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KUO

BENJAMIN

C.

KUO

utomatic
control
THIRD EDITION

Syste

HI OX 2D
-'.

PRLNIlUt HALL

Automatic
Control

Systems
Third Edition

BENJAMIN
University

C.

KUO

Professor of Electrical Engineering

of Illinois at Urbana-Champaign

PRENTICE-HALL,

INC., Englewood

Cliffs,

New Jersey

(,^-s
Library of Congress Cataloging
in Publication

Data

Kuo, Benjamin

Automatic control systems.


Includes index.
1.
I.

Automatic control.

2.

Control theory.

Title.

TJ213.K8354 1975 ISBN 0-13-054973-8

629.8'3

74-26544

METROPOLITAN

BOROUGH OF W1GAN
DEPT.

OF

LEISURE

LIBRARIES

*?
:

Ace. No,

10067*2 A-

5m^?1^;,
1975 by Prentice-Hall, Inc.
Englewood
Cliffs,

o :

New Jersey

All rights reserved.

No
in

part of this

book

may be reproduced

without permission in

any form or by any means writing from the publisher.

10 9 8 7 6 5 4

Printed in the United States of America

PRENTICE-HALL PRENTICE-HALL PRENTICE-HALL PRENTICE-HALL PRENTICE-HALL

OF OF OF OF

INTERNATIONAL, INC., London AUSTRALIA, PTY. LTD., Sydney

CANADA,
JAPAN,

LTD., Toronto

INDIA PRIVATE LIMITED,


INC.,

New

Delhi

Tokyo

Contents

Preface

Introduction
1.1

Control Systems

1.2

What

1.3

Feedback and What Are Its Effects ? Types of Feedback Control Systems 11
Is

2.

Mathematical Foundation
2. 7

15

Introduction

15 15 18

2.2

Complex-Variable Concept
Laplace Transform

2.3

2.4 2.5

Inverse Laplace Transform by Partial-Fraction Expansion

21

Application of Laplace Transform to the Solution of Linear Ordinary


Differential Equations

25

2.6
2.7 2.8

Elementary Matrix Theory


Matrix Algebra

26

32

z-Transform

39

~\

vi /

Contents

3.

Transfer Function and Signal Flow Graphs


3.1

51

Introduction

51

3.2

Transfer Functions of Linear Systems

51

3.3 3.4 3.5

Impulse Response of Linear Systems

55

Block Diagrams
Signal Flow Graphs

58
64

3.6 3.7 3.8


3.9
3.

Summary

of Basic Properties of Signal

Definitions for Signal

Flow Graphs 69 Signal-Flow-Graph Algebra

Flow Graphs 67

66

10

Examples of the Construction of Signal Flow Graphs 75 General Gain Formula for Signal Flow Graphs
Transfer Functions of Discrete-Data

71

3.11

Application of the General Gain Formula to Block Diagrams

80

3.12

Systems

81

4.

State-Variable Characterization of Dynamic Systems


4.

95

Introduction to the State Concept


State Equations

95
97 99

4.2

and the Dynamic Equations


101

4.3 4.4
4.5

Matrix Representation of State Equations


State Transition Matrix

State Transition Equation

103

4.6

Between State Equations and 107 High-Order Differential Equations


Relationship Relationship

4.7 4.8 4.9

Form 109 Between State Equations and Transfer Functions 117 Characteristic Equation, Eigenvalues, and Eigenvectors
Transformation to Phase-Variable Canonical

115 118

4.10
4.11
4. 4.

Diagonalization of the

Matrix (Similarity Transformation)

Jordan Canonical Form


State

123

12

13

4.14 4.15 4.16 4.17 18

Diagram 126 136 Decomposition of Transfer Functions 141 Transformation into Modal Form
Controllability of Linear

Systems

Observability of Linear Systems

144 152

Relationship

Among

Controllability, Observability,

and
4.

Transfer Functions

156
158
161

Nonlinear State Equations and Their Linearization


State Equations of Linear Discrete-Data Systems

4.19 4.20
4.21

z-Transform Solution of Discrete State Equations

165

4.22

4.23

167 Diagram for Discrete-Data Systems 171 State Diagrams for Samp/ed-Data Systems State Equations of Linear Time-Varying Systems
State

173

5.

Mathematical Modeling of Physical Systems


5.

187

Introduction

187

5.2

Equations of Electrical Networks

188
190

5.3 5.4

5.5
5.6

Modeling of Mechanical System Elements 203 Equations of Mechanical Systems Error-Sensing Devices in Control Systems
Tachometers

208

219

Contents

vii

5.7 5.8
5.9

Motors in Control Systems 220 Two-Phase Induction Motor 225 Step Motors 228
Tension-Control System 235 Edge-Guide Control System 237 Systems with Transportation Lags 242 Sun-Seeker System 243

DC

5.10
5.11
5. 5.

12

13

6.

Time- Domain Analysis of Control Systems


6.

259

Introduction

259

6.2

6.3 6.4 6.5 6.6 6.7

Response of Control Systems 260 Time-Domain Performance of Control SystemsSteady-State Response 262 Time-Domain Performance of Control Systems Transient Response 271 Transient Response of a Second-Order System 273 Time Response of a Positional Control System 284
Typical Test Signals for Time
Effects of Derivative Control

on the Time Response of

Feedback Control Systems


6.8
Effects of Integral Control

295

6.9
6.

on the Time Response of Feedback Control Systems 300 Rate Feedback or Tachometer Feedback Control
Control by State- Variable Feedback

302

10

305

7.

Stability of Control
7.1

Systems

316

Introduction

316
Equation,

7.2
7.3

Stability. Characteristic

and the State

Transition Matrix

317

Stability of Linear Time-Invariant

Systems with Inputs

319
321

7.4
7.5 7.6 7.7 7.8

Methods of Determining
Routh-Hurwitz
Criterion

Stability of Linear Control

Systems

322

Nyquist Criterion

330

Application of the Nyquist Criterion


Effects of Additional Poles

344
the

7.9

and Zeros G(s)H(s) on of the Nyquist Locus 352 Stability of Multiloop Systems 356
Stability of Linear Control

Shape

7.10
7.11

Stability of

Systems with Time Delays 360 Nonlinear SystemsPopov's Criterion 363

8.

Root Locus Techniques


8.

375

Introduction

375

8.2

Basic Conditions of the Root Loci

376
380

8.3

Construction of the Complete Root Loci


Solution of Roots of a Polynomial

8.4

Application of the Root Locus Technique to the

412

8.5

Some

Important Aspects of the Construction of the Root Loci

417

8.6 8.7
8.8 8.9

Root Contour Multiple-Parameter Variation 424 Root Loci of Systems with Pure Time Delay 434 Relationship Between Root Loci and the Polar Plot Root Loci of Discrete-Data Control Systems 447

444

viii /

Contents

9.

Frequency-Domain Analysis of Control Systems


9.

459

Introduction

459 464 467


471

9.2

9.3

462 Frequency-Domain Characteristics Second-Order System p .CO p , and the Bandwidth of a

9.4
9.5 9.6

Effects of Adding a Zero to the Effects of Adding a Pole to the

Open-Loop Open-Loop

Transfer Function
Transfer Function

Relative Stability Gain Margin, Phase Margin, Relative Stability

and

Mp

473

9.7

the Magnitude Curve of the

9.8 9.9

As Related to the Slope of Bode Plot 483 485 Loci in the G(jOi) -Plane Constant 489 Constant Phase Loci in the G{jCO)-Plane

9.10
9.11
9.

Constant

M and N Loci in the Magnitude


490

Versus-Phase Plane

The Nichols Chart


12

Sensitivity Studies in the

Closed-Loop Frequency Response Analysis of Nonunity Feedback Systems 497 Frequency Domain

496

10.

Introduction to Control Systems Design


10.1

504

Introduction
Classical Design of Control

10.2 10.3

Systems

504 510

10.4 10.5 10.6

Phase-Lead Compensation Phase-Lag Compensation

Lag-Lead Compensation Bridged-T Network Compensation

515 535 552

557

11.

Introduction to Optimal Control


11.1
1 1.2
1

572

Introduction

572

Analytical Design

574 583 585

1.3

Parameter Optimization

1 1

1.4 1.5

Design of System with Specific EigenvaluesAn Application of Controllability

11.6
11.7

588 Design of State Observers Optimal Linear Regulator Design


Design with
Partial State

Feedback

599 615

APPENDIX A Frequency-Domain
A.
1

Plots
627
633
643

626

Polar Plots of Transfer Functions

A.2 A.3

Bode

Plot (Corner Plot) of a Transfer Function

Magnitude-Versus-Phase Plot

APPENDIX B

Laplace Transform Table

645

APPENDIX C
Index

Lagrange's Multiplier

Method

650
653

Preface

The

first edition of this book, published in 1962, was characterized by having chapters on sampled-data and nonlinear control systems. The treatment of the analysis and design of control systems was all classical.

The two major changes in the second edition, published in 1967, were the inclusion of the state variable technique and the integration of the discrete-data
systems with the continuous data system. The chapter on nonlinear systems was eliminated in the second edition to the disappointment of some users of that text. At the time of the revision the author felt that a comprehensive treatment on the subject of nonlinear systems could not be made effectively

with

the available space.

The third edition is still written as an introductory text for a senior course on control systems. Although a great deal has happened in the area of modern
control theory in the past ten years, preparing suitable material for a course on introductory control systems remains a difficult task.

a complicated one because

it is difficult

to

developments in modern control theory at situation in control systems has been that many of the practical problems are still being solved in the industry by the classical methods. While some of the techniques in modern control theory are much more powerful and can solve more complex problems, there are often more restrictions when it comes to

modern The problem is teach the topics concerned with new the undergraduate level. The unique

However, it should be recognized that control engineer should have an understanding of the classical as well as the modern control methods. The latter will enhance and broaden one's perspective in solving a practical problem. It is the author's opinion that one should strike a balance in the teaching of control systems theory at the beginning
a

practical applications of the solutions.

modern

Preface

emphasis and intermediate levels. Therefore in this current edition, equal classical methods and the modern control theory. placed on the A number of introductory books with titles involving modern control
is

have attempted to theory have been published in recent years. Some authors according integrate the classical control with the modern control, but unify and and reviews, most have failed. Although such a goal is highly the critics
to
desirable, if only

from the standpoint of presentation, there does not seem


is

to

be a good

solution. It

possible that the objective

may

not be achieved until

new

theories

remains that
learning

and new techniques are developed for this purpose. The fact of control systems, in some way, may be regarded as a science
to solve one

problemcontrol, in many different ways. These against each other, different ways of solution may be compared and weighed approach used in but it may not be possible to unify all the approaches. The

how

method and the modern approach indepenconsidered as alternadently, and whenever possible, the two approaches are are weighed. Many tives, and the advantages and disadvantages of each
this text is to present the classical
illustrative

Many
many
text

examples are carried out by both methods. for not existing text books on control systems have been criticized

including adequate practical problems.

book

writers are theorists,

One reason for this is, perhaps, that who lack the practical background and

that the experience necessary to provide real-life examples. Another reason is fact that most realthe difficulty in the control systems area is compounded by
life

problems are highly complex, and are rarely suitable as illustrative examples is lost by simplifying at the introductory level. Usually, much of the realism techniques developed in the the problem to fit the nice theorems and design system material. Nevertheless, the majority of the students taking a control
text

must put course at the senior level do not pursue a graduate career, and they new employment. It is extremely their knowledge to immediate use in their an important for these students, as well as those who will continue, to gain

what a real control system is like. Therefore, the author has text. The introduced a number of practical examples in various fields in this the attempt of this text to provide more realhomework problems also reflect
actual feel of
life

problems.

The following
with the
first

features of this

new

edition are emphasized by comparison

two editions

1.

2.
3.

Equal emphasis on classical and modern control theory. Inclusion of sampled-data and nonlinear systems. Practical system examples and homework problems.
in this

The material assembled

book

is

an outgrowth of a

senior-level

Illinois at control system course taught by the author at the University of written in a style Urbana-Champaign for many years. Moreover, this book is

adaptable for self-study and reference. Chapter 1 presents the basic concept of control systems. The definition of feedback and its effects are covered. Chapter 2 presents mathematical founda-

Preface

/ xi

and preliminaries. The subjects included are Laplace transform, z-transform, matrix algebra, and the applications of the transform methods. Transfer function and signal flow graphs are discussed in
tion

Chapter

3.

Chapter 4 intro-

duces the state variable approach to dynamical systems. The concepts and definitions of controllability and observability are introduced
at the early stage

transducers and control systems used in practice are illustrated. The treatment cannot be exhaustive as there are numerous types of devices and control systems. Chapter 6 gives the time response considerations of control systems. Both the classical and the modern approach are used. Some simple design considerations in the time domain are pointed out. Chapters 7, 8, and 9 deal with topics on stability, root locus, and frequency response of control systems. In Chapter 10, the design of control systems is discussed, and the

These subjects are later being used for the analysis and design of linear control systems. Chapter 5 discusses the mathematical modeling of physical systems. Here, the emphasis is on electromechanical systems. Typical

approach
subjects

is

basically classical.

Chapter

11 contains

some of the optimal control

which, in the author's opinion, can be taught at the undergraduate level if time permits. The text does contain more material than can be covered in one
semester.

One of

the difficulties in preparing this

subjects to cover.

To keep

which were in the original to be left out of the final manuscript! These included the treatment of signal flow graphs and time-domain analysis,
of discrete-data systems, the second method of Liapunov's stability method! describing function analysis, state plane analysis, and a few selected topics on implementing optimal control. The author feels that the inclusion of these subjects would add materially to the spirit of the text, but at the cost of a higher price.

book draft, had


the

to a reasonable length,

book was the weighing of what some subjects,

The author wishes to express his sincere appreciation to Dean W. L. Everitt (emeritus), Professors E. C. Jordan, O. L. Gaddy, and E. W. Ernst, of the University of Illinois, for their encouragement and interest in the project! The author is grateful to Dr. Andrew Sage of the University of Virginia and
Dr. G. Singh of the University of Illinois for their valuable suggestions. Special thanks also goes to Mrs. Jane Carlton who typed a good portion of the manuscript and gave her invaluable assistance in proofreading.

Benjamin C.
Urbana,
Illinois

Kuo

1
Introduction

1 .1

Control Systems

In recent years, automatic control systems have assumed an increasingly important role in the development and advancement of modern civilization and technology. Domestically, automatic controls in heating and air conditioning systems
regulate the temperature
living. Industrially,

and the humidity of modern homes for comfortable automatic control systems are found in numerous applications, such as quality control of manufactured products, automation, machine tool control, modern space technology and weapon systems, computer systems,

Even such problems as inventory control, and economic systems control, and environmental and hydrological systems control may be approached from the theory of automatic control.
social

transportation systems, and robotics.

The

basic control system concept


1-1.

may be

described by the simple block


is

diagram shown in Fig.


c in a prescribed

The

objective of the system


signal e

to control the variable

manner by the actuating

through the elements of the

control system.

In more common terms, the controlled variable is the output of the system, and the actuating signal is the input. As a simple example, in the steering control of an automobile, the direction of the two front wheels may be regarded as the
controlled variable
c,

the output.

the actuating signal

e.

The position of the steering wheel is the input, The controlled process or system in this case is composed

of the steering mechanisms, including the dynamics of the entire automobile. if the objective is to control the speed of the automobile, then the amount of pressure exerted on the accelerator is the actuating signal, with the speed regarded as the controlled variable.

However,

Chap.

Introduction

Actuating
signal e

Controlled

(Input)

Control system

variable c

(Output)

Fig. 1-1. Basic control system.

There are many situations where several variables are to be controlled simulmultivariabk taneously by a number of inputs. Such systems are referred to as
systems.

Open-Loop Control Systems (Nonfeedback Systems)

The word automatic implies that there is a certain amount of sophistication is usually in the control system. By automatic, it generally means that the system
capable of adapting to a variety of operating conditions and is able to respond system has to a class of inputs satisfactorily. However, not any type of control feature. Usually, the automatic feature is achieved by feeding the the automatic

output variable back and comparing it with the command signal. When a system does not have the feedback structure, it is called an open-loop system, which is the simplest and most economical type of control system. Unfortunately, openloop control systems lack accuracy and versatility and can be used in none but
the simplest types of applications. Consider, for example, control of the furnace for

home

heating. Let us

assume that the furnace is equipped only with a timing device, which controls the on and off periods of the furnace. To regulate the temperature to the proper level, the human operator must estimate the amount of time required for the furnace to stay on and then set the timer accordingly. When the preset time is up, the furnace is turned off. However, it is quite likely that the house temperature is either above or below the desired value, owing to inaccuracy in
the estimate. Without further deliberation,
control
is
it is

quite apparent that this type of


lies

inaccurate and unreliable.

One

reason for the inaccuracy

in the

fact that

one

may

not

know

the exact characteristics of the furnace.

The other

no control over the outdoor temperature, which has a important definite bearing on the indoor temperature. This also points to an open-loop control system, in that the disadvantage of the performance of an
factor
is

that one has

not capable of adapting to variations in environmental conditions or experito external disturbances. In the case of the furnace control, perhaps an control for a certain desired temperature in the house; enced person can provide but if the doors or windows are opened or closed intermittently during the system
is

operating period, the final temperature inside the house will not be accurately
regulated by the open-loop control.

An

electric

washing machine

system, because the

amount of wash time

A and estimation of the human machine should have the means of checking the cleanliness of the clothes continuously and turn itself off when the desired degree of cleanliness is reached. Although open-loop control systems are of limited use, they form the basic

another typical example of an open-loop is entirely determined by the judgment true automatic electric washing operator.
is

Sec. 1.1

Control Systems / 3

elements of the closed-loop control systems. In general, the elements of an open1-2. An input applied to the controller, whose output acts as the actuating signal e; the actuating signal then actuates the controlled process and hopefully will drive the controlled variable c to the desired value.

loop control system are represented by the block diagram of Fig.


signal or

command

r is

Reference
input r Controller

Actuating
signal e

Controlled Controlled process


variable c

(Output)
Fig. 1-2.

Block diagram of an open-loop control system.

Closed-Loop Control Systems (Feedback Control Systems)

What is missing in the open-loop control system for more accurate and more adaptable control is a link or feedback from the output to the input of the system. In order to obtain more accurate control, the controlled signal c(t) must be fed back and compared with the reference input, and an actuating signal
proportional to the difference of the output and the input must be sent through the system to correct the error. system with one or more feedback paths like that just described is called a closed-loop system. Human beings are probably the most complex and sophisticated feedback control system

in existence.

human

be considered to be a control system with outputs, capable of carrying out highly complex operations.

being

may

many

inputs and

being as a feedback control system, let us consider an object on a desk. As one is reaching for the object, the brain sends out a signal to the arm to perform the task. The eyes serve as a sensing device which feeds back continuously the position of the hand. The distance between the hand and the object is the error, which is eventually brought to zero as the hand reaches the object. This is a typical example of closed-loop control. However, if one is told to reach for the object and then is blindfolded, one can only reach toward the object by estimating its exact posithat the objective
is

To

illustrate the

human

to reach for

tion. It is quite possible that the object

may be
is

the eyes blindfolded, the feedback path


as an open-loop system.

missed by a wide margin. With broken, and the human is operating

being

is

The example of the reaching of an object by a described by the block diagram shown in Fig. 1-3.
illustrative

human

As another

example of a closed-loop control system,

Fig. 1-4

Error

Input

detector

command
Reach
for object

f x

Error

Controller
(brain)

Controlled process

1 Controlled
variable

(arm and hand)

Position

of hand

Fig. 1-3.

Block diagram of a human being as a closed-loop control system.

/ Introduction

Chap.

Rudder

Fig. 1-4.

Rudder

control system.

shows the block diagram of the rudder control system of a ship. In this case the objective of control is the position of the rudder, and the reference input is applied through the steering wheel. The error between the relative positions of the steering wheel and the rudder is the signal, which actuates the controller

and the motor.


wheel position

When

the rudder

is finally is

aligned with the desired reference

direction, the output of the error sensor


is

zero. Let us

assume that the steering

given a sudden rotation of R units, as shown by the time signal in Fig. l-5(a). The position of the rudder as a function of time, depending upon the characteristics of the system, may typically be one of the responses shown
in Fig. l-5(b). Because all physical systems

have

electrical

and mechanical inertia,

the position of the rudder cannot respond instantaneously to a step input, but will, rather, move gradually toward the final desired position. Often, the response
will oscillate

about the
it is

final position

before settling.

It is

apparent that for the

rudder control
0,(0

desirable to have a nonoscillatory response.

6e

-*-t
(b)

*~t

(a)

Fig. 1-5. (a) Step displacement input of rudder control system, (b) Typical

output responses.

Sec. 1.1

Control Systems / 5

Error sensor

Input

~^

Error
Controller

Controlled process

Output

Feedback
elements

Fig. 1-6. Basic elements of a feedback control system.

are

The basic elements and the block diagram of a closed-loop control system shown in Fig. 1-6. In general, the configuration of a feedback control system

may not be constrained to that of Fig. 1-6. In complex systems there may be a multitude of feedback loops and element blocks. Figure l-7(a) illustrates the elements of a tension control system of a windup
process.

The unwind

which

is

reel may contain a roll of material such as paper or cable to be sent into a processing unit, such as a cutter or a printer, and then

collects it by winding it onto another roll. The control system in this case is to maintain the tension of the material or web at a certain prescribed tension to avoid such problems as tearing, stretching, or creasing.

web is formed into a half-loop by passing it The roller is attached to a pivot arm, which allows free up-and-down motion of the roller. The combination of the roller and the pivot arm is called the dancer. When the system is in operation, the web normally travels at a constant speed. The ideal position of the dancer is horizontal, producing a web tension equal to one-half of the total weight of the dancer roll. The electric brake on
the
roller.

To regulate the tension, down and around a weighted

the

unwind

reel is to generate
all

a restraining torque to keep the dancer in the

horizontal position at

times.

During actual operation, because of external disturbances, uncertainties and irregularities of the web material, and the decrease of the effective diameter of the unwind reel, the dancer arm will not remain horizontal unless some scheme is employed to properly sense the dancer-arm position and control the
restraining braking torque.

obtain the correction of the dancing-arm-position error, an angular used to measure the angular deviation, and a signal in proportion to the error is used to control the braking torque through a controller. Figure l-7(b) shows a block diagram that illustrates the interconnections between the
sensor
is

To

elements of the system.

Chap.

Introduction

Unwind

reel

(decreasing dia.)

Web
processing

Windup

reel

(increasing dia.)

Drive system
(constant

web

speed)

(Current)

Reference input

~"\ Error
Controller

Electric

Unwind
process

Tension

brake

Dancer

arm

(b)

diagram depicting the and interconnections of a tension control system. basic elements
Fig. 1-7. (a) Tension control system, (b) Block

1 .2

What

Is

Feedback and What Are

Its

Effects ?

The concept of feedback plays an important role in

control systems.

We demon-

closed-loop strated in Section 1.1 that feedback is a major requirement of a control system would not be able to achieve control system. Without feedback, a applications. the accuracy and reliability that are required in most practical standpoint, the definition and the significance However, from a more rigorous feedback are much deeper and more difficult to demonstrate than the few

of

carry examples given in Section 1.1. In reality, the reasons for using feedback than the simple one of comparing the input with the output far more meaning error is merely one of the in order to reduce the error. The reduction of system now show that effects that feedback may bring upon a system. We shall many

Sec.

.2

What

Is

Feedback and What Are

Its

Effects ? /

feedback also has effects on such system performance characteristics as bandwidth, overall gain, impedance, and sensitivity.

stability,

To understand the effects of feedback on a control system, it is essential that we examine this phenomenon with a broad mind. When feedback is deliberately
its existence is easily identified. However, numerous situations wherein a physical system that we normally recognize as an inherently nonfeedback system may turn out to have feedback

introduced for the purpose of control,

there are

when

it is observed in a certain manner. In general we can state that whenever a closed sequence of cause-and-effect relation exists among the variables of a system, feedback is said to exist. This viewpoint will inevitably admit feedback

number of systems that ordinarily would be identified as nonfeedback systems. However, with the availability of the feedback and control system theory, this general definition of feedback enables numerous systems,
in a large

with or without physical feedback, to be studied in a systematic way once the existence of feedback in the above-mentioned sense is established.

We shall now investigate the effects of feedback on the various aspects of system performance. Without the necessary background and mathematical foundation of linear system theory, at this point we can only rely on simple
system notation for our discussion. Let us consider the simple feedback system configuration shown in Fig. 1-8, where r is the input signal, c the output signal, e the error, and b the feedback signal. The parameters G and ZTmay be considered as constant gains. By simple algebraic manipulations it is simple to
static

show

that the input-output relation of the system

is

G M = t = FTW
Using
this basic relationship

(l-i)

some of the

significant effects

of the feedback system structure, we can uncover of feedback.


_.

+
r

-o

b +

H
-o
Fig. 1-8.

Feedback system.

Effect of Feedback on Overall Gain

As seen from Eq. (1-1), feedback affects the gain G of a nonfeedback system by a factor of 1 + GH. The reference of the feedback in the system of Fig. 1-8 is negative, since a minus sign is assigned to the feedback signal. The quantity GH may itself include a minus sign, so the general effect of feedback is that it

may

increase or decrease the gain. In a practical control system,

and

H are

Introduction

Chap.

may be greater than 1 in functions of frequency, so the magnitude of 1 one frequency range but less than 1 in another. Therefore, feedback could
increase the gain of the system in one frequency range but decrease
it

+ GH

in another.

Effect of Feedback on Stability

whether the system will be able to follow the input command. In a nonrigorous manner, a system is said to be unstable if its output is out of control or increases without bound. To investigate the effect of feedback on stability, we can again refer to the 1, the output of the system is infinite for any expression in Eq. (1-1). If GH
Stability is a notion that describes

=-

finite input.

Therefore,

originally stable to

we may state that feedback can cause a system that is become unstable. Certainly, feedback is a two-edged sword;

when it is improperly used, it can be harmful. It should be pointed out, however, that we are only dealing with the static case here, and, in general GH = 1 is
not the only condition for instability. It can be demonstrated that one of the advantages of incorporating feedback is that it can stabilize an unstable system. Let us assume that the feedback 1. If we introduce another feedsystem in Fig. 1-8 is unstable because through a negative feedback of F, as shown in Fig. 1-9, the inputback loop

GH =
G

output relation of the overall system


c
r
It is

is

+GH+GF
G
and

( "

inner-loop feedback system

apparent that although the properties of is unstable, because

H are
1,

such that the

GH =

the overall system

can be stable by properly selecting the outer-loop feedback gain F.


-o

+
r

+
e

+
+

o+
c

+-

-o

o-

H
-o
o-

-o

o-

F
Feedback system with two feedback loops.

Fig. 1-9.

Effect of Feedback on Sensitivity


Sensitivity considerations often play

an important

role in the design of

control systems. Since

all

environment and age, we

physical elements have properties that change with cannot always consider the parameters of a control

Sec

1-2

What

Is

Feedback and What Are

Its

Effects? / 9

system to be completely stationary over the entire operating life of the system. For instance, the winding resistance of an electric motor changes as the temperature of the motor rises during operation. In general, a good control system

should be very insensitive to these parameter variations while


the

still

able to follow

command responsively. We

shall investigate

what

effect

feedback has on the

sensitivity to

parameter variations.

Referring to the system in Fig. 1-8,


vary.

we

consider

G as

The

sensitivity

of the gain of the overall system

M to the variation in G

a parameter that

may
is

defined as

io

_ dM/M ~
~dGjG

^- 3 >

where dM denotes the incremental change in due to the incremental change G; dM/M and dG/G denote the percentage change in and G, respectively. The expression of the sensitivity function Sg can be derived by using Eq. (1-1). We have
in

SM _ dM G _ io

~lGM~l+GH

>

This relation shows that the sensitivity function can be made arbitrarily small by increasing GH, provided that the system remains stable. It is apparent that in an open-loop system the gain of the system will respond in a one-to-one fashion to the variation in G.
In general, the sensitivity of the system gain of a feedback system to paramdepends on where the parameter is located. The reader may derive the sensitivity of the system in Fig. 1-8 due to the variation of H.
eter variations

Effect of Feedback on External Disturbance or Noise


All physical control systems are subject to some types of extraneous signals or noise during operation. Examples of these signals are thermal noise voltage
in electronic amplifiers

The

effect

and brush or commutator noise in electric motors. of feedback on noise depends greatly on where the noise is intro-

situations, feedback

duced into the system; no general conclusions can be made. However, in many can reduce the effect of noise on system performance.

mand

Let us refer to the system shown in Fig. 1-10, in which r denotes the comsignal and n is the noise signal. In the absence of feedback, 0, the output c is

H=

=GGe+G
x

2n

(1-5)
is

where e

r.

The

signal-to-noise ratio of the output

defined as
e
l

output due to signal output due to noise

_GGe_c ~~
x

G2 n

~n

'

'

To increase the signal-to-noise ratio, evidently we should either increase the magnitude of G, or e relative to n. Varying the magnitude of G would have
2

no

effect

whatsoever on the

ratio.

With the presence of feedback, the system output due

to r

and n acting

10

Introduction

Chap.

\h

+ +
r

+
e2

Gi

G2

__

_.

Fig. 1-10.

Feedback system with a noise

signal.

simultaneously

is

_
is

Gl G 2

T + G,G 2 H

+ +
_|

b3

G,G 2 H

(1-7) K '

Simply comparing Eq.


the output of Eq. (1-7)

ponent

is

with Eq. (1-5) shows that the noise component in reduced by the factor 1 + Gfi,H, but the signal comalso reduced by the same amount. The signal-to-noise ratio is
(1-7)

output due to signal ~~ output due to noise

_GG
i

2 rj(\

2 n/(l

+ G^G^H + G G H)
1

___

g
1

r_

(1-%}

and is the same as that without feedback. In this case feedback is shown to have no direct effect on the output signal-to-noise ratio of the system in Fig. 1-10. However, the application of feedback suggests a possibility of improving the signal-to-noise ratio under certain conditions. Let us assume that in the system of Fig. 1-10, if the magnitude of G is increased to G\ and that of the input r to r', with all other parameters unchanged, the output due to the input signal
t

acting alone

is

at the

same

level as that

when feedback

is

absent. In other words,

we

let

'1- ^
=
to noise acting alone

(1 ' 9)

With the increased G,, G\, the output due

becomes

which

is

smaller than the output due to n


is

when G

is

not increased. The signal-

to-noise ratio

now

G 2 nl{\
which
is

G\G 2 H)

^ +

^^>

(1-11)

greater than that of the system without feedback by a factor of

(1

G\G 2 H).
In general, feedback also has effects on such performance characteristics

Seo

Types

of

Feedback Control Systems

11

as bandwidth, impedance, transient response,


effects will

become known

as

and frequency response. These one progresses into the ensuing material of this text.

1.3

Types of Feedback Control Systems

Feedback control systems may be classified in a number of ways, depending upon the purpose of the classification. For instance, according to the method of analysis and design, feedback control systems are classified as linear and nonlinear,

the system, reference

time varying or time invariant. According to the types of signal found in is often made to continuous-data and discrete-data systems,

or modulated and unmodulated systems. Also, with reference to the type of system components, we often come across descriptions such as electromechanical
control systems, hydraulic control systems, pneumatic systems, and biological control systems. Control systems are often classified according to the main purpose of the system. positional control system and a velocity control system

control the output variables according to the way the names imply. In general, there are many other ways of identifying control systems according to some
special features of the system. It
is

important that some of these more

common
is

ways of

classifying control systems are

known

so that proper perspective

gained before embarking on the analysis and design of these systems.


Linear Versus Nonlinear Control Systems

This classification

is

made according to
do not

the methods of analysis

and

design.

Strictly speaking, linear systems

exist in practice, since all physical sys-

tems are nonlinear to some extent. Linear feedback control systems are idealized models that are fabricated by the analyst purely for the simplicity of analysis and design. When the magnitudes of the signals in a control system are limited to a range in which system components exhibit linear characteristics (i.e., the principle of superposition applies), the system is essentially linear. But when the magnitudes of the signals are extended outside the range of the linear operation, depending upon the severity of the nonlinearity, the system should no longer be
considered linear. For instance, amplifiers used in control systems often exhibit saturation effect when their input signals become large; the magnetic field of a motor usually has saturation properties. Other common nonlinear effects

found in control systems are the backlash or dead play between coupled gear members, nonlinear characteristics in springs, nonlinear frictional force or torque between moving members, and so on. Quite often, nonlinear characteristics
are intentionally introduced in a control system to improve its performance or provide more effective control. For instance, to achieve minimum-time control, an on-off (bang-bang or relay) type of controller is used. This type of control is

found in many missile or spacecraft control systems. For instance, in the attitude control of missiles and spacecraft, jets are mounted on the sides of the vehicle to provide reaction torque for attitude control. These jets are often controlled in a full-on or full-off fashion, so a fixed amount of air is applied from a given
jet for a certain

time duration to control the attitude of the space vehicle.

12

Introduction

Chap.

For

linear systems there exists a wealth of analytical

and graphical

tech-

niques for design and analysis purposes. However, nonlinear systems are very that may be difficult to treat mathematically, and there are no general methods

used to solve a wide class of nonlinear systems.


Time-Invariant Versus Time-Varying Systems

When

the parameters of a control system are stationary with respect to

time during the operation of the system, we have a time-invariant system. Most physical systems contain elements that drift or vary with time to some extent. the If the variation of parameter is significant during the period of operation, of the unwind system is termed a time-varying system. For instance, the radius
reel
is

of the tension control system in Fig. 1-7 decreases with time as the material being transferred to the windup reel. Although a time-varying system without
is still

nonlinearity

a linear system,

its

analysis

is

usually

much more complex

than that of the linear time-invariant systems.

Continuous-Data Control Systems


continuous-data system is one in which the signals at various parts of the system are all functions of the continuous time variable t. Among all continuous-data control systems, the signals may be further classified as ac or dc.

Unlike the general definitions of ac and dc signals used in

electrical engineering,

ac and dc control systems carry special significances. When one refers to an ac control system it usually means that the signals in the system are modulated by some kind of modulation scheme. On the other hand, when a dc control

system is referred to, it does not mean that all the signals in the system are of dc control the direct-current type; then there would be no control movement. system simply implies that the signals are unmodulated, but they are still ac by common definition. The schematic diagram of a closed-loop dc control system

is

shown

in Fig. 1-11. Typical

waveforms of the system

in response to a step

^^^

6*^) "r
Reference input
6,

Error detector

Controlled
variable

Fig. 1-11. Schematic

diagram of a

typical

dc closed-loop control system.

Sec. 1.3

Types of Feedback Control Systems

13

function input are shown in the figure. Typical components of a dc control tem are potentiometers, dc amplifiers, dc motors, and dc tachometers. The schematic diagram of a typical ac control system is shown

sys-

in Fig. 1-12.

In this case the signals in the system are modulated; that is, the information is transmitted by an ac carrier signal. Notice that the output controlled variable still behaves similar to that of the dc system if the two systems have the same control objective. In this case the modulated signals are demodulated by the low-pass characteristics of the control motor. Typical components of an ac control system are synchros, ac amplifiers, ac motors, gyroscopes, and accelerometers.
control systems are strictly of the ac or the dc type. of ac and dc components, using modulators and demodulators to match the signals at various points of the system.
all

In practice, not

system

may incorporate a mixture

Synchro
transmitter

a-c

servomotor

Reference input
0.

Fig. 1-12.

Schematic diagram of a typical ac closed-loop control system.

Sampled-Data and Digital Control Systems


Sampled-data and digital control systems differ from the continuous-data systems in that the signals at one or more points of the system are in the form of either a pulse train or a digital code. Usually, sampled-data systems refer to a more general class of systems whose signals are in the form of pulse data, where a digital control system refers to the use of a digital computer or controller in the system. In this text the term "discrete-data control system" is used to describe both types of systems. In general a sampled-data system receives data or information only inter-

For instance, the error signal in a control supplied only intermittently in the form of pulses, in which case the control system receives no information about the error signal during the periods between two consecutive pulses. Figure 1-13 illustrates how a typical sampled-data system operates. continuous input signal r(t) is applied to the
system

mittently at specific instants of time.

may be

Chap.

14

Introduction

Input
r(t)

eg)

*c >

Data hold
(filter)

hit)

Controlled process

c(f)

Sampler

Fig. 1-13.

Block diagram of a sampled-data control system.

sampler, and is sampled by a sampling device, the sampler is a sequence of pulses. The sampling rate of the samthe output of the advantages of incorporating pler may or may not be uniform. There are many control system, one of the most easily understood of these being sampling in a among several that sampling provides time sharing of an expensive equipment
system.

The

error signal e(t)

control channels.
flexibility, Because digital computers provide many advantages in size and Many aircomputer control has become increasingly popular in recent years. discrete borne systems contain digital controllers that can pack several thousand shows the 1-14 elements in a space no larger than the size of this book. Figure

basic elements of a digital autopilot for a guided missile.


Attitude of
Digital-to-

Digital

coded
input
Digital

missile

computer
, ,

analog converter

Airframe

Analog-to-

con\ erter
Fig. 1-14. Digital autopilot system for a guided missile.

2
Mathematical Foundation

2.1

Introduction

The study of control systems relies to a great extent on the use of applied mathematics.
subjects as

For the study of classical control theory, the prerequisites include such complex variable theory, differential equations, Laplace transform,

and z-transform. Modern control theory, on the other hand, requires considerably more intensive mathematical background. In addition to the above-mentioned subjects, modern control theory is based on the foundation of matrix
theory, set theory, linear algebra, variational calculus, various types of mathematical programming, and so on.

2.2

Complex-Variable Concept
Complex-variable theory plays an important role in the analysis and design of When studying linear continuous-data systems, it is essential that one understands the concept of complex variable and functions of a complex
control systems.
variable

when

the transfer function

method

is

used.

Complex Variable
complex variable j is considered to have two components: a real component a, and an imaginary component co. Graphically, the real component is represented by an axis in the horizontal direction, and the imaginary

component measured along a vertical axis, in the complex j-plane. In other words, a complex variable is always defined by a point in a complex plane that has' a a axis and ayco axis. Figure 2-1 illustrates the complex j-plane, in which any
is

15

Chap. 2

16

Mathematical Foundation
/co

s-plane

OJ]
i i

Fig. 2-1.

Complex

j-plane.

arbitrary point, s

= su

is

denned by the coordinates a

== a,

and

co

a> or

simply

Si

ffj

+y'coi.

Functions of a Complex Variable


s if for said to be a function of the complex variable are corresponding value (or there every value of s there is a corresponding imaginary parts, the function s is defined to have real and values) of G(s). Since imaginary parts; that is, G(s) is also represented by its real and

The function

G(s)

is

G(j)

= ReG+yImC

(2-1)

where Re
part of

represents the imaginary denotes the real part of G(s) and Im G by the complex GThus, the function G(s) can also be represented

and whose vertical axis plane whose horizontal axis represents Re G every value of s (every point in the sthe imaginary component of G{s). If for value for G(s) [one corresponding point plane) there is only one corresponding a single-valued function, and the mapping in the G^-plane], G(s) is said to be points in the G(s)-plane is (correspondence) from points in the j-plane onto there are many functions for described as single valued (Fig. 2-2). However, complex-variable plane is which the mapping from the function plane to the
x-plane
/co
S,
.

measures

ImG G 0)-plane
ReG

=0, +/C0,

a,

Gfri)

Fig. 2-2. Single-valued

mapping from the s-plane to

the G(-plane.

Sec 2 2
-

Complex-Variable Concept

17

not single valued. For instance, given the function

G(J)=
,-(7TT)

<2

"

2)

it is apparent that for each value of s there is only one unique corresponding value for G(s). However, the reverse is not true; for instance, the point G(s) oo is mapped onto two points, s and j 1, in the j-plane.

Analytic Function

A function G(s) of the complex variable s is called an analytic function in a region of the s-plane if the function and all its derivatives exist in the region.
For instance, the function given in Eq. (2-2) is analytic at every point in the splane except at the points s and s -1. At these two points the value of the function is infinite. The function G(s) s 2 is analytic at every point

= +

in the finite .s-plane.

Singularities

and Poles of a Function


are the points in the j-plane at which the funcpole is the most common type of singu-

The singularities of a function


tion or
larity
its

derivatives does not exist.

and plays a very important


definition of a pole

role in the studies of the classical control

theory.

The

single valued in the neighborhood

order r at s

= s,if the limit

can be stated as: If a function G(s) is analytic and of s except at s it is said to have a pole of
t
,

lim [0

- s,)

G(s)]

has a finite, nonzero value. In other words, the denominator of G(s) must include r s,) so when s s the function becomes infinite. If r 1, the pole at j s, is called a simple pole. As an example, the function
the factor (s

G(s)
has a pole of order 2 at s

W=
is

l0(s
s(s

IX*

+ 2) + 3)* =
=-

n (2

" xi

3>

= -3

and simple poles

also be said that the function

at s and s 1. It can analytic in the j-plane except at these poles.

Zeros of a Function

The
is

definition of a zero of

analytic at s

=s

t,

it is

a function can be stated as: If the function G(s) said to have a zero of order r at s s l if the limit

!S [(* ~
has a finite, nonzero value. has an rth-order pole at s
zero at s

J '>" ,<7

W]

( 2 -4)

Or
s,.

simply, G(s) has a zero of order r at s s, ifl/G(s) For example, the function in Eq. (2-3) has a simple

2.

under consideration is a rational function of s, that is, a quotient of two polynomials of s, the total number of poles equals the total number of zeros, counting the multiple-order poles and zeros, if the poles and

If the function

18

Mathematical Foundation

r.

Chap. 2

function in Eq. (2-3) has zeros at infinity and at zero are taken into account. The -2, but is one finite zero at s 0, -1, -3, -3; there four finite poles at s

there are three zeros at infinity, since

limGO)
s-.

= lim^=0 S
s-<*>

(2

"5

four zeros in the entire Therefore, the function has a total of four poles and
plane.

s-

2.3

3-5 Laplace Transform

The Laplace transform

is

of ordinary linear differential equations. In


following two attractive features
1.

one of the mathematical tools used for the solution comparison with the classical method

transform method has the of solving linear differential equations, the Laplace

The homogeneous equation and the


in

particular integral are solved

one operation.
s.

2.

The Laplace transform converts the


algebraic equation in
It is

differential equation into an then possible to manipulate the algebraic

s equation by simple algebraic rules to obtain the solution in the solution is obtained by taking the inverse Laplace domain. The final

transform.
Definition of the Laplace Transform

Given the function /(f) which

satisfies

the condition
(2-6)

r\f(t)e-'\dt<oo
J

for

some

finite real a,

the Laplace transform of /(f)

is

defined as
(2-7)

F(s)=
or

\~ f(t)e-"dt

m=
The
variable s
is,

[/(')]

(2

-g

is

referred to as the Laplace operator,

which

is

a complex

variable; that

a +jco. The

defining equation of Eq. (2-7)

is

also

known
to oo

is as the one-sided Laplace transform, as the integration This simply means that all information contained in /(f) prior to

evaluated from
t

is

ignored

any serious limitation or considered to be zero. This assumption does not place linear system problems, since on the applications of the Laplace transform to often chosen at the instant in the usual time-domain studies, time reference is 0, when an input is applied at t 0. Furthermore, for a physical system t 0; that is, response start sooner than t the response of the system does not

does not precede excitation. The following examples serve as illustrations on how Eq. (2-7) for the evaluation of the Laplace transform of a function /(f).

may

be used

Sec. 2.3

Laplace Transform / 19

Example

2-1

Let/0) be a
of unity for

unit step function that


t

is

defined to have a constant value


/

>

and a zero value


/(/)

for

< 0.

Or,
(2-9)

= u.(t)

Then

the Laplace transform of f(t)

is

F(s)

= [u (t)] =
s

j~ us )e-" dt
e~"
is

(2-10)
valid if

Of course,

the Laplace transform given by Eq. (2-10)

j which means that the

ut)e-" dt
|

e-

dt

<

co

real part

of s, a, must be greater than zero. However, in practice,

we simply refer to the Laplace transform of the unit step function as lis, and rarely do we have to be concerned about the region in which the transform integral converges
absolutely.

Example

2-2

Consider the exponential function


/(,)

= e-",
written

2;

where a

is

a constant.
is

The Laplace transform of/(?)


F(s)

=/: e--'e-" dt

+a

+a

(2-11)

Inverse Laplace Transformation

The operation of obtaining /(?) from the Laplace transform F(s) is termed the inverse Laplace transformation. The inverse Laplace transform of F(s) is
denoted by
f(t)

Z-Vis)]

(2-12)

and

is

given by the inverse Laplace transform integral

/(0
where

2^7

'

me"ds

(2-13)

c is a real constant that is greater than the real parts of all the singularities of F(s). Equation (2-13) represents a line integral that is to be evaluated in the j-plane. However, for most engineering purposes the inverse Laplace transform operation can be accomplished simply by referring to the Laplace trans-

form

table,

such as the one given in Appendix B.

Important Theorems of the Laplace Transform

The
by the

applications of the Laplace transform in

many

instances are simplified

utilization of the properties of the transform.

These properties are

presented in the following in the form of theorems, and no proofs are given.

20

Mathematical Foundation

Chap. 2

Multiplication

by a Constant The Laplace transform of the product of a constant k and a time function f{t) is the constant k multiplied by the Laplace transform of f{t);
is,

that

[kf(t)]

= kF(s)

(2-14)

2.

where F{s) is the Laplace transform of f{t). Sum and Difference The Laplace transform of the sum {or difference) of two time functions
is

the

sum

(or difference) of the Laplace transforms of the time funcis,

tions; that

[fi(0

UO] = F,(s) F (s)


2

(2-1 5)

where
3.

F {s)
t

and

2 {s)

are the Laplace transforms of fit)

and/2 (r),

respectively.
Differentiation

is

The Laplace transform of the first derivative of a time function f(t) s times the Laplace transform of f(f) minus the limit of f(t) as t
0-\-; that
is,

approaches

df(ty
dt

= sF(s) =
sF(s)

lim /(/)
(2-16)

/(0+)

In general, for higher-order derivatives,

[d'fW] _
L

df

s"F(s) -- lim
(-0 +
n s F(s)
1

s-if(t)

s~

ld l^-\-

-- ^r /(o+)

5"" 2

/ <u (o+) - ..-/ "-"(0+)


(

(2-17)
4. Integration

The Laplace transform of the


respect to time
is

first integral

of a function fit) with


is,

the Laplace transform of f(t) divided by s; that

S\

f(j)dr

F{s)
s

(2-18)

In general, for th-order integration,

5.

J
Shift in

... rr...r.fir) dx A, J Jo
o
o

dt n

^
is

(2-19)

Time

The Laplace transform of f{t) delayed by time


Tl transform of f{t) multiplied by e~ ; that
is,

T is equal to the Laplace


(2-20)
shifted in

[fit

T)us {t

T)]

= e- T *F{s)

where u s {t

T) denotes the unit step function, which

time to the right by T.

Sec 2 4
-

Inverse Laplace Transform by Partial-Fraction Expansion / 21

6.

Initial-Value

Theorem
is

If the Laplace transform of fit)


lim f(t)
if
7.

F(s), then

lim sF(s)

(2-21)

the time limit exists.

Final-Value Theorem

If the Laplace transform of fit) is F(s)and ifsF(s) is analytic on the imaginary axis and in the right half of the s-plane, then
lim f(t)

lim sFis)

(2-22)

The final-value theorem is a very useful relation in the analysis and design of feedback control systems, since it gives the final value of a time function by determining the behavior of its Laplace transform as s tends to zero. However,
if sFis) contains any poles whose real part equivalent to the analytic requirement of sFis) stated in the theorem. The following examples illustrate the care that one must take in applying the final-value theorem.
is

the final-value theorem

not valid
is

is

zero or positive, which

Example

2-3

Consider the function


F(s)
s(s 2

+s+2)
and
in the right half of the .s-plane, the

Since sFis)
final-value

is

analytic

on the imaginary

axis

theorem

may

be applied. Therefore, using Eq. (2-22),

lim fit)

= lim sFis) = lim

5
,
,
,

= -1

f2-231

Example

2-4

Consider the function

F& = J2"^p

(2-24)

which is known to be the Laplace transform of /(f) = sin cot. Since the function sFis) has two poles on the imaginary axis, the final-value theorem cannot be applied in this case. In other words, although the final-value theorem would yield a value of zero as
the final value of fit), the result
is

erroneous.

2.4

Inverse Laplace Transform by Partial- Fraction Expansion 71

'

In a great majority of the problems in control systems, the evaluation of the inverse Laplace transform does not necessitate the use of the inversion integral of Eq. (2-13). The inverse Laplace transform operation involving rational functions can be carried out using a Laplace transform table

and

partial-fraction

expansion.

When the
function in

s, it

Laplace transform solution of a differential equation can be written

is

a rational

X^ = W)

22

Mathematical Foundation

Chap 2
-

where P(s) and Q(s) are polynomials of s. It is assumed that the order of Q(s) in s is greater than that of P(s). The polynomial Q(s) may be written
Q(s)

a^"'

+a

n-

(2-26)

where

an are real coefficients. The zeros of Q(s) are either real or in a,, complex-conjugate pairs, in simple or multiple order. The methods of partialmultiplefraction expansion will now be given for the cases of simple poles,
. .

order poles, and complex poles, of X(s).


Partial-Fraction Expansion

When All the Poles of X(s) Are Simple and Real


and simple, Eq.
(2-25) can be written

If all the poles of X(s) are real

X( S)

M
,
.

P
.

(2-27)

s are considered to be real numbers in the where the poles s s 2 present case. Applying the partial-fraction expansion technique, Eq. (2-27) is
t ,
.

written

X(S) v '

= -^- + -4*- + s + s s + i,
2

+ T^V s s
-1--

<2

28 )

The

coefficient,

(i

1, 2,

n), is

of Eq. (2-28) or (2-27) by the factor

(s

determined by multiplying both sides s ) and then setting s equal to s,.


t

K j, (j + Ji) and let s =


To
find the coefficient

sl
;

for instance,

we

multiply both sides of Eq. (2-27) by

that

is,

K
As an

s\

(S

+ s )?&

(s 2

Pis,
s t )(s 3

Si)...

(s

(2-29)
Si)

illustrative

example, consider the function

(s

l)(,s

2)(s

3)

which

is

written in the partial-fractioned form

The

coefficients

K_ u K_ 2 and K_ 3
,

are determined as follows:


(2-32)

*-.

*-2

A"- 3

+3 + W*)],-i = ( 2-~lX3 - l) _i ~ 5( = + 2)X(s)} ^ = (1- 2) + 3 2) = 7 2X3 5(= [(* + 3)*(j)],-, (1--3) +-3 3) -6 3X2
:

[('

[(.s

(2-33)

._

,-=

(2-34)

Therefore, Eq. (2-31) becomes

7 W) = tti + s + 2 - t^ j + 3

2 - 35 >

Sec. 2.4

Inverse Laplace Transform by Partial-Fraction Expansion /

23

Partial-Fraction Expansion
If r of the

When Some Poles of X(s) Are of Multiple Order


identical, or say, the pole at s

n poles of X(s) are


is

s,

is

of

multiplicity

r,

X(s)

written
/>(*)

*(*)

g(5)

(5

A*)
s t Xs

+
:

**)...(*

*,)'(*

(2-36)

Then

JT(j)

can be expanded as
X(s)

= ^^ J + s
<
I

*.
t

+s +
2

...+
s

AT,,

r) terms +
/

of simple poles

A,

A2
(*

(2-37)

A,

terms of repeated poles

J,)'

>
|

which correspond to simple poles, K K n K, 2 may be evaluated by the method described by Eq. (2-29). The determination of
r coefficients,
,
. .

The n

the coefficients that correspond to the multiple-order poles

is

described below.
(2-38)

Ar

= [(S + *,)'*(*)],__

Ar-^-Ks + s^Xis)]

(2-39)

(2-40)

(2-41)

Example

2-5

Consider the function


X{s)
s{s
1

l)3(j

+ 2)
z

(2-42)

Using the format of Eq.


X(s)

(2-37),

X(s)

is

written

*
J

+ s-^-^ 4- s ^' -l A + 2 + + +~(s +


'

'

+ ^3 l)2T-(7+Tp
,

(2-43)

Then

the coefficients corresponding to the simple poles are

K =
K- 2
As =[(j
"^

[sX(s)] s=0
[(j

=$
i-

(2-44)

+ 2)-Y(j)],__ 2 =
-1
<wLt(j
-{-

(2-45)

and those of the third-order poles are

1) JT(j)]

|,._,=

(2-46)

ls=-i

2).

~(2j
s 2 (y

+ 2) + 2)2
1)
3

=
^)]
2(J
1

(2-47)

and
Al

=2T^^ +
is +
1

d1

d[ -2(s +

l)

-i
1)
,

2 dsls 2 (. (s
2(s
"+"

+ 2) 2
(2-48)

2y

^ sHs + 2)3
,

1)

F(JT2p.

24

Mathematical Foundation

Chap. 2

The completed

partial-fraction expansion

is

X = 27 + 2(7+2) ~ 7TT ~

(s

l) 3

(2 " 49)

Partial-Fraction Expansion of Simple Complex-Conjugate Poles

The partial-fraction expansion of Eq.

(2-28) is valid also for simple complexdifficult to

conjugate poles. However, since complex-conjugate poles are more


rate treatment here.

handle and are of special interest in control-systems studies, they deserve sepa-

Suppose that the rational function X(s) of Eq. complex poles

(2-25) contains a pair of

5= tx+jcu
Then

and

s= a jco
,

the corresponding coefficients of these poles are

= = K...J.
K-.+j.

(s (s

+ a - jco)X(s) U_ a+ w + a + jco)X(s) \... . Ja


m

(2-50) (2-51)

Example

2-6

Consider the function

' = ^+2^ + atf)

(2 - 52)

Let us assume that the values of C and are such that the nonzero poles of X(s) are complex numbers. Then X(s) is expanded as follows

* = T + , + 1% + , f +%
where

(2

" 53

>

a
and
oo

Ccu

(2-54)

= coVl - C 2
s

(2-55)

The

coefficients in

Eq. (2-53) are determined as

K = sX(s)\
K-x+Ja>

, = = (j + a-y()A'(j)|,._, co? _ _ G)
\

(2-56)
+./

(2-57)
j(e+i/2)

2joo{ a +ye>) where

2co

= tan-i[-f]
Also,
*--/,

(2-58)

(*

+a

+yo))A'(j)|,._

<

,. yto

(2-59)

2jco( a /a))
The complete expansion
is
1

2co

to

r e--" s+ */2 >

ejw+*n)

Sec 2 5
-

Application of Laplace Transform to the Solution /

25

Taking the inverse Laplace transform on both


x(t)

sides of the last equation gives


_|_

= =

+ 5k (g-yw+*/2) e (-+y<)( + ~e-" sia(COt - 6) +

e ne+nm e {-*-Mt\
(2-61)

or
x(t)

=
*

vi-C

6 "^' Sin(0 "v/1

~ 2 ' ~ 6)

<2

" 62

>

where 6

is

given by Eq. (2-58).

2.5

Application of Laplace Transform to the Solution of Linear Ordinary Differential Equations

With the aid of the theorems concerning Laplace transform given in Section 2.3 and a table of transforms, linear ordinary differential equations can be solved by the Laplace transform method. The advantages with the Laplace transform method are that, with the aid of a transform table the steps involved are all algebraic, and the homogeneous solution and the particular integral
solution are obtained simultaneously.

Let us illustrate the method by several illustrative examples.

Example

2-7

Consider the

differential
.

equation
,

-d$T + 3 ~^- +
where u s (t)
is

x(t)

?dx(t)

2*(f)

... = 5u,(t)

(2-63)

the unit step function, which

is

defined as

The

initial

conditions are x(0+)

-1 and * (I) (0+)

dx(t)/dt

|,. 0+

= 2. To solve
of Eq. (2-63);

the differential equation

we first

take the Laplace transform

on both

sides

we have
s*X(s)

- sx(0+) - *<(0+) +

3sX(s)

- 3*(0+) + 2*0) =
and solving

(2-65)

Substituting the values of *(0+)


get

andx (1) (0+)

into Eq. (2-65)

for X(s),

we

* Y(s)
Equation (2-66)
is

w=
(

j(j*

~ sl ~ s + 5 - ~ ja ~ s + 5 + 3s + 2) ~ s(s + 1)0 + 2)
partial-fraction expansion to give

Kt\ (2_66)

expanded by

* *)= 2!-j4t+20T2)
Now
taking the inverse Laplace transform of the last equation,

(2 " 67)

we

get the complete

solution as
x(t)

5e-<
is

+ le- 1

'

>
and the

(2-68)
last

The

first

term in the

last

equation

the steady-state solution,

two

terms are the transient solution. Unlike the classical method, which requires separate

26

Mathematical Foundation

Chap. 2

steps to give the transient

and the

steady-state solutions, the Laplace transform

method

gives the entire solution of the differential equation in


If only the

one operation.
is

magnitude of the steady-state solution


applied.

of

interest, the final-value

theorem

may be

Thus

lim x{t)
(-.00

= lim
s-0

sX(s)

= Iim ~~f~ S ~t = T 3S + J-.0 ?


2.

4"
I

(2-69)

where we have
left

first

checked and found that the function, sX(s), has poles only in the

half of the .s-plane.


2-8

Example

Consider the linear

differential
)

equation
s (t)

^P- + 34.5^- + 1000jc(O = 1000u

(2-70)

where u s (t) is the unit step function. The initial values of x(t) and dx{t)jdt are assumed to be zero. Taking the Laplace transform on both sides of Eq. (2-70) and applying zero initial conditions, we have
s 2 X(s)

34.5sX(s)

1000X(s)

(2-71)

Solving X(s) from the last equation,

we
2

obtain
(2 " 72)

The

poles of X(s) are at s

X s) = s(s + 34.5s + 1000) = 0, s = -17.25 +7 26.5, and s =


^

-17.25 -;26.5. There-

fore,

Eq. (2-72) can be written as

X s) = s(s +
(

1000
17.25 -j26.5)(s
is

17.25

+ J26S)
g/<e+s/2)

(2 " 73)

One way
(2-73), giving

of solving for x(t)


1

to perform the partial-fraction expansion of Eq.

X(s)

= + 5^63) U +

31.6

e -J(+*/2) 17.25

-i

-/26.5

+s+

17.25

+726.5J

(2 " 74)

where

tan-i(:=

J!)
-

-56.9

(2-75)

Then, using Eq. (2-61),


x(J)

1.193e- I7

2 ='

sin(26.5f

- 6)

(2-76)

Another approach

is

to

compare Eq.
CO n

(2-72) with Eq. (2-52), so that

= ^1000 = = 0.546

31.6

(2-77)

and
C
(2-78)

and the solution to

x(t)

is

given directly by Eq. (2-62).

2.6

Elementary Matrix Theory

2' 6

In the study of modern control theory

it is

often desirable to use matrix notation

The simplifying matrix notation reduce the amount of work required to solve the mathematical equations, but it usually makes the equations much easier to handle and manipulate.

to simplify complex mathematical expressions.

may not

Sec. 2.6

Elementary Matrix Theory / 27

As a motivation to the reason of using matrix notation, the following set of n simultaneous algebraic equations:
n*i
21*1

let

us consider

+ + +

a, 2 *2

22*2
a 2 x 2

+ +
+

+ a x =y + a 2n X = J2
ln
n
l

(2-79)

a.i*i

...+

ax

=y

We may use the matrix equation


Ax

=y

(2-80)

as a simplified representation for Eq. (2-79).


cients

The symbols A, x, and y are defined as matrices, which contain the coeffiand variables of the original equations as their elements. In terms of matrix

which will be discussed later, Eq. (2-80) can be stated as: The product of the matrices A andx is equal to the matrix y. The three matrices involved here are defined to be
algebra,

21
(2-81)

a2

x2
X

=
x
>l'

(2-82)

=
JV

(2-83)

which are simply bracketed arrays of


define a matrix as follows

coefficients

and

variables.

Thus, we can

Definition of a Matrix

A matrix is a collection of elements arranged in a rectangular or square array. Several ways of representing a matrix are as follows

A=
1

10"
.

-2
3

A =(
\1

-2

:)

10

-2

A=

[aj 2i3

In this text

we

shall use square brackets to represent the matrix.

28

Mathematical Foundation

Chap. 2

It is

important to distinguish between a matrix and a determinant:


Matrix

Determinant

An

with n rows

array of numbers or elements columns. and

An

array of numbers or elements with n rows and n columns {always


value,

Does not have a


square matrix (n
minant.

value, although

square),

m) has a

deter-

Has a

Some important
Matrix elements.

definitions of matrices are given in the following.

When

a matrix

is

written
a, 2
fl

an
#21

a 13 a 23 a 31
(2-84)

22

a 31 au
is

a 32

identified as the element in the /th


rule,

As a

we always refer to the row

first

row and thejth column of the matrix. and the column last.

of Order of a matrix. The order of a matrix refers to the total number example, the matrix in Eq. (2-84) has three rows and columns of the matrix. For matrix. rows and three columns and, therefore, is called a 3 X 3 (three by three) and m columns is termed " x m" or "n by m." In general, a matrix with n rows

Square matrix.
as columns.

square matrix

is

one that has the same number of rows

Column matrix. A column matrix


than one row, that
is,

is

one that has one column and more


1.

an

m X

1 matrix,

m>

simply Quite often, a column matrix is referred to as a column vector or m rows. The matrix in Eq. (2-82) is a typical column an m-vector if there are matrix that is n X 1, or an n-vector.

Row
vector.

matrix.
is,

row matrix

is

column, that

a 1 X n matrix.

one that has one row and more than one row matrix can also be referred to as a row

Diagonal matrix.
all
i

diagonal matrix

is

a square matrix with a tj

for

^j. Examples of a diagonal matrix are


Tfln
"

"5

0"

a 22

(2-85)

a 33 .
matrix with Unity matrix (Identity matrix). A unity matrix is a diagonal unity matrix is often main diagonal (i =j) equal to 1. all the elements on the designated by I or U. An example of a unity matrix is

Tl 1 =
1

0" (2-86)
1

Sec. 2.6

Elementary Matrix Theory / 29

Null matrix.
for example,

null matrix is one

whose elements are


0"

all

equal to zero;

o=
Symmetric matrix.
the condition

"0

(2-87)

symmetric matrix

is

a square matrix that

satisfies

au
for
all
i

<*jt

(2-88)

andj.

A
its

changed with

symmetric matrix has the property that if its rows are intercolumns, the same matrix is preserved. Two examples of symT6
5
1

metric matrices are


5

r
1

-4".
(2-89)

10

10

-1

the

a square matrix

Determinant of a matrix. With each square matrix a determinant having same elements and order as the matrix may be defined. The determinant of

is

designated by

detA
As an
illustrative

=
1

A^

|A|

(2-90)

example, consider the matrix

-r
3

2
oj

(2-91)

-1

The determinant of A

is
1

-1
3

|A|

=
1

= -5

(2-92)

Singular matrix.

determinant

is zero.

A square matrix is said to be singular if the value of its On the other hand, if a square matrix has a nonzero deter-

called a nonsingular matrix. a matrix is singular, it usually means that not all the rows or not all the columns of the matrix are independent of each other. When the matrix is used to represent a set of algebraic equations, singularity of the matrix means that these equations are not independent of each other. As an illustrative
it is

minant,

When

exam-

ple, let us

consider the following set of equations:

2x

-x,
x,

3x2 + x = + x + x = - 2x + 2x =
3

(2-93)

that in Eq. (2-93), the third equation is equal to the sum of the first two equations. Therefore, these three equations are not completely independent. In matrix form, these equations may be represented by

Note

AX =

30

Mathematical Foundation

Chap. 2

where
2

-3
1

A=

-1
1

(2-94)

-2

X=
A3

(2-95)

and

is

a 3

null matrix.

The determinant of A
1

is

-3
1

|A|= -1
1

4-3+2-

(2-96)

-2

2
(2-94) is singular. In this case the

Therefore, the matrix

A of Eq.

rows of A are

dependent.
Transpose of a matrix. The transpose of a matrix A is defined as the matrix that is obtained by interchanging the corresponding rows and columns in A. matrix which is represented by be an n X Let

A=
Then the transpose of A, denoted by
A'

[%], m
is

(2-97)

A',

given by
[a] m>

= transpose of A =
is

(2-98)
n.

Notice that the order of A

X m; the transpose of A has an order m X


transpose of a matrix, consider the matrix
"3
.0

Example

2-9

As an example of the

r
5.

-1

The transpose of A

is

given by
3

A'

2
Ll

-1
5.

Skew-symmetric matrix.
that equals
its

skew-symmetric matrix
;

is

a square matrix

negative transpose

that

is,

A=
Some
Operations of a Matrix Transpose
1.

-A'

(2-99)

(A')'

2.
3.

4.

=A (A)' = AA', where k is a scalar (A + B)' = A' + B' (AB)' = B'A'

(2-100)
(2-101)

(2-102)
(2-103)

Sec. 2.6

Elementary Matrix Theory

31

Adjoint of a matrix. Let matrix of A, denoted by adj A,


adj

A
is

be a square matrix of order


defined as

n.

The adjoint

A=

[if

cofactor of det A]'

(2-104)

where the
ting the

ij

cofactor of the determinant of

A is the determinant obtained by omitit

z'th

row and

the jth

column of\A\ and then multiplying


the adjoint matrix,

by (l) i+J

Example 2-10

first

As an example of determining a 2 x 2 matrix,

let

us consider

A = n
a2
i

fll2

#22-

The determinant of A

is

|A|

= an
a%i
(1, 1)

12

o 22
element of A|,
|

The

1,1 cofactor,

or the cofactor of the


is

is
.

flu!

the 2,1 cofactor

a xl
A

a 22 the
;

1,2 cofactor

is

and the

2,2 cofactor

is

the adjoint matrix of

A is
1,1 cofactor

a n Thus, from Eq. (2-104),

1,2 cofactor

adj

2,1 cofactor
1,1

2,2 cofactor.
2,1 cofactor"

cofactor

J ,2 cofactor
#22
#21

(2-105)

2,2 cofactor.

#12
auj
adjoint matrix, consider

Example

2-1

As a second example of the Ie


"a ii
#21

aj 2

an
#23 #3 3
(2-106)

#22

-O a

a 32

Then
1,1

cofactor

2,1 cofactor

3,1 cofactor"

adj A =

1,2 cofactor
1,3

2,2 cofactor
2,3 cofactor

3,2 cofactor
3,3 cofactor_

cofactor

(#22#3 3

(#21#33
-

(#21#32

~ #23#32) (#12#33 ~ #1 3#32) (#12#23 #1 3#22)~ #23#3l) (#U#33 #13#3l) ~ (#1 1#23 #13#2l) 22#3l) (#U32 ~ #123l) (#1 1#22 #12#2l)(2-107)

Conjugate matrix. Given a matrix A whose elements are represented by a tJ the conjugate of A, denoted by A, is obtained by replacing the elements of A by their complex conjugates; that is,
,

Chap. 2

32

Mathematical Foundation

A=

conjugate matrix of A

(2-108)

=
where a tl

[<y
.

complex conjugate of a u

2.7

Matrix Algebra

When

define matrix algebra in carrying out matrix operations it is necessary to division, and other necessary the form of addition, subtraction, multiplication, operations are to point out at this stage that matrix operations. It is important operations for scalar quantities. defined independently of the algebraic

Equality of Matrices

Two

matrices

and

the are said to be equal to each other if they satisfy

following conditions:
1.

2.

They are of the same order. The corresponding elements


a,j

are equal; that for every

is,

=
a 12

b iJ

/and j

For example,

A=
implies that a n

a ti
_2
1

bn
Pl\

bn
022_

(2-109)

fl 22.

b u a 12
,

b 12 a 21
,

b 2U and a 22

Addition of Matrices

Two
order.

matrices

A and B can be added to form A + B if they are of the same A+B=


[a l} ], m

Then

+
=

[b,jl,,

=C=

[c,7 L,,

(2-110)

where
ClJ

au

+
is

b 'J
preserved after addition.

(2-111)

for all

and/ The

order of the matrices


illustrative
"

Example 2-12

As an

example, consider the two matrices


2" _
3

A=
_

-1

B = -1
_
1

-1_

0^

which are of the same order. Then the sum of A and

is

given by
5"

3+0
C=A+B
_

-1-1

~ 3 + 3" = -2 4 + 2 _ -1+0.

(2-112)

-1-

Sec. 2.7

Matrix Algebra /

.,

33

Matrix Subtraction

The rules governing the subtraction of matrices are similar to those of matrix addition. In other words, Eqs. (2-1 10) and (2-1 1 1) are true if all the plus signs are replaced by minus signs. Or,

C=A-B=

_ l = a ul,m + [-b
[,,]

[blJ

m m
(2-113)

iJ ] n .

=
where
Cti

C l tjh,m

= a b

for

all /

and /

(2-114)

Associate

Law of Matrix (Addition and Subtraction)


still

The

associate law of scalar algebra

holds for matrix addition and

subtraction. Therefore,

(A

B)

+C=A+

(B

C)

(2-115)

Commutative Law of Matrix (Addition and Subtraction)

The commutative law for matrix addition and subtraction states that the following matrix relationship is true:

A+B+C=B+C+A
=A+C+B
Matrix Multiplication
(2 " 116 >

The matrices A and B may be multiplied together to form the product AB they are conformable. This means that the number of columns of A must equal the number of rows of B. In other words, let
if

B=
Then

[*>],,,

and

are conformable to form the product

and only ifp = q. the same number of columns


if

C = AB = [a] P [b,j\q m = [c J, The matrix C will have the same number of rows
,

(2-H7)
as

A and

as B.

important to note that A and B may be conformable for AB but they not be conformable for the product BA, unless in Eq. (2-117) n also equals m. This points out an important fact that the commutative law is not generally valid for matrix multiplication. It is also noteworthy that even though A and B are conformable for both AB and BA, usually AB BA. In general,
It is

may

ing references are


exist:

made with

the followrespect to matrix multiplication whenever thev J

AB = A postmultiplied

by

AB = B premultiplied

by

34

Mathematical Foundation

Chap. 2

Having established the condition for matrix multiplication, let us now turn to the rule of matrix multiplication. When the matrices A and B are conformable to form the matrix C = AB as in Eq. (2-117), the yth element of C, c, is given by
Cii

=
. .

Li a.kbkj
,

(2-118)

for

1, 2,

n,

andj

1, 2,

m.

Example

2-13

Given the matrices

A=
we notice
Thus,
that these

[fl,

7] 2

B=[6

; ,]

3 ,i

two matrices are conformable for the product

AB but not for BA.

AB

Hn U
-On

0n 12
Oil

"An"
fln 13

bn
631(2-119)

a 13-i
12^21 #22621

tfllAll

a2lAu

+ +

+ 013631 + O2363I

Example 2-14

Given the matrices


"3

-r
1

A
J2

B=

o_
are conformable for multiplication.

we

notice that both -3

AB
1

and
"i

BA

-r
3.
1

AB =
_2

-r
o_

o_

"(3X1)
(0)(1)

_(2)(1) _
1

+ (-1)(2) + (1X2) + (0)(2)


-3
1

(3)(0) (0)(0)

(2X0)

+ (-D(l) (3)(-l)+(-l)(0)" (OX-D+dXO) + (1)(1) (2)(-l) + (0)(0) _ + (0X1)

(2-120)

-1

2
_2
"1

-2_
"3

-1"
1

BA
_2
1

-11
Oj
_2

0_

"(1X3)
_(2)(3)
1

+ +
1

(0)(0) (1)(0)

+ +

(-1X2)
(0)(2)

(1)(-1)

(2)(-l)

+ +

(0)(1)
(1)(1)

h
-1-

(-1X0)"
(0X0)
-

(2-121)

n 1"
j>

-1.

Therefore, even though

AB and BA may both exist, in general,


same
order.

they are not equal.

In this case the products are not even of the

Sec. 2.7

Matrix Algebra

36

plication, the associative

Although the commutative law does not hold in general for matrix multiand the distributive laws are valid. For the distributive

law,

we

state that

A(B
if

C)

= AB + AC = A(BC)

(2-122)

the products are conformable.

For the

associative law,

(AB)C
if

(2-123)

the product

is

conformable.

Multiplication

by a Scalar k

Multiplying a matrix

by any

scalar

is

equivalent to multiplying each

element of A by

k. Therefore, if

A=

[a u ] m

kA

(2-124)

[ka u ]. m

Inverse of a Matrix (Matrix Division)

In the algebra for scalar quantities,

when we

write
(2-125)

ax
it

=y
1

leads to

x=-y
or

(2-126)

a *y

(2-127)

Equations (2-126) and (2-127) are notationally equivalent. In matrix algebra, if

Ax
then
it

(2-128)

may be possible

to write

x
where

= A _1 y
A
-1

(2-129)
exists are:

denotes the "inverse of A." The conditions that

1.

2.

A is a square matrix. A must be nortsingular.


given by

If

exists, it is

A-'
Example 2-15
Given the matrix

adjA
(2-130)

A=
the inverse of

"11
-Ozi

12

a 2 2-

(2-131)

A is

given by

22

a 12
(2-132)

A'

adj

A
dllOll

1221

Chap. 2

36

Mathematical Foundation

where for

A to

be nonsingular, A|
|

^ 0, or
1221
=
is

011^22
If

(2-133)

obtained by interchanging the two elements on see that for a 2 x of A. signs of the elements on the off diagonal the main diagonal and changing the

we pay

attention to the adjoint matrix of A, which

the numerator of A"

we

2 matrix, adj

is

Example

2-16

Given the matrix


1 1

A=
L
the determinant of

-10
l l

(2-134)

U
=
(2-135)

A is
1 1

IA|

-1
1

"0
1

2
1

Therefore,

A has

an inverse matrix, and

is

given by

"-2
A"
1

-1
1

-2
lj

(2-136)

Some

Properties of Matrix Inverse

1.

AA" =A"A
1 1
1

(2-137) (2-138)

2.
3.

(A" )" In matrix algebra, in general,

=A

AB = AC
does not necessarily imply

(2-139)
easily construct

C.

The reader can

an example matrix, and is Then (2-139) by A"


1
.

to illustrate this property.

However, if A is a square we can premultiply both sides of Eq. nonsingular,

AAB = AAC
f

(2-140)

IB
which leads to

= IC =C
and are nonsingular, then

(2-141)

B
4. If

and

are square matrices

(AB)" 1

=B-'A-'

(2-142)

Rank of a Matrix

The rank of a matrix


columns of A; or, it A. Several examples

maximum number of linearly independent in the largest nonsingular matrix contained is the order of of a matrix are as follows: on the rank

is

the

Sec. 2.7

Matrix Algebra /

37

"0
.0
"3

rank
o.

"0514
1

rank
_3

2,

9
3

"3

rank
1

2,

2
1

rank

The following properties on rank are useful in the determination of the rank of a matrix. Given matrix A,

annxm
= = =

1.

2.
3.

Rank of A Rank of A Rank of A

Rank of A'. Rank of A'A. Rank of AA'.

Properties 2 and 3 are useful in the determination of rank; since A'A and AA' are always square, the rank condition can be checked by evaluating the deter-

minant of these matrices.


Quadratic Forms

Consider the scalar function

/(x) which
is

=2
We

a,jx,xj

(2-143)

called the quadratic form.

can write

this

equation as
(2-144)

/(*)
Let

= 2 *,!>,,*,. = % =
a,jXj

yt

(2-145)

Then Eq.

(2-144)

becomes

/00

2 X&
~y\

(2-146)

Now

if

we

define

Xi

x2
x

yi y

=
xn _

=
_j_

Eq. (2-146) can be written

/(*)

x'y

(2-147)

and from Eq.


where

(2-145),

= Ax
[atf ],.

(2-148)

A=

(2-149)

38

Mathematical Foundation

Chap. 2

Finally, /(x)

becomes
/(x)

x'Ax

(2-150)

Since the coefficient of xp s

quadratic form as in a n for i j, given any with a symmetric matrix. In other words, Eq. (2-150), we can always replace A given any A, we can always define a symmetric matrix B such that
is

bn

=?ii+,

i*j

(2-151)

are often used as performance indices in control conveniences in the systems design, since they usually lead to mathematical

The quadratic forms

design algorithms.

Definiteness
Positive definite.

An

X n matrix
AI

A
|

is

said to be positive definite if

all

the roots of the equation


|

A =

(2-152)

of A, are positive. Equation (2-152) is called the characteristic equation eigenvalues of A. roots are referred to as the
Positive semidefinite.
its

and the

The matrix

(n

n)

is

positive semidefinite if all


is

eigenvalues are nonnegative and at least one of the eigenvalues

zero.
if all its

Negative

definite.

eigenvalues are
Indefinite.

The matrix A (n X n) is negative semidefinite nonpositive and at least one of the eigenvalues is zero.
n)
is

The matrix A {n x negative and some are positive.

indefinite if

some of

the eigenvalues are


to check

An alternative way of testing the definiteness

of a square matrix

is

principal the signs of all the leading principal minors of the matrix. The leading are defined as follows. Given the square matrix n matrix minors of an n X

"an

a 12

...

0i

the n leading principal minors are the following determinants:

a
a lt
021

0n
12
^21
<*22

012 22 032

013

a23
"33

a 31

Then

the definiteness of

A is

determined as follows:

A is A are

of positive (negative) definite if all the leading principal minors

are

positive (negative).

A is positive semidefinite if A =
| |

and

all

the leading principal minors of

nonnegative.

Sec. 2.8

_ __ z-Jransform / 39
,
,

A
of

is

negative semidefinite

if
|

A|

A are nonnegative.
We may
The quadratic form, x'Ax (A

and

all

the leading principal minors

also refer to the definiteness of the quadratic form, x'Ax.

is symmetric), is positive definite (positive semidefinite, negative definite, negative semidefinite) if the matrix is positive definite (positive semidefinite, negative definite, negative semidefinite).

