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Linear Systems

Study of = , ,
Matrix first order, ordinary differential equation
State space equation instead of Transfer functions in
s domain - Classical Control

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Read Chapters 1 and 2
A mapping is linear if it satisfies the properties of additivity and
Let f be a mapping from X to Y
A mapping f is additive if for any x1 and x2 X
if 1 1 , 2 2
then 1 + 2 1 + 2
A mapping is homogeneous if for any x X ,
if x y then x y *
Note: additivity often implies homogeneity
always for a natural number
requires 0 0, then true for all rational
since rational dense in , just need quite weak convergence
restrictions on f
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= , 0, ,
This formula can adequately model many real physical systems
(second part of lecture)
Not adequate to generate a mapping
The pair of equations =
0 = 0
does generate a mapping from x0 to x(t), t>t0

More general versions = + = + ,

0 = 0 = + ,
0 = 0
generate maps from
0 , , 0 0 , , , 0
For linearity 01 , 1 1 02 , 2 2
then 01 + 02 , 1 + 2 1 + 2
thus system
is linear 3
Dynamical Models
Systems have memory
present behaviour a function of present
and past inputs

uk Black Box yk

If system is causal and linear, system can be expressed as

, , , matrix function

= ,
if G(t,) has property called lumped it can be expressed as
= + , 1.2

= + , , 1.3
with finite
dimension A, B, C, D 4
(1.2) set of coupled first order differential equations
(1.3) set of algebraic equations
One problem - not unique, even for single input, single output (SISO) systems
Further problem with (1.2),(1.3)
In general, impossible to say anything analytic without adding restrictions
Main restriction - G(t,)=G(t-). then A, B, C, D can be made independent of
Time invariant

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= () + ()
You should know solutions to time varying scalar first order differential
equations but will review
= () + (), , scalars
Start with = , a constant1
ln = +
If time-varying

= 0
For original scalar equation with input

0 +
Normal approach to solve Matrix problems
Assume that the scalar solution extends to matrix problem
Test if that works

= 0 0 +

Problem What does mean.
Will spend the a bunch of lectures working out a good definition, i.e.
has all the properties we would want it to have
We will see that this works for the time invariant case but not for the
time-varying case
Systematic ways of generating x and = + for
1. Circuit analysis
2. Mechanical systems linear and rotating systems
3. Mass balance equations
Circuit Analysis (linear)
Resistors, Capacitors, Inductors, sources
= +
Circuit to = +
independent supplies we can control assume q of them
y subset of voltages & currents we care about p of them
assume we have n1 inductors and n2 capacitors
Then x= n1+n2 and A n1+n2 x n1+n2
B n1+n2 x q, C p x n1+n2 and D p x q
Coupled differential equations to first order differential equations
n+1 order differential equation
Let xm=x(m) where x(m) =dmx/dtm, m {0,1,2,3,,n}
Then the equation is first order in terms of xn, coupled with the first
order equations = +1 , m {0,1,2,3,,n-1}
For multivariable problems, find equations with highest order derivative
for each variable and isolate that variable
Will need equal number of equations as differential variables,
manipulate equations, so have highest order derivative for each variable
in its own equation
Modeling Electric Circuits contd
x is a vector composed of the n1 inductor currents and n2 capacitor voltages
This definition and hence solution is not unique
Assume m+1 nodes Assume m meshes
Assign m node names and reference Assign m mesh names
node Apply KVL to m meshes
Apply KCL to m nodes Use KCL and device equations to
Use KVL and device equations to reduce to n1+n2 first
reduce to n1+n2 first order order differential equations in term
differential equations in term of x. of x.

The third step generates m 0th,1st, and 2nd order differential equations.
Any set of arbitrary order coupled differential equations can be equated
with a coupled set of 1st order differential equations
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Mechanical Systems
1 dim linear systems n masses
Choose 2n states, absolute or relative positions, and velocities for each mass
For 2 dimensional motions, 4n states, x position, y position, x velocity, y velocity
Apply newtons law of motion gives derivative of velocity for each mass n eqn
derivative of position = velocity n eqn
Rotational mechanical systems replace postion and velocity by angle and
rotational velocity
Ex- system with n masses can slide in 3 dimensions and rotate in 1
Will need 2*(3+1)*n states or elements in vector x
If I have a system with masses n1, n2, n3, n4 with
n1 slides in 2 dimensions 2*2
n2 slides in 1 dimensions, rotates in 1 2*(1+1)
n3 rotates in 2 dimensions 2*2
n4 slides in 2 dimensions, rotates in 3 2*(2+3)
2*(11)=22, x 22x1
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Inverted Pendulum on a Cart
l sin


Define H as horizontal force from cart to pendulum

V as vertical force on pendulum
y displacement of cart
x1 cart position y
x2 cart velocity
x4 angular velocity
Newtons Law
position of m is y+ l sin
H=m 2 (y+l sin )=m 2 + (ml cos )

= 2 sin + cos
M2 = 2 + sin cos
To find V, vertical2position of ball is cos dsfgsgsdfgsdfg

= 2 cos

= sin

= ml cos + sin
If I know starting D0 and E0 then
[E]=[D]+E0-D0, i.e. no need for x5
Systematic creation of state space models
Identify elements with memory
Energy storage - potential & kinetic
Magnetic Fields, Electric Fields
Identify dependencies -conservation of mass
Identify number of necessary states
Assign states.
Then work with differential/difference equations

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Matrix and Vector Notation
Capital letters are matrices
Lower case letters are vectors or scalars
Greek scalars
A matrix composed of column vectors ai
A=[aij] i row, j column
Occasionally ai will be a row vector, needs to be clearly defined when
this is done
Properties of matrix Multiplication

x x x
A , , ,
= 1 = =1 = 1, bi are row vectors

= 1 = 1 2
1 1
= =