.
x(0) = α1 v1 + α2 v2 + · · · + αn vn .
x(0) = α1 v1 + α2 v2 + · · · + αn vn .
ẋ = Ax + Bu
x0 = 0 (1)
y = Cx + Du
ẋ = Ax + Bu
x0 = 0 (1)
y = Cx + Du
ẋ = Ax + Bu
x0 = 0 (1)
y = Cx + Du
ẋ = Ax + Bu
x0 = 0 (1)
y = Cx + Du
Since x0 = 0
Z t
x(t) = eA(t−τ ) Bu(τ )dτ,
0
Z t
y(t) = C eA(t−τ ) Bu(τ )dτ + Du.
0
M. Farooq Haydar (FlyCon, IST) Control Systems June 8, 2018 20 / 26
Superposition
6-4 of Solutions CHAPTER 6. LINEAR SYSTEMS
2 2 2
0 0 0
−2 −2 −2
0 20 40 60 0 20 40 60 0 20 40 60
2 2 2
Particular
0 0 0
−2 −2 −2
0 20 40 60 0 20 40 60 0 20 40 60
2 2 2
Complete
0 0 0
−2 −2 −2
0 20 40 60 0 20 40 60 0 20 40 60
Time t [s] Time t [s] Time t [s]
Figure 6.1: Superposition of homogeneous and particular solutions. The first row shows the
input, state and output corresponding to the initial condition response. The second row shows
M. Farooq Haydar (FlyCon, IST) Control Systems June 8, 2018 21 / 26
Complete Solution
ẋ = Ax + Bu
(2)
y = Cx + Du
ẋ = Ax + Bu
(2)
y = Cx + Du
The steady-state response is the portion of the output response that reflects
the long-term behavior of the system under the given inputs.
The steady-state response is the portion of the output response that reflects
the long-term behavior of the system under the given inputs.
For periodic inputs the steady-state response will often be periodic, and for
constant inputs the response will often be constant.
The steady-state response is the portion of the output response that reflects
the long-term behavior of the system under the given inputs.
For periodic inputs the steady-state response will often be periodic, and for
constant inputs the response will often be constant.
6-20 CHAPTER 6. LINEAR SYSTEMS
0.1
1
Output y
Input u
0 0
Figure 6.8: Transient versus steady-state response. The input to a linear system is shown in
(a), and the corresponding output with x(0) = 0 is shown in (b). The output signal initially
M. Farooq Haydar (FlyCon, IST) Control Systems June 8, 2018 23 / 26
Step Response
6.3. INPUT/OUTPUT RESPONSE 6-21
1.5
Overshoot M p
Output
Rise time Tr
0.5 Steady-state value yss
Settling time Ts
0
0 5 10 15 20 25 30
Time [s]
Figure 6.9: Sample step response. The rise time, overshoot, settling time and steady-state
value
Thegive
risethe key Tr:
time performance
the timeproperties
requiredoffor
thethe
signal.
signal to initially go from 10% to
90% of its final value.
The settling
equilibrium pointtime Ts:absence
in the the time
ofelapsed then we5%can
in reaching
any input), 2% or the
(orrewrite 1%)solution
of the as
final value.
−1 At −1
y(t) = CA
! "#e B$ + D "# B$,
! −CA t > 0. (6.22)
transient steady-state
M. Farooq Haydar (FlyCon, IST) Control Systems June 8, 2018 24 / 26
Frequency Response
1
4 10
0
−1
10
−2
−2
−4 10 −1 0 1
0 10 20 30 40 50 10 10 10
Time [s] Frequency [rad/sec] (log scale)
Figure 3.12: A frequency response (gain only) computed by measuring the response of
individual sinusoids. The figure on the left shows the response of the system as a function
of time to a number of different unit magnitude inputs (at different frequencies). The figure
on the right shows this same data in a different way, with the magnitude of the response
plotted as a function of the input frequency. The filled circles correspond to the particular
frequencies shown in the time responses.
M. Farooq Haydar (FlyCon, IST) Control Systems June 8, 2018 25 / 26
What is next?