2.8

z-Transform 1213

The Laplace transform is a powerful tool for the analysis and design of linear time-invariant control systems with continuous data. However, for linear systems with sampled or discrete data, we may find that the z-transform is more appropriate.
Let us first consider the analysis of a discrete-data system which is represented by the block diagram of Fig. 2-3. One way of describing the discrete nature of the signals is to consider that the input and the output of the system are sequences of numbers. These numbers are spaced T seconds apart. Thus, the input sequence and the output sequence may be represented by r(kT) and c(kT), respectively, k 0, 1, 2, .... To represent these input and output sequences by time-domain expressions, the numbers are represented by impulse functions in such a way that the strengths of the impulses correspond to the values of these numbers at the corresponding time instants. This way, the input sequence is expressed as a train of impulses,

'*(')

%/^T)5it

kT)

(2-153)

A similar expression can


r(kT)
Discrete-data

be written for the output sequence.

c(kT)

'('>

system

r^ _X. p>
(

,pK ',?(')

Fig. 2-3.

Block diagram of a discrete-data

Fig.

2-4.

system

Block diagram of a

iinite-pulsewidth sampler.

system.

A sampler is a device
data.

Another type of system that has discontinuous signals is the sampled-data A sampled-data system is characterized by having samplers in the system.
that converts continuous data into

For example,

Fig. 2-4

some form of sampled shows the block diagram of a typical sampler that

closes for a very short duration of/> seconds once every seconds. This is referred to as a sampler with a uniform sampling period T and a finite sampling duration p. Figure 2-5 illustrates a set of typical input and output signals of the sampler. With the notation of Figs. 2-4 and 2-5, the output of the finite-pulse-duration sampler is written

'J(0

'(0

[u.{t

*r)

u,(t

-kT- p)]

(2-1 54)

where ut)

is

the unit step function.

40

Mathematical Foundation

Chap. 2

r(t)

ire)

T 2T

Fig. 2-5. Input

and output

signals of a finite-pulsewidth sampler.

For small p, that is, p <^T, the narrow-width pulses of Fig. 2-5 may be approximated by flat-topped pulses. In other words, Eq. (2- 54) can be written
1

r*(t)

~ 2 r{kT)[u - kT) - u - kT - p)]


s

(t

s {t

(2-155)

Multiplying both sides of Eq. (2-1 55) by l/p and taking the limit as p approaches
zero,

we have

Hm r*(r)
p-0

Urn f]
P^O

k=o

r{kT)[u p
-

s (t

kT)

u,{f

- kT - p)]

=
or
lim

t, r{kT)8(t

kT)

r*(0 - r\i)
we have made
6(t)

(2-156)

In arriving at this result

use of the fact that

lim -L [k,(0
J>-0

u,(t

~ p)]

(2-157)

The significance of Eq. (2-156) is that the output of the finite-pulsewidth sampler can be approximated by a train of impulses if the pulsewidth approaches zero in the limit. A sampler whose output is a train of impulses with the strength of each impulse equal to the magnitude of the input at the corresponding sampling instant
is called an ideal sampler. Figure 2-6 shows the block diagram of an ideal sampler connected in cascade with a constant factor p so that the combination is an approximation to the finite-pulsewidth sampler of Fig. 2-4 if p is very small. Figure 2-7 illustrates the typical input and output signals of an ideal sampler; the arrows are used to represent impulses with the heights representing

the strengths (or areas) of the latter.


r(t)

r*(t)

*.
Ideal sampler

V
*

(t)

Fig. 2-6.

pler

Approximation of a finite-pulsewidth sampler by an and a cascade constant factor.

ideal

sam-

Sec. 2.8

z-Transform

41

r*(t)

T IT 3T 4T

HT

Fig. 2-7. Input

and output

signals of

an ideal sampler.

view of these considerations we may now use the ideal sampler to represent the discrete data, r(kT). This points to the fact that the signals of the system in Fig. 2-3 can essentially be treated as outputs of ideal samplers. we are ready to investigate the application of transform methods to discrete and sampled-data systems. Taking the Laplace transform on both sides of Eq. (2-153), we have
In

Now

R*(s)

r(kT)e-

(2-158)

(2-1 58) contains the exponential term e~ kTs reveals the difficulty of using Laplace transform for the general treatment of discrete-data systems, since the transfer function relations will no longer be algebraic as in the continuous-data case. Although it is conceptually simple to perform inverse Laplace transform on algebraic transfer relations, it is not a simple matter to perform inverse Laplace transform on transcendental functions. One simple fact
is

The fact that Eq.

the

commonly used Laplace transform

that

tables

do not have

entries

with trans-

cendental functions in s. This necessitates the use of the z-transform. Our motivation here for the generation of the z-transform is simply to convert transcendental functions in s into algebraic ones in z. The definition of z-transform is given with this objective in mind.
Definition of the z-Transform

The z-transform

is

defined as z

(2-159)

where s is the Laplace transform variable and


(2-159) also leads to
s

J is the sampling period.

Equation

= In z
is

(2-160)

Using Eq. (2-159), the expression in Eq. (2-158)

written
r (kT)z~

R*(s
or
R(z)

= -L in z) =

R(Z)

(2-161)

z-transform of

/*(/)

(2-162)

= [Laplace transform

of r*(t)] s=1/Tlnz

42

Mathematical Foundation

ap

'

Therefore, z =
e
Ts
.

we have

treated the z-transform as simply a change in variable,

The following examples illustrate some of the simple z-transform operations.


Example
where a
2-17

Consider the sequence


r(kT)

= e- kT = S

= 0,1,2,...

(2-163)

is

From

a constant. Eq. (2-153),


#*(/)

e~ kT5(t

kT)

(2-164)

Then
r*(s)

f; e *=o

-' kT

e- kTl

(2-165)

-<- + )T and subtract the resulting equation from Multiply both sides of Eq. (2-165) by e that R*(s) can be written in a closed form, ; now we can show easily Eq. (2-165)

*>(*)
for

!__}-<...

<2

" 166)

|g-(a+)r|

<

._.

(2-167)
/*(/) is

where

<T is

the real part of s.

Then

the z-transform of
*

itfy>

(2-168)

forle-^z-'l

<

1.

Example

2-18

In Example 2-17,

if

r(*D

l,

= 0, we have * = 0,1,2,...
all

(2-169)

which represents a sequence of numbers


*(*)

equal to unity.
~ e kTs

Then
(2 " 170)

= S A=
1

Biz)

= z-* = k=a
R(z)

+ z" + 2"* + z-> +


as

(2-171)

This expression

is

written in closed

form

y4^

i*-m<i
Z_1

<

2 - 172)

or

^) = F=1

I<1

(2

- 173

>

functions are obtained by In general, the z-transforms of more complex preceding two examples. If a time use of the same procedure as described in the of finding its z-transfunction r(t) is given as the starting point, the procedure Eq. (2-161) to get R(z). and then use is to first form the sequence r(kT)

form

An

equivalent interpretation of this step

is

to send the signal r(t) through

an

then take the Laplace transform ideal sampler whose output is r*(t). and R(z) is obtained by substituting of r*(t) to give R*(s) as in Eq. (2-158),
z for
e

We

Ts
.

Sec. 2.8

z-Transform

43

Table 2-1

Table of z-Transforms

Laplace Transform

Time Function
Unit impulse
Unit step
S(t)

z-Transform

(/)

znT)
z

-e~
\_

StU)

=2,6(tn=0

zTz
(Z

s2

1)2

2
1

T*z{z
1(Z lim

1)

1)3

s n+l
1

11
n\

(-1)"
n\

d- (

daAz
z

e-r)

+
1

a
te~ a <

e- T

U+
a
s(s

a) 2
1

Tze~' T {z e-" T ) 2
(1

+
co

a)

sin

e~<"

e-*r)z

(z

l)(z

e-'T)

S2

+ CO 2
CO a) 2

of

z2

(*

+
S2

+
2

co 2

e~"< sin cot

z 2 e 2<,T z2

z sin coT 2z cos coT ze~"r sin coT

2zeT cos cor

(s

+ CO +a + a) 2 + co 2
s

cos

cot

z(z

e~a ' cos

cot

z2 z2

ze~ aT cos coT 2ze _ar coscor+ e~2or

cos coT) 2z cos co7"

Table 2-1 gives the z-transforms of some of the time functions commonly used in systems analysis. A more extensive table may be found in the
litera-

ture. 12 13
-

Inverse z-Transformation
Just as in the Laplace transformation, one of the major objectives of the is that algebraic manipulations can be made first in the zdomain, and then the final time response is determined by the inverse

z-transformation

z-transfor-

mation. In general, the inverse z-transformation of R(z) can yield information only on r(kT), not on r(t). In other words, the z-transform carries information only in a discrete fashion. When the time signal r(t) is sampled by the ideal sampler, only information on the signal at the sampling instants, t kT, is

retained.

With

this in

mind, the inverse z-transformation can be effected by one

of the following three methods


1.

2.
3.

The partial-fraction expansion method. The power-series method. The inversion formula. The z-transform function R{z)
is

Partial-fraction expansion method.

ex-

panded by

partial-fraction expansion into a

sum of simple

recognizable terms,

Chap. 2

44

Mathematical Foundation

used to determine the corresponding r{kT). In slight difference between carrying out the partial-fraction expansion, there is a With reference to the zthe z-transform and the Laplace transform procedures. functions have the transform table, we note that practically all the transform

and the z-transform

table

is

into the form term z in the numerator. Therefore, we should expand R{z)

**)
For
this,

= r a + r -+-"
.

<

2 - 174)

we should

to obtain the final

expand R(z)jz into fractions and then multiply z across illustrate this desired expression. The following example will
first

recommended procedure.
Example 2-19
Given the z-transform function
R( ^ R{z >
it is

_ ~

(z

l)(z

~ e "T z T - e)

(2-175)
)

desired to find the inverse z-transform. Expanding R(z)lz by partial-fraction expansion,

we have
(2-176)

R(z) z

= _J z
I

e-" T

Thus,
n( .\

(2-177)

From
R(z)
is

inverse z-transform of the z-transform table of Table 2-1, the corresponding

found to be
r(kT)

- e~'kT
is

(2-178)

Power-series method.
series in

The z-transform R{z)

expanded into a power

of

r(t) at

powers t = kT,
into a
21( Z )

the value of z" In view of Eq. (2-161), the coefficient of z~* is for the R(z) in Eq. (2-175), we or simply r(kT). For example,
1
.

expand

it

power

series in

powers of z'

by long

division; then

we have

(i

_
. .

-->"
.

(1

e-

2or

)z- 2
...

(1

e~

3 T

)z-i
(2
" 179

+
or R(z)

+ (l _ e - kT)z- k +
e-
kT

>

=S *=

(1

)z-

( 2_18() )

ThUS

'

r(kT)=l-e-
is

(2-18D

which

the

same

result as in Eq. (2-178).

Inversion formula.

The time sequence r(kT) may be determined from R{z)

by use of the inversion formula,

r(kT)=
which
\z\
is

^U 2ff

<f

R{z)z k -'dz

(2-182)

J J r

cT

3 a circle of radius a contour integration along the path T, where T is z-plane, and c is of such a value that all centered at the origin in the

the poles of R{z) are inside the

circle.

Sec. 2.8

z-Transform / 45

One way of evaluating the contour integration of Eq. (2-182) is by use of the residue theorem of complex variable theory. Equation (2-182) may be written
r(

kT )

= 2jp

R(z)z k

~1

dz
l

= 2 Residues
For simple
Residue of R(z)z
k'1

of i{(z)z*-> at the poles of R(z)z k ~


k~1

(2-183)

poles, the residues of R(z)z

at the pole z

=z

is

obtained as
(2-184)

at the pole z,

= (z-

z J )R(z)z"- 1 | x ,

Now let us consider the same function used in Example 2-19. The function R(z) of Eq. (2-175) has two poles: z 1 and z e~- r Using Eq. (2-183), we

have
r(kT)

[Residue of iJ(z)z*- at z
)z (1 (z-e-r
) T
k

=
T

1]

+
k

[Residue of R(z)z k

at z

= e~'T

(1

)z

r
,.,

(z-1)

,_,^,

(2-185)

= - e-" kT
1

which again agrees with the

result obtained earlier.

Some Important Theorems of the z-Transformation


Some of the commonly used theorems of the z-transform are stated in the following without proof. Just as in the case of the Laplace transform, these theorems are useful in many aspects of the z-transform analysis.
1.

Addition and Subtraction

If r x {kT)

and

r 2 {kT)

have z-transforms Rfe) and

J? 2 (z), respectively,

then

gUr^kT)
2.

r 2 (kT)]

=R

(z)

2 (z)

(2-186)

Multiplication

by a Constant
S[ar(kT)]

as[r(kT))

aR(z)

(2-187)

where a
3.

is

a constant.

Real Translation

$[r(kT

nT)]

z~"R(z)

(2-188)

and
g[r(kT
nT)]

= Ar{z) -

"jj

r(kT)z- k

~]

(2-189)

is a positive integer. Equation (2-188) represents the ztransform of a time sequence that is shifted to the right by nT, and Eq. (2-189) denotes that of a time sequence shifted to the left by nT. The reason the right-hand side of Eq. (2-189) is not z"R(z) is because

where n

the z-transform, similar to the Laplace transform,

is

defined only for

Chap. 2

46

Mathematical Foundation

Eq. (2-189) Thus, the second term on the right-hand side of that is lost after it is shifted to the simply represents the sequence

>

0.

left
4.

by nT.
Translation

Complex

Z[e*
5.
Initial -Value

kT

r(kT)\

R{ze^ T )

(2-190)

Theorem

lim r(kT)
if

lim R(z)

(2-191)

the limit exists.

6. Final-Value

Theorem
lim r{kT)

lim

(1

z' l )R{z)

(2-192)

if

z" ')*(*). has no poles on or outside the unit the origin in the z-plane, \z\= 1 circle centered at the function,
(1

The

these theorems. following examples illustrate the usefulness of

Example 2-20
Let

Apply the complex


/(/)

translation

theorem to find the z-transform of

te--,

0.

KO =

?>0;then
R(z)

*[/.(01

g(kT)

= ^jjj
= Jl^-.ry

(2-193)

Using the complex translation theorem,


F{z)

glte-'uM]

R{ze")

(2

"

194 )

Example

2-21

Given the function


R( z >
-

=
(z

l)(z

0.792z 2 0.416z

+ 0.208)

(2 . 195)

determine the value of r(kT) as k approaches Since

infinity.

(l-^-W)- z2 _

7 9 2Z
41 6 2

does not have any pole on or outside the unit circle Hence, value theorem of the z-transform can be applied.

+ 0.208 in \z\ =
1

(2496)
the z-plane, the final-

S K*r> +
6

92
lim
z2

_o 416 z + 0.208
R(.z) in

="

'

^
l

This result

is

easily

checked by expanding
i.i21z-

powers of z~

R(z)

0.792z-i

1.091*-'

1.013*"*

0.986z-=

+ 0.981z" +
It is

0.998z~ 7

^^
final

apparent that the coefficients of this power

series

converge rapidly to the

value of unity.

Chap. 2

Problems

47

REFERENCES
Complex
1.

Variables, Laplace Transforms,

and Matrix Algebra


Enele''
'

wood
2.
i

F-B.Hildebrani}, Methods of Applied Mathematics, Prentice-Hall Inc


Cliffs, N.J.,

1952.
to

R. Bellman, Introduction
one,
i

Matrix Analysis, McGraw-Hill Book Company,


Systems, McGraw-Hill

"dO.
*<?/

New

3.

C.

Kuo,

Ai*,*, an/

York, 1967.
4.

Book Company New


Electrical Engineers

R. Legros and A. V.
Prentice-Hall, Inc.,

J. Martin, Transform Calculus for Englewood Cliffs, N.J., 1961.

5.

Book Company, New York,


6
'

C. R. Wylie, Jr., Advanced Engineering Mathematics, 2nd ed., McGraw-Hill


1960.

%I? lttt
D

Matrices ' Polynomials, and Linear ' Time-Invariant Systems," Trans. Automatic Control, Vol. AC-18, pp. 1-10, Feb. 1973.

ETT

Partial Fraction Expansion


7.

Poles,
8
'

Hazony and J. Riley, "Evaluating Residues and IRE Trans. Automatic Control, Vol. AC-4,

Coefficients of

High Order

pp. 132-136, Nov. 1959.

L tI Partial Fraction u7 Poles by !f. Multiple fu Digital Computer," pp. 161-162, Mar. 1964.

E^ansion of a Rational Function with

IEEE

Trans. Circuit Theory, Vol

CT-11

9
'

IEEE
10
'

QdCk ChCCk n Fraction Expansion ^ix Automatic Control, Vol. AC-11, pp. 318-319, Apr. 1966. Trans.
UNIS
Partial
;

"

Coefficients,"

Feb. 1968.

n Expami0n of RationaI F ^tions wi't^r^n h B One High-Order Pole," IEEE Trans. Automatic Control, Vol. AC-13
with
f:.
'

R R

"

Partkl FraCti

p 133

'

"'

v ?A^ yr Vol. AC-16, pp.


'

Partial FraCti n A, g rithm ." 489-491, Oct. 1971.

IEEE Trans.

Automatic Control,

Samp/ed-Data and Discrete-Data Control Systems


12.

B. C.

Kuo

Hall, Inc.,
13.

Analysis and Synthesis of Sampled- Data Control Systems, Englewood Cliffs, N.J., 1963.
Discrete

Prentice-

C.

Kuo,

Champaign,

Data Control Systems, Science-Tech, Box 2277 Station

Illinois, 1970.

PROBLEMS
2.1.

Find the poles and zeros of the following functions (include the ones

W
'

at infinity)

(a)

G(s) ()

= =
(s

5(s

*Hs

(b) G(s)

+ 5) + 1) + 2)(s> + 3* +
2Xs
* 2 (*

1)

2)

: :

48

Mathematical Foundation

Chap. 2

(C)

G(s)

= =
:

f'
+

^u
+ 2)

-Ke"
(j

(d) G(s)

DC*

2.2.

Find the Laplace transforms of the following functions


(a) g{t)

(b) git)
(c)

(d)

= te-*> = cos 5/ #(0 = e~' sin CO/ git) = S sikT)5it t

fcT); <*(<)

= unit impulse function


in Fig. P2-3.

*=o

2.3.

Find the Laplace transforms of the functions shown

gU)
1

1 1

sl

(a)

irOT
l

(b)

Figure P2-3.

2.4.

Find the Laplace transform of the following function


fO
t < 1<? <3
1

fit)

t
'

3<f<4
4

<t

2.5.

Solve the following differential equation by means of the Laplace transformation:

wm^j dM + 4/(0 = ^
dt*
5 J dt

-,

uAt)

Assume
2.6.

that all the initial conditions are zero.

Find the inverse Laplace transforms of the following functions


l

(a) Gis)
is

+ 2)is +
1

3)

(b) Gis)

(.?

+ D 2 (s +
10

4)

(c)

Gis)

- s(j2

(d) Gis)

+ 4)(j + - s(s2 +s 2) +

1}

Chap. 2

Problems

49

2.7.

Carry out the following matrix sums and differences:


(a)

"3

6"
-

_0
(b)
"

-5_

+
r 20"

0~
10_

-3

15"

-1
.

- -4
_

3_

5.

(c)

s
1

10

s-3
2.8.

AB
and

Determine if the following matrices are conformable for the products BA. Find the valid products.
(a)

rii

A=
_3_
(b)

B=
"2

[6

1]

-r
0.

B=
set

10

9"

-1

-1

0.

2.9.

Express the following

of algebraic equations in matrix form:

+ x2 x = *i + 3*2 x = 3*i 7* 2 2*3 =


5x,
3 3

1
1

2.10.

Express the following

set

of

differential equations in the

form (t)

= Ax(f)

+ Bu(:
*i(0

x 2 (t)

x 3 (t)
2.11.
"
.

= -*i(0 + x 2 {t) = -2* 2 (0 - 3* (0 + in(t) = -*,(?) - 5x2 (t) - 3* (f) +


3 3

u 2 (t)

Find the inverse of the following matrices:


(a)

5"

JO
(b)

-1^
3

r
_

-11
1 1

-2
l

-1_
41

(c)

3
1

-l
_-i
2.12.
(a)

-1_

Determine the ranks of the following matrices:


"3 2"
1

7 _0 "2

3_

(b)

4
2
6

8"

Ll

3_

50

Mathematical Foundation

Chap. 2

2.13.

Determine the definiteness of the following matrices: " 2 3" (a)

_-l
(b)
"
1

2_ 5

-r
i_

-2
_

2.14.

The following
of

sampled by an ideal sampler with a sampling period Determine the output of the sampler, /*(/), and find the Laplace transform of/*0), F*(s). Express F*(s) in closed form.
signals are

T seconds.

(a) /(/)

(b) fit)

= te~* = e~" sin cot


*

2.15.

Determine the z-transform of the following functions


(a)

G(s)
is

+ a)n
1

(b) G(j) s(s


(c)

+
1

5)

(d)
(e)

= s (s + 2) g(f) = t*e-*' git) = sin cot


CKs)
3

2.16.

Find the inverse z-transform of


lOzjz

G(z)
(z

l)(z 2

+ 1) +z

1)

by means of the following methods (a) the inversion formula


(b) partial-fraction

expansion

3
Transfer Function and
Signal Flow

Graphs

3.1

Introduction

ponents.

One of the most important steps in the analysis of a physical system is the mathematical description and modeling of the system. A mathematical model ot a system is essential because it allows one to gain a clear understanding of the system in terms of cause-and-effect relationships among the system com-

signal flow graphs are valuable tools for analysis as well as for design. In this chapter we give the definition of transfer function of a linear system and demonstrate the power of the signal-flow-graph technique in the analysis of linear systems.

by a schematic diagram the system components. From the mathematical standpoint, algebraic and differential or difference equations can be used to describe the dynamic behavior of a system In systems theory, the block diagram is often used to portray systems of all types. For linear systems, transfer functions and

In general, a physical system can be represented that portrays the relationships and interconnections

among

3.2

Transfer Functions of Linear Systems

Transfer function plays an important role in the characterization of linear time-invariant systems. Together with block diagram and signal flow graph transfer function forms the basis of representing the input-output relationships ot a linear time-invariant system in classical control theory. The starting point of defining the transfer function is the differential

equa51

62

/ Transfer

Function and Signal Flow Graphs

Chap. 3

dynamic system. Consider that a linear time-invariant system described by the following nth-order differential equation
tion of a

is

d m r{t)

dm

'/(?)
, .

/,

dr(t)

,.

where a au
,

c(r) is
.

the output variable

and

r(t) is

the input variable.

The

coefficients,

m. b m are constants, and n The differential equation in Eq. (3-1) represents a complete description of the system between the input r(t) and the output c(t). Once the input and the initial conditions of the system are specified, the output response may be
.

and b

bt

>

obtained by solving Eq. (3-1). However, it is apparent that the differential equation method of describing a system is, although essential, a rather cumbersome one, and the higher-order differential equation of Eq. (3-1) is of little practical use in design. More important is the fact that although efficient subroutines are available

computers for the solution of high-order differential equations, the important development in linear control theory relies on analysis and design techniques without actual solutions of the system differ-

on

digital

ential equations.

of describing linear systems is made possible by the use of transfer function and impulse response. To obtain the transfer function of the linear system that is represented by Eq. (3-1), we take the Laplace transform on

A convenient way

both sides of the equation, and assuming zero


(a s n

initial

conditions,

we have

a^""

+ a ^s + a)C(s) = (b s m + b.s'"-' +
n

...

b m .,s

-L-

b m )R(s)

The

transfer function of the system

is

defined as the ratio of C(s) to R(s);

therefore,

m m r(*\ -Q- b s + UW ~ R(s) ~ a + b s a.s"1

s"

+... +...

+ bm . s + b m + a . s a.
1

(3 _ 3)

-,-

Summarizing over the properties of a transfer function we


1.

state

A transfer function is defined


of a system
is

only for a linear system, and,

strictly,

only for time-invariant systems.


2.

A transfer function between an input variable and an output variable


defined as the ratio of the Laplace transform of the

3.

4.

output to the Laplace transform of the input. All initial conditions of the system are assumed to be zero. A transfer function is independent of input excitation.
is

The following example


linear system are derived.

given to illustrate

how

transfer functions for a

Example

3-1

series

RLC

network
e,{t).

designated by

is shown in Fig. The output variable in

3-1.

The input voltage

is

this case

can be defined as

the voltage across any one of the three network elements, or the current

Sec. 3.2

Transfer Functions of Linear Systems /

53

+ o

R v\M

Tm
'W
-.

i(t).

The loop equation of the network


*,(/)

is

written

=Ri(t)+L^ + j /(,) dt

(3-4)

ei<"

^)

;;C

e c (t)

Taking the Laplace transform on both sides of Eq. and assuming zero initial conditions, we have
EAs)

(3-4)

= (r+Ls+^)I(s)
i

(3-5)

Fig. 3-1.

RLC network.
./(*)

If

we regard
1

the current
e,{t)

(/)

as

an output
simply

variable, the transfer

function between

and
I

i(t) is

E,(s)

R+Ls + (l/Cs) ~ + RCs + LCs

Cs

^'^

If the voltage across the capacitor e (t) c

between e,(0 and e c (t)

is

is considered as an output, the transfer function obtained by substituting

E (s)=-~Ks)
c

(3.7)

into Eq. (3-5). Therefore,

E (s) _
c

,(*)

+ RCs + LCs
is

<3

-8

easily extended to a system with a system of this type is often referred to as a multivariable system. In a multivariate system, a differential equation of the form of Eq. (3-1) may be used to describe the relationship between a pair of input and output. When dealing with the relationship between one input and one output, it is assumed that all other inputs are set to zero. Since the principle of superposition is valid for linear systems, the total effect on any output variable due to all the inputs acting simultaneously can be obtained by adding the

The

definition of transfer function

multiple

number of inputs and

outputs.

individual effects.

simple illustrative example of the transfer functions of a multivariable us consider the control of a turbopropeller engine. In this case the input variables are the fuel rate and the propeller blade angle. The output variables are the speed of rotation of the engine and the turbine-inlet temperature. In general, either one of the outputs is affected by the changes in both inputs. For instance, when the blade angle of the propeller is increased, the speed of rotation of the engine will decrease and the temperature usually increases. The following transfer relations may be written from steady-state tests performed on the system:
system,
let

As a

C,(j) Ci(s)

= G, ,(*)*,(*) + G 12 (s)R = G ,(s)R (s) + G 22 (s)R


2
l

2 (s)
2 (s)

(3-9)

where

(3-10)

= transformed variable of speed of rotation = transformed variable of turbine-inlet temperature Ri(s) = transformed variable of fuel rate R (s) = transformed variable of propeller blade angle
C,(i)

2 (s)

All these variables are assumed to be measured from

some

reference levels.

54

Transfer Function and Signal Flow Graphs

Chap. 3

Since Eqs. (3-9) and (3-10) are written with the assumption that the system
is

linear, the principle

of superposition holds. Therefore,

transfer function between the fuel rate

G n (s) represents the and the speed of rotation of the engine


;

with the propeller blade angle held at the reference value


Similar statements can be

that

is,

R 2 (s) =

0.

made

for the other transfer functions.

In general,

if

a linear system has

inputs and q outputs, the transfer funcis

tion between the

j'th

output and the Jth input


G,As)

defined as
(3-11)

C (s)
t

Rj(s) that Eq. (3-11)


is

with

R k (s) =

0,

l,2,...,p,
is

k^j. Note

defined with
z'th

only they'th input in

effect,

while the other inputs are set to zero. The


related to all the input transforms
x

output

transform of the system

by

Cls)

= G n {s)R

{s)

+G

i2

{s)R 2 {s)

...+

G, p (s)R p (s)
(3-12)

= t Gu {s)Rj(s)
where

(i=l,2,...,q)

tJ

(s) is

defined in Eq. (3-11).

It is

convenient to represent Eq. (3-12) by a matrix equation


C(s)

G(s)R(s)

(3-13)

where

cm
C2 {s)
C(*)
(3-14)

Cq{s)j
is

a q

matrix, called the transformed output vector;

Rii.s)

R(*)

=
RJis)}

(3-15)

is

&p X

matrix, called the transformed input vector;

'G^is)

G 12 (s) G 2i (s) G 22 (s)

...

G lp (s) G 2p {s)
(3-16)

G(s)

G ql (s)
is

G q2 (s)

...

G(s)_

aq

X p

matrix, called the transfer function matrix.

ec 3 3
' '

Impulse Response of Linear Systems

55

3.3

Impulse Response of Linear Systems

The impulse response of a linear system is defined as the output response of the system when the input is a unit impulse function. Therefore, for a system with a single input and a single output, if r(t) = d(t), the Laplace transform of the
system output
is

simply the transfer function of the system, that


C(s)

is,

G(s)

(3-17)

since the Laplace transform of the unit impulse function is unity. Taking the inverse Laplace transform on both sides of Eq. (3-17) yields

c(0

= 8(t)

(3-18)

Laplace transform of G(s) and is the impulse response (sometimes also called the weighing function) of a linear system. Therefore, we can state that the Laplace transform of the impulse response is the transfer
function.

where

g(t) is the inverse

Since the transfer function


this

is

a powerful way of characterizing

linear systems,

means that if a linear system has zero initial conditions, theoretically, the system can be described or identified by exciting it with a unit impulse response and measuring the output. In practice, although a true impulse cannot be generated physically, a pulse with a very narrow pulsewidth usually provides a suitable approximation.
For a multivariable system, an impulse response matrix must be defined and
is

given by

g(0

-'[G(*)]

(3-19)

where the inverse Laplace transform of G(s) implies the transform operation on each term of the matrix.

The

derivation of G(s) in Eq. (3-3)

differential equation,

is based on the knowledge of the system and the solution of C(s) from Eq. (3-3) also assumes that

all available in analytical forms. This is not always possible for quite often the input signal #(/) is not Laplace transformable or is available only in the form of experimental data. Under such conditions, to analyze the system we would have to work with the time function r(t) and g(t).

R(s) and G(s) are

Let us consider that the input signal r(j) shown in Fig. 3-2(a) is applied to a whose impulse response is g{t). The output response c(t) is to be determined. In this case we have denoted the input signal as a function of r which is the time variable; this is necessary since t is reserved as a fixed time
linear system

quantity in the analysis. For

all practical

purposes, r(r)

is

from minus

assumed to extend

infinity to plus infinity in time.

Now consider that the input r(r) is approximated by a sequence of pulses of pulsewidth At, as shown in Fig. 3-2(b). In the limit, as At approaches
zero

become impulses, and the impulse at time kLx has a strength or area equal to At-z-^At), which is the area of the pulse at kLx. Also, when At decreases, k has to be increased proportionally, so the value of &At remains constant and equals t, which is a particular point on the time axis. We now compute the output response of the linear system, using the
impulse-approxi-

these pulses

56

Transfer Function and Signal

Flow Graphs

Chap. 3

r(T)

r(kAr)

(b)

Fig. 3-2. (a) Input signal of a linear system, (b) Input signal represented

by

sum of rectangular

pulses.

mated

signal.
is

When

only the impulse at time x

= kAx is considered,

the system

response

given by

At
which
is

r(kAx)g(t

kAx)

(3-20)

the system impulse response delayed by kAx, multiplied by the impulse

strength Ax-r(kAx).

By use of

the superposition principle, the total response

due to r(x) is obtained by adding up the responses due to each of the impulses from oo to +co. Therefore,
c{t)

= =

lim
AT oo

r(kAx)g(t

kAx) Ax

(3-21)

or
c{t)

^_j(x)g(t-x)dx

(3-22)

For

all

physical systems, output response does not precede excitation.


g(t)

Thus
(3-23)

=
applied at
/

for

< 0,

since the impulse function

is

0.

Or
(3-24)

g (t

x)

t<z

Sec 3 3

Impulse Response of Linear Systems

57

The output response of

the system
c (0

is

now

written

= /'__ r(T)g(t -

T)

<*t

(3-25)

Further,

if r( T )

for T

<
C

0,

Eq. (3-25) becomes


(3-26)

W = J' *<*)*(' - t) A
o

The expressions of Eqs.

(3-25)
is

and

the convolution operation


. .

(3-26) are called the convolution integral


*,

denoted by the symbol


c(t)

so
(3. 27 )

is

interpreted as
c(t)

r(t) * g(t)

r(t)

convolves into g(t)

(3-28)

The positions of

r(t)

and

g{t) in the

convolution operation

changed, since basically there is no difference between the two functions Therefore, the convolution integral can also be written as
c (0

may be

inter-

f'

g(i>(t

T ) dx
(3-29)
/(?)

= git) * /(/) = git) convolves into

may be caused by simple deterioration of components due to wear and tear, drift in operating environments, and the like. Some systems simply have parameters that vary with time a predictable or unpredictable fashion. For instance, the transfer characteristic of a guided missile in flight will vary in time because of the change of mass of the nmsile and the change of atmospheric conditions. On the other hand, for a simple mechanical system with mass and friction, the latter may be subject to unpredictable variation either due to "aging" or surface conditions thus the control system designed under the assumption of known and fixed parameters may fail to yield satisfactory response should the system parameters vary. In order that the system may have the ability of self-correction or selfadjustment in accordance with varying parameters and environment it is necessary that the system's transfer characteristics be identified continuously or at appropriate intervals during the operation of the system. One of the methods of identification is to measure the impulse response of the system so that design parameters may be adjusted accordingly to attain optimal control at all times In the two preceding sections, definitions of transfer function and impulse response of a linear system have been presented. The two functions are directly related through the Laplace transformation, and they represent essentially the same information about the system. However, it must be reiterated that

The evaluation of the impulse response of linear a system is sometimes an important step in the analysis and design of a class of systems known as the adaptive control systems. In real life the dynamic characteristics of most systems vary to some extent over an extended period of time. This

transfer

58

Transfer Function and Signal Flow Graphs

Chap. 3

function and impulse response are denned only for linear systems and that the
initial

conditions are assumed to be zero.

3.4

Block Diagrams

Because of

its

simplicity

and

versatility,
all types.

block diagram

is

often used by control

engineers to portray systems of


represent the composition

A block diagram can be used simply to


it

and interconnection of a system. Or,

can be used,

together with transfer functions, to represent the cause-and-effect relationships throughout the system. For instance, the block diagram of Fig. 3-3 represents a turbine-driven hydraulic power system for an aircraft. The main components of

the system include a pressure-compensated hydraulic an electronic speed controller, and a control valve.
figure depicts

pump, an air-driven pump, The block diagram in the

how

these

components are interconnected.

Current
Controller

Control
valve
Inlet

Turbine torque
Turbine

Output

Mass
flow

rO
Pump
torque

Load

pressure

Hydraulic

pump

Load flow
Fig. 3-3.

Block diagram of a turbine-driven hydraulic power system.

If the mathematical and functional relationships of all the system elements known, the block diagram can be used as a reference for the analytical or the computer solution of the system. Furthermore, if all the system elements are assumed to be linear, the transfer function for the overall system can be obtained by means of block-diagram algebra. The essential point is that block diagram can be used to portray nonlinear as well as linear systems. For example, Fig. 3-4(a) shows the block diagram of a simple control system which includes an amplifier and a motor. In the

are

figure the nonlinear characteristic of the amplifier

is

depicted by

its

nonlinear

Sec. 3.4

Block Diagrams

59

Kry

s(s+a)

(a)

(b)

Block diagram of a simple control system, (a) Amplifier shown with a nonlinear gain characteristic, (b) Amplifier shown with a linear gain
Fig. 3-4.
characteristic.

system as

relation. The motor is assumed to be linear and its dynamics are represented by a transfer function between the input voltage and the output displacement. Figure 3-4(b) illustrates the same system but with the amplifier characteristic approximated by a constant gain. In this case the overall system is linear, and it is now possible to write the transfer function for the overall

input-output

E (s)
t

Em (s)

E{s)

s(s

a)

(3

"3

Block Diagrams of Control Systems

We

shall

trol systems

or a feedback control system

now define some block-diagram elements used frequently in conand the block-diagram algebra. One of the important components

for

s lg nal

and sometimes combinations of these. The block-diagram elements of these operations are illustrated as shown in Fig. 3-5. It should be pointed out that the signals shown in the diagram of Fig. 3-5 can be functions of time t or functions of the Laplace transform variable s. In Fig. 3-4 we have already used block-diagram elements to represent inputoutput relationships of linear and nonlinear elements. It simply shows that the block-diagram notation can be used to represent practically any input-output relation as long as the relation is defined. For instance, the block diagram of
tiplication,

synchros, resolvers, differential amplifiers, multipliers, and so on In general, the operations of the sensing devices are addition, subtraction mul-

ometer,

is the sensing device that acts as a junction point comparisons. The physical components involved are the potenti-

60

/ Transfer

Function and Signal Flow Graphs

Chap. 3

*-

+~

+c

(a)

Subtraction

(b)

Addition

*-

e = rl

r2

+~- e

=rc

(c)

Addition and subtraction


Fig. 3-5.

(d) Multiplication

Block-diagram elements of typical sensing devices of control

systems, (a) Subtraction, (b) Addition, (c) Addition and subtraction, (d)
Multiplication.

u(t)

x(t)

u(f)

x(0
x=
f(x, u)

x =ax + bu

R(s)
G(s)

C(s)

(a)

(b)

(c)

Fig. 3-6.

Block-diagram representations of input-output relationships of

systems.

Fig. 3-6(a) represents a system that

is

described by the linear differential equa-

tion
x(t)

ax{t)

bu{t)

(3-31)

Figure 3-6(b) illustrates the input-output relation of a system described by the vector-matrix differential equation
{t)

= f [x(0, u]

(3-32)

where

x(f) is

Fig. 3-6(c)

an n X 1 vector and u(t) is an r X 1 vector. As another example, shows a block diagram which represents the transfer function of a

Sec. 3.4

Block Diagrams

61

linear system; that

is,

C(s)

G{s)R(s)

(3-33)

where G(s)

is

the transfer function.

Figure 3-7 shows the block diagram of a linear feedback control system.

The following terminology often used in control systems is defined with reference
to the block

diagram
R(s)
C(s)

/(/)>

c(t),

= = =

reference input

output signal (controlled variable)

b(i),

B(s)

e(t), &(s)
e(t),

= feedback signal = actuating signal


R(s)

E(s)

- C(s) = error signal G(s) = g?^ = open-loop transfer function or forwardpath transfer function
(s)

The

= j4 = closed-loop transfer function H(s) = feedback-path transfer function G(s)H(s) = loop transfer function closed-loop transfer function, M(s) = C(s)/R(s), can be expressed as
From
C(s)
Fig. 3-7

C(s)

a function of G(s) and H(s).

we

write
(3-34)

= =

G(s)&(s)

and
B(s)

H(s)C(s)

(3-35)

The actuating

signal

is

written
6(j)

= R(s) - B(s)
G(s)B(s)

(3-36)

Substituting Eq. (3-36) into Eq. (3-34) yields

C(s)

G(s)R(s)

(3-37)

Substituting Eq. (3-35) into Eq. (3-37) gives

C(s)

G(s)R(s)

G(s)H(s)C(s)

(3-38)

Solving C(s) from the last equation, the closed-loop transfer function of the

R(s)
r(t)

.y
,

/)

ew
'

eit)

G(s)

C(s)
c(t)

bit) B(s)

H(s)

Fig. 3-7. Basic block

diagram of a feedback control system.

62

Transfer Function and Signal Flow Graphs

Chap. 3

system

is

given by

walgebraic

^-

(3-39)

Gis)His)

In general, a practical control system


the evaluation of the transfer function

may contain many feedback loops, and from the block diagram by means of the

method described above may be tedious. In principle at least, the block diagram of a system with one input and one output can always be reduced to the basic single-loop form of Fig. 3-7. However, the steps involved in the
reduction process

may

again be quite involved.


linear system

We

shall

show

later that the


its

transfer function of

any

can be obtained directly from

block

diagram by use of the signal-flow-graph gain formula.


Block Diagram and Transfer Function of Multivariable Systems
is defined as one that has a multiple number of block-diagram representations of a multiple-variable system with p inputs and q outputs are shown in Fig. 3-8(a) and (b). In Fig. 3-8(a) the individual input and output signals are designated, whereas in the

multivariable system

inputs and outputs.

Two

block diagram of Fig. 3-8(b), the multiplicity of the inputs and outputs is denoted by vectors. The case of Fig. 3-8(b) is preferable in practice because of its
simplicity.

MOMultivariable

-- c l

(t)

system

'

(0-

-*~c q (t)

(a)

Multivariable

i(0"

system

-*- c(/)

(b)

Fig. 3-8.

Block-diagram representations of a multivariable system.

system.

Figure 3-9 shows the block diagram of a multivariable feedback control The transfer function relationship between the input and the output of
is

the system

obtained by using matrix algebra


C(j)

= G(s)(s) &is) = R(s) - Bis) B(s) = H(j)C(j)

(3-40) (3-41) (3-42)

Sec. 3.4

Block Diagrams

63

R(s)

S)
i

80)
G(s)

^
Bfr)
Fig. 3-9.

C&)

Hfc)

Block diagram of a multivariable feedback control system.

Substituting Eq. (3-42) into Eq. (3-41) and then from Eq. (3-41) into
yields

Eq

(3-40)

C(s)

G(s)R(s)

G(s)H(s)C(s)

(3-43)

Solving for C(s) from Eq. (3-43) gives


C(s)

[I

G(j)H(j)]- G(s)R(s)

(3-44)

I G(5 )H(j) is nonsingular. should be mentioned that although the development of the input-output relationship here is similar to that of the single input-output case, in the
It

provided that

present

improper to speak of the ratio C(s)/R(s) since C(s) and R(s) are matrices. However, it is still possible to define the closed-loop transfer
it is

situation

matrix as
(3-45)

M(j)

[I

+
=

G(*)H(s)]-G(j)

Then Eq.

(3-44)

is

written

C(j)

M(a)R(j)

(3-46)

Example

3-2

Consider that the forward-path transfer function matrix and the feedback-path transfer function matrix of the system shown in Fig. 3-9 are
r
l

_j_i
l
1

G(s,=
and
H(s)
respectively.

+
2

(3-47)

2J

0"
i_

Lo

The

closed-loop transfer matrix of the system

is

given by Eq. (3-45) and

is

evalu-

ated as follows:
1

G(s)H(s)

s+
2

1_
1

s
1 1
'

+
2

s+j,
s

(3-48)

2J

+ 2J

64

/ Transfer

Function and Signal Flow Graphs

Chap. 3

The closed-loop

transfer matrix

is

M(a)

[I

G( S )H(s)]-'GM

= -^

+ +

_1_

2
5

-2
where

+ +

(3-49)

2
1

2J

A_s+2s+3+ S+1S|2
,

2 __ s 2
S

+
4

5s

5(5+1)

(3-50)

Thus

35 2
s{s

+95 +
1)(5

M(5)

s(s
52

+
55

1)

_ ~5
35
5(5

1_

2)

+ +

(3-51)

2
1).

3.5

Signal Flow Graphs 2

signal flow graph may be regarded as a simplified notation for a block diagram, although it was originally introduced by S. J. Mason- as a cause-and-effect

representation of linear systems. In general, besides the difference in the physical appearances of the signal flow graph and the block diagram, we may regard

the signal flow graph to be constrained by

more rigid mathematical relationships, whereas the rules of using the block-diagram notation are far more flexible and
less stringent.

A signal flow graph may be defined as a graphical means of portraying the input-output relationships between the variables of a set of linear algebraic
equations.

Consider that a linear system


yj
It

is

described by the set of j

N algebraic equations
(3-52)
in the

S
=

o kJ y k

1,2,

,N

should be pointed out that these

N equations are written


m ^ to ./)(^
tri

form of cause-

and-effect relations

N
k=l

jth effect

XI ( am fr

cause)

(3-53)

or simply

output
This
is

= 2 (gain)(input)
in the construction of the set

(3-54)

the single

most important axiom

of algebriac

equations from which a signal flow graph is drawn. In the case when a system is represented by a
equations,

set

of integrodifferential

we must

first

transform them into Laplace transform equations and

then rearrange the

latter into the

form of Eq.

(3-52), or

W
When

= S G kj (s)Yk (s)
.

7=1,2,

(3-55)

constructing a signal flow graph, junction points or nodes are used

to represent the variables

ys and y k The nodes are connected together by line segments called branches, according to the cause-and-effect equations. The

Sec 3 5
Signal Flow Graphs /

65

cause-andeach variable in terms of itself and the other variables For instance, consider that a linear system is represented by the simple equation
effect relations relating

general, given a set of equations such as those of Eq. (3-52) or Eq. (3-55), the construction of the signal flow graph is basically a matter of following through the

branches have associated branch gains and directions. through a branch only in the direction of the arrow. In

signal can transmit

where j, is the input variable, y 2 the output variable, and a l2 the gain or transmittance between the two variables. The signal-flow-graph representation of Eq. (3-56) is shown in Fig. 3-10. Notice that the branch

n
*

directing

from node y to node y 2 expresses the dependx

ence of y 2 upon

should be reiterated that Eq. (3-56) and Fig. 3-10 represent only the dependence of the out>,. It

Fig. 3-10. Signal flow graph of y2

12 >''-

An

P ut variable upon the input variable, not the reverse. important consideration in the application of
is

signal

that the branch between the two nodes y, and y 2 should be integrated as a unilateral amplifier with gain a i2 , so that when a signal of one unit is applied at the input y u the signal is multiplied by a l2 and a signal of strength a l2 is delivered at node>> 2 Although algebraically Eq (3-56) can be rewritten
.

flow graphs

is

graph must be drawn. As another illustrative example, consider the following


equations
yi yi
}'*

the signal flow graph of Fig. 3-10 does not imply this relationship If Eq (3-57) valid as a cause-and-effect equation in the physical sense, a new signal flow

set

of algebraic

ys

= tf12.F1 = a 23 y = Oi*yi = a 2s y
2

+ a 32 y + a43 y + a 34 y + +a
3

a 44 y 4

(3 " 58)

4 <,y 4

graph for these equations is constructed step by step as shown in Fig. 3-11, although the indicated sequence of steps is not unique The nodes
representing the variables
right.

The

signal flow

The
;

Similarly, with the consideration of the third equation, Fig. 3-1 1(c) is obtained when the last equation of Eq. (3-58) is portrayed, the complete signal flow graph is shown in Fig. 3-1 1(d). The branch that
Finally,

drawn as shown in y 3 depends upon a 23 y 2 and a 43y 4 therefore on the signal flow graph of Fig. 3-1 1(a), a branch of gain a 23 is drawn trom node y 2 to y 3 and a branch of gain is drawn from y t to y 3 with the 43 directions of the branches indicated by the arrows, as shown in Fig 3-1 1(b)
Fig. 3-1 1(a).

<hiy 3

y u y2 y 3 y 4 and y s are located in order from left to equation states that 2 depends upon two y signals, a liyi and the signal flow graph representing this equation is
, , ,

first

The second equation


,

states that

begins from the node

y4

66

/ Transfer

Function and Signal Flow Graphs

Chap. 3

o
>4 (a)y 2

O
y$

=a n y + a 31 y3
l

a 43

o
y\

yi
(b)>>2

^3

y*
=fl23> 2
,

>"5

=a n y\ +032^3. ^3

+ 43>'4

O
^5

(c)y 2 =012^1 +232>'3.>'3 = a 23>'2 + 043^4.

=a 24>

+ a 34>

fl

44>"4

(d)

Complete

signal

flow graph

Fig. 3-11. Step-by-step construction of the signal flow


(3-58). (a)

graph for Eq.


yi

y2

ai 2 yi

a 3 zy3- (b) yi

+ any*, (c) yz = a\zy\ + a 3 zy3, yi + a t,yi + cmy,. (d) Complete signal flow graph.
3

= anyi + fl32>'3, = anyi + any*,

y*

= miyi = auyi

and ends at y 4 is of y 4 upon itself.

called a loop,

and with a gain a 44 represents the dependence


,

3.6

Summary

of Basic Properties of Signal

Flow Graphs

At

this point

it is

best to summarize

some of the important

properties of the

signal flow graph.

1.

A signal flow graph applies

only to linear systems.

2.

3.

The equations based on which a signal flow graph is drawn must be algebraic equations in the form of effects as functions of causes. Nodes are used to represent variables. Normally, the nodes are

Sec. 3.7
Definitions for Signal

Flow Graphs

67

4.

left to right, following a succession of causes and through the system. Signals travel along branches only in the direction described by the arrows of the branches.

arranged from

effects

5.

6.

The branch directing from node y k to j, represents the dependence of the variable y, upon but not the reverse. yk A signal y k traveling along a branch between nodes yk and y. is multiplied by the gain of the branch, a kj so that a signal
,

delivered at node y,.

aj

k is

3.7

Definitions for Signal

Flow Graphs

In addition to the branches and nodes defined earlier for the signal flow graph the following terms are useful for the purposes of
identification

and

reference.

Input node {source). An input node branches. (Example: node yi in Fig. 3-11.)

is

a node that has only outgoing

p Mg.

Output node (sink). An output node is a node which has only incoming branches. (Example: node y 5 in Fig. 3-11.) However, this condition is not always r eadiy b an out P ut node For instance, the signal flow
3-12(a) does not have
i

^/
J

graph shown in

any node that

satisfies

node. However,
r

it may be necessary to regard nodes y 2 and/or 3 as output y nodes In order to meet the definition requirement, we may simply introduce

the condition of an output

eS

, 3-12(b). Notice that in the modified signal flow

fS

lth UDity g3inS

and additional variables j 2 and y 3 as shown


,

in Fig.

graph

it is

equivalent that the

(a) Original signal

flow graph

(b) Modified signal flow graph


Fig. 3-12. Modification of a signal flow graph so that y 2 and y z satisfy the requirement as output nodes, (a) Original signal flow graph, (b) Modified signal flow graph.

68

/ Transfer

Function and Signal Flow Graphs

Chap. 3

are added. In general, we can state that any graph can always be made an output node by noninput node the aforementioned operation. However, we cannot convert a noninput node into an input node by using a similar operation. For instance, node y 2 of the signal flow graph of Fig. 3-12(a) does not satisfy the definition of an input node. If we attempt to convert it into an input node by adding an incoming branch of

equations y 2

=y

and y 3

=y

of a signal flow

unity gain from another identical node

would

result.

y 2 the signal flow graph of Fig. 3-13 However, the equation that portrays the relationship at node y 2
,

now

reads

yi

= yi +
yi

<*\%y\

a nyi

(3- 59 )

which

is

different

from the

original equation, as written

from

Fig. 3- 12(a),

a i2 yi

a 32 y 3

(3-60)

Vi

Fig. 3-13.

Erroneous way to make the node y 2

Fig. 3-14. Signal flow

graph with y 2 as an input

an input node.

node.

Since the only proper way that a signal flow graph can be drawn is from a set of cause-and-effect equations, that is, with the causes on the right side of the equation and the effects on the left side of the equation, we must transfer y 2
if it were to be an input. Rearranging Eq. (3-60), equations originally for the signal flow graph of Fig. 3-12 now become the two

to the right side of Eq. (3-60)

y%

-y
"12

(3-61)

12

y3

a 2i y 2
is

(3-62)

The

signal flow graph for these

two equations

shown

in Fig. 3-14, with

y2

as an input node.

any collection of continuous succession of branches The definition of a path is entirely general since traversed in the same any node to be traversed more than once. Therefore, as it does not prevent simple as the signal flow graph of Fig. 3-12(a) is, it may have numerous paths.
Path.

path

is

direction.

Forward path.

forward path

is

a path that starts at an input node and

ends at an output node and along which no node is traversed more than once. For example, in the signal flow graph of Fig. 3-1 1(d), y is the input node, and there are four possible output nodes in y 2 y 3 j 4 and y s The forward path
t , , ,
.

Sec. 3.8

Signal-Flow-Graph Algebra

69

between j t and y 2 is simply the branch connected between y and y 2 There are two forward paths between y L and y 3 one contains the branches from y t to y 2 to y 3 and the other one contains the branches from y to y 2 to y 4 (through the branch with gain a 2i ) and then back to y 3 (through the branch with gain a 43 ).
t
.

The reader may determine the two forward paths between j>, and j 4 there are also two forward paths between j, and y s
.

Similarly,

Loop.

loop

is

a path that originates and terminates on the same node


is

and along which no other node


in Fig. 3-15.

encountered more than once. For example,

there are four loops in the signal flow graph of Fig. 3-1 1(d). These are

shown

y*

"44

Fig. 3-15.

Four loops

in the signal flow

graph of Fig.

3-1 1(d).

Path gain. The product of the branch gains encountered in traversing a path is called the path gain. For example, the path gain for the path
J>i

yz - y - y*
3

in Fig. 3-1 1(d) is

a 12 a 23 a 34
is

Forward-path gain. Forward-path gain forward path.

defined as the path gain of a

Loop gain. Loop gain


the loop gain of the loop

is

defined as the path gain of a loop. For example,

y2

y4 y y
3

in Fig. 3-15

is

a 2i a i3 a 32

3.8

Signal-Flow-Graph Algebra

Based on the properties of the signal flow graph, we can manipulation and algebra of the signal flow graph.
1
.

state the following

The value of the


of
all

variable represented by a

node

is

equal to the

sum

the signals entering the node. Therefore, for the signal flow

70

Transfer Function and Signal Flow Graphs

Chap. 3

Fig. 3-16.

Node

as a

summing

point and as a transmitting point.

graph of Fig. 3-16, the value of y is equal to the sum of the signals transmitted through all the incoming branches; that is,
{

Jl
2.

"li}>2

31^3

4lj4

Osijs

(3-63)
is

The value of the


through
all

variable represented by a

node

transmitted

branches leaving the node. In the signal flow graph of

Fig. 3-16,

we have
ye

yn
y%
3.

= = =

tfi6.Fi

a xl y

(3-64)

tfisJi

Parallel branches in the

same
a single

direction connected between

two

branch with gain equal to the sum nodes can be replaced by the parallel branches. An example of this case is of the gains of
illustrated in Fig. 3-17.

-X
y\
Fig. 3-17. Signal flow
single branch.

a-vb +

>

X.
yi

graph with parallel paths replaced by one with a

Sec. 3.9

Examples of the Construction of Signal Flow Graphs

71

a 12

a 23

"34

<*45 45

a "56

O
V\

O
vi

O
y3

o
y4

O
ys

y6

a 12<*23tf34 fl 45fl56

o
Fig. 3-18. Signal flow

o
re-

graph with cascaded unidirectional branches

placed by a single branch.

4.

5.

connection of unidirectional branches, as shown in Fig. can be replaced by a single branch with gain equal to the product of the branch gains. Signal flow graph of a feedback control system. Figure 3-19 shows
series

3-18,

the signal flow graph of a feedback control system

whose block

may be regarded as a simplified notation for the block diagram. Writing the equations for the signals at the nodes &(s) and C(s), we have
diagram
is

given in Fig. 3-7. Therefore, the signal flow graph

S(j)

= =

R(s)

H(s)C(s)

(3-65)

and
C(s)
G(s)&(s)
is

(3-66)

The closed-loop
equations,

transfer

function

obtained from these two

C(s) R(s)

_
1

G(s) G(s)H(s)

(3-67)

R(s)

e(s)\_
-ms)
Fig. 3-19. Signal flow

^y

<Xs)

C(s)

graph of a feedback control system.

For complex

signal flow graphs

we do not need to rely on algebraic manipu-

lation to determine the input-output relation. In Section 3.10 a general gain

formula will be introduced which allows the determination of the gain between an input node and an output node by mere inspection.

3.9

Examples of the Construction of Signal Flow Graphs


It

ical

was emphasized earlier that the construction of a signal flow graph of a physsystem depends upon first writing the equations of the system in the cause-

and-effect form. In this section

we

shall give

two simple

illustrative

examples.

72

/ Transfer

Function and Signal Flow Graphs

Chap. 3

Owing to
electric
5,

the lack of background on systems at this early stage, we are using two networks as examples. More elaborate cases will be discussed in Chapter where the modeling of systems is formally covered.
3-3

Example

The

passive network

shown

in Fig. 3-20(a)

is

considered to consist of

R, L, and

C elements

so that the network elements can be represented

by impedance functions, Z(s), and admittance functions, Y(s). The Laplace transform of the input voltage is denoted by Ein (s) and that of the output voltage is EJjs). In this case it is more convenient to use the branch currents and node voltages designated as shown in Fig. 3-20(a). Then one set of independent equations
representing cause-and-effect relation
Ii(.s)

is

E2 (s)
/,(,)

Ea (s)
YAs)

= [E Js)-E (s)]Y S = [h{s) - /,(*)]Z,(j) = [E1 {s) - Ea (s)]Y (s) = Z(j)/ (j)
i

( )

(3-68) (3-69) (3-70) (3-71)

Y3 (s)

|n

(s)

(a)

(*)

YAs)

Z2 (s)

Y3 (s)

Fig. 3-20. (a) Passive ladder network, (b)

A signal flow graph

for the net-

work.
3 (s), and E(s) arranged from left to right graph of the network is constructed as shown in Fig. 3-20(b). It is noteworthy that in the case of network analysis, the cause-and-effect equations that are most convenient for the construction of a signal flow graph are neither the loop equations nor the node equations. Of course, this does not mean that we cannot

With the

variables

Ein(s), /,($), E2 (s), I

in order, the signal flow

construct a signal flow graph using the loop or the node equations. For instance, in Fig. 3-20(a), if we let Ii(s) and I3 (s) be the loop currents of the two loops, the loop

equations are

Sec. 3.9

Examples of the Construction of Signal Flow Graphs

73

Etn(s)

E (s)

= [Zi(s) + Z2 (j)]/,(j) - Z (s)I (s) = -Z Gs)/,0) + [Z (s) + Z (s) + Z4 (s)]I = Zt(s)I (s)
2
3

(3-72)
3 (s)

(3-73)
(3 . 74)

However, Eqs. (3-72) and (3-73) should be rearranged, since only effect variables can appear on the left-hand sides of the equations. Therefore, solving for /,0s) from Ea (3-72) and I3 (s) from Eq. (3-73), we get
71

=Z
= Z

i(s)

I Z2 (s) E

^ + zjfzjs) ^
1
'

(3-75)

h(s)

X {?)

+ z\(s) + Z4 (*) 7

W
is

(3

- 76

>

Eqs. (3-74), (3-75), and (3-76) are in the form of cause-and-effect equations. The signal flow graph portraying these equations is drawn as shown in Fig 3-21 This
exercise also illustrates that the signal flow graph of a system

Now,

not unique.

(s)

Z 2 (s)

Z2 fc)

Z2 (s) Z3 (s) + Z4 (s) E


(s)

(s)

Z2 (s) + Z 2 (s)

Fig. 3-21. Signal flow graph of the network in Fig. 3-20(a) using the loop equations as a starting point.

Example

3-4

current in

network shown in Fig. 3-22(a). We shall and the voltage et) as the dependent variables of the network. Writing the voltage across the inductance and the the capacitor, we have the following differential equations:
define the current /(f)

Let us consider the

RLC

^W =eM ~ Ri W ~ ecO
.

(3-77)

r dec (t) = C

~1T

'<'>

(3-78)

However, we cannot construct a


(3-77)

signal flow graph using these two equations since they are differential equations. In order to arrive at algebraic equations, we divide Eqs

and

(3-78)

by

and C,

respectively.

When we

have
sl(s)

take the Laplace transform,

we

i(0+)

+ j-Ets) - j-m - j-E (s)


c

(3-79)

sEc (s)=ec (0+)+-Ll(s )

(3 _ 80)

where i(0+) is the initial current and e (0+) is the initial c voltage at t = 0+ In these last two equations, * e (0+), i(0+), and E (s) are the input variables. There are several possible ways of constructing the signal flow graph for these equations. One way is to solve for I(s) from Eq. (3-79) and (*) from Eq. (3-80); we get
t

74

Transfer Function and Signal Flow Graphs

Chap. 3

R
1

L
nfw*

WWno

i(')Q )

e c (t)

(a)

EiU)

EJs)

LU + R/L)

(c)

Fig. 3-22. (a)

RLC network,

(b) Signal flow graph, (c) Alternative signal

flow graph.

' =
E (s) =
c

7tW
y^c(0+)

(0+)

+ as +W)] lW - WTTRim EM

(3 " 81)

+ -gr/O)

(3-82)

graph using the last equations is drawn as shown in Fig. 3-22(b). graph in Fig. 3-22(b) is of analytical value only. In other words, we can solve for I(s) and Ec (s) from the signal flow graph in terms of the inputs, e c (0+), j'(0+), and Ei(s), but the value of the signal flow graph would probably end here. As an

The

signal flow

The

signal flow

alternative,

we can

use Eqs. (3-79) and (3-80) directly, and define

I(s),

E (s), sl(s), and


c

sEc (s)

as the noninput variables. These four variables are related by the equations

Sec

3.10

General Gain rormula for Signal Flow Graphs / 75

/(*)
c

=5- [*/(*)]

(3-83)
(3-84)

E (s) = s-^sEds)]
The
significance of using s~
l

is that it represents pure integration in the time domain. a signal flow graph using Eqs. (3-79), (3-80), (3-83), and (3-84) is constructed as shown in Fig. 3-22(c). Notice that in this signal flow graph the Laplace transform variable appears only in the form of s' 1 Therefore, this signal flow graph may be used

Now,

as a basis for analog or digital


in this

form are defined

in

computer solution of the problem. Signal flow graphs Chapter 4 as the state diagrams. 5

3.10

General Gain Formula for Signal Flow Graphs 3

Given a
is

solve for

graph or a block diagram, it is usually a tedious task to input-output relationships by analytical means. Fortunately, there a general gain formula available which allows the determination of the inputsignal flow
its

output relationship of a signal flow graph by mere inspection. The general gain formula is

V M = na = *=1 Mj^k A
Jin

(3-85) '

where

yout jln

= output node variable = input node variable N = total number of forward paths Mk = gain of the kth. forward path A = - S Pmi + Pm ~ S Pmi + m m m Pmr = gain product of the mth possible combination
1 i

M = gain between y

in

and yout

(3-86)

of

nontouching* loops
or

A=

(sum of

all

individual loop gains)


all

gain products of

possible combinations of

(sum of two
(3-87)

nontouching loops) (sum of the gain products of all possible combinations of three nontouching
loops)

A*

the
is

for that part of the signal flow graph


fcth

which

nontouching with the

forward path
first

This general formula

may seem

formidable to use at
is

glance.

However,

the only complicated term in the gain formula

A; but

in practice, systems

made with

having a large number of nontouching loops are rare. An error that is frequently regard to the gain formula is the condition under which it is valid. It must be emphasized that the gain formula can be applied only between an input node and an output node.

*Two

parts of a signal flow graph are said to be nontouching if they

do not share a com-

mon

node.

76

/ Transfer

Function and Signal Flow Graphs

Chap. 3

Example

3-5

Consider the signal flow graph of Fig. 3-19. We wish to find the transfer function C(s)/R(s) by use of the gain formula, Eq. (3-85).

The following conclusions


flow graph
1.

are obtained by inspection from the signal

There is only one forward path between R(s) and C(s), and the forwardpath gain is

M, =
2.

G(s)
is

(3-88)

There

is

only one loop; the loop gain

Pu =
3.

-G(s)H(s)

(3-89)

There are no nontouching loops since there is only one loop. Furthermore, the forward path is in touch with the only loop. Thus Ai = 1, and

A=

-/,,=

G(j)#(j).

By use of Eq.

(3-85), the transfer function of the

system

is

obtained as

C(s)

R(s)

= Mi At = A

G(s)
1

(390)

G(s)H(s)

which agrees with the

result

obtained in Eq. (3-67).

Example

3-6

Consider, in Fig. 3-20(b) that the functional relation between Eia and E is to be determined by use of the general gain formula. The signal flow graph is redrawn in Fig. 3-23(a). The following conclusions
:

are obtained by inspection from the signal flow graph

1.

There

is

only one forward path between


gain
is

Eia

and

as

shown

in Fig.

3-23(b).

The forward-path

M, = FiZ2 y3 Z4
2.

(3-91)
3-23(c); the

There are three individual loops, as shown in Fig.


are

loop gains
(3-92) (3-93)
(3-94)

/>

P n = -Z2 y, 21 = -Z2 r3 i> 31 = -Z4 r


3

3.

There

is

one pair of nontouching loops, as shown

in Fig. 3-23(d);

the loop

gains of these two loops are

-Z Y
2

and

-Z4 Y

Thus

Pu =
4.

product of gains of the first (and only) possible combination of two nontouching loops -= Z 2 Z4 Yx

(3-95)
}

There are no three nontouching loops, four nontouching loops, and so


on; thus

Pm3 =0, Pm4 =


From
Eq. (3-86),

0,

A= =

l 1

-(J
2
{

+P +P )+P
zl
3l
2
3
3

l2

+ Z Y + Z Y + Z4 Y + Z Z4 Yt Y
2

(3-96)

Sec. 3.10

General Gain Formula for Signal Flow Graphs / 77

(a)

O
(b)

O h

(d)

Fig. 3-23. (a) Signal flow

Forward path between


nontouching loops.

Ein

graph of the passive network in Fig. 3-20(a). (b) and Ea (c) Three individual loops, (d) Two
.

5.

All the three feedback loops are in touch with the forward path ; thus

A,

(3-97)

Substituting the quantities in Eqs. (3-91) through (3-97) into Eq. (3-85),

we

obtain

M
Example
3-7

Ai
1

+Z

1 Y

+Z

r3 z2 z4 Y + Z<Y + Z1 Zt Y Y 2
y,
3 2
1

(3-98)

Consider the signal flow graph of Fig. 3-22(c). relationships between /and the three inputs,
Similar relationship
is

It is

desired to find the

lt

i(0+), and e c (fl+).


is

desired for

Ec

Since the system

linear, the

principle of superposition applies.

mined by applying the


inputs to zero.

The gain between one input and one output is detergain formula to the two variables while setting the rest of the
is redrawn as shown in Fig. 3-24(a). Let us first consider / The forward paths between each inputs and / are shown in

The

signal flow

graph

as the output variable.


Fig. 3-24(b), (c),

and

(d), respectively.

78

/ Transfer

Function and Signal Flow Graphs

Chap. 3

(0+)

ec

(0+)

<(0 +)

o
"
1

osl

-O
/

(c)

Fig. 3-24. (a) Signal flow

graph of the

RLC network

in Fig. 3-22(a). (b)


/.

Forward path between Ei and /. (c) Forward path between /(0+) and (d) Forward path between e c (0+) and /.

Sec. 3.10

General Gain Formula for Signal Flow Graphs

79

The

signal flow

graph has two loops the


;

A is given by
(3-99)
'

A=

+#*-' + 1 L LC
two loops; thus A,

All the forward paths are in touch with the

for

all

cases

Considering each input separately,

we have
/(0+)

= 0,
0,

* c (0+)

=
=

(3-100)

-,

'(0+)

e c (0+)

(3-101)

<HL)sec (0+)

i(0+)

= 0,
we

E =
x

(3-102)

When

all

three inputs are applied simultaneously,

write

(3-103)

In a similar fashion, the reader should verify that when

c is

considered as the

output variable,
Lc

we have

j^^E, + s -*i(p+) + s-i/l + |r'W+)


is
.

(3-104)

Notice that the loop between the nodes si and / between e c (0+) and Ec

not in touch with the forward path

Example

3-8

Consider the signal flow graph of Fig. 3-25. The following inputoutput relations are obtained by use of the general gain formula:
yi
>-i

y_3

yi

+ dy A _ ag(l + d) + A
a(i

(3-105)

abc
(3-106)

where

A=

+eg + d +

bcg

+ deg

(3-107)

Fig. 3-25. Signal flow

graph for Example

3-8.

80

/ Transfer

Function and Signal Flow Graphs

Chap. 3

3.11

Application of the General Gain Formula to Block Diagrams

Because of the similarity between the block diagram and the signal flow graph, the general gain formula in Eq. (3-85) can be used to determine the input-output relationships of either. In general, given a block diagram of a linear system we can apply the gain formula directly to it. However, in order to be able to identify all the loops and nontouching parts clearly, sometimes it may be helpful if an equivalent signal flow graph is drawn for a block diagram before applying the
gain formula.

To

illustrate

how

the signal flow graph and the block diagram are related,

the equivalent models of a control system are

shown

in Fig. 3-26.

since a

node on the signal flow graph

is

interpreted as a

Note that summing point of all

(a)

(b)

Fig. 3-26. (a)

Block diagram of a control system,

(b)

Equivalent signal

flow graph.

Sec. 3.12

Transfer Functions of Discrete-Data Systems / 81

incoming signals to the node, the negative feedback paths in represented by assigning negative gains to the feedback paths.

this case are

The closed-loop transfer function of the system is obtained by applying Eq. (3-85) to either the block diagram or the signal flow graph
C(s)

R(s)
Similarly,

+ G G H + G G H + G G G + G H2 +
l

G G2 G
i

-j-

G
X

Gj
2
3

G,G 4

(3-108)

E(s) R(s)

__..

G,(? 2 ff,

+ G G H + G4 H
2
3

A
_ ~
1

(3-109)

Y
where

3 (s)

+ G G H + G,H
2
3

R(s)

A
2
3

(3-110)

A=
3.12

+ G^H, + G G H +
2
-

G,G 2 C 3

+ G4 H + G Gi
2
1

(3-111)

Transfer Functions of Discrete-Data Systems 7


It is

shown in Chapter 2 that the signals in a discrete-data or sampled-data system are in the form of pulse trains. Therefore, the Laplace transform and the
transfer functions defined for continuous-data systems, in the ^-domain, cannot

be used adequately to describe these systems. Figure 3-27(a) illustrates a linear system with transfer function G(s) whose input is the output of a finite-pulsewidth sampler. As described in Section 2.8,
the finite-pulsewidth sampler closes for a short duration of p seconds once every T seconds, and a typical set of input and output signals of the sampler is
in Fig. 2-5. Since for a very small pulse duration p, as compared with the sampling period T, the finite-pulsewidth sampler can be approximated by an ideal sampler connected in cascade with a constant attenuation p, the system of Fig. 3-27(a) may be approximated by the system shown in Fig. 3-27(b).

shown

r{t)

R(s)

-?
(P)

*0)
G(s)

c(t)

R?(s)
(a)

C(s)

KO
R(s)

-*

r*(t)
'

>-*<,t)

c(0
G(s)

* *P

(s)

C(s)

Ideal sampler

(b)

Fig. 3-27. (a) Discrete-data system with a finite-pulsewidth sampl i^iaiiGiG-uata aysicm wiui iiuiic-puiscwiuin sampler, (b)

Discrete-data system with


in (a).

an

ideal sampler that approximates the : system

82

/ Transfer Function

and Signal Flow Graphs

Chap. 3

,y\

d
T

c*(t)

_^_
C*(s)

|"

rit)

R(s)

<*
'

>

c(t)

/*(/)

G(s)

R*(s)

C{s)

Fig. 3-28. Discrete-data system with

an

ideal sampler.

Normally, for convenience,

it is

assumed that the attenuation factor p

is

included in the transfer function of the process, G(s). Therefore, the block diagram of Fig. 3-28 is considered as that of a typical open-loop discrete-data
or sampled-data system.
the system of Fig. 3-28. In the following

There are several ways of deriving the transfer function representation of we shall show two different representa-

tions of the transfer function of the system. Let us

assume that

r*(t),

the output

of the ideal sampler 5",, is a unit impulse function. This may be obtained by or if r(t) is a unit impulse funcsampling a unit step function u,(t) once at t = tion.* Unless stated otherwise, the samplers considered in the remaining portion
of this text are ideal samplers. The output of G{s) is the impulse
is

g{i). If

fictitious ideal

sampler

S2 which
,

synchronized with Sj and has the same sampling period as that of 5,, is placed at the output of the system as shown in Fig. 3-28, the output of the sampler S z

may

be written as
c*(t)

g*(t)

A=

t g(kT)S(t ~ kT)

(3-112)

where c(kT)
function
is

= g(kT)

is

defined as the weighting sequence of the linear process

G(s). In other words, the

sampled version of the impulse response or weighting


sides of Eq. (3-112) yields

the weighting sequence.

Taking the Laplace transform on both


C*(s)

G*(s)

[g*(f)]

= S

(3-113)

g(kT)e-*T-

which is defined as the pulse transfer function of the linear process. At this point we can summarize our findings about the description of the
discrete-data system of Fig. 3-28 as follows.

When

a unit impulse function

is

applied to the linear process, the output


the impulse response the sampler
is
is

is

simply the impulse response of the process ;


,

the weighting sequence

sampled by a fictitious ideal sampler S2 and the output of of the process. The Laplace transform of the

weighting sequence impulse train gives the pulse transfer function G*(s).

Although from a mathematical standpoint the meaning of sampling an impulse function questionable and difficult to define, physically, we may argue that sending a pulse through a finite-pulsewidth sampler will retain the same identity of the pulse.
is

Sec. 3.12

Transfer Functions of Discrete-Data Systems /

83

Once
input
r(t),

the weighting sequence of a linear system


c(t),

is

defined, the output of

the system,

and the sampled output, c*(t), which is due to any arbitrary can be obtained by means of the principle of superposition.

at

Consider that an arbitrary input r(t) is applied to the system of Fig. 3-28 0. The output of the ideal sampler is the impulse train,
r*(f)

= A=
T)

r(kT)S(t

kT)
is

(3-114)

By means of superposition,
c(t)

the output of the process, which

due to
. .
.

r*(t), is

r(0)g(t)

+ r(T)g(t +
r{T)g[{k

+
. .

r(kT)g(t

kT)

(3-115)

At

kT, the last equation becomes

c(kT)

r(0)g(kT)

1)7]

r[(k

l)T]g(T)

+
is

r(kT)g(0)
(3-116)

where

it is

assumed that
its

g(t) is zero for all

<

0, since

the process

a physical

system so that

output does not precede the input.


,

Multiplying both sides of Eq. (3-116) by e~ kTs and taking the summation

from k

to

oo,

we have

c(kT)e- kT

=
+

r(0)g(kT)e- kT

r(T)g[(k

l)T]e~ kT

...

<t

r[{k

is

l)T]g(T)e-^

+ *=0 r(kT)g(0)e^
is

(3-117)

Again, using the fact that g(t)

zero for negative time, Eq. (3- 1 1 7)

simplified to

*=

c(kT)e- kT <

[r(O)

r (T)e~ T

r{2T)e~>

...] g{kT)e~ kTs

(3-118)

or

c(kT)e- Ts

r{kT)e- kT *

g(kT) e

- kT >

(3-119)

Therefore, using the definition of the pulse transfer function, the last equation is written

C*(s)

R*(s)G*(s)

(3-120)

which

is

the input-output transfer relationship of the discrete-data system

shown

in Fig. 3-28.

The z-transform

relationship

is

obtained directly from the


is

definition of the z-transform. Since z

Ts
,

Eq. (3-119)

also written

c(kT)z- k

r{kT)z' k

g{kT)z~ k

(3-121)

Therefore, defining the z-transfer function of the process as

G(z)

= g{kT)z' k k=0

(3-122)

which implies that the z-transfer function of a linear system, C(z), is the ztransform of the weighting sequence, gikT), of the system. Equation (3-121)
is

written

C(z)

R{z)G(z)

(3-123)

84

/ Transfer

Function and Signal Flow Graphs

Chap. 3

discrete-data system is important to point out that the output of the However, the pulse transform of the output, continuous with respect to time. C(z), specify the values of c{t) only C*(s) and the z-transform of the output, well-behaved function between sampling at the sampling instants. If c(t) is a description of the true output:c{t). instants c*(0 or C(z) may give an accurate sampling instants, the zHowever if c(t) has wide fluctuations between the only at the sampling instants, will transform method, which gives information
It is

yield misleading or inaccurate results. The pulse transfer relation of Eq. (3-120)

can also be obtained by use of C(s), which is given in the literature the following relation between C*(s) and
:

C*(*)

=i S

C(s+jnco

s)

O 124
=

where

co s is

From

2njT. second and ca s the sampling frequency in radians per continuous-data output c(t) Fig. 3-28, the Laplace transform of the

is

C(s )

G(s)R*(s)

(3-125)

Substituting Eq. (3-125) into Eq. (3-124) gives

C*(s)

G(s

+ jnaJR^s + jnw,)
+

(3-126)

We

can write
R*(s

+ jnco ) = k=0 r(kT)e-"^ J


=

^
(3-127) (3-128)

E
fc

r(kT)e- kTs

since for integral

A:

and

n,

-jnkTo>,

-j2xnk

Thus Eq.

(3-127)

becomes
R*(s

+ jnco =
s)

J*(5)

(3

" 129

Using

this identity,

Eq. (3-126)
C*(s)

is

simplified to

= i{*(4 S
= J?*WG*(*)
=

G(5+7t

s)

(3-130)

C*(j)

3431)

where
G*(j)

4 S
J

G^+jnco,)

(3-132)

= oo

The transfer function


(3-131)

in z of Eq. (3-123) e
Ts
.

can again be obtained directly from Eq.


.

by use of z
is

In conclusion,

but the output


is

the input to a linear system is sampled Laplace transform of the continuous output unsampled, the

we

note that

when

given by
C(s)

G(s)R*(s)
is

(3-133)

If the continuous-data

output

is

sampled by a sampler that

synchronized with

Sec. 3.12

Transfer Functions of Discrete-Data Systems /

85

and has the same sampling period as the input, the Laplace transform of the discrete-data output is given by
C*(s)

G*(s)R*(s)
it is

(3-134)

The
is

result in Eq. (3-133)

is

natural, since

in line with the well-established

transfer relation for linear time-invariant systems.

The expression
it

in Eq. (3-134)

can be interpreted as being obtained directly from Eq. (3-133) by taking the pulse transform on both sides of the equation. In other words, in view of Eq. (3-129), we can write, from Eq. (3-133),
C*(s)

obtained by use of Eqs. (3-124) and (3-132). However,

= =

[Gis)R*(s)]*

(3-135)

G*(s)[R*(s)]*

where Eq. (3-134) implies that


[R*(s)]*

R*(s)

(3-136)

Transfer Functions of Discrete-Data Systems with Cascaded Elements

The
elements

transfer function representation of discrete-data systems with cascaded

is slightly more involved than that for continuous-data systems, because of the variation of having or not having any samplers in between the elements. Figure 3-29 illustrates two different situations of a discrete-data

system which contains two cascaded elements. In the system of Fig. 3-29(a), the

two elements are separated by a sampler S2 which

is

synchronized to and has

"2

(0
T

d(t)

D* R*(s)

d*(t)

c(t)

(s)

D(s)

D*(s)

G 2 (s)
C(s)

w)

(0
C*Cs)

Kt)
R(s)

**

r*(t)

Gi(s)

dU)
D(s)
(b)

R*(s)

G 2 (s)

~
C(s)

c(t)

Fig. 3-29. (a) Discrete-data system with cascaded elements

and sampler

separates the

two elements,

(b) Discrete-data system with cascaded ele-

ments and no sampler in between.

86

Transfer Function and Signal Flow Graphs

Chap. 3

same period as the sampler Si. The two elements with transfer functions and G 2 (s) of the system in Fig. 3-29(b) are connected directly together. In discrete-data systems, it is important to distinguish these two cases when deriving
the

(s)

the pulse transfer functions.

Let us consider

first

the system of Fig. 3-29(a).

The output of Gi(s)

is

written
(3-137)

D(s)

Gi(s)R*(s)

and the system output

is

C(s)

=G

(s)D*(s)

(3-138)

Taking the pulse transform on both


result into Eq. (3-138) yields

sides of Eq. (3-137)

and substituting the

C(s)

=G =

(s)GKs)R*(s)
last

(3-139)

Then, taking the pulse transform on both sides of the


C*(s)
Gf(s)G*(s)R*(s)

equation gives
(3-140)

where we have made use of the relation


z-transform expression of the last equation
C(z)

in Eq. (3-136).
is

The corresponding

=G

2 (z)Gi(z)R(z)

(3-141)

We conclude that the z-transform of two linear elements separated by a sampler


is

equal to the product of the z-transforms of the two individual transfer func-

tions.

The Laplace transform of the output of the system


C(s)

in Fig. 3-29(b) is

Gi{s)G 2 (s)R*(s)
is

(3-142)

The pulse transform of the

last

equation

C*(s)

[Gi(s)G 2 (s)]*R*(s)

(3-143)

where
[Gi(s)G 2 (s)]*

= -i

f)

G (.s+jmo.yG 1 (.s+jna>.)
1

(3-144)

C?i(s) and G 2 (s) are not separated by a sampler, they have to be treated as one element when taking the pulse transform. For simplicity, we

Notice that since

define the following notation

[Gi(s)G 2 (s)]*

= GiG^s) = G GHs)
2

(3-145)

Then Eq.

(3-143)

becomes
C*(s)

= =

GiG^(s)R*(s)

(3-146)

Taking the z-transform on both

sides of Eq. (3-146) gives

C(z)
1

GiG 2 (z)R(z)

(3-147)

where G G 2 (z) is defined as the z-transform of the product of Gi(s) and and it should be treated as a single function.

G 2 (s),

Sec. 3.12

Transfer Functions of Discrete-Data Systems

87

It is

important to note that, in general,

G Gt(s)^Gf(s)GKs)
t

(3-148)

and

G.G^z)
Therefore,

^ G^Gziz)

(3-149)

we conclude
is

that the z-transform of

two cascaded elements with no

sampler in between

equal to the z-transform of the product of the transfer

functions of the two elements.

Transfer Functions of Closed-Loop Discrete-Data Systems

In this section the transfer functions of simple closed-loop discrete-data systems are derived by algebraic means. Consider the closed-loop system shown
in Fig. 3-30.

The output transform


C(s)

is

G(s)E*(s)

(3-150)

"X,

c*(t)

t)
R(s)

^
_\y
!

e(t)

V
j.

C*(s)
c(t)

e*(t)

G(s)

E(S )

E*(s)

C(s)

H(s)

Fig. 3-30. Closed-loop discrete-data system.

The Laplace transform of the continuous


E(s)

error function

is

R(s)

H(s)C(s)

(3-151)

Substituting Eq. (3-150) into Eq. (3-151) yields

E(s)

R(s)

G(s)H(s)E*(s)

(3-152)

Taking the pulse transform on both


E*(s) gives

sides of the last equation

and solving for

E * (S) _
into Eq. (3-150);

R*(s)
(3-153)

The output transform C(s) we have

is

obtained by substituting E*(s) from Eq. (3-153)

C(s)
1

G(s)

GH*(s)

,R*(s)

(3-154)

Now taking the pulse transform


c

on both

sides of Eq. (3-154) gives

^-TTmwr

G*(s)

{s}

(3-155)

88

/ Transfer

Function and Signal Flow Graphs

Chap. 3

In this case

it is

possible to define the pulse transfer function between the input

and the output of the closed-loop system as


C*(s) R*(s)
G*(s)
1

GH*(s)

(3-156)

The

z-transfer function of the system

is

C(z) R(z)

_ G{z) ~ + GH(z)
1

(3 " 157)

We

shall

show

in the following that

although

it

is

possible to define a

transfer function for the closed-loop system of Fig. 3-30, in general, this

may

not be possible for all discrete-data systems. Let us consider the system shown in Fig. 3-31. The output transforms, C(s) and C{z), are derived as follows:
C(s)

E(s)

= =

G(s)E(s)
R(s)

(3-158)
(3-159)

H(s)C*(s)

~>"

C*(t)

KO
R(s)

(%

~?)

e(t)

c(t)

G(s)

\J
i

E(s)

C(s)

c*(t)

Hds)
C*(s)

Fig. 3-31. Closed-loop discrete-data system.

Substituting Eq. (3-159) into Eq. (3-158) yields

C{s)

G(s)R(s)

G{s)H(s)C*{s)
the last

(3-160)

Taking the pulse transform on both C*(s), we have


C*(s)

sides of

equation and solving for

GH *{s) + **L

(3-161)

Note that the input and the transfer function G(s) are now combined as one function, GR*(s), and the two cannot be separated. In this case we cannot define a transfer function in the form of C*(s)/R*(s). The z-transform of the output is determined directly from Eq. (3-161) to be
C(z)

= r GR(z) GH(z) = =
#[G(*)fl(s)]

(3-162)

where

it is

important to note that

GR(z)

(3-163)
(3-164)

and
GH(z)

g[G(s)H(s)]

Chap. 3

Problems

89

To determine

the transform of the continuous output, C(s),

we

substitute

C*(s) from Eq. (3-161) into Eq. (3-160).


C(s)

We

have
(3 " 165)

G(s)R(s)

GR * (s) - G +gh*\s)
t

Although we have been able

to arrive at the input-output transfer function

and

transfer relation of the systems of Figs. 3-30


difficulty, for

without

may become

tedious.

and 3-3 1 by algebraic means more complex system configurations, the algebraic method The signal-flow-graph method is extended to the analysis

of discrete-data systems; the reader

may

7 refer to the literature.

REFERENCES
Block Diagram and Signal Flow Graphs
1.

T. D. Graybeal, "Block
70, pp. 985-990, 1951.

Diagram Network Transformation,"

Elec. Eng., Vol.

2.

S. J.

Proc. IRE, Vol. 41,


3.

Mason, "Feedback Theory Some No. 9, pp. 1144-1156,

Properties of Signal
Sept. 1953.

Flow Graphs,"
Flow Graphs,"

S. J.

Proc. IRE, Vol. 44,


4.

Mason, "Feedback Theory Further Properties of No. 7, pp. 920-926, July 1956.

Signal

L. P. A.

Applications, Prentice-Hall, Inc.,


5.

Robichaud, M. Boisvert, and J. Robert, Signal Flow Graphs and Englewood Cliffs, N.J., 1962.

B. C.

Kuo, Linear Networks and Systems, McGraw-Hill Book Company,

New

York, 1967.
6.

N. Ahmed, "On Obtaining Transfer Functions from Gain-Function Derivatives," IEEE Trans. Automatic Control, Vol. AC-12, p. 229, Apr. 1967.

Signal Flow Graphs of Sampled- Data Systems


1.

B. C.

Hall, Inc.,
8.

Kuo, Analysis and Synthesis of Sampled- Data Control Systems, Englewood Cliffs, N.J., 1963.
Discrete

Prentice-

B. C.

Kuo,

Data Control Systems, Science-Tech, Box 2277, Station A,

Champaign,

Illinois, 1970.

PROBLEMS
3.1.

The following
where
r(t)

differential equations represent linear time-invariant systems,


c{t)

denotes the input and function of each of the systems.


(a)

denotes the output. Find the transfer

d^) + 3 d_^1 + 4 aW) + c(/) = 2 ^) f(/) +

(b)

*%P +

104g->

2cit)

r(

2)

3.2.

The block diagram of a multivariate feedback control system P3-2. The transfer function matrices of the system are

is

shown

in Fig.

90

Transfer Function and Signal Flow Graphs

Chap. 3

G0)

0"
1.

HO)
.0

Find the closed-loop transfer function matrix for the system.

Rfe)

y
i

/\

C(s)
,

G(s)

H(s)

Figure P3-2.

3.3.

A multivariable system with two inputs and two outputs


Determine the following transfer function relationships
Ci(j)

is

shown

in Fig. P3-3.

C2 (s)

Ci(j)

C2 (s)

*i(*)

Ri(s)

Write the transfer function relation of the system in the form


C(s)

G(s)R(s)

R 2 (s)
Figure P3-3.

3.4.

Draw

a signal flow graph for the following


3xi
Xi
3

set

of algebraic equations:

+ x 2 + 5x = + 2x 2 4x = 2 x 2 x =
3 3

Chap. 3

Problems

91

3.5.

Draw an equivalent

signal flow

graph for the block diagram

in Fig. P3-5.

Find

the transfer function C(s)jR(s).

Figure P3-5.

3.6.

Find the
P3-6.

gains,

y 6 /yi,

y%ly\,

and yi/y 2 for the

signal flow

graph shown in Fig.

Figure P3-6.

3.7.

Find the gains y<,\y x and y 2 lyi for the signal flow graph shown
-0.5

in Fig. P3-7.

Figure P3-7.

92

/ Transfer

Function and Signal Flow Graphs

Chap. 3

3.8.

In the circuit of Fig. P3-8, e s (t), e^t), and i,(t) are ideal sources. Find the value of a so that the voltage e (t) is not affected by the source ed (t).

o+

Figure P3-8.

3.9.

Are the two systems shown

in Fig. P3-9(a)

and

(b) equivalent ? Explain.

Oyj

(a)

(b)

Figure P3-9.

3.10.

Given the signal flow graph of Fig. P3-10(a) and the transfer functions G it G 2 G 3 G 4 and G 5 find the transfer functions GA GB and (7C so that the three systems shown in Fig. P3-10 are all equivalent.
, ,
,

(a)

Figure P3-10.

Chap. 3

Problems

93

(b)

(c)

Figure P3-10. (Cont.)


3.11.

Construct an equivalent signal flow graph for the block diagram of Fig. P3-11. (a) Evaluate the transfer function C/R when 0. (b) Determine the relation among the transfer functions G u G 2 , G 3 G4 u and 2 so that the output C is not affected by the disturbance signal N.

N=

Figure P3-11.
3.12.

multivariate system

is

described by the following matrix transfer function

relations

C(s)
S(.y)

= G(s)S(s) = R(.r) - H(*)CO)


R(s)
5
s
n
1

where
C(s)

= c^sy
i

-R^sT
-Ri(s).

G(s)

+
_1_

H( S)
-

'I

0" 0_

.0

94

/ Transfer

Function and Signal Flow Graphs

Chap. 3

(a)

Derive the closed-loop transfer function relationship


C(i)

= +

M(.$)RO)
G(j)H(5)]-'G(i)

by using

M(s)
(b)

[I

Draw a signal flow graph for the system and find M(s> from the signal flow graph using Mason's gain formula.
in Fig. P3-13.

3.13.

Find the transfer function relations C(s)/R(s) and C(s)jE(s) for the system

shown

Figure P3-13.
3.14.

P3-14.

Find the transfer function C(z)/R(z) of the discrete-data system shown The sampling period is 1 sec.
r(t)

in Fig.

^
T

r*(t)
s(s

c(t)
1

+ 2)

Figure P3-14.
3.15.

Find the z-transfer functions C(z)/R(z) of the discrete-data systems shown


Fig. P3-15.

in

KO

^
^
T

r*(.t)
s

cd)
1

2
s

(a)

r(t)

r*(t)
^

s+

-X1

c(t)
s +

(b)

Figure P3-15.

4
State-Variable Characterization
of

Dynamic Systems

4.1

Introduction to the State Concept

In Chapter 3 the classical methods of describing a linear system by transfer function, impulse response, block diagram, and signal flow graph have been presented. An important feature of this type of representation is that the

system

dynamics are described by the input-output

relations.

For

instance, the trans-

fer function describes the input-output relation in the Laplace transform domain. However, the transform method suffers from the disadvantage that all

the initial conditions of the system are neglected. Therefore,


terested in a

when one is intime-domain solution, which depends to a great deal on the past history of the system, the transfer function does not carry all the necessary
information. Transfer function
js

valuable for frequency-domain analysis and

The greatest advantage of transfer compactness and the ease that we can obtain qualitative information on the system from the poles and zeros of the transfer function.
function
is

design, as well as for stability studies.


in its

An
is

alternative to the transfer function

method of describing a
It

linear system

the state-variable method.

The

state-variable representation

to linear systems

and time-invariant systems.

not limited can be applied to nonlinear as


is

well as time-varying systems.

The

state-variable

method

is

often referred to as a

modern approach.

However, in reality, the state equations are simply first-order differential equations, which have been used for the characterization of dynamic systems for many years by physicists and mathematicians.

To

begin with the state-variable approach,

fining the state of a system.

As the word

we should first begin by deimplies, the state of a system refers to


95

96

State-Variable Characterization of

Dynamic Systems

Cna P- 4

the past, present, and future conditions of the system. It is interesting to note that an easily understood example is the "State of the Union" speech given by
the President of the United States every year. In this case, the entire system encompasses all elements of the government, society, economy, and so on. In
general, the state can be described

of numbers, a curve, an equation, or something that is more abstract in nature. From a mathematical sense it is convenient to define a set of state variables and state equations to portray systems. There are some basic ground rules regarding the definition of a state

by a

set

variable

and what constitutes a


. .

state equation.

Consider that the

set

of variables,

characteristics of a ., x(t) is chosen to describe the dynamic Xl (t), x 2 (t), the state variables of the system. Then system. Let us define these variables as these state variables must satisfy the following conditions

1.

At any time
define the

the state variables, Xi(t

),

x 2 (t a ),

x(t

initial states

of the system at the selected

initial time.

2.

Once the inputs of the system

and the initial states defined t for t above are specified, the state variables should completely define the future behavior of the system.

>

Therefore,
Definition
set

we may

define the state variables as follows:

of state variables. The state variables of a system are defined as ., x n (t) such that knowledge of these of variables, x^t), x 2 (t), plus information on the input excitation subsequently variables at any time t t > 1 applied, are sufficient to determine the state of the system at any time
a minimal
.
.

confuse the state variables with the outputs of a system. An output of a system is a variable that can be measured, but a state variable does not always, and often does not, satisfy this requirement. However, an

One should not

output variable

is

usually defined as a function of the state variables.

R
-^AM
e(f)
1

Example

4-1

As a simple illustrative example of


ables, let us consider the
in Fig. 4-1.

state vari-

network shown The history of the network is

RL

i(0

fJ

completely specified by the initial current of the inductance, 0, a constant input voltage of ampli0. At / j'(0+), at t tude Ei is applied to the network. The loop equation of the

network for
Fig. 4-1.

>

is

RL

network.

^=R

(t)

+ L dm
we
get

Taking the Laplace transform on both

sides of the last equation,

E(S ) =*h.

= (R+ Ls)I(s) - Li(0+)

(4-2)

Solving for I(s) from the last equation yields

m~
.,

s{R+Ls)'r

E,

1-/(0+)

R+Ls

(4-3)

The

current

/(/)

for

is

obtained by taking the inverse Laplace transform of both

Sec. 4.2

State Equations and the

Dynamic Equations

97

sides of Eq. (4-3).

We have
'(0

= ^ (1 - e-1 +
-)

i(0+)e- R,/L

(4-4)

Once

the current /(/)

is

determined for

> 0,

the behavior of the entire network

is

apparent that the current i(t) in this case satisfies the basic requirements as a state variable. This is not surprising since an inductor is an electric element that stores kinetic energy, and it is the energy storage capability that holds the information on the history of the system. Similarly, it is easy
interval. Therefore,
it is

defined for the

same time

to see that the voltage across a capacitor also qualifies as a state variable.

4.2

State Equations and the Dynamic Equations

The

first-order differential

equation of Eq.

(4-1),

between the

state variable i(t)

and the input

e{t),

which gives the relationship can be rearranged to give

This first-order differential equation is referred to as a state equation. For a system with p inputs and q outputs, the system may be linear or nonlinear, time varying or time invariant, the state equations of the system are
written as

^
i

=fix

(f),

x 2 (t), ...,

x(t), r,(0, r 2 (0,

r p (t)]

(4-6)

=
. .
.

1,2, ... ,n
,

where x^t), x2 (t),

xn (t)

are the state variables;


z'th

/-,(/),

r 2 (t),

rp {t) are

the input variables; and/;, denotes the


variables

functional relationship.
. .
.

The outputs of the system c k (t), k = 1, 2, q, and the inputs through the output equation,
,

are related to the state

c k {t)

&[*,(*),

x 2 (t),

...,

x(t),

rM

r 2 {i),

..., r p (t)]

(4-7)

k=\,2,...,q
where gk denotes the kth functional relationship. The state equations and the output equations together form the set of equations which are often called the dynamic equations of the system.
contain only the

Notice that for the state equations, the left side of the equation should first derivatives of the state variables, while the right side should have only the state variables and the inputs.

Example

4-2

Consider the
tional

RLC

network shown in Fig. 4-2. Using the convennetwork approach, the loop equation of the network is

written
e{t)

Ri(t)

+L^ + [
equation
is

i{t)

dt

(4-8)

Fig. 4-2.

RLC network.

is not in the form of a state a time integral. One method of writing the state equations of the network, starting with Eq. (4-8), is to let the state variables be defined as

We notice that

this

equation, since the last term

98

State-Variable Characterization of

Dynamic Systems

Chap. 4

*i(0
Xl(t)

= iff)
=
f /(/) dt

(4-9)

(4-10)

Substituting the last two equations into Eq. (4-8),


eit)--

= Rx (t)+L
1

we have

+ ^x 2 (t)

(4-11)

of Eq. (4-10),

Rearranging the terms in Eq. (4-11) and taking the time derivative on both sides we have the two state equations of the network,

^
}

= -T*'<'>-nr*<'> + r*>
*,(/)

(4 " 12)

^- =
which are

(4-13)

linear first-order differential equations.

We have demonstrated how the state equations of the RLC network may be written from the loop equations by defining the state variables in a specific way. The objective, of course, is to replace Eq. (4-8) by two first-order differential equations. An alternative approach is to start with the network and define the state variables according to the elements of the network. As stated in Section 4.1, we may assign the current through an inductor and the voltage across a
capacitor as state variables. Therefore, with reference to Fig. 4-2, the state
variables are defined as

*i(o

*2

= (0 =

m
efy)

(4-i4)

(4-15)

Then, knowing that the state equations would have to contain the first derivatives of x^t) and x 2 (t) on the left side of the equations, we can write the equations directly

by inspection from
Voltage across L:

Fig. 4-2

^p =

-Ri(t)

e e (t)

<?(0

(4

"

16 )

Current in C:

C^2 =
at

i(t)

(4-17)
sides of the last

Using Eqs. (4-14) and (4-15), and dividing both by L and C, respectively, we have

two equations

**M = - Xl

(f)

- i-*

(0

e(t)

(4-18)

4*M =

^ Xi

(f)

(4-19)

which are the state equations of the RLC network. We notice that using the two independent methods, the only difference in the results is in the definition of the second state variable x 2 (t). Equation (4-19) differs from Eq. (4-13) by
the factor of the capacitance C.

two simple examples we see that systems, the state equations can generally be written

From

these

for linear time-invariant


as

Sec. 4.3

Matrix Representation of State Equations

99

dxt)
dt

% a u xj(0 +
d
1

2l b ik r k (i)

i=l,2,....,n

(4-20)

where a tJ and b ik are constant


c k (0

coefficients.

The output equations

are written
(4-21)

kJ Xj(t)

j=

+ m^ t,

e km r m {i)
1

k=l,2,...,q

where dkj and ekm are constant coefficients. For a linear system with time-varying parameters, the (4-20) and (4-21) become time dependent.
4.3

coefficients of Eqs.

Matrix Representation of State Equations

The dynamic equations are more conveniently expressed us define the following column matrices
"*i(0'

in matrix form. Let

x 2 (t)
x(r)

(n

1)

(4-22)

where

x(t)

is

defined as the state vector;

>i(0"
r 2 (t)
r(/)

(px

1)

(4-23)

WO.
where
r(/) is

defined as the input vector; and

"c,(0"
cz(t)

c(0

(qX
_c,(0_

1)

(4-24)

where

c(r) is

defined as the output vector.

Then

the state equations of Eq. (4-6)

can be written

M)=f[x(0,r(0]
where
f

(4-25)

denotes an n

f as elements,

x 1 column matrix that contains the functions fu f2 and the output equations of Eq. (4-7) become
c(r)

g[x(r), r(r)]

(4-26)

where g denotes a q x

column matrix

that contains the functions

g u g 2 ,...,

gq

as elements.

100

State-Variable Characterization of

Dynamic Systems

Chap. 4

For a

linear time-invariant system, the

dynamic equations are written

State equation

^
c(/)
fl

Ax(0

+ Br(r)

(4-27)

Output equation:
where

= Dx(0 + Er(/)

(4-28)

A is an

n coefficient matrix given by

a 11 d 21

12

a, "In

#22

a 2n
(4-29)

A=
a,

B is

an n X

p matrix given by
t>u

b 12 b2 2

a.;

bn

B
Pi
b 2

(4-30)

D is

a q

n matrix given by
~d u
"21

d i2
"22

du
d2
(4.31)

D=
dql
and

dq2
i2 e 12
"2p

is

a q

p matrix,
'e

en

E =
Zql

(4-32)

C2

Example

4-3

The

state equations of Eqs. (4-18)

and

(4-19) are expressed in matrix-

vector form as follows

dxi(ty dt

r
'

R L
j_

V
'

-\

r*iw"

+
\x
{t)

L
e(0

(4-33)

dx 2 (t)
L dt J

2 C Thus the coefficient matrices A and B are identified to

be

_R
A=
L
J_

L
(4-34)

Sec. 4.4

State Transition Matrix / 101

B= L

(4-35)

4.4

State Transition Matrix

The state transition matrix geneous state equation

is

defined as a matrix that satisfies the linear

homo-

^
Let
<(f)

= Ax

(4-36)

be an n

x n matrix
equation

that represents the state transition matrix; then

it

must

satisfy the

^
x(t)

= AKO = 0; then
<f>(t) is

(4-37)
also defined

Furthermore,

let

x(0+) denote the

initial state at t

by the matrix equation

<Kr)x(0+)
state equation for
t

(4-38)

which

is

the solution of the

homogeneous
fy(t) is

>

0.

One way of determining sides of Eq. (4-36) we have


;

by taking the Laplace transform on both

sX(s)

x(0+)

= AX(s)
get

(4-39)

Solving for X(s) from the last equation,


X(s)

we

- A)" >x(0+) where it is assumed that the matrix (si A) is nonsingular.


(si

(4-40)

Taking the inverse

Laplace transform on both sides of the

last

equation yields
/

x(0

,- [(si

A)" ']x(0+)

>
is

(4-41)
identified

Comparing Eq.
to

(4-41) with Eq. (4-38), the state transition matrix

be
(>(0

- [(jI-A)-']
1

(4-42)

An

alternative

way of

solving the

solution, as in the classical

homogeneous state equation is to assume a method of solving differential equations. We let


x(0

the solution to Eq. (4-36) be

'x(0+)
series

(4-43)

for

> 0, where e

At

represents a
AI

power
4-

of the matrix At and


3

=1+

At

^A*/ 2
is

+1A

(4-44)*

It is

easy to

show

that Eq. (4-43)

a solution of the

homogeneous

state

equation, since, from Eq. (4-44),

^=
*It

Ae Kt
uniformly convergent.

(4-45)

can be proved that

this

power

series is

102

State-Variable Characterization of

Dynamic Systems

Cha P- 4

Therefore, in addition to Eq. (4-42),

we have obtained another

expression for

the state transition matrix in


(,(,)

eK<

=I+

At

+ ~A

2 2 /

+ 1A

(4-46)

exercise for the reader

Equation (4-46) can also be obtained (Problem 4-3).

directly

from Eq.

(4-42).

This

is left

as

an

Example 4-4

Consider the
that
is,

RL

network of

Fig. 4-1 with the input short circuited;


is

e(t)

= 0. The homogeneous state equation

written
(4-47)

*=-*)
The solution of the last equation for t Thus
i(t)

>

is

obtained from Eq. (4-4) by setting Ei

= 0.
(4-48)

= e' R,/L i(0+)


a scalar and
t

The state transition matrix in

this case is

is

given by
(4-49)

0(0
which
is

e-*" L

>

a simple exponential decay function.

Significance of the State Transition Matrix

Since the state transition matrix satisfies the homogeneous state equation,
it

represents the free response of the system. In other words,


is

it

governs the

response that

excited

by the

initial

conditions only. In view of Eqs. (4-42)


is

and

(4-46), the state transition

matrix

dependent only upon the matrix A.

As

implies, the state transition matrix <f>(0 completely defines the transition of the states from the initial time t to any time t.

the

name

Properties of the State Transition Matrix

The

state transition
1.

matrix

<J>(0

possesses the following properties:


I

<f)(0)

the identity matrix

(4-50)

Proof:
f

Equation (4-50) follows directly from Eq. (4-46) by setting

0.

2.

0-(O
Proof:

4(-O
Ac
,

(4-51)

Postmultiplying both sides of Eq. (4-46) by e~

we

get

<K0e"

At

e x 'e- A '

=
<J>

I
_1
(')>

(4-52)

Then premultiplying both


Thus

sides of Eq. (4-52)

by

we 8 et
(4-53)

e- A '

(f,-i( f )

<K-r)

<f~'(0

e~ At
is

(4-54)

An

interesting result

from

this property

of

<f>(t)

that Eq. (4-43) can be re-

arranged to read

x(0+)

<J>(-0x(0

(4-55)

Sec. 4.5
State Transition Equation /

103

time.

which means that the state transition process can be considered as bilateral in That is, the transition in time can take place in either direction.
3.
<J>(7 2

0<K>i

<f>(t 2

for any

tQ

t2

(4-56)

Proof:
<K'2

'i)<K'l

t )

= A e A( "-') =e = M2 <'-">

A(r,-)

(4.57)

t )

This property of the state transition matrix is important since it implies that a state transition process can be divided into a number of sequential transitions. Figure 4-3 illustrates that the transition from t t Q to t t 2 is

Fig. 4-3. Property of the state transition matrix.

equal to the transition from t to t and then from U to t 2 In general, of course lt the transition process can be broken up into any number of parts Another way of proving Eq. (4-56) is to write
.

= <K>2 - tMt *('.) = ftr, )x(t x(t = <K?2 - )x(t


*(h)
t 2) tQ

) ) )

(4-58)
(4.59)
(4 _ 60)

The proper
4

result is obtained
result

by substituting Eq.

(4-59) into

comparing the
-

Eq

(4-58)

and

with Eq. (4-60).

MO]" =
Proof:
[<t>(t)Y

<Kkt)

for

= integer
(k terms)

(4-61)

oAr

e kAt = Mt)
4.5

(4-62)

State Transition Equation


state transition equation is defined as the solution of the linear nonhomostate equation. For example, Eq. (4-5) is a state equation of the network of Fig. 4-1. Then Eq. (4-4) is the state transition

The

geneous

RL

input voltage

is

constant of amplitude , for

>

equation when the

0.

104

State-Variable Characterization of

Dynamic Systems

Chap. 4

In general, the linear time-invariant state equation

&j& = Ax(0 +
can be solved by using either the
presented in the following.
classical

Br(r)

(4-63)

tions or the Laplace transform method.

method of solving differential equaThe Laplace transform method is


sides of Eq. (4-63),

Taking the Laplace transform on both


sX(s)

we have
(4-64)

x(0+)

AX(s)

BR(s)
t

where x(0+) denotes the


X(s) in Eq. (4-64) yields X(s)

initial state

vector evaluated at

0+. Solving

for

(si

A)" 'x(0+)

(si

A)" 'BR(s)

(4-65)

The

state transition

equation of Eq. (4-63)

is

obtained by taking the inverse

Laplace transform on both sides of Eq. (4-65),


x(f)

"'[(5l

A)" ]x(0+)
1

JC-'Kil

A)- BR(s)]
1

(4-66)

Using the definition of the

state transition matrix of Eq. (4-42),


is

and the con-

volution integral, Eq. (3-26), Eq. (4-66)


x(r)

written

<K0x(0+)

+ Jf

<f>(?

T)Br(r) dx
is

>
when

(4-67)

The
time
is

state transition

equation in Eq. (4-67)


t

useful only

the initial

defined to be at

0.

In the study of control systems, especially disoften desirable to break up a state transition

crete-data control systems,

it

is

process into a sequence of transitions, so that a

more
ta

flexible initial

time must
initial

be chosen. Let the


state

initial

time be represented by
r(f) is
t

and the corresponding


/

by

x(/

),

We

start

and assume that an input with Eq. (4-67) by setting

applied for
,

>

r.

and solving for x(0+), we

get

x(0+)

<J>(-/ )x(/o)
<(>(f)

<K-'o)

f"

Wo -

T)Br(t) di

(4-68)

where the property on

of Eq. (4-51) has been used.

Substituting Eq. (4-68) into Eq. (4-67) yields

x(0

(J>(0<K->o)x('o)
,,

<KO<K-'o) Jf<Wo

T)Br(T)rfr
(4-69)

+
J

<(>(?- T)Br(r) di
last

Now

using the property of Eq. (4-56), and combining the

two

integrals,

Eq. (4-69) becomes


x(r)
It is

<f>(t

)x(t

+
is

<j)(t

~ r)Br(r) dx
i

(4-70)
0.

apparent that Eq. (4-70) reverts to Eq. (4-67) when

Once

the state transition equation

determined, the output vector can be

expressed as a function of the


stituting x(r)

initial state

from Eq.

(4-70) into Eq. (4-28).

and the input vector simply by subThus the output vector is written

c(0

Dcf>('

)x(t

f ' D<f>('

T)Br(r) dx

'

Er(f)

(4-71)

Sec. 4.5
State Transition Equation
/

105

The following example


equation.

illustrates the application

of the state transition

Example

4-5

Consider the state equation


r*i(o"

dt

dx 2 (t)
dt

+
-2 |*2(0
1

#(/)

(4-72)

The problem
t

is

to determine the state vector

> 0; that

is,

r(t)

x(0 for t when the input r(/) u s (t). The coefficient matrices A and B are identified to be

>

for

r
_

~0~

-3.
"

B=
_1_
1"

(4-73)

Therefore,

0~
si s

~s

-1
s

"1

_-2

-3.

_2

3_

The matrix

inverse of (si

A)

is

(si- A)-'
The
state transition matrix of

+
-2

1"

3s

(4-74)
5

A is found
=
is

the last equation.

by taking the inverse Laplace transform of


2e~'

Thus

<K0 =<-'[(*!- A)- >]


The
#(/)

-2e~'
state transition equation for
t

e' 1 + 2e~ 2
'

'

e' 2 e~' + 2e~


e~ !
'

2t

(4-75)

>

into Eq. (4-67).

x(0

We have 2e~' ~ e' 2 e~' 2e-' + e~ 2 e -< +


'

obtained by substituting Eq (4-75)


'

B and
'

e~ 2 '

x(0+)
2e~ 2 \
-(i-t)

<

2fi-('-')

e -2(t-t)
_|_

-2<-t)

-2g-(r-r)

2 e -2('-r)

_ e -(f-T)
g-'
<

_|_2e- 2
~2'
'

('-'>

rfT

(4-76)

x(0

2e~'
-2c"'

+
c

c -2 '

2e~ 2
-

-e-<

x(0+)
2e" 2 '.
(4-77)

+
As an
alternative, the

<?-'

e -2t

>>0

taking the inverse Laplace transform of (si

second term of the state transition equation can be obtained by - A)-'BR(s). Therefore
A)-iBR(s)]

~ Ksl1

=-i

's
-

1"

-2

s.

= -'
|

-J_-l
1

3s

(4-78)

1_

- e~' + \e~ e~< e -2


'

2>

/>0

106

State-Variable Characterization of

Dynamic Systems

Chap. 4

Example

4-6

In this example

we

shall illustrate the utilization of the state transition

method

to a system with input discontinuity. Let us consider that the

input voltage to the

RL

network of Fig. 4-1

is

as

shown

in Fig. 4-4.

IE
e(t)

Fig. 4-4. Input voltage

waveform
is

for the

network

in Fig. 4-1.

The

state

equation of the network


di(t)

rf-

= -r /(/ + rw
)

(4-79)

Thus

A
The
state transition matrix
is

R L
#(0

B
e~ R " L

(4-80)

(4-81)

One approach
voltage as

to the

problem of solving for


e(t)

;'(?)

for

>

is

to express the input

Eu s (t)

Eu

(t

?,)
is

(4-82)

where u s (t)

is

the unit step function.

The Laplace transform of e(r)

(s)=^ (!+*-")
Then
(si

(4-83)

- A)-'BR(j)
s

E
s

R/L L

d+e-"')
(4-84)
*

Rs[l

E + (L/R)s] (1
t

+<?-'")
is

Substituting Eq. (4-84) into Eq. (4-66), the current for


i(t)

>

obtained:

e- R "H(0+)u s (0

+ d -

e-"*)u,(t)
(4-85)

+ -f[l Using the


parts:
t

e -M-w-]u.(t-t 1 )

state transition
t

approach we can divide the transition period into two


?,

=
is

to

t,,

and

to

oo. First for the time interval,

<

<,

t,,

the input

e(t)

Eu,(t)

0<t <

r,

(4-86)

Then

(4-87)
j

Rs[l

+ (L/R)s]

Sec. 4.6

Relationship

Between State Equations

107

Thus the state

transition equation for the time interval

< <
t

is

i(0

= [e- R'^i(0+) + -fr (1 - e- R"L)^ ,(/)


we
get
e -*"> L )

(4-88)

Substituting

tx

into this equation,

i( tl )

e -Ru/L i( Q

+ ) + -j| (1 -

(4-89)

The value of
period of
tt

i(t) at t

ti is

now

used as the

initial state

for the next transition


is

< < co. The magnitude of the input for this interval
t
is

2E. Therefore,

the state transition equation for the second transition period

i(0

= e-*('--"L i('i) + = [1 - e -*e-'.>/i]

>

t,

(4-90)

where
In the

i(ti) is

given by Eq. (4-89).


treated as

This example illustrates two possible ways of solving a state transition problem.
first

approach, the transition


is

is

one continuous process, whereas

in

the second, the transition period


easily represented.

divided into parts over which the input can be

more

approach requires only one operation, the second and it often presents computational advantages. Notice that in the second method the state at / = t is used as the initial state for the next transition period, which begins at t
first

Although the

method
x

yields relatively simple results to the state transition equation,

4.6

Relationship Between State Equations and High-Order


Differential Equations

In preceding sections

we

defined the state equations and their solutions for


it

linear time-invariant systems. In general, although

is

always possible to

from the schematic diagram of a system, in practice the system may have been described by a high-order differential equation or
write the state equations
transfer function. Therefore,
it is

necessary to investigate

how

state equations

can be written directly from the differential equation or the transfer function. The relationship between a high-order differential equation and the state equations
is

discussed in this section.


is

Let us consider that a single-variable, linear time-invariant system


scribed by the following nth-order differential equation
d"c{i)
,

de-

dn

~l

c(i)

d"~ 2 c(t)

dc(i)

,..

,,..

lA ,,.

where

c(t) is

the output variable and r(t)


is

is

the input.

The problem
the output c(0

to represent Eq. (4-91)

by n

state equations

and an output

equation. This simply involves the defining of the n state variables in terms of

and

its

derivatives.

We

have shown

earlier that the state vari-

ables of a given system are not unique. Therefore, in general,

we

seek the most

convenient

way of assigning the


is

state variables as

long as the definition of state

variables stated in Section 4.1

met.

108

State-Variable Characterization of

Dynamic Systems

Chap. 4

For the present case

it is

convenient to define the state variables as

x,(0 *a(0

c(t)

dt

(4-92)

*(o
fife""

Then

the state equations are

dx z (t)
dt

=*

(0

(4-93)

<fa-i(0
<//

xJLO

dx(t)

dt

= -a x,(0 B

a_,x 2 (0

...

a 2 Jf-i(0

i^(0

+ KO

where the last state equation is obtained by equating the highest-ordered derivative term to the rest of Eq. (4-91). The output equation is simply
c{t)

x,(0
is

(4-94)

In vector-matrix form, Eq. (4-93)


dx(t)
dt
.

written
Br(t)

= Ax(0 +
and

(4-95)

where

x(t) is the

state vector

r(i) is

the scalar input.

The

coefficient

matrices are
1

n)

(4-96)

a
0"

a-i a

n -2

A,-3 fl_4

(xl)

(4-97)

Sec 4 7
-

Transformation to Phase-Variable Canonical Form / 109

The output equation


where

in vector-matrix

form

is

c(0

= Dx(r)
0]
(1

(4-98)

D=
The
section.
state

[1

...

ji)

(4-99)

equation of Eq. (4-95) with the matrices


is

Eqs. (4-96) and (4-97)

and B defined as in called the phase-variable canonical form in the next

Example

4-7

Consider the differential equation

^) + 5 ^L) + ^) + 2c(/) = rCO


Rearranging the
last

(4100)
is

the rest of the terms,

equation so that the highest-order derivative term we have

equated to

The

state variables are defined as

*i(')

= c(0
(4-102)

x.(0=*>
**<*)

~ ~^mt) dt*

d 2 c(

Then
with

the state equations are represented by the vector-matrix equation of Eq. (4-95)

"010
1

(4-103)

-2
and

-1

-5

B=
The output equation
is

(4-104)

c(t)

= Xl (t)

(4-105)

4.7

Transformation to Phase-Variable Canonical Form


In general,

when

the coefficient matrices

and

are given
is

by Eqs.

(4-96)

and
sys-

(4-97), respectively, the state

equation of Eq. (4-95)

called the phase-variable

canonical form. It

is

tem with

single input

shown in the following that any linear time-invariant and satisfying a certain condition of controllability

(see

section 4.15) can always be represented in the phase-variable canonical form.

Theorem
given by

4-1.

Let the state equation of a linear time-invariant system be

4*j&

= Ax(0 + Brit)

(4-106)

110

State-Variable Characterization of

Dynamic Systems

Chap. 4

where x(t)

is

an n

1 state vector,
r(t)

an n

coefficient matrix, and

a scalar
[B

input. If the

n coefficient matrix, matrix

an n X 1

S
is

AB A 2 B

...

Anl B]

(4-107)

nonsingular, then there exists a nonsingular transformation


y(f)

= Px(r)

(4-108)

or

x = P-'yCO
which transforms Eq. (4-106) to the phase-variable canonical form

(4-109)

y(0
where
1

=A

y(0

B,r(0

(4-110)

...
1 1

... ...

A,

(4-111)

-a

and

(4-112)

The transforming matrix

is

given by

Pt

PA
t

(4-113)

_P A"1

where
P,
Proof: Let

[0

1][B

AB A B
2

A"- B]]

(4-114)

Xi(f)

x(0

=
_*.(0-

(4-115)

Sec. 4.7

Transformation to Phase-Variable Canonical Form / 111

>i(0'

y(0

=
(4-116)

and

U.(0.
Pll

Pl2

Pin
Pin

P.

Pi

PlZ

P=
Pnl

(4-117)

Pnl

where

Pnn.

P =
<

[Pa

Pa

P in ]

1, 2,

(4-118)

Then, from Eq. (4-108),


yi(t)

=P

il

(t)

+ p 12 x

2 (t)

...+ Pu xn(t)
last e 4 uation

tim e

Fn!f (4-110) fcqs. "rf

um

, and

J ^"
1

n b th sMeS f the

and

(4-111),

in view of

M*)

=y
5

2 (t)

P,x(0

P,Ax(0

pJ=

Eq

TSre^

^^
Mt)

+ p.BKO
f

(4-120)
in
'

"

fUnCti n

0nly

(4 " 120) >

Ji(0 = y7.it) = V Jaif) Taking the time derivative of the last equation once again leads to
1

(4 _ 12 i)

with

P AB =
t

=y

3 (t)

P,A 2x(?)

(4-122)

0.

Repeating the procedure leads to


J'.-i(0

= >'.(0 = PiA"-'x(0
we have
Pt

(4-123)

with

P,A-*B

0.

Therefore, using Eq. (4-108),

P.A
y(f)

Px(0

=
PjA"1

x(0

(4-124)

or

P,

P.A

P=
.Pi A"-'.

(4-125)

112

State- Variable Characterization of

Dynamic Systems

Chap. 4

and P, should

satisfy the

condition

PjB

= P,AB =
Px(0

P,A"- 2 B

=
we
get

(4-126)

Now taking the

derivative of Eq. (4-108) with respect to time,


fit)

PAx(f)

+
'

PBr(0

(4-127)

Comparing Eq.

(4-127) with Eq. (4-110),

we

obtain
(4-128)

A,

= PAP

and

B = PB
Y

(4-129)

Then, from Eq. (4-125),


-

P,B

'

'0'

P AB
t

PB =
_P,A"- B.
1

__

(4-130)

_1

Since Pj

is

an

X n row matrix, Eq. (4-130) can be written

P,[B

AB A 2 B

...

A"-B]

=
2

[0

...

1]

(4-131)

Thus P!

is

obtained as

P,=[0

...

1][B
1

AB A B

...

A-^B]-

if

2 A""'B] is nonsingular. This is the the matrix condition of complete state controllability. Once P! is determined from Eq. (4-132), the transformation matrix P is given by Eq. (4-125).

= [0 ... lJS" S = [B AB A B ...

(4-132)

Example

4-8

Let a linear time-invariant system be described by Eq. (4-95) with


"1

-1
-1

(4-133)

It is

desired to transform the state equation into the phase-variable canonical form.

Since the matrix

S
is

[B

AB]

ri
'

o~
(4-134)
-1

nonsingular, the system


is
is,

may

Therefore, Pi

obtained as a

row matrix which

be expressed in the phase-variable canonical form. contains the elements of the last row

of

S -1

that

P,=[l
Using Eq.
(4-125),

-1]

(4-135)

(4-136)

_PjA_

Sec. 4.7

Transformation to Phase-Variable Canonical Form / 113

Thus
A,

=PAP'
= PB = ro
i

"0
1

(4-137)

B!

(4-138)

The method of defining state variables by inspection as described earlier with reference to Eq. (4-91) is inadequate when the right-hand side of the differential equation also includes the derivatives of r(/). To illustrate the point we consider the following example.
Example
4-9

Given the

differential

equation

^^ +

~dk + ~dT +
L

2c

^-^dr +

2r(t)

(4-139)

it is desired to represent the equation by three state equations. Since the right side of the state equations cannot include any derivatives of the input r(t), it is necessary to include /(?) when defining the state variables. Let us rewrite Eq. (4-139) as

d3c(0

dr(t)

,d*c(t)

dc(t)

,,

,
(4-140)

The

state variables are

now

defined as

*i(0

= c(t)

(4-141)

x2

(0=^

(4-142)

(4-143)

Using these

last three

equations and Eq. (4-140), the state equations are written

^
dx 3 (t)

dt

=**(

= *.(0+r(0
= ~ 2x iW ~
,
.

(4-144)

~3J~
In general,
it

x 2(0

5x 3 (t)

3r(f)

can be shown that for the th-order

differential

equation

dt-

+
'

dr->

+a"dt"

~dt

+
...

a c

W
1

*.^ +
the state variables should be defined as

+ *._

^ +M0
dt

(4-145)

114

State-Variable Characterization of

Dynamic Systems

Chap. 4

x,(t)

c(t)

- V(0
x

x 2 (t)
xAt)

= ^f>-h

r{t)

= **M -

h 2 r{t)
(4-146)

*(0

^^-A

.-.'(0

where
A,

h2
>h

= a,6 = {b a b = (* a b - * A bj,

flj/71

aJh

(4-147)

(b

ab

a_ x h x

a_ 2 h 2

-a

2 hn

_2

aj\ n _ x

Using Eqs. (4-146) and (4-147), we resolve the th-order


tion in Eq. (4-145) into the following n state equations:

differential

equa-

^
d

x 2 (r)
3 (t)

+
+

MO
h 2 r(t)

-^f>

=x

(4-148)

^M =
^1 =

xm (t)

+ h^r(0 a.,x 2 {t)

-ax,(t)
is

...

+
3

fl 2

x._,(0
first

a iX {t)

+ hr(0
(4-149)

The output equation

obtained by rearranging the


c(t)

equation of Eq. (4-146):

x,(0

r{t)

Now if we apply these equations to the case of Example


a, = 5 b = b = 2 a = 6, = b = a = 2 = 6; tfj^o = h = (b a b Vi = a h ajx = hi = (b a b
2
1 3

4-9,

we have

/j,

When we

substitute these parameters into Eqs. (4-146)

and

(4-147),

we have

Sec. 4.8

Relationship Between State Equations and Transfer Functions /

115

the same results for the state variables and the state equations as obtained in Example 4-9. The disadvantage with the method of Eqs. (4-146), (4-147), and (4-148) is that these equations are difficult and impractical to memorize. It is not ex-

pected that one will always have these equations available for reference.
ever,

How-

we

shall later describe

a more convenient method using the transfer

function.

4.8

Relationship Between State Equations and Transfer Functions

We

have presented the methods of describing a linear time-invariant system by transfer functions and by dynamic equations. It is interesting to investigate the relationship between these two representations.
In Eq. (3-3), the transfer function of a linear single-variable system
is

defined in terms of the coefficients of the system's differential equation. Similarly,

Eq. (3-16) gives the matrix transfer function relation for a multivariate

p inputs and q outputs. Now we shall investigate the transfer function matrix relation using the dynamic equation notation.
system that has

Consider that a linear time-invariant system


equations

is

described by the dynamic

^
c(/)

= Ax(0 + =
X
X X
Dx(t)
1

Br(?)

(4-150)
(4-151)

+ Er(/)

where
x(/)

=n r (0 = P =q c
(t)

state vector

input vector

output vector

and A, B, D, and E are matrices of appropriate dimensions. Taking the Laplace transform on both sides of Eq. (4-150) and solving
for X(s),

we have
X(s)

(si

- A)" >x(0+) +
(4-151)
is

(si

~ A)-'BR(s)

(4-1 52)

The Laplace transform of Eq.

Q = DX(j) + ER(s)
Substituting Eq. (4-152) into Eq. (4-153),

(4-153)

we have

C(s)

D(sl

A)-x(0+)

D(jI

- A)-'BR(5) + ER(s)

(4-154)

Since the definition of transfer function requires that the initial conditions be set to zero, x(0+) 0; thus Eq. (4-154) becomes

C(s)

= [D(sl - A)-'B + E]R(s)


is

(4-1 55)

Therefore, the transfer function

defined as
(4-156)

G(s) = D(sl - A)~'B + E

which

is

a q

x p
A)
is

matrix.

Of

course, the existence of G(*) requires that the

matrix (si

nonsingular.

116

State-Variable Characterization of

Dynamic Systems

Chap. 4

Example 4-10

Consider that a multivariable system


equations
dt*
2

is

described by the differential

+4
dt

dt
c1

iCl

(4-157)

^+^ +
The
state variables of the

+2c 2

=/- 2

(4-158)

system are assigned as follows


Xi

Ci

(4-159)

x2 x3
These
state variables

= dci -^ =
c2

(4-160)
(4-161)
differential

have been denned by mere inspection of the two

equations, as

no

particular reasons for the definitions are given other than that these

are the most convenient.

Now equating the first term of each of the equations of Eqs. (4-157)
the rest of the terms
(4-161),

and (4-158) to
form:

and using the

state-variable relations of Eqs. (4-159) through

we

arrive at the following state equation

and output equation

in matrix

dxi
dt

xi

dx 2
dt

0-4
-1
ri
_o

x2
x3

ri
1 Li- z J

(4-162)

dx 3

ldt_
pi~|
_C2.

-1
01
1_

-2
~Xi~

x2
_*3_

Dx

(4-163)

To

formulation,

determine the transfer function matrix of the system using the state-variable we substitute the A, B, D, and E matrices into Eq. (4-156). First, we form

the matrix (si

A),
~s

-1
j

(sI-A)=
1

+4
1

-3
s

(4-164)

+
s

2_

The determinant of
Thus

(si

A) is
|jI-A| =
s3

+6s 2 +
11

1]

+
s

(4-165)

~s z
(.51

A)

-| jI _ A
is,

+6s + -3
-(*
case,

4)

+2 s(s + 2) -(s + 1)

" f4-1
fifi^

3i

s(s+4)_

The

transfer function matrix

in

tllis

GCs)

= T>(sl ~ S* +

A)-'B
"
1

s+2

3
!)

(4-167)

6s 2

+ Us +
initial

_-(

i(5

+ 4)J

Using the conventional approach, we


Eqs. (4-157) and (4-158) and assume zero

take the Laplace transform on both sides of


conditions.

The

resulting transformed

Sec. 4.9

Characteristic Equation. Eigenvalues,

and Eigenvectors

117

equations are written in matrix form as

sis
_ s

+ 4) +
1

-3
s

nrc,(j)-i
2 is)j

+ 2j[_C
obtain

= VR^s)'
\_R 2 (s)_

(4-168)

Solving for C(s) from Eq. (4-168),

we

C(.r)

G(j)R(i)

(4-169)
~

where

Sis
Gis)
_ s

+ 4) +1

-3
s

+ 2_

(4-170)

and the same

result as in Eq. (4-167)

is

obtained

when the matrix inverse is

carried out.

4.9

Characteristic Equation, Eigenvalues, and Eigenvectors

The

characteristic equation plays

systems. It can be defined

an important part in the study of from the basis of the differential equation, the
is

linear trans-

fer function, or the state equations.

Consider that a linear time-invariant system


equation
d"~ c u n d~ 2 c " ai
l
,

described by the differential

df

df-

dF^

+
,

+
,

an -\

dc + ac
,

(4-171)

'df

df =
1,2, ... ,m

By

defining the operator

p
P

as
k

dt

Mi

A;

(4-172)

Eq. (4-171)

is

written

a 2 pn

..

=
Then the
s"

ib P"

+
1

*,/>""'

+ +

+ a^^ + ajc + 1?-'P + b)r


is

(4-173)

characteristic equation of the system

defined as

+ a^"- +

a 2 s"- 2

o-,J

an

=
s.

(4-174)

which

is

setting the
is

homogeneous part of Eq.


is
1

(4-173) to zero. Furthermore, the

operator p

replaced by the Laplace transform variable

The

transfer function of the system

G(s) {S)

- fro*" + M"" + R(s) ~ s + a^ +


<&)
.

...
. .

+ b . iS + b + a _ lS + a
n
n

u (4

'

175)

Therefore, the characteristic equation

is

obtained by equating the denominator


write Eq. (4-156) as

of the transfer function

to zero.

From

the state-variable approach,

we can

G( , )

= D adj(5l-A) B + E si A
I |

D[adj(sl

A)]B

jl

-A

(4-176)
|

UI-AI

118

/ State-Variable Characterization of

Dynamic Systems

Chap. 4

Setting the denominator of the transfer function matrix G(s) to zero,

we

get

the characteristic equation expressed as


|

*I

A =
|

(4-177)

which

is

an alternative form of Eq. (4-174).

Eigenvalues

The

roots of the characteristic equation are often referred to as the eigenIt is interesting

values of the matrix A.

to note that if the state equations are

represented in the phase-variable canonical form, the coefficients of the characteristic

equation are readily given by the elements

in

the last

row of

the

That is, if A is given by Eq. (4-96), the characteristic equation is readily given by Eq. (4-174). Another important property of the characteristic equation and the eigenvalues is that they are invariant under a nonsingular transformation. In other words, when the A matrix is transformed by a nonsingular transformation x = Py, so that
elements of the

A matrix.

A = P"'AP
then the characteristic equation and the eigenvalues of of A. This
is

(4-178)

are identical to those

proved by writing

si- A = ^I-P'AP
or

(4-179)

si- A
The
characteristic equation of

= ^""P-P-'AP

(4-180)

\sl-

A is AlHsP-'P-P-'API

=
Since the determinant of a product

(4-181)

|P-'(jI- A)P|
is

equal to the product of the determinants,

Eq. (4-181) becomes

UIEigenvectors

A|

= ]P-MI^I- A||P| = |*I-A|


the matrix equation
(4-183)

The n X

vector

p,

which

satisfies

a,I

- A)p, =
is

where

X, is

the rth eigenvalue of A,


.

called the eigenvector of

A associated with

the eigenvalue X t

Illustrative

examples of

how

the eigenvectors of a matrix

are determined are given in the following section.

4.10

Diagonalization of the

Matrix (Similarity Transformation)


for diagonalizing the
x , ,
,

One of the motivations

A matrix is
all

that if
to

A is

a diagonal be

matrix, the eigenvalues of A, X

X2 located on the main diagonal; then the

X,

assumed

be

distinct, are

state transition matrix e K ' will also

Sec. 4.10

Diagonalization of the

Matrix

119

nonzero elements given by e Xl ', e M e*-'. There are other reasons for wanting to diagonalize the A matrix, such as the controllability of a system (Section 4. 1 5). We have to assume that all the eigenvalues of A are distinct, since, unless it is real and symmetric, A cannot always be diagonalized if it has multiple-order eigenvalues.
diagonal, with
its
,
.

The problem can be

stated as, given the linear system

x(0

= Ax(0 +

Bu(f)

(4-184)

where x(t) is an n- vector, u(t) an r- vector, and A has distinct eigenvalues X u X2 X, it is desired to find a nonsingular matrix P such that the transformation x(0 = Py(?) (4-185)
,
.

transforms Eq. (4-184) into

y(0
with

Ay(r)

ru(f)

(4-186)

given by the diagonal matrix


A.

...

h
23

... ...

(n

n)

(4-187)

...

K
state

This transformation

is

also
is

equation of Eq. (4-186)

known as the similarity transformation. The known as the canonical form.


it is

Substituting Eq. (4-185) into Eq. (4-184)

easy to see that


(4-188)

P 'AP
and

P'B
in the following that

(n

r)

(4-189)

In general, there are several methods of determining the matrix P.

We show
is,

can be formed by use of the eigenvectors of A; that

P=
where
p, (/

[Pi

P2

P 3 ...pj
is

(4-190)

=
t
.

1,2, ... ,n) denotes the eigenvector that

associated with the


is

eigenvalue k

This

is

proved by use of Eq. (4-183), which


AiPi

written
(4-191)

= Ap,. .
.

i=

1,2,.

,n

Now

forming the n x n matrix,

UiPi
or
[Pi

A 2p 2

Ap]

= [Ap, = A[p, =
A[p,

Ap 2
p2
.

Ap]
(4-192)

p]

P2

P]A

p2

P.J

(4-193)

Therefore,

if

we

let

P=

[Pi

P2

P.]

(4-194)

120

State-Variable Characterization of

Dynamic Systems

Chap. 4

Eq. (4-193) gives

PA = AP
or

(4-195)

A = P-AP
which
the
is

(4-196)

the desired transformation.

If the matrix

A is of the phase-variable canonical form, it can be shown that


matrix,
1 1

P matrix which diagonalizes A may be the Vandermonde


...
1

K
X\
X\

XI
(4-197)

X~\

where X u X 2
Since
it

X n are the eigenvalues of A.


that the rth
is

has been proven that

of A,

we

shall

show

P contains as its columns the eigenvectors column of the matrix in Eq. (4-197) is the

eigenvector of

that

associated with

Xi=

1,2,...,

n.

Let

Pn
P,

(4-198)

Pin.

be the

rth eigenvector

of A Then
.

U,i
or

A)p, ==

(4-199)

~x

-1
x
t

Pn

-1
x<

Pn

-1
(4-200)

-1
_0
a-!

a n -i

a- 3

Cl\_

-Pin

This equation implies that

XiPn

XiPn

Pn = Pn =
(4-201)

XtPi,-l
fl//i

a n-\Pn

+ (X

Pin= + a )p =
t

tm

Sec. 4.10

Diagonalization of the

Matrix

121

Now

we

arbitrarily let

pn

1.

Then Eq.

(4-201) gives
X,

Pn
Pn

= =

tf

(4-202)

Pt,n-1

xr Ar

Pin

which represent the elements of the


Substitution of these elements of
verifies that the characteristic
p,

rth

column of the matrix

in Eq. (4-197).

into the last equation of Eq. (4-201) simply


is satisfied.

equation

Example

4-11

Given the matrix


1

on
i

A=
6

(4-203)

-11

-6_
t

which is the phase- variable canonical form, the eigenvalues of A are X = 1, A 2 = 2, X 3 = 3. The similarity transformation may be carried out by use of the Vandermonde matrix of Eq. (4-197). Therefore,
"1
1

1"

P =
The canonical-form

X\
_Aj

"I

A3
A3

-2
4

-3
9

(4-204)

Ai
is

state

equation

given by Eq. (4-186) with


"a,

"-1

A =piAP
Example 4-12
Given the matrix

-2

A2
A3.

(4-205)

-r
6
(4-206)

A=
it

11
11

5j

can be shown that the eigenvalues of A are Xi = -1, k 2 desired to find a nonsingular matrix P that will transform A, such that A = P~ 1 AP.
is

= -2, and A = -3. It A into a diagonal matrix


3

We shall follow the guideline that P contains the eigenvectors of A. Since of the phase-variable canonical form, we cannot use the Vandermonde matrix. Let the eigenvector associated with a, = 1 be represented by
pn
Pi

A is not

= Pn

(4-207)

Then

pi

must

satisfy

a,i

- 1^1

==

(4-208)

122

State-Variable Characterization of

Dynamic Systems

Chap. 4

or ~X 1
6
A,

-1

"

Pu
Pi\
J>31.

+
11

11

_6
The
last

-6 A -5_
t

(4-209)

matrix equation leads to

Pu Pzi + P3l =0

from which we get^ 2 i


get

+ 10p 21 6p 31 = 6p n + 11^21 6/31 =0 = and/?n = p 3i Therefore, we


6pu
.

(4-210)

can letpn

= /> 3 =
i

1,

and

Pi

(4-211)

For the eigenvector associated with A 2 must be satisfied


"A 2

=
"

2, the following matrix equation


P12 P11
_/>32.

-1
A2

6
6 or

+
11

ll

-6
A 2 -5.

(4-212)

2?12 ^22 + />32 = 6p 32 = 6p n + 9p = 6/>i2 + HP22 7/? then/ 2 = 2 andp 32 = three equations we let/>i 2 = In these
22
32

(4-213)

4.

Thus

P2

(4-214)

4
Finally, for the eigenvector p 3 ,

we have
1
"

~X 3
6

-1
A3

Pl3

+
11

11

-6
A 3 -5.

P2 3
-P33.

(4-215)

_6
or

3/> 13 Pu + P33 =0 6p 13 + Sp 23 - 6p 33 = 6pi + Up 2 8/? 33 =0


3 3

(4-216)

Now

if

we

arbitrarily let

i3

1,

the last three equations give P2i

6 and

p 33 =9.

Therefore,

p3

=
"1

(4-217)

The matrix P

is

now

given by
1

r
6
9_

P =

[Pi

P2

P 3]
_1

2 4

(4-218)

Sec. 4.11

Jordan Canonical Form

123

It is

easy to

show

that
"A,
1

on

A=P
4.11.

AP
_0

A2
A3

-2
-3_

(4-219)

Jordan Canonical Form

when the A matrix has multiple-order eigenvalues, unless the symmetric and has real elements, it cannot be diagonalized. However, there exists a similarity transformation
In general

matrix

is

A = P'AP

ri)

(4-220)

such that the matrix A is almost a diagonal matrix. The matrix A is called the Jordan canonical form. Typical Jordan canonical forms are shown in the following examples
[A,
1

A,

A=
_0
"A:
1

A,

(4-221)

A2 A3

A,

A=
_0
The Jordan canonical form
1.

A2 A3 A4

(4-222)

generally has the following properties:

The elements on the main diagonal of


matrix.

are the eigenvalues of the

2.
3.

All the elements below the

main diagonal of are zero. the elements immediately above the multiple-ordered eigenvalues on the main diagonal are Is, such as the cases illustrated by Eqs. (4-221) and (4-222).

Some of

4.

The Is, together with the eigenvalues, form typical blocks which are called Jordan blocks. In Eqs. (4-221) and (4-222) the Jordan blocks are enclosed by dotted lines.

5.

When
its is

the nonsymmetrical matrix has multiple-order eigenvalues, eigenvectors are not linearly independent. For an n X n A, there
(r

only r

<

n) linearly independent eigenvectors.

6.

The number of Jordan blocks is equal to the number of independent eigenvectors, r. There is one and only one linearly independent
eigenvector associated with each Jordan block.

7.

The number of 1 s above

the

main diagonal is equal ton

r.

124

State-Variable Characterization of

Dynamic Systems

Chap. 4

The matrix P sume that A has q


in the usual

is

determined with the following considerations. Let us

as-

distinct eigenvalues

among n

eigenvalues. In the

first

place,

the eigenvectors that correspond to the first-order eigenvalues are determined

manner from
(A I
f

A)p,

=
/

(4-223)

where

A,

denotes the /th distinct eigenvalue,


referring to the
"Ay

2,

q.

The mined by

eigenvectors associated with an mth-order Jordan block are deter-

Jordan block being written as


1

...
1

A,

...

(m X m)
...
A,-

(4-224)

.0

Xj_

where A, denotes the y'th eigenvalue.

Then

the following transformation


"A y
1

must hold:
0"

...
1

Ay
[Pi

Vz

PJ
o
kj

A[p,

p2

PJ

(4-225)

Lo
or

Ay.

AyPi

p
P2

+ AyP + AyP

= Ap, = Ap = Ap

(4-226)

Pm-i

A,p m

= Ap m

The
also

vectors Pi, p 2 ,

pm are determined from these equations, which can

be written

- A)Pl = (Ayl - A)P = -P, (Ayl - A)p = -P


(Ayl
2
3

(4-227)

(Ayl

A)p m
"0

= P m _l
-5"
2
(4-228)

Example

4-13

Given the matrix


6

A=

4_

Sec. 4.11

Jordan Canonical Form

125

the determinant of Al

A is
A
-6
5

IAI

-Al

-1 -3

-2

A3

- 4A 2 + 2)(A

5A

2
(4-229)

-2 A -4

=
Therefore,

(A

l) 2

To

such

A has a simple eigenvalue at A! =2 and a double eigenvalue at A 2 = 1. Jordan canonical form of A involves the determination of the matrix _1 that A = P AP. The eigenvector that is associated with X = 2 is deterfind the
t

mined from
(A,I

A)p,
5"

=
/>n ^21
_/>31_

(4-230)

Thus
2

-6
2

-1 -3
Setting
fore,

-2
-2_,

=
-

(4-231)

-2

pn

arbitrarily, the last

equation gives 2"


Pi

p zl

and pi

-2.

There-

(4-232)

(4-227).

For the eigenvector associated with the second-order eigenvalue, we turn We have (the two remaining eigenvectors are p 2 and p 3 )
(A 2 I

to Eq.

- A)p 2 =
A)p 3
5"

(4-233)

and
(A 2 I

= -p
P\i

(4-234)

Equation (4-233) leads to


1

-6
1

-1 -3
Setting

-2
-3_

Pn
_/>3 2_

(4-235)

-2

p 12

arbitrarily,

wehave/? 22

= ^ andp 32
1"

Pz

(4-236)

Equation (4-234), when expanded, gives


1

-6

- 5" Pl3
2

-r
7
3

-1 -3
from which we have

P23

=
L

(4-237)

3_ _P33_

7J

Pl3 P3 Pl3
_P33_

"

1"

-n
_46

(4-238)

Thus

-7 -t

-n
-li

(4-239)

126

State-Variable Characterization of

Dynamic Systems

Chap. 4

The Jordan canonical form

is

now

obtained as
~2 0"
1
1

A = P'AP
_0

(4-240)

1_
is

Note

that in this case there are

two Jordan blocks and there

one element of unity

above the main diagonal of A.

4.12

State Diagram

The signal flow graph discussed in Section 3.5 applies only to algebraic equations. In this section we introduce the methods of the state diagram, which represents
an extension of the signal flow graph to portray
equations.
state equations

and
that

differential
it

The important

significance of the state

diagram
diagram

is

forms a

close relationship

among

the state equations, state transition equation, com-

puter simulation, and transfer functions.

state

is

constructed fol-

lowing

all

the rules of the signal flow graph. Therefore, the state diagram

may

be used for solving linear systems either analytically or by computers.


Basic Analog Computer Elements

Before taking up the subject of state diagrams,


basic elements of an analog computer.

it is

useful to discuss the


linear operations that

The fundamental

can be performed on an analog computer are multiplication by a constant, addition, and integration. These are discussed separately in the following.
Multiplication by a constant. Multiplication of a machine variable by a

constant
tion

is

done by potentiometers and

amplifiers. Let us consider the opera-

x 2 (t)
where a
late
is

a Xl (t)

(4-241)

a constant. If a

lies

to realize the operation of Eq. (4-241).

between zero and unity, a potentiometer is used An operational amplifier is used to simu-

if a is a negative integer less than 1. The negative value due to the fact that there is always an 180 phase shift between the output and the input of an operational amplifier. The computer block diagram symbols of the potentiometer and the operational amplifier are shown in Figs. 4-5 and 4-6, respectively.

Eq. (4-241)

of a considered

is

*i(0

x 2 (t)

xAt)

x 2 )

<z>
x 2 (t) = ax
Fig. 4-5.
l

(t)

0<a<\

x 2 {t)=ax
Fig. 4-6.

{t)

Analog-computer block-diagram

Analog-computer block diagram

symbol of a potentiometer.

of an operational amplifier.

Sec. 4.12

State Diagram

127

Algebraic sum of two or more variables. The algebraic sum of two or more machine variables may be obtained by means of the operational amplifier. Amplification may be accompanied by algebraic sum. For example, Fig. 4-7

*i(0
x 2 (t)
x 3 (t)

*-

x,(t)

x 4 (0 = a, x l

(t)

+ a 2 x 2 (t) + a } x 3 (t)

Fig. 4-7. Operational amplifier used as a

summer.

illustrates the
plifier

analog computer block diagram of a summing operational amwhich portrays the following equation

x 4 (t)
Integration.
is

a^At)

a 2 x 2 {t)

+a

x 3 (t)

(4-242)

The

integration of a machine variable

on an analog computer
is

achieved by means of a computer element called the integrator. If x t (t)


initial

the

output of the integrator with


is

condition Xi0

given at

and x 2 (t)

the input, the integrator performs the following operations

x,0)

>

f ax 2 {x)
to

dz

JCi(f )

<

(4-243)

The block diagram symbol of the integrator is shown in Fig. 4-8. The integrator can also serve simultaneously as a summing and amplification device.
*i('o)

x 2 (t)
-- x,(t)

*i( f )=

ax 2 (r)dT +

*,(?<))

Fig. 4-8.

Analog computer block diagram of an

integrator.

We shall now show that these analog computer operations can be portrayed
by
signal flow graphs

which are called

state

diagrams because the state vari-

ables are involved.


First consider the multiplication of a variable by a constant; Laplace transform on both sides of Eq. (4-241). We have

we

take the

X (s) = aX^s)
2

(4-244)

The

signal flow graph of Eq. (4-244)

is

shown

in Fig. 4-9.

128

State-Variable Characterization of

Dynamic Systems

Chap. 4

*i(0

*2(0
a

x 4 (t)

X2 (s)
x 2 (t)

XAs)

x,(0
^i(s)

X2 (s)
Signal-flow-graph
Fig. 4-10. Signal-flow-graph rep-

Fig.

4-9.

representation
axi(t) or
2

of

x 2 (t)
aX\(s).

X (s) =

= aix\{t) + a 2 xz(t) + ajXi(i) orX4 (s) = aiX^s) + a 2 X 2 (s) + ai X3 (s).


resentation of Xi(i)

For the summing operation of Eq.


is

(4-242), the Laplace transform equation

X (s) =
4

,*,(*)

a 2 X2 (s)

a s X3 (s)
is

(4-245)

The
It is

signal-flow-graph representation of the last equation

shown

in Fig. 4-10.

important to note that the variables in the signal flow graphs of Figs. 4-9 and 4-10 may be in the time domain or the Laplace transform domain. Since the branch gains are constants in these cases, the equations are algebraic in

both domains.

For the integration operation, we take the Laplace transform on both

sides

of Eq. (4-243). In this case the transform operation is necessary, since the signalflow-graph algebra does not handle integration in the time domain. We have

X 2 (T)dT\

+ *i(*o)
x 2 (t) dx
x,(t )

x 2 {x) dx
o

Jo

(4-246)

x 2 (r) dx

However, since the past history of the integrator is represented by x 2 (t ), and < x < t a Thus Eq. the state transition starts from t = t x 2 (x) =0 for (4-246) becomes
, .

X^s)
It

^^ + ^5)
is

>

to

(4-247)

should be emphasized that Eq. (4-247)

defined only for the period x

>

Therefore, the inverse Laplace transform of

X^s)

in Eq. (4-247) will lead to

x,(0 of Eq. (4-243). Equation (4-247)


flow graph as
(4-247)
is

is

now

algebraic
4-11.

and can be represented by a


alternative signal flow

signal

shown in Fig. shown in Fig. 4-12.

An

graph for Eq.

Sec. 4.12

State Diagram /

129

*i('o)

*i('o)

<
as- 1

O
X2 is)
Xi(s)

>
Xds)

<>

Xi

(s)

X2 (s)
Fig. 4-12. Signal-flow-graph rep-

Fig. 4-11. Signal-flow-graph representation of

[aX 2 (s)ls]

[xiOo)/*]

resentation of Xi(s)

[aX 2 (s)/s]

[xi(.to)ls].

Thus we have established a correspondence between the simple analog computer operations and the signal-flow-graph representations. Since, as shown
in Fig. 4-12, these signal-flow-graph elements

may

include initial conditions

and can be used

to solve state transition problems, they

form the basic elements


let

of the state diagram.


Before embarking on several illustrative examples on state diagrams,
us point out the important usages of the state diagrams.
1.

state

diagram can be constructed

directly

from the system's

This allows the determination of the state variables and the state equations once the differential equation of the system is given.
differential equation.
2.

state

function.

diagram can be constructed from the system's transfer This step is defined as the decomposition of transfer

functions (Section 4.13).


3.

The

4.

state diagram can be used for the programming of the system on an analog computer. The state diagram can be used for the simulation of the system on

a digital computer.
5.

equation in the Laplace transform domain obtained from the state diagram by means of the signalflow-graph gain formula.
state transition

The

may be
The

6.

transfer functions of a system can be obtained


state equations
state

from the

state

diagram.
7.

The

and the output equations can be determined

from the

diagram.

The

details

of these techniques are given below.

From

Differential Equation to the State

Diagram

a linear system is described by a high-order differential equation, a diagram can be constructed from these equations, although a direct approach is not always the most convenient. Consider the following differential
state

When

130

State-Variable Characterization of

Dynamic Systems

Chap. 4

equation
d"c
,

d"

dc

._

(4-248)

In order to construct a state diagram using this equation,


tion to read

we rearrange

the equa-

d"c _
dt"

d"- c

dc -a. iw -ac-rr

(4-249)

o R

O
s"C
s

o
n~l

o
C
s"- 2

<

o c

(a)

(b)

("-!)/"

(n-2>,

(1) (f

c ( ? o)

(c)

Fig. 4-13. State (4-248).

diagram representation of the

differential

equation of Eq.

Sec. 4.12

State Diagram /

131

Let us use the following symbols to simplify the representation of the


derivatives of c:
C< "

W
is
.
.

'=1.2,...,b
used to represent dcjdt.
c
(n>

(4-250)

Frequently, c in the literature,

Now
as

the variables

r, c,

c (1> , c (2) ,

are represented by nodes arranged

shown

in Fig. 4-1 3(a). In terms of Laplace transform, these variables are


.

denoted by R{s), C(s), sC(s), s 2 C(s), s"C(s), respectively. As the next step, the nodes in Fig. 4- 13(a) are connected by branches to portray Eq. (4-249). Since the variables c and c _I> are related through integration with respect to time, they can be interconnected by a branch with gain -1 s and the elements of Figs. 4-11 and 4-12 can be used. Therefore, the complete state diagram is drawn as shown in Fig. 4- 13(c).
,
(, '> ('

When
the input
is

the differential equation


right side, the

is

that of Eq. (4-145), with derivatives of


state

on the

problem of drawing the

diagram

directly

not so straightforward.

We

venient to obtain the transfer

show later that, in general, it is more confunction from the differential equation first and
shall

then obtain the state diagram through decomposition (Section 4.13).

Example 4-14

Consider the following

differential equation:

g + 3| +
d
2c

2c

=r
rest

(4-251)

Equating the highest-ordered term of Eq. (4-251) to the

of the terms,

we have
(4-252)
is

dT^- 2c - 3 dl
_
,

dc

Following the procedure outlined above, the state diagram of the system
Fig. 4-14.

shown

in

c (1) a +)

9*o+)

"

Fig. 4-14. State

diagram for Eq.

(4-251).

From State Diagram


It

to

Analog Computer Block Diagram

was mentioned earlier that the state diagram is essentially a block diaprogramming of an analog computer, except for the phase reversal through amplification and integration.

gram

for the

132

State-Variable Characterization of

Dynamic Systems

Chap. 4

Example 4-15

An

(4-251)

analog computer block diagram of the system described by Eq. is shown in Fig. 4-15. The final practical version of the com-

puter block diagram for programming

from shown,

since amplitude

and time

scaling

may be somewhat may be necessary.

different

Fig. 4-15.

Analog-computer block diagram for the system described by

Eq. (4-251).

From State Diagram

to Digital

Computer Simulation

on the digital comThe solution of differential equations by puter has been well established. However, from the standpoint of programming, a convenient way of modeling a system on the digital computer is by CSMP (Continuous System Modeling Program). 32 In many respects CSMP serves the
is

FORTRAN

computer program, except that the scaling problem state diagram or the state equations form a natural basis for the solution by CSMP. The following examples illustrate

same purpose

as an analog

practically eliminated.

The

typical

CSMP

statements for the mathematical equations listed:

Mathematical Equations
c

CSMP
C=
Y=
A\

Statements
*

a x
1

a 2x 2

XI

A2 * X2

x.

JT1/2.

Xl

f'

*,(t) dx

x,(0)

XI

INTGRL(Z2,

JT10)

Example 4-16

From

the state diagram of Fig. 4-14, the following equations are

written

f t

dt

(4-253) (4-254) (4-255)

c=\cdt c = r - 3c - 1c

Sec. 4.12

State Diagram /

133

Let the variables of these equations be denoted by


c

c
c
r

=C = CI = C2 =R

c(0)
<?(0)

= CO = CIO
CSMP representation

on the CSMP. Then the main program of the


given as follows:

of the system

is

C = INTGRL (CI, CO) = INTGRL (C2, CIO) C2 = R - 3. * CI - 2. * C


CI

(4-256)
(4-257)

(4-258)

From State Diagram

to the State Transition Equation


earlier that the

We

have shown

Laplace transform method of solving the


out of the matrix inverse of (si

state equation requires the carrying

A).

With the state diagram, the equivalence of the matrix inverse operation is out by use of the signal-fiow-graph formula. The state transition equation in the Laplace transform domain is
X(s)

carried

(jI

A)- !x(r J)

+
i

(jI

A)" 'BR(i)

>

(4-259)

Therefore, the last equation can be written directly from the state diagram by

use of the gain formula, with X^s),


*;('<0>
*

1, 2,
. .

n, as

the output nodes,

and

1,2, ... ,n,

and Rj(s),j

1, 2,

p, as the input nodes.

Example 4-17

grators are assigned as state variables and the state

Consider the state diagram of Fig. 4-14. The outputs of the intediagram is redrawn as shown in Fig. 4-16.

Fig. 4-16. State

diagram for Eq. (4-251).


state

Applying the gain formula to the

diagram
-2

in Fig. 4-16, with

X (s)
t

and

X (s) as output nodes, *i(/J), x


2

2 (*o)>

anc*
>-

R(s ) as input nodes, we have

Xl (s)

=J

"'

(1

3;rl)

+ v.(t*\ _L *l('o )

XlOZ)

r -2

*fr)

(4-260)

X (s) =
2

-2s~

*iM)+V **(') +V*(s)

(4-261)

34

State-Variable Characterization of

Dynamic Systems

Chap. 4

where

A= +

+3s~ +2s~ 2
i

(4-262)

After simplification, Eqs. (4-260) and (4-261) are presented in matrix form:
1

s
1

xiin)

Xz(s)

(j

IX*

2)

-2

+
s

(s

+ +

l)(s

+ +

2)

R(s)
2)J

(4-263)

xAn)
L(j
is

iXj

The

state transition equation for f

>

obtained by taking the inverse Laplace


at

transform on both sides of Eq. (4-263).

Consider that the input

r{t) is

a unit step function applied

Then

the

following inverse Laplace transform relationships are identified

- (-1)

u,{t

to)

t>t
t>t
a

(4-264)

"
The
~

'

(jTTi)

= - "" A' -h)


<

(4-265)

inverse Laplace transform of Eq. (4-263)

is

2e~
2e

(,- ' )

Mt).

-( '~''

e -2 + 2e~ 2(t_
*' '

'

g-c-o)

e -2d-r
-|_

xiCt)

' o)

g-c-'o)

2e~ 2( '~' )

x 2 (t$)_
(4-266)
t

t u s {t

t )

- c"

<'-'>

+ e-

2 <'-'>"

(l-lo)

p-2(t-lo)

?>

The reader should compare

this result

with that of Eq. (4-77), obtained for

> 0.

From State Diagram


The
state

to Transfer Function

transfer function

between an input and an output

is

obtained from the


to zero.

diagram by
4-18

setting all other inputs

and

all initial states

Example

Consider the state diagram of Fig. 4-16. The transfer function C(s)/R(s) is obtained by applying the gain formula between these

two nodes and

setting x^{t J)

and
2

Xi(t J) == 0. Therefore,

C(s) t_ R(s) s2

+ 3s +
+
2

(4-267)

The

characteristic equation of the system


s2

is

3s

(4-268)

From State Diagram

to the State Equations

When the state diagram of a system is already given, the state equations and the output equations can be obtained directly from the state diagram by
clarification seems necessary here, since the determined from the state diagram by use of the gain formula. However, when writing the state transition equations from
state transition equations are

use of the gain formula.

Some

the state diagram, the state variables, Xj(s),

2,

n,

are regarded as the


initial

output nodes, and the inputs, Rj(s),j

1,2, ... ,p,

and the

states,

xi(t

regarded as the input nodes. Furthermore, the state transition equations, as written directly from the state diagram, are necessarily
)->

'

1 2,

n, are

in the Laplace transform domain.

The

state transition equations in the time

domain

are subsequently obtained

by taking the inverse Laplace transform.

Sec. 4.12

State Diagram /

135

The left side of the state equation contains the first-order time derivative of the state variable x (t). The right side of the equation contains the state
t

variables. There are no Laplace operator s or initial a state equation. Therefore, to obtain state equations from the state diagram, we should disregard all the initial states and all the integrator

variables

and the input

state variables in

To avoid confusion, the initial states and the branches with the gain s' 1 can actually be eliminated from the state diagram. The state diagram of Fig. 4-16 is simplified as described above, and the result is shown in
branches with gains s~ l
.

Fig. 4-17.

Then, using x, and x 2 as output nodes and *,, x 2 and


,

r as

input nodes,

Fig. 4-17. State

diagram of Fig. 4-16 with the

initial states

and

the integra-

tor branches eliminated.

and applying the gain formula between these nodes, the


written directly:

state equations are

^ = -2x
dx 2
dt

(4-269)
x

3x 2

Example 4-19

As another example of

illustrating the determination of the state equations from the state diagram, consider the state diagram shown

in Fig. 4-1 8(a). This illustration will emphasize the importance of using the gain formula. Figure 4-1 8(b) shows the state diagram with the initial states

or

(a)

Fig. 4-18. (a) State diagram.

136

State-Variable Characterization of

Dynamic Systems

Chap. 4

O
r

*3

(b)

Fig. 4-18 (Cont.). (b) State

diagram

in (a) with all initial states

and

inte-

grators eliminated.

and the integrators being eliminated. Notice that in this case the state diagram in Fig. 4-18(b) still contains a loop. Applying the gain formula to the diagram of Fig. 4-18(b) withii,;c 2 and x 3 as the output node variables and r,x\,x 2 and x 3 as the input
,
,

nodes, the state equations are determined as follows

dxi
1

dt

Xi
1 1

dx 2
dt

(a 2 + a +aa
1

3)

O 2

aa a 3

x2
*3

(4-270)

dx 3
dt

4.13

Decomposition of Transfer Functions

Up
this

until this point, various


It will

methods of characterizing a

linear system

have

been presented.

be useful to summarize briefly and gather thoughts at point, before proceeding to the main topics of this section. It has been shown that the starting point of the description of a linear

system

be the system's differential equation, transfer function, or dynamic is demonstrated that all these methods are closely related. Further, the state diagram is shown to be a useful tool which not only can lead to the
equations. It
solutions of the state equations but also serves as a vehicle of translation

may

one type of description to the others.


scribing a linear system.

block diagram

is

drawn

as

from shown in

Fig. 4-19 to illustrate the interrelationships

between the various loops of dethat starting, for instance,

The block diagram shows

with the differential equation of a system, one can get to the solution by use of
the transfer function
also

method or the state equation method. The block diagram shows that the majority of the relationships are bilateral, so a great deal of flexibility exists between the methods.

Sec. 4.13

Decomposition of Transfer Functions

137

Differential

Dynamic
equations

equations

1 ,

'

State
transition

equation
^

Transfer function

State

diagram

Fig.

4-19. Block diagram showing the relationships among various methods of describing linear systems.

step remains to be discussed. This involves the construction of the diagram from the transfer function. In general, it is necessary to establish a better method than using Eqs. (4-146) through (4-148) in getting from a
state

One

high-order differential equation to the state equations. The process of going from the transfer function to the state diagram or the state equations is called the decomposition of the transfer function. In general,
there are three basic
tion,

ways of decomposing a transfer function direct decomposicascade decomposition, and parallel decomposition. Each of these three schemes of decomposition has its own advantage and is best suited for a par:

ticular situation.

Direct Decomposition

The direct decomposition scheme is applied to a transfer function that not in factored form. Without loss of generality, the method of direct decomposition can be described by the following transfer function
is

C(s) R(s)

s2

b s*

+as+a +bs+b
x

(4-271)

The

objective

is

to obtain the state

diagram and the

state equations.

The

fol-

lowing steps are outlined for the direct decomposition:


1.

Alter the transfer function so that

it has only negative powers accomplished by multiplying the numerator and the denominator of the transfer function by the inverse of its highest

of

s.

This
in

is

power
2.

For the transfer function of Eq. (4-271), we multiply and the denominator of C{s)jR{s) by s~ 2 Multiply the numerator and the denominator of the transfer function by a dummy variable X(s). Implementing steps 1 and 2, Eq. (4-271) becomes
j.

the numerator

C(s)

a
b

R(s)
3.

+ a s + a s~ h-*~ + b,s' + b s~
' t

2
2

X{s) X{s)

(4-272)

The numerators and

the denominators on both sides of the transfer

138

State-Variable Characterization of

Dynamic Systems

Chap. 4

function resulting from steps


respectively.

and 2 are equated

to each other,

From

Eq.

(4-272) this step results in


(fl

= R(s) =
C(s)
4.

a,s~

a 2 s- 2 )X(s)
b t s-*)X(s)

(4-273)
(4-274)

(b

+ *,*-

In order to construct a state diagram using these two equations,

they must

first

be in the proper cause-and-effect


left side

relation. It is ap-

parent that Eq. (4-273) already

satisfies this prerequisite.

Eq. (4-274) has the input on the

Dividing both sides of Eq. (4-274)


the other terms,

However, and must be rearranged. by b and writing X(s) in terms of

we have
b2 ba
o b
'X(s)

X{s)

(4-275)

The
diagram.
tors.

state

Eqs. (4-273)

diagram is now drawn in Fig. 4-20 using the expressions in and (4-275). For simplicity, the initial states are not drawn on the
usual, the state variables are defined as the outputs of the integra-

As

C(s)

R(s)

Fig. 4-20. State

diagram for the transfer function of Eq. (4-271) by

direct

decomposition.

Following the method described in the written directly from the state diagram:
dxi
dt
1

last section, the state

equations are

Xl

dx 2
.dt

-b 2

-6i
b

+
1

(4-276)

x2
J

The output equation is obtained from Fig. 4-20 by applying the gain formula with c(t) as the output node and x^t), x 2 {t), and r(t) as the input nodes.

H*-^)*' + (*'-*)** Hi'

(4 - 277)

Sec. 4.13

Decomposition

of Transfer Functions /

139

Cascade Decomposition

Cascade decomposition

may

be applied to a transfer function that

is in

the factored form. Consider that the transfer function of Eq. (4-271)

may be

factored in the following form (of course, there are other possible combinations

of factoring)

gi
where z u
z 2 ,p u

R(s)

= ^lIilJi b s + p s + p
t

(4-278)

and p 2

are real constants.

Then

it is

possible to treat the func-

tion as the product of

The state diagram of each of the first-order transfer functions is realized by using the direct decomposition method. The complete state diagram is obtained by cascading the
two
first-order transfer functions. first-order

two

diagrams as shown in Fig. 4-21. As usual, the outputs of the

R(.s)

~Pi
Fig. 4-21. State

diagram of the transfer function of Eq. (4-278) by cascade

decomposition.

integrators

on the

state

diagram are assigned as the


r
~

state variables.

The

state

equations are written in matrix form


dx-i

dt
ctx^

-Pi

Pi

+
-Pi
*2

a b a
(4-279)

Ldt \ The output equation


c
is

_*oJ

(z 2

p 2 )x +(z,
l

- Pi)x +
2

%
on the

(4-280)

The cascade decomposition has the advantage


This
facilitates the

that the poles

and zeros of and zeros

the transfer function appear as isolated branch gains

state diagram.

study of the effects on the system

when

the poles

are varied.
Parallel

Decomposition
the denominator of a transfer function
is

When
possible to

in factored form,

it

is

expand the transfer function by partial fractions. Consider that a second-order system is represented by the following transfer function

Cjs)_
R(s)
(s

Pis)

+ Pl )(s + p
less

(4-281)
2)

where P(s)

is

a polynomial of order

than

2.

We

assume that the poles p

140

State-Variable Characterization of

Dynamic Systems

Chap. 4

and p 2 may be complex conjugate for analytical purposes, but it is difficult to implement complex coefficients on the computer. In this case if p and p 2 are equal it would not be possible to carry out a partial-fraction expansion of the transfer function of Eq. (4-281). With p and
x t

p2

being distinct, Eq. (4-281)

is

written

C(s) R(s)

Kr
s

K,
s

+ Pi

+p

(4-282)
2

where

and
state

are constants.

The
the state

diagram for the system is formed by the parallel combination of diagram representation of each of the first-order terms on the right

side of Eq. (4-282), as

shown

in Fig. 4-22.

The

state equations

of the system are

written

dxC
dt

P\
(4-283)

dx 2
\_dt _

-Pi

X%

X!(f +)

R(s)

Fig. 4-22. State

diagram of the transfer function of Eq. (4-28 1) by

parallel

decomposition.

The output equation

is

[K,

2]

(4-284)
that for transfer

One of
Therefore,

the advantages of the parallel decomposition

is

functions with simple poles, the resulting

A matrix is always

a diagonal matrix.

we can

consider that parallel decomposition

may be

used for the

diagonalization of the

A matrix.

When

a transfer function has multiple-order poles, care must be taken

that the state diagram, as obtained through the parallel decomposition, contain the minimum number of integrators. To further clarify the point just made,

consider the following transfer function and

its

partial-fraction expansion:

Sec. 4.14

Transformation into Modal Form

141

an
R(s)

2s 2
(s

6s

iy(s

+5 + 2)

(s

iy

+ s+l

(4-285)

Note that the transfer function is of the third order, and although the total order of the terms on the right side of Eq. (4-285) is four, only three integrators should be used in the state diagram. The state diagram for the system is drawn as shown in Fig. 4-23. The minimum number of three integrators are used, with one in-

Fig. 4-23. State

diagram of the transfer function of Eq. (4-285) by

paralled decomposition.

tegrator being shared by

two channels. The

state equations

of the system are

written

-1
dt

*1

dx 2
dt

0-1

x2
x3

(4-286)

dx 3
dt

0-2

Therefore, the

A matrix is

of the Jordan canonical form.

4.14

Transformation into Modal Form

When
form

the

matrix has complex eigenvalues

it

it

into a diagonal matrix with real elements.

may not be possible to transTo facilitate computer com-

it is desirable to avoid matrices with complex elements. When A has complex eigenvalues, in general, the matrix can be transformed into a nondiagonal matrix which is called the modal form by the transformation

putation,

A = P"'AP
Let us assume that

(4-287)

is

x 2 and has
is

eigenvalues A,

+ jco

and X 2

jco.

Then the modal-form matrix

given by

142

State-Variable Characterization of

Dynamic Systems

Chap. 4

A=

CO

CO
,
. . .

(4-288)

The elements of the P matrix may be determined by brute force using Eqs. (4-287) and (4-288). If A has m real distinct eigenvalues in X u X 2 X m and n sets of complex-conjugate eigenvalues in X, = a jcoi, i = 1 2, ,
, , t ,
.
. .

the modal-form matrix


A,

is

given by
..
.

x2

A=

Am

..

o
(4-289)

..

..

..

..

where
(4-290)

\CO,
If they'th

On
of multiplicity m, then

complex eigenvalue pair


I
...

is

is

written

Tj
o o

r,
o

r,

(m X

blocks)

(4-291)

ooo
where
"

Oj

COj~

(4-292)

i-COj
ri

CTj]

oi
(4-293)
lj
is

Lo

The modal-form matrix

in Eq. (4-289)

easily

modified for

real

and multiple-

order eigenvalues by use of the Jordan canonical form. Although the modal-form matrix is not diagonal and does not represent

decoupling of the states from the standpoint of the state diagram, it still has the components of the eigenvalues as its matrix elements. To determine the transformation matrix P for the matrix A of Eq. (4-288),

we

let

P=
where p and p 2 are 2 x
(

[Pl

pj
is

(4-294)

vectors.

Equation (4-287)

written

a
[Pi

co

P2]

A[p,

-co

p2 ]

(4-295)

Sec. 4.14

Transformation into Modal Form /

143

or

cop = Ap! toPi + cq>2 = Ap


ffPi
2

(4-296) (4-297)

These two equations are expressed in matrix equation form,


<rl

-coll ~pr
rf_ J>2_

"A
_0

0~

Pi

(4-298)
col

A_

_P 2

where

denotes a 2

2 identity matrix.

Let qi and q 2 denote the eigenvectors that are associated with the two complex-conjugate eigenvalues, X 1 a jco and X 2 a ja>, respectively.

+
1

Then, according to the definition of eigenvectors, q t and q 2 must

satisfy

(^+yco)q
(<r

- jco)q
= =
<X,

=Aq = Aq

(4-299)

(4-300)
(4-301)

Let
q,

q2

(4-302)

Then

Eqs. (4-299) and (4-300)


(<7

become
(4-303)

+ ycoXa, + yp,) = A(a, + #,) = A(a + j%) {a - jco)(a + yp


2 2) 2

(4-304)

Equating the

real

and imaginary parts in the


ctI

last

two equations, we have

col "i
ctI

"A

01 rii

_coI

LpJ

and
a\

A_ LpJ

(4-305)

coT "2~
<rl_

A
_0

0" "2~

_ col
Comparing Eq.

LP 2 J

A_ LpzJ
the identity

(4-306)

(4-305) with Eq. (4-298),

we have

P=[P.
The
by taking the
with Xi
real

P2]

[i

Pi]

(4-307)

significance of this result is that the transformation matrix

P is formed and imaginary components of the eigenvector of A associated

+ jco.
Consider the state equation

Example 4-20
where

i = Ax
1"

+ Br
B=
2 l

(4-308)

-2
The eigenvalues ofA are A
qi
i

-2

= 1 + j and X = / The eigenvectors are


1
l

q2

_-i -J.
=

or
qi

a! +/Pi

q2

= a 2 +/P2

+ J -1

144

State-Variable Characterization of

Dynamic Systems

Chap. 4

Therefore,

P =

[*i

Pt]

i
ii~|

(4-309)

_-i
-i

A=

P-!AP

= r-i

(4-310)

~i_
(4-311)

T = piB =
The
original state equation of Eq. (4-308)
is

transformed to
(4-312)

= Ay + Tr
~ cos
e~<
t

Then

the state transition matrix


${t)

is

given by
sin i

= eM =

(4-313)

sin

cos

4.15

Controllability of Linear

Systems
observability introduced
first

The concepts of controllability and


control theory.

by Kalman 24

play an important role in both theoretical and practical aspects of modern

The conditions on

controllability

and observability often govern

the existence of a solution to an optimal control problem, particularly in multivariable systems.

the concept of stability. Furthermore, not

However, one should not associate these conditions with all optimal control problems require
will

that the system be controllable and/or observable in order to achieve the control objectives.

These points

be

clarified as the subjects are developed. In

this section

we

shall first treat the subject

of controllability.

General Concept of Controllability

The concept of
diagram of

controllability can be stated with reference to the block

Fig. 4-24.

The process

is

said to be completely controllable if

Control u(0

State x(t)

Fig. 4-24. Linear time-invariant system.

every state variable of


tive in finite

G can

be affected or controlled to reach a certain objecu(t). Intuitively, it is

time by some unconstrained control


if

simple

any one of the state variables is independent of the control would be no way of driving this particular state variable to a desired u(r), there state in finite time by means of a control effort. Therefore, this particular state is said to be uncontrollable, and as long as there is at least one uncontrollable
to understand that
state, the

system

is

said to

be not completely controllable, or simply uncon-

trollable.

Sec. 4.15

Controllability of Linear

Systems

145

?*i('o+)

?*i (>o+)

u(t)

Fig. 4-25. State

diagram of a system that

is

not state controllable.

As a
state

simple example of an uncontrollable system, Fig. 4-25 illustrates the diagram of a linear system with two state variables. Since the control

i/(0 affects

only the state x^t), x 2 (t)


tf

is

uncontrollable. In other words,

it

be impossible to drive x 2 (t) from an


in a finite time interval
is

initial state

x 2 (t

to a desired state

would x 2 (tf)

ta

by any control

u(t).

Therefore, the entire system

said to be uncontrollable.

The concept of controllability given above refers to the states and is sometimes referred to as the state controllability. Controllability can also be defined
for the outputs of a system, so there
is

a difference between state controllability

and output

controllability.

Definition of Controllability (State Controllability)

Consider that a linear time-invariant system

is

described by the following

dynamic equations

x(0
c(0

= =

Ax(0

+ Bu(0 Dx(0 + Eu(0


1

(4-314) (4-315)

where
x(0

=n x u(0 = r X c(0 = p x A=n X B=n X D =p x E =p x

state vector

input vector

output vector

n coefficient matrix
r coefficient

matrix

n coefficient matrix
r coefficient

matrix

The state x{i) is said to be controllable at t / // there exists a piecewise continuous input u(r) that will drive the state to any final state x(t for a finite f) time {t f t ) 0. If every state x(t ) of the system is controllable in a finite time interval, the system is said to be completely state controllable or simply state

>

controllable.

146

Stale-Variable Characterization of

Dynamic Systems

Chap. 4

The following theorem shows that the condition of controllability depends on the coefficient matrices A and B of the system. The theorem also gives one

way of testing

state controllability.

Theorem 4-2. For the system described by the state equation of Eq. (4-314) be completely state controllable, it is necessary and sufficient that the following n X nr matrix has a rank of n:
to

S
[A, B]

[B

AB A

B.

A"-'B]

(4-316)

Since the matrices A and B are involved, sometimes we say that the pair is controllable, which implies that S is of rank n.

Proof:

The

solution of Eq. (4-314)


x(?)

is

=
t

<j>(?

is

)x(t )

+
0.

>

ftt

t)Bu(t) dx

(4-317)
final

to

for

>

tQ

Without losing any generality we can assume that the desired


finite

state for

some

f >

x(t f )

Then Eq.

(4-317) gives

x('o)

=~

f"

Mo m

t)Bu(t) dx

(4-318)

From

the Caley-Hamilton's theorem, 21

A*

= 2

a* m A

for any

(4-319)

Then

the state transition matrix can be written

<K0

= =

'=

S A"t *=o k}
icl

(4-320)

Zj TT Kk=
n-l

m=0
oo

2-1

&km-

or
ftf)

m-0

"t A"

2 a km U k=0
,k
ft!

(4-321)

Thus

<(?)

can be written in the form

<K0

A"
we have

(4-322)

Substituting Eq. (4-322) into Eq. (4-318) and rearranging,


x(*- )

= - 2 Am B

f"

a m (f

t)u(t)

</t

(4-323)

Let

U m = r m 0o-^)u(T)^T
J
to

(4-324)

Then Eq.

(4-323)

becomes
x('o)

= - 2 A m BU m
771

(4-325)

which

is

written in matrix form:

Sec. 4.1 5

Controllability of Linear

Systems

147

x('o)

= -[ AB A B = -SU
2

A""'B]U

(4-326)

where

U=
trollability

[U

U....U,.,]'

(4-327)

Equation (4-325) represents n equations with nr unknowns, and the conproblem may be interpreted as: Given any initial state x(t ), find
is

the control vector a(t) so that the final state


implies that given x(f
)

x(^)

and the matrix

S, solve

= for finite f This U from Eq. (4-326). Therefore,


t t
.

is completely state controllable if and only if there exists a set of n independent column vectors in S. For a system with a scalar input, r = 1, the matrix S is square; then the condition of state controllability is that S must be nonsingular.

the system
linearly

Although the
tems.

criterion of state controllability given


it is

quite straightforward,

Even with r = 2, number of possible combinations of n x n matrices. A practical way may be to use one column of B at a time, each time giving an n X n matrix for S. However, failure to find an S with a rank for n this way does not mean that the system is uncontrollable, until all the columns of B are used. An easier way would be to form the matrix SS', which is n X n then if SS' is nonsingular, S has
;

by Theorem 4-2 is not very easy to implement for multiple-input systhere are In columns in S, and there would be a large

rank

n.

Example

4-21

Consider the system shown in Fig. 4-25, which was reasoned earlier to be uncontrollable. Let us investigate the same problem using the
condition of Eq. (4-316).

The

state equations of the

system are written, from Fig. 4-25,

rki(Oi
dt

-2

iW

dx 2 (t)
I

+
-1
J
x%{t)

u(t)

(4-328)

dt

Therefore, from Eq. (4-316),

S
which
is
.

[B

AB]

"1

-2"
(4-329)

_o
singular, anc the sys tem
is

o.
e.

not state cc>ntro llab

Example 4-22

Determine the
state equation

state controllability of the

system described by the

dxM
dt
1

*i(0

dx 2 Q)
.

+
-1
J

"(0

(4-330)

dt

xi(0

From

Eq. (4-316),

S
which
is

[B

AB]
1

(4-331)

nonsingular. Therefore, the system

is

completely state controllable.

148

State-Variable Characterization of

Dynamic Systems

Chap. 4

Alternative Definition of Controllability

Consider that a linear time invariant system

is

described by the state equation


(4-332)
. . .

i(0
If the eigenvalues

Ax(0

Bu(?)

of

A are

distinct

then there exists an nth-order nonsingular matrix diagonal matrix

and are denoted by X i = \, 2, P which transforms A


...

n,

into a

such that
"A,

P'AP =

A,

(4-333)

0.
Let the

new

state variable

be
y

P-'x

(4-334)

Then

the state equation transformed through

is

y
where

Ay

Tii

(4-335)

r = p-'B
The motivation
states

(4-336)

for the use of the similarity transformation is that the of the system of Eq. (4-335) are decoupled from each other, and the only way the states are controllable is through the inputs directly. Thus, for state controllability, each state should be controlled by at least one input. Therefore,

eigenvalues

an alternative definition of state controllability for a system with distinct is: The system is completely state controllable if T has no rows that
are all zeros.
It

the condition of diagonalization of A. In other words,


distinct

should be noted that the prerequisite on distinct eigenvalues precedes all square matrices with
eigenvalues can

be diagonalized.

However, certain matrices with

multiple-order eigenvalues can also be diagonalized.

The
is

natural question

is:

Does but whose

the alternative definition apply to a system with multiple -order eigenvalues

matrix can be diagonalized? The answer

no.

We

must not

lose

any state x(t ) is brought to any state \(t f ) in finite time. Thus the question of independent control must enter the picture. In other words, consider that we have two states
sight of the original definition

on

state controllability that

which are uncoupled and are related by the following

state equations:

^ ^

a Xi (t)

+ bMO
b 2 u{t)

(4-337)

= ax&)

(4-338)

Sec. 4.15

Controllability of Linear

Systems

149

This system

is

apparently uncontrollable, since

S
is

~b,

ab

[B

AB]
bz

(4-339)

ab 2

singular. Therefore, just because

is

diagonal, and
controllable.

are zeros does not


is

mean

that the system

is

B has no rows which The reason in this case

that

has multiple-order eigenvalues. has multiple-order eigenvalues and cannot be diagonalized, there

When A
is

P which transforms A into a Jordan canonical form The condition of state controllability is that all the elements of r = P _1 B that correspond to the last row of each Jordan block are nonzero. The reason behind this is that the last row of each Jordan block corresponds
a nonsingular matrix

A = P'AP.

to a state equation that

is

completely uncoupled from the other state equations.

The elements
values,

in the other
all

rows of T need not


if

all

be nonzero, since the cor-

responding states are

coupled. For instance,


the Jordan canonical
A,
1

the matrix

A has

four eigen-

X it X u X u

Xi, three

of which are equal, then there

is

a nonsingular

which transforms

A into

form

0~
'

P AP

A,

1
!

(4-340)

A,

A2 J

Then the condition given above becomes


Example 4-23

self-explanatory.

Consider the system of Example 4-21. The


respectively,

and

matrices are,

"-2
L
It

r
-i_

B=

T
l_oJ

Let us check the controllability of the system by checking the rows of the matrix T.

can be shown that

A is

diagonalized by the matrix

p=
Therefore,

_o

r
The transformed

=
is

'B

-r r =
i_ _o_

"1"
(4-341)

_o
state equation

_0_

~-2

0~ y(0

no
Since the second

+
_0_

u(t)

(4-342)

row of

is

zero, the state variable yi(t), or

x 2 (0

*s

uncontrollable,

and the system

is

uncontrollable.

Example 4-24

Consider that a third-order system has the coefficient matrices


1

2
1

-r
B=
3

"0

A=
1

-4

150

State-Variable Characterization of

Dynamic Systems

Chap. 4

Then

-1
S

-41
(4-343)

[B

AB A

B]
1

8_

Since

A2

S is singular, the system is not state controllable. Using the alternative method, the eigenvalues of A are found to be Ai = 2, and A 3 = 1. The Jordan canonical form of A is obtained with
1

2,

0"
1

(4-344)

2_

Then
[2
1

01
(4-345)
1_

A = P'AP
_0

T = P'B
Since the last
this

(4-346)

row of T

is

zero, the state variable

y3

is

uncontrollable. Since

x2

=y

3,

corresponds to x 2 being uncontrollable.

Example 4-25

Determine the controllability of the system described by the


equation

state

i(0

r
o

-l

x(0

+
1"

u(t)

(4-347)

We form the matrix


S
which
is

= [B

AB]
1

(4-348)

nonsingular.

Let us
formation,

now

The system is completely controllable. check the controllability of the system from the rows of T. The
x

eigenvalues of

A are complex and are k =j and X 2 =


"1

j. With the similarity trans-

~
1

J
=

-i]

A
and

AP

7
_o

"

/_

r=
T

p-'b

=
L2/J

Since

all

the rows of

are nonzero, the system

is

controllable.

In general, when the eigenvalues are complex, which occurs quite frequently in
control systems,
it is

more

difficult to

work with complex numbers. However, we may

Sec. 4.15

Controllability of Linear

Systems

151

use the modal form so that only real matrices are dealt with. In the present problem

A may

be transformed to the modal form

a
_a>
by the transform matrix

CO"

r
(4-349)

a_
"1

.-1

o_

P =
_1

-r
i_

Then

r=p
Since the

'B

2" 1

-1-

modal form
not

implies that the states are coupled, the condition of control-

lability is that

all the

rows of

are zeros.

Output Controllability 1 *

The condition of controllability defined

in the preceding sections


is

is

referred

only to the states of a system. Essentially, a system


control.

controllable if every

desired transition of the states can be effected in finite time

by an unconstrained

However, controllability defined in terms of the

states is neither neces-

sary nor sufficient for the existence of a solution of the problem of controlling

the outputs of the system.


Definition

of output
if
)

controllability.

system

is

said to be completely

output controllable
drive the output y(?

there exists a piecewise continuous function u(t) that will


at
t

to any final output y(f r ) for a finite time

(t f

t )

>0.
Theorem 4-3. Consider that an nth-order linear time-invariant system described by the dynamic equations of Eqs. (4-314) and (4-315). The system completely output controllable if and only if the p X (n T)r matrix
is is

T = [DB DAB DA 2 B.
is

DA nl B

E]

(4-350)

of rank p. Or,

has a set of p linearly independent columns.


'

The proof of this theorem


Example 4-26

is

similar to that of

Theorem

4-2.

Consider a linear system whose input-output relationship by the differential equation

is

described

d 2 c(t)
dt 2

dc(t)

~dT

c{t)

_ du{i) ~ -dT

(4-351)

The

state controllability

and the output

controllability of the system will be investi-

gated.

We shall show that the state controllability of the system depends upon how

the

state variables are defined.

Let the state variables be defined as

x2

= =

c
c

152

State-Variable Characterization of

Dynamic Systems

Chap. 4

The

state equations of the

system are expressed in matrix form as

=
_*2_

"

r
-2_
C

_-i

+
X%-

(4-352)
-l

The output equation

is

= X\
=
~
1

(4-353)

The

state controllability matrix

is

S
which
matrix
is

= B
[

AB]

r
(4-354)
i.

_-l
[1

singular.

The system

is

not state controllable.

From
is

the output equation,

D=

0]

and

E=

0.

The output
0]

controllability

written

T = [DB DAB
which
is

E]

[1

-1

(4-355)
is

of rank
let

1,

the

same as the number of output. Thus the system

output con-

trollable.

Now

us define the state variables of the system in a different way.


state equations are written in matrix

By

the

method of direct decomposition, the


*1

form
(4-356)

"

"0"

_*2_

.-1
C

-2. L*2_
Xi

["1 +
_1_

The output equation


The system

is

+x =

(4-357)

is

now

completely state controllable since

S
which
is

"0

[B

AB]

_i

r ZJ -2,
-1

(4-358)

nonsingular.
is still

The system
which
of rank

output controllable since

T = [DB DAB
is
1

E]

[1

0]

(4-359)

have demonstrated through this example that given a linear system, state depends on how the state variables are defined. Of course, the output controllability is directly dependent upon the assignment of the output variable. The two types of controllability are not at all related to each other.
controllability

We

4.16

Observability of Linear Systems

The concept of
tially,

observability
is

is

quite similar to that of controllability. Essenif

a system

completely observable

every state variable of the system

some of the outputs. In other words, it is often desirable to obtain information on the state variables from measurements of the outputs and the inputs. If any one of the states cannot be observed from the measurements of the outputs, the state is said to be unobservable, and the system is not completeaffects
ly observable,

or

is

a linear system in which the state


the state

simply unobservable. Figure 4-26 shows the state diagram of x 2 is not connected to the output c in any way.
x ,

Once we have measured c, we can observe the state x since x, = c. However, x 2 cannot be observed from the information on c. Thus the system is

described as not completely observable, or simply unobservable.

Sec. 4.16

Observability of Linear Systems

153

?*2('0+)

?-M'o+)

u(t)

Fig. 4-26. State

diagram of a system that

is

not observable.

Definition of observability. Given a linear time-invariant system that

is

described by the dynamic equations of Eqs. (4-3 14) and (4-315), the state \(t ) is said to be observable if given any input u(f), there exists a finite time t tQ
f

>

such that the knowledge ofu(t)for t t ; the matrices A, B, D, and E; and f the output c(t) for t f are sufficient to determine x(t ). If every state of the system is observable for a finite t f we say that the system is completely observable, or simply observable.

<t <
,

<t<t

The following theorem shows that the condition of observability depends on the coefficient matrices A and D of the system. The theorem also gives one method of testing observability.
Theorem 4-4. For the system described by the dynamic equation of Eqs. (4-314) and (4-315) to be completely observable, it is necessary and sufficient that the following n x np matrix has a rank of n:

V=

[D'

A'D'

(A') 2

D\

(A')"- 1 D']

(4-360)

The condition is also referred to as the pair [A, D] being observable. In particular, if the system has only one output, is an 1 X n matrix; of Eq. (4-360) is an n X n square matrix. Then the system is completely observable if is nonsingular.

Proof: Substituting Eq. (4-317) into Eq. (4-315),


c(/)

we have

B(f>(t

)x(t

+D

<f>(?

t)Bu(t) dx

Eu(?)

(4-361)

Based on the definition of observability, it is apparent that the observability ) depends essentially on the first term of the right side of Eq. (4-361). With u(t) = 0, Eq. (4-361) becomes
of x(f c(0

D$(r

)x(t

(4-362)

Making

use of Eq. (4-322), Eq. (4-362) becomes

c(0

m=

a m (0DA-x(r

(4-363)

154

State-Variable Characterization of

Dynamic Systems

Chap. 4

or

c(0

D DA DA
(a I

a I
t

-,!)

xOo)

(4-364)

DA"
Therefore, knowing the output
is

c(t)

over the time interval


if

< <
t

f , x(t )

uniquely determined from Eq. (4-364)

and only

if

the matrix

D DA DA

(np

w)

DA"
has rank
n.

Or

the matrix

V=
has a rank of
n.

[D'

A'D'

(A') 2

(A')"-'D']

(4-365)

Comparing Eq.

(4-360) with Eq. (4-316)

and the rank condition, the

following observations
1.

may

be

made

Controllability
[A', B'].

of the pair [A, B] implies observability of the pair

2.

Observability of the pair [A, B] implies controllability of the pair


[A', B'].

Example 4-27

Consider the system shown in Fig. 4-26, which was earlier defined to be unobservable. The dynamic equations of the system are written
directly

from the

state diagram.

=
t

'-2

0"

~3"

-1_ L*2_
~x{~
[1

+
_1_

(4-366)

0]

(4-367)

_*2_ L*2j

Therefore,

D=
A'D'
and, from Eq. (4-360),

[1

0]

D'
0"

-2

-1
[D'

V=
Since

A'D]

"1

-2'
(4-368)

is

singular, the system

is

unobservable.

Sec. 4.16

Observability of Linear Systems /

155

Example 4-28

Consider the linear system described by the following dynamic


equations
1

-1"
1.

Xl
(4-369)
Xl.

L*2.

1 1

ci

-1
For the
test

(4-370)
1

Lxil

of observability,

we
r

evaluate
i

AD'
The
observability matrix

n ri
i- J)

-ii
i_

i
2_

(4-371)

_-i
becomes smes
)'

_-l
1

V
Since

AD] =
is

"i

--l
l

0"
(4-372)

_o

-1

2_
is

has a rank of

2,

which

the

number of

inputs, the system

completely

observable.

Example 4-29

Let us consider the system described by the differential equation of Eq. (4-351), Example 4-26. In Example 4-26 we have shown that
state controllability of

a system depends on

how

the state variables

are defined.

We shall now show that


(4-353),

the observability also depends

on the

definition

of the state variables. Let the dynamic equations of the system be defined as in Eqs.
(4-352)

and

A=
Then

o
-1

D=[l

0]

V=

[D'

AD]

(4-373)

and thus the system is completely observable. Let the dynamic equations of the system be given by Eqs. (4-356) and Then
1"

(4-357).

-1

-2

D=
"1
1

[l

1]

Then

V=
which
is

[D'

AD] =
']

-1 -1
we have shown
that given the

singular.

Thus the system

is

unobservable, and

input-output relation of a linear system, the observability of the system depends on how the state variables are defined. It should be noted that for the system of Eq.
(4-351),

one method of state variable assignment, Eqs. (4-352) and (4-353) yields a system that is observable but not state controllable. On the other hand, if the dynamic equations of Eqs. (4-356) and (4-357) are used, the system is completely state controllable but not observable.

There are

definite reasons

behind these

results,

and we

shall

investigate these

phenomena

further in the following discussions.

Alternative definition
values,
it

of observability. If the matrix A has distinct eigencan be diagonalized as in Eq. (4-333). The new state variable is
y

P-'x

(4-374)

156

State-Variable Characterization of

Dynamic Systems

Chap. 4

The new dynamic equations

are

y
where
Then the system

c ==

+ Tu Fy + Eu F = DP
Ay

(4-375) (4-376) (4-377)

is

completely observable ifF has no zero columns.

The reason behind the above condition is that if the /th (j = 1,2, ... ,n) column of F contains all zeros, the state variable ys will not appear in Eq. (4-376) and is not related to the output z{i). Therefore, y, will be unobservable.
In general, the states that correspond to zero columns of

are said to be un-

observable, and the rest of the state variables are observable.

Example 4-30

Consider the system of Example 4-27, which was found to be unobservable. Since the
matrix, as shown in Eq (4-366), is already a diagonal matrix, the alternative condition of observability stated

above requires that the matrix D = [1 0] must not contain any zero columns. Since the second column of D is indeed zero, the state x 2 is unobservable, and the system
is

unobservable.

4.17

Relationship

Among

Controllability, Observability,

and Transfer Functions


In the classical analysis of control systems, transfer functions are often used
for the modeling of linear time-invariant systems.

Although controllability and observability are concepts of modern control theory, they are closely
related to the properties of the transfer function.

Let us focus our attention on the system considered in Examples 4-26 and
4-29. It

was demonstrated

state controllable or

in these two examples that the system is either not not observable, depending on the ways the state variables

are defined. These

phenomena can be explained by


is

referring to the transfer

function of the system, which


C(s) U(s)

obtained from Eq. (4-35 1).

We

have
. ,

_
s*

1 1

_
at s

+ 2s +

~(s

which has an

identical pole

and zero

+ _ , 78 /oj s+l + l) = The following theorem gives


s
1
1

( <.<->

the relationship between controllability and observability and the pole-zero


cancellation of a transfer function.

Theorem 4-5. If the input-output transfer function of a linear system has pole-zero cancellation, the system will be either not state controllable or unobservable, depending on how the state variables are defined. If the input-output transfer function of a linear system does not have pole-zero cancellation, the system can always be represented by dynamic equations as a completely controllable and observable system.
Proof: Consider that an th-order system with a single input and single

output and distinct eigenvalues

is

represented by the dynamic equations Ax(t)

x(?)

= c(t) =

Bu(t)

(4-379) (4-380)

Dx(0

Sec. 4.17

Relationship

Among

Controllability, Observability

and Functions

157

Let the

A matrix

be diagonalized by an n
1 1

x
1

Vandermonde matrix
...
1

P,

/]

ki XI

A3
X\

...

X\

A?

(4-381)

1n-l
.Ai

1n-l A2

A3

ln-1
. .

].-

The new

state

equation in canonical form

is

y(0
where

=
c (0

Ay(?)

+
is

Tu(t)

(4-382)

A= =
is

P"'AP. The output equation

transformed into
(4-383)

= =

Fy(0
y(f) are related

where F

DP. The

state vectors x(f)


x(r)

and

by
(4-384)
is

Py(f)

Since

a diagonal matrix, the /th equation of Eq. (4-382)

MO =
where
n
a, is

*#&)

ytff)

(4-385)

the /th eigenvalue of

matrix in the present case.

and y, is the /th element of T, where T is an Taking the Laplace transform on both sides
initial

of Eq. (4-385) and assuming zero

conditions,

we obtain

the transfer

function relation between Ys) and U(s) as


YJis)
S

Jl. U(s)

(4-386)

A,-

The Laplace transform of Eq.

(4-383)

is

C(s)

FY(5)

DPY(i)

(4-387)

Now
then

if it is

assumed that

D=
F
where
/,

[rf 1

d2
[/
I

...

d]

(4-388)

= DP =
</,

f2
...

/J

(4-389) (4-390)

d 2 X,

+
is

djrr

for

1,2, ... ,n. Equation (4-387)

written as

Gto

[/i

/JY(j)

[/.

U(s)

(4-391)

f,7,

U(s)

X,

158

State-Variable Characterization of

Dynamic Systems

Chap. 4

For the nth-order system with


input-output transfer function
is

distinct eigenvalues, let us

assume that the

of the form

U(s)

(s

- A,)(j -

A2)

A)

which

is

expanded by

partial fraction into

v$>
t

&^
; x

(4 - 393)

where a denotes the residue of C(s)jU(s) at s = A,-. It was established earlier that for the system described by Eq. (4-382) to for be state controllable, all the rows of T must be nonzero that is, y, i = 1, 2, ...,. If C(s)/U(s) has one or more pairs of identical pole and zero, for instance in Eq. (4-392), a = A 1; then in Eq. (4-393), a = 0. Comparing

Eq. (4-391) with Eq. (4-393),

we

see that in general

(r,=/,y, Therefore,
lable.

(4-394)
0,

when

a,

0, y, will

be zero if/, =

and the

state y, is uncontrol-

For

observability,

it

was established

earlier that

F must
i

not have columns


.

containing zeros. Or, in the present case, /,

for

2,

n.

However,

from Eq.

(4-394),

f =
t

f
t

(4-395)
a,

When
a,

the transfer function has an identical pair of pole and zero at

0.

Thus, from Eq. (4-395), /,

if y,

^ 0.

4.18

Nonlinear State Equations and Their Linearization

When

a dynamic system has nonlinear characteristics, the state equations of

the system can be represented by the following vector-matrix form:


d\(t) __ f[x(r), r(0] dt

(4-396)

where
f [x(r),

x(t) represents the


r(f)]

n
1

state vector, r(t) the

p x

input vector, and


a function of the

denotes an n

function vector. In general, f

is

state vector and the input vector.

Being able to represent a nonlinear and/or time-varying system by state is a distinct advantage of the state-variable approach over the transfer function method, since the latter is defined strictly only for linear time-invariant
equations
systems.

As a simple
linear
:

illustrative

example, the following state equations are non-

= x,(/) +

x\{t)

j *$> = x,(0 + r{t)

(4 - 397)

Sec. 4.18

Nonlinear State Equations and Their Linearization

159

Since nonlinear systems are usually difficult to analyze and design,

it

would

be desirable to perform a linearization whenever the situation justifies. A linearization process that depends on expanding the nonlinear state equation into a Taylor series about a nominal operating point or trajectory
is

now

described. All the terms of the Taylor series of order higher than

are

discarded,

and

linear

approximation of the nonlinear state equation at the

nominal point results. Let the nominal operating trajectory be denoted by x (f), which corresponds to the nominal input r (?) and some fixed initial states. Expanding the nonlinear state equation of Eq. (4-396) into a Taylor series about x(f) = x (f) and neglecting
all

the higher-order terms yields

x (t)=f (x
i i

,i

53+ j=x (7/Xx, r) SOXj

(Xj

x 0J )
(4-398)
r 0J )

*
i

Sfjjx, r)

0y

1,

2,

n.

Let

Axi

X,

Oj

(4-399)

and
Ar,
r,

r 0/

(4-400)

Then
Ax,
Since

x,

X 0!
o>

(4-401)

x oi
Equation (4-398)
is

= /i(x

r o)

(4-402)

written
~~

'

j=x

dMx,r)
dx,
io,r,

j"

or

An

(4-403)

The

last

equation

may be

written in the vector-matrix form

Ax
where

= A* Ax +
9fx
x

B*Ar
df{ dx n

(4-404)

'df dx

dx 2 dx 2

dh
A*

dx

dx

(4-405)

El
dx
t

dL
dx 2
dli dr z
d_h dr 2
"

df
dx

dfx dr,

df~
drp

df2

df2
'

B*

dr t

dr

(4-406)

dh
dr,

dL
dr 2

d_L dr a

160

/ State-Variable Characterization of

Dynamic Systems

Chap. 4

should be reiterated that A* and B* are evaluated at the nominal point. Thus we have linearized the nonlinear system of Eq. (4-396) at a nominal operating point. However, in general, although Eq. (4-404) is linear, the ele-

where

it

ments of A* and B* may be time varying. The following examples serve to illustrate the linearization procedure
described.

just

Example

4-31

Figure 4-27 shows the block diagram of a control system with a saturation nonlinearity. The state equations of the system are

Xi *i=fi=xi X 2 = f2 = u

(4-407) (4-408)

1
It

x = Ax + Bu

*l

Fig. 4-27.

Nonlinear control system.


is

where the input-output relation of the saturation nonlinearity


u

represented by
(4-409)

(1

e-*i*'i)

SGN
jc,

jf,

where

+1 SGN xi =
[

>

-1

<0

(4-410)

Substituting Eq. (4-409) into Eq. (4-408) and using Eq. (4-403),
linearized state equation

we have

the

Aii

= =

-M-Ax 2 = Ax 2
ax 2 ax

At

(4-411)

Ax 2

^Ax
t
x
.

= Ke-V'^Axi

(4-412)

where x 01 denotes a nominal value of x Notice that the last two equations are linear and are valid only for small signals. In vector-matrix form, ihese linearized state
equations are written as

~Ax{

"Axi"
(4-413)

Ax 2
where
a

Ax 2

Ke- K \*"\

constant

(4-414)

It is of interest to check the significance of the linearization. If x oi is chosen to be at the origin of the nonlinearity, x 01 = 0, then a = K; Eq. (4-412) becomes

Ax 2 =KAxi
Thus the
linearized

(4-415)

model

is

equivalent to having a linear amplifier with a constant

Sec. 4.19

State Equations of Linear Discrete- Data Systems / 161

gain K.
lie

On

the other hand,

if

is

a large number, the nominal operating point will

on the saturated portion of the nonlinearity, and a = 0. This means that any small variation in x, (small Ax,) will give rise to practically no change in Ax 2
.

Example 4-32

In the

last

example the linearized system turns out to be time

invari-

of a nonlinear system often leads to a linear time-varying system. Consider the following nonlinear system:
*i

ant. In general, linearization

= ^t

(4-416)

x2

x,

(4-417)

would like to linearize these equations about the nominal trajectory [x ,(0, X02O)], which is the solution of the equations with the initial conditions x,(0) = x 2 (0) = 1 and the input u{t) = 0.
Integrating both sides of Eq. (4-41 7),

We

we have

Xi

x 2 (0)

=
1

(4-418)

Then Eq.

(4-416) gives

xi

= -/ +

(4-419)

Therefore, the nominal trajectory about which Eqs. (4-416) and (4-417) are to be linearized is described by
*oi(0

x Q i(t)

= =

~t
1

+
we

(4-420) (4-421)
get

Now

evaluating the coefficients of Eq. (4-403),

=
dxi

V1 = dx
2

<?x.

du

Xi

Equation (4-403) gives

Ax,

= -3-Ax X02
oAx,

(4-422)

Ax 2 =
Substituting Eqs. (4-420)

,Ai/

(4-423)
(4-423), the linearized

and (4-421) into Eqs. (4-422) and


"0
2"

equations are written as

Ax,

Ax, _Ax 2 _

"

"

_Ax 2
which
is

_o

o_

J -'_

(4-424)

a set of linear state equations with time-varying coefficients.

4.19

State Equations of Linear Discrete- Data Systems


Similar to the continuous-data systems case, a
discrete-data system
is

by means of discrete
is

state equations.

modern way of modeling a As described earlier,

when

dealing with discrete-data systems,

situations.

The

first

one

that the

we often encounter two different components of the system are continuous-

data elements, but the signals at certain points of the system are discrete or discontinuous with respect to time, because of the sample-and-hold operations.
In this case the components of the system are
still

described by differential

equations, but because of the discrete data, a set of difference equations

may be

162

State- Variable Characterization of

Dynamic Systems

Chap. 4

generated from the original differential equations. The second situation involves systems that are completely discrete with respect to time in the sense that they
receive
discrete data only, such as in the case of a digital controller computer. Under this condition, the system dynamics should be or digital

and send out

described by difference equations.

Let us consider the open-loop discrete-data control system with a sampleand-hold device, as shown in Fig. 4-28. Typical signals that appear at various points in the system are also shown in the figure. The output signal, c(t),

rit)

J\-J-

(t)

Zero-order hold

h(t)

c(t)

r*(t)

'

i:
T IT 3T AT 5T6T IT

-*-

<TTTv

*-

^liJ-

*-

Fig. 4-28. Discrete-data system with sample-and-hold.

: :

Sec. 4.19

State Equations of Linear Discrete-Data Systems /

163

ordinarily
is

is a continuous-data signal. The output of the sample-and-hold, a train of steps. Therefore, we can write

h{t),

h(kT)

r(kT)

0,

2,

(4-425)

Now we let the linear process G be described by the state equation and output equation

ML = Ax(0 + Bh(t)
c(t)

(4-426)

Dx(0

+ EA(0
are the scalar input

(4-427)

where

x(/) is the state vector

signals, respectively.

and h{i) and c{t) The matrices A, B, D, and


Using Eq.

E are coefficient matrices

and output which


of the

have been defined system is written

earlier.

(4-70), the state transition equation

x(t)

tft

)\(t

("

<f>(t

x)Bh(x) dx

(4-428)

for

>
If

we

are interested only in the responses at the sampling instants, just as

in the case of the z-transform solution,

we
VT

let

(k

l)rand

=
d-c

kT. Then

Eq. (4-428) becomes


x[(*

l)r]

4>(T)x(kT)

+ |^

$[{k

+l)Th{kT)

t]BA(t)

(4-429)

where
(k

{t) is the state transition matrix as defined in Section 4.4.


is

Since h(t)

piecewise constant, that


written

is,

= r(kT)

for

kT<t<

\)T, the input function A(t) in Eq. (4-429) can

be taken outside the integral

sign.

Equation (4-429)

is

x[(*

\)T]

= =

${T)x{kT)

+ |2 +

+Ur

*K*

l)r

- t]B dx r(kT)

(4-430)

or
x[(fc

l)r]

tt7>(*r)
9(T)

Q(T)r(kT)

(4-431)

where

=
J kT

^k +

1}

T~

T]B dZ

(4 " 432 >

Equation (4-431)
form. Since
it

is

of the form of a linear difference equation in vector-matrix


it is

represents a set of first-order difference equations, to as the vector-matrix discrete state equation.

referred

The discrete state equation in Eq. (4-431) can be solved by means of a simple recursion procedure. Setting k 0, 1, 2, ... in Eq. (4-431), we find that the following equations result

k * k

= = =

0:
1

2:

= (K7>(0) + 9(7X0) x(2r) = <K7>(T) + e(7XT) x(3J) = (f>(T)x(2T) + 0(7X27)


x(T)

(4-433) (4-434) (4-435)

k= k-

1:

x(kT)

= (K7>p -

1)T]

*(T)r[(k

\)T]

(4-436)

164

State-Variable Characterization of

Dynamic Systems

Chap. 4

Substituting Eq. (4-433) into Eq. (4-434), and then Eq. (4-434) into Eq. (4-435), solution for Eq. (4-431): , and so on, we obtain the following .
.

x(kT)
Equation (4-437)
data system.
is

= <f>*(r>x(0) + S p-'-KTWIW.iT) (=0

(4-437)

It is interesting to

defined as the discrete state transition equation of the discretenote that Eq. (4-437) is analogous to its continu(4-67). In fact,

ous counterpart in Eq.

the state transition equation of Eq.

(4-67) describes the state of the system of Fig. 4-28 with or without sampling. The discrete state transition equation of Eq. (4-437) is more restricted in that it

describes the state only at

= kT (k =

0, 1, 2,

.),

and only

if

the system has

a sample-and-hold device such as in Fig. 4-28. With kT considered as the initial time, a discrete state transition equation similar to that of Eq. (4-70) can be obtained as
x[(k

+ N)T] =

4>

N (T)x(kT)

+ 2

4>-'-\T)B(r)r[(k

+ i)T]
as

(4-438)

where

is

a positive integer. The derivation of Eq. (4-438)

is left

an exercise

for the reader.

The output of the system of Fig. 4-28 at the sampling instants is obtained by substituting t = AT and Eq. (4-437) into Eq. (4-427), yielding
c(kT)

= =

Dx(kT)

+ Eh(kT)

D4>*(7>(0)

+ D 2 p-'-KTWTWT) +
=

*-i

(4-439)

Kh{kT)

method

important advantage of the state-variable method over the z-transform is that it can be modified easily to describe the states and the output (k - A)T, where between sampling instants. In Eq. (4-428) if we let /

An

<

A<

= kT, we get f()H-A)T x[(k + A)T] = ftA7X*r) + <j>P + \ kT = 4>(AT)x(kT) + 9(A7>(A:7)


1

and

A)r

r]B dx r(kT)

^^

By varying the value of


pling instants
is

between

and

1,

the information between the samthat

One

completely described by Eq. (4-440). of the interesting properties of the state transition matrix $(t)

is

+*(T) = ftkT) which is proved as follows. Using the homogeneous solution of the we have
x(t)

(4-441)

state equation of Eq. (4-426),

= #t -

foM'o)

(4-442)

Let

= kT and

ta

0; the last equation

becomes
(4-443)

x{kT)
Also, by the recursive procedure

= ftfcTXO) = {k + with
t

\)T and

kT, k

0, 1,

Sec. 4.20

z-Transform Solution of Discrete State Equations

165

2,

Eq. (4-442) leads to

x(kT)

<J>*(T)x(0)

(4-444)
identity in Eq. (4-441).

Comparison of Eqs. (4-443) and (4-444) gives the


of Eqs. (4-437) and (4-438) are written

In view of the relation of Eq. (4-441), the discrete state transition equations

x(kT)
x[(A:

= (j)(A:r)x(0) + 2 tf(* - - l)r]9(7>0T) + N)T] = $(NT)x(kT) + l]' (# - - l)T]Q(T)r[(k + Or]


'"

(4-445) (4-446)

These two equations can be modified to represent systems with r into a vector r. When a linear system has only discrete data throughout the system, its dynamics can be described by a set of discrete state equations
respectively.

multiple inputs simply by changing the input

x[(k

1)7]

= Ax(kT) +
Dx(kT)

Br(A:r)

(4-447)

and output equations


c(kT)

+ Er(kT)
same form
is

(4-448)

where A, B, D, and
difference in the

are coefficient matrices of the appropriate dimensions.


is

Notice that Eq. (4-447)

basically of the
is

as Eq. (4-431).

The only

two

situations

the starting point of the system representation.

In the case of Eq. (4-431), the starting point


tions of Eq. (4-426);

the continuous-data state equa-

$(T) and

8(7") are

determined from the

and

B matrices
an outsignals.

of Eq. (4-426). In the case of Eq. (4-447), the equation


right description of the discrete-data system,

itself represents

which has only discrete The solution of Eq. (4-447) follows directly from that of Eq.
is

(4-431).

Therefore, the discrete state transition equation of Eq. (4-447)

written
(4-449)

x(kT)

A*x(0)

A*-'-'BrOT)
i

where

A*

= AAAA...A
k

(4-450)

4.20

z-Transform Solution of Discrete State Equations

The

discrete state equation in vector-matrix form,

x[(k

1)7"]

= Ax(kT) +

Br(&r)

(4-451)

can be solved by means of the z-transform method. Taking the z-transform on both sides of Eq. (4-451) yields
zX(z)

zx(0+)

= AX(z) + BR(z) +
(zl

(4-452)

Solving for X(z) from the last equation gives


X(z)

(zl

A)" zx(0-r-)

A)" 'BR(z)

(4-453)

166

State-Variable Characterization of

Dynamic Systems

Chap. 4

The

inverse z-transform of the last equation

is

x(kT)

g- '[(zl

A)" z]x(0)
l

g-*[(zl

- A)

BR(z)]

(4-454)

In order to carry out the inverse z-transform operation of the last equation,
write the z-transform of

we

A*
k=

as

g(A")

f] A*z"*

=I+

Az"

+A

z" 2

(4-455)

Premultiplying both sides of the last equation by


result

Az -1 and

subtracting the

from the

last equation,

we

get

(Ig(A k )
or

Az-')S(A*)

(4-456)

Therefore, solving for g{A k ) from the last equation yields

=
=

(I

Az"

)"

=
-1

(zl

A)"'z

(4-457)

A*

[{zl

-A

(4-458)

Equation (4-458) also represents a way of finding A* by using the z-transform method. Similarly, we can prove that
5-t(2l

- A)-'BR(z)] = S
and

A^-'-'BrOT)

(4-459)

Now we

substitute Eqs. (4-458)

(4-459), into Eq. (4-454)


k-\

and we have the

solution for x(kT) as

x(kT)

A*x(0)

+ 2 =
i

A*-'-'Br(ir)

(4-460)

which is identical to the expression in Eq. (4-449). Once a discrete-data system is represented by the dynamic equations of Eqs. (4-447) and (4-448), the transfer function relation of the system can be
expressed in terms of the coefficient matrices.
Setting the initial state

x(0+)
X(z)

to zero, Eq. (4-453) gives


(zl

A)-BR(z)

(4-461)

When

this

equation

is

substituted into the z-transformed version of Eq. (4-448),

we have
C(z)

[D(zl

A)" 'B

+
is

E]R(z)

(4-462)

Thus the

transfer function matrix of the system

G(z)

D(zl

A)-'B

(4-463)

This equation can be written G(z)

D[adj(zI-A)]B
is

+ lzI-A|E

{A _

m)

The

characteristic equation of the system

defined as
(4-465)

|zI-A|

In general, a linear time-invariant discrete-data system with one input and one output can be described by the following linear difference equation with

constant coefficients:

Sec. 4.21

State Diagrams for Discrete-Data Systems

167

c[(k

1071

fl,c[(fc

VP + m)T]

+ n - 2)71 + + a _ lC [(k + l)r] + a c(kT) + VP + m- 1)7] + n>m + b m . A(k + 1)T] + b m r{kT) + nl)r]

a 2 c[(k

(4-466)

Taking the z-transform on both


b zm
z'

sides
is

of this equation and rearranging terms,

the transfer function of the system

written
l

C{z)

R(z)

+ Z>,z"-' + ... + b m z + b m + a^"" +... + o,. z + a,


1 1

,. v

46? ;

The

characteristic equation is defined as


z"

fljz"- 1

a_ ,z

(4-468)

Example 4-33

Consider that a discrete-data system


equation
c(k

is

described by the difference

2)

5c(k

1)

+
+

3c(/c)

r(k

1)

2r(/t)

(4-469)
initial

Taking the z-transform on both


conditions yields

sides of the last equation

and assuming zero


2R(z)
is

z^C{z)

5zC(z)

3C(z)

= zR(z) +

(4-470)

From

the last equation the transfer function of the system

easily written

R(z)

z2

5z

+ =

^ *' l)

The

characteristic equation

is

obtained by setting the denominator polynomial of the


z1

transfer function to zero,

5z

(4-472)

The

state variables of the

system are arbitrarily defined as

Xl (k)

XiQc)
Substitution of the last
(4-469) gives the

= c(k) = x,{k +

(4-473)
1)

- r(k)

(4-474)

two

relations into the original difference equation of Eq.

two

state equations of the

system as
(4-475)

Xl (k

x 2 (k
from which we have the

+ 1)= x 2 (k) + r{k) + 1) = -3^!^) - 5x 2 (k) matrix of the system,


1"

3r{k)

(4-476)

(4-477)

-3

-5_
is

The same

characteristic equation as in Eq. (4-472)

obtained by using zl
|

A| = 0.

4.21

State Diagrams for Discrete-Data Systems

When

a discrete-data system

is

described by difference equations or discrete

state equations,

a discrete state diagram

may

be constructed for the system.


state

Similar to the relations between the analog computer diagram

diagram for a continuous-data system, the elements of a discrete

and the state diagram

168

State-Variable Characterization of

Dynamic Systems

Chap. 4

resemble the computing elements of a digital computer.

Some of the

operations

of a digital computer are multiplication by a constant, addition of several machine variables, time delay, or shifting. The mathematical descriptions of
these basic digital computations
sions are as follows:

and

their corresponding z-transform expres-

1.

Multiplication by a constant:

x 2 (kT)
2

= ax^kT) X (z) = aX,(z)


= x (kT) + Xi (kT) = X (z) + Z,(z)

(4-478)

(4-479)

2.

Summing:

x 2 (kT)

(4-480)

X (z)
2

(4-481)

3.

Shifting or time delay:

x 2 (kT)
2

= Xi [(k + l)T) X (z) = zX,{z) - zx,(0+)


= z- X {z) +
l

(4-482) (4-483)

or

X^z)
The
a

*,(<)+)

(4-484)

state

diagram representations of these opera-

(z)

o-

-OX

(z)

tions are illustrated in Fig. 4-29.


in Eq. (4-484)

The

initial
t

time
rj.

= 0+

can be generalized to

Then Eq.

X2 (z) = aX X
(z)

(z)

(4-484)

is

written

Z,(z)

z'

X (z) + x, {n)
2

(4-485)

which represents the discrete-time


time greater than or equal to
fj.

state transition for

X2 (z)

Example 4-34

Consider again the difference equation in Eq. (4-469), which is

c(k

2)

5c(k

1)

3c(k)

r(k

1)

2r(k)
(4-486)

(z)

One way of

constructing the discrete state diagram for the

X2 (z) = XQ (z) + X

(z)

system

is

to use the state equations. In this case the state

equations are available in Eqs. (4-475) and (4-476) and these


are repeated here:

9*i(0+)
x,(k

x 2 (k

+ +

1) 1)

= Xl (k) + r(k) = -3 Xl (k) - 5x


same

(4-487)
2 (k)

3r(k)

(4-488)

X2 (z)o
X
1

O^(r)
= z-iX 2 (z) + x 1 (0+)

Using

essentially the

principle as for the state diagrams

for continuous-data systems, the state


(z)

diagram for Eqs. (4-487)

and (4-488)
z
_1
is

is

constructed in Fig. 4-30.

used to relate

x^k +

Fig. 4-29. Basic elements of a discrete


state diagram.

will

always appear as

The time delay unit The state variables outputs of the delay units on the state
1) to Xi(k).

diagram.

Sec. 4.21

State Diagrams for Discrete-Data Systems

169

R{z)

C{z)

-3
diagram of the system described by the difference equation of Eq. (4-486) or by the state equations of Eqs. (4-487) and
Fig. 4-30. Discrete state
(4-488).

As an alternative, the state diagram can also be drawn directly from the difference equation by means of the decomposition schemes. The decomposition of a discrete transfer function will be discussed in the following section, after we have demonstrated some of the practical applications of the discrete state diagram.
state transition equation of the system can be obtained directly from the {z) and diagram using the gain formula. Referring to z (z) as the output nodes and to xi(0+), * 2 (0+), and R(z) as input nodes in Fig. 4-30, the state transition equations are written in the following vector-matrix form:

The

state

~ A
where

"1
_

+5z-'
-3Z1

"*i(o+r
1

rz-i(l

+5z-')-3z- 2
R{z)
(4-489)

_* 2 (0+)_

A|_

_ 3z -i_3 z -2
3z-

A=

5z-'

(4-490)

The same transfer function between R(z) and C(z) as in Eq. (4-471) can be obtained directly from the state diagram by applying the gain formula between these two nodes.
Decomposition of Discrete Transfer Functions

The

three schemes of decomposition discussed earlier for continuous-data

systems can be applied to transfer functions of discrete-data systems without the need of modification. As an illustrative example, the following transfer
function
is

diagrams are

decomposed by the three methods, and the corresponding shown in Fig. 4-31
<2f)
^

state

(4.491)

Equation (4-491) is used for direct decomposition after the numerator and the denominator are both multiplied by z~ 2 For cascade decomposition, the trans.

x 2 (0+)

Riz)

C(z)

-3
(a) Direct

decomposition

x, (0 +)

R(z)

C(z)

(b)

Cascade decomposition

*i(0+)

RU)

(c) Parallel

decomposition
= (z

Fig. 4-31. State

diagrams of the transfer function C(z)/i?(z)

2)/(z 2

+
170

5z

3)

tion, (b)

by the three methods of decomposition, (a) Direct decomposiCascade decomposition, (c) Parallel decomposition.

Sec. 4.22

State Diagrams for Sampled- Data Systems / 171

fer function is first written in factored

form
z

as

C{z)

R(z)

(z

+ 4.3)(z + 0.7)

(4-492)

For the

parallel decomposition, the transfer function is first fractioned

by

partial fraction into the following

form
0.64
,

C(z) R(z)
4.22

~ z + 4.3 +

0.36
0.7

(4-493)

State Diagrams for Sampled-Data Systems

When

a discrete-data system has continuous-data as well as discrete-data


necessary if a description of the

elements, with the two types of elements separated by sample-and-hold devices,

a special treatment of the state diagram


continuous-data states
is

is

desired for

all

times.

diagram of the zero-order hold. Consider that the input of the zero-order hold is denoted by e*{i) which is a train of impulses, and the output by h{t). Since the zero-order hold simply holds the magnitude of the input impulse at the sampling instant until the next input comes along, the signal h{t) is a sequence of steps. The input-output relation
Let us
first

establish the state

in the Laplace

domain

is

written

H(s)
In the time domain, the relation

-e-*-

-E*(s)

(4-494)

is

simply

h(t)

e(kT+)

(4-495)

for

kT<t<(k +
this

l)T.

In the state diagram notation,

we need

the relation between H(s) and

e(kT+). For

purpose we take the Laplace transform on both sides of Eq.


(4-495) to give

e(kT+)

H(s)

= e(fcr+)
The
state
is

(4-496)

O
Fig. 4-32. State

for

kT < t <
illustrative

(k

\)T.

diagram representain Fig. 4-32.

diagram rep-

tion of the zero-order hold

shown

As

resentation of the zero-order


hold.

an

example on how the


is

state
let

diagram of a

sampled-data system

constructed,

us consider the

system shown in Fig. 4-33.


First, the

We

shall

demonstrate the
written
(4-497)

various available ways of modeling the input-output relations of the system.

Laplace transform of the output of the system


C(s)

is

=
s s

Fig. 4-33.

Sampled-data system.


172
/ State- Variable Characterization of

Dynamic Systems

Chap. 4

Taking the z-transform on both

sides of the last equation yields

(4-498)

Given information on the input


response at the sampling instants.

e(t)

or e*(t), Eq. (4-498) gives the output

state

diagram can be drawn from Eq. (4-498) using the decomposition


t

technique. Figure 4-34 illustrates the discrete state diagram of he system through

x, (0 +

e(kT+)

Fig. 4-34. Discrete state

diagram of the system in

Fig. 4-33.

decomposition. The discrete dynamic equations of the system are written


directly

from

this state

diagram

*,[(*

= c(kT) =
1)7]

e- T x,(kT)

(1

e- T)e{kT)

(4-499)

x (kT)
x

(4-500)

Therefore, the output response of the system can also be obtained by solving
the difference equation of Eq. (4-499).
If the

response of the output

c(t) is

desired for

all

t,

we may construct the

diagram shown in Fig. 4-35. This state diagram is obtained by cascading the state diagram representations of the zero-order hold and the process G(s).
state

x (kT+)
{

,'

o
His)

*>

e(kT+)

Fig. 4-35. State

diagram for the system of Fig. 4-33 for the time


1)T.

interval

kT<t<(k +

Sec. 4.23

State Equations of Linear Time-Varying Systems /

173

To

determine

c(t),

which

is

also *i(f)>

we must

first

obtain X^s) by applying

the gain formula to the state diagram of Fig. 4-35.

We

have
(4 " 501)

*(*>
for

= TT~^ e(kT+) + TT~^ Xl(kT)


Taking the inverse Laplace transform of the
[1

kT <

< (& +

l)r.

last

equa-

tion gives

*i(0

e-

'- kT>

]e(kT+)

e- -*"jc,(Jtr)
t is

(4-502) valid for

kT< < (k +
t

\)T. It is interesting to note that in Eq. (4-502)


result in Eq. (4-499) gives
It is

one sampling period, whereas the x,(r) only at the sampling instants.
in Eq. (4-502), the latter

information on
let t

easy to see that

if

we

{k

Y)T

becomes Eq.

(4-499).

4.23

State Equations of Linear Time-Varying Systems

When

a linear system has time-varying elements,

it

can be represented by the

following dynamic equations

^
c(?)

= =

A(t)x(t)

+ +

B(/)r
E(r)r(?)

(4-503) (4-504)

D(0x(r)

where
x(r)
r (0

c (0
A{t), B(/), D(?),

=n =P =9

X x x

state vector

input vector

output vector

and E(t) are coefficient matrices of appropriate dimensions. The elements of these coefficient matrices are functions of t.
Unlike in the time-invariant case, time-varying differential equations do not have closed-form solutions. Let us investigate the properties

generally

of a time-varying system by considering a scalar homogeneous state equation,

This equation can be solved by

^ ^
first

a(t)x(t)

(4-505)

separating the variables,

a{t)dt

(5-506)

and then integrating both

sides to get

In x(t)

In x(t Q )

=
J'

a(z)

dx

(4-507)

Therefore,
x{t)

exp

a{x) dx\x(t a )

(4-508)

where

denotes the

initial

time.

we can define a state transition matrix for the time-varying state equation. For the scalar case under consideraJust as in the time-invariant situation,

174

State-Variable Characterization of

Dynamic Systems

Chap. 4

tion, the state transition

matrix

is

<f>(t, t 9 )

exp

a(x) dx

(4-509)

Notice that for the time-varying case, the state transition matrix depends upon
t

and t not simply t ? For the vector-matrix


,

state equation
(t)

A(0x(r)

(4-510)

it is

simple to show that the solution can be written


x(r)

ftr,

)x(t

(4-511)

where $(t, t the problem

) is

the state transition matrix that


t

satisfies

Eq. (4-510). However,


is: Is {t,
t

is

how to find <f>(t,

in general.

The question

related

to the A(f) matrix through the following relationship ?


<J>(?, t

exp
let

H"

A(t) dx

(4-512)

To answer
into a

the posed question,

us expand the right side of Eq. (4-512)

power

series,

exp T

A(t) dx)

=I+

A(t) dx

+^

[ A(t) dx f

A(<r) </*

...

(4-513)

Taking the derivative on both we have

sides of the last equation with respect to time,

*-[T.

A(t) dx

A(0

m L'
=
A(0

A(t)

do

j-

A(t)

rft

A(f)

(4-514)

Multiplying both sides of Eq. (4-513) by A(t),

we have
j"

A(0 exp

["

('

A(t) dx

A(0

A(t) dx

(4-515)

By comparison of Eqs.

(4-514)

and

(4-515),

we

see that

^ exp
or

P
J

A(t) dx

= =

A(0 exp

A(t) Jt

(4-516)

${t,

dt
if

/ )

A(0<K?,

* o)

(4-517)

and only

if

A(r)

f A(t) dx
to

f J la

'

A(t) dx A(t)

(4-518)

that

is,

A(0
commute.

and

f
to

A(t)

rfr

The requirement

that A(r)

and

its

integral

commute

is

evidently a very

stringent condition. Therefore, in general, Eq.

(4-512) will

not be valid.

Sec. 4.23

State Equations of Linear Time-Varying Systems /

175

Most of
4>(t

the properties of the time-invariant state transition matrix,


listed as follows

t ),

can be extended to the time- varying case. These are

1.

<KMo)
1

=
)

I-

2.
3.

<f.-

(?,?
,

<f.(/

,0.
)

${t 2 ?,) <K?,,

${t 2

t )

for any

t2

Solution of the

Nonhomogeneous Time-Varying State Equation


t )

Disregarding the problem of finding the state transition matrix {t,


for the

moment, we

shall solve for the solution

of the nonhomogeneous state

equation of Eq. (4-503).


Let the solution be
x(f)

${t, to)f[{t)

(4-519)

where

satisfies

an n x 1 vector, and <^(/, t ) is the state transition matrix that Eq. (4-517). Equation (4-519) must satisfy Eq. (4-503). Substitution of Eq. (4-519) into Eq. (4-503) yields
r\(t) is

4>U,

toMO + W,

t )r\(t)

= A(0ft/, toMt) + B(0(?)


and
simplifying,

(4-520)

Substituting Eq. (4-517) into Eq. (4-520)

we

get (4-521)

t,

*oM) = Bu(0
B(f)u(0

Thus
f|(?)

<f"'(f, t )

(4-522)

and

0 =
The vector
r\(t ) is

f *

_i

(t,

?o)B(t)u(t) dx

tl(f)

(4-523)

obtained from Eq. (4-519) by setting

Thus

substitut-

ing Eq. (4-523) into Eq. (4-519),


x(f)

we have

= W,
W,
r

)x(t

+
r )

$(r,

$-(*,

)B(t)u(t)

rft

(4-524)

Since
)*-'(T,

= W, /)<K'o, t) =
)

<K', t)

(4-525)

Eq. (4-524) becomes


x(r)

ftf,

)x(r

f'

$(t, t)B(t)u(t)

dt

(4-526)

which

is

the state transition equation of Eq. (4-503).

Discrete Approximation of the Linear Time-Varying System

time-varying systems can be solved by using not readily available. It is possible to discretize the system with a time increment during which the time-varying parameters do not vary appreciably. Then the problem becomes that of solving a set of

In practice, not too

many
is

Eq. (4-526), since $(t,

t )

linear time-varying discrete state equations.

One method of
by

discretizing the

system

is

to approximate the derivative of x(r)

176

State- Variable Characterization of

Dynamic Systems

Chap. 4

i(t)

~ -L{x[(k +

l)T]

x(kT)}

kT<t<(k+

l)T
is

(4-527)

where T is a small time interval. The state equation of Eq. mated by the time-varying difference equation
x[(k

(4-503)

approxi-

= A*{kT)x(kT) + B*(kT)r(kT) over the time interval, kT < < (k + l)T, where A.*(kT) = TXQcT) + I
+
l)T]
t

(4-528)

B*(kT)

TB(kT)

Equation (4-528) can be solved recursively in


invariant case, Eqs. (4-433) through (4-437).

much

the same

way

as in the time-

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32.

System/360 Continuous System Modeling Program (360A-CX-16X) User's Manual, Technical Publications Dept., International Business Machines Corporation,

White

Plains,

N.Y.

PROBLEMS
4.1.

Write state equations for the

electric

networks shown

in Fig. P4-1

e(t)

4.2.

The following

differential equations represent linear time-invariant systems.


(state

Write the dynamic equations matrix form.

equations and output equation) in vector-

Chap. 4

Problems

179

(a)

*!)

(b)

^
rf

dt 1

+ 3*0
4
rfc(/)

c(t)

r(t)

5c(t)

= =

r(t)

(c)

c(Q

dr(t)

c{t)

(d)

rfM)

(e)

^
<ft

"+

-c(t)

c(T)dT

/(/)

f.
1_u +
"

rf/

6^ +
rfr

5c(0
that

= ,H0 +
<fr

2^

,(/)

4.3.

Using Eq.

(4-42),

show

((>(0

Ar

Klf2 . T\ ji^

-r

J,,

4.4.

The state equations of a linear


iO)
Find the
(a)

time-invariant system are represented by

Ax(0

+ B(0
for the following cases:

state transition matrix

<((/)

0"

"1"

-1
(b)

-2_

B =
_1_

r
-2
-3_
0"

"0"

B=
_1_

(c)

-2
-1

-2_
(d)
1

B =
0"
1

"10"
_ 1_

ro

-1
4.5.

B=
l

-1
Find the
for
4.6.
t

state transition equations for the systems described in


It is

Problem 4.4

> 0.

assumed that x(0+)

is

given and u(t)

is

a unit step function.

Given the
where

state equation

(t)

= Ax(0 +
r
-1
1

B(0

~0

A=

B
becomes

_2

0_

find the transformation such that the state equation

y(0
where A! and
4.7.

A,x(/)

B!(0

are in the phase-variable canonical form.

For the

state equation given in

Problem

4.6, if

B=
can the state equation be transformed into the phase- variable form? Explain. Given the state equations of a linear time-invariant system as
x(/)

4.8.

= Ax(?) +

B(0

180

State-Variable Characterization of

Dynamic Systems

Chap. 4

where
1

0~
1

ro

B=
l

-2
eigenvalues of A.
4.9.

-3.

determine the transfer function relation between X(s) and U(s). Find the

For a linear time-invariant system whose state equations have coefficient matrices given by Eqs. (4-111) and (4-112) (phase-variable canonical form),

show

that
1

adj (si

- A)B =

and the

characteristic equation
s"

is

+ ais"

-1

+ a 2 s" -2 +
is

+ aa -is +

a == 0.

4.10.

A closed-loop control

system
(t)

described by

where
r

x(t)

= //-vector,
matrix.

= Ax(0 + Bu(0 u(/) = -Gx(0 u(/) = /--vector, A is n


Show
Let
1

n,

is

r,

and

is

the

x n feedback

that the roots of the characteristic equation are

eigenvalues of

A BG.

0"
1
1

A=
-2

B=
-10_
g*\

-5
gi

G=

[i

g2

Find the characteristic equation of the closed-loop system. Determine the elements of G so that the eigenvalues of A BG are at 1, 2, 1 jl, and

1
4.11.

+/1. Can

all

the eigenvalues of

A BG

be arbitrarily assigned for this

problem?

linear time-invariant system


:

is

described by the following differential equa-

tion

d 2 c(t)
dt 2
(a)

Ml)
dt

c(t)

= r(f)

Find the

state transition matrix

<J>(/).

(b) Let c(0)

1,

t(0)

= 0,

and

r(t)

u s (t), the unit step function; find the

state transition equations for the system.


(c)

Determine the characteristic equation of the system and the eigenvalues.


linear multivariable

4.12.

system

is

described by the following set of differential

equations

Chap. 4

Problems / 181

rf'cKQ
rf/
2

+
,

dc,(rt
rf/

+ 2c,(0-2c 2 (0=r,(0
ci(0

dt 2
(a)

c 2 (0

r 2 (f)

Write the state equations of the system in vector-matrix form. Write the output equation in vector-matrix form.

(b)

Find the transfer function between the outputs and the inputs of the system.
state transition

4.13.

Given the

equation (t)

= Ax(/), where
a

A=
a and
(a)

jo

co are real

numbers.
<^(/).

(b)
(c)

Find the state transition matrix Find the eigenvalues of A. Find the eigenvectors of A.
state equations of

4.14.

Given the

a linear system as

(t)

= Ax(/) + B(0
1

where on
1

ro

B=
|_1.

-6

-11

-6J

The eigenvalues of A are A j


x(t)

1,X 2

-2, X 3

Py(f) that will transform

A into

a diagonal matrix

3. Find a transformation A = diag [Xi X 2 X 3 ],


by

4.15.

Given a
where

linear system with the state equations described

1(0
'

= Ax(f) +
1

Bm(0

0'
1

B=

ri
_1_

.-25
The eigenvalues are X
x(/)
x

-35
I, X 2

11_

= Py(/) so that A is transformed state equations are


Find
4.16

5. Find the transformation transformed into the Jordan canonical form. The

5, X 3

HO = Ay(0 + T(0 A
and T.
diagrams for the following systems
Bu(t)

Draw
(a)

state

(0

= Ax(/) +

-3 A = -1 -5
(b) (r)

0"
1

ro

-1

B=
l

-2

-1

Ax(f)

+ Bu(f). Same A as in part (a) but with ~o r


B

4.17.

The block diagram of a feedback control system is shown in Fig.


(a)

P4-17.

Write the dynamic equations of the system in vector-matrix form.

182

State-Variable Characterization of

Dynamic Systems

Chap. 4

Figure P4-17.
(b)
(c)

Draw

a state diagram for the system. Find the state transition equations for the system. Express the equations in matrix form. The initial states are represented by x(t'b), and the input r{t) is a unit step function, u s {t / ), which is applied at t == t
.

4.18.

Draw
(a)

state

diagrams for the following transfer functions by means of direct


10
s3

decomposition
G(s)

5s 2

+ 4s +
1)

10

<

b>

W = s(s + 1F+
state
:

6(s

3)

Write the state equations from the state diagrams and express them in the phase-variable canonical form.
4.19.

Draw
(a)

diagrams for the following systems by means of parallel decom6(s

position G(s)

s(s

+ 1) + 2)(s +

3)

<i3P + ^>
Draw

5c(0

-f- +

Write the state equations from the state diagrams and show that the states are decoupled from each other.
4.20.
state

diagrams for the systems in Problem 4.19 by means of cascade

decomposition.
4.21.

Given the transfer function of a

linear system,

iQfr + G(s) UW = (s + 2(s i) 5) +

Draw
4.22.

state

position.

The

diagrams for the system using three different methods of decomstate diagrams should contain a minimum number of integrators.
is

The

state

diagram of a linear system

shown

in Fig. P4-22.

Figure P4-22.

Chap. 4

Problems / 183

(a)

Assign the state variables and write the dynamic equations of the system.

(b)

Determine the transfer function C(s)/R(s).


state

4.23.

Draw
The

diagrams for the

electric

network shown
is

in Fig. P4-1.

4.24.

state

diagram of a linear system

shown

in Fig. P4-24.

Figure P4-24.

Assign state variables on the state diagram; create additional nodes is not altered. (b) Write the dynamic equations for the system.
(a)

if

necessary, as long as the system

4.25.

Given the
where

state equation

(0

= Ax(?)
1

-2

0"
1

-2

.0
(a)

-2_

(b)

Find the eigenvalues of A. Determine the state transition matrix


state equation

<J)(0-

4.26.

Given the where

(/)

=
1

Ax(t)

B(0

on
1

ro
B =
|_1.
3

-2

-4

-3J

A are Ai = 1, A 2 = 1 j\, A = 1 +jl. Find the transformation x(?) = Py</) which transforms A into the modal form
The eigenvalues of "-1
0"

-1 -1
4.27.

=P"iAP

-1_

Given the

linear system

(0
where
(/) is

= Ax(0 +

B(0

generated by state feedback,


u(t)

= -Gx(0
is
1

The

state transition
<J>(/)

matrix for the closed-loop system

e (A-BG)

-![(,,!

_ a + BG)-

Is the following relation valid ?

e (A-BG)t

gAtg-BGt

184

State- Variable Characterization of

Dynamic Systems

Chap. 4

where
e At e -BGr

= -l[(5I _ A)"'] = -i[(sl + BG)"

Explain your conclusions.


4.28.

Determine the

state controllability of the

system shown

in Fig. P4-28.

Figure P4-28.

(a)

(b)

= 1, b = 2, c = 2, and d=\. Are there any nonzero values for


a
completely state controllable?

a, b, c,

and (/such that the system

is

not

4.29.

Figure P4-29 shows the block diagram of a feedback control system. Determine
the state controllability

and

observability of the system

by the following

methods, whenever applicable

It

\X
3
I

\
.9

x
1
\

+ 2

' '

x2

Fig ure P4 -29.

(a)

Conditions on the A, B, D, and

matrices.

(b) Transfer function.


(c)

Coupling of

states.
is

4.30.

The

transfer function of a linear system

given by

C(s)

s s3

+a
6
is

R(s)~
(a)

+6s 2 + Us +

Determine the value of a so that the system


unobservable.

either uncontrollable or

(b) Define the state variables so that


(c)

one of them

is

uncontrollable.
is

Define the state variables so that one of the states

unobservable.

4.31.

Consider the system described by the state equation


(f)

= Ax(0 + B(0

Chap. 4

Problems

185

where
"

r
a_

"1"

B =

L-l
Find the region
controllable.
4.32.

L*J
such that the system
is

in the a-versus-6 plane

completely

Draw the state diagram of a second-order system that is neither controllable nor
observable.

4.33.

Determine the conditions on

b\,

b2

d u and d2
Bk(/)

so that the following system

is

completely state controllable, output controllable, and observable

(0

= Ax(0 + ~i r
_o
i_

c(0

=
[/,

Dx(0 d2 ]

D=
4.34.

The block diagram of a simplified control system for the Large Space Telescope (LST) is shown in Fig. P4-34. For simulation and control purposes, it would be desirable to represent the system by state equations and a state diagram.
Gimbai
controller

Control moment gyro dynamics


Vehicle

K,

~\+ K
K,

Command

Kp s +

s s

+ Kj
1

H
Js 2

position

-J

JG s

Vehicle

dynamics

KN

1
s

Figure P4-34.

(a)

Draw a state diagram for the system and write the state equations in
matrix form.

vector-

(b)
(c)

Find the characteristic equation of the system. modern control design scheme, called the state feedback, utilizes the concept of feeding back every state variable through a constant gain. In this case the control law is described by

- gjXi g 2 x 2 g]X - g x Xi
3
,

Find the values of gi, g 2 gi, and g^ such that the eigenvalues of the overall system are at s = 100, 200, 1 +/1, 1 jl. The system parameters = 600, Kj = 9700, JG = 2, Jv = 10 5 Kp = 216, and are given as

KN = 300.

All units are consistent.


186
/

State-Variable Characterization of

Dynamic Systems

Chap. 4

4.35.

The

difference equation of
c[(k

linear discrete-data system

is

given by

2)T]

+ 0.5c[(A: +

1)T]

0.1c(kT)

(a)

Write the state equations for the system.

(b)

The k =

initial

conditions are given as c(0)


.
.

2, 3,

10 by

= 1 and c(T) = 0. Find c{kT) for means of recursion. Can you project the final value of

c(kT) from the recursive results?


4.36.

Given the discrete-data


Xl (k

state equations,
1) 1)

x 2 (k

+ +

= 0.1x 2 (k) = -x^k) + 0Jx


</>(&).

2 (k)

+ r(k)

find the state transition matrix


4.37.

A discrete-data system is characterized by the transfer function


C(z) R(z)
(a)

Kz
(z

l)(z 2

-z

3)

Draw

(b)

a state diagram for the system. Write the dynamic equation for the system

in vector-matrix form..
is

4.38.

The block diagram of a

discrete-data control system

shown

in Fig. P4-38.

>it)

tO ^T
e(t)

- e*(0
z.o.h.

2Q +
s(s

0.5)

+ 0.2)

c(t)

*-

Figure P4-38.

(a)

Draw

(b)

a state diagram for the system. Write the state equations in vector-matrix form,
x[(fc

1)71

= <J>(r)x(/cD + B(T)r(kT)

(c)

Find <^(T) when

T=

0.1 sec.

5
Mathematical Modeling
of Physical

Systems

5.1

Introduction

One

of the most important tasks in the analysis and design of control systems

is

the mathematical modeling of the systems. In preceding chapters

duced a number of well-known methods of modeling linear most common methods are the transfer function approach and the state-variable approach. However, in reality most physical systems have nonlinear characteristics to

we have introsystems. The two

some

extent.
if

A physical system may be portrayed by a linear mathelinearity.

matical model only

the true characteristics and the range of operation of the

system justify the assumption of

linear control systems have been well developed, their counterparts for nonlinear systems are usually quite complex. Therefore, the control systems engineer often has the task of determining not

Although the analysis and design of

how to accurately describe a system mathematically, but, more important, to make proper assumptions and approximations, whenever necessary, so that the system may be adequately characterized by a linear mathematical model.
only

how

important to point out that the modern control engineer should place on the mathematical modeling of the system so that the analysis and design problems can be adaptable for computer solutions. Therefore, the main objectives of this chapter are
It is

special emphasis

1.

2.

To demonstrate the mathematical modeling of control systems and components. To demonstrate how the modeling will lead to computer solutions.
187

188

Mathematical Modeling of Physical Systems

Chap. 5

The modeling of many system components and control systems will be However, the emphasis is placed on the approach to the problem, and no attempt is being made to cover all possible types of systems
illustrated in this chapter.

encountered in practice.

5.2

Equations of Electrical Networks

The

classical

way of

writing network equations of an electrical network

is

the

loop method and the node method, which are formulated from the two laws of Kirchhoff. However, although the loop and node equations are easy to write,
they are not natural for computer solutions.

network equations
in this section.

is

the state-variable method.

A more modern method of writing We shall treat the subject briefly


equations of electrical
of
illustrate the basic principle

networks

More detailed discussions on the state may be found in texts on network theory. 12

Let us use the

RLC network
R
+

of Fig. 5-1 to
L
T1KP

V\AA<

HO
+
e(t)

-J?

e c (t)

Fig. 5-1.

RLC network.
It is relatively

writing state equations for electric networks.

simple to write the

loop equation of this network:


e(t)

-^l + R d = Ld
is

-f + -L q

(t)

(5-1)

where

q(t)

is

the electric charge and

related to the current


i{-c)dx

i(t)

by
(5-2)

q{t)=\'
It is

shown

in

Chapter 4 that the second-order

differential

equation in

Eq. (5-1) can be replaced by two first-order differential equations called the state equations. In this case it is convenient to define the state variables as
Xl (t)

= ^P =
=

e c (t)

(5-3)

where ec (t)

is

the voltage across the capacitor

and
(5-4)

* 2 (0

/(0

= C^)

Substituting Eqs. (5-3) and (5-4) into Eq. (5-1) yields


e(t)

= L **M + Rx

2 (t)

Xl (t)

(5-5)

Sec. 5.2

Equations of Electrical Networks / 189

Thus, from Eqs. (5-4) and (5-5) the state equations of the network are

dx

(t)

dt

*,<0

(5-6)

^r in the inductor L,
variables.
i(t),

x,(t)

Rx

2 (t)

e(t)

(5-7)

A more direct way of arriving at the state equations is to assign the current
and the voltage across the capacitor C,
e c (t), as the state

Then

the state equations are written by equating the current in

C and
way

the voltage across L in terms of the state variables and the input source. This

the state equations are written by inspection from the network. Therefore,

Current in C:
Voltage across
Since x^t)

C^4^ = dt
L
L di(f)_
i(i), it is

i(t)

(5-8)

-e c (t)

Ri(t)

e(t)

(5-9)

e c (t)

and x 2 (t)

apparent that these state equations are

identical to those of Eqs. (5-6)

and

(5-7).

In general,

it is

appropriate to assign the voltages across the capacitors and

currents in the inductors as state variables in an electric network, although there are exceptions. 12

One must
electric

recognize that the basic laws used in writing state equations for

still the KirchhofFs laws. Although the state equations in Eqs. (5-8) and (5-9) are arrived at by inspection, in general, the inspection method does not always work, especially for complicated networks. However, a general

networks are

method using
Example
5-1

the theory of linear graphs of network analysis

is

available. 1

As another example of writing the state equations of an electric network, consider the network shown in Fig. 5-2. According to the
foregoing discussion, the voltage across the capacitor e c and the cur/, and i2 are assigned as state variables, as shown in Fig. 5-2.

rents in the inductors

Fig. 5-2.

Network

in

Example

5-1.

The state equations of the network are obtained by writing the voltages across the inductors and the currents in the capacitor in terms of the three state variables. The
state equations are

^p- = -RMi) ~ e {t) +


c

e(.t)

(5-10)

L2

dh(t)
dt

-Rihit)

+ e (t)
c

(5-11)

190

Mathematical Modeling of Physical Systems

Chap. 5

c^ = m-m
Rearranging the constant
canonical form:
coefficients, the state

(5-12)

equations are written in the following

diAtY]
dt

_*i

-+-

u
1

hit)

dhU)
dt

-
C

hit)

e(t)

(5-13)

de c (t)
dt

edt)

5.3

Modeling of Mechanical System Elements 3

Most feedback
ponents.

control systems contain mechanical as well as electrical

From

a mathematical viewpoint, the descriptions of electrical

comand

mechanical elements are analogous. In fact, we can show that given an electrical device, there is usually an analogous mechanical counterpart, and vice versa. The analogy, of course, is a mathematical one that is, two systems are analo;

gous to each other

they are described mathematically by similar equations. The motion of mechanical elements can be described in various dimensions as translational, rotational, or a combination of both. The equations governing the motions of mechanical systems are often directly or indirectly formulated
if

from Newton's law of motion.


Translational

Motion

The motion of translation is defined as a motion that takes place along a The variables that are used to describe translational motion are acceleration, velocity, and displacement. Newton's law of motion states that the algebraic sum offorces acting on a rigid body in a given direction is equal to the product of the mass of the body and its acceleration in the same direction. The law can be expressed as
straight line.

forces

= Ma

(5-14)

denotes the mass and a is the acceleration in the direction considered. where For translational motion, the following elements are usually involved:
1.

Mass: Mass is considered as an indication of the property of an element which stores the kinetic energy of translational motion. It is denotes the analogous to inductance of electrical networks. If

weight of a body, then

is

given by

M
where g
(5-14)
is

W
g

(5-15)

the acceleration of the


fall.

body due
sets

tion of free

Three consistent

to gravity of the acceleraof units for the elements in Eqs.

and

(5-15) are as follows:

Sec. 5.3

Modeling of Mechanical System Elements

191

Units

Mass

Weight

Acceleration

Force

MKS
CGS
British

newtons/m/sec 2
dynes/cm/sec 2
lb/ft/sec 2 (slug)

newton dyne
lb

m/sec 2
cm/sec 2
ft/sec 2

newton dyne
lb

y(t)

Figure 5-3 illustrates the situation where a force


acting

is
is

on a body with mass M. The force equation

M
Fig. 5-3.

fit)

written
fit)

Ma(t)

= M<?M

M-dv(t)
r

(5-16)

Force-mass system.

dt

where
a{t)
is

y(t) represents displacement, v(t) the velocity,


all

and

the acceleration,

referenced in the direction of the

applied force.
2.

Linear spring
to be

A linear spring in practice may be an actual spring or


is

the compliance of a cable or a belt. In general, a spring

considered

an element that
extent.

stores potential energy. It


all

is

analogous to a
is

capacitor in electric networks. In practice,


to

springs are nonlinear


small,
its

However, if the deformation of a spring behavior may be approximated by a linear relationship,


f{t)

some

Ky{t)

(5-17)

where

is

the spring constant, or simply stiffness.

The

three unit

systems for the spring constant are


Units

K
newtons/m dynes/cm
lb/ft

MKS
CGS
British

Equation (5-17) implies that the force acting on the spring


spring.

is

directly

proportional to the displacement (deformation) of the

K
-

y{t)
is

The model representing a shown in Fig. 5-4.


If the spring
is

linear spring element

AAAAA/v-

fit)

preloaded with a preload tension of

T, then Eq. (5-17) should be modified to


Fig. 5-4. Force-spring system

f{t)-T=Ry{t)
Whenever
there
is

(5-18)

Friction for translational motion.

motion or tendency

of motion between two elements, frictional forces exist.

The

frictional forces

encountered in physical systems are usually of a nonlinear nature. The characteristics of the frictional forces between two contacting surfaces often depend

on such factors as the composition of the surfaces, the pressure between the surfaces, their relative velocity, and others, so that an exact mathematical description of the frictional force is difficult. However, for practical purposes,
frictional forces

can be divided into three basic catagories: viscous

friction,

192

Mathematical Modeling of Physical Systems

Chap. 5

static friction,

and Coulomb

friction.

These are discussed separately in detail

in

the following.

1.

Viscous friction. Viscous friction represents a retarding force that

is

a linear relationship between the applied force and velocity.

The The

schematic diagram element for friction


y(t)

is

often repre-

sented

by a dashpot such

as that shov/n in Fig. 5-5.


friction
is

H
Fig. 5-5.

mathematical expression of viscous


fit)

f(f)

B&

(5-19)

Dashpot

for viscous friction.

where

is

the viscous frictional coefficient.

The dimen-

sions of

in the three unit systems are as follows

Units

B
newton/m/sec
dyne/cm/sec
lb/ft/sec

MKS
CGS
British

Figure 5-6(a) shows the functional relation between the viscous


frictional force
2.

and

velocity.

Static friction. Static friction represents a retarding force that tends

to prevent

motion from beginning. The

static frictional force

can be

represented by the following expression


f{t)

(F,),_

(5-20)

where (^)^,

is

defined as the static frictional force that exists only


stationary but has a tendency of moving.

when

the

body

is

The

sign

of the friction

depends on the direction of motion or the

initial
is

direction of velocity.

The

force-velocity relation of static friction

illustrated in Fig. 5-6(b). Notice that once motion begins, the


frictional force vanishes,
3.

static

and other frictions take over. Coulomb friction. Coulomb friction is a retarding force that has a
f
+ F.
Slope =

(b)

(c)

Fig. 5-6. Functional relationships oflinear


(a)

and nonlinear frictional

forces,

Viscous

friction, (b) Static friction, (c)

Coulomb

friction.

Sec. 5.3

Modeling of Mechanical System Elements

193

constant amplitude with respect to the change in velocity, but the sign of the frictional force changes with the reversal of the direction of velocity. The mathematical relation for the Coulomb friction is
given by

/w-'-GF/ISD
where

<5 - 2,)

is

the

Coulomb

friction coefficient.
is

tion of the friction to velocity relation

The functional descripshown in Fig. 5-6(c).

Rotational Motion

axis.

The rotational motion of a body may be defined as motion about a fixed The variables generally used to describe the motion of rotation are torque; angular acceleration, a; angular velocity, <y; and angular displacement, 6. The
following elements are usually involved with the rotational motion.

Inertia. Inertia, /, is considered as an indication of the property of an element which stores the kinetic energy of rotational motion. The inertia of a given element depends on the geometric composition about the axis of rotation

and

its

density.

For

instance, the inertia of a circular disk or a circular shaft about


is

its

geo-

metric axis

given by

J
where

= \Mr
shaft

(5-22)
r is its radius.

is

the

mass of the disk or

and

Example

5-2

Given a disk that


oz,
its

is 1 in.

in diameter, 0.25 in. thick,

and weighing 5

inertia

is

Wr 2
g

^ =

(5oz)(l

in) 2

386 in/sec 2

(5-23)

0.00647 oz-in-sec 2
given in weight per unit volume. Then, for a inertia is proportional to the fourth
length. Therefore,
if

Usually the density of the material


circular disk or shaft
it

is

can be shown that the


first

power of the radius and the


weight

W
p
is

power of the thickness or

the

is

expressed as

W = p(nr
where
length, then Eq. (5-22)
is

2 h)

(5-24)

the density in weight per unit volume, r the radius,


written

and h the thickness or

pn^ = omQ6p h/
(5-25)

(525)

where h and r are in inches. For steel, p is 4.53 oz/in 3 Eq.


;

becomes
(5-26)

J
For aluminum, p
is

= 0.0184 hr 4
Eq. (5-25) becomes

1.56 oz/in 3

= 0.00636 hr*

(5-27)

194

Mathematical Modeling of Physical Systems

Chap. 5

When
T(-^

<' >

a torque

is

applied to a body with inertia /,


is

as

shown

in Fig. 5-7, the torque equation

written
(5-28)

no = Mt) = J ^r = J ~$P
The
tities

three generally used sets of units for the quan-

Fig. 5-7. Torque-inertia system,

in Eq. (5-28) are tabulated as follows

Units

Inertia

Torque

Angular Displacement
radian radian

MKS
CGS
English

kg-m 2
g-cm 2
slug-ft 2

newton-m dyne-cm
lb-ft

or lb-ft-sec 2
oz-in-sec 2

oz-m

radian

The following conversion


Angular displacement.
1

factors are often

found useful

rad

= 11? =

57.3

Angular

velocity.
1

rpm rpm

= ? = 0.1047 rad/sec oU
=
6 deg/sec

Torque.
1

= lb-ft = oz-in =
g-cm

0.0139 oz-in

192 oz-in
0.00521 lb-ft

Inertia.
1

g-cm 2
2

1.417

10" 5 oz-in-sec 2

lb-ft-sec

=192

oz-in-sec 2

oz-in-sec 2

g-cm-sec 2
1

lb-ft-sec

= = =

386 oz-in 2 980 g-cm 2


32.2 lb-ft 2

Torsional spring.

As with

the linear spring for translational motion, a

torsional spring constant K, in torque per unit angular

7X0

displacement, can be devised to represent the compliance

of a rod or a shaft
torque.

when

it

is

subject to

an applied

-M/WW
0(0
Fig. 5-8. Torque-torsional spring

Figure 5-8 illustrates a simple torque-spring system that can be represented by the following equa-

tion:

system.

7X0

KB{t)

(5-29)

Sec. 5.3

Modeling of Mechanical System Elements

195

The dimension

for

K is given in the following units


Units

K
newton-m/rad dyne-cm/rad
oz-in/rad

MKS
CGS
British
If the torsional spring is

preloaded by a preload torque of TP, Eq. (5-29)


T(t)

is

modified to

-TP= Kd(t)

(5-30)

Friction for rotational motion.


translational

Eqs. (5-19),
parts
:

The three types of friction described for motion can be carried over to the motion of rotation. Therefore, (5-20), and (5-21) can be replaced, respectively, by their counter-

no _

n dftt)
dt

(5-31)
(5-32) (5-33)

no
where
C\)<to

{F )d=0
s

B is
is

the viscous frictional coefficient in torque per unit angular velocity,

the static friction,

and

is

the

Coulomb

friction coefficient.

Relation

Between

Translational

and Rotational Motions


it is

In motion control problems


tion into a translational one.

often necessary to convert rotational

For

instance, a load

may be

controlled to

momove

along a straight line through a rotary motor and screw assembly, such as that shown in Fig. 5-9. Figure 5-10 shows a similar situation in which a rack and

no,
Motor

HO
W

-x(0

Fig. 5-9. Rotary-to-linear motion-control system.

x(0

/VWWWWWWWWWWWWWVAA
Drive

motor

Fig. 5-10. Rotary-to-linear motion-control system.

196

Mathematical Modeling of Physical Systems

Chap. 5

Fig. 5-11. Rotary-to-linear motion-control system.

pinion
control
as that
all

is is

used as the mechanical linkage. Another common system in motion the control of a mass through a pulley by a rotary prime mover, such
in Fig. 5-11.

shown

The systems shown

in Figs. 5-9, 5-10,

and

5-11

can

be represented by a simple system with an equivalent inertia connected

For instance, the mass in Fig. 5-1 1 can be regarded as mass which moves about the pulley, which has a radius r. Disregarding a point the inertia of the pulley, the equivalent inertia that the motor sees is
directly to the drive motor.

/=M/- 2 =
If the radius

(5-34)

is r, the equivalent inertia which the by Eq. (5-34). Now consider the system of Fig. 5-9. The lead of the screw, L, is defined as the linear distance which the mass travels per revolution of the screw. In principle, the two systems in Fig. 5-10 and 5-11 are equivalent. In Fig. 5-10, the distance traveled by the mass per revolution of the pinion is 2nr. Therefore,

of the pinion in Fig. 5-10

motor

sees is also given

using Eq. (5-34) as the equivalent inertia for the system of Fig. 5-9,
2

7
where in the British system

= fte)
2
)

(5 " 35)

= inertia (oz-in-sec W weight (oz) L = screw lead (in) g = gravitational force (386.4 in/sec
/
Mechanical Energy and Power

Energy and power play an important role


systems. Stored energy in the

in the design of electromechanical

and potential energy controls the dynamics of the system, whereas dissipative energy usually is spent in the form of heat, which must be closely controlled. The mass or inertia of a body indicates its ability to store kinetic energy. The kinetic energy of a moving mass with a velocity v is
kinetic

form of

Wk = \Mv
The following
tion:

(5-36)

consistent sets of units are given for the kinetic energy rela-

Sec. 5.3

Modeling of Mechanical System Elements

197

Units

Energy
joule or

Mass
newton/m/sec 2
dyne-cm-sec 2
lb/ft/sec 2

Velocity

MKS
CGS
British

m/sec
cm/sec
ft/sec

newton-m dyne-cm
ft-lb

(slug)

For a rotational system, the

kinetic energy relation

is

written
(5-37)

W = ya>
k

where /

is

the

moment

of intertia and

co the

angular velocity. The following

units are given for the rotational kinetic energy:

Units

Energy
joule or

Inertia

Angular Velocity
rad/sec

MKS
CGS
British

kg-m 2

newton-m dyne-cm
oz-in

gm-cm 2
oz-in-sec 2

rad/sec

rad/sec

work required
by y

Potential energy stored in a mechanical element represents the amount of to change the configuration. For a linear spring that is deformed
in length, the potential energy stored in the spring
is

W = \Ky*
p

(5-38)

where
stored

K
is

the spring constant. For a torsional spring, the potential energy given by
is

Wp = \KQ*
When

(5-39)

dealing with a frictional element, the form of energy differs from the previous two cases in that the energy represents a loss or dissipation by the sys-

tem in overcoming the frictional force. Power is the time rate of doing work. Therefore, the power dissipated in a frictional element is the product of force
and
velocity; that
is,

P=fi>
Since

(5-40)

/=

Bv, where

B
is

is

the frictional coefficient, Eq. (5-40) becomes

P
The

Bv*

(5-41)

MKS

unit for

power

in newton-m/sec or watt; for the


is

CGS

system

it is

dyne-cm/sec. In the British unit system, power

represented in ft-lb/sec or

horsepower

(hp).

Furthermore,
1

hp

= 746 watt = 550 ft-lb/sec


is

(5-42)

Since power

is

the rate at which energy


is

being dissipated, the energy dis-

sipated in a frictional element

W = BJv
d

dt

(5-43)

198

Mathematical Modeling of Physical Systems

Chap. 5

Gear

Trains, Levers,

and Timing Belts


is

gear train, a lever, or a timing belt over pulleys

a mechanical device

from one part of a system to another in such a way that force, torque, speed, and displacement are altered. These devices may also be regarded as matching devices used to attain maximum power transfer. Two gears are shown coupled together in Fig. 5-12. The inertia and friction of the
that transmits energy

gears are neglected in the ideal case considered.

0,

The relationships between the torques 7^ and T2 angular displacements and 2 and the teeth numbers JV", and N2 of the gear train are derived from
, > ,

the following facts:

The number of teeth on the surface of the gears radii r, and r 2 of the gears; that is,

is

proportional to the

r,N z
2.

=r N
1

(5-44)
is

The distance
Therefore,

traveled along the surface of each gear

the same.

6',!,
3.

62 r2

(5-45)

The work done by one gear is equal is assumed to be no loss. Thus

to that of the other since there

=T

62
JV,

(5-46)

Ti

Ft

r,,,

N,

i
4
Tiy
d7
JV,

*
T, 0,

M^4
JV,

<C2 "2

Fig. 5-12.

Gear

train.

Fig. 5-13.

Gear train with friction and inertia.

If the angular velocities of the


picture, Eqs. (5-44)

two

gears, co 1

and

co 2 , are

brought into the

through (5-46) lead to


(5-47)
0t

T2
teeth

#2

CO!

r2

In practice, real gears do have inertia and friction between the coupled gear which often cannot be neglected. An equivalent representation of a gear

train with viscous friction,

elements

is

shown

in Fig. 5-13.

Coulomb friction, and inertia considered as lumped The following variables and parameters are

defined for the gear train:

Sec. 5.3

Modeling of Mechanical System Elements

199

T=
6 1, 6 2

applied torque

Ti,T2 /, J2
,

= =

angular displacements
torque transmitted to gears

= inertia of gears

F,i,

N u N number of teeth F = Coulomb friction coefficients B u B = viscous frictional coefficients


2

c2

The torque equation

for gear 2

T2 (t) = J2
The torque equation on the
r(0

^ ^
is

written
2

+B

+ Fc2 -^

(5-48)

side of gear

1 is

= /,

^- + *, *M> + F M- + 7\(?)
ei

(5-49)

By

the use of Eq. (5-47), Eq. (5-48)


,

is

converted to

w
T
(a
2

-N, T (t _ (n.Vj rfwo (N y B - \wj Ji -&- + )


t

W ST + n F
ddti)
>
2

if
<>

e2

Nl

(s 50) (5

|^y

Equation (5-50) indicates that it is possible to reflect inertia, friction, (and compliance) torque, speed, and displacement from one side of a gear train to the
other.

Therefore, the following quantities are obtained

when

reflecting

from gear

2 to gear

Inertia:

(i)V2
:

Viscous frictional coefficient

(--^1

B2

Torque:

^T

Angular displacement: Angular velocity:

-jrr-d 2

~co 2
Jy 2

Coulomb
If torsional spring effect

frictional torque:

-rrFc2

c 2
. ,

|a>2l

(NJN2 )

in reflecting

were present, the spring constant is also multiplied by from gear 2 to gear 1. Now, substituting Eq. (5-50) into

Eq. (5-49),

we

get

HO = /,.
where

^0 + B U ^M + T
2 2
x

(5-51)

= Ji + J (jff Bu = B + B
Ju
(jfy

(5-52)

(5-53)

200

Mathematical Modeling of Physical Systems

Chap. 5

Example

5-3

Given a load that has


through a
1

inertia

of 0.05 oz-in-sec 2 and a

Coulomb
side).

fric-

tion torque of 2 oz-in, find the inertia


:

and

frictional torque reflected

5 gear train
is

reflected inertia

on

the side of JV,

(Ni/N2 = ^ with x 0.05 = 0.002 ()


2

on the load
.

The

oz-in-sec 2

The

reflected

Coulomb

friction is (^)2

= 0.4

oz-in.

Timing

belts

and chain drives

serve the

same purposes

as the gear train

except that they allow the transfer of energy over a longer distance without using

an excessive number of gears. Figure 5-14 shows the diagram of a belt or chain drive between two pulleys. Assuming that there is no slippage between the belt and the pulleys, it is easy to see that Eq. (5-47) still applies to this case. In fact,
the reflection or transmittance of torque, inertia, friction, etc.,
is

similar to that of

a gear train.

*~/i

T2

02

Fig. 5-14. Belt or chain drive.

Fig. 5-15. Lever system.

force in the

shown in Fig. 5-15 transmits translational motion and same way that gear trains transmit rotational motion. The relation between the forces and distances is

The

lever system

A
Backlash and Dead Zone

(5-55)

x{t)
\

role in gear trains

.HO

Backlash and dead zone usually play an important and similar mechanical linkages. In a great majority of situations, backlash may give rise to
In addition,
it

undesirable oscillations and instability in control systems.


"*~

~*~ 2

has a tendency to wear

down the mechan-

Output

ical

elements. Regardless of the actual mechanical ele-

ments, a physical model of backlash or dead zone between


Fig. 5-16. Physical

model of backlash

between two mechanical elements.

an input and an output member is shown in Fig. 5-16. The model can be used for a rotational system as well as

Sec. 5.3

Modeling of Mechanical System Elements

201

for a translational system.

The amount of backlash

is

b/2 on either side of the

reference position.

upon the
motion

In general, the dynamics of the mechanical linkage with backlash depend relative inertia-to-friction ratio of the output member. If the inertia of

the output
is

member

is

controlled predominantly by friction. This

very small compared with that of the input member, the means that the output
is

member

will

not coast whenever there


is

When
stand

the output

driven by the input, the two


reverses
its

no contact between the two members. members will travel together

until the input


still

member

direction; then the output

member

will
it is

until the backlash is taken

up on the other

side, at

which time

assumed that the output member instantaneously takes on the velocity of the input member. The transfer characteristic between the input and the output
displacements of a backlash element with negligible output inertia
Figure 5-17.
is

shown

in

To

illustrate the relative

motion between the input and the output

Fig. 5-17. Input-output characteristic of backlash with negligible output


inertia.

members,

let

us assume that the input displacement

is

driven sinusoidally with

The displacements and velocities of the input and output members are illustrated as shown in Fig. 5-18. Note that the reference position of the two members is taken to be that of Fig. 5-16, that is, with the input member
respect to time.
starting at the center of the total backlash.

For

Fig. 5-18,

it is

when motion

begins, the input

member

is

in contact with the output

assumed that member on

b/2. At the other extreme, if the friction it may be neglected, the inertia of the output member remains in contact with the input member as long as the acceleration is in the direction to keep the two members together. When the acceleration of the input member becomes zero, the output member does not stop immediately but leaves the input member and coasts at a constant velocity that is equal to the maximum velocity attained by the input member. When the output member has traversed a distance, relative to the input member, equal to the full width of the backlash, it will be restrained by the opposite side of the input memthe right, so that x(0)

and y(0)

on the output member

is

so small that

202

Mathematical Modeling of Physical Systems

Chap. 5

and velocity waveforms of input and output members of a backlash element with a sinusoidal input displacement.
Fig. 5-18. Displacement

Fig. 5-19. Input-output displacement characteristic of a backlash element

without

friction.

ber. At that time the output member will again assume the velocity of the input member. The transfer characteristic between the input and the output displacement of a backlash element with negligible output friction is shown in Fig. 5-19. The displacement, velocity, and acceleration waveforms of the input and output members, when the input displacement is driven sinusoidally, is shown in

Fig. 5-20.

In practice, of course, the output

backlash usually has friction as well as


Figs. 5-18

member of a mechanical linkage with inertia. Then the output waveforms in


lie

response to a sinusoidally driven input displacement should

between those of

and

5-20.

Sec. 5.4

Equations of Mechanical Systems

203

Displacement

Velocity

Acceleration

Output
Input

and acceleration waveforms of input and output members of a backlash element when the input displacement
Fig. 5-20. Displacement, velocity,
is

driven sinusoidally.

5.4

Equations of Mechanical Systems 3

The equations of a linear mechanical system are written by first constructing a model of the system containing interconnected linear elements, and then the system equations are written by applying Newton's law of motion to the freebody diagram.
Example
5-4

Let us consider the mechanical system shown in Fig. 5-2 1(a). The free-body diagram of the system is shown in Fig. 5-21 (b). The force

d 2 y(t)

y)

*-/(/)

(a)

(b)

Fig. 5-21. (a) Mass-spring-friction system, (b)

Free-body diagram.

204

Mathematical Modeling of Physical Systems

Chap.

equation of the system

is

written
(5-56)

This second-order differential equation can be decomposed into two first-order state equations, using the method discussed in Chapter 4. Let us assign x x = y and jc 2 =
dy/dt as the state variables.

Then Eq.
**(/)

(5-56)

is

written

dxj(t)

dt

(5-57)

T
It is

-i^<)-M^> + ]>>
mechanical system
is

(5-58)

not

difficult to see that this

analogous to a

series

RLC

electric
ly

network. With this analogy

it is

simple to formulate the state equations direct-

from the mechanical system using a different set of state variables. If we consider mass is analogous to inductance, and the spring constant K is analogous to the inverse of capacitance, 1/C, it is logical to assign v(t), the velocity, and f (t), the force k acting on the spring, as state variables, since the former is analogous to the current in an inductor and the latter is analogous to the voltage across a capacitor.
that

Then

the state equations of the system are

Force on mass

M Mp =
l

_ Mt)

-A(0

-i-/(0

(5-59)

Velocity of spring

dfk (t)
dt

K
is

_ v{t)

(5-60)

Notice that the

first state

equation
is

similar to writing the equation

on the voltage

across an inductor; the second

through a capacitor. This simple example further illustrates the points made in Chapter 4 regarding the fact that the state equations and state variables of a dynamic system are not unique.
like that of the current

Example

As a second example of writing equations for mechanical systems, consider the system shown in Fig. 5-22(a). Since the spring is deformed when it is subjected to the force /(f), two displacements, Vi and y 2 must be assigned to the end points of the spring. The free-body diagrams of the system
5-5
,

are given in Fig. 5-22(b).

From

these free-body diagrams the force equations of the

system are written

y 2 U)
VA

yi(0

Md

y 2 (t)
2

dt

y 2 U)

yi(t)

CF

-nptfs-

M
fU)

-nnnnK(y
l

dy 2 (t)

-y 2

/(

~dT-

(a)

(b)

Fig. 5-22.

Mechanical system for Example

5-5. (a)

Mass-spring-friction

system, (b) Free-body diagrams.

Sec. 5.4

Equations of Mechanical Systems

205

fit)

= K\y

(t)

- y 2 (t)]

(5-61)

K[yi(t)

(5-62)

Now

let

us write the state equations of the system. Since the differential equation of
is

the system

already available in Eq. (5-62), the most direct

way

is

to

decompose

this

equation into two first-order differential equations.


Therefore, letting

(t)

=y
dt

2 (t)

and x 2 (t)
2 (t)

= dy 2 (t)/dt,

Eqs. (5-61) and (5-62) give

dxi(t)

=x

(5-63)

dt

-*(')

+ 3^/(0
body with mass
state variable, so

(5-64)

As an

alternative,

we can

assign the velocity v(t) of the

M as one
we have
(5-65)

state variable,

and the force f {t) on the spring as the other k


dv(i)

,,,

-,.

and
/*(')

=/(')

(5-66)

One may wonder

at this point if the


it

two equations

in Eqs. (5-65)

and

(5-66) are

seems that only Eq. (5-65) is a state equation, but we do have two state variables in v(t) and f (t). Why do we need only one state equation k here, whereas Eqs. (5-63) and (5-64) clearly are two independcorrect as state equations, since

ent state equations?

The

situation

is

better explained (at least

for electrical engineers) by referring to the analogous electric

Fig. 5-23. Electric

network analogous

to the mechanical system of Fig. 5-22.

network of the system, shown in Fig. 5-23. It is clear that although the network has two reactive elements in L and C and thus there should be two state variables, the capacitance in this case is a "redundant" element, since e c (t) is equal to the applied voltage e(t). However, the equations in Eqs. (5-65) and (5-66) can provide only the solution to the velocity of once /(f) is specified. If we need to find the displacement y^it) at the point where f(t) is applied, we have to use the relation

ydt)

= &jp + y 2 (t) = + P

v(t)

dx

+ y 2 (0+)

(5-67)

where
yi(t)

.^(O-l-)

we can
is

displacement of the body with mass M. On the other hand, from the two state equations of Eqs. (5-63) and (5-64), and then determined from Eq. (5-61).
is

the

initial

solve for y 2 (t)

Example

5-6

In this example the equations for the mechanical system in Fig. 5-24(a) are to be written. Then we are to draw state diagrams and derive transfer functions for the system.
for the

The free-body diagrams

reference directions of the displacements

two masses are shown in Fig. 5-24(b), with the y and y 2 as indicated. The Newton's force
t

206

Mathematical Modeling of Physical Systems

Chap. 5

^^^^^
K-,

M-,

y 2 (f)

K,

*i(>-i

M,
Vlit)

no
(a)

/u)

(b)

Fig. 5-24.

Mechanical system for Example

5-6.

equations for the system are written directly from the free-body diagram:
(5-68)

(5-69)

dt*

dt
differential

We may now

decompose these two second-order simultaneous

equations

into four state equations by defining the following state variables

x,

= yi
dy\

(5-70)

Xl

dx
dt

(5-71)

dt

x 3 =yi xt

(5-72)

dy 2
dt

dx 3
dt

(5-73)

Equations (5-71) and (5-73) form two state equations naturally; the other two are obtained by substituting Eqs. (5-70) through (5-73) into Eqs. (5-68) and (5-69), and
rearranging

we have
dxi dt

= x2

(5-74)

Sec. 5.4

Equations of Mechanical Systems

207

dx 2
dt

Xi)

~ Ml {Xz ~

Xi)

Wm
x

(5-75)

dx 3
dt

Xi

(5-76)

dt
If

-M

Xl

A",

X2

+
2

AT2

"3 *3
x

A/ 2

(,

+ Bi )x i

(5-77)

we

are interested in the displacements


yi(t)

and

j^, the output equations are (5-78) (5-79)

written

= *i(0

* = *s(0
x

The state diagram of the system, according to the equations written above, is drawn as shown in Fig. 5-25. The transfer functions Y (s)IF(s) and Y2 (s)/F(s) are
By/Mj

Fig. 5-25. State

diagram for the mechanical system of Fig.

5-24.

obtained from the state diagram by applying Mason's gain formula. The reader should verify the following results (make sure that all the loops and nontouching loops
are taken into account)

m
x

(s)

M
B
t

2 s*

(Bi

+ B )s + A
2

(K

+ K2

(5-80)

MO F(s)
where

+K

(5-81)

A =

MM
x

2 s*

+B
system.

1 (B l

+ [M (B + B2 + B M2 - Bfis* + [M (K + K2 ) + K M2 + B2 ) - BiK^s 2 + [K B 2 + B (K + K2 )]s + K K2


X

(5-82)

The state equations can also be written directly from the diagram of the mechanical The state variables are assigned as v = dy /dt, v 2 = dy 2 /dt, and the forces on the two springs, /x! and f K2 Then, if we write the forces acting on the masses and the velocities of the springs, as functions of the four state variables and the external force,
t x
.

the state equations are

Force on

x :

dv
x

~di

-B lVl

+B v -fK1 +f
x

(5-83)

208

Mathematical Modeling of Physical Systems

Chap. 5

Force on

M
.

-%*

= fi,^i
#,(*>i

(2?i

B2 )v 2 +/ki

fx:

(5-84)

Velocity on

df Ki "^-

v2 )

(5-85)

Velocity

on

K2

^p = K v
2

(5-86)

Example

The rotational system shown in Fig. 5-26(a) consists of a disk mounted on a shaft that is fixed at one end. The moment of inertia of the disk about its axis is /. The edge of the disk is riding on a surface, and the viscous friction coefficient between the two surfaces is B. The inertia of the shaft
5-7
negligible,

is

but the

stiffness is

K.

<s^^^^

^^^^

(a)

(b)

Fig. 5-26. Rotational system for

Example

5-7.

Assume that a torque is applied to the disk as shown; then the torque or moment equation about the axis of the shaft is written from the free-body diagram of Fig.
5-26(b):

T(t) = J 4%P +
Notice that
equations
this

B^ +

K0(t)

(5-87)

system

is

analogous to the translational system of Fig. 5-21. The state


x-i(t)

may be

written by defining the state variables as

6(t)

and dx

{f)\dt

= x 2 (t).
exercise.

The reader may carry out the next

step of writing the state equations as

an

5.5

Error-Sensing Devices

in

Control Systems 4

'

In feedback control systems it is often necessary to compare several signals at a certain point of a system. For instance, it is usually the case to compare the
reference input with the controlled variable; the difference between the two
signals
is

called the error.

The

error signal

is

then used to actuate the system.

The

block-diagram notation for the algebraic

sum of

several signals

is

defined in

Fig. 3-5. In terms of physical

components, an error-sensing device can be a simple

potentiometer or combination of potentiometers, a differential gear, a transformer, a differential amplifier, a synchro, or a similar element. The mathematical

modeling of some of these devices

is

discussed in the following.

Sec. 5.5

Error-Sensing Devices

in

Control Systems

209

Potentiometers. Since the output voltage of a potentiometer


to the shaft displacement,

is

proportional

when

a voltage

is

applied across

its

fixed terminals,

the device can be used to

compare two

shaft positions. In this case one shaft

may be

fastened to the potentiometer case

and

the other to the shaft of the

potentiometer.

When

a constant voltage

is

applied to the fixed terminals of the

potentiometer, the voltage across the variable and the reference terminals will be proportional to the difference between the two shaft positions. The arrangeing devices

ment shown in Fig. 5-27(b) is a one-potentiometer realization of the error-sensshown in Fig. 5-27(a). A more versatile arrangement may be obtained by using two potentiometers connected in parallel as shown in Fig. 5-27(c). This

(a)

u(0

(b)

o_

-e(0-

(c)

Block-diagram and signal-flow-graph symbols for an error one potentiometer, (c) Position error sensor using two potentiometers.
Fig. 5-27. (a)

sensor, (b) Position error sensor using

t
T

o
Load
e(f)
(a)

Gear

train

dc amplifier

e a (t)

Input
shaft

U >

Permanent-magnet dc motor

Fig. 5-28. (a) Direct current control system with potentiometers as error

detectors, (b) Typical

waveforms of

signals in the control system of (a).

210

Sec. 5.5

Error-Sensing Devices

in

Control Systems / 211

allows comparison of two remotely located shaft positions.


v(t)

The applied voltage

can be ac or dc, depending upon the types of transducers that follow the error sensor. If v(t) is a dc voltage, the polarity of the output voltage e(t) determines the relative position of the two shafts. In the case of an ac applied voltage,
e(t) acts

the phase of

as the indicator of the relative shaft directions. In either

case the transfer relation of the two error-sensor configurations can be written
e(t)

= K [O (t) s

6 c (t)]

(5-88)

where
e(t)
s

= K =

error voltage, volts


sensitivity

of the error sensor, volts per radian


the applied voltage
if

The value of K, depends upon

and the

total displacement
is

capacity of the potentiometers. For instance,

the magnitude of v(t)

V volts

and each of the potentiometers is capable of rotating 10 turns, Ks = F/2O71 V/rad. A simple example that illustrates the use of a pair of potentiometers as an error detector is shown in Fig. 5-28(a). In this case the voltage supplied to the error detector, v(t), is a dc voltage. An unmodulated or dc electric signal, e(t), proportional to the misalignment between the reference input shaft and the
controlled shaft, appears as the output of the potentiometer error detector. In control system terminology, a dc signal usually refers to an unmodulated signal.

On the other hand, an ac signal in control systems is modulated by a modulation


from those commonly used in electrical and ac indicates alternating. As shown in Fig. 5-28(a), the error signal is amplified by a dc amplifier whose output drives the armature of a permanent-magnet dc motor. If the system works properly, wherever there is a misalignment between the input and the output shafts, the motor will rotate in such a direction as to reduce the error to a minimum. Typical waveforms of the signals in the system are shown in Fig. 5-28(b). Note that the electric signals are all unmodulated and the output displacements of the motor and the load are essentially of the same form as the error signal. Figure 5-29(a) illustrates a control system which could serve essentially the same purpose as that of the system of Fig. 5-28(a) except that ac signals
process. These definitions are different engineering, where dc simply refers to unidirectional
prevail. In this case the voltage applied to the error sensor is sinusoidal.

The

frequency of this signal


signal that
is

is

usually

much

higher than the frequency of the true


signal v(t)

being transmitted through the system. Typical signals of the ac

control system are


carrier signal

shown in Fig. 5-29(b). The whose frequency is co c or


,

is

referred to as the

v(t)=V sin
Analytically, the output of the error sensor
e(t)

co c t
is

(5-89)

given by
(5-90)

= K,0JMt)

where 0,(0 is the difference between the input displacement and the load displacement, 0/0 r (?) c (f). For the 0/0 shown in Fig. 5-29(b), e(t) becomes

a suppressed-carrier modulated'signal.

A reversal in phase of e(t)

occurs whenever

212

Mathematical Modeling of Physical Systems

Chap. 5

6c (t)

Load
Gear
train

Two-phase ac motor
(a)

Fig. 5-29. (a)

AC control system with potentiometers as error detector,


(a).

(b)

Typical waveforms of signals in the control system of

the signal crosses the zero-magnitude axis. This reversal in phase causes the ac

motor

to reverse in direction according to the desired sense of correction of the

error 6t).

The name "suppressed-carrier modulation" stems from the


6 e (t)
is

fact that

when a

signal

modulated by a

carrier signal v(t) according to Eq. (5-90),

Sec. 5.5

Error-Sensing Devices

in

Control Systems

213

the resultant signal e(t)


illustrate this, let us

no longer contains the original carrier frequency assume that 8t) is also a sinusoid given by
0,(0
.

co c

To

sin o>X?)

(5-91)
relations, substitut-

where normally, co s <C co c By use of familiar trigonometric ing Eqs. (5-89) and (5-91) into Eq. (5-90) we get
e(t)

$K

V[cos(co c

co s )t

cos (co c

+ co

s )t]

(5-92)

no longer contains the carrier frequency co c or the signal frequency co s but it does have the two side bands co c + co s and co c co s Interestingly enough, when the modulated signal is transmitted through the system, the motor acts as a demodulator, so that the displacement of the load will be of the same form as the dc signal before modulation. This is clearly seen from the waveforms of Fig. 5-29(b).
Therefore,
e(t)
,
.

should be pointed out that a control system need not contain all-dc or components. It is quite common to couple a dc component to an ac component through a modulator or an ac device to a dc device through a demodulaIt

all-ac

tor.

For instance, the dc amplifier of the system in Fig. 5-28(a) may be replaced by an ac amplifier that is preceded by a modulator and followed by a demodula-

tor.

Synchros.

Among

the various types of sensing devices for mechanical

most widely used is a pair of synchros. Basically, a synchro is a rotary device that operates on the same principle as a transformer and produces a correlation between an angular position and a voltage or a set of voltages. Depending upon the manufacturers, synchros are known by such trade names as Selsyn, Autosyn, Diehlsyn, and Telesyn. There are many types and different applications of synchros, but in this section only the synchro transmitter and the
shaft errors, the

synchro control transformer will be discussed.

Synchro Transmitter

synchro transmitter has a Y-connected stator winding which resembles

the stator of a three-phase induction motor.

bell-shaped magnet with a single winding.


transmitter
is

The rotor is a salient-pole, dumbThe schematic diagram of a synchro


is

shown

in Fig. 5-30.

single-phase ac voltage

applied to the

Stator

Slip

*1
ac voltage
R-,

rings

Rotor

Stator

(a)

(b)

Fig. 5-30.

Schematic diagrams of a synchro transmitter.

214

Mathematical Modeling of Physical Systems

Chap. 5

rotor through two slip rings.


transmitter,

which

is

The symbol G is often used to designate a synchro sometimes also known as a synchro generator.

Let the ac voltage applied to the rotor of a synchro transmitter be


e r (t)

=E

sin co c t

(5-93)

When the rotor is in the position shown in Fig.


electric zero, the voltage

5-30, which is defined as the induced across the stator winding between S 2 and the
is

neutral n

is

maximum and

written
e s,Sf)

= KE

sin cot

(5-94)

where

A"

is

a proportional constant.

The voltages across


cot

the terminals 5[

and

S3 n

are
e Sm (t)

e sm(0

= KE = KE = = =

cos 240 sin

cos 120 sin cot

= 0.5KE, sin cot = 0.5KE, sin cot


sin cot

(5-95) (5-96)

the terminal voltages of the stator are


e SiS , e Sl s, e Sl e Stn e S,n

e S,Si

- es = e Ss = e Sin ~
,

\.5KE
1.5KE,

(5-97)
sin cot

(5-98)

The above equations show

that, despite the similarity

between the construcin

tion of the stator of a synchro

and that of a three-phase

machine, there are only single-phase voltages induced


the stator.

Consider
mitter
is

now

that the rotor of the synchro trans-

allowed to rotate in a counterclockwise direc-

tion, as

shown
will

in Fig. 5-31.

The

voltages in each stator

winding

vary as a function of the cosine of the rotor


is,

displacement 6; that

the voltage magnitudes are


r

ESl = KE
Fig. 5-31.

cos (6

240)

(5-99)

Rotor position

of a synchro transmitter.

Es = KE ESin = KE

cos 9
cos (0

(5-100)

120)

(5-101)

The magnitudes of

the stator terminal voltages


.

become
240)
120)

ESlS = ESin - ESm = ,/TKE, sin (9 +


*J~TKE
r

(5-102)
(5-103)

sin (9

Es
shown

,s<

^fJKE

sin

(5-104)
is

A plot of these terminal voltages as a function


in Fig. 5-32. Notice that

of the rotor shaft position

each rotor position corresponds to one unique set of stator voltages. This leads to the use of the synchro transmitter to identify angular positions by measuring and identifying the set of voltages at the three
stator terminals.

Sec. 5.5

Error-Sensing Devices

in

Control Systems /

215

Volts

Rotor position 6 (degrees)

Fig. 5-32. Variation of the terminal voltages of a

synchro transmitter as

a function of the rotor position.

is

measured counterclockwise from

the electric zero.

Synchro Control Transformer


Since the function of an error detector
is

to convert the difference of


is

two

shaft positions into an electrical signal, a single synchro transmitter

apparently

A typical arrangement of a synchro error detector involves the use of two synchros: a transmitter and a control transformer, as shown in Fig. 5-33.
inadequate.
Synchro
transmitter

Control transformer

R,

Rotor

Output voltage proportional to


sin (0,

dc )

Fig. 5-33.

Synchro error detector.

For small angular deviations between the two rotor


voltage
is

positions, a proportional generated at the rotor terminals of the control transformer. Basically, the principle of operation of a synchro control transformer is
is

identical to that of the synchro transmitter, except that the rotor

cylindrically

shaped so that the air-gap flux


feature
is

is

uniformly distributed around the rotor. This


electrical device, in
in the rotor

essential for a control transformer, since its rotor terminals are usually

connected to an amplifier or similar


sees a constant impedance.

order that the latter

The change

impedance with rotations of

the shaft position should be minimized.

216

Mathematical Modeling of Physical Systems

Chap. 5

The symbol

CT

is

often used to designate a synchro control transformer.

Referring to the arrangement shown in Fig. 5-33, the voltages given by


Eqs. (5-102), (5-103), and (5-104) are

now

impressed across the corresponding

stator terminals of the control transformer. Because of the similarity in the

magnetic construction, the flux patterns produced in the two synchros will be the same if all losses are neglected. For example, if the rotor of the transmitter
is

in its electric zero position, the fluxes in the transmitter


(b).
is

and

in the control

transformer are as shown in Fig. 5-34(a) and

When

the rotor of the control transformer

in the position

shown

in Fig.

5-34(b), the induced voltage at its rotor terminals is zero.

The
its

shafts of the

two
is

synchros are considered to be in alignment.


trol

When the

rotor position of the con-

transformer

is

rotated 180 from the position shown,

terminal voltage

again zero. These are

known

as the
is

the control transformer rotor


Synchro
transmitter

at

two null positions of the error detector. If an angle a from either of the null positions,
Control transformer

-~~|
/

L/X a = or
!

180

/f

Rotor voltage =

Flux pattern

(b)

Control transformer

Control transformer

Flux
pattern

Rotor pattern proportional


to sin

Rotor voltage

is

at

maximum
(d)

(c)

Fig. 5-34. Relations

among

flux patterns, rotor positions,

and the rotor

voltage of synchro error detector.

Sec. 5.5

Error-Sensing Devices

in

Control Systems /

217

such as that shown in Fig. 5-34(c) and


proportional to sin a. Similarly,
is
it

(d), the magnitude of the rotor voltage is can be shown that when the transmitter shaft

in

shift accordingly,

any position other than that shown in Fig. 5-34(a), the flux patterns will and the rotor voltage of the control transformer will be pro-

portional to the sine of the difference of the rotor positions, a.

The rotor voltage

of the control transformer versus the difference in positions of the rotors of the transmitter and the control transformer is shown in Fig. 5-35.

Rotor
voltage

Vr

360

a=(dr -dc

Fig. 5-35.

Rotor voltage of control transformer as a function of the

dif-

ference of rotor positions.

From
device.

Fig. 5-35

it is

apparent that the synchro error detector

is

a nonlinear

However, for small angular deviations of up to 15 degrees in the vicinity of the two null positions, the rotor voltage of the control transformer is approximately proportional to the difference between the positions of the rotors of the transmitter and the control transformer. Therefore, for small deviations,
the transfer function of the synchro error detector can be approximated by a

constant

Ks

K
where

^e~rri

" (5 105)

E=

error voltage
shaft position of synchro transmitter, degrees shaft position of synchro control transformer, degrees

= = = Ks =
Br 9C 9e

error in shaft positions


sensitivity

of the error detector, volts per degree

The schematic diagram of a positional control system employing a synchro error detector is shown in Fig. 5-36(a). The purpose of the control system is to make the controlled shaft follow the angular displacement of the reference input shaft as closely as possible. The rotor of the control transformer is mechanically

mitter

connected to the controlled shaft, and the rotor of the synchro transis connected to the reference input shaft. When the controlled shaft is
angular misalignment
exists,
is zero and the motor does not an error voltage of relative polarity

aligned with the reference shaft, the error voltage


turn.

When an

218

Mathematical Modeling of Physical Systems

Chap. 5

Two-phase
induction

motor

Reference
input

Controlled output

(a)

or

r
+ ^1

ac
amplifier

em

Motor

Gear
load

ec

(b) Fig. 5-36. (a) Alternating current control system

employing synchro

error detector, (b) Block diagram of system in

(a).

appears at the amplifier input, and the output of the amplifier will drive the motor in such a direction as to reduce the error. For small dev iations between the controlled and the reference shafts, the synchro error detector can be represented by the constant Ks given by Eq. (5-105). Then the linear operation of the positional control system can be represented by the block diagram of Fig. 5-36(b). From the characteristic of the error detector shown in Fig. 5-35, it is clear that Ks has opposite signs at the two null positions. However, in closed-loop systems, only one of the two null positions is a true null; the other one corresponds to an
unstable operating point.

system shown in Fig. 5-36(a), the synchro positions are and the controlled shaft lags behind the reference shaft; a positive error voltage will cause the motor to turn in the proper direction to correct this lag. But if the synchros are operating close to the false null, for the same lag between 9 r and 6 C the error voltage is negative and the motor is driven in

Suppose

that, in the

close to the true null

the direction that will increase the lag.

A larger lag in the controlled shaft posi-

Sec. 5.6

Tachometers / 219

tion will increase the magnitude of the error voltage

still

further

and cause the

motor to rotate

is reached. In reality, the error signal at the rotor terminals of the synchro control transformer may be represented as a function of time. If the ac signal applied to the rotor terminals of the transmitter is denoted by sin a> c t, where co c is known

in the

same

direction, until the true null position

as the carrier frequency, the error signal


e(t)
e

is

given by
c

= Ks O (i) sin a
e(t) is

(5-106)

Therefore, as explained earlier,


signal.

again a suppressed-carrier modulated

5.6

Tachometers 4

Tachometers are electromechanical devices that convert mechanical energy into electrical energy. The device works essentially as a generator with the output voltage proportional to the magnitude of the angular velocity.
In control systems tachometers are used for the sensing of shaft velocity and

improvement of system performance. For instance, in a control system with the output displacement designated as the state variable *, and the output
for the
velocity as the state variable

means of a potentiometer while x 2

Fig. 5-37.

variable may be excessed to by monitored by a tachometer. In general, tachometers may be classified into two types: ac and dc. The simplified schematic diagrams of these two versions are shown in Fig. 5-37. For the ac tachometer, a sinusoidal voltage of rated value is applied to the primary winding. o A secondary winding is placed at a 90 angle mechanically with respect to the primary winding. When the rotor of the tachometer is stationary, the output voltage at the secondary winding is zero. When the rotor shaft is rotated, the output voltage of the tachometer is closely
,

x2

the

first state

is

'

proportional to the rotor velocity. The polarity of the

Schematic diagram of a

tachometer.

The input-output

dependent upon the direction of rotation, relation of an ac tachometer can be represented by a first-order differential equation
volta

is

e l (t)

=K

^jp
and K,
is

(5-107)

where

e,{t) is

the output voltage, 9{t) the rotor displacement,

defined as

the tachometer constant, usually represented in units of volts per

rpm

or volts

per 1000 rpm. The transfer function of an ac tachometer is obtained by taking the Laplace transform of Eq. (5-107); thus

g> =

K,s

(5-108)

described above.

dc tachometer serves exactly the same purpose as the ac tachometer One advantage of the dc tachometer is that the magnetic field of the device may be set up by permanent magnet, and therefore no separate

220

Mathematical Modeling of Physical Systems

Chap. 5

excitation voltage

is

required. In principle, the equations of Eqs. (5-107)

and
by dc

(5-108) are also true for a dc tachometer.

A dc tachometer can also replace an ac tachometer in


use of a modulator to convert
its

a control system
ac.

dc output signal into


if a

Similarly, a
is

tachometer can be replaced by an ac one to convert the ac output to dc.

phase-sensitive demodulator

used

5.7

DC Motors

in

Control Systems

Direct current motors are one of the most widely used prime movers in industry.

The advantages of dc motors are that they are available in a great variety of types and sizes and that control is relatively simple. The primary disadvantage
of a dc motor relates to its brushes and commutator. For general purposes, dc motors are classified as series-excited, shunt-

and separately-excited, all of which refer to the way in which the field is excited. However, the characteristics of the first two types of motor are highly nonlinear, so for control systems applications, the separately-excited dc motor
excited,
is

the most popular.

The separately-excited dc motor is divided into two groups, depending on whether the control action is applied to the field terminals or to the armature terminals of the motor. These are referred to di% field controlled and armature controlled, where usually the rotor of the motor is referred to as the armature
(although there are exceptions).
In recent years, advanced design and manufacturing techniques, have produced dc motors with permanent-magnet fields of high field intensity and rotors of very low inertia motors with very high torque-to-inertia ratios, in other words. It is possible to have a 4-hp motor with a mechanical time constant as low as 2 milliseconds. The high torque-to-inertia ratio of dc motors has opened new applications for motors in computer peripheral equipment such as tape drives, printers, and disk packs, as well as in the machine tool industry. Of course, when a dc motor has a permanent-magnetic field it is necessarily arma-

ture controlled.

The mathematical modeling of the armature-controlled and field -controlled


dc motors, including the permanent-magnet dc motor,
ing.
is

discussed in the follow-

Field-Controlled

DC Motor
in Fig. 5-38.

The schematic diagram of a field-controlled dc motor is shown The following motor variables and parameters are defined
ea {t)

armature voltage

Ra
0(f)

armature resistance
air-gap flux

e b (t)

Kb

back emf (electromotive force) voltage back emf constant

Sec. 5.7

DC

Motors

in

Control Systems / 221

/.

= constant

Fig. 5-38. Schematic

diagram of a field-controlled dc motor.

K,
4(f)
i (t)

torque constant

armature current
field

current

e f (t)

field

voltage

Tm (t)
Jm

torque developed by motor


rotor inertia of

motor

Bm
OJt)

viscous frictional coefficient

angular rotor displacement

To

carry out a linear analysis, the following assumptions are

made:

2.

The armature current is held constant, The air-gap flux is proportional to the
0(0

/'

/.
is,

field current; that

= Kf

i {t)

(5-109)

3.

flux

The torque developed by the motor and the armature current. Thus
TJt)
where

is

proportional to the air-gap

= Km IJ(t)

(5-H0)

Km

is

a constant. Substituting Eq. (5-109) into Eq. (5-110)

gives

TJt)
If

= Km Kf IJf {t) Km Kf I =K
t
<t

(5-111)

we

let

Kt

(5-112)

be the torque constant, Eq. (5-111) becomes

TJf)

f {t)

(5-113)

Referring to the motor circuit diagram of Fig. 5-38, the state variables are
assigned as if (t), cojt), and OJt). The first-order differential equations relating these state variables and the other variables are written

L/-^ = -RMt) + e f

(t)

(5-114)

222

Mathematical Modeling of Physical Systems

Chap. 5

Jn

dcoJt)
dt

= _ BmCOm(t) + = co m (t)

TJf)

(5-115)

dBJf)
dt

(5-116)
in

By proper
equations:

substitution, the last three equations are written

the form of state

'

dif {t)

'
f

~
1

dt

i/O

d(Q m (t)
dt

Kj
J

Bm
J
1

~.

coJJ)

efy)

(5-117)

ddjt)
.

dt

[9Jf)
in Fig. 5-39.

The state diagram of the system is drawn as shown

The transfer

"s-l

ULf
oe

Ki/Jm

-R L f' f
Fig. 5-39. State

~B m Um
diagram of a field-controlled dc motor.
is

function between the motor displacement and the input voltage


the state diagram as
fl-fr)

obtained from

Ef (s)
or
Om(s)

_
Lf Jm s 3

K,

(R,JM

+ Bm Lf )s + R B n s
2

(5-118)

Ef(s)
where
r_

K
R a Bm s(l +

T m s)(l

(5-H9)
x f 8)

-=P-

mechanical time constant of motor

xf

= -= = field electrical time constant of motor K


f

Armature-Controlled

DC Motor
is

The schematic diagram of an armature-controlled dc motor


Fig. 5-40. In this case for linear operation
it is

shown

in

necessary to hold the field current


t

of the motor constant. The torque constant

relates the

motor torque and the

Sec. 5.7

DC

Motors

in

Control Systems

223

+o

WvV
Constant

field

current

Fig. 5-40. Schematic

diagram of an armature-controlled dc motor.

armature current,

i a (t)

thus

TJt)
where

K,Ut)
is
(f>

(5-120)

is

a function of the air-gap flux, which

constant in this case.


is

Of

course, in the case of a permanent-magnet motor,

constant also.

The back

emf voltage

is

proportional to the motor speed,


e(t)

=K

dOJf)
dt

co m (t)

(5-121)

With reference

to Fig. 5-40, the state equations of the armature-controlled

dc motor are written


diJLO I dt
dco m (t)
dt

Ra
r

=
_

La Bm
1

ao
co m (0

ej,t)

(5-122)

dBJf)
dt

OJt)

The state diagram of the system is drawn as shown in Fig. 5-41 The transfer function between the motor displacement and the input voltage is obtained from
.

the state diagram as

e m (s)

K,

E (s)
a

La Jm s>

(R a Jm

+ B m L )s +
2

(Kb K

+ R Bm )s
a

(5-123)

Although a dc motor is basically an open-loop system, as in the case of the field-controlled motor, the state diagram of Fig. 5-41 shows that the arma-

motor has a "built-in" feedback loop caused by the back emf. back emf voltage represents the feedback of a signal that is proportional to the negative of the speed of the motor. As seen from Eq. (5-123), the back emf constant, Kb represents an added term to the resistance and factional coefficient. Therefore, the back emf effect is equivalent to an "electrical friction," which tends to improve the stability of the motor.
ture-controlled
Physically, the
,

It should be noted that in the English unit system, K, is in lb-ft/amp or oz-in/amp and the back emf constant Kb is in V/rad/sec. With these units,

and

are related by a constant factor.

We

can write the mechanical power

224

Mathematical Modeling of Physical Systems

Chap. 5

Fig. 5-41. State

Kb IL a

diagram of an armature-controlled dc motor.

developed in the motor armature as

= e (t)i
b

a (t)

watts
(5-124)

e b {t)ia {t)

746

hp

Substituting Eqs. (5-120) and (5-121) into Eq. (5-124),

we

get

p
This power
is

K Tm ddjjt) ~ 146K, dt
h

hp

(5-125)

equal to the mechanical power

P ~ Tm de m (t) 550 dt
Therefore, equating Eqs. (5-125) and (5-126),

hp

(5-126)

we have
b

K =
t

0.737

(5-127)

We
curves.

can also determine the constants of the motor using torque-speed

motor

A typical set of torque-speed curves for various applied voltages of a dc is shown in Fig. 5-42. The rated voltage is denoted by E At no load,
r.

Tm =

0, the

speed

is

given by the intersect on the abscissa for a given applied

voltage.

Then

the back

emf constant

b is

given by
(5-128)
r

K-a
where in
this case the rated values are

used for voltage and angular velocity.

Two-Phase Induction Motor

225

Speed

co m

rad/sec

Fig. 5-42. Typical torque-speed curves of a

dc motor.

When

the

motor

is stalled,

the blocked-rotor torque at the rated voltage

is

designated by

T
,

(t).

Let
blocked-rotor torque at rated voltage T ~~ rated voltage ~Er
K, = K ijj) = ^E
t

_
~~

(5-129)

Also,

{t)

(5-130)
is

Therefore, from the last two equations, the torque constant

determined:
(5-131)

K<

kR a

5.8

Two-Phase Induction Motor 6,7


For low-power applications
in control systems ac

motors

Control phase

are preferred over dc motors because they are

more

rugged and have no brushes to maintain. Most ac motors used in control systems- are of the two-phase induction

r^WS

which generally are rated from a fraction of a watt up to a few hundred watts. The frequency of the motor is normally at 60, 400, or 1000 Hz.
type,

A
motor
6
e l (t)

schematic diagram of a two-phase induction


is

stator with
trical

shown two

in Fig. 5-43.

The motor

consists of a

distributed windings displaced 90 elec-

degrees apart.

Reference phase
Fig. 5-43.

in control applications, a fixed voltage

Under normal operating conditions from a constant-

Schematic diagram of a two-phase

voltage source
reference phase.

is

induction motor.

The other phase,

applied to one phase, the fixed or the control phase, is

226

Mathematical Modeling of Physical Systems

Chap.

energized by a voltage that


the fixed phase.
amplifier,

is

90 out of phase with respect to the voltage of

voltage is usually supplied from a servo and the voltage has a variable amplitude and polarity. The direction of rotation of the motor reverses when the control phase signal changes its sign. Unlike that of a dc motor, the torque-speed curve of a two-phase induction motor is quite nonlinear. However, for linear analysis, it is generally considered an acceptable practice to approximate the torque-speed curves of a two-phase induction motor by straight lines, such as those shown in Fig. 5-44. These curves are assumed to be straight lines parallel to the torque-speed curve at a rated control voltage (E2 = E = rated value), and they are equally spaced for equal
t

The control-phase

increments of the control voltage.

E 2 > E, > E 22 > E n > E M


,

Speed

cj m

Fig. 5-44. Typical linearized torque-speed curves of a

two-phase induc-

tion motor.

The

state equations of the

motor are determined

as follows. Let
is,

k be the

blocked-rotor torque at rated voltage per unit control voltage; that

blocked-rotor torque at E2 rated control voltage E

=
x

E,

_
~~

7\,

(5-132)

Let

m be a negative number which represents the slope of the linearized torquespeed curve shown in Fig. 5-44. Then
blocked-rotor torque no-load speed

T
fi
is

(5-133)

For any torque


equation

Tm

the family of straight lines in Fig. 5-44

represented by the

Tm {t) = mmjf) +
where cojf)
is

ke t (t)
voltage.

(5-134)

the speed of the

motor and e 2 (t) the control

Now,

if

we

Sec. 5.8

Two-Phase

Induction Motor

227

designate co m (t) as a state variable, one of the state equations

may be

obtained

from

Jm

^P=-B
= <o m

n o, m (t)

+ Tm (t)
and recognizing that

(5-135)

Substituting Eq. (5-134) into Eq. (5-135)

m (t)

is

the

other state variable,

we have
d9 m {t)
dt

the two state equations


(5-136)

(t)

&>-U-K. + $. M
The
state

(5-137)

diagram of the two-phase induction motor

is

shown

in Fig. 5-45.

The

(m-B m )/Jm
Fig. 5-45. State

diagram of the two-phase induction motor.


dis-

transfer function of the

motor between the control voltage and the motor

placement

is

obtained as

e m (s)

k
(Bm

E 2 (s)
or
m (s)

m)s[\

+ JJ(B m -

m)s]

(5-138)

E
where

_
s(l

2 (s)

Km + r m s)

(5-139)

Km = B k = motor gain constant m -m


T

(5-140)

Bm

-m = motor time constant

(5-141)

Since is a negative number, the equations above show that the effect of the slope of the torque-speed curve is to add more friction to the motor, thus

improving the damping or

stability

of the motor. Therefore, the slope of the

228

Mathematical Modeling of Physical Systems

Chap. 5

torque-speed curve of a two-phase induction motor


effect

is

analogous to the back emf

of a dc motor. However,

if

is

a positive number, negative

damping

occurs for

m > Bm

it

can be shown

that the

motor becomes unstable.

5.9

Step Motors 8

step

motor

is

an electromagnetic incremental actuator that converts

digital

pulse inputs to analog output shaft motion. In a rotary step motor, the output
rotates in equal increments in response to a train of input properly controlled, the output steps of a step motor are equal in pulses. When number to the number of input pulses. Because modern control systems often

shaft of the

motor

have incremental motion of one type or another, step motors have become an important actuator in recent years. For instance, incremental motion control is found in all types of computer peripheral equipment, such as printers, tape
drives, capstan drives,

variety of

and memory-access mechanisms, as well as in a great machine tool and process control systems. Figure 5-46 illustrates the

Fig. 5-46. Paper-drive

mechanism using a

step motor.

application of a step
case the motor
is

motor

in the paper-drive

mechanism of

a printer. In this

coupled directly to the platen so that the paper is driven a increment at a time. Typical resolution of step motors available comcertain mercially ranges from several steps per revolution to as much as 800 steps per
revolution,

and even higher.

come in a variety of types, depending upon the principle of The two most common types of step motors are the variable-reluctance type and the permanent-magnet type. The complete mathematical analysis of these motors is highly complex, since the motor characteristics are very nonlinear. Unlike dc and induction motors, linearized models of a step motor are usually unrealistic. In this section we shall describe the principle of operation and a simplified mathematical model of the variable-reluctance motor. The variable-reluctance step motor has a wound stator and an unexcited rotor. The motor can be of the single- or the multiple-stack type. In the multiplestack version, the stator and the rotor consist of three or more separate sets of teeth. The separate sets of teeth on the rotor, usually laminated, are mounted on the same shaft. The teeth on all portions of the rotor are perfectly aligned. Figure 5-47 shows a typical rotor-stator model of a motor that has three sepaStep motors
operation.

Sec. 5.9

Step Motors

229

Stator

"C

Rotor "A'

Fig. 5-47.

Schematic diagram of the arrangement of rotor and stator teeth

in a multiple-stack, three-phase variable-reluctance step motor.


is

The motor

shown

to have 12 teeth

on each stack or phase.

rate sections

on the rotor, or a three-phase motor. A variable-reluctance step motor must have at least three phases in order to have directional control. The three sets of rotor teeth are magnetically independent, and are assembled to one shaft, which is supported by bearings. Arranged around each rotor section is a stator core with windings. The windings are not shown in Fig. 5-47. Figure 5-48 is a schematic diagram of the windings on the stator. The end view of the stator of one phase, and the rotor, of a practical motor is shown in Fig. 5-49. In this

Phase

Phase

Phase

<
.

'*

<

<

\ ,

,,

Fig. 5-48. Schematic

diagram of a multiple-stack three-phase variable-

reluctance step motor.

Fig. 5-49.

End view

of the stator of one phase of a multiple-stack variable-

reluctance step motor.

230

Sec. 5.9

Step Motors / 231

case the rotor

is

shown

at a position

where

its

teeth are in alignment with that of

the particular phase of the stator.

The rotor and

stator

have the same number of teeth, which means that the

tooth pitch on the stator and the rotor are the same.
pitch, in the

To make

the

motor

rotate,

the stator sections of the three-phase motor are indexed one-third of a tooth

same

direction. Figure 5-50

shows

this

arrangement for a 10-tooth

"Phase
Fig. 5-50.

Rotor and stator teeth arrangements of a multiple-stack threephase variable-reluctance step motor. The rotor has 10 teeth.

rotor. Therefore, the teeth

on one

stator

the stator phase. Here the teeth of phase

phase are displaced 12 with respect to C of the stator are shown to be aligned

with the corresponding rotor teeth. The teeth of phase of the stator are displaced clockwise by 12 with respect to the teeth of phase C. The teeth of phase B of the stator are displaced 12 clockwise with respect to those of phase A, or
12 counterclockwise with respect to those of phase C. It
is

easy to see that a

minimum
four-

of three phases

is

necessary to give directional control. In general,

and five-phase motors are also common, and motors with as many as eight phases are available commercially. For an n-phase motor, the stator teeth are
displaced by l/ of a tooth pitch from section to section.

forward. Let any one phase of the windings be energized with a dc signal.

The operating principle of the variable-reluctance stepping motor is straightThe


will position the rotor

magnetomotive force setup


phase of the
is

such that the teeth of the


reluctance,

rotor section under the excited phase are aligned opposite the teeth on the excited
stator.

This

is

the position of

minimum

and the motor

in a stable equilibrium.

232

Mathematical Modeling of Physical Systems

Chap. 5

If

phase
is

is

energized in Fig. 5-50, the rotor would be (in steady state)

positioned as shown. It can also be visualized from the same figure that
signal

if the dc switched to phase A, the rotor will rotate by 12, clockwise, and the

rotor teeth will be aligned opposite the teeth of phase

A of the stator.

Continu-

ing in the same way, the input sequence wise in steps of 12.

CABCAB

will rotate the

motor clockis,

Reversing the input sequence will reverse the direction of rotation. That
the input sequence
tion in steps of 12.

CBACB will rotate the motor in the counterclockwise direc-

The
phase.

Fig. 5-51.

steady-state torque curve of each phase is approximately as shown in The 0 line represents the axis of any tooth of the energized stator

The nearest rotor tooth axis will always lie within 18 on either side of The corresponding starting torque exerted when this phase is energized can be seen in Fig. 5-51. The arrows mark the direction of motion of the rotor.
this line.

Torque

Fig. 5-51.

Torque curve for one phase of a

step motor.

also that phase

Let positive angular displacements represent clockwise motion. Suppose C has been excited for a long time. This means that the initial

condition of the rotor will be as

shown

in Fig. 5-50. If

and

Fig. 5-51 represents the torque variation of phase

phase A is now energized A, the initial position of


the rotor will
friction are
inertia

the rotor teeth will be at 12.


finally settle after

As soon

as phase

A is energized,

such that there


It

is

some oscillations, assuming that the no overshoot beyond the 18 point.

and

may be
is

noticed that the position, 18, also represents an equilibrium


is

point. This

because in that position the deflecting torque


0.

zero. It

is,

however,

a position of unstable equilibrium since the slightest shift from this position will

send the motor straight to


If

on energizing one phase the rotor happens


it

to

lie

exactly at the

8
1

point, theoretically

will stay there. In practice, however, there will always be

some mechanical imperfections

in construction,

and the

resulting

asymmetry

will prevent any locking at the unstable point.

We now look upon the stepping motor from a single-step point of view and
try to develop the equations that govern
will
its

performance. Several assumptions

be made

initially to simplify

the development. Subsequent modifications

Sec. 5.9

Step Motors

233

may be made if any of these assumptions are found to be invalidated. We by writing the equation for the electrical circuit of the stator winding. Let

start

= R= L(0) = i(t) 8(t) =


e(t)

applied voltage per phase

winding resistance per phase winding inductance per phase


current per phase

angular displacement
stator phase
is

The voltage-current equation of one


e(t)

written

= Ri{t) + =
RKt)

[iL(d)]
(5 ' 142)

M d + L{e)f +iji ue)


t

or
e(t)

Ri(t)

L(9)

f+
t

JJgUp)

f
(

(5-143)

The term, L(9)(di/dt) represents transformer electromotive force, or selfinduced electromotive force, and the term i[dL(6)/d9](d6/dt) represents the back emf due to the rotation of the rotor. We have assumed above that the inductance is a function of 9(t), the angular displacement, only. No dependence
getting the torque developed

on the current has been assumed. This will reflect by the motor. The energy in the air gap can be written

directly

on our procedure for

W = \L{9)i\t)
From
elementary electromechanical energy-conversion principles,
is

(5-144)

we know

that the torque in a single excited rotational system

given by
(5-145)

T=s [W(i,0)]
where
6{t).

is

the energy of the system expressed explicitly in terms of

i(i)

and

Therefore,

T = \i\t)j
This torque obtained as
is

[L{e)]

(5-146)

then applied to the rotor and the equation of motion

is

T
where Jm
also
is

= jJ^ + Bj-f
Bm
the viscous frictional coefficient.

(5-147)

the rotor inertia and

Jm and Bm

may include the effects of any load. To complete the torque expression

of Eq. (5-146),

we need

to

know

the

form of the inductance L(d). In practice the motor inductance as a function of displacement may be approximated by a cosine wave; that is,
L(6)

Z,,

L2

cos rd

(5-148)

234

Mathematical Modeling of Physical Systems

Chap. 5

where L x and L 2 are constants and

r is the

Substituting Eq. (5-148) into Eq. (5-146),

number of teeth on each rotor section. we get


(5-149)

T = -%L 2 ri 2 (t) sin rQ = -Ki\t) sin r6


which
is

the sinusoidal approximation of the static torque curve of Fig. 5-51.


let

Now

us apply these equations to a three-phase motor. Let the equilib-

rium position be the situation when phase and torque for phase A are given by

A is
2

energized.

Then

the inductance

= TA =
LA

L,

+L

cos rO

(5-150) (5-151)

-Ki\

sin rd

^K>

eB

s bB

=K>
/

RB

+ sL B

ebB

~o
Fig. 5-52.

Block diagram of the variable-reluctance step motor.

Sec. 5.10

Tension-Control System

235

respectively.

= 10, phase B has its assuming that the sequence behind the reference point, ABC represents forward motion. Similarly, the equilibrium position of phase C is 12 ahead of the reference point. Therefore, the inductances and the torques
For the
10-teeth rotor considered earlier, r

equilibrium position 12

for phases

B and C

are written as follows

= Lc = TB = Tc =
LB
The
electrical circuits

L,

- 120) L, cos (100 + 120) -Ki\{t) sin (100 - 120) -Kil(t) sin (100 + 120)
+L +L
2

cos (100

(5-152)

(5-153)
(5-154)

(5-155)
its

of the three phases are isolated so that each phase has

differential

equation of the form of Eq. (5-143).

The

total torque

developed on the rotor

is

the algebraic

sum of

torques

of the three phases. Thus

T = TA + TB + Tc
The
for the portrayal of a step motor. Therefore, realistic studies of a step

(5-156)

nonlinearity of the torque equations precludes the use of linearized models

motor

using the equations presented above can be


tion.

block-diagram representation
digital

analog or

computer simulation,

made only through computer simulaof the motor, which may be used for is shown in Fig. 5-52.

5.10

Tension-Control System
exists in a great variety of winding and unwinding industrial processes. Such industries as paper, plastic, and wire all have processes that involve unwinding and rewinding processes. For example, in the paper industry, the paper is first wound on a roll in a form that is nonsaleable, owing to nonuniform width and breaks. This roll is rewound to trim edges, splice breaks, and slit to required widths. Proper tension during this rewinding is mandatory for several reasons slick paper will telescope if not wound tightly enough and the width will vary inversely as the tension. Conversely, during
:

The problem of proper tension control

storage, a roll

wound

at varying tensions has internal stresses that will cause

it

to explode. Similar examples could be cited, but the need for proper tension

control

is

relatively simple to understand.

Most rewind systems contain an unwind roll, a windup roll driven by a motor, and some type of dancer and/or pinch-roller assemblies between the two. Some systems employ spring-with-damper idlers with feedback to motor drives to control tension. Some use tension-measuring devices and feedback to a motor-generator or brake on the unwind reel to hold tension at a constant
value.

In this section a specific type of tension-control system for unwind processes


is

investigated.

reel.

As shown in Fig. 5-53, the system has a dc-motor-driven windup The tension of the web is controlled by control of the armature voltage ea {i)

of the motor.

236

Mathematical Modeling of Physical Systems

Chap. 5

+ o
Pinch
rolls

Fig. 5-53. Tension-control system for a winding process.

The mathematical modeling of the system


equations of the dc motor.

is

conducted by writing the

Armature:
eJLQ

=
b

R.Ut)

+ L **p + K co m {t)
a
h

(5-157)

where

co m (t)

K = = =

back emf constant of motor angular velocity of motor

Torque equation:

TJf)
where

^Vnetojt)]

+ BmeCOm (t) +

nrT(f)

(5-158)

= effective radius of windup reel Tm {t) = motor torque = K,i (t) n = gear-train ratio T(t) = web tension n JL = equivalent inertia at motor shaft jme = Jm Bme = Bm + n BL = equivalent viscous friction coefficient
r
a
-\-

at

motor

shaft

= BL =
JL
Since the
ceeds, the

effective inertia

of windup reel

viscous friction coefficient of


is

windup

reel

web material inertia JL and the


if

taken up by the windup reel as the process pro-

radius r of the windup reel increase as functions of

time. This explains the reason the derivative of

Jme co m

is

taken in Eq. (5-158).

Furthermore,

h denotes the thickness of the web,


dr

(5-159)

Jr=&>
Thus

(5-160)

Ti =
where

dJ,

W
i

dr

(5-161)

Tt

mass density of the web material per width

Sec. 5.11

Edge-Guide Control System

237

Assume now
that Hooke's law

that the
is

obeyed.

web material has Then

a coefficient of elasticity of

C and
(5-162)

%p =
where v s {t)
is

C[v w (t)

- ,(/)]
Assuming
s.

the

web

velocity at the pinch rolls.

that the pinch rolls

are driven at constant speed, v,(f) = constant = V Also, vjt) = roojt) = nrajf)
It is
is

(5-163)

apparent

now

that because r

and JL are functions of time, Eq. (5-158)


if

a time-varying nonlinear differential equation. However,

the

web

is

very

thin,
stant.

~ 0, we may consider that over a certain time period r and JL are con^dF = - r>(0 "

Then, the linearized state equations of the system are written

T aJf) + T
m

e - (t)

(5 " 164)

%^ =
}

jt-Ut)
*^

*"

j^cojf)
me

"17X0
me

(5-165)

me

^
5.11

Cnrmjt)

- CV

(5-166)

Edge- Guide Control System

Whenever there
trol.

is

a tension-control problem there

is

a desire for edge-guide con-

become very important in modern paper manufacturing, steel strip processing lines, flexographic and textile industries, and similar fields. To maintain optimum sheet quality and maximum process line speed, the moving web must be maintained at a constant lateral-edge position. In general, there are many different ways of measuring and tracking the edge of a moving web. However, to achieve stable and accurate
Therefore, the problem of edge guiding has

edge guiding, a feedback control system should be used. The schematic diagram of an edge-guide system using the pivot-roll method is shown in Fig. 5-54. The pivot roll is controlled to rotate about the pivot point in guiding the direction of the web. The source of controlling the motion
of the pivot
roll

may be a dc motor

coupled to a lead screw or rack and pinion,

or a linear actuator.

rollers

Figure 5-55 shows the side view of the edge-guide system. The axes of the 1 and 2 are assumed to be fixed or uncontrolled. S^ and S 2 represent

sensors that are placed at the indicated points to sense the centering of the at the respective points.

web

Let
v(t)

^r(0 Z;(0

= linear velocity of web = initial error of web position in the z direction at roll = error of web position in the z direction at the leading
side of the pivot roll (see Figs. 5-54

and

5-55)

Roll 2

Fig. 5-54. Schematic

diagram of an edge-guide control system.

Fig. 5-55. Side view of

an edge-guide system.

238

Sec. 5.1

Edge-Guide Control System

239

Assuming

that there
is

is

no slippage when the web moves over the pivot


x

roll,

the following equation

written for v(t) and z

(t):

^2 = t<0tana
at
If the angle

(5-167)

is

small,

from Fig. 5-54


tan a

it is

seen that
(5. 1 68)

~ z (0 - *i(0
m,
z R (t)

Thus Eq.

(5-167) can be written approximately as

dzgt)
ox
If the linear velocity

in 1

z.(f)

v(t)

(5 . 169)

of the web

is

constant, v(t)

v,

and Eq.

(5-169) is

written

^
at
t

+ *<'> = *<'> Wj m
x

(5 " 170)

relation

Taking the Laplace transform on both between z (t) and z R (t) is

sides of Eq. (5-170), the transfer

^rr\ Z x(j)
where
Tj = mjv. Assuming that

= T-r Ti5 +
1

(5

"

171 )

there

is

no

stretching in the web,


Zl(t)

from

Fig. 5-55,

zz(t)

w
2

z R (t)

{t)

(5-172)

or
zz(t)

(t)

+ ^[zR (t) - z,(0] m. n


sides of Eq. (5-173)

(5-173)

ZR {s),

Taking the Laplace transform on both we have

and solving

for

Z
Substitution of
tion between

^=

+ \lZ)r,s

(5

" 174

>

(s) x

and

ZR (s) from Eq. (174) into Eq. (171) Z (s), z i(J ) = Z 2 (s) + (mJm^TtS
2 \ 1

gives the transfer rela-

(5-175) v

When the pivot roll is rotated


web over
the pivot
roll,

error z 3 (t) will be affected by approximately

by an angle L from its reference position, the D sin 9L (t). With no slippage of the the error z 3 (t) due to the error z {f) is written
x

z 3 (t)

= Zl -T)(t

DOAt)
is

(5-176)

where

T=

nD/2v, and for small

L {t), sin

L (t)

the inverse Laplace transform

on both

sides of Eq. (5-176)

approximated by 9 L{t). Take which yields


(5-177)

Z,(j)

e- T 'Z t (s)

D6 L (s)
x ,

Similar to the relationship between zR and z

the transfer function between

240

Mathematical Modeling of Physical Systems

Chap. 5

z 3 {t)

and z 5 (t)

is

Z Z
where t 3 = z 3 and z 4 is

5 (s) 3 (s)

(5-178)

r3s

3 /v.

Also, in analogy to Eq. (5-174), the transfer relation between

Z 4 (s) = Z {s)
3

+ (mjm )z +rs
3

3s

(5-179)
is

Now consider that

the drive

motor of the system

an armature-controlled
is

dc motor with negligible inductance. The equation of the motor armature

Us)
where Ia{s)
resistance,

Ejjs)

- sK

OJs)

(5-180)

is the armature current, Kh the back emf constant, R a the armature and 6m (s) the motor displacement. The torque is given by

Tm(s)
where

= KJJ^s)
is

(5-181)

is

the torque constant.

The torque equation of the motor and load

TJs)
where

(Jm s 2

+ Bm s)9 m (s) +

LF(s)

(5-182)

Jm

= =

inertia of

motor

Bm = L
F(s)

viscous frictional coefficient of motor


lead of screw

transform of force in the x direction

and
F(s)

= 2^(-^ + B^ s + klWl(s)
2

(5-183)

where

= inertia of pivot roll about pivot point = viscous frictional coefficient at pivot point KL = spring constant at pivot roll due to tension
JL

BL

of

web

Combining Eqs.

(5-182)

and

(5-183),

we have
1

BJs)

TJs)
where
'

/me s 2
me
"

+ B me s + Kme
\2nr)

(5-184)

(5-185)

B,me

B *~m

(4)^
Kl

(5-186)

K- = (^)
Also,

(5-187)

X(s)

r9 L {s)

(5-188)
(5-189)

9 L (s)

= *(,)

A block diagram of the overall system is drawn as shown in Fig.

5-56 using

T3 J*

5
M

241

242

Mathematical Modeling of Physical Systems

Chap. 5

Eqs. (5-175), (5-177), (5-179), (5-180), (5-181), (5-184), and (5-189).

The blocks

with transfer functions


lers

Hp {s) and H (s) represent possible locations of controlc

of the edge-guide system.

The design problem may involve


c (s),

the determination

of the transfer functions


z3
is

Hp (s) and H

so that for a given error z 2 the error

minimized.

5.12

Systems with Transportation Lags

Thus

far a great majority of the systems considered

have transfer functions that

are quotients of polynomials. However, in the edge-guide control system of

Section 5.11, the relation between the variables z

(t)

and z 3 (t)

is

that of a pure

time delay. Then


.

(s)

and

3 (s)

are related through an exponential transfer

function e' Ts In general, pure time delays

may be encountered

in various types

of systems, especially systems with hydraulic, pneumatic, or mechanical transmissions. In these systems the output will not begin to respond to an input until
after a given time interval. Figure 5-57 illustrates

examples in which transporta-

Metering point

s
(

S~^
[*

d
(a)

^>
Valve

Solution

/I

Roller ( o 3)

^-\

Solution

Thickness measuring gauge

II
\

zs

~*

Steel plate

Roller ( o

5)
d
(b)

Fig. 5-57. Physical systems with transportation lags.

tion lags are observed. Figure 5-57(a) outlines


different fluids are to

an arrangement

in

which two

be mixed in appropriate proportions. To assure that a homogeneous solution is measured, the monitoring point is located some distance from the mixing point. A transportation lag therefore exists between the mixing point and the place where the change in concentration is detected. If the rate of flow of the mixed solution is v inches per second and dis the distance

between the mixing and the metering points, the time lag

is

given by
(5-190)

T= d
-

sec
at the

If it is
is

assumed that the concentration

mixing point

is c(t)

and that

it

reproduced without change

seconds later at the monitoring point, the

Sec. 5.13

Sun-Seeker System

243

measured quantity

is

6(0

c(t

T)
is

(5-191)

The Laplace transform of the

last

equation

B{s)

e~ *C(s)

(5-192)

Thus the

transfer function

between

b(t)

and
e

c(i) is

m
The arrangement shown
between the thickness at the
(5-193).

~ Ts

(5 - 193)

in Fig. 5-57(b)

may be

thought of as a thickness
is

control of the rolling of steel plates.


rollers

As

in the case above, the transfer function

and the measuring point

given by Eq.

Other examples of transportation lags are found in human beings as control systems where action and reaction are always accompanied by pure time delays. The operation of the sample-and-hold device of a sampled-data system closely resembles a pure time delay; it is sometimes approximated by a simple time-lag
term, e~ Ts
.

In terms of state variables, a system with pure time delay can no longer be described by the matrix-state equation

^p- =

Ax(?)

Bu(0

(5-194)

A general state description of a system containing time lags is given by the following matrix differential-difference equation

^
UL
states.

= t=l A,Ht t

77)

+ j=l Bju(t

Tj)

(5-195)

where T, and Tj are fixed time delays. In this case Eq. (5-195) represents a general situation where time delays may exist on both the inputs as well as the

5.13

Sun-Seeker System
In this section

we

shall

model a sun-seeker control system whose purpose


it

is

to

sun with high accuracy. In the system described, tracking of the sun in one plane is accomplished. schematic diagram of the system is shown in Fig. 5-58. The principal elements of the error discriminator are two small rectangular silicon photovoltaic cells
will track the

control the attitude of a space vehicle so that

mounted behind a rectangular slit in an enclosure. The cells are mounted in such a way that when the sensor is pointed at the sun, the beam of light from the slit overlaps both cells. The silicon cells are used as current sources and connected in opposite polarity to the input of an operational amplifier. Any difference in the short-circuit current of the two cells is sensed and amplified by the
operational amplifier. Since the current of each cell
is

proportional to the

illu-

mination on the

when

the light

an error signal will be present at the output of the amplifier from the slit is not precisely centered on the cells. This error
cell,

244

Mathematical Modeling of Physical Systems

Chap. 5

Error discriminator

dc tachometer
Fig. 5-58.

Schematic diagram of a sun-seeker system.

voltage,

when

fed to the servoamplifier, will cause the servo to drive the system

back into alignment.


Coordinate System

A description of each part of the system


is

is

given as follows.

The

center of the coordinate system


is

considered to be at the output gear

of the system. The reference axis

taken to be the fixed frame of the dc motor,

and all rotations are measured with respect to this axis. The solar axis or the line from the output gear to the sun makes an angle d r with respect to the reference axis, and 9 denotes the vehicle axis with respect to the reference axis. The objeca, near tive of the control system is to maintain the error between 6 r and O
,

zero:

6r

(5-196)

Figure 5-59 shows the coordinate system described.


Error Discriminator

When
or Ia

the vehicle

is

aligned perfectly with the sun, a

0.

and Ia

Ib

I,

Ib

0.

From

the geometry of the sun's rays and the photovoltaic cells

shown

in Fig. 5-58,

we have
oa

w = -^- + L tan a ^
Ltana

(5-197)

(5-198)

Sec. 5.13

Sun-Seeker System

245

Center of output gear

Fixed axis of dc motor frame

Fig. 5-59.

Coordinate system of the sun-seeker system.

where oa denotes the width of the sun's ray that shines on cell A, and ob is the same on cell B, for a given a. Since the current Ia is proportional to oa, and Ib to ob, we have
/

+ ^tan a
2LI

IT

(5-199)

and
I

= It

t -jp- tan

(5-200)

for

< tan a < W/2L.


on
cell

For W/2L

pletely
J

A, and

= 21,

Ib

= 0.

decreases linearly from 21 to

< tan a < (C - W/2)/L, the sun's ray comFor (C - W/2)/L < tan a < (C + W/2)/L, = I = for tan a > (C + W/2)/L. zero.
is

Therefore, the error discriminator


teristic

may be

represented by the nonlinear charac-

of Fig. 5-60, where for small angle a, tan a has been approximated by a
abscissa.

on the

Fig. 5-60.
is

tan a but

Nonlinear characteristic of the error discriminator. The abscissa is approximated by a for small values of a.

246

Mathematical Modeling of Physical Systems

Chap. 5

Operational Amplifier

Summing the currents any current, we have

The schematic diagram of the operational amplifier is shown in Fig. 5-61. at point G and assuming that the amplifier does not draw

/.

-h-

7f

e + -SLjrI* = j

(5-201)

-VWV-

WWR

-JvVW-

1
1Fig. 5-61. Operational amplifier.

Since e

= Aee

eg

= e
/- /
'

/A, Eq. (5-201)

becomes

+ (i + i +
e

i>
I)

=
A may

" (5 202)

If

approaches
is

infinity, as in

operational amplifiers,

reach 10 6

then

Eq. (5-202)

written

= -R F(I a

(5-203)

This equation gives the transfer relationship between Ia


Servoamplifier

Ib

and e

The gain of

the servoamplifier
is

is

a.

With

reference to Fig. 5-58, the

output of the servo amplifier

expressed as

= -K e
a
.

(5-204)
s

Tachometer

the

The output voltage of the tachometer eT is related to the angular motor through the tachometer constant KT that is,
;

velocity of

eT

= KT co m
is

(5-205)

the gear ratio l/n.

The angular position of the output gear Thus


On

related to the

motor position through

9,

(5-206)

00

247

248

Mathematical Modeling of Physical Systems

Chap. 5

Armature-Controlled DC Motor

The armature-controlled dc motor has been modeled


are

earlier.

The equations
(5-207) (5-208)
(5-209)

= RJa + e e = Kco m Tm = KJ.


ea
b

Tm =
where / and
shaft.

J^ +

Bco m

(5-210)

B are

the inertia
in the

The inductance
in Fig. 5-62.

and viscous friction coefficient seen at the motor motor armature is neglected in Eq. (5-207).

A block diagram that characterizes all the functional relations of the system
is

shown

REFERENCES
State-Variable Analysis of Electric Networks
1.

B. C.

Kuo, Linear

Circuits

and Systems, McGraw-Hill Book Company,

New

York, 1967.
2.

R. Rohrer, Circuit Analysis: An Introduction to the State Variable Approach, McGraw-Hill Book Company, New York, 1970.

Mechanical Systems
3.

R. Cannon, Dynamics of Physical Systems, McGraw-Hill Bock Company, York, 1967.

New

Control System Components


4.

W. R. Ahrendt, Servomechanism Practice, McGraw-Hill Book Company, York, 1954.


J.

New

5.

E. Gibson and F. B. Tuteur, Control System Components, McGraw-Hill Book Company, New York, 1958.

Two-Phase Induction Motor


6.

W. A. Stein and G. J. Thaler, "Effect of Nonlinearity in a 2-Phase Servomotor," AIEE Trans., Vol. 73, Part II, pp. 518-521, 1954.
B. C.

7.

Vol. 7,

Kuo, "Studying the Two-Phase Servomotor," Instrument No. 4, pp. 64-65, Apr. 1960.

Soc. Amer.

J.,

Step Motors
8.

B. C.
1972.

Kuo (ed.),

Proceedings,
I,

Symposium on Incremental Motion Control Systems


111.,

and Devices, Part

Step Motors and Controls, University of Illinois, Urbana,

9.

B. C.

Kuo

(ed.),

Proceedings, Second Annual

Symposium on Incremental Motion


111.,

Control Systems and Devices, University of Illinois, Urbana,

1973.

Chap. 5

Problems / 249

10.

B. C.
St.

Kuo, Theory and Applications of Step Motors, West Publishing Company,

Paul, Minn., 1974.

PROBLEMS
5.1.

P5-1. Write the state equations

Write the force or torque equations for the mechanical systems shown in Fig. from the force or torque equations.

K
Af,

B,

777777m777m777m7777mm7m7777MM77M7M777,
(a)

M,
B,

F(t)

*- Fit)

WW///////////////////
(b)

(c)

Figure P5-1.
5.2.

Write a

set

On

the

first try,

of state equations for the mechanical system shown in Fig. P5-2. one will probably end up with four state equations with the
2,

state variables defined as

0} 2 , 0i,

are only three energy-storage elements in /j, K,

and ,. However, it is apparent that there and /2 so the system has a


,

minimum

order of three.

no,

h
6l
co

h
t

62

cj 2

Figure P5-2.

250

Mathematical Modeling of Physical Systems

Chap. 5

(a)

Write the state equations in vector-matrix form with the state variables defined as above.
Redefine the state variables so that there are only three state equations.

(b)
(c)

Draw

state

diagrams for both cases.


(o 2 (s)/T(s) for

(d)

Derive the transfer function


results.

each case, and compare the

(e)

Determine the controllability of the system. Does the fact that the system can be modeled by three state equations mean that the four-state model is
uncontrollable? Explain.
in Fig. P5-3,

5.3.

For the system shown

determine the transfer function

(s)/Tm (s).

The potentiometer

rotates through 10 turns,


is

and the voltage applied across the

potentiometer terminals

E volts.

I
Tm it)
Potentiometer

i_
is

B2 =

viscous friction coefficient of potentiometer contact

Figure P5-3.

5.4.

Write the torque equations of the gear-train system shown in Fig. P5-4. The

moments of inertia of the gears and shafts are Jit J2 and J 3 Tit) torque. N denotes the number of gear teeth. Assume rigid shafts.
,
.

the applied

Chap. 5

Problems

251

5.5.

Figure P5-5 shows the diagram of an epicyclic gear train.

Figure P5-5.
(a)

Using the reference directions of the angular velocity variables as indicated,


write algebraic equations that relate these variables.

(b)

Draw a signal flow graph to relate output co 6


.

among

the inputs 0i a

and i and the


.

(c)

Find the transfer function relation between

(o s

and

(O x

and (O a

5.6.

The block diagram of the automatic braking control of a high-speed shown in Fig. P5-6a, where

train

is

^
>

e
.

Amplifier

eb

Brake

v(t)

Train

Tachometer

(a)

(Sec)
(b)

Figure P5-6.

252

Mathematical Modeling of Physical Systems

Chap. 5

= voltage representing desired speed = velocity of train K = amplifier gain = 100 M = mass of train = 5 x 10* lb/ft/sec K, = tachometer constant = 0.15 volt/ft/sec e, = K,v
V,

The force characteristics of


(Neglect
(a)

the brake are

shown

in Fig.

P5-6b when e b

volt.

all frictional forces.)

a block diagram of the system and include the transfer function of each block. (b) Determine the closed-loop transfer function between V, and velocity v of
the train.
(c)

Draw

If the steady-state velocity

of the train

is

to

be maintained at 20

ft/sec,

what should be the value of


5.7.

Figure P5-7 illustrates a winding process of newsprint. The system parameters

and variables are defined as follows

Figure P5-7.

ea

= applied voltage R = armature resistance of dc motor L = armature inductance of dc motor


4
b

= armature current
ia

K = back emf of dc motor Tm = motor torque = Km


= motor inertia Bm = motor friction coefficient JL = inertia of windup reel co m = angular velocity of dc motor co = angular velocity of windup reel TL = torque at the windup reel r = effective radius of windup reel V = linear velocity of web at windup reel T = tension V = linear velocity of web at input pinch rolls
Jm Assume
elasticity

that the linear velocity at the input pinch rolls,

s,

is

constant.
is,

The

of the

web

material
is

is

assumed to

satisfy

Hooke's law; that

the dis-

tortion of the material

directly proportional to the force applied,

and the

proportional constant

is

K (force/displacement).

Chap. 5

Problems

253

(a)

Write the nonlinear state equations for the system using


state variables.

i,

co m ,

and T as

(b)

Assuming

that r

is

constant,

draw a

state

diagram of the system with ea and

V
5.8.

as inputs.

Write state equations and output equation for the edge-guide control system whose block diagram is shown in Fig. 5-56.

5.9.

The schematic diagram of a

steel rolling

process

is

shown

in Fig. P5-9.

Two-phase
induction motor

Om

U),Tm {t)

Gear box and


linear actuator

Steel

plate

bit)--

ait)--

M0
Figure P5-9.

Ks dt)

Describe the system by a set of differential-difference equation of the form of Eq. (5-195). (b) Derive the transfer function between c(t) and r{t).
(a)

5.10.

Figure P5-10a shows an industrial process in which a dc motor drives a capstan and tape assembly. The objective is to drive the tape at a certain constant speed.

Another tape driven by a separate source is made to be in contact with the primary tape by the action of a pinch roll over certain periods of time. When the two tapes are in contact, we may consider that a constant frictional torque of

TF is

seen at the load.

The following system parameters

are defined

e, = applied motor voltage, volts 4 = armature current, amperes = back emf voltage = K com volts K = back emf constant = 0.052 volt/rad/sec Km = torque constant = 10 oz-in./amp Tm = torque, oz-in.
et,

254

Mathematical Modeling of Physical Systems

Chap. 5

'm

'm

"m

^_

00

<
:

^ J
>

e,

um
G
l

(s)

G 2 (s)

Integral

control

volt/rad/s

Feedback transducer
(b)

Figure P5-10.

(O m

= motor displacement, rad = motor speed, rad/sec Ra = motor resistance = Q Jm = motor inertia = 0.1 oz-in./rad/sec 2 (includes capstan inertia) Bm = motor viscous friction = 0.1 oz-in./rad/sec KL = spring constant of tape = 100 oz-in./rad (converted to rotational) JL = load inertia = 0.1 oz-in./rad/sec 2
8m
1

(a)

Write the equations of the system in vector-matrix state equation form.

(b)
(c)

a state diagram for the system. Derive the transfer function for C0 L (s) with E (s) and TF (s) as inputs. (d) If a constant voltage e,(t) = 10 V is applied to the motor, find the steadystate speed of the motor in rpm when the pinch roll is not activated. What
t

Draw

is

the steady-state speed of the load ? the pinch roll


is

(e)

When
speed

activated,

making the two tapes


Find the change
torque 7>
it

in contact, the

constant friction torque


cojr, when e, To overcome the

TF

is 1

oz-in.

in the steady-state

10 V.
is

(f)

effect of the frictional

suggested that a

closed-loop system should be formed as

shown by

the block diagram in

Chap. 5

Problems

255

Fig. P5-10(b). In this case the

motor speed

is

fed back and

compared with

the reference input.


control,

The

closed-loop system should give accurate speed

and the

integral control should give better regulation to the fric-

(g)

a state diagram for the closed-loop system. Determine the steady-state speed of the load when the input is 1 V. consider that the pinch roll is not activated, and then is activated.
tional torque.

Draw

First

5.11.

This problem deals with the attitude control of a guided missile.

When traveling

through the atmosphere, a missile encounters aerodynamic forces that usually tend to cause instability in the attitude of the missile. The basic concern from the
flight

control standpoint

is

the lateral force of the

air,

which tends to rotate the


is

missile

about

its

center of gravity. If the missile centerline

not aligned with


Fig. P5-1

the direction in which the center of gravity

C is traveling, as shown in

Figure P5-11.

with the angle 6 (9 is also called the angle of attack), a side force is produced by the resistance of the air through which the missile is traveling. The total force

Fa may

be considered to be centered at the center of pressure P. As shown in Fig. P5-11, this side force has a tendency to cause the missile to tumble, especially if the point is in front of the center of gravity C. Let the angular accelera-

tion of the missile about the point C,

due to the side

Normally, a F

is

directly proportional to the angle


a, F

force, be denoted by of attack 6 and is given by

Ct F .

= ad

where a

is

a constant described by

Kr

is a constant that depends on such parameters as dynamic pressure, velocity of the missile, air density, and so on, and

= d =
J
t

missile

moment

of inertia about

distance between

C and P
is

The main

object of the flight control system

to provide the stabilizing action

to counter the effect of the side force.

One of the standard

control

means

is

to

256

Mathematical Modeling of Physical Systems

Chap. 5

use gas injection at the

tail

of the missile to deflect the direction of the rocket

engine thrust T, as shown in Fig. P5-1 1


(a)

parameters.
(b)

Write a torque differential equation to relate Assume that S is very small.

among T,d,9, and

the system

Assume
S.

that

T is

constant and find the transfer function 9(s)/S(s) for small

(c)

Repeat

(a)

and

(b)

with the points

C and P interchanged.
and
(5-166).

5.12.

(a)

Draw

a state diagram for the tension-control system of Fig. 5-53, using the

state equations of Eqs. (5-164), (5-165),

(b)

Write the relation

among Ea (s), Vs and


,

T(s), with

EJs) and

as inputs

and

T(s) as the output.


5.13.

The following equations


system

describe the motion of an electric train in a traction

x(t)
i,(t)

= =

v{t)

-k(v)

- g(x) +

T(t)

where
x(t)
v(t)

k{v)

g{x)
T{t)

= linear displacement of train linear velocity of train = train resistance force [odd function off, with the properties and dk(v)\dv > 0] k(0) = = force due to gravity for a nonlevel track or due to curvature of track = tractive force
motor
that provides the traction force
is

The

electric

described by the following

relations
e(t)

T(t)

= Kb ^>(t)v{t) + = Km <f>{t)ia (t)

Ria {t)

where

R =
<j>(t)

armature resistance
i

= magnetic flux = Kf f (i) e(t) = applied voltage Km Kb = proportional constants a {t) = armature current i/(f) = field current
,

(a)

Consider that the motor


k{v)
is

is

= Bv(t), and R =
x(t)

0.

a dc series motor so that a {t) = i(t); g(x) = 0, The voltage eU) is the input. Show that the system
i

described by the following set of nonlinear state equations

v(t)

(b)

Consider that
system. g{x)

ia (t)

f (t)

is

the input

and derive the

state equations of the

0,

k(v)

= Bv(t).
0, k(v) =
Bv{t),

(c)

Consider that

<f>(t) is

the input, g(x)

and derive the

state

equations of the system.


5.14.

Figure P5-14 shows a gear-coupled mechanical system. (a) Find the optimum gear ratio n such that the load acceleration,
(b)

<X L ,

is

maximized. Repeat part

(a)

when

the load drag torque

TL

is

zero.

Chap. 5

Problems

257

=
1

N,

\
Jl

V
1

/
4

V
N, EE
Figure P5-14.
5.15.
(a)

Write the torque equations of the system

in Fig.

P5-15 in the form

j-'k8

where 8 is a 3 x 1 vector that contains all the displacement variables, 9 U J is the inertia matrix and K contains all the spring constants. 2 and 8 3 Determine J and K.
,
.

7
(b)

7
%
Figure P5-15.

Show

that the torque equations can be expressed as a set of state equations

of the form

i
where

= Ax

A=r-o--L!.i _-j-'k o_
;

(c)

Consider the following

set

of parameters with consistent units:

K2 =
5.16.

3000, Ji

1,

J2

5,

J3

2,

and

K =
3

A", 1000, 1000. Find the matrix A.

Figure P5-16 shows the layout of the control of the unwind process of a cable reel with the object of maintaining constant linear cable velocity. Control is
established by measuring the cable velocity,
signal,

comparing
signal.

it

with a reference

and using the error to generate a control

A tachometer is used to

sense the cable velocity. To maintain a constant linear cable velocity, the angular reel velocity 9 R must increase as the cable unwinds; that is, as the effective radius of the reel decreases. Let

D=
jR

cable diameter

= 0.1
2
f

ft

W = width of reel
=

effective radius of reel

(empty

reel)

2 f

258

Mathematical Modeling of Physical Systems

Chap. 5

v:

Motor

'OrIM^
Tachometer

+
em

+
Amplifier
e

+
~
/

Figure P5-16.

Rf = R=
JR
vR

effective radius effective radius

of reel of reel

(full reel)

= moment of inertia of reel = 18 J? 4 = linear speed of cable, ft/sec e, = output voltage of tachometer, volts Tm (t) = motor torque, ft-lb emit) = motor input voltage, volts K = amplifier gain
Motor
inertia

200

ft-lb-sec 2

and

friction are negligible.


E,{s)

The tachometer
1

transfer function

is

VR(s)
and the motor
transfer function
is

+ 0.5s
50
s

Tm (s)

Em {s)
(a)
.

Write an expression to describe the change of the radius of the reel R as a function of 6 R (b) Between layers of the cable, R and JR are assumed to be constant, and the system is considered linear. Draw a block diagram for the system and indicate all the transfer functions. The input is e r and the output is vR
.

(c)

Derive the closed-loop transfer function

VR (s)/E (s).
r

6
Time-Domain Analysis
of Control

Systems

6.1

Introduction
is used as an independent variable in most control systems, it is usuof interest to evaluate the time response of the systems. In the analysis problem, a reference input signal is applied to a system, and the performance of the system is evaluated by studying the response in the time domain. For

Since time

ally

instance, if the objective of the control system

is

to have the output variable

follow the input signal as closely as possible, and the output as functions of time.
the transient response

it is

necessary to compare the input


divided, into

The time response of a control system is usually and the steady-state response.
it

two

parts:

If c(t) denotes a time

response, then, in general,

may

be written

c(t)

c,(t)

c(t)

(6-1)

where

= transient response c n(t) = steady-state response


c,(t)

The

definition of the steady state has not


it is

analysis

been entirely standardized. In circuit sometimes useful to define a steady-state variable as being a constant

with respect to time. In control systems applications, however, when a response has reached its steady state it can still vary with time. In control systems the steady-state response is simply the fixed response when time reaches infinity.
Therefore, a sine wave
ior
is

fixed for
is

a response

is considered as a steady-state response because its behavany time interval, as when time approaches infinity. Similarly, if described by c(t) = t, it may be defined as a steady-state response.

259

260

Time-Domain Analysis

of Control Systems

Chap. 6

Transient response
as time

is

defined as the part of the response that goes to zero

becomes

large. Therefore, c,(t)

has the property of

lim

c,(f)

=
is

(6-2)

It can also be stated that the steady-state response which remains after the transient has died out.

that part of the response

All control systems exhibit transient

phenomenon

to

some

extent before a

reached. Since inertia, mass, and inductance cannot be avoided in physical systems, the responses cannot follow sudden changes in the input instantaneously, and transients are usually observed.

steady state

is

The

transient response of a control system

is

of importance, since

it is

part

of the dynamic behavior of the system; and the deviation between the response

and the input or the desired response, before the steady state is reached, must be closely watched. The steady-state response, when compared with the input, gives an indication of the final accuracy of the system. If the steady-state
response of the output does not agree with the steady state of the input exactly,
the system
is

said to have a steady-state error.

6.2

Typical Test Signals for Time Response of Control Systems

many electrical circuits and communication systems, the input excitations to many practical control systems are not known ahead of time. In many cases, the actual inputs of a control system may vary in random fashions with respect
Unlike
to time.

and speed of the an unpredictable manner, so that they cannot target to be tracked may be expressed deterministically by a mathematical expression. This poses a prob-

For

instance, in a radar tracking system, the position

vary in

lem for the designer, since it is difficult to design the control system so that it will perform satisfactorily to any input signal. For the purposes of analysis and design, it is necessary to assume some basic types of input functions so that the performance of a system can be evaluated with respect to these test signals. By selecting these basic test signals properly, not only the mathematical treatment
of the problem is systematized, but the responses due to these inputs allow the prediction of the system's performance to other more complex inputs. In a design problem, performance criteria may be specified with respect to these test
signals so that a system

may be designed to meet the criteria. the response of a linear time-invariant system is analyzed in the frequency domain, a sinusoidal input with variable frequency is used. When the input frequency is swept from zero to beyond the significant range of the system

When

characteristics, curves in terms

of the amplitude ratio and phase between input

and output are drawn as functions of frequency. It is possible to predict the time-domain behavior of the system from its frequency-domain characteristics. To facilitate the time-domain analysis, the following deterministic test
signals are often used.

Step input function. The step input function represents an instantaneous change in the reference input variable. For example, if the input is the angular

Sec. 6.2

Typical Test Signals for Time Response of Control Systems

261

position of a mechanical shaft, the step input represents the sudden rotation of

the shaft.

The mathematical representation of a

step function

is

K0 =
where

>0 <0

(6-3)

R is

a constant.

Or
r{t)

Ru

s (t)

(6-4)
is

where u s (t)

is

the unit step function.

The
is

step function

not defined at

0.

The

step function as a function of time

shown

in Fig. 6-l(a).

(a)

(b)

Fig. 6-1. Basic

time-domain

test signals

for control systems, (a) Step

function input, r(t)


(c)

= Ru

s (t).

(b)

Ramp

function input, r(t)

Rtu s {t).

Parabolic function input, r(t)

Rt 2 u s (t).

Ramp
a

input function. In the case of the

ramp

function, the signal

is

con-

sidered to have a constant change in value with respect to time. Mathematically,

ramp

function

is

represented by

K0 =
or simply
/(f)

L [0

\Rt

t>0 ." ?<0


Rtu s (0

(6

-5

(6-6)

The ramp function

is

shown

in Fig. 6- 1(b). If the input variable is of the

form of

the angular displacement of a shaft, the

ramp input

represents the constant-

speed rotation of the shaft.


Parabolic input function.

The mathematical representation of a parabolic


, ,

input function

is

\Rt 2

>

262

Time-Domain Analysis

of Control Systems

Chap. 6

or simply

<0 =
The
These
test signals all

Rt*ut)
is

(6-8)

graphical representation of the parabolic function

shown

in Fig. 6-l(c).

have the

common

feature that they are simple to de-

scribe mathematically,

and from the

step function to the parabolic function they

become progressively
as a test signal since

faster with respect to time.


its initial

instantaneous

The step function is very useful jump in amplitude reveals a great

deal about a system's quickness to respond. Also, since the step function has, in
principle, a

wide band of frequencies in


it

its

spectrum, as a result of the jump dis-

continuity, as a test signal

is

equivalent to the application of numerous

sinusoidal signals with a wide range of frequencies.

The ramp function has

the ability to test

how

the system

would respond to

a signal that changes linearly with time.

A parabolic function is one degree faster

than a ramp function. In practice, we seldom find it necessary to use a test signal faster than a parabolic function. This is because, as we shall show later, to track or follow a high-order input, the system is necessarily of high order, which may mean that stability problems will be encountered.

6.3

Time-Domain Performance of Control Systems Steady-State Response


In this section

we

shall discuss the typical criteria

used for the measurement of

the time-domain performance of a control system.

The time response of a control

system

may be

characterized by the transient response and the steady-state

response or,
following.

alternative, by a performance index that gives a qualitative measure on the time response as a whole. These criteria will be discussed in the

as an

Steady-State Error
It

was mentioned

earlier that the steady-state error is a

measure of system

accuracy

when a

specific type

of input

is

applied to a control system. In a phy-

sical system, because of friction and the nature of the particular system, the steady state of the output response seldom agrees exactly with the reference input. Therefore, steady-state errors in control systems are almost unavoidable,

and in a design problem one of the objectives is to keep the error to a minimum or below a certain tolerable value. For instance, in a positional control system, it is desirable to have the final position of the output be in exact correspondence with the reference position. In a velocity-control system, the objective is to have
the output velocity be as close as possible to the reference value. If the reference input r{t) and the controlled output c(t) are dimensionally the same, for example, a voltage controlling a voltage, a position controlling a
position,

and so on, and


is

are at the

same

level

or of the same order of magnitude,

the error signal

simply
e(t)

= r(t) -

c{t)

(6-9)

Sec. 6.3

Time-Domain Performance

of Control

Systems

263

However, sometimes
reference input that
is

it

may be
same
it

impossible or inconvenient to provide a

at the

level or

controlled variable. For instance,


velocity-control system

may

even of the same dimension as the be necessary to use a low-voltage

source for the control of the output of a high-voltage power source; for a
it is

more

practical to use a voltage source or position

input to control the velocity of the output shaft.

Under

these conditions, the

error signal cannot be defined simply as the difference between the reference

input and the controlled output, and Eq. (6-9) becomes meaningless. The input

and the output


in the

signals

must be of the same dimension and


is

at the

same

level

before subtraction. Therefore, a nonunity element, H(s),

usually incorporated

feedback path, as shown in Fig.

6-2.

The

error of this nonunity-feedback

r(t)

/\

e(0
>

cit)

G(s)

R(s)

as)

bit)

H(s)
Bis)

Fig. 6-2.

Nonunity feedback control system.

control system

is

defined as
e (0

= =

r{t)

b(t)

(6-10)

or
&{s)

R(s)

is

B(s)

R(s)

H(s)C(s)

(6-1 1)

For example,
is

if

a 10-v reference
is

used to regulate a 100-v voltage supply,


the output voltage
is

a constant and
is

equal to

0.1.

When

exactly 100

v,

the

error signal

f(0= 10-0.1-100 =
As another example
let

(6-12)
in Fig. 6-2

us consider that the system


is

velocity-control system in that the input r(t)

shown is a used as a reference to control the

output velocity of the system. Let

c(t)

denote the output displacement. Then,

we need a

device such as a tachometer in the feedback path, so that H(s)


in velocity
is

K,s.

Thus the error

defined as
e (0

r{t)

b{t)

r{t)

k;-

dc(t)

(6-13)

dt

The error becomes zero when the output velocity dc(i)\dt is equal to r(i)\K The steady-state error of a feedback control system is defined as the error when time reaches infinity; that is,
t
.

steady-state error

lim

e(t)

(6-14)

264

Time-Domain Analysis

of Control Systems

Chap. 6

With reference

to Fig. 6-2, the Laplace-transformed error function

is

^ = r+W)W)
lim
e(t)

(6 ' 15)

By use of the

final-value theorem, the steady-state error of the system


e ss

is

lim s&(s)
axis

(6-16)

where

s&(s) is to

have no poles that

lie

on the imaginary

and

in the right half

of the s-plane. Substituting Eq. (6-15) into Eq. (6-16),


e ss

we have
(6-17)

lim

*fffr).
,
,

>

which shows that the steady-state error depends on the reference input R(s) and the loop transfer function G(s)H(s). Let us first establish the type of control system by referring to the form of
G(s)H(s). In general, G(s)H(s)

may

be written
i

G(s)H(s) {)

KV+T s){l + T s)...{l + T m


2

s)

s'(l

+ T s)(l + T s)
a b

(1

+ T s)
n

(6m
{t 1V)

where

to the order of the pole of G(s)H(s) at s

K and all the Ts are constants. The type of feedback control system refers = 0. Therefore, the system that is described by the G(s)H(s) o(Eq. (6-1 8) is of type/, wherey = 0, 1,2, ... The values
.

of m,

and the Ts are not important to the system type and do not affect the value of the steady-state error. For instance, a feedback control system with
n,

G <*M*>
is

= /+^(1+1)

(6 " 19)

of type

1,

since j

1.

Now let us consider the effects of the types of inputs on the error. We shall consider only the step, ramp, and parabolic inputs.
system of Fig. 6-2
input
is

steady-state

Steady-state error due to a step input. If the reference input to the control
is a step input of magnitude R, the Laplace transform of the Equation (6-17) becomes

R/s.
i:

"

sR(s)
1

~~

+ G(s)H(s)

R
1

G(s)H(s)

~~
1

R_ lim G(s)H(s)

fi

?m
'

For convenience we define

Kp =
where K
is

lim G(s)H(s)

(6-21) (6-20)
is

the positional error constant.


e

Then Eq.

written
(6 " 22)

"

= TTK,
the input
is

We

see that for e ss to be zero,

when

a step function,
see that for

Kp

must be

infinite. If

G(s)H(s)

is

described by Eq. (6-18),

we

to be infinite,

j must be at least equal to unity; that is, G(s)H(s) must have at least one pure integration. Therefore, we can summarize the steady-state error due to a step

Sec. 6.3

Time-Domain Performance

of Control

Systems

265

input as follows: type type

system
1

-"
e ss

(or higher) system:

~ + =
1

R
K,

constant

Steady-state error due to a

ramp
r(t)

input. If the input to the control

system

of Fig. 6-2

is

Rtu,(t)
r(t) is

(6-23)

where

is

a constant, the Laplace transform of

(6-24)

Substituting Eq. (6-24) into Eq. (6-17),

we have

ss

Mm
V"o s

sG(s)H(s)

R
lim sG(s)H(s)

(6-25)

If

we

define

K =
v

lim sG(s)H(s)

velocity error constant

(6-26)

Eq. (6-25) reads


(6-27)

K.

which is the steady-state error when the input due to a ramp input is shown in Fig. 6-3.
c(t)
i

is

ramp

function.

typical e s

Reference input
r(l)

e ss

R/Kv

= Rtu s (t)

Fig. 6-3. Typical steady-state error

due to a ramp input.

function,

Equation (6-27) shows that for e ss to be zero when the input Kv must be infinite. Using Eq. (6-18) and (6-26),

is

ramp

K =
v

lim sG(s)H(s)
s-0

lim

J s-0 S

j=

0,1,2,.

(6-28)

Therefore, in order for

to be infinite, j

must be

at least equal to two, or the

system must be of type 2 or higher. The following conclusions

may be

stated

266

Time-Domain Analysis

of Control Systems

Chap. 6

with regard to the steady-state error of a system with ramp input:


type type
1

system
system:

e ss e ss e ss

= = =

oo
--

constant

type 2 (or higher) system:

Steady-state error due to a parabolic input. If the input


r(t)

is

described by
(6-29)

= \u 2

s {t)

the Laplace transform of

r(t) is

R(s)

= -J
is

(6-30)

The

steady-state error of the system of Fig. 6-2

R
"
lim s 2 G{s)H(s)

(6-31)

Defining the acceleration error constant as

K =
a

lim s 2 G(s)H(s)

(6-32)

the steady-state error

is

e ss

e ss e ss

(6-33) to the steady-state error of

The following conclusions can be made with regard


a system with parabolic input:
type

system:
1

type

system:

= = =
=

oo

oo

type 2 system: type 3 (or higher) system


:

e
e ss

= constant
among the
error constants,

As

summary of the error analysis,


is

the relations

the types of the system, and the input types are tabulated in Table 6-1.
transfer function of Eq. (6-18)

The

used as a reference.

Table 6-1

Summary

of the Steady-State Errors

Due

to Step,

Ramp,

and Parabolic Inputs


Step

Ramp
Input,
^**

Parabolic
Input,
^ SS

Type of System
J

Input,

Ap

-is

Ay

js

Aa

v-

&ss

_
\

R
if 1 ~r Jy p
\

_ R
A;,
is

_ R
T^~ Aa

K
1

=
1

"

+K
e ss e ss e 3S

oo oo oo

K
oo oo

= = =

= = =

^
e ss

2
3

K
oo

e ss
e ss

Sec. 6.3

Time-Domain Performance

of Control

Systems

267

should be noted that the position, velocity, and acceleration error constants are significant in the error analysis only when the input signal is a step function, a ramp function, and a parabolic function, respectively.
It It
is

should be noted further that the steady-state error analysis in this section

conducted by applying the final-value theorem to the error function, which is defined as the difference between the actual output and the desired output signal. In certain cases the error signal may be defined as the difference between the output and the reference input, whether or not the feedback element is unity. For instance, one may define the error signal for the system of Fig. 6-2 as
e(t)

lit)

c(t)

(6-34)

Then
() and
e

G(s)[H(s)

l]

R()

(6 . 35)

-lims l

G(s)[H(s)

l]

R(s)

(6-36)

It

here

relies

should be kept in mind that since the steady-state error analysis discussed on the use of the final-value theorem, it is important to first check to

see if sE(s) has

any poles on the ja>

axis or in the right half of the j-plane.

is, of course, that they do not give information on the steady-state error when inputs are other than the

One

of the disadvantages of the error constants

three basic types mentioned. Another difficulty error


is

is

that

when

the steady-state

a function of time, the error constants give only an answer of infinity,


varies with time.

and do not provide any information on how the error


sentation of the steady-state error.

We shall

present the error series in the following section, which gives a

more general repre-

Error Series In this section, the error-constant concept


is

generalized to include inputs

of almost any arbitrary function of time.


function of Eq. (6-15),

We

start

with the transformed error

S ^>

r+Mm
w e (t)r{t

(6 " 37)

or of Eq. (6-35), as the case may be. Using the principle of the convolution integral as discussed in Section
the error signal e(t)

3.3,

may be

written

(r)

J" _

- t) dx

(6-38)

where

we (r)

is

the inverse Laplace transform of

W^= +G \s)H(s)
l

<

W9

>

which

is

known

as the error transfer function.


all

If the first

n derivatives of r(t) exist for

values of

/,

the function r(t

t)

268

Time-Domain Analysis

of Control Systems

Chap. 6

can be expanded into a Taylor


r(t

series; that

is,

T)

r(t)

xr(t)

|if(/)

- ^r(t) +

...

(6-40)

where

first derivative of r(t) with respect to time. considered to be zero for negative time, the limit of the convolution integral of Eq. (6-38) may be taken from to t. Substituting Eq. (6-40)

r(t)

represents the
r(t) is

Since

into Eq. (6-38),

we have

= =

J
lit)

w.(T)[r(0

*H?)

+ ff (0 - yj'C) +
xw e (x) dx
J
is

.]

rfr

(6-41)

w e (r) dx
J

r(t)

r(t)

f ^w.(i) dx
e(t) as

As

before, the steady-state error


infinity;

obtained by taking the limit of


lim

approaches

thus

= lim e(t) =

e,(f)

(6-42)
is

where et) denotes the steady-state part of e (t) and


e.(t)

given by

r,(t)\

w e (x)dx-f

(t)\

xw e (x)dx

r s (t)\

~^\{x)dx
(6-43)

and
r,(t)

^(0

^w,(x)dz

denotes the steady-state part of

r(t).

Let us define

C =
Ci

{x)

dx

=
J

xwx) dx
x 2 w e (x) dx

C2 =

(6-44)

= (-l)TT"W (TVT J
e

Equation (6-42)
e,(0

is

written

=C

r,(t)

C,r,(0

+ ^(f) +
and the

+ ^r(/) +
,

(6-45)

which

is

called the error series,

coefficients,

C C C2
];

C are

defined as the generalized error coefficients, or simply as the error coefficients.

The

error coefficients

may be

readily evaluated directly

from the error

transfer function, W,(s). Since W,(s)

and w e (x) are

related through the Laplace

transform,

we have
W. is)

= P w,(t>-" rft
J

(6-46)

Sec. 6.3

Time-Domain Performance

of Control

Systems

269

Taking the

limit

on both

sides of Eq. (6-46) as s approaches zero,

we have

lim
s^o

e (s)

lim
i-o

>

f w (T)e"" dx
e

(6-47)

=C
The
derivative of

Ws) of Eq.

(6-46) with respect to s gives

-f^ =
ds

Tw e (r)e " di Jo
(6-48)

= de'"
from which we
get

C,

lim
.-o

4EMds Therefore,

(6-49)

The

rest

of the error coefficients are obtained in a similar fashion by taking sucs.

cessive differentiation of Eq. (6-46) with respect to

Cz = C =
3

lim
,^o

^M
ds 2
3

(6-50)

lim) ds
*^o

(6-51) v

The following examples


and
its

illustrate the general application

of the error

series

advantages over the error constants.


6-1

Example

In this illustrative example the steady-state error of a feedback control system will be evaluated by use of the error series and the error coefficients.

Consider a unity feedback control system with the open-loop

transfer function given as

G(s)

= j^-j

(6-53)

Since the system

is

of type

0, the error constants are

Thus the
follows

steady-state errors of the system

= K, Kv = 0, and a = 0. p due to the three basic types of inputs are as

unit step input, u,(t):


unit

e ss e ss
2

=
1

ramp

input, tu s (t)
t

unit parabolic input,

u s (t):

e ss

= =

oo oo

Notice that
state error
is

when

the input

is

either a
it

ramp or a

parabolic function, the steadyIt is

infinite in

magnitude, since

apparently increases with time.

apparent

that the error constants fail to indicate the exact

manner

in

which the steady-state

function increases with time. Therefore, ordinarily,

if the steady-state response of this system due to a ramp or parabolic input is desired, the differential equation of the system must be solved. We now show that the steady-state response of the system can

actually be determined

from the error

series.

^
Chap. 6

270

Time-Domain Analysis

of Control Systems

Using Eq.

(6-39),

we have for

this

system
(6 " 54)

^> = r+W) = rFXTT


The
error coefficients are evaluated as

C = c

lim W.(s)
j^.0

=K+ jr-x-f
I

(6

55 >

<=il-T = (rTTF C = ~d^- = + *)3


>
l

(6 " 56)

(6 " 57)

(1

Although higher-order

coefficients

can be obtained, they

will
is

become
written
>
"''

less significant

as their values will be increasingly smaller.


<?.(0

The

error series

= YTK r*W +
the input signal
r,(f)

(1

+K)*

W+
=

(1

+^)

(?)

(6 " 58)

Now

let

us consider the three basic types of inputs.


1

When
tives

is

a unit step function,


series gives

r s (t)

=u

(t),

and

all

deriva-

of

are zero.

The error

*,(0

(6-59)

which agrees with the


2.

result given
is

by the error-constant method.

When
and
is

the input signal

all

a unit ramp function, r s (t) = tu s (t), r s {t) = u s (t), higher-order derivatives of r s (t) are zero. Therefore, the error series

- (0

_1

TTT-F t + K'

+ TTZT^I (1 +KY

-(')

(6

60)

which indicates that the steady-state error increases

linearly

with time.

The error-constant method simply


error
3.
is

yields the result that the steady-state

infinite

but

fails

to give details of the time dependence.

For a parabolic
all

input, rt)

(t

/2)u s (t), r s (t)

tu s (t), r s (t)

u s {t), and

higher derivatives are zero. The error series becomes


*.(0

= [y^k T + (TTkT - inhcy] ' w 2


'

(6 " 61)

4.

In this case the error increases in magnitude as the second power of /. Consider that the input signal is represented by a polynomial of t and an
exponential term,
r(f)

[o

+a +
t

^+
s (t)

e-~jujf)

(6-62)

where a

a it a 2 and a 3 are constants. Then,


,

r,(f)

[a

+ <M + ^],(0
s

(6-63) (6-64)
(6-65)

fit)

rXt)

= (i + a 2 t)u = a 2 u (t)
K
(1

In this case the error series becomes


e,0)

=
1

+ K n(t) +

+K)

M-

K
(i

+^)3 ^(f)

(6

" 66

>

Sec. 6.4

Time-Domain Performance

of Control Systems / 271

Example

6-2

In this example
stant
is

we

shall consider

a situation in which the error cona solution to the steady-state


system described in Example

totally inadequate in providing

error. Let us consider that the input to the

6-1

is

a sinusoid,
r(t)

sin (D

(6-67)

where

(D

= 2. Then = sin (D = (D cos (D r,(t) = -Oil sin (D r (t) = -G>1 cos (D


r,(i)
t

rjit)

(6-68)
t

The
e,(t)

error series can be written

= [c -

2y C0

4T o

sin

V +

[Cio

-yfcoS

cos (D

(6-69)

vergence of the series


(D

Because of the sinusoidal input, the error series is now an infinite series. The conis important in arriving at a meaningful answer to the steadyconvergence of the error K to be 100. Then
series

state error. It is clear that the

depends on the value of

and K. Let us assign the value of

C =
Cl

YTH = 00099
K +Ky = 0000194
5.65

= (1 +K? = 00098

c* = ~ (i
3

" C = (i 6K, = + xy

x 10" 8

Thus, using only the

first

four error coefficients, Eq. (6-69) becomes

et) =i ro.0099
L

9 + a002 194 -4l sin It + 0.0196 cos It J

(6

70 )

=
or
e,(0

0.01029 sin It

0.0196 cos It
(6-71)

~ 0.02215 sin {It + 62.3)


is

Therefore, the steady-state error in this case

also a sinusoid, as given

by Eq.

(6-71).

6.4

Time-Domain Performance of Control Systems


Transient Response

The

transient portion of the time response

is

that part which goes to zero as

time becomes large. a stable system


diminish and
is is

Of course,

the transient response has significance only

when

referred to, since for an unstable system the response does not

out of control.

272

Time-Domain Analysis

of Control Systems

Chap. 6

The

transient performance of a control system

is

usually characterized by

the use of a unit step input. Typical performance criteria thai are used to characterize the transient response to
rise time,

and

settling time.

a unit step input include overshoot, delay time, Figure 6-4 illustrates a typical unit step response of

Maximum
overshoot

Fig. 6-4. Typical unit step response of a control system.

a linear control system. The above-mentioned


the step response:
1.

criteria are defined

with respect to

Maximum
sient state.

overshoot.

The maximum overshoot

is

defined as the

largest deviation of the output over the step input during the tran-

measure of the
shoot
is

The amount of maximum overshoot is also used as a relative stability of the system. The maximum overis,

often represented as a percentage of the final value of the

step response; that

per cent

maximum

overshoot

= maximum overshoot
final

value

X 100%
(6-72)

2.

Delay time. The delay time


Rise time.

Td is
r

defined as the time required for the


its final

step response to reach 50 per cent of


3.

value.

The

rise

time

is

defined as the time required for the


to 90 per cent of
its final

from 10 per cent Sometimes an alternative measure is


step response to rise

value.

to represent the rise time as a

Sec. 6.5

Transient Response of a Second-Order System /

273

reciprocal of the slope of the step response at the instant that the

response
4.

is

equal to 50 per cent of

its final

value.

Settling time.

The

settling

time

is

defined as the time required for


5 per cent.

the step response to decrease and stay within a specified percentage

of its

final value.

A frequently used figure is

The four
sure
tities

quantities defined above give a direct measure of the transient

characteristics of the step response.

These quantities are

relatively easy to

mea-

when

a step response

is

already plotted. However, analytically these quan-

are difficult to determine except for the simple cases.

Performance Index
Since the general design objective of a control system is to have a small overshoot, fast rise time, short delay time, short settling time, and low steadyit is advantageous to use a performance index that gives a measure of the overall quality of the response. Let us define the input signal of a system as r(t) and the output as c(t). The difference between the input and the output

state error,

is

defined as the error signal, as in Eq. (6-9). Sometimes

r(t) is

referred to as

the desired output.

signal

In trying to minimize the error signal, time integrals of functions of the error may be used as performance indices. For example, the simplest integral
is

function of the error

dt
J

(6-73)

is used to designate performance index. It is easy to see that Eq. (6-73) not a practical performance index, since minimizing it is equivalent to minimizing the area under e{t), and an oscillatory signal would yield a zero area and

where /
is

thus a zero

/.

Some of the
J o

practical integral performance indices are

\"\e{f)\dt

[te{t)dt Jo

JO

f e\t)dt

and there are many


performance indices

others.
is

The subject of the design of control systems using covered in Chapter 11.

6.5

Transient Response of a Second-Order System

Although true second-order control systems are rare in practice, their analysis generally helps to form a basis for the understanding of design and analysis
techniques.

state

Consider that a second-order feedback control system is represented by the diagram of Fig. 6-5. The state equations are written
"x (0i
1

"*i(0"

r(t)

(6-74)

Ji(t)J

\_-<ol

-2Cco,

where and

co

are constants.

274

Time-Domain Analysis

of Control

Systems

Chap. 6

x 2 (0+)/s

x,(0+)/s

Fig. 6-5. State

diagram of a second-order feedback control system.


is

The output equation

c(0

colx^t)

(6-75)
Fig. 6-5, the state transi-

Applying the gain formula to the


tion equations are written
's

state

diagram of

2Cco

*i(0+)"

-col

R(s)

(6-76)

s_\ix 2 (0+)

where

A=
The
the Laplace transform table.

s2

2cos

col
is

(6-77)

inverse Laplace transform of Eq. (6-76)

carried out with the help of

For a

unit step function input,


2
1

we have
2 1

*l(0

sin (co*s/l

C
1

+
2

y/)

co n

sin

awT-

*i(0+)
.* 2 (0+)J

x 2 (t) J

Vi -C

co sin g>V
1

sin

(eoV 1

$)

+
where

col

yi-c
1

e^-'sinKVl -C 2 'sin
co,,

(6-78)
<t>\\

r>0
VI -C 2
,

w*J\

=e"

fo "'

'

y/

=
=

tan

yi-c
c

(6-79)
2

tan

-,yi-c

(6-80)

Although Eq.
terms of the

(6-78) gives the complete solution of the state variables in

initial states

and the unit step input,

it is

a rather formidable-looking
is

expression, especially in view of the fact that the system

only of the second

order. However, the analysis of control systems does not rely completely on the

evaluation of the complete state and output responses.


linear control theory allows the study of control system

The development of performance by use of

Sec. 6.5

Transient Response of a Second-Order System /

275

the transfer function

and the

characteristic equation.

We shall show that

a great

deal can be learned about the system's behavior by studying the location of the
roots of the characteristic equation.

The closed-loop transfer function of the system is determined from


C() R(s)

Fig. 6-5.
. 81

=
s

col
2

2gv
is

+ col
=

(6 K

) }

The
zero

characteristic equation of the system


;

obtained by setting Eq. (6-77) to

that

is,

A=
is

2Ccos

col

(6-82)

For a unit step function input, R(s) I Is, the output response of the system determined by taking the inverse Laplace transform of
C(s)

=
s{s

+
2
*

f' 2cos

+ col)
2
t

(6-83)

Or,

c(t) is

determined by use of Eqs. (6-75) and (6-78) with zero


-CoJnf

initial states

c(0

= +
1

7r=c sSin

co*/l

tan -,-v/l-C

-c
c(t).

>

(6-84)

It is interesting to

study the relationship between the roots of the characteristic

equation and the behavior of the step response


are

The two

roots of Eq. (6-82)

su

s2

= =

-fco jco a/1

-C
and
co is

(0-83)

a.jco
, co n , a,

The

physical significance of the constants

now

described

as follows:

As

seen from Eq. (6-85),


t

multiplied to
rate of rise

in the exponential

a>, and a appears as the constant that is term of Eq. (6-84). Therefore, a controls the

and decay of the time response. In other words, a controls the "damping" of the system and is called the damping constant or the damping

factor.

The

inverse of a, 1/a,

is

proportional to the time constant of the system.

When
call the

the two roots of the characteristic equation are real and identical
critically

we

damping occurs when f = 1. Under this condition the damping factor is simply a = co. Therefore, we can regard as the damping ratio, which is the ratio between the actual damping factor and the damping factor when the damping is critical. co is defined as the natural undamped frequency. As seen from Eq. (6-85),
system

damped.

From

Eq. (6-85)

we

see that critical

when

the damping is zero, 0, the roots of the characteristic equation are imaginary, and Eq. (6-84) shows that the step response is purely sinusoidal. Therefore, con corresponds to the frequency of the undamped sinusoid.

Equation (6-85) shows that


co

= aw^ -

(6-86)

However, since unless C

0,

tion. Therefore, strictly, co is

the response of Eq. (6-84) is not a periodic funcnot a frequency. For the purpose of reference co is

sometimes defined as conditional frequency.

276

Time-Domain Analysis

of Control

Systems

Chap. 6

l'u

Root
) ;,

s-plane

/
e
i

\
\ N

= >/!--r 2
"

/
*-a =

$u

Root

Fig. 6-6. Relationship

second-order system and a,

between the characteristic equation roots of a C, co, and to.

Figure 6-6 illustrates the relationship between the location of the characteristic

equation roots and a,


a> is

C> cu,

and

ca.

shown,

the radial distance from the roots to the origin of the s-plane.

For the complex-conjugate roots The

damping factor a is the real part of the roots; the conditional frequency is the imaginary part of the roots, and the damping ratio is equal to the cosine of
the angle between the radial line to the roots and the negative real axis; that cos 9
is,

(6-87)

Figure 6-7 shows the constant-cw


loci,

loci,

the constant-^

loci,

the constant-a

and the constant-cu loci. Note that the left-half of the j-plane corresponds to positive damping (i.e., the damping factor or ratio is positive), and the right-half of the j-plane corresponds to negative damping. The imaginary axis corresponds to zero damping (a = 0, = 0). As shown by Eq. (6-84), when the damping is positive, the step response will settle to its constant final value because of the negative exponent of e~ Ca*. Negative damping will correspond to a response that grows without bound, and zero damping gives rise to a sustained sinusoidal oscillation. These last two cases are defined as unstable for
linear systems. Therefore,
teristic

we have demonstrated that the

location of the charac-

equation roots plays a great part in the dynamic behavior of the transient

response of the system.

The effect of the characteristic-equation roots on the damping of the second-

Sec. 6.5

Transient Response of a Second-Order System

277

s-plane

Positive

damping

\ ^ \\ XyA J
'

/to

s-plane

f = o

>N

Negative

damping

A
/

Positive

/] 1
J
r = o

Negative

damping

damping

'

1
(b)

f2>fl

/CO

/OJ
,

s-plane

s-plane
co 2

Positive

Negative

damping

damping

00,

-2

-t-

-Oij

-3

-to,
Positive

Negative

damping

damping

-co 2

a2

>a >0
l

<*

(c)

(d)

Fig. 6-7. (a) Constant natural

damping

ratio loci, (c) Constant

undamped frequency loci, (b) Constant damping factor loci, (d) Constant condi-

tional frequency loci.

is further illustrated by Figs. 6-8 and 6-9. In Fig. 6-8, co is held oo to +oo. The following constant while the damping ratio C is varied from classification of the system dynamics with respect to the value of is given

order system

<C<

s u s2

-Ccon

j(O *J\~
n

underdamped case
critically

damped
case

case

C>i C = o

overdamped case
Si, s 2
s
t ,

C<o

s2

= /cu = Ca> jco^/l

undamped
C
2

negatively

damped

case

/oo

x-plane

r=o

_^
<?<!/'
r>i
5l

0>f>-l

?=
*t-

f<-I

f-

yo>r>-i
r

=o

Fig. 6-8.

damping

Locus of roots of Eq. (6-82) when +oo. ratio is varied from -o to


,.

a> is

held constant while the

/"
c(,t)

s-plane

-X

*-

f>l

/OJ

x-plane

f=l

x-plane

/
c(/)

o<r<i
*-f
X

Fig. 6-9.

Response comparison for various root locations

in the x-plane.

278

Sec. 6.5

Transient Response of a Second-Order System /

279

/co

c(t)

s-plane

>~ct

f =

/CO

s-plane

0>f>-l

/CO

s-plane

r<-i

Fig. 6-9 (Cont.).

locations.

Figure 6-9 illustrates typical step responses that correspond to the various root

In practical applications only stable systems are of interest. Therefore when f is positive are of particular interest. In Fig. 6-10 is plotted the variation of the unit step response described by Eq. (6-84) as a function of the normalized time cot, for various values of the damping ratio f. It is seen that the response becomes more oscillatory as decreases in value When r i there is no overshoot in the step response; that is, the output never exceedsThe value of the reference input.
the cases

>

The exact relation between the damping ratio and the amount of overshoot can be obtained by taking the derivative of Eq. (6-84) and
zero.

Thus

setting the result to

dc(t)

tcoe

-Zcon t

dt
-CcOnt

sin (cot

t4)

(6-88)
CQa

~ /i

_^

^/1

cos (a>t

4>)

t>0

280

Time-Domain Analysis

of Control

Systems

Chap. 6

Fig. 6-10. Transient response of a second-order system to a unit step function input.

where
(j>

tan

-,

yi-c

(6-89)

Equation (6-88)
dc(t)

is

simplified to
co

dt

Jl -

e "

-&,<

si n

q^ ^i
t

_
=

2,

>

(6-90)

Therefore, setting Eq. (6-90) to zero,

we have
n

oo

and
(6-91)

cVl-C 2 ' =

0,1,2,...

Sec. 6.5

Transient Response of a Second-Order Systems

281

or

nn

The first maximum value of the step response c(t) occurs at n the time at which the maximum overshoot occurs is given by
max
/,
..,

1.

Therefore,

(6-93)

In general, for all odd values of n, that is, n 1 3, 5, Eq. (6-92) gives the times at which the overshoots occur. For all even values of n, Eq. (6-92) gives the times at which the undershoots occur, as shown in Fig. 6-11. It is interesting to note that, although the maxima and the minima of the response occur at periodic intervals, the response is a damped sinusoid and is not a periodic function.
,
.

c(t)

v7~p vT^p"

vT^T1

vT^F
at

Fig. 6-11. Step response illustrating that the periodic intervals.

maxima and minima occur

substituting Eq. (6-92) into Eq. (6-84).

The magnitudes of the overshoots and the undershoots can be obtained by Thus
Im.x or

<\0
or

mm

r Vi -C 2
,

==- sin (

nn

tan"

^ZI^-)
[

il

"=1,2,3,...
(6-94)

C(OIorml.

= +
1

(-I)""'* "f=F
is

(6-95)

The maximum overshoot


and
per cent

obtained by letting n
overshoot

maximum

= = c max =

in Eq. (6-95). Therefore,

e -'C/-/T=c
5

(6-96) (6-97)

maximum

overshoot

lOOer*^ 1

282

Time-Domain Analysis

of Control

Systems

Chap. 6

0.4

0.6

0.8
ratio f

1.0

1.2

Damping

Fig. 6-12. Per cent overshoot as a function of

damping

ratio for the step

response of a second-order system.

Note that
response
is

for the second-order system, the

maximum

overshoot of the step

only a function of the damping ratio. The relationship between the

per cent
is

maximum

overshoot and damping ratio for the second-order system


it is

shown

in Fig. 6-12.

From

Eqs. (6-93) and (6-94)

seen that for the second-order system under


it

consideration, the

maximum

overshoot and the time at which

occurs are

all

For the delay time, rise time, and settling time, however, the relationships are not so simple. It would be difficult to determine the exact expressions for these quantities. For instance, for the delay time, we would have to set c(t) = 0.5 in Eq. (6-84) and solve for /. An easier way would be to plot cotd versus as shown in Fig. 6-13. Then, over the range of < < 1 .0 it is possible to approximate the curve by a straight line,
exactly expressed in terms of

and

co.

^~l+0.7
Thus the delay time
is

(6-98)

U
For a wider range of
,

+ 0-7C
1

(6-99)

co

a second-order equation should be used. Then


,

id

_1 = + 0.6 + 0.15
CO
is

(6-100)

For the
directly

rise

time

tr ,

which

the time for the step response to reach from

10 per cent to 90 per cent of its final value, the exact values can again be obtained

from the responses of

Fig. 6-10.

The

plot of

cot r

versus

is

shown

in

Fig. 6-14. In this case the rise time versus relation

can again be approximated

by a

straight line over a limited range of . Therefore,

0.8

+
COn

2.5

o<<

(6-101)

better approximation

may be

obtained by using a second-order equation;

Sec. 6.5

Transient Response of a Second-Order System /

283

^
H'rf

= l+0.7f

<%) _

R (s)
0.5

<
s2+2$us +
2 wn

0.2

0.4

0.6

0.8

1.0

1.2

1.4

1.6

f
Fig. 6-13.

Normalized delay time versus f for a second-order control

system.

5.0

"i

4.0

2.0

-I

L
0.8

J_
1.0
1.2

0.2

0.4

0.6
?

Fig. 6-14.

Normalized

rise

time versus C for a second-order system.

then
,_

~ +
l

l-K+lAC 2
co

(6-102)
clear that the expression for the

From

the definition of settling time,

it is

settling time is the

most difficult to determine. However, we can obtain an approx-

imation for the case of


soid, as

<f<

by using the envelope of the damped sinu-

shown

in Fig. 6-15.

284

Time- Domain Analysis of Control Systems

Chap. 6

Fig. 6-15.

Approximation of settling time using the envelope of the decay-

ing step response of a second-order system (0

<

<

1).

From

the figure

it is

clear that the

same
-CcOnl.

result is

obtained with the approxis

imation whether the upper envelope or the lower envelope


c(t)

used. Therefore,

1.05

(6-103)

Solving for

cot s

from the

last equation,
1

we have
(6-104)

<oj,= -4-ln[0.05yi-C]
For small values of f, Eq. (6-104)
CO n t s
is

simplified to

= -y - c<
o<c<i
rise time,

(6-105)

or
s

(6-106)

Now
time,
it is

reviewing the relationships for the delay time,

and

settling

seen that small values of f would yield short rise time and short delay time. However, a fast settling time requires a large value for . Therefore, a compromise in the value of should be made when all these criteria are to be
satisfactorily

met

in a design problem. Together with the

consideration on

maximum

overshoot, a generally accepted range of damping ratio for satisfactory all-around performance is between 0.5 and 0.8.

6.6

Time Response of

a Positional Control

System

we shall study the time-domain performance of a control system whose objective is to control the position of a load that has viscous friction and inertia. The schematic diagram of the system is shown in Fig. 6-16.
In this section

Sec. 6.6

Time Response of a Positional Control System

285

dc motor

dc
amplifier
;
if

= constant

*
Error detector
t ^Q09

Fig. 6-16. Direct current positional control system.

form the error detector with sensitivity The error detector sends a signal to the dc amplifier which is proportionafto *e dtfference between the angular positions of the reference input shaft anS he C UtPUt f he dC ""***" is USed to contro1 the armature of a dcmot ,! dc motor. TH current The the field of the dc motor is held constant The parameters of the system are given as follows:

set

of potentiometers

Sensitivity of error detector

Gain of dc amplifier
Resistance of armature of motor Inductance of armature of motor

of rotor of motor Friction of motor shaft


Inertia

Friction of load shaft


Inertia of load

Gear ratio Torque constant of motor

K = 1/57.3 volt/deg = A (variable) * = 5Q L = negligible Jm = 10" lb-ft-sec* Bm = negligible BL = 0.1 lb-ft-sec = 0.11b-ft-sec = NJN 1 = TV K = 0.5 lb-ft/amp
s

volt/rad

/z,

The

first

step in the analysis

is

to write the equations for the system


s

This

cause-

1.

Error detector:
9eQ)
e(t)

= e (t) - exo = KftJit)


r

(6-107) (6-108)

2.

DC amplifier:
ea {t)

= Ae(t)

(6-109)

286

Time-Domain Analysis

of Control

Systems

Chap. 6

3.

Armature-controlled dc motor:

LjMl = - RJ {t) +
a

e a (t)

e b (t)

(6-1 10)

e{t)

= K co m {t)
b

(6-111)

where

b is

the back

emf constant of the motor

TJf)

Km
(t)

(6

112 )

jj-^- = -Bme co m +
where Jme and

TJt)

(6-113)

Bme

are the equivalent inertia and viscous frictional


respectively,

coefficients seen

by the motor,
3

and
(6-114)
(6-1
1

= Jm + Bme = Bm
Jme
4.

n 2 JL

-\-

= lO' + 0.01(0.1) = 2 n*BL = 10" lb-ft-sec


3

10- 3 lb-ft-sec 2

5)

Output:

^
0c(t)
t
.

= =

co m {t)

(6-116) (6-117)

n8Jt)
,

The value of the back emf constant, Kb is not given originally, but a definite relationship exists between Kb and K In the British unit system, K, is given in lb-ft/amp and the units of the back emf constant are volts/rad/sec. With these units, Kb is related to K, through a constant ratio. The mechanical power
developed in the motor armature
Pit)
is

{see Sec. 5.7)

e b {t)i a {t)

watts
(6-118)

=
Substituting Eqs. (6-111)

^e

b (t)it)

hp

and

(6-112) into Eq. (6-118),

we have
(6-119)

P(f)

= ^TJfyoJt) = -^Tjfajt)

hp

Also,

it is

known

that
Pit)

hp

(6-120)

Therefore, equating Eq. (6-119) to Eq. (6-120) gives

A,
or

= 2a = /40
1.36*;

0.737A.

(6-121)

K =
b

(6-122)

Thus, given K, to be 0.5 lb-ft/amp, K is found to be 0.68 volt/rad/sec. Using Eqs. (6-107) through (6-116), the state equations of the system are
written in the matrix

form

as follows:

Sec. 6.6

Time Response
dia {ty

of a Positional Control

System

287

K
=
J me

nAK,
r us)

[AK.1

dt

dco m (t)
dt

Bme
'me

co m (t)

0,(0

(6-123)

dBJf)
L
dt

J
is

[0(O

is

The output equation drawn as shown in

given by Eq. (6-117). The state diagram of the system

Fig. 6-17.

9<a (0+)A

9 B m (0

+)/s

"AK.IL.
Fig. 6-17. State

diagram of the positional control system

in Fig. 6-16.

When

the initial states are


is

assumed to be

function of the system

zero, the closed-loop transfer

obtained as

0,(0

M
where

K AK n
s
t

*A.4l + V>U +
?.

W) + K K
b

lS

+ K.AK,n

(6 " 124)

negligible

^ me

~n

^ SeC

The

error between the reference input

and the output

is

denned

as

0.(0

0,(0-0,(0
is

(6-125)

The open-loop

transfer function of the system

obtained by use of Eq. (6-124).

G(s)

= JsW =

K,AK n

K ^meS{l +

t.j)(1

r me s)

+KK
b

(6-126)

lS

transition equations of the system can be obtained from the state diagram by use of the gain formula, in the usual fashion. However, the main objective of this problem is to demonstrate the behavior

The

state

of the time response of

288

Time-Domain Analysis

of Control

Systems

Chap. 6

the positional control system with respect to the system parameters, and sufficient to assume that all the initial states of the system are zero.

it

is

Since
(6-124)
is

La

is

negligible, t

0,

and the closed-loop


K,AK,n

transfer function in Eq.

simplified to

OJs)
d,{s)

R.Jm

y + (K K
t

+ R aB m .)s +

K,AK n
l

(&l27) v

of the second order; thus it can be written in the standard form of Eq. (6-81). The natural undamped frequency of the system is

Equation (6-127)

is

AK,n w = V K m i R.J
s

"

(6-128) v

The damping

ratio

is

_ K K, + RB me _ K K, + R B m 2jK AK,RJme n 2R Jme(o


b b

(6-129)

When

the values of the system parameters are substituted into Eq. (6-127), the

closed-loop transfer function of the system becomes

JA G

5A
34.5s

VJs)-s 1 +
undamped frequency and
the

5A

(6-130) ' l

Suppose that the gain of the dc amplifier is

arbitrarily set at 200.

The natural

damping

ratio are, respectively,

= C =
The
s
2

31.6rad/sec
0.546
is

(6-131) (6-132)

characteristic equation of the system

34.5s

1000

(6-133)

whose roots are


s u s2

-17.25 j26.5

(6-134)

Time Response to a Step Input


Consider that the reference input is a unit step function, 9,{t) then the output of the system, under zero initial state condition, is

u s (t) rad;

^=
or
fl

'
1

W
1

1000

+ 3^7+
17

(6 " ,35)

1000) J
t -i-i-

rA =-

4-

9 <,-o.5 4 6<r

^ n rn.R17m

ir.

tan"

1.53)

=
normalized time
the gain

1.2e-

"'

sin (26.4?
is

(6-136)
236.8)

The output response of the system


cot.

plotted in Fig. 6-18 as a function of the

It is interesting to

study the effects on the time response

when

the value of

the gain

A is varied. Note that in Eq. (6-128) and in A increases the natural undamped frequency oj> but decreases the damping ratio . For A = 1500, = 0.2, and = 86.2 rad/sec. The output response to a unit step displacement input for A = 1500 is plotted as shown in

Eq. (6-129), an increase in

Sec. 6.6

Time Response

of a Positional Control

System

289

Bc {t)

Fig. 6-18.

Time response of the positional control system


is

in Fig. 6-16

the input

when

a unit step displacement.

Fig. 6-18. In this case the overshoot is very high, although the rise time and delay time are apparently reduced. The settling time is also shortened by the increase in A, although the responses in Fig. 6-18 do not show this because the time axis is normalized by .. In fact, in Fig. 6-18 the step response for A 1500 seems to take a longer time to reach the steady state than that for A 200 This is distorted by the normalized time axis; for A 1500, co 86 2 rad/sec as compared to a> 31.6 rad/sec for A 200.

low value, 13.5, the damping ratio and the are f 2.1 and 8.22 rad/sec, respectively . fcince is greater than one, the step response corresponding to A 13 5 is overdamped. Table 6-2 gives the comparison of the time responses of the system for the three different values of A used.
natural

When A

is set

at a relatively

undamped frequency

m =

Table 6-2

Comparison of Transient Response of a Second-Order Positional Control System When the Gain Varies

Damping
Gain

Maximum
(On

Ratio C
2.1

Overshoot

Tt
0.325

Tr
1.02

Ts
1.51

'max

13.5

8.22 31.6 86.6


0.13

200 1500

0.546
0.2

0.043 0.013

0.064
0.015

0.174
0.17

0.119
0.037

0.52

290

Time-Domain Analysis

of Control

Systems

Chap. 6

When

the value of

is set

at 13.5

and 200, the roots of the

characteristic

equation are determined

and

listed as follows:
s u s2

A =

13.5

,4=200
as

jj 2

= =

-2.1, -32.4

-17.25 y26.

shown

These roots, together with the ones for A = 1500, are located in the s-plane in Fig. 6-19. In general, for any value of A, the roots of the characterequation are given by
Sl

teristic

,s 2

-17.25

1 -j-*/U90-20A

(6-137)

A
.s-plane

= 1500

/86

^
<-

-2.1 = 135
.4

= 200

;26.5

A<0

,4

= 13.5

A =

A<0

-/26.5

Root

loci

A = 1500 A

/86

Fig. 6-19.

Root locus diagram of

the system in Fig. 6-14.

Therefore, for values of

A between

zero and 59.5, the two roots are real and

lie

and the system is overdamped. For values of A greater than 59.5, the roots are complex conjugate; the real parts of the roots are equal to 17.25 and are not affected by the value of A. Therefore, as A approaches infinity, the damping factor of the second-order system is always -1 When A varies continuously between -co and o, the equal to 17.25 sec two roots of the characteristic equation trace out two continuous loci in the s-plane, as shown in Fig. 6-19. In general, these are called the root loci of
on the negative
real axis in the s-plane,
.

the characteristic equation or of the control system. In control system studies a root-locus diagram can be very useful for analysis and design once the relation-

ship between the root location


finite positive values of A.

and the
is

transient behavior has been established.


is

In this case Fig. 6-19 shows that the second-order system

always stable for


is

all

When A

negative, one of the roots

positive,

eC
' '

Time Response

of a Positional Control

System

291

which corresponds to a time response that increases monotonically with time and the system is said to be unstable. The dynamic characteristics of the transient response as determined from the root-locus diagram of Fig. 6-19 are summarized
as follows

Amplifier Gain

Characteristic Equation Roots

System Dynamics

<A<
A

59.5

Two Two

negative distinct real roots negative equal real

Overdamped
Critically
(

>

1)

59.5

damped
(

roots
59.5

= n

<A < <A<

oo

Two complex
Two

conjugate roots with negative real parts


distinct real roots,

Underdamped

<

1)

-oo

positive

one and one negative

Unstable system
(f

< 0)

Since the system under consideration is of type 1, the steady-state error of is zero for all positive values of A, when the input is a step function in other words, for a step input, the positional error constant K, is to be used Substituting the open-loop transfer function G(s) for the system and H(s) 1 into Eq. (6-21), we have
the system

K v
j>

= lim
"i? 5(s
is

5A

34.5)

(6

'

138 )

Therefore, the steady-state error

given by Eq. (6-22) as

= T+X =

( 6 -139)

The

unit step responses of Fig. 6-18 verify this fact.

Time Response to a

Ramp input
input 0,(0
is

When
tem

a unit

ramp function

ot hig. 6-16, the output response

= /.(/) is applied to the control sys+ coi)


(6-140)

described by

0,(0

JB-'

UV +

2Cto.fi
is

From

the Laplace transform table, Eq. (6-140)

written

U0 = ~ S + aWl'-C^
'

'

Sin [(a

^TZ=T

2 '

(6-H1)

where

he nSeS f r P re ' f, Fig. 6-20 Notice that in this case the steady-state error of the system As seen from Eq. (6-141), the last term will decay to zero as

nT

= 2tan->Vl^ = 115 20' and 150 are sketched as


is

. (6 142)

shown

in

infinity.

nonzero time approaches Therefore, the steady-state response of the system due to a unit ramp

292

Time-Domain Analysis

of Control Systems

Chap. 6

4.0

e(A = 200)

3.0

ea (A

= 1500) s
e ss

A
0,(0 = tu s (t)
2.0

= 1500

(A = 13.5)

A A

= 13.5

= 200

Fig. 6-20.

Output response (normalized) of the control system


is

in Fig. 6-16

when
input
is

the input

a unit

ramp

function.

lim 6 c {t)
It is

lim

_2f
<w.

(6-143)

simple to see that the steady-state error due to the unit 2


a>

ramp input

is

34.5

5A

(6-144)

which

is

a constant.
error to a

A more systematic method of determining the steady-state input is to use the velocity error constant K From Eq. (6-26),
v.

ramp

K,

lim sG(s)H(s)

lim

^3 = ^

(6-145)

Therefore, from Eq. (6-27),


1

34.5

(6-146)

which agrees with the

result

of Eq. (6-144).

to the magnitude of A. However,

Equation (6-146) shows that the steady-state error is inversely proportional if we choose to improve the steady-state accuracy of the system by increasing the forward gain, the transient response becomes
oscillatory.

more

This phenomenon
if

is

rather typical in
is

all

control systems. For

higher-order systems,

the loop gain of the system

too high the system

may

become

unstable.

Time Response

of a Positional Control

System

293

Transient Response of a Third-Order System


in the last section that if the armature inductance L of the neglected, the control system is of the second order and is stable for all positive values of A. Suppose now that we let La 0.1 henry in the system in Fig. 6-16 and keep the other parameters unchanged. The
It

was shown
is

dc motor

constant To
(6-124)
is

is

now

0.02 sec.

The closed-loop

now

transfer function given

armature time by Eq y 4
'

&)
9 r (s)
or
*(*)

__
U.005<1

0.05,4

0.02j)(1

+ 2s) +
+
250,4

34s

0.05,4

(6 " 147 >

250,4
js

0M
The open-loop

50.5**

1725^

(6

"

148 )

transfer function

is

G (A {S)
The

flcfr)

~W)~
+
50.5s 2

250,4
s(s>

50.5,
is

1725)

(6

"

149 )

characteristic equation of the system


s3

\725s

250A
is

(6-150)

It is

apparent that when the armature inductance


If we let

of the third order.

restored, the system is

now

13.5, the closed-loop transfer function

of Eq. (6-147) becomes


(6_151 )

G)
ris)

=
(1

0.48 j)(l

0.0298j

0.000616* 2 )

The
at

characteristic equation has a real root at s -2.08 and two complex roots 24.2 j 32.2. For a unit step function input the output response is

characteristic root at s -2.08. The response due to the last term of Eq. (6-152) decreases to zero very rapidly with the increase of t. Comparing Eq. (6-152) with Eq. (6-136) we see that the damping factor for the second-order system (L 0) is 17 25 whereas for the third-order system (L. 0.1) the output response is governed by the exponential term, which has an equivalent damping factor of 2.08 Thus the third-order system will have a slower rise time. This result is expected, since the presence of inductance will slow down the buildup of the armature current thus slowing down the torque development of the motor. However, higher inductance will cause a higher overshoot in the step response, as shown in Fig 6-21

0.0667e--* sin(32.2< 1.88) (6-152) In Eq. (6-1 52), since the time constant of the pure exponential term is more than 10 times greater than that of the damped sinusoid term, the transient response of 8t) is predominantly governed by the
1

fl e

(0

= -

I.06e-""

With

La -

0.1

H, and A

factored as

348, the characteristic equation of Eq. (6-150) J

is

(*+50.5)(j*

1725)

(6-153)

two imaginary roots at s = ;41 5 The response corresponding to these imaginary roots is an undamped sinusoid. The
characteristic equation has

Thus the

l.O
1
1 1 1 i

1.4

/~\

/L
\

"

=0A

1.2

^=0.01^.^^

1.0

0.8

v/
i

^
i

0.6

0.4

0.2

0.1

0.2

0.3

0.4

0.5

0.6

Time (second)
Fig. 6-21.

Unit step response of the positional control system of Fig. 6-16

with varying inductance,

A =

200.

s-plane

A
A= A=
13.5

= 348

/41.5

<**-

A
25.25

= 13.5
2.08

A =0

-/41.5 = 348

Fig. 6-22.
is

Root

loci of the characteristic

equation of Eq. (6-150) when

varied from zero to infinity.

294

Sec. 6.7

Effects of Derivative Control

on the Time Response

295

From this illustrative example we have learned that a second-order system always stable as long as the loop gain is finite and positive; third- and higherorder systems may become unstable if the loop gain becomes high.
is

frequency of the sinusoidal response is 41.5 rad/sec. When the roots of a characequation lie on the imaginary axis of the s-plane, such as in the present situation, the linear system is said to be on the verge of instability. Figure 6-22 shows the root loci of the characteristic equation of Eq (6-150) when A is varied from zero to infinity. For all values of A greater than 348 the two complex roots are found in the right-half of the *-plane, and, with time the step response of the third-order system will increase without bound.
teristic

6.7

Effects of Derivative Control on the

Time Response of

Feedback Control Systems

The

control systems considered thus far in this chapter are all of the proportional type, in that the system develops a correcting effort that is

to the

has the limitation or disadvantage that it is often difficult to find a proper forward path gain so that the steady-state and the transient responses satisfy their respective requirements Often, in practice, a single gain parameter is seldom sufficient to meet the design requirements on two performance criteria.
to perform other operations, in addition to the proportional signal. In terms of signal processing, we may perform a time derivative of the actuating signal. Figure 6-23 shows the block diagram
control,
It is logical

magnitude of the actuating signal only. The illustrative example given in Section 6.6 shows that a proportional type of control system

proportional

on the actuating

Qs)

Fig. 6-23.

Feedback control system with derivative control.

of a typical second-order feedback control system with derivative control added to the proportional control. In this case the constant x d represents the amount of derivative control used in proportion to the ordinary proportional control The open-loop transfer function of the system is now

E(s)-s(s
Analytically, Eq. (6-154)

2tco)

<6

"

154 )

shows that the derivative control

addition of a simple zero at s

-i/ T,

is equivalent to the to the open-loop transfer function.

296

Time-Domain Analysis

of Control

Systems

Chap. 6

de(t)

dt

(c)

Fig. 6-24.

tive control, (a)

Waveforms of c(/), e(t), and de(t)ldt showing the effect of derivaStep response, (b) Error signal, (c) Time rate of change of

error signal.

The

effect

of the derivative control on the transient response of a feedback


is

control system can be investigated by referring to Fig. 6-24. Let us assume that

the unit step response of a proportional type of system

shown

in Fig. 6-24(a).

The corresponding error signal e(t) and the time derivative of e{t) are as shown in Fig. 6-24(b) and (c), respectively. Notice that under the assumed case the step response exhibits a high peak overshoot. For a system that is driven by a motor of some kind, this large overshoot is due to the excessive amount of torque < t < t u during which the error developed by the motor in the time interval signal is positive. For the time interval f < t < t 3 the error signal is negative, and the corresponding motor torque is negative. This negative torque tends to reverse the direction of motion of the output, thus causing c(t) to undershoot during t 3 < t < t 5 During the time interval t 3 < t < t 5 the motor torque is again positive, thus tending to reduce the undershoot in the response caused by the negative torque in the previous interval. Since the system is assumed to be stable, the error amplitude is reduced with each oscillation, and the output
,

eventually

is

settled to its final desired value.

Considering the explanation given above,

we can

say that the contributing

Sec 6 7
'

Effects of Derivative Control

on the Time Response

297

factors to a high overshoot are as follows: (1)

The

positive correcting torque

in the interval
interval
t,

< < is too large, and (2) the retarding torque in the time < < is inadequate. Therefore, in order to reduce the overshoot
/
/,
t t2

approach is, to decrease the amount of positive correcting torque and to increase the retarding torque. Similarly, in the time interval t 2 t r 4 , the negative corrective torque should be reduced, and the

in the step response, a logical

< <

retarding torque, which

is

now

in the positive direction, should

be increased in

order to improve the undershoot.

The
cisely the

derivative control as represented

by the system of

Fig. 6-23 gives pre-

compensation

effect described in the last

paragraph. Let us consider

is proportional r d de(t)/dt. In other words, in addition to the error signal, a signal that is proportional to the time rate of change of error is applied to the motor. As shown in Fig. 6-24(c), for t r the time derivative of e(t) is negative; this will reduce the original torque developed due to e(f) alone. For

that the proportional type of control system whose signals are described in Fig. 6-24 is now modified so that the torque developed by the motor

to the signal e(t)

< <

r, r2 both e?(r) and de(t)/dt are negative, which means that the negative retarding torque developed will be greater than that of the proportional case. Therefore, all these effects will result in a smaller overshoot. It is easy to see that e(/) and de(t)Jdt have opposite signs in the time interval r2 t t3 therefore, the negative torque that originally contributes to the undershoot
,

<t <

< <

is

reduced

also!

Since de(t)jdt represents the slope of e{i), the derivative control is essentially an anticipatory type of control. Normally, in a linear system, if the slope of e(t) or c(f) due to a step input is large, a high overshoot will subsequently occur.

The derivative control measures the instantaneous slope of e(t), predicts the large overshoot ahead of time, and makes a proper correcting effort before the overshoot actually occurs.
It is apparent that the derivative control will affect the steady-state error of a system only if the steady-state error varies with time. If the

steady-state error

constant with respect to time, the time derivative of this error is zero, and the derivative control has no effect on the steady-state error. But if the
is

of a system

to de(t)jdt,

steady-state error increases with time, a torque is again developed in proportion which will reduce the magnitude of the error. Consider that the positional control system of Fig. 6-16 is

modified by

replacing the dc amplifier with derivative control so that the open-loop transfer function is now

ee (s) 9e (s)

_ -

saq.
s(s

+ td s) + 34.5)

(6

" 155

Figure 6-25 illustrates the unit step responses of the closed-loop system 13.5 and r d 0.01, 0.1, and 1.0. Notice that in the case of the low value for A, an increasing value of t has the effect of slowing d down the response and the damping is increased. Figure 6-26 illustrates the unit step responses when A 1500. In this case the damping is noticeably improved by

when A

tive control.

When
When

xd

0, Fig.

A =

1500, whereas with % d

14 per cent.

%d

= = 0.1, the overshoot is completely eliminated, but the step

the deriva6-18 shows that the overshoot is 52 per cent for 0.01, the overshoot is reduced to approximately

,4

= 13.5

1.0

Td =

O.OlX^s.
^=0.1 A = 13.5

0.8

// //

Tj=1.0

0.6

A=

13.5

0.4 ~

II

0.2

1.0

2.0

3.0

4.0

(Seconds)
Fig. 6-25. Step responses of the positional control system of Fig. 6-16 with

derivative control;

A =

13.5.

^=0.01

0.02

0.03

0.04
(Seconds)

0.05

0.08

Fig. 6-26. Step responses of the positional control system of Fig. 6-16 with

derivative control

A =

500.

298

Sec 6 7
-

Effects of Derivative Control

on the Time Response

299

response

is

slow in reaching

its final value.

response for r d

Figure 6-26 also shows the step

1.0.

The effect of derivative control on the transient response of a feedback control system can also be studied by referring to the open-loop transfer function of Eq. (6-154). The corresponding closed-loop transfer function of the
system
is

*(*)

(2fa

+
is

xi(ol)s

+ oil

(6_156)

The

characteristic equation of the system


s
2

(2c0

+ tco1;)s + =
2

(6-157)

Notice that the derivative control has the effect of increasing the coefficient of the s term by the quantity Td coJ. This means that the damping of the system is increased. Using the values as represented by Eq. (6-155), the characteristic equation becomes
s
2

(34.5

5Ard)s

5A

=
=

(6-158)

Figure 6-27 shows the loci of the roots of Eq. (6-158) when A 13.5 and x d is varied from to oo. The improvement on the system damping due to the derivative control is illustrated by the root loci of Fig. 6-28 with A set at 1500. Notice that for small values of r, the roots of the characteristic equation are still complex, although they are farther away from the imaginary axis than those when
Td

0.

For

large values of z d , the roots

become

real.

/w
i-plane

'

Td

rd =0 -*
32.4

rd
fc

=Q **-

Td ='

-2.1

Fig. 6-27.

Root loci of the characteristic equation of positional control system with derivative control,* 2 + (34.5 5Ax d)s 5A 0,A = 13.5.

It

should be pointed out that although the derivative control as fashioned

by the scheme shown in Fig. 6-23 generally improves the damping of a feedback control system, no considerations have been given here on the practicability of the configuration. In practice, however, the transfer function of (1 + xd s) cannot be physically realized by passive elements. Furthermore, derivative control has
the characteristics of a high-pass
filter which tends to propagate noise and disturbances through the system. Practical controllers which are used to improve

300

Time-Domain Analysis

of Control

Systems

Chap. 6

-/86
s-plane

*d

J<

--

-/86
Td

=0

Root loci of the characteristic equation of positional control system with derivative control; s 2 + (34.5 + 5Azd)s + 5 A --= 0, <4 1500.
Fig. 6-28.

the performance of control systems usually have

more complex

transfer func-

tions than that of the derivative controller illustrated here.

6.8

Effects of Integral Control on the

Time Response of

Feedback Control Systems

The counterpart of

derivative control

is

the integral control that introduces a

signal in proportion to the time integral of the error. Figure 6-29 illustrates the

basic scheme for the integral control applied to a second-order system.

The

signal

applied to the process consists of two components: one proportional to the

instantaneous error signal, the other, to the time integral of the error.

The

parameter
the system

K
is

is

a proportional constant. The open-loop transfer function of

C(s)_
E(s)

(oljs
s (s
2

+ Kj + 2Ca>)
or
s(j

(6-159)

R(s)

>l
.

y
*1

HgH
i
,

C(s)

+ 2?<o)

[ Jo

dr

Integral contro

Fig. 6-29.

Feedback control system with

integral

com rol.

Sec. 6.8

Effects of Integral Control

on the Time Response

301

tem by

One obvious effect of the integral control is that it increases the order of 1 More important is that it increases the type of the
.

the sys-

system by

tore, the steady-state error

There-

improved by an order of 1. P U S Constant the inte S ^ cm the system will nowral contrl educes it to zero. In the case of Eq (6-159), have a zero steady-state error when the input is a ramp function. However, because the system is now of the third order it tends to be less stable than the original second-order
'

of the original system without integral control is In other words, if the steady-state error to a given

system. Tn fact,

if

ot the system

the loop gain

is

high, the system

may

be unstable.

With the comes


0.

Let us consider the positional control system of Fig. 6-16 again, with L integral control, the open-loop transfer function of the system be-

ec {s)
0e(s)

_ 5A(s + K ) ~ ~s\s + 34.5)


t

(6

" 16

The

characteristic equation
j3

is

34.5s 2

5As

5AK,

(6-161)

of the value of K, on the transient behavior of the system may be investigated by plotting the roots of Eq. (6-161) as a function of A. Figure 6-30
effect
1

The

OO t t

4 ;co

s-plane

A
s-plane

A =0 34.5

A =oo
-

,A

=0
=

A
AT,
|

A =0

A=0

34.5 +

1
(a)

(b)
(a) Root loci of the characteristic equation of a feedback control system with integral control, s * + 34.5*2 + SAs + 5AKi = 0, K t < 34.5. (b) Root loci of the characteristic equation of a feedback control system with integral control, + 34.5*2 5As =

Fig. 6-30.

+ 5AK

0,

Ki

34.5.

302

Time-Domain Analysis

of Control

Systems

Chap. 6

s-plane

A =

.4=0
-34.5
\

-*i

1-34.5 +

AT!

T
ooll

(c)

Fig. 6-30 (Cont.). (c)

Root

loci

of the characteristic equation of a feedback

control system with integral control, s 3

34.5.S 2

5As

5AK\ =

0,

K >
x

34.5.

illustrates the root loci

of Eq. (6-161) for three different values of AT t and


l

when A
34.5, the

varies

between zero and infinity. Notice that when K


all lie

lies

between

and

roots of the characteristic equation


34.5, the system

in the left half s-plane.

When

K =
t

values of A

becomes second order and the two roots lie on the yea-axis for all between and oo, and the system is on the verge of instability. When

the value of
all

exceeds 34.5, the system with the integral control

is

unstable for

values of A.

As an alternative, we can fix the value of A and show the effect of varying on the roots of the characteristic equation. Figure 6-3 1 shows the root loci K < oo. of Eq. (6-161) with A = 13.5 and
t

<

To

verify the analytical results obtained in the preceding sections, Fig. 6-32
x

As predicted by the
is

shows the step responses of the system with A = 13.5 and K = 1, 10, and 34.5. root loci of Figs. 6-30 and 6-31, the response for K = 34.5
x

a pure sinusoid.

6.9

Rate Feedback or Tachometer Feedback Control

The philosophy of using the derivative of the actuating signal to improve the damping of a system can be applied to the output signal to achieve a similar

s-plane

K,

AT,

=0
K

-32.4

Fig. 6-31. Root loci of the characteristic equation of a feedback control system with integral control, + 34.5*2 + 5 As + 5AK

= 0, A =

13.5.

1_

ATj

= M).

=34.5

1.0

2.0

3.0

4.0

5.0

Time (seconds)

La =

Fig. 6-32. Step responses of the positional control system of Fig 6-16 with and integral control, 13.5.

A=

303

304

Time-Domain Analysis

of Control Systems

Chap. 6

In other words, the derivative of the output signal is fed back and compared with the reference input. In practice, if the output variable is mechanical displacement, a tachometer may be used which converts the mechanical displacement into an electrical signal that is proportional to the derivative of the
effect.

displacement. Figure 6-33 shows the block diagram of a second-order system with a secondary path that feeds back the derivative of the output. The transfer

function of the tachometer is denoted by K,s, where K,


usually expressed in volts/unit velocity.

is

the tachometer constant,

R(s)

>, <),/\ ?)

w2
s(.s

^9
t
i

*-

C(s)

+ 2?oo)

K,s

Fig. 6-33. Second-order system with tachometer feedback.

The closed-loop

transfer function of the system of Fig. 6-33

is

<M
R(s)
s*

col

(2{a>

K,col)s

+ col =

(6-162)

and the

characteristic equation
s
1

is

(2co

Kfi>l)s

col

(6-163)

(6-163) with Eq. (6-157), which is the characteristic equation of the second-order system with derivative control, we see that the two equations are of the same form. In fact, they are identical if % d is interchanged with

Comparing Eq.

K,.

Therefore,

we conclude

that the rate or tachometer feedback also imit

proves the damping of a feedback control system. However,

should be noted

that the closed-loop transfer function of Eq. (6-162) does not have a zero, and thus the responses of the two systems will not be identical even if K,

equals x d

The open-loop

transfer function of the system with tachometer feedback

is

obtained from Fig. 6-33


col

E(s)

s(s

2co B

(6-164)
K,col)

The system
is

is still

of type

1,

so the basic characteristic of the steady-state error

not altered. However, for a unit ramp function input, the steady-state error to

Sec. 6.10

Control by State-Variable Feedback /

305

the system of Fig. 6-23 which has the derivative control of the system in Fig. 6-33 is (2 K,(a)/co

is 2Clco,

whereas that

n.

6.10

Control by State-Variable Feedback 45

One of the

design techniques in

modern control theory

is

that instead of using

dynamics and feedback from the output variable, flexibility can be gained by feeding back some or all of the state variables to control the
process. In the system with tachometer feedback, shown in Fig. 6-33, if we decompose the process in the forward path by direct decomposition, we can show that the system is actually equivalent to having state feedback. Figure 6-34(a) shows the state diagram of the process

controllers that have

C() E(s)

=
s(s

+ 2Cca)

(6-165)

which

ically accessible,

x t and x2 are physfeed back these variables through individual gains, as shown in Fig. 6-34(b), to give closed-loop control of the process. The closed-loop transfer function of the system in Fig. 6- 34(b) is
we may
C(s)

is

decomposed by

direct decomposition. If the states

col

s*

(2Co>,

+ g )s +T>
t

(6 " 166)

CO

-O
c

2f"

(a)

-Si

(b)

Fig. 6-34. Control of

a second-order system by

state feedback.

306

Time-Domain Analysis

of Control

Systems

Chap. 6

Comparing
if

this transfer function

with that of the system with tachometer feed-

two transfer functions would be identical and g 2 = K,col. In fact, in selecting the feedback gains g^ and g 2 in order to have zero steady-state error for a step input, g should equal col. The value of g 2 is selected to satisfy the damping requirements of the system. The significance of this illustration is that, if all the state variables are available for feedback, we can achieve at least the same or better control with state feedback as with dynamic controllers and feeding back only the output. Note that the system with tachometer feedback shown in Fig. 6-33 has only the output variable available for feedback. If we regard the output as one of the states, it is fed back through a unity gain. The second state needed for feedback is actually "reconstructed" by the dynamics of the tachometer. In other words, the tachometer acts as an "observer" (see Chapter 11), which recovers the state variable from the output variable. In modern control theory, certain types of design algorithm, such as the
back, Eq. (6-162),

we

notice that the

col

linear regulator theory, naturally lead to state-variable feedback.

Since the

eigenvalues (or the poles of the closed-loop transfer function) of a linear system
directly control the transient response of the system,
it

would be

desirable

if

the

designer

is

able to place the eigenvalues according to the performance specifica-

tions. It is

shown

in

Chapter 11 that
gives

if

a system

is

completely controllable, the


state

eigenvalues of the system can be placed arbitrarily.

The following example

an

illustration

on how the

feedback and

eigenvalue assignment affect the time response of a linear control system.

Example

6-3

Consider that the transfer function of a linear process


G(s) v
'

is

= i^ = E(s)

s 2 (s

2 ,

,, 1)

(6-167)

Figure 6-35(a) shows the state diagram of G(s), and Fig. 6-35(b) shows the state diagram with feedback from all three states. The closed-loop transfer function of the sys-

tem

is

W)
Let us assume that
step function,

=
*

+ (g +
3

I)* 2

+ Sis + gl

(6 " 168)

we desire to have zero steady-state error with the input being a unit and in addition, two of the closed-loop poles must be at s = 1 +j and s = 1 j. The steady-state requirement fixes the value of gi at 20, and only #2 and - 3 need to be determined from the eigenvalue location.
The
characteristic equation of the system
s
3

is

(g 3

Ds

+ Sis +
g2

20

=
and

-j)(s

-/)(>

+ a)
we

(6-169)

Equating

the coefficients of the corresponding terms in the last equation,

get

=22

g3

11

and the
pole
is

third pole

is

at s

10.

Since the complex closed-loop poles have a


quite far to the
left

damping

ratio of 0.707,

and the

third

of these poles, the system acts like a second-order system. Figure 6-36 shows that the unit step response has an overshoot of 4 per cent.

20

oe

-O

O-

(a)

(b)

Fig. 6-35. Control of a third-order system

by

state feedback.

Fig. 6-36. Unit step response of the control system in

Example

6-3.

307

308

Time-Domain Analysis

of Control Systems

Chap. 6

REFERENCES
Time- Domain Analysis
1.

O. L. R. Jacobs, "The Damping Ratio of an Optimal Control System," Trans. Automatic Control, Vol. AC-10, pp. 473-476, Oct. 1965.

IEEE

2.

G. A. Jones, "On the Step Response of a Class of Third-Order Linear Systems," IEEE Trans. Automatic Control, Vol. AC-12, p. 341, June 1967.
R. A. Monzingo,
trol,

3.

"On Approximating

the Step Response of a Third-Order

Linear System by a Second-Order Linear System,"


Vol. AC-13, p. 739, Dec. 1968.

IEEE

Trans. Automatic Con-

State- Variable Feedback


4.

W. M. Wonham, "On Pole Assignment tems," IEEE Trans. Automatic Control,


J.

in Multi-input Controllable

Linear Sys-

Vol. AC-12, pp. 660-665, Dec. 1967.

5.

C. Willems and S. K. Mitter, "Controllability, Observability, Pole Allocation, and State Reconstruction," IEEE Trans. Automatic Control, Vol. AC-16, pp.
582-595, Dec. 1971.

PROBLEMS
6.1.

A pair of complex-conjugate poles in the j-plane is required to


specifications below.

meet the various

For each

specification, sketch the region in the j-plane in

which the poles may be located.


(a)

(b)
(c)

(d)
6.2.

^ 0.707, co !> 2 rad/sec (positive damping) < C < 0.707 CO < 2 rad/sec (positive damping) C ^ -5, 2 < <o < 4 rad/sec (positive damping) 0.5 < < 0.707, co < 2 rad/sec (positive and negative damping)
velocity,

Determine the position,


given by
(a)

and acceleration error constants for the follow-

ing control systems with unity feedback.

The open-loop

transfer functions are

G(s)

50
(1
,

(b) G(s)

(c)

G(s)

+ 0.1.s)(l + 2s) K = 5(1 + 0.l5)(l + 0.5s) K = z s(s +4s + 200)


in

6.3.

For the systems


input, a unit

ramp

Problem 6.2, determine the steady-state error input, and an acceleration input t 2 /2.

for a unit step

6.4.

The open-loop transfer function of a control system with unity feedback

is

riA

500

Evaluate the error series for the system. Determine the steady-state error of the system when the following inputs are applied:

Chap. 6

Problems / 309
(a) r{t)

(b) r(t)

= ,(r)/2 = (1 + It + t*)u,0)
f 2

that the steady-state error obtained from the error series is equal to the inverse Laplace transform of E(s) with the terms generated by the poles of E(s)IR(s) discarded.
6.5.

Show

In Problem
/

- 0,

for co

6.4, if a sinusoidal input #(/) = sin cot is applied to the system at determine the steady-state error of the system by use of the error series

5 rad/sec.

What

are the limitations in the error series

when

r(t) is

sinusoidal?
6.6.

A machine-tool contouring control system is to cut the piecewise-linear contour

shown in Fig. P6-6 with a two-axis control system. Sketch the reference input of each of the two-axis systems as a function of time.

= 4.5 sec

7 sec

12

IS

6.7.

machine-tool contouring control system is to cut a perfect circular arc with a two-axis control system. Determine the reference inputs of the two systems that will accomplish this.

6.8.

A step motor gives a single step response shown in Fig. P6-8 after a pulse

exci-

Step position

Step position

0.005 sec

Figure P6-8.

310

Time-Domain Analysis

of Control Systems

Chap. 6

tation

is

applied.

Find a

linear second-order transfer function to

model the

motor
6.9.

for this operation.

vectoring.

The attitude control of the missile shown in Fig. P5-1 1 is accomplished by thrust The transfer function between the thrust angle 5 and the angle of
can be represented by

attack

(refer to
trol

Problem
is

5.1 1)

where

K and a are positive constants.

The

attitude con-

system

represented by the block diagram in Fig. P6-9.

attitude
Or

-P~
.

-^c^ J

5
.

Gp (s)

Attitude rate sensor K,s

Attitude sensor Ks

Figure P6-9.

(a)

In Fig. P6-9, consider that only the attitude sensor loop


{K,

is

in operation

(b)

(c)

Determine the performance of the overall system with respect to the relative values of K, Ks and a. Consider that both loops are in operation. Determine the minimum values oiK, and K, in terms of A' and a so that the missile will not tumble. It is desired that the closed-loop system should have a damping ratio of and a natural undamped frequency of w. Find the values of K, and K, in terms of , co, a, and K.
,

= 0).

6.10.

A controlled process is represented by the following state equations Xj = X\ 3X2 x = 5xi + u


2

The

control

is

obtained from state feedback such that

glXi

giX 2

where gi and g 2 are real constants. (a) Find the locus in the gi versus g 2 plane on which the overall system has a natural undamped frequency of ^/2" rad/sec.
(b)

Find the locus

in the gi versus

g 2 plane on which

the overall system has a

damping
(c)

ratio of 70.7 per cent.

Find the values of gi and g 2 such that


is

= 0.707

and

co

= V/T rad/sec.

6.11.

Given a linear time-invariant system which

described by the state equations

= Ax + Bw

Chap. 6

Problems / 311

where
1

B
-1

-2

The input u
satisfies

is

Ax + B =

a unit step function. Determine the equilibrium state which


0.

6.12.

Repeat Problem

6.11

when
1

0"
1

B
shown

-2
6.13.

-3
is

The block diagram of a


control
is

missile attitude control system


u(t),

in Fig. P6-13

represented by

and the dynamics of the


d(s)

missile are represented

by
U(s)

L
Js*

^r\
+

e Gc (s)

U
L/Js 2

8o

Desired output

-*-

Figure P6-13.

312

Time-Domain Analysis

of Control Systems

Chap. 6

The attitude controller is represented by


output.
(a)

G c (s), and

(s) is

the actual heading or

(b)

(c)

With Gc (s) = 1, determine the response of the system, 9 a (t), when the input 6 r {t) is a unit step function. Assume zero initial conditions. Discuss the effects of L and / on this response. Let Gc (s) = (1 + Td s), L = 10, and J = 1000. Determine the value of Td so that the system is critically damped. It is desired to obtain an output response with no overshoot (see Fig. P6-13); the response time may not be minimum. Let Gc (s) = 1, and the system is controlled through the input 6 r (t), which is chosen to be of the form shown. Determine the values of k and f so that the desired output is obtained. Use the same values of L and / as given before.
i

6.14.

The block diagram of a simple servo system

is

shown

in Fig. P6-14.

R(s)

A V
.

C(s)
.

Amplifiei
gain

Motor I
s
2

as

+o

Figure P6-14.
(a)

For 10, determine the values of a and b to give an overshoot of 16 per cent and a time constant of 0.1 sec of the system response to a unit step
input.

K=

Time constant

is

defined here as the inverse of the


slightly,

(b) If the value of

is

decreased

how

does

it

affect the

damping factor. damping ratio

of the system?
(c)

Plot several points


as

on

the loci of roots of the system characteristic equation


infinity.

K is varied from zero to


load inertia load viscous friction

6.15.

The parameters of
below:

the positioning servo system

shown
1

in Fig.

P6-15 are given

JL
Jm

ft-lb/rad/sec 2

BL = Bm = Rf =
Lf R
t

= motor inertia
motor viscous
generator
total

0.00143 ft-lb/rad/sec 8 x 10"* ft-lb/rad/sec 2


negligible

friction

field resistance

50
5

= =

generator field inductance

henry

armature resistance of generator and


48.8 2

K Kg = generator constant
La =
(a)

motor motor torque constant


total

0.812 ft-lb/A

200 volts/amp
negligible

armature inductance of generator and

motor For an amplifier gain of K For

100, find the roots of the characteristic equa-

tion of the system. Locate these roots in the s-plane.


(b)

K=

100, evaluate the output response

L (,O

when 0,(0

is

a unit step

displacement input. Sketch the waveform of 6 L (t)

Chap. 6

Problems

313

-A/VWr-

WW*
Amplifier
gain

Rf

'f
,

Ik

~T~ "
eb

'/

= :onstan1
'

+
J
(

e f

Lf

(g\ eg

iflZ>
Motor
to load gear

ratio

i 50

Load

to potentiometer

gearratio =1/1

Figure P6-15.
(c)

(d)

Repeat parts Repeat parts


ot

(a)
(a)

and (b) for K = 60.7. and (b) for K = 50. How does the
for the servo system

VL {t) compare with the reference input 0,(0 ?

steady-state response

6.16.

The following parameters are given

shown

in Fig.

P6-16

motor
Demodulator
ed

'f

~ constant

dc amplifier

60 Hz
ac

o-

Synchros

Figure P6-16.

314

Time-Domain Analysis

of Control

Systems

Chap. 6

K = sensitivity of error detector JL = load inertia BL = load viscous friction Jm = motor inertia
s

volt/rad

0.05 ft-lb/rad/sec 2

0.005 ft-lb/rad/sec
0.05 ft-lb/rad/sec 2
negligible
1

= motor viscous friction Ki = motor torque constant L = motor armature inductance Ra = motor armature resistance Kd = gain of demodulator Gear ratio n = Ni/N 2
B;
(a)

ft-lb/amp

negligible

ion
1

volt/volt
1

1:

Write the characteristic equation of the system and determine the value of the dc amplifier gain A for a critically damped system.

(b)

For a

value of

what should be the minimum 9 L (t) will follow the reference input with a positional error not exceeding 0.0186 rad? With this gain setting, evaluate the output response 9 L (t).
unit

ramp function input 9 r {t)

= tu {t),
s

so that the steady-state value of the response

6.17.

In the feedback control system shown in Fig. P6-17, the sensitivity of the synchro error detector is 1 V/deg. After the entire system is set up, the transfer function of the two-phase motor is determined experimentally as

Km
s(l

+ Tm s)

where

Km

10 volts-sec, and

Tm =

0.1 sec.

/
/

2-phase

servomot

ec

=eL

,e m

=iooei

Figure P6-17.

(a) If the

load on the output shaft


is

is

to be driven in

its

steady state at a constant

speed of 30 rpm, what


3

the

minimum

value of gain

of the amplifier in

order that the deviation between output and input positions will not exceed
(b)

when the steady state is reached ? The gain of the amplifier is given by A = 35. Determine C and the undamped natural frequency of the system.

the

damping

ratio

Chap 6
'

Problems

315

(c)

The

amplifier

is

modified to differentiate the error signal so that the output


is

of the amplifier

written
e 2 {t)

Ae(t)

+ ATd d -^is

where

A 35. Determine the value of Td so that the damping ratio per cent. Repeat part (a) with the modified amplifier.

40

7
Stability of Control

Systems

7.1

Introduction
It

system

was shown in Chapter 6 that the transient response of a linear feedback control is governed by the location of the roots of the characteristic equation.

Basically, the design of linear feedback control systems

may be

regarded as

a problem of arranging the location of the characteristic equation roots in such

a way that the corresponding system will perform according to the prescribed
specifications.

We shall learn in

Chapter

1 1

that there are conditions the system

must

satisfy before its characteristic

equation roots can be arbitrarily assigned.


specifications used in the design

Among

the

many forms of performance

is that the system must be However, there are various ways of defining stability, especially when we include all types of systems, such as linear and nonlinear. In any case, the notion of stability is used to distinguish two classes of systems: useful and useless. From a practical standpoint, a stable system may be useful, whereas an unstable system is useless. In essence, the analysis and design of linear control systems is centered on stability studies. The notion of stability may be expanded to include absolute stability and relative stability. Absolute stability refers to the condition of stable or unstable. Once the system is found to be stable, it is of interest to determine how stable it is, and the degree of stability is measured by relative stability. Parameters such as overshoot and damping ratio used in relation to the transient response in Chapter 6 provide indications of the relative stability of a linear time-invariant system in the time domain.

of control systems, the most important requirement


stable at all times.

316

Sec 7
'

'

Stability. Characteristic

Equation, and the State Transition Matrix /

317

In this chapter

we

control systems, which

is

are concerned with the subject of absolute stability of simply a yes or no proposition.

From the illustrative examples of Chapter 6 we may summarize the relation between the transient response and the characteristic equation roots as follows:
1.

all the roots of the characteristic equation are found in the half of the j-plane, the system responses due to the initial conditions will decrease to zero as time approaches left

When

infinity.

2.

one or more pairs of simple roots are located on the imaginary axis of the j-plane, but there are no roots in the right half of the j-plane, the responses due to initial conditions will be undamped
If

sinusoidal oscillations.
3.

one or more roots are found in the right half of the j-plane, the responses will increase in magnitude as time increases.
If

sponses.

In linear system theory, the last two categories are usually defined as Note that the responses referred to in the above conditions are due to initial conditions only, and they are often called the zero-input re*
unstable conditions.

7.2

Stability, Characteristic Equation, and the State Transition Matrix

We can show from a more rigorous approach that the zero-input stability of a linear time-invariant system is determined by the location of the roots of the characteristic equation or the behavior of the state transition matrix <h(t) Let a linear time-invariant system be described by the state equation
x(0
where x(t)is the
satisfies the

= Ax(t) + Bu(r)
the input vector. For zero input x(t) equation x(0 Ax(f ) and is defined

(7

.jx

state vector

and u

homogeneous

state

equd&num state of the system. The zero-input stability is defined as follows If the zero-mput response x(t\ subject to finite initial state

as the

emkbnum state x(t) =

x(t
is

),

returns to the

tzz-jzsr
A
I

is

approaches infinity, the system mstabie type fstaMity is


t
-

as

ms

said to bistable-

* k

*"

//^\ near Ume-mvanant


)

m0re mathematical manner


system
is

uutud state x(,


(1)

there

is

the foregoing definition may be statedsaid to be stable {zero input) if for any finite a positive number [which depends x(l)] sZhthat
>

\\x(t)\[<M

for all

t>t

rj_ 2

and
(2)
lira
t-">3
||

x(r)

||

(7-3)

318

Stability of Control

Systems

Chap. 7

where

\ \

x(t)
|

represents the

norm* of the
l*(OII

state vector x(t), or

=r

11/ (7-4)

_(=1

The condition

(>

as represented

(7-3) states
infinity.

any by the norm of the vector x(r) must be bounded. Equation that the system must reach its equilibrium state as time approaches
stated in Eq. (7-2) implies that the transition of state for
is

The

interpretation of the stability criterion in the state space

illustrated

by the second-order case shown in Fig. 7-1. The state trajectory represents the transition of x(t) for t > t from a finite initial state x(r ). As shown in the figure, x(t ) is represented by a point that is the tip of the vector obtained from the forms the upper bound vector sum *i(r ) and x 2 (t ). A cylinder with radius for the trajectory points for all t > t and as t approaches infinity, the system

reaches

its

equilibrium state x(t)

0.

*2<>o)

Fig. 7-1. Stability concept illustrated in the state space.

Next we

shall

show

systems given above leads to the

that the definition of stability of linear time-invariant same conclusion on the condition of the roots

of the characteristic equation. For the zero-input condition, the state transition equation of the system is
x(f)

<J>(r

(.W,)

(7-5)

where {t t ) is the state transition matrix. Taking the norm on both sides of Eq. (7-5) gives
|x(OII

IIW-'o)x('o)l
||x|| is

(7-6)

The norm
number.

of a vector

is

the generalization of the idea of length.

always a real

Sec. 7.3

Stability of Linear Time-Invariant

Systems with Inputs

319

An important property
which

of the

norm of a

vector

is

l|x(0||<||<K'-'o)l|||x(f
is

)|[

(7-7)

analogous to the relation between lengths of vectors. Then the condition in Eq. (7-2) requires that l|x(f )|| be finite \\tft Thus, if x(/ ) ||is finite as postulated, <j>(t /) must also be finite for / t Similarly, Eq. (7-3) leads to the condition that
1

||

- OH

>

lim

||

Mt-t) =
')

(7. 8 )

or

! *'& i,j

=
<f>(t

(7-9)

n, where 1, 2, (t , /) is the yth element of <f>u In Eq. (4-42) the state transition matrix is written
.
. .

- /).
(7 .10)

<(>(0

- [(iI-A)-']
1

Since si A| is the characteristic equation of the system, Eq (7-11) implies that the time response of ft/) is governed by the roots of the characteristic equation. Thus the condition in Eq. (7-8) requires that the roots of the
|

characteristic equation

must

all

have negative

real parts.

7.3

Stability of Linear Time-Invariant

Systems with Inputs

systems given in the for the zero-input condition, we can show that, in general the stability condition for this class of systems is independent of the inputs An alternative way of defining stability of linear time-invariant

Although the

stability criterion for linear time-invariant


is

preceding section

systems

is

system

as follows

is

stable if its output is

In other words, let c(t) with a single input-output. If then


c(t)
I

bounded for any bounded input be the output and r(t) the input of a linear system

K0l<JV<oo
|

for/>/
for
/

(7 . 12)
t

< M < oo

>

(7_ 13 )

subjected to a unit steo function input. In this case the amplitude of the input is bounded but the amplitude of the output is not, since an impulse is

However, there are a few exceptions to the foregoing definition. gives rise to an impulse response at / = t when it is

A differentiator
have
a'n infinite

known

to

However, since a differentiator and useful systems, they are defined as stable systems and are exceptions to the stability condition defined above. shall show that the bounded input-bounded output definition of stability again leads to the requirement that the roots of the characteristic equation be located in the left half of the j-plane an integrator are
all

amplitude. Also, when a unit step function the output is an unbounded ramp function.

is

applied to a perfect integrator

We

320

Stability of Control

Systems

Chap. 7

Let us express the input-output relation of a linear system by the convolution integral
c(t)

= T r{t - z)g(r) dr
J

(7-14)

where g(r) is the impulse response of the system. Taking the absolute value on both sides of Eq.
\c(t)\

(7-14),

we

get
(7-15)

= \r r{t-x)g{x)dx
I

J is

Since the absolute value of an integral

not greater than the integral of


is

the absolute value of the integrand, Eq. (7-15)

written
rfr

\c(t)\<

I""

r(f

- t)1

*<t)
|

(7-16)

Now

if r{i) is

a bounded signal, then, from Eq. (7-12),


c{t)
I

" < Jo N
f

g(z) dx
|

= N f" JO

g(r) dx
|

(7-17)

Therefore,

if c{t) is

to be a

bounded output,

N
or

[\g{T)\dT<M<oo
I

(7-18)

r|g(T)|^T<
J o

P<oo

(7-19)

A physical interpretation of Eq.


curve of the impulse response
finite.

(7-19)

is

that the area under the absolute-value


t

g(t),

evaluated from

to

oo,

must be

shall now show that the requirement on the impulse response for can be linked to the restrictions on the characteristic equation roots. By definition, the transfer function G{s) of the system and the impulse response g{i) are related through the Laplace transform integral
stability

We

G(s)=

f g(t)e'"dt
left

(7-20)

Taking the absolute value on the

side of Eq. (7-20) gives

\G(s)\<r\g(t)\\e-"\dt
-I

(7-21)

The
e~"
is
|

takes on these values, \G(s)\

roots of the characteristic equation are the poles of G(s), and when s oo. Also, s a +jco; the absolute value of

e~"

\.

Equation (7-21) becomes


oo <C F\g(t)\\e-'\dt
J

(7-22)

one or more roots of the characteristic equation are in the right half or 0, and thus \e~'"\<N= 1. Thus on the imaginary axis of the s-plane, a
If

>

Sec. 7.4

Methods

of Determining Stability of Linear Control

Systems

321

Eq. (7-22)

is

written

for Re(s)

<f N\g(t)\dt = j\ g
Q

(t)\dt

(7-23)

> 0.

Since Eq. (7-23) contradicts the stability criterion given in Eq (7-19) we conclude that for the system to be stable, the roots of the characteristic equation must all he inside the left half of the s-plane. The discussions conducted in the preceding sections lead to the conclusions that the stability of linear time-invariant systems can be determined by checking whether any roots of the characteristic equation are in the right half or on the imaginary axis of the *-plane. The regions of stability and instability in the splane are illustrated in Fig. 7-2. The imaginary axis, excluding the origin, is included in the unstable region.

]<x>

v
Stable

s-plane

region

^/ \
/

Unstable
region

Stable

region

^ l Oy
K
'*

Unstable
region

\/
Fig. 7-2. Stable

and unstable regions

in the .s-plane.

7.4

Methods of Determining

Stability of Linear Control

Systems

Although the

stability

of linear time-invariant systems

may

by finding the roots of the characteristic equation, these criteria are difficult to implement in practice. For instance, the impulse response is obtained by taking the inverse Laplace transform of the transfer function, which is not always a simple taska similar process is required to evaluate the state transition matrix Mt) The solving of the roots of a high-order polynomial can only be carried out' by a digital computer. In practice, therefore, the stability analysis of a linear system

investigating the

lm pulse response, the

be checked by

state transition matrix, or

322

Stability of Control

Systems

Chap. 7

is

tion matrix, or even

seldom carried out by working with the impulse response or the state transiby finding the exact location of the roots of the characteristic

equation. In general,
to apply

we

are interested in algorithms that are straightforward

and which can provide answers to stability or instability, without excessive computations. The methods outlined below are frequently used for
the stability studies of linear time-invariant systems.

1.

Routh-Hurwitz criterion an algebraic method that provides information on the absolute stability of a linear time-invariant system. The criterion tests whether any roots of the characteristic equation
1
:

lie

in the right half of the s-plane.

The number of

roots that

lie

on

the imaginary axis


cated.
2.

and

in the right half of the .?-plane is also indi-

Nyquist criterion 6

a semigraphical method that gives information

between the number of poles and zeros of the closed loop transfer function by observing the behavior of the Nyquist plot of the loop transfer function. The poles of the closed-

on the

difference

loop transfer function are the roots of the characteristic equation. This method requires that

we know
8):

the relative location of the zeros

of the closed-loop transfer function.


3.

Root locus plot (Chapter


characteristic equation
varies.

represents a diagram of loci of the

roots
lie

when

a certain system parameter

When

the root loci


is

in the right half of the s-plane, the

closed-loop system
4.

unstable.

Bode diagram (Appendix A): the Bode plot of


function G(s)H(s)

the loop transfer used to determine the stability of the may be closed-loop system. However, the method can be used only if G(s)

5.

H(s) has no poles and zeros in the right-half s-plane. Lyapunov's stability criterion: a method of determining the stability of nonlinear systems, although it can also be applied to linear systems. The stability of the system is determined by checking on the
properties of the Lyapunov function of the system.

7.5

Routh-Hurwitz Criterion

1"

The Routh-Hurwitz

criterion represents a

method of determining the

location

of zeros of a polynomial with constant real coefficients with respect to the left half and the right half of the j-plane, without actually solving for the
zeros.

The method can be applied to systems with and with multiple inputs and outputs, as well as

single input

and output

single- or multiple-loop

systems.

Consider that the characteristic equation of a linear time-invariant system


is

of the form
F(s)

s"

a,5"-'

a z s"' 2

an _

an

(7-24)

where

all

the coefficients are real numbers.

Sec. 7.5

Routh-Hurwitz

Criterion /

323

it is

In order that there be no roots of the last equation with positive real parts necessary but not sufficient that*
1.

2.

All the coefficients of the polynomial have the same sign. None of the coefficients vanishes.

These two necessary conditions can easily be checked by inspection


ever, these conditions are not sufficient;
it is

How-

with

quite possible that a polynomial


still

all its coefficients

nonzero and of the same sign

halfofthej-plane.
the left half

have zeros in the right s


lie in

The necessary and sufficient condition that all the roots of Eq. (7-24) of the s-plane is that the polynomial's Hurwitz determinants, 1>2 n, must be all positive. The Hurwitz determinants of Eq. (7-24) are given by

Dk

D =
t

ai

D2 =
0

a3 a2

a,

a3 a2
*3

do

a\

o3 a2
a,

a5

2-l

a4

2-2 02-3

a3
a2
"t

2-4
2-5

(7-25)

where the

coefficients with indices larger

replaced by zeros.

than n or with negative indices are

At first glance the application of the Hurwitz determinants may seem to be formidable for high-order polynomials, because of the labor involved in evaluating the determinants in Eq. (7-25). Fortunately,

mtoa

the rule

was

simplified

tabulation, so one does not have to

by Routh

work with

the determinants of Eq.

in

e/S

C baSfC

kWS f a

'

gebra
'

f0U Wing rektions

obse

d for the polynomial

~=

all

roots

^ = X products of the roots taken 2


(73

at a time

Zl

= -* Products of the roots

taken 3 at a time

~
AH
the ratios

=(-!)"

products of

all

roots
at least

must be

positive

and nonzero unless

p&rt.

one of the roots has a positive

real

324

Stability of Control

Systems

Chap. 7

The
first,

first

step in the simplification of the

arrange the polynomial coefficients into two rows. The


third, fifth,
.
. .

the fourth, sixth,

Routh-Hurwitz criterion is to first row consists of the coefficients, and the second row consists of the second, coefficients, as shown in the following tabulation
ao
a\

az
a-$

a\
as

a& an

as
09

... ...

The next

step

is

to form the following array of

numbers by the indicated

operations (the example

shown

is

for a sixth-order system)

s" 55 s*

ao
a\

ai a3
^

<H a5

a6

a\a 2

a\

a az

a\a*

a\

aoa; a\a6

=B =
n
06

aia *

a\

i-

S3
s2

Aai

a\B

c
_ E

Aai

xO A

= a6 x0 _

BC - AD c ED Cat, E Fa 6 - E x

A Ca 6 - A x

CxO-/ixO =
c

F
r.

a6

tabulation or the

The array of numbers and operations given above is known as the Routh Routh array. The column of ^s on the left side is used for Once Routh tabulation has been completed, the last step in the Routhis to investigate the signs of the numbers in the first column tabulation. The following conclusions are drawn The roots of the polythe
:

identification purpose.

Hurwitz criterion

of the nomial are all in the left half of the s-plane if all the elements of the first column of the Routh tabulation are of the same sign. If there are changes of signs in the elements of the first column, the number of sign changes indicates the number of
roots with positive real parts.

The reason for the foregoing conclusion is simple, based on the requirements on the Hurwitz determinants. The relations between the elements in the first column of the Routh tabulation and the Hurwitz determinants are:
a
a,

=a =D

a
t

D
D

E-S
3

'-a

Sec 7 5
' -

Routh-Hurwitz

Criterion /

325

Therefore, if all the Hurwitz determinants are positive, the elements in the first column would also be of the same sign. The following two examples illustrate the application of the Routh-Hurwitz
criterion to simple problems.

Example

7-1

Consider the equation

- 2)(s +

1)0

3)

= s - 4s 2 + s +
3

(7-26)

which has two negative coefficients. Thus, from the necessary condition, we know without applying the Routh-Hurwitz test that the equation has at least one root with positive real parts. But for the purpose of illustrating the Routh-Hurwitz criterion, the Routh tabulation is formed as follows:

s3

Sign change
*2

-4
(-4)W-(6)(1)

Sign change

=25
=
6

Q Q

(2-5X6)

-(-4)(0)

Since there are two sign changes in the first column of the tabulation, the polynomial has two roots located in the right half of the j-plane. This agrees
result, as

= 3.

with the known Eq. (7-26) clearly shows that the two right-half plane roots are ats 2 and

Example

7-2

Consider the equation


2s*

+ s + 3s + 5s +
3

10

(7-27)

Since the equation has


sign,
it

no missing terms and

the coefficients are all of the

same

the necessary condition for not having roots in the right half of the 5-plane or on the imaginary axis. However, the sufficient condition must still be checked. The Routh tabulation is made as follows
satisfies

2
1

10

5
2)(5)

Sign change

)(
Sign change

V
10

=-7
=
643

10

(-7)(5)_-dX10)

in the right half

Since there are two changes in sign in the of the .s-plane.

first

column, the equation has two roots

Special Cases

The two illustrative examples given above are designed so that the RouthHurwitz criterion can be carried out without any complications. However depending upon the equation to be tested, the following
difficulties

may

occur

326

Stability of Control

Systems

Chap. 7

occasionally

when

carrying out the

Routh

test:

1.

The

first

element in any one row of the Routh tabulation


in

is

zero,

but the other elements are not.


2.

The elements
first

one row of the Routh tabulation are

all zero.

In the
in the next

case, if a zero appears in the first position of a row, the elements


will all

row

situation

may be
is

become infinite, and the Routh test breaks down. This corrected by multiplying the equation by the factor (s a),

where a

any number,* and then carry on the usual tabulation.


Consider the equation

Example

7-3

that at least

1)

2
2

2)
is

= s* zero,

3s

(7-28)

Since the coefficient of the s

term one root of the equation

we know from

the necessary condition

determine

how many

is located in the right half of the j-plane. To of the roots are in the right-half plane, we carry out the Routh

tabulation as follows

.$3

-3
2

s2 Sl

Because of the zero in the


third

first

element of the second row, the

first

element of the

row

is infinite.

To

correct this situation,

the factor
one's

(s

+
1

a),

mind

is 1.

choose a to be

where a is However, for reasons that will become apparent or 2. Let a = 3; then Eq. (7-28) becomes

multiply both sides of Eq. (7-28) by an arbitrary number. The simplest number that enters
later,

we

we do not
(7-29)

(s

l)\s

+ 2)(s +

3)

- si +
is

3s 3

-3s 2 -7s +

=0

The Routh

tabulation of Eq. (7-29)

-3 -7
2
3

Sign change
-?
3

+ 7_ ~
~
6
18

Sign change

(- jX-7)

2Q

Since there are two changes in sign in the first column of the Routh tabulation, the equation has two roots in the right half of the f-plane.

As an

alternative to the

replace the zero element in the

remedy of the situation described above, we may Routh tabulation by an arbitrary small positive

*If

the right half of the j-plane,

one chooses to use a negative number for a, the (s + a) term will contribute a root in and this root must be taken into account when interpreting the

Routh

tabulation.

.:

Sec 7 5
-

Routh-Hurwitz

Criterion

327

number

and then proceed with the Routh

given in Eq. (7-28),

we may
;

test. For instance, for the equation replace the zero element in the second row of the

Routh tabulation by e then we have -3


2 2

Sl

Sign change

~3e Sign change


s

Since e is postulated to be a small positive number, ( 3e 2)/e approaches -2/e, which is a negative number; thus the first column of the last tabulation has two sign changes. This agrees with the result obtained earlier.

On

the

other hand,

we may assume

e to be negative,

and we can

easily verify that the

is still two, but they are between the first three rows. In the second special case, when all the elements in one row of the Routh tabulation are zeros, it indicates that one or more of the following conditions

number of sign changes

may

exist

2.
3.

Pairs of real roots with opposite signs. Pairs of imaginary roots. Pairs of complex-conjugate roots forming symmetry about the origin of the s-plane.

The equation that is formed by using the coefficients of the row just above row of zeros is called the auxiliary equation. The order of the auxiliary equation is always even, and it indicates the number of root pairs that are equal in magnitude but opposite in sign. For instance, if the auxiliary equation is of the second order, there are two equal and opposite roots. For a fourth-order auxiliary equation, there must be two pairs of equal and opposite roots. All these roots of equal magnitude can be obtained by solving the auxiliary equation. When a row of zeros appear in the Routh tabulation, again the test breaks down. The test may be carried on by performing the following remedies:
the
1.

2.

3.

derivative of the auxiliary equation with respect to s. Replace the row of zeros with the coefficients of the resultant equation obtained by taking the derivative of the auxiliary equation. Carry on the Routh test in the usual manner with the newly

Take the

formed

tabulation.

Example

7-4

Consider the same equation, Eq. (7-28), which is used in Example 7-3. In multiplying this equation by a factor (s + a), logically the first

number

that

comes

into one's
(s

both sides of Eq. (7-28) by


(s

mind would be a 1), we have


3^2

=
2

I.

Multiplying

l) 2 (s

2)(s

1)

= j* + ^ _

_^+

(7 . 30)

328

Stability of Control

Systems

Chap

The Routh

tabulation

is

made

as follows:

s4 s3
V ^

1 1

ax 3) ax
j

-10
-3
.

, --2

^_2=0
Since the s 1

row contains
1,

all zeros,

the

Routh

test

terminates prematurely.

The

difficulty in this case is

due to the multiplication of the original equation, which already


(s

has a root
(2).

at s

by the factor
is,

1).

To remedy

this situation,

we form
the

contained in the s 2 row, that equation is written

row

This makes the new equation fit special case the auxiliary equation using the coefficients preceding the row of zeros. Thus the auxiliary

A(s)

-2s 2

+2=0
s gives

(7-31)

Taking the derivation of A(s) with respect to


dA(s) ds

-4.s
is

(7-32)

Now,

the

row of zeros

in the

Routh

tabulation

replaced by the coefficients of Eq.

(7-32),

and the new tabulation reads as follows:


s*
1 1

s>

-3 -1
2
(coefficients of auxiliary equations)

Sign change
s2 i1

-2 -4
2

[coefficients of dA(s)jds]

Sign change
s

Since the preceding tabulation has two sign changes, the equation of Eq. (7-28) has two roots in the right-half plane. By solving the roots of the auxiliary equation in Eq. (7-31), we have
s1

or

= 1

These are also the roots of the equation in Eq. (7-30). It should be remembered that the roots of the auxiliary equation are also roots of the original equation, which is under the Routh test.

Example

7-5

In this example we Consider


(s

shall consider equations

with imaginary roots.

+ 2)(5 - 2)(.s +j)(s -JXs +s + l) = s + s 2s* 3i - Is ~


2 6
s

As

(7-33)

which
s

is

known

to have

two pairs of equal roots with opposite


is

signs at i

= 2

and

j. The Routh tabulation

1
1 1

-2 -3 -3

-7 -4 -4

-4

Sec 7
-

Routh-Hurwitz Criterion

329

Since a

row of

coefficients

zeros appears prematurely, we form the auxiliary equation using the of the s* row. The auxiliary equation is

A(s)

= s* is

3s 2

(7-34)

The

derivative of A(s) with respect to 5

-jf = 4s -6s =
3

(7-35)
in the

from which the coefficients 4 and -6 are used to replace the row of zeros tabulation. The new Routh tabulation is

Routh

1 1

-2 -3 -3 -6 -4

-7 -4 -4
[coefficients of

4
Sign change
-1.5
16.7

^^]

-4
Since there is one change in sign in the first column of the new Routh tabulation, Eq. (7-33) has one root in the right half of the j-plane. The equal, but opposite roots that caused the all-zero row to occur are solved from the auxiliary equation. From Eq. (7-34) these roots are found to be
1

+2, 2, +j, and

frequent use of the Routh-Hurwitz criterion is for a quick check of the and the simple design of a linear feedback control system. For example, the control system with integral control shown in Fig. 6-29 has the characteristic equation
stability

s3

34.5s 2

7500s

7500/^,

(7-36)

The Routh-Hurwitz

criterion

may
is

which the closed-loop system


3

be used to determine the range of AT, for stable. The Routh tabulation of Eq. (7-36) is

7500
7500ATi

j2
,.,

34.5

258,750

7500A-,

341
s

7500ATi

For the system

to be stable, all the coefficients in the first column of the last tabulation should be of the same sign. This leads to the following conditions:

258,750

7500/sT,

343

7500*,

> >

(7-37)
7_ 38)

From

the condition in Eq. (7-37)

we have
AT,

< 34.5

(7.39)

330

Stability of Control

Systems

Cn ap 7
in Eq. (7-38) gives

and the condition

Ki
Therefore, the condition for stability

>
that A^ must satisfy
34.5
x

(7-40)

is

<K <
Example
7-6

(7-41)

Consider the characteristic equation of a certain closed-loop control


system,
s3

3Ks 2

(K

2)s

+4=
is

(7-42)
stable.

It is

desired to determine the range of Kso that the system


is

The Routh

tabula-

tion of Eq. (7-42)

s3 s2

(K

+
4

2)

3K

so

4
is

From

the s 2 row, the condition of stability

K>
and from the
s 1 row, the condition of stability
is

3K + 6K - 4 >
2

or

K<
Thus

-2.528

or

K>
it

0.528
is

When

the conditions of

K>

and

K>
one.

0.528 are compared,

apparent that the

latter limitation is the

more stringent

for the closed-loop system to be stable,

K must satisfy

K>
The requirement of K
It

0.528

<

2.528

is

disregarded since

K cannot be negative.
is

should be reiterated that the Routh-Hurwitz criterion


is

valid only

if

the characteristic equation

algebraic and

all

the coefficients are real. If any

one of the coefficients of the characteristic equation is a complex number, or if the equation contains exponential functions of s, such as in the case of a system
with time delays, the Routh-Hurwitz criterion cannot be applied.

Another limitation of the Routh-Hurwitz criterion is that it offers information only on the absolute stability of the system. If a system is found to be stable by the Routh's test, one still does not know how good the system is
in other words,

how

closely the roots of the characteristic equation roots are

located to the imaginary axis of the s-plane.

On

the other hand,

if

the system

is

shown

to be unstable, the

Routh-Hurwitz

criterion gives

no indication of how

the system can be stabilized.

7.6

Nyquist Criterion 615

Thus

far,

two methods of determining

stability

by investigating the location of

the roots of the characteristic equation have been indicated


1.

The

roots of the characteristic equation are actually solved. This

Sec. 7.6

Nyquist Criterion

331

step can be carried out

on a

digital

computer by means of a rootimaginary

finding subroutine.
2.

The

relative location of the roots with respect to the

axis of the j-plane is determined


criterion.

by means of the Routh-Hurwitz

These two methods are not very useful for design purposes. It is necessary to devise stability criteria that will enable the analyst to determine the relative stability of the system. It would be desirable if the criterion indicates how the stability of the system might be improved.

The Nyquist criterion possesses the following features that for the analysis as well as the design of control systems
1

make

it

desirable

2.

3.

provides the same amount of information on the absolute stability of a control system as the Routh-Hurwitz criterion. In addition to absolute system stability, the Nyquist criterion indicates the degree of stability of a stable system and gives an indication of how the system stability may be improved, if needed. It gives information on the frequency-domain response of
It

the system.

4. It
5.

It

can be used for a stability study of systems with time delay. can be modified for nonlinear systems.

formulate the Nyquist criterion by first using modern control state equations. Let a linear control system with a single input be represented by the following set of equations:
notation, that
is,

We may

x(?)

= Ax(0 + Be(t) c{t) = Dx(r) - c(t) e(t) =


/(/)

(7.43) (7.44) (7.45)

block diagram that gives the transfer relations of the system is shown in Fig. 7-3. This is known as a closed-loop system with unity feedback. The openloop transfer function of the system is defined as
G{s)

= H(sl ~ A) "'I*

(7 . 46)

When

the feedback

is

nonunity, with the feedback dynamics represented by the

G(s)

>
D
C(s)

R(s)

"V*?

(si--

A) IB

Fig. 7-3.

Block diagram of a closed-loop control system with unity feed-

back.

332

Stability of Control

Systems

Chap. 7

*~ C(s)

Fig. 7-4.

Block diagram of a closed-loop control system with unity feed-

back.

transfer function H(s), the system block

diagram is modified as shown in Fig.


is

7-4.

The closed-loop

transfer function of the system of Fig. 7-4

CO)
R(s)
1

G(s)

G(s)H(s)

(7-47)

Let the denominator of the closed-loop transfer function be represented

byFO). Then
F(s)
It is

= +
1

G(s)H(s)

= + D(sl - A)-'B#(s)
1

(7-48)

easy to see that the zeros of F(s) are the roots of the characteristic equation of the system, if there is no pole-zero cancellation in G(s)H(s).

Let us assume that G(s) and H(s) are rational functions; that is, G(s)H(s) a quotient of two polynomials with constant coefficients. In general, F(s) can be written
is

+ z,)(j + z ) (2 + z m ) (7-49) + pMs + p )...(s + p where z,(i = 1,2, ... ,m) &ndp k (k = n) are either real or in complex2, conjugate pairs. Then the roots of the characteristic equations are s = z
F(s)

K(s

s J (s

n)

1,

t ,

z 2

zm

For the closed-loop system

to be stable,

it is

required that none

of these roots has a positive real part. There is no particular restriction on the location of the poles of F(s), which are at s , p. 0, It is p l7 p z important to note that the poles of F(s) are the same as those of G(s)H(s). If

any one of the poles of G(s)H(s)


loop system
is

lies in

the right half of the s -plane, the open-

still be of F(s) are found in the left half of the ,?-plane. This is a very important feature of a feedback control system. In preceding chapters it has been pointed out that a high forward-path gain generally reduces the steady-

said to be unstable; however, the closed-loop system can

stable, if all the zeros

state error

of a feedback control system. Consequently,

it is

desirable to use high

gain in multiple-loop control systems. Although this practice

may

result in

an

unstable inner-loop system, the entire closed-loop system can be

made

stable

by proper design. Before embarking on the fundamentals of the Nyquist criterion, it is essential to summarize on the pole-zero relationships with respect to the system
functions.

Sec. 7.6

Nyquist Criterion

333

1.

Identification of poles

and zeros:

loop transfer function zeros loop transfer function poles


closed-loop poles

= zeros of G(s)H(s) = poles of G(s)H(s) = +


1

= = =

poles of C(s)/R(s) zeros of F(s)

G(s)H(s)
transfer

roots of the characteristic equation

2.

The

poles of F(s) are the

same as the poles of the loop

function G(s)H(s).
3.

location of the poles

For a closed-loop system to be stable, there is no restriction on the and zeros of the loop transfer function G(s) H(s), but the poles of the closed-loop transfer function must all be
located in the
left half-

of the

.s-plane.

"Encircled" versus "Enclosed"


It is important to distinguish between the concepts encircled and enclosed, which are used frequently with the Nyquist criterion.

Encircled.
the path.

since

A point is said to be encircled by a closed path if it is found inside For example, point A in Fig. 7-5 is encircled by the closed path T, is found inside the closed path, whereas point B is not encircled. In
it.

the application of the Nyquist criterion, the closed path also has a direction
associated with

As shown
all

in Fig. 7-5, point

is

said to be encircled

by

in the counterclockwise direction.

When

considering

the points inside the closed path,

we can

say that

the region inside the closed path

T is encircled in the indicated direction.

Fig. 7-5. Illustration of the definition of encirclement.

334

Stability of Control

Systems

Chap. 7

said to be enclosed by a closed path if it is when the path is traversed in the prescribed found to lie to the left of the path direction. Putting it another way, enclosure is equivalent to counterclockwise encirclement. For instance, the shaded regions shown in Fig. 7-6(a) and (b) are considered to be enclosed by the closed path I\ In other words, point A in Fig. 7-6(a) is enclosed by I\ but point A in Fig. 7-6(b) is not. However, in Fig. 7-6(b), point B and all the points in the region outside T are considered to be enclosed.

Enclosed.

point or region

is

(a)

(b)

Fig. 7-6. Definition of enclosed points

and

regions, (a) Point

is

enclosed

by T.

(b) Point

is

not enclosed but

B is enclosed

by the locus T.

Number of

encirclement

and

enclosure.

When

point

is

encircled or

enclosed by a closed path, a

number
to

N may be
be.

assigned to the

number of

en-

circlement or enclosure, as the case

by drawing a vector from


then
let s t

The value of N may be determined any arbitrary point s on the closed path r and

may

follow the path in the prescribed direction until it returns to the starting point. The total net number of revolutions traversed by this vector is N. For example, point A in Fig. 7-7(a) is encircled once by T, and point B is

(a)

(b)

Fig. 7-7. Definition of the

number of encirclement and

enclosure.

Sec. 7.6

Nyquist Criterion / 335

encircled twice,

all in

the clockwise direction. Point

in Fig. 7-7(b) is enclosed

once; point

is

enclosed twice.

Principle of the

Argument

The Nyquist criterion was originated as an engineering application of the well-known principle of the argument in complex variable theory. The principle is stated as follows, in a heuristic manner. Let F(s) be a single-valued rational function that is analytic everywhere in a specific region except at a finite number of points in the s-plane. For each point at which F(s) is analytic in the specified
region in the s-plane, there
is

a corresponding point in the F(s)-plane.

Suppose that a continuous closed path r, is arbitrarily chosen in the splane, as shown in Fig. 7-8(a). If all the points on I\ are in the specified region

,,

](X>

ly'ImF
s-plane

F(s)-plane

*-

ReF

(a)

(b)

Fig. 7-8. (a) Arbitrarily

chosen closed path

in the s-plane. (b)

Correspond-

ing locus

TF

in the

FO)-plane.

in

which F(s)
is

is

analytic, then curve

F(s)-plane

also a closed one, as

rF mapped by the function F(s) into the shown in Fig. 7-8(b). If, corresponding to
located in the F(s)-plane, then as the r,

point s
locus

in the s-plane, point

F(s

) is

is

traversed starting from point Si in the arbitrarily chosen direction

and then returning to jj after going through all the points on the shown in Fig. 7-8(a)], the corresponding F P locus will start from point F(sj) and go through points F(s 2 ) and F(s 3 ), which correspond to s 2 and s 3 respectively, and return to the starting point, F(Ji). The direction of traverse of r F may be either clockwise or counterclockwise; that is, in the same direction or the opposite direction as that of r s depending on the particular function
(clockwise)

locus [as

F(s).

In Fig. 7-8(b) the direction of

rP

is

shown, for

illustration purposes, to

be

counterclockwise.
It

the F(j)-plane

should be pointed out that, although the mapping from the j-plane to is one to one for a rational function F(s), the reverse process is

usually not a one-to-one mapping.

For example, consider the function

336

Stability of Control

Systems

Chap. 7

which is analytic in the finite .s-plane except at the points s = 0, 1, and 2. For each value of s in the finite .s-plane other than the three points 0, 1 and 2, there is only one corresponding point in the F(.s)-plane. However, for each
,

point in the F(V)-plane, the function


the .s-plane.

maps

into three corresponding points in

The simplest way to

illustrate this is to write

Eq. (7-50) as
(7-51)

s{s+l)(s
The
F(s)
left side
is

+ 2)=-^

of Eq. (7-51)

is

a third-order equation, which has three roots when


stated: Let F(s) be a single-valued

chosen to be a constant.
principle of the
is

The

argument can be
that

rational function that

analytic in a given region in the s-plane except at a finite

number ofpoints. Suppose


so that F(s)
is

an arbitrary closed path

is

chosen

in the s-plane

analytic at every point on

s;

the corresponding F(s) locus

mapped
by

in the F(s)-plane will encircle the origin as

many

times as the difference between


thai are encircled

the

number of

the zeros

and

the

number of poles of F(s)

the s-plane locus

IV

In equation form, this statement can be expressed as

N= Z - P
where

(7-52)

N=
Z=
P

number of encirclement of the


locus

origin

made by

the F(s)-plane

rF
encircled by the s-plane locus

number of zeros of F(s)


s-plane

T
T

in the

number of poles of F(s)


.s-plane

encircled

by the

.s-plane locus

in the

can be positive (Z > P), zero (Z In general, These three situations will now be described.
1.

= P),

or negative (Z

< P).

N>
wise),

(Z

> P).

If the .s-plane locus encircles

more zeros than poles

of F(s) in a certain prescribed direction (clockwise or counterclock-

is

encircle the origin of the F(s)-plane

a positive integer. In this case the F(s)-plane locus will times in the same direction

as that of 1%.
2.

/V

=
<

(Z

= P). If the .s-plane locus encircles as many poles as zeros,


F F will not encircle

or no poles and zeros, of F(s), the F(.s)-plane locus


the origin of the F(s)-plane.
3.

TV

(Z

< P).

If the .s-plane locus encircles


is

more poles than zeros

of F(s) in a certain direction, TV


F(.s)-plane locus,

a negative integer. In this case the

FF

will encircle the origin TV times in the opposite


s
.

direction

from that of T

A convenient way of determining N with respect to the origin (or any other
point) of the F(s) plane
is

to

draw a

line

from the point

in

any direction to

Sec. 7.6

Nyquist Criterion

337

F(s)-plane

F(s)-p\ane

N=-2

F(s )-plane

N=

Fig. 7-9.

Examples of the determination of

N in the F(i)-plane.

infinity; the

number of net

intersections of this line with the F(s) locus gives the

magnitude of N. Figure 7-9 gives several examples of this method of determining N. It is assumed that the T s locus has a counterclockwise sense. A rigorous proof of the principle of the argument is not given here. The
following illustration
ciple.

may be considered as a heuristic explanation of the prinLet us consider the function F(s) given by
F(s)

+ />i)C* + Pi)

(7-53)

where

K is a positive

number. The poles and zero of F(s) are assumed to be as


written

shown in Fig. 7- 10(a). The function F(s) can be


F(s)

\F(s)\/F(s)

+ Pi

+p

Us
2

Is

+ Pi js + p

(7-54)
2)

338

Stability of Control

Systems

Chap. 7

x-plane

ReF

Fig. 7-10. (a) Pole-zero configuration of F(s) in Eq. (7-53)

trajectory 1%. (b) F(j)-plane locus, IV,

and the j-plane which corresponds to the I\ locus

of

(a)

through the mapping of Eq.

(7-53).

Figure 7-10(a) shows an arbitrarily chosen trajectory r, in the s-plane,

with the arbitrary point


is

5^

on the path. The function F(s) evaluated


K(s
0*1

at s

st

given by

F( Sl )

zt)

+ />i)C*i + Pi)
x t

(7-55)

The factor s + z can be represented graphically by the vector drawn from z, to s Similar vectors can be defined for {s + p,) and (s + Pi)Thus F(s ) is represented by the vectors drawn from the given poles and zero to the point s u as shown in Fig. 7-10(a). Now, if the point s- moves along the
t x
x
.

locus r\ in the prescribed counterclockwise direction until


starting point, the angles generated

it

returns to the

by the vectors drawn from the poles (and

Sec. 7.6

Nyquist Criterion / 339

if there were any) that are not encircled by T s when Si completes one round trip are zero; whereas the vector (j, + z,) drawn from the zero at z u which is encircled by I\, generates a positive angle (counterclockwise sense) of 2n rad. Then, in Eq. (7-54), the net angle or argument of F(s) as the point Si travels around T s once is equal to 2n, which means that the corresponding F(s) plot must go around the origin 2n radians or one revolution in a counterclockwise direction, as shown in Fig. 7-10(b). This is why only the poles and zeros of F(s), which are inside the JT, path in the j-plane, would contribute to the value of N of Eq. (7-52). Since poles of F(s) correspond to negative phase angles and zeros correspond to positive phase angles, the value of depends only on the difference between Z and P.

zeros

In the present case,

Z=
Thus

F=0
1

N = Z- P=

which means that the F(y)-plane locus should encircle the origin once in the same direction as the s-plane locus. It should be kept in mind that Z and P refer only to the zeros and poles, respectively, of F(s) that are encircled by r and not the total number of zeros and poles of F(s). In general, if there are more zeros than poles of F(s), which are encircled by the j-plane locus r, in a prescribed direction, the net angle traversed by the .F(j)-plane locus as the s-plane locus is traversed once is equal to

2n(Z
in the

-P) = 2nN

(7-56)

This equation implies that the F(s)-plane locus will encircle the origin

N times

same direction as that of r,. Conversely, if N more poles than zeros are encircled by T s in a given prescribed direction, N in Eq. (7-56) will be negative, and the F(s)-p\ane locus must encircle the origin times in the opposite direction
,

to that of

IV
all

A
is

summary of

the possible outcomes of the principle of the argument

given in Table 7-1.

Table 7-1

Summary

of All Possible Outcomes of the

Principle of the

Argument
F(s)-Plane Locus

N=ZP

Sense of the
s-Plane Locus

Number of Encirclements
of the Origin

Direction of

Encirclement

N>
N <0
Af

Clockwise Counterclockwise

N N

Clockwise
Counterclockwise Counterclockwise Clockwise

Clockwise
Counterclockwise

Clockwise Counterclockwise

No encirclement No encirclement

340

Stability of Control

Systems

Chap. 7

Nyquist Path

At

this point the reader

should place himself in the position of Nyquist

many

years ago, confronted with the problem of determining whether or not


1

the rational function

G{s)H{s) has zeros in the right half of the j-plane.


the j-plane locus,

Apparently, Nyquist discovered that the principle of the argument could be

used to solve the stability problems,

if

is

taken to be one

that encircles the entire right half of the .r-plane.

Of

course, as an alternative,

I\ can be chosen to encircle the entire left-half s-plane, as the solution is a relative one. Figure 7-11 illustrates a T s locus, with a counterclockwise sense, which encircles the entire right half of the s-plane. This path is often called the
Nyquist path.
Since the Nyquist path
the small semicircles
that the path should go

must not pass through any shown along the^'co axis in Fig. 7-11

singularity of F{s),

are used to indicate


It is

around these singular points of F(s).

apparent that

s-plane

Poles of F(s)

Fig. 7-11. Nyquist path.

Sec. 7.6

Nyquist Criterion / 341

if

any pole or zero of F(s)

lies inside

the right half of the s-plane,

it

will

be

encircled by this Nyquist path.

For the convenience of analysis, the Nyquist path is divided into a miniof three sections. The exact number of sections depends upon how many of those small semicircles are necessary on the imaginary axis. For the situation illustrated in Fig. 7-1 1, a total of eight sections needs to be denned. The order + of numbering these sections is entirely arbitrary. The notations j co\, j co~i, +j0 + j0 ja>U and jcoj are used to identify the starting and ending points of

mum

the small semicircles only.

Section 1 from s +j to jcot along they'co axis. Section 2: from +jcot to +jcoT along the small semicircle around
:

=j bi-

section 3

Section 4: Section 5
:

from 5 = jco~[ to +J0 + along the jco axis. from +j0 + to y'0 + along the small semicircle around s = from s = j0 + to year along the jco axis (mirror image
of section
3).

Section 6: from j
s

jco~[

to

j cot along

the semicircle around

ja>i (mirror image of section 2). j along the jco axis (mirror Section 7: from s jco\ to s

Section 8: from

image of section s = joo


infinite radius.

1).

to

+jo along

the

semicircle

of

Nyquist Criterion and the G(s)H(s) Plot

The Nyquist criterion is a direct application of the principle of the argument when the j-plane locus is the Nyquist path. In principle, once the Nyquist path
is specified,

the stability of a closed-loop system can be determined by plotting


1

the F(s)

G(s)H(s) locus

when

j takes

on values along the Nyquist path,

and

investigating the behavior of the F(s) plot with respect to the origin of the
is

However, since usually the approach is to construct the Nyquist plot of G(s)H(s), and the same result of F(s) can be determined from the behavior of the G(s)H(s) plot with respect to the (l,jO) point in the G(s)H(s)F(s)-plane. This
called the Nyquist plot of F(s).
given, a simpler

function G(s)H(s)

is

plane. This

is

because the origin of the F(s)-p\anc corresponds to the

l,y'0)
if

point (or the

point on the real axis) of the G(s)H(s)-plane. In addition,


is

the location of the poles of G(s)H(s)

not known, the stability of the open-loop

system can be determined by investigating the behavior of the Nyquist plot of


G(s)H(s) with respect to the origin of the G(s)//(s)-plane.
Let us define the origin of the G(s)H(s)-plane or the origin of the
G(s)H(s)-p\anc, as the problem requires, as the critical point.
ested basically in
1

We

are inter-

two types of

stability

stability of the

open-loop system, and

stability of the closed-loop system.


It is important to clarify that closed-loop stability implies that 1 G(s) H(s) has zeros only in the left half of the j-plane. Open-loop stability implies

that G(s)H(s) has poles only in the left half of the j-plane.

342

Stability of Control

Systems

Chap. 7

With
two
sets

this

added dimension to the

stability

problem,

it is

necessary to define

of N, Z, and P, as follows
G(s)H(s)

N = number of encirclements of the origin made by


Z =
P = number
N_
Z_
P_
t

number of zeros of G(s)H(s) that are encircled by the Nyquist path, or in the right half of the j-plane
of poles of G(s)H(s) that are encircled by the Nyquist path, or in the right half of the j-plane

= =

number of encirclements of the ( l,y'0) point made by G(s)H(s)

number of zeros of 1 G(s)H(s) that are encircled by the Nyquist path, or in the right half of the j-plane
Nyquist path, or in the right half of the j-plane

= number of poles of G{s)H(s) that are encircled by the


become
clear

Several facts

and should be remembered


Po

at this point

P-i

(7-57)

since G(s)H(s)

and

G(s)H(s) always have the same poles. Closed-loop

stability implies or requires that

Z_!
but open-loop stability requires that

(7-58)

P =
The crux of
the matter
is

(7-59)
is

that closed-loop stability

determined by the
stability studies

properties of the Nyquist plot of the open-loop transfer function G(s)H(s).

The procedure of applying the


is

principle of the

argument for

summarized as follows
1.

Given the control system, which

is

represented by the closed-loop


is

transfer function of Eq. (7-47), the Nyquist path

defined according

to the pole-zero properties of G(s)H(s).


2. 3.

The Nyquist plot of G(s)H(s) is constructed. The values of N and JV_, are determined by observing the behavior of the Nyquist plot of G(s)H(s) with respect to the origin and the

( \,j0)
4.

point, respectively.
1

Once N and N- are determined, the value of P a known) is determined from

(if it is

not already

N =Z -P
if

(7-60)
,

Z
[

is is

given.

Once

P
t

is

determined, P_

=P

[Eq. (7-57)],

and

Z_

determined from

N. =
Since
it

Z_,

/>_!

(7-61)

has been established that for a stable closed-loop system Z_


JV_,

must
(7-62)

be zero, Eq. (7-61) gives

-P_,

Sec. 7.6

Nyquist Criterion / 343

Therefore, the Nyquist criterion

may

be formally stated: For a closed-

loop system to be
point as
the s-plane,

stable, the

Nyquist plot ofG(s)H(s) must encircle the (l,jO)

many times as
and
it is

the encirclement, if any,

In general,

number of poles of G(s)H(s) that are in the right half of must be made in the clockwise direction. not always necessary to construct the Nyquist plot which
the
fact, a great

corresponds to the entire Nyquist path. In

majority of the practical

problems can be solved simply by sketching the part of G(s)H(s) that corresponds to the +yco-axis of the s-plane. The condition when this simplified procedure is
possible
is

when P

0; that

is,

G(s)H(s) has no poles in the right half

of the

.y-plane.

In this case Eq. (7-61) becomes


JV-i

Z_,

(7-63)

which means that the Nyquist plot of G(s)H(s) can encircle the ( l,j0) point only in the counterclockwise direction, since N_ in Eq. (7-63) can only be zero
i

or positive. Since counterclockwise encirclement

is

equivalent to enclosure,

we

can determine closed-loop


point
is

stability

by checking whether the ( l,y'0)

critical

enclosed by the G(s)H(s) plot. Furthermore,


1

whether N.
only the
.y-plane.

if we are interested only in we need not sketch the entire Nyquist plot for G(s)H(s), portion from s = +yoo to s = along the imaginary axis of the
is

zero,

The Nyquist

criterion for the


in the right

G(s)H(s) has no poles

P_ case may be stated: If the function half of the s-plane, for the closed-loop system to
t

be stable, the Nyquist plot of G(s)H(s) must not enclose the critical point ( 1J0). Furthermore, if we are not interested in the number of roots of the characteristic
stability,

equation that are in the right-half plane, but only the closed-loop only the G(s)H(s) plot that corresponds to the positive imaginary axis of the j-plane is necessary. Figure 7-12 illustrates how the s /oo to s

Im

GH

G(s)#(s>plane

ReGH

Fig. 7-12.

Nyquist plot of G(s)H(s), which corresponds to s


is

= jco to s

0,

to indicate whether the critical point

enclosed.

344

Stability of Control

Systems

Chap. 7

portion of the Nyquist plot


at

may

be used to determine whether the

critical

point

( l.y'O)

is

enclosed.

7.7

Application of the Nyquist Criterion

The following examples serve

to illustrate the practical application of the Nyquist

criterion to the stability of control systems.

Example

7-7

Consider a single-loop feedback control system with the loop transfer


function given by

W = rh)
It is

(7 - 64)

where

K and a are positive constants.


it is

apparent that G{s)H{s) does not have any

pole in the right-half s-plane; thus,


closed-loop system,

Pa =

P_i

= 0.

To determine
see
if it

the stability of the

necessary only to sketch the Nyquist plot of G(s)H(s) that

corresponds to j

=/co

to s

on the Nyquist path and

encloses the

1,7*0)

point in the G(s)H(s)-p\ane. However, for the sake of illustration,


the entire G(s)H(s) plot for this problem.

we

shall construct

The Nyquist path necessary

for the function of Eq. (7-64)

is

shown

in Fig. 7-13.

s-plane

Fig. 7-13. Nyquist path for the system in

Example

7-7.

Since G(s)H(s) has a pole at the origin,


small semicircle around s

it is

necessary that the Nyquist path includes a


is

0.

The entire Nyquist path


is

divided into four sections, as

shown

in Fig. 7-13.

Section 2 of the Nyquist path


this section

magnified as shown in Fig. 7-14(a). The points on

may be

represented by the phasor


5

e">

(7-65)

where { 0) and 9 denote the magnitude and phase of the phasor, respectively. As the Nyquist path is traversed from +j0 + to jO* along section 2, the phasor of

Sec. 7.7

Application of the Nyquist Criterion /

345

i /

Im

GH

GCs)i/(s)-plane

s-plane

80 counterclockwise
rotation

*~

*-

ReGH

(a)

co

(b)

Fig. 7-14. (a) Section 2 of the

Nyquist path of Fig. 7-13. (b) Nyquist plot of


2.

G(s)H(s) that corresponds to section

Eq. (7-65) rotates in the clockwise direction through 180. Also, in going from
to

+j0 +

to The corresponding Nyquist plot of , 9 G(s)H(s) can be determined simply by substituting Eq. (7-65) into Eq. (7-64). Thus
varies
0.

y'0 +

from +90

90 through

G(s)H(s)
s=ee )o

K
ee">(ee">

+ a)

(7-66)

Since e

0,

the last expression

is

simplified to

G(s)H{s)

K
aeeJ<>

ooe -je

(7-67)

which indicates that all points on the Nyquist plot of G(s)H(s) that correspond to section 2 of the Nyquist path have an infinite magnitude, and the corresponding phase is opposite that of the j-plane locus. Since the phase of the Nyquist path varies from +90 to 90 in the clockwise direction, the minus sign in the phase relation of Eq. (7-67) indicates that the corresponding G(s)H(s) plot should have a phase that varies from 90 to +90 in the counterclockwise direction, as shown in Fig. 7-14(b).
In general,
plots, the

when one has acquired


For

proficiency in the sketching of the Nyquist

determination of the behavior of G(s)H(s) at s


instance, in the present
is

carried out by inspection.

corresponding to section 2 of the Nyquist path


lim G(s)H(s)
1^0

= and s = oo may be problem the behavior of G(s)H(s) determined from


i.

lim , s ^o s(s

K + a)
.

lim

#
=
is

(7-68)

From this equation it is clear that the behavior of G(s)H(s) at s


tional to
s.

inversely propor-

As

the Nyquist path

is

traversed by a phasor with infinitesimally small

1 80, the corresponding G(s)H(s) plot is traced out by a phasor with an infinite magnitude, 180 in the opposite or counterclockwise direction. It can be concluded that, in general, if the limit of

magnitude, from

+/0 + to

/0 + through a clockwise rotation of

346

Stability of Control

Systems

Chap. 7

G(s)H(s) as * approaches zero assumes the form


lim G(s)H(s)

lim Jfo"
is

(7-69)

the Nyquist plot of G(s)H(s) that corresponds to section 2 of Fig. 7-14(a)

traced out

by a phasor of
direction
if

infinitesimally small
is

the plus sign

magnitude n x 180 degrees in the clockwise used, and by a phasor of infinite magnitude n x 180 in the
if

counterclockwise direction

the negative sign

is

used.

The technique described above may


path.

also be used to determine the behavior of the


infinite radius
is

G(s)H(s) plot, which corresponds to the semicircle with

The

large semicircle referred to as section

in Fig. 7-13

isolated, as

on the Nyquist shown in

Fig. 7-1 5(a).

The

points

on the

semicircle
5

may

be represented by the phasor


(7-70)

Rei*

plane

Re/*
l

Im

GH

G(,s)i/(.s)-plane

180
counterclockwise
rotation

360 clockwise
rotation

ReG

Radius

(b)

Fig. 7-15. (a) Section

4 of the Nyquist path of Fig. 7-13.


4.

(b)

Nyquist plot

of G(s)H(s) that corresponds to section

where

oo. Substituting

Eq. (7-70) into Eq. (7-64) yields

G(s)H(s)
-_

Re j*

K ~ RW* = Oe-i

1*

(7-71)

which implies that the behavior of the G{s)H{s) plot at infinite frequency is described by a phasor with infinitesimally small magnitude which rotates around the origin 2 x 1 80

360 in the clockwise direction. Thus the G(s)H(s) plot that corresponds to section

4 of the Nyquist path is sketched as shown in Fig. 7-1 5(b). Now to complete the Nyquist plot of the transfer function of Eq. (7-64) we must consider sections 1 and 3. Section 1 is usually constructed by substituting s = jca into Eq. (7-64) and solving for the possible crossing points on the real axis of the G(s)H(s)-

Sec. 7.7

Application of the Nyquist Criterion

347

plane. Equation (7-64)

becomes
G(jOi)H(jOi)

K
jco(jco

+ a)

(7-72)

which

is

rationalized

by multiplying the numerator and denominator by the complex


2 _ = K(co jaco) co* + a 2 co 2

conjugate of the denominator. Thus

G(jco)HUco)

(7-73)

The

intersect of

G(jco)HQco) on the

real axis is

part of G(jCO)H(jco) to zero.


real axis is

Thus the frequency

determined by equating the imaginary at which G(jCo)H(jco) intersects the

found from

Im G(jCO)H(jco)
which gives
plane
is

=
co*

-Kaco + a 2 C0 2

-Ka
co(cb 2

+a

2 )

(7-74)

co

co. This

means that

the only intersect

on the real

axis in the G(s)H(s)-

Nyquist criterion is not concerned with the exact shape of the G(s)H(s) locus but only the number of encirclements, it is not necessary to obtain an exact plot of the locus. The complete Nyquist plot of the function of Eq. (7-64) is now sketched in Fig. 7-16 by connecting the terminal points of the loci

at the origin with co

co. Since the

i /

Im

GH
G(s)H(s)-p\ane

ReGH

Fig. 7-16.

Complete Nyquist plot of G(s)H(s)

K/ls(s

a)].

348

Stability of Control

Systems

Chap. 7

that correspond to sections 2


axis.

and

4,

without intersecting any

finite

part of the real

It is of interest to check all the pertinent data that can be obtained from the = iV-i = 0. By inspection of Eq. (7-64), Z = Nyquist plot of Fig. 7-16. First, andP = 0, which satisfy Eq. (7-60). SinceP = P-u Eq. (7-61) leads to

Z_!
Therefore, the closed-loop system
is

N-i

+P_!

=0
is

(7-75)

stable.

This solution should have been anticipated,


simply
(7-76)

since for the second-order system, the characteristic equation


s
1

as

+K=

whose roots will always lie in the left half of the i-plane for positive a and K. Figure 7-16 also shows that for this problem it is necessary only to sketch the
portion of G(s)H(s) that corresponds to section
that the
1

of the Nyquist path.

It is
all

apparent
positive

( 1, y'O)

point will never be enclosed by the G(s)H(s) plot for

values of K.

Example

7-8

Consider that a control system with single feedback loop has the loop
transfer function

<*>" =
The
characteristic equation of the system
s
2

WTTY

(7 " 77)

is

(1

+ K)s - K =
all

(7-78)
positive K.

which has one root


of Fig. 7-13
is

in the right half

of the s-plane for

The Nyquist path

applicable to this case.


s

Section 2.

e ie

lim G(s)H(s)

= lim

ooe-^< + )

(7-79)

This means that the Nyquist plot of G{s)H{s) which corresponds to section 2 of the Nyquist path is traced by a phasor with infinite magnitude. This phasor starts at an

+90 and ends at 90 and goes around the origin of the G(s)H(s)-p\ane counterclockwise a total of 180.
angle of
Section
4.

Re'*
lim G{s)H{s)

= lim =

0e~'*

(7-80)

Thus

the Nyquist plot of G(s)H(s) corresponding to section 4 of the Nyquist path goes around the origin 180 in the clockwise direction with zero magnitude. Section 1. s =jCO:

G(j<d)H(jco)

JooUm

1}

o4

+W

-A

a>(co*

1)

(7-81)

Setting the imaginary part of G(jOi)HU'CO) to zero,


CO

we have
(7-82)
real axis.

= 1

rad/sec

which are frequencies

at

which the G(jCO)H{j03) locus crosses the

Then
(7-83)

GUl)H(jl)
Based on the information gathered

=K

in the last three steps, the

complete Nyquist

Sec. 7.7

Application of the Nyquist Criterion /

349

lm

GH
G(s)H(s)

plane

AL, =

ReGH

Fig. 7-17.

Complete Nyquist plot of G(s)H(s)


sketched as

K(s

l)/[s(s

1)].

plot of G(s)H(s)

is

shown

in Fig. 7-17.

We can conclude that, by inspection,

Z =1
P =p_,
Figure 7-17 indicates that Ao Figure 7-17 also gives A/_j =

=o
agreement with the Nyquist
criterion.

=
1.

1,

which

is

in

Then

Z_, =AT_,

+P_, =

( 7 _84)

which means that the closed-loop system is unstable, since the characteristic equation has one root in the right half of the 5-plane. The Nyquist plot of Fig. 7-17 further
indicates that the system cannot be stabilized by changing only the value of A'.

Example

7-9

Consider the control system shown in Fig. 7-18. It is desired to determine the range of for which the system is stable. The open-loop

transfer function of the system

is

C(s)

Grrt

10*(j

2)

(7-85)

Since this function does not have any pole or zero

on the jco

axis, the

Nyquist path

350

Stability of Control

Systems

Chap. 7

R(s)

-N

E( S )
K(s + 2)

Y^
.S

10
2
(.5

C() C

+ 3)

>

Fig. 7-18.

Block diagram of the control system for Example

7-9.

.s-plane

Fig. 7-19.

Nyquist path for the transfer function of Eq.


in Fig. 7-19.

(7-85).

can consist of only three sections, as shown Nyquist plot of G(s) is outlined as follows
Section 4.
s

The construction of

the

Re 1 *
lim G(s)

10K

0e -j2 *

(7-86)

As

the phasor for section 4 of the Nyquist path is traversed from 90 to +90 through 180 counterclockwise, Eq. (7-86) indicates that the corresponding Nyquist plot of G(s) is traced by a phasor of practically zero length from +180 to 180

through a

total of 360 in the clockwise sense.


1.

Section

=jco:

GUco) -(l0-3co*)-jcoi
Rationalizing, the last equation becomes

l0K(ja>

2)

(7-87)

G(jco)

10 AT[2(10

3CQ 2 )

-co* +7CQ(10

3co 2 ) +./2CQ 3 ]

(10

3co 2 ) 2

co 6

(7-88)

Sec. 7.7

Application of the Nyquist Criterion

351

Setting the imaginary part of G(jco) to zero gives


co

rad/sec

and
co

= VlO rad/sec

which correspond to the frequencies at the intersects on the real axis of the G(s)-plane. In this case it is necessary to determine the intersect of the G(s) plot on the imaginary axis. Setting the real part of G(jG>) to zero in Eq. (7-88), we have
co 4

6co 2

20

(7-89)

which gives
co

1.54 rad/sec

Therefore, the intersects on the real axis of the G(.s)-plane are at

C(/0)

2 AT

and

C(yVlO)
and the
intersect

= -K

on the imaginary

axis

is

G(j^/T) =j]0/TK/3
With the information gathered
of Eq. (7-85)
is

in the

sketched as shown

in Fig. 7-20.
1

preceding steps, the Nyquist plot for G(s) The information on the imaginary axis
be determined without actually plotting

is needed so that the direction of section the locus point by point.

may

../ImC
G(s)-plane

Fig. 7-20.

Nyquist plot of G(s)

\QK(s

2)/(s 3

3s 2

10).

352

Stability of Control

Systems

Chap. 7

Inspection of the Nyquist plot of Fig. 7-20 reveals that


(7-85)

A = 2.
.s-plane,

Since Eq.
this

shows that G(s) has no zeros inside the


that

right half

of the

Z = 0;

means

P =

2.

Thus P_

=2. Now,
t

applying the Nyquist criterion,


2

we have
(7-90)
t

JV_,

= Z_ - P_t = Z_, -

Thus for the closed-loop system to be stable, Z_i = 0, which requires that JV_ = 2. With reference to Fig. 7-20, the stability criterion requires that the ( 1,;0) point must
be encircled twice in the clockwise direction. In other words, the be to the right of the crossover point at K. Thus, for stability,
critical

point should

K>
The reader can
easily verify this solution

(7-91)

by applying the Routh-Hurwitz

criterion

to the characteristic equation of the system.

It

should be reiterated that although the Routh-Hurwitz criterion

is

much

simpler to use in stability problems such as the one stated in this illustrative

example, in general the Nyquist criterion leads to a more versatile solution, which also includes information on the relative stability of the system.

7.8

Effects of Additional Poles and Zeros of G(s)H(s) on the

Shape of the Nyquist Locus


Since the performance and the stability of a feedback control system are often
influenced by adding and
is

moving poles and zeros of

the transfer functions,

it

informative to illustrate

how the Nyquist locus is affected when poles and zeros

added to a typical loop transfer function G{s)H{s). This investigation will also be helpful to gain further insight on the quick sketch of the Nyquist locus of a
are

given function.

Let us begin with a first-order transfer function

G(s)H(s)

T1

(7-92)

Ti
is

The Nyquist locus of G(jco)H(jco)


in Fig. 7-21.

for

< ca <

a semicircle, as

shown

ImGH
G(s)H(s)-p\ane

CO

co

ReGH
Ik

Fig. 7-21.

Nyquist plot of G(s)H(s)

Kj(\

+ T lS

).

Sec. 7.8

Effects of Additional Poles

and Zeros of G{s)H(s)

353

Addition of poles at s

0.

transfer function of Eq. (7-92) ; then

Consider that a pole at s we have

is

added to the

G(s)H(s)

K
is

(7-93)

The effect of adding this pole is that the phase of G(jco)H(ja>) 90 at both zero and infinite frequencies.
In other words, the Nyquist locus of G(j(o)H(joo)
that of Fig. 7-21 at co
is

reduced by

rotated by

90 from

and

a,

oo, as

shown
Im

in Fig. 7-22. In addition, the

GH

G(s)H(s)-phne

*-ReGH

Fig. 7-22.

Nyquist locus of G(s)H(s)

K/[s(l

Tis)].

magnitude of G(jco)H(j(o) at

becomes infinite. In general, adding a pole co of multiplicity j at s to the transfer function of Eq. (7-92) will give the following properties to the Nyquist locus of G(s)H(s)

lim IG(j<B)H(jco)

-(j
Z

1)

(7-94)

lim /GUco)H(jco)
co~.0

= -j* =
= K

(7-95) (7-96)
(7-97)

lim|GO'a>)#C/e>)|

\im\G{jm)H{j(o)\

Figure 7-23 illustrates the Nyquist plots of

G(s)H(s)

(7-98)

and
G(s)H{s)
In view of these illustrations
will affect the stability adversely,
it is

s\\

K +T

s)

(7-99)

apparent that addition of poles at s

and systems with a loop transfer function of

more than one pole

at s

are likely to be unstable.

354

Stability of Control

Systems

Chap. 7

G(s)#Cs)-plane

ReGH

Fig. 7-23. Nyquist loci for (1) G(s)H(s)

= K/[s 2 (l + TlS

)].

(2)

G(s)H(s)

K/[sHl

Tis)].

Addition of finite poles.

When

a pole at s

l/T2

is

added to the G(s)

H(s) function of Eq. (7-92), we have

The Nyquist locus


pole, since

+ of G(s)H(s) at co =
(1

G{s)H(s)

K
7V)(1
is

+T

(7-100)
2 s)

not affected by the addition of the

lim GUco)H(joi)

=K

(7-101)

The Nyquist locus

at co

is

lim G(jco)HUco)
<-.a

lim

-K = ~"
2
2.0)

/-180

(7-102)

m ->o 1 \1

Im

GH

G(s)H(s)-p\ane

*-

Re Gtf

Fig. 7-24. Nyquist loci for (1) G(s)H(s)

Kj[{\

+ TlS)(l + T2 s)].

(2)

G(s)H(s)

#/[(!

Tis)(l

+ T2 s)(\ + T

3 s)].

Sec. 7.8

Effects of Additional Poles

and Zeros of G(s)H(s)

355

Thus the
Eq. (7-92)
is

effect

of adding a pole at

= \/T

to the transfer function of


fre-

to shift the

quency, as shown in

phase of the Nyquist locus by 90 at infinite Fig. 7-24. This figure also shows the Nyquist locus of

G(s)H(s)
(1

7V)(1

K + 7(1 + T

(7-103)
3 s)

These examples show the adverse effects on stability that result from the addition of poles to the loop transfer function.
Addition of zeros.
derivative control
stable.
It was pointed out in Chapter 6 that the effect of the on a closed-loop control system is to make the system more In terms of the Nyquist plot, this stabilization effect is easily shown,

since the multiplication of the factor (1

increases the phase of G(s)H(s)

by 90

at co

+ 7 to = oo.

the loop transfer function

Consider that the loop transfer function of a closed-loop system

is

given

by

^>^
It

,( i

+ ri(i + r

2 ,)

(7

104>

can be shown that the closed-loop system is stable for < (7, + T2 )/ T2 Suppose that a zero at s \\Td is added to the transfer function of Eq. (7-104), such as with a derivative control. Then
T,
.

<K

G(s)H(s)
s(l

K{\

T,5)(l

+ 7 + TV)

(7-105)

are sketched as

The Nyquist loci of the two transfer functions of Eqs. (7-104) and (7-105) shown in Fig. 7-25. The effect of the zero in Eq. (7-105) is to add

,
.

Im

GH

G(s)H(s)-p\ane

T T2 K{T + T2 )
t

-*-

KeGH

-<(&.- T)
(2)
co

Fig. 7-25.

Nyquist

loci for (1)

G(s)H(s)

G(s)H(.s)

K(l

+ Tds)/[s(l +

TisXl

= K/[s(l + T^Xl + T2 s)]. + T2 s)].

(2)

356

Stability of Control

Systems

Chap. 7

90 to the phase of G(Jco)H(jco) at <y

=
is

oo while not affecting the locus at co


is

The crossover point on


t

the real axis


),

moved from K(Ti

= 0. + T )/T T to
2
1

-K(T + T^IT^il + Td
plane.

which

closer to the origin of the G(jco)H(jco)-

7.9

Stability of Multiloop

Systems

The

stability analyses conducted in the preceding sections are all centered toward systems with a single feedback loop, with the exception of the RouthHurwitz criterion, which apparently can be applied to systems of any conis

figuration, as long as the characteristic equation


trate

known

We

shall

now

illus-

how

the Nyquist criterion

is

applied to a linear system with multiple feed-

back loops.
In principle, all feedback systems with single input and output can be reduced to the basic system configuration of Fig. 7-4. Then it would seem that
the Nyquist criterion can be applied in a straightforward
lent

manner

to the equiva-

loop transfer function G(s)H(s). However, owing to the multiloop nature of the original system, the poles and/or the zeros of G(s)H(s) may be unknown,
to the

and a systematic approach


control system by

problem may be adopted.

Let us illustrate the procedure of applying Nyquist criterion to a multiloop

means of a specific example. Figure 7-26 gives the block diagram of a control system with two loops. The transfer function of each
block
is

indicated in the diagram. In this case

it is

simple to derive the open-

loop transfer function of the system as


C)

G(s)

(s

= - Gi(j)G(j) + G (s)H(s) K(s + 2) + 10)[j(j + 1)0 + 2) +


2

(7-106)
5]

The

stability

of the overall system can be investigated by sketching the Nyquist

H(s) = 5

Fig. 7-26.

Multiloop feedback control system.

Sec. 7.9

Stability of Multiloop

Systems

357

locus of G(s), except that the poles of G(s) are not entirely known.
the construction of the entire Nyquist locus of G(s),
in

To avoid

we can

attack the problem

two stages, as there are two feedback loops. First, consider only the inner whose loop transfer function is G 2 (s)H(s). We shall first sketch the Nyquist locus of G z (s)H(s) for co < oo. The property of the G 2 (s)H(s) plot with respect to the ( l,jO) point gives an indication of the number of zeros of 1 + G 2 (s)H(s) that are in the right half of the J-plane. Having found this information,
loop,

<

we then proceed
co

to sketch the Nyquist locus of G(s) of Eq. (7-106) only for

<

<

oo to determine the stability of the overall system.

Figure 7-27 shows the Nyquist locus of

G 2 (s)H(s)

5 s{s

+
,.

1)(j

(7-107)
2)

j\mG 2 H

G 2 (sW(s)-plane

ReG 2 //

Fig. 7-27.

Nyquist plot of

G 2 (s)H(s) =

Ms +

i)(s

2)].

Since the
itself,

( l,y'0)

point
1

is

not enclosed by the locus, the inner loop


is

is

stable

by

and the zeros of

+ G 2 is)His) are all in the left half of the j-plane. Next,


sketched as shown in Fig. 7-28. Since
left

the Nyquist locus of C7(j) of Eq. (7-106)


all

the poles and zeros of G(s) are found to be in the

half of the j-plane,

we
be

only have to investigate the crossover point of the G(s) locus with respect to the

( l.v'O)

point to determine the requirement on

stable. In this case the

range of

K for

stability is
is

K for the overall system to < K < 50.

Now,
7-26.

let

us consider a system that

a slightly modified version of Fig.

Use the same block diagram, but with


G,(j)
__ s

+2 s+
1

(7-108)

Gl{s)

His)

~ sis + =5

K
IX*

(7-109)
2)

(7-110)

368

Stability of Control

Systems

Chap. 7

jlmG
G(i)-plane

*-

ReG

Fig.

7-28. Nyquist plot of G(s)

[K(s

2)]/{U

10)[s(s

+-

l)(j

2)

5]}.

In this case

we cannot use

the

method

outline above, since the


still

parameter

is

in the inner loop.

However, we may

unknown gain use the Nyquist criterion


is

to solve this problem.

The open-loop

transfer function of the system

G(S )

_ W~

G.(j)Ga(j)
1

+G +

2 (s)H(.

s
(s

(7-111)

I0)[s(s

l)(j

+ 2) +

5tf]

as a gain factor of G(s), Nyquist locus of G(s)/K. However, we can write the characteristic equation of the overall system as
it

Since the

unknown parameter ^Tdoes not appear


avail to sketch the

would be of no

s(s

10)(j

1)(*

2)

+s+2+

5K(s

10)

(7-112)

In order to create an equivalent open-loop transfer function with


multiplying factor,

K as

we

divide both sides of Eq. (7-112) by terms that

do not

contain K.

We have
1

+ s(s +
is

SK(s + 10) 10Xs + l)(s + 2)


1

Since this equation


teristic

of the form

+ s + 2~ + G (s) = 0, the roots


3

(7 " 113)

of the charac-

by sketching the Nyquist locus of G 3 (s). However, the poles of G 3 (s) are not known, since the denominator of G 3 (s) is not in factored form. The zeros of the polynominal s(s + 10)(s + l)(s + 2) -f s + 2 may be studied by investigating the Nyquist plot of still another function G 4 (j), which we create as follows
equation
investigated

may be

to the right of the

Figure 7-29 shows that the Nyquist locus of G 4 (s) intersects the real axis ( 1, y"0) point. Thus all the poles of G 3 (s) are in the left half

of the 5-plane. The Nyquist plot of G 3 (s) is sketched as shown in Fig. 7-30. Since

Sec. 7.9

Stability of Multiloop

Systems

359

,.

/Im C 4

G 4 (s )-plane

0.009

ReC,

r
\

Fig. 7-29. Nyquist locus of

G4 (s) =
/

(s

2)/[s(s

10)(j

1)(*

2)].

,.

Im G 3 (s)

C 3 0?)-plane

*-

ReG,

Fig. 7-30. Nyquist locus of

(s)

[5K(s

+s+

W)]J[ s (s

I0){s

l)(s

+ 2)

2].

the intersect of the locus


is

<K<

on the

real axis

is

at

-O.IK, the range of K for

stability

10.

In this section we have investigated the application of the Nyquist criterion to multiloop control systems. For analysis problems, the stability of the system can be investigated by applying the Nyquist criterion in a systematic fashion from the inner loop toward the outer loops. For design problems when a system parameter to be determined for stability, it is sometimes necessary to start with the characteristic equation, which may be written in the form

Kh

P{s)

KQ{s)

Q
is

(7 _ 115)

where P(s) and Q(s) are polynomials. The stability of the system sketching the Nyquist plot of the equivalent open-loop transfer

studied by

function
(7-116)

<*)-3gj!

360

Stability of Control

Systems

Chap. 7

Thus we have
locus represents a

also indicated a

method of applying

the Nyquist criterion

to design a stable system by using the characteristic equation.

The Nyquist more convenient approach than the Routh-Hurwitz criterion,


an inequality equation in the high can be determined from the

since the latter often involves the solution of

order of K, whereas in the Nyquist approach

intersection of the G(s) locus with the real axis.

The
is still

stability analysis discussed thus far in this

chapter can be applied to

linear multivariable systems. Since the characteristic equation of a multivariable

written

|*I-A|
the Routh-Hurwitz criterion
is

=
manner outlined

(7-117)

applied in the usual manner.

We can also
is

apply

the Nyquist criterion to Eq. (7-117) in the


(7-116).

in Eqs. (7-115)

and

On

the other hand, since the stability of a linear system

independent
all

of the inputs and outputs of the system,


inputs to zero, as long as the system

we can apply

the Nyquist criterion to

a multivariable system between any input-output pair while setting


is

other

completely controllable and observable.

7.10

Stability of Linear Control

Systems with Time Delays

Systems with time delays and their modeling have been discussed in Section 5.12. In general, closed-loop systems with time delays in the loops will be subject
to

more

stability

problems than systems without delays. Since a pure time delay


transfer function relationship e~ TdS , the characteristic equa-

Td is modeled by the

no longer have constant coefficients. Therefore, the RouthHurwitz criterion is not applicable. However, we shall show in the following that the Nyquist criterion is readily applicable to a system with a pure time
tion of the system will
delay.

tem with pure time delay

Let us consider that the loop transfer function of a feedback control sysis represented by
G(s)H(s)

^e- T G
's

(s)H, (s)

(7- 1

8)

G^H^s) is a rational function with constant coefficients; Ta is the pure time delay in seconds. Whether the time delay occurs in the forward path or the
where
feedback path of the system
is

immaterial from the stability standpoint.

In principle, the stability of the closed-loop system can be investigated by sketching the Nyquist locus of G(s)H(s) and then observing its behavior with
reference to the

( l,j0) point of the complex function plane.

is that it rotates the phasor by an angle of coTd radians in the clockwise direction. The amplitude of G^jcoJH^jco) is not affected by the time delay, since the magnitude of e~' mT' is unity for all frequencies. In control systems the magnitude of GiO'cw)^iO'co) usually approaches zero as co approaches infinity. Thus the Nyquist locus of the transfer function of Eq. (7-118) will usually spiral toward the origin as co approaches infinity, and there are infinite number of intersects on the negative real axis of the G(s)H(s)-ip\a.ae. For the closed-loop system to be stable, all the intersects of the G(jco)H(jco) locus with the real axis must occur to the right of the (-IJ0) point.

The

effect

of the exponential term in Eq. (7-118)

GyfJo^Hiijco) at each co

Sec. 7.10

Stability of Linear Control

Systems with Time Delays

361

Im

GH

G(s)#(s)-plane

^ReGH

T,=4

0.16
Fig. 7-31. Nyquist plots of G(s)H(s)

e- T "/[s(s

l)(.s

2)].

Figure 7-31 shows an example of the Nyquist plot of

G(s)H(s)
for several values of

e-'-'G^H^s)

=
s(s

IX*

(7-119)
2)

Td

It is

observed from this diagram that the closed-loop

system

is

stable

when
is

the time delay

Td is zero,

but the stability condition dete-

riorates as

Td

increases.

Td =
point.

sec.

This

The system is on the verge of becoming unstable when shown with the Nyquist plot passing through the ( l,y0)

points on the real axis of the G(y).ff(.s)-plane

Unlike the rational function case, the analytical solution of the crossover is not trivial, since the equations that govern the crossings are no longer algebraic. For instance, the loop transfer

function of Eq. (7-1 19)


its

may be rationalized in the usual manner by multiplying numerator and denominator by the complex conjugate of the denominator.
result
is
< cos <>>

The

GUcomjco)

T
<

ffi

ff i - Lt
(

/CQ(2

~ G)2)1

<

7 - 120)

362

Stability of Control

Systems

Chap. 7

The condition

for crossings
3co
2

on the
coTd

real axis
co(2
.

of the G(s)H(s)-p\ane
2

is

sin

Td

co

cos coTd

=
1

which

is

not easily solved, given

Since the term e~ lmT " always has a magnitude of

for

all

frequencies, the

crossover problem

is

readily solved in the

Bode

plot

domain (Appendix A).

Since the time-delay term affects only the phase but not the magnitude of G(jco)
H(jco), the phase of the latter
is

obtained in the Bode plot by adding a negative

angle of

coTd

to the phase curve of GifJoc^H^jco).


is

The frequency at which the

phase curve of G{ja>)H(jca) crosses the 180 axis


involving pure time delays are

the place where the Nyquist

locus intersects the negative real axis. In general, analysis and design problems

more
it

easily carried out graphically in the

Bode

diagram.
If the time delay is small,
is

possible to approximate the time delay


is,

transfer function relation by a truncated power series; that

e~

T"

-Ts+
d

Tjs*
2!
3!

(7-121)

Figure 7-32 shows the Nyquist plots of the transfer function of Eq. (7-119)
Im

GH

G(s)//(i)-plane

KeGH

Two-term
approximation

Fig. 7-32.

Approximation of Nyquist plot of system with time delay by

truncated power-series expansion.

Sec. 7.11

Stability of Nonlinear

Systems Popov's

Criterion /

363

with

Td =

0.8 sec,

and
G(s)H(s)

=
s(s

l-7>
+
l)(s

(7-122)
2)

which

is

the result of truncating the series of Eq. (7-121) after two terms

7.11

Stability of Nonlinear

Systems Popov's

Criterion 16

was mentioned in Section 7.1 that the stability analysis of nonlinear systems is a complex subject, and unlike the linear time-invariant case, no single method can be applied to all nonlinear systems. Although the major emphasis of this book is on linear systems, we shall show in the following that a certain class of nonlinear systems can be studied with stability criteria that are quite
It

similar to the Nyquist criterion.

When

a system

is

nonlinear,

it

does not have a characteristic equation,

and therefore there are no eigenvalues to speak of. The Routh-Hurwitz criterion becomes useless in this case. The kind of stability that we are concerned with here is asymptotic stability, which means that the equilibrium state x e is asymptotically stable if every motion starting at an initial state x will converge
to

x e as time approaches
Popov's

infinity.

stability criterion applies to a closed-loop control

system that con-

tains one nonlinear element, as

shown

in Fig. 7-33.

The

nonlinearity is described

Fig. 7-33.

Nonlinear closed-loop control system.


in the first

by a functional relation that must


in Fig. 7-34.

lie

and third quadrants,

as

shown

Many nonlinear control systems in practice can be modeled by the block diagram and nonlinear characteristic of Figs. 7-33 and 7-34. For instance, Fig 7-35 illustrates several common-type nonlinearities, which are encountered often in control systems that fit the characteristic specified by Fig. 7-34. Popov's stability theorem is based on the following assumptions:
1.

The

2.

is described by the transfer function which has more poles than zeros, and there are no cancellations of poles and zeros. The nonlinear characteristic is bound by k and k 2 as shown in Fig.

linear part of the system

G(s),

7-34; or

< N(e) < k

(7-123)

Me)

Fig. 7-34.

Nonlinear characteristics.

N(e)

1%)
/'

/
k,

=0

_z_

-D
/
/ /
/
/

/
/
i

=0

/
(b)

Relay with deadzone

7
(c) Saturation

/
k,

=0

(d) Saturation with dead

zone

Fig. 7-35. Several

common

nonlinearities encountered in control sys-

tems, (a) Ideal relay, (b) Relay with dead zone, (c) Saturation. Id) Saturation with

dead zone.

364

Sec. 7.11

Stability of Nonlinear

Systems

Popov's Criterion
The

365

The theorem
loop system
is

is

stated in the following without giving the proof:

closed-

asymptotically stable if the Nyquist plot of G(jco) does not intersect or enclose the circle that is described by

*i

~t~

k2

=
_

*."

(7-124)

LK^Ki

where x and y denote the real and imaginary coordinates of the G(ja>)plane, respectively.
It

should be noted that the Popov stability criterion


if

is sufficient

but

is

not

necessary. In other words,


circle, the

the G(jco) locus does not intersect or enclose the


is

system

is

stable,
if

although the criterion


is

usually overly conservative.


it

On

the other hand,

the above condition


is

violated,

does not necessarily

mean

that the system

unstable.

The

possible implications are illustrated in

Fig. 7-36.

Im G

G(/oj)-plane

ReG

Fig. 7-36. Interpretation of Popov's stability criterion.

It is interesting to

observe that

if

circle degenerates to the

( 1

y'O)

point,

the system is linear, k = k 2 = k, the and Popov's criterion becomes Nyquist's


s

criterion. Figure 7-35

shows that a great majority of the nonlinearities in practice

are with

A:,

0.

In these cases, the circle of Eq. (7-124) becomes a straight line

x
For
stability,

(7-125)

the Nyquist locus of G(jco) must not intersect this

line.

366

Stability of Control

Systems

Chap. 7

The following example Popov stability criterion.


Example 7-10

serves to illustrate the practical application of the

Consider that the block diagram shown in Fig. 7-37 represents a feedback control system that has a saturation element in the forward path. The system could be a position control system using a motor as an actuator. The saturation is in the power amplifier of the motor controller, with representing the gain of the linear portion of the amplifier characteristic.

-1

Fig. 7-37.

Nonlinear system with a saturation characteristic.

The

linear transfer function

of the system

is

G(s)

=
s(s

1)0

(7-126)
2)

It can be shown that if the saturation characteristic were absent, the closed-loop < 6. It is desired to determine the value of so system would be stable for that the nonlinear system is assured of stability. Notice that the Popov criterion is of such a nature that for the saturation nonlinearity, the result of the criterion is inde-

<K

pendent of the level of saturation, which is in a way a qualitativeness of the test. The Nyquist locus of GO' CO) is sketched as shown in Fig. 7-38. For stability of the closed-loop system, the G(joi) locus must not intersect the vertical line, which passes

through the point (1/K,j0).

The maximum value of K is determined by finding

the

maximum magnitude of the

real part of G(jco). Rationalizing G(yco), the real part is written

Re GU<o)
The frequency
at

9co2+{2
is

_ (0

2 2 )

(7-127)

which Re G(Jco)

is

maximum
[9co
2

determined from
2
)] 2 2 2 ) ]

d Re
which gives

G(jco)

_ <a[-18 + 4(2 - co
~~

dm
(O

(2

- o>

(7-128)

= 0. Thus
Max. Re
G(j<x>)

= -f

(7-129)

and the closed-loop system

is

stable for

K<
which
is

(7-130)

considerably less than the critical value of

K = 6 for the linear system.

Chap. 7

References

367

/'

Im G

ReC

Fig. 7-38. Application of the

Popov

stability criterion to the nonlinear

system in Fig. 7-37.

REFERENCES
Routh-Hurwitz Criterion
1.

E.

J.

& Co.
2.

Routh, Dynamics of a System of Rigid Bodies, Chap. Ltd., London, 1905.

6,

Part

II,

Macmillan

N. N. Puri and C. N. Weygandt, "Second Method of Liapunov and Routh's Canonical Form,"/. Franklin Inst., Vol. 76, pp. 365-384, Nov. 1963.
G. V.
trol,

3.

S. S.

Raju, "The Routh Canonical Form,"

IEEE

Trans. Automatic Con-

Vol. AC-12, pp. 463-464, Aug. 1967.


Stability

4.

V.

Krishnamurthi, "Correlation Between Routh's

Criterion

and

Relative Stability of Linear Systems,"

IEEE

Trans. Automatic Control, Vol.

AC-17, pp. 144-145, Feb. 1972.


5.

V. Krishnamurthi, "Gain Margin of Conditionally Stable Systems from Routh's Stability Criterion," IEEE Trans. Automatic Control, Vol. AC-17, pp. 551-552,

Aug. 1972.

368

Stability or Control

Systems

Chap. 7

General Linear Stability


6.

Nyquist
J.,

H. Nyquist, "Regeneration Theory," Bell System Tech.


Jan. 1932.

Vol. 11, pp. 126-147,

7.

C. H. Hoffman,
teristic

"How To Check Linear Systems Stability

I.

Solving the Charac-

Equation," Control Engineering, pp. 75-80, Aug. 1964.


II.

8.

C. H. Hoffman,

"How To Check Linear Systems Stability: Roots by Algebra," Control Engineering, pp. 84-88, Feb. 1965

Locating the

9.

C. H. Hoffman, "How To Check Linear Systems Stability: III. Locating the Roots Graphically," Control Engineering, pp. 71-78, June 1965.

10.

M. R. Stoji6 and D. D. Siuak, "Generalization of Hurwitz, Nyquist, and Mikhailov Stability Criteria," IEEE Trans. Automatic Control, Vol. AC-10, pp.
250-254, July 1965.

11.

R.

Part I,"
12.

W. Brockett and J. L. Willems, "Frequency Domain Stability Criteria IEEE Trans. Automatic Control, Vol. AC-10, pp. 255-261, July 1965. W. Brockett and J. L. Willems, "Frequency Domain Stability CriteriaIEEE Trans. Automatic Control, Vol. AC-10, pp. 407-413, Oct. 1965.
p. 317, April 1966.

R.

Part II,"
13.

D. D. Siljak, "A Note on the Generalized Nyquist Criterion," IEEE Trans.


Automatic Control, Vol. AC-11,

14.

L. Eisenberg, "Stability of Linear Systems with Transport Lag,"

IEEE

Trans.

Automatic Control, Vol.


15.

AC-U,

pp. 247-254, April 1966.


to the

T. R. Natesan,
rion,"

"A Supplement

Note on the Generalized Nyquist

Crite-

IEEE

Trans. Automatic Control, Vol. AC-12, pp. 215-216, Apr. 1967.

Popov's Criterion
16.

V.

M. Popov, "Absolute Stability of Nonlinear Systems of Automatic Control," Automation and Remote Control, Vol. 22, pp. 961-978, Aug. 1961.

17.

Z. V. Rekasuis,

Element,"
18.

"A Stability Criterion for Feedback Systems with One Nonlinear IEEE Trans. Automatic Control, Vol. AC-9, pp. 46-50, Jan. 1964. "A
"On
Generalization of the

C. A. Desoer,

Popov

Criterion,"

IEEE

Trans. Auto-

matic Control, Vol. AC-10, pp. 182-185, Apr. 1965.


19. S.

C. Pincura,

the Inapplicability of the

Popov

Stability Criterion in Certain

Classes of Control Systems,"

IEEE

Trans. Automatic Control, Vol.

AC-12, pp.

465-466, Aug. 1967.


20.

Y. S. Cho and K. S. Narendia, "An Off-Axis Circle Criterion for the Stability of Feedback Systems with a Monotonic Nonlinearity," IEEE Trans. Automatic Control, Vol. AC-13, No. 4, pp. 413-416, Aug. 1968.
J.

21.

B.

Moore, "A

Circle Criterion Generalization for Relative Stability,"

IEEE

Trans. Automatic Control, Vol. AC-13,


22.

No.

1,

pp. 127-128, Feb. 1968.

C. A. Desoer,
Control, Vol.

"An Extension

to the Circle Criterion,"

IEEE

Trans. Automatic

AC-13, pp. 587-588, Oct. 1968.

23.

E. Y.

Shapiro, "Circle Criterion for Nonlinear System Stability," Control

Engineering, Vol. 17,

No.

3,

pp. 81-83, Mar. 1970.

Chap. 7

Problems

369

24.

A. C. Tsoi and H. M. Power, "Equivalent Predictions of the Circle Criterion and an Optimum Quadratic Form for a Second-Order System," IEEE Trans. Automatic Control, Vol. AC-17, pp. 565-566, Aug. 1972.
C. E. Zimmerman and G. J. Thaler, "Application of the Popov Criterion to Design of Nonlinear Systems," IEEE Trans. Automatic Control, Vol. AC-16, pp. 76-79, Feb. 1971.

25.

26.

H. M. Power and A. C. Tsoi, "Improving the Predictions of the Circle Criterion by Combining Quadratic Forms," IEEE Trans. Automatic Control, Vol. AC-18,
pp. 65-67, Feb. 1973.

PROBLEMS
7.1.

By means of

the

Routh-Hurwitz

criterion,

determine the

stability

of systems

that have the following characteristic equations. In each case, determine the

number of roots of the equation which


(a) s 3 (b)
(c)
3

are in the right-half s-plane.

(d)
(e)

+ 20s + 9s + 100 = s + 20s + 9s + 200 = 3s* + 10s + 5s + s + 2 = s* + 2s + 6s 2 + 8s + 8 = s + 2s + 8s 4 + 12s + 20s 2 +


2 1
3

16s

16

=
that correspond to a stable

7.2.

The

characteristic equations for certain feedback control systems are given

below. In each case, determine the values of


system.
(a) s*

(b) s*
(c)

s3

+ + +

+ \0s 2 +2s + K = + 5s 2 + (10 + K)s + (K + 0.5)s 2 + AKs + 50 =


22s 3

20Ks 3

15

7.3.

The conventional Routh-Hurwitz The open-loop

criterion gives only the location of the roots


left

of a polynomial with respect to the right half and the

half of the s-plane.


is

transfer function of a unity feedback control system

given as

G(S)
It is

= s(l+7s)
lie

desired that
left

all

the roots of the system's characteristic equation

in the

region to the

of the line s

= a.

This will assure not only that a stable

is obtained, but also that the system has a minimum amount of damping. Extend the Routh-Hurwitz criterion to this case, and determine the values of K and T required so that there are no roots to the right of the line s = a.

system

7.4.

The loop

transfer function of a feedback control system

is

given by

^^- s(i+

1)

rsxi

h2s)

The parameters K and Tmay be represented in a plane with K as the horizontal axis and T as the vertical axis. Determine the region in which the closed-loop
system
7.5.
is

stable.

The open-loop

transfer function of a unity feedback control system

is

given by

GM =
y '

K{s
s 3 {s

+ 5X* + 40) + 200)(s + 1000)

370

/ Stability of Control

Systems

Chap. 7

Discuss the stability of the closed-loop system as a function of K. Determine


the values of

K that will cause sustained oscillations


is

in the closed-loop system.

What
7.6.

are the frequencies of oscillations ?

A controlled process

represented by the following state equations

x2
The
control
is

= Xi 3X2 = 5X\ + u

obtained from state feedback such that


"

= ^1*1 + glXl

and gz are real constants. Determine the region in the gz versus ^i t plane in which the overall system is stable.
where g
7.7.

Given a

linear time-invariant system that

is

described by the following state

equations
(t)

= Ax(?) + B(?)
(T
1

where
1

-o

A=
.0

B =
_1
state feedback so that

-3

-2

The closed-loop system

is

implemented by
u(t)

where

G is the feedback matrix,


is

= -Gx(t) G = [gi gz

gi\ with

g u g 2 and g 3 equal
,

to

real constants.

Determine the constraints on the elements of


asymptotically stable.

so that the

overall system
7.8.

Given the system i

= Ax +
1

B, where

on

A=
Consider that state feedback state feedback?
7.9.

-2
3_

B =

_1
Is the

may

be implemented.

system stabilizable by

functions, sketch the Nyquist diagrams that correspond to the entire Nyquist path. In each case check the values of N, P, and with respect to the origin in the Gfl-plane. Determine the values of N, P, and Z with respect to the 1 point, and determine if the closed-loop system is stable. Specify in which case it is necessary to sketch only the Nyquist plot for Co = to oo (section 1) on the Nyquist path to investigate the stability of the

For the following loop gain

closed-loop system.
(a)

G(s)H(s)

= s{l = j2(1 j(1

+ Q J)(1 + Q2s) +
+
Q
5(

(b) G(s)H(s)

25s){l

( \ <CJ

r<\n<\ U(S)H(S)

100(1
]i)(1

+ Q5s) + s)
0.25s)

+ a5j)(1 + Q8s)

(d) G(s)H(s)

= 5(1 + oa7 5 )(
1

Chap. 7

Problems

371

(e)

G(s)H(s)
G(s)H(s)

=
j(1

10

+ 02s)(s -

1)

(f)

ffi+ffi
of the systems.

7.10.

Sketch Nyquist diagrams for the following loop transfer functions. Sketch only the portion that is necessary to determine the stability of the closed-loop system.

Determine the
(a)

stability

G(s)H(s)

= =

100
s(s 2

+2s +
50

2)0
4)

1)

(b) G(s)H(s)

s(s
(c)

+
s

2)(s 2

G(s)H(s)
1

- 0.2s

7.11.

Figure P7-1 1 shows the entire Nyquist plots of the loop gains G(s)H(s) of some feedback control systems. It is known that in each case, the zeros of G(s)H(s)
/

Im

oo cj

-0

= +

Arrows on diagram
correspond to defined sense of the Nyquist
path

"".^

G//-plane

j-- Re

372

Stability of Control

Systems

Chap. 7

co

= -

+
.

"""

/Im ~~ " ^^

/
(

W *Ju
(-1./0)

X /
/?-*

(///-plane

\
|

= -=

/**'

Re
=+
1

co

/
'

CO= +

(c)

Figure P7-11 (Cont.).

are

all

located in the

left

half of the s-plane; that

is,

Z=

with respect to the


in

origin in the GH-plane.

Determine the number of poles of G(s)H(s) that are


is

the right half of the s-plane. State the stability of the open-loop systems. State

whether the closed-loop system

stable ;

if

not, give the

number of roots of the


is

characteristic equation that are in the right half of the s-plane.


7.12.

The

characteristic equation of a feedback control system


s
3

given by

5Ks

+ (2K +

3)s

10

Apply the Nyquist criterion to determine the values of K for a stable closedloop system. Check the answer by means of the Routh-Hurwitz criterion.
7.13.

The Nyquist

criterion

was

originally devised to investigate the absolute stability

sketching the Nyquist plot of G(s)H(s) that corresponds to the Nyquist path, it is possible to tell whether the system's characteristic equation has roots in the right half of the i-plane. (a) Define a new Nyquist path in the j-plane that may be used to ensure that all the complex roots of the characteristic equation have damping ratios

of a closed-loop system.

By

greater than a value i(b) Define


all

a new Nyquist path


than a t
.

in the .y-plane that

may
left

be used to ensure that

the characteristic equation roots are in the

half of the i-plane with

real parts greater

7.14.

The block diagram of a feedback control system is shown


(a)

in Fig. P7-14.

Determine the values of a so that the system

is

stable.

R(s)

*- as)

Figure P7-14.

Chap. 7

Problems

373

(b)

Determine the values of a so that the eigenvalues of the system


left

all lie

to the

of the Re(s)

line in the s-plane.


is

7.15.

The block diagram of a multivariate control system

shown

in Fig. P7-15.

*,(*)

*-C.

(s)

R 2 (s)

*~C 2 (s)

Figure P7-15

The

transfer function G(s)

is

given by

K
(j

IX*

2)

and
(a)

K is

a positive constant. Determine the range of

K so

that the system

is

asymptotically stable.

(b)

Use the Routh-Hurwitz criterion. Use the Nyquist criterion.

7.16.

Figure P7-1 6 shows the block diagram of a control system in which the amplifier

u
Amplifier
G(s)

Amplifier
characteristic

G(s)s(l

+0.1

,s)(l

+0.2s)

Figure P7-16.

374

Stability of Control

Systems

Chap. 7

has a nonlinear saturation characteristic. Determine the

maximum

value of

such that the overall system


7.17.

will

be absolutely

stable.

Figure P7-17 shows a control system that has a synchro control transformer as an error transducer. The output of the synchro is proportional to the sine of the
input shaft position. Assuming that the synchro operation
is

limited

to

n/1

<9 < nil, the input-output characteristic of the device may be repree

sented by the sine wave

shown

in Fig. P7-17.

Determine the limiting value of

K so

that the system

is

absolutely stable.

Y% J

Synchro
control

u
G(s)

transformer

G(s) =
s(\

K
+0.5s)(l +.s)

Synchro
10
characteristic

Figure P7-17.

8
Root Locus Techniques

8.1

Introduction

In the design of control systems

it is

often necessary to investigate the perfor-

mance of a system when one or more parameters of


dynamic behavior of
systems theory
teristic
is

the system varies over

a given range. Since the characteristic equation plays an important role in the
linear systems,

an important problem

in linear control

the investigation of the trajectories of the roots of the charac-

varies. In fact, the

when a certain system parameter examples of Chapter 6 already have illustrated the importance of the root loci in the study of linear control systems. The root locus technique is not confined to the inclusive study of control
equation, or simply, the root loci,

systems.

The equation under

investigation does not necessarily have to be the

characteristic equation of a linear system.


assist in the

The technique can

also be used to

determination of roots of high-order algebraic equations.

In general, the root locus problem for one variable parameter can be defined by referring to equations of the following form
F(s)

s"

ai s"->

+...

a n _ lS

an

where
cients

K is

the parameter considered to vary between


a,

oo

and

oo.

The

coeffi-

b m are assumed to be fixed. These coefficients can be real or complex, although our main interest here is in real coefficients.

!,...,

x ,

...

bm _

t ,

The root

locus problem of multiple-variable parameters will also be considered

in this chapter.

Although the

loci

of the roots of Eq. (8-1)

when

K varies between

-co and
375

376

Root Locus Techniques

Chap. 8

oo are generally referred to as the root loci in control system literature, the follow-

ing categories are defined


1.

Root

loci: the
is,

portion of the root loci

when

A'

assumes positive

values; that
2.

< K<

oo.

Complementary root

loci: the
is,

portion of the root loci

when

assumes negative values; that


3.

oo <

K<

0.

Root contours:

loci of roots

when more than one parameter

varies.

The complete

root loci refers to the combination of the root loci


loci.

and the

complementary root

8.2

Basic Conditions of the Root Loci Since our main interest


transfer function
is

in control systems, let us consider that Eq. (8-1)

is

the characteristic equation of a linear control system that has the closed-loop

C(s) ~~ R(s)

_
1

G(s) G(s)H(s)

,
v

2>

The

characteristic equation is obtained


left side

G(s)H{s) to zero. In other words, the


the numerator of
also satisfy
1 1

by setting the numerator of 1 + of Eq. (8-1) should correspond to

G(s)H(s). Or, the roots of the characteristic equation must

G(s)H(s)

(8-3)

The reader should have a special understanding of the relationship between G(s)H(s) = 0, and the function the characteristic equation, the equation 1 these relationships are very simple to understand, one can G(s)H(s). Although

easily overlook these

important concepts when deeply entangled in the

intri-

cacies of the construction of the root loci.


If

we

divide both sides of Eq. (8-1) by the terms that

do not contain K, we

get
,

K(s m
s-

+ 6, J""' + ... + b m . s + b m = + ,*- + ... + _,* + a.


i

(S

'

Comparing Eqs.
lished
:

(8-3)

and

(8-4)

we

see that the following relation

can be estab-

G(s)H(s)

+ bm + w w = K(s + b^+...+ a_i5 ++a bJ +


- lS

s"

aiS"

where G(s)H(s) is known as the loop transfer function of the control system. Since we have mentioned that the root locus technique is not limited to control systems, in general, given Eq. (8-1), we can regard G(s)H(s) of Eq. (8-5) as the loop transfer function of an equivalent control system. The control system
is

equivalent in the sense that

it

has Eq. (8-1) as

its

characteristic equation.

Later

we

shall discover that the step in obtaining Eq. (8-4)

from Eq.

(8-1) is a

very useful one in

many

other analysis and design situations. For lack of a better

Sec. 8.2

Basic Conditions of the Root Loci

377

name, we

shall refer to the

procedure of dividing both sides of the characteristic

equation by the terms that do not contain

K as

the Golden Rule.

We

can

now

define the complete root loci as the loci of the points in the

s-plane that satisfy Eq. (8-3) as

is

varied between

Now we
satisfied.

are ready to establish

and oo the conditions under which Eq.

oo

(8-3) is

Let us express G(s)H(s) as

G(s)H(s)

= KG^H^s)

(8-6)

where

G^H^s) no longer contains the variable parameter A'. Then Eq. (8-3) is

written

G^H^s)^-^
To
satisfy this equation, the following conditions

(8-7)

must be met simultaneously

(?,(*)#,(*)

= pL
l)w

-co

<

tf

<

oo

(8-8)

/G,(j)ff,(j)

= (2k + /GiWH^s) = 2kn


.

K>

(8-9)

K<0
and then
the values

(8-10)

where k

0,

1, 2,

(all integers).

In practice, the complete root loci are constructed by finding all points in
the s-plane that satisfy Eqs. (8-9)
loci are

and

(8-10),

of

K along

the

determined using Eq.

(8-8).
is

The construction of the root loci some of the rules of construction are

basically a graphical problem, although

arrived at analytically.
is

The
(8-5)

starting point

of the graphical construction of the root loci


written*

based on knowledge of the poles

and zeros of the function G(s)H(s). In other words, Eq.

must

first

be

G(*\H(*\

W W-K + ~ (s+
(s

J + z ") + z *) Xs+p )...(s+ Pn Pl = KG^H^s)

Z 'X J

(8-11)

where the poles and zeros of G(s)H(s) are real or complex-conjugate numbers. Using Eq. (8-11), the conditions stated in Eqs. (8-8), (8-9), and (8-10)

become
m

\G (s)H {s)\=i
l 1

= rlT
I*

-co<tf<co

(8-12)

and

/GMH^s) =

'=i

H +z
ls

-^ ls+
j=i

Pj
(8-13)

= We shall
first

(2k

+
is

l)7i

<K<
.

oo

consider that G(s)H(s)

a rational function of

s.

For systems with time

delays, G(s)H(s) will contain exponential terms such as e~ Ts

378

Root Locus Techniques

Chap. 8

/G^HM = 2 + - S
/s
z,

/s

i=i

j-

(8-14)

=
for
A:

2kn

-oo<K<0
and
(8-14)

It

0, 1, 2, was mentioned

earlier that Eqs. (8-13)

may

be used for the a point

construction of the complete root loci in the s-plane. In other words, Eq. (8-13)
implies that for any positive value of AT, a point
(e.g., Si) in

the s-plane

is

on the root loci if the difference between the sums of the angles of the vectors drawn from the zeros and the poles of G(s)H(s) to s, is an odd multiple of 180. Similarly, for negative values of A", Eq. (8-14) shows that any point on the complementary root loci must satisfy the condition that the difference between the sums of the angles of the vectors drawn from the zeros and the poles to
the point
is

an even multiple of 180, or


us consider

0.

To
root

illustrate the

use of Eqs. (8-13) and (8-14) for the construction of the

loci, let

G(s)H(s)

=
s(s

K(s + z ) + PiKs + Pi)


t

(8-15)

The locations of the poles and the zero of G(s)H(s) are arbitrarily assumed, as shown in Fig. 8rl. Next, we select an arbitrary point, s in the .y-plane and draw vectors directing from the poles and the zero of G(s)H(s) to the point j,. If j,
t ,

s-plane

Fig. 8-1. Pole-zero configuration of G(s)H(s)

[K(s

zi)]/[s(s

U+p

+ p 2)

3 )].

Sec. 8.2

Basic Conditions of the Root Loci /

379

is

indeed a point on the root loci (0


1

<K<

oo)
it

represent the loci of zeros of

G(s)H(s)],

[remember that the root loci must satisfy the following two

conditions simultaneously: from Eq. (8-12),

.\_?j_IiL |jllkl+/2ll*l+/j|

L
l*|
1)tt
fc

(8-16)

and from Eq.


ISj
t

(8-13),
2 )

+ z - (/?, + /*, + p + M + Pz = (2fc +


Similarly, if s t
is

0,

1,2,...
(8-17)

to be a point

on the complementary root


is,

loci

( oo

<K

<

0), it

must

satisfy

Eq. (8-14); that


zi

/j

(/i.

M+

J?2

/Ji

+
,

;>, )

= Ikn

(8-18)

for&

= 0, 1, 2, As shown in Fig.
become
tl

8-1, the angles

ri ,

0,,,

d P2 and

0,,,

are the angles of the

vectors measured with the positive real axis as zero reference. Equations (8-17)

and

(8-18)

(0 Pl

+e +d
p!

P3 )

= =

(2k

l)n

0<K<oo

(8-19)

and
0.i

~ (K +

d pi )

2kn

-co<K<0
is

(8-20)

respectively.
If s t is found to satisfy either Eq. (8-19) or Eq. (8-20), Eq. (8-16) determine the value of AT at the point. Rewriting Eq. (8-16), we have

used to

|ff

kilbi
\

+ Pi\\s, + p s + z
i i
I

(8

_ 21

where the factor


the point s^
If,

^x

zx

is

the length of the vector

drawn from the zero

z to

as in Fig. 8-1, the vector lengths are represented by A, B, C, and

D, Eq. (8-21) becomes


\K\

= B^-

(8-22)

complementary root
following two steps

depends on whether Sx is on the root loci or the Consequently, given the pole-zero configuration of G(s)H(s), the construction of the complete root locus diagram involves the
sign of K, of course,
loci.

The

1.

search for

all

the

*,

points in the j-plane that satisfy Eqs. (8-9)


loci

2.

and (8-10). The determination of the values of K at points on the root the complementary root loci by use of Eq. (8-8).

and

From

the basic principles of the root locus plot discussed thus far,
all

it

may

seem that the search for

the s x points in the s-plane that satisfy Eqs. (8-9)

380

Root Locus Techniques

Chap. 8

and

(8-10)

is

a very tedious task. However, aided with the properties of the root
are going to assemble in the next section, the actual sketching of

loci that

we

the root locus diagram in

most cases

is

not so formidably complex. Normally,

with some experience on the part of the analyst, the root loci can be sketched by
following through the "rules" of construction.
since the Spirule

special graphical aid, called

the Spirule, can also be used to help plot the root locus diagram. However,
is

simply a device that assists in adding and subtracting angles


it

of vectors quickly, according to Eq. (8-13) or Eq. (8-14),


only
if

can be used

effectively
set

we

already

know
x

the general proximity of the roots. Indeed,


loci,

when we

out to find a point s on the root

we must first have some

general knowledge

we select a trial point and test it in Eqs. (8-13) not close to any point on the root loci, the search procedure can be frustrating, even with the aid of a Spirule. " Digital and analog computer programs 32 34 can be prepared for the plotting
of the location of this point; then
(8-14). If the trial point is

and

of the root locus diagram. Analytical procedures 26


for obtaining the root loci. In fact, a

have also been developed computer or the analytical method must

~ 29

be used

if the poles and zeros of G(s)H(s) are not known a priori. The material presented in this chapter will emphasize the principle of construction of the root loci, since one must obtain a thorough understanding of

the basic principles

before

any engineering implementation or numerical

methods can be applied

successfully.

8.3

Construction of the Complete Root Loci

The following

rules of construction are developed


1

from the

relation between

the poles and zeros of G(s)H(s) and the zeros of

+ G(s)H(s). These rules should

be regarded only as an aid to the construction of the root loci and the complementary root loci, as they do not give the exact plots.

K=

Points

Theorem
ofG(s)H(s).
Proof:

8-1.

The

K=

points on the complete root loci are at the poles

From

Eq. (8-12),
m

GMH^s) =
I

^
J=i

= r^

(8-23)

As
s

approaches zero, the value of Eq. (8-23) approaches infinity, and,

correspondingly, s approaches the poles of

G^H^s)

or of G(s)H(s); that
the sign of

is,

approaches

(j =

1, 2,

n). It is

apparent that this property applies


loci, since

to both the root loci

and the complementary root

K has

no bearing

in Eq. (8-23).

Sec. 8.3

Construction of the Complete Root Loci

381

Example

8-1

Consider the following equation


s(s

2)(j

3)

K(s

1)

(8-24)

When K =
(8-24)

0,

the three roots of the equation are at s

three points are also the poles of the function

by the terms that do not contain

AT (the

= 0, j = 2, and s = 3. These G(s)H (s) if we divide both sides of Eq. Golden Rule) and establish the relationK(s

ship
1

G(s)H(s)

+
1)

1)

s(s

2)C$

+
3)

=
3)

(8-25)

Thus
G(s)H(s)
s(s

K(s

2)(j

(8-26)

The

three

points

on the complete root

loci are as

shown

in Fig. 8-2.

.s-plane

;cj

K=

K=Q

K=

Fig. 8-2. Points at


(s

which

K=

on the complete root

loci

of s(s

3)

K(s

1)

2)

0.

K = oo

Points
8-2.

Theorem

The

K = oo

points on the complete root loci are at the

zeros of G{s)H(s).

Proof: Referring again to Eq. (8-23), as K approaches co, the equation approaches zero. This corresponds to i approaching the zeros of G{s)H{s); or "> ^ * {i= s approaching z t '' 1,2, ...,m).
'

Example

8-2

Consider again the equation


s(s

+ 2)(s + 3) + K(s + 1) = (8-27) It apparent that when K is very large, the equation can be approximated by K(s+l) = (8-28) which has the root s = -1. Notice that this is also the zero of G(s)H(s) in Eq. (8-26). Therefore, Fig. 8-3 shows the point j = 1 at which K = oo. However, G(s)H(s) in
is

this case also

has two other zeros located at

infinity,

because for a rational function,

382

Root Locus Techniques

Chap. 8

s-plane

/to

A>

-2
other K = points at infinity

Two

Fig. 8-3. Points at


(.s

which

K=

<*>

on the complete root

loci

of s(s

2)

3)

K(s

1)

0.

the total
co,

number of poles and zeros must be equal

if

the poles

and zeros

at infinity are
1

included. Therefore, for the equation in Eq. (8-27), the

K = co points are at j =

and

co.

Number of Branches on

the Complete Root Loci

values between
loci

A branch of the complete root loci is the locus of one root when K takes on oo and oo. Since the number of branches of the complete root
must equal the number of roots of the equation, the following theorem

results

Theorem

8-3.

the greater of n

The number of branches of the root and m.

loci

of Eq. (8-1)

is

equal to

Example

8-3

The number of branches on


sis

the complete root loci of


(8-29)
is

is

three, since

must have three

roots,

and and therefore three root

+ 2)(s + 3) + Kis + 1) = m = 1. Or, since the equation


loci.

of the third order in

s, it

Symmetry of the Complete Root Loci


Theorem 8-4. The complete root loci are symmetrical with respect to the real axis of the s-plane. In general, the complete root loci are symmetrical with respect to the axes of symmetry of the poles and zeros ofG(s)H(s).
Proof:

cients in Eq. (8-1), the roots

The proof of the first statement is self-evident, since, for real coeffimust be real or in complex-conjugate pairs.

The reasoning behind the second statement is also simple, since if the poles and zeros of G(s)H(s) are symmetrical to an axis other than the real axis in the j-plane, we can regard this axis of symmetry as if it were the real axis of a new complex plane obtained through a linear transformation.

Sec. 8.3

Construction of the Complete Root Loci

383

Example

8-4

Let us consider the equation


s(s

1)(*

2)

+K=

(8-30)

Dividing both sides of the equation by the terms that do not contain G(s)H(s)

K leads

to
(8-31)

=
s(s

K
+
l)(.s

2)

The complete root

loci

of Eq. (8-30) are sketched as

shown

in Fig. 8-4.

Notice that
loci are

since the poles of G(s)H(s) are symmetrical with respect to the s


to being always symmetrical with respect to the real symmetrical to the j = 1 axis and the real axis.
axis), the

axis (in addition

complete root

.s-plane

K<0

< +-

1-1

)!

I
/

/ K<0

A
Fig. 8-4.

Axis of

symmetry

Root

loci of s(s

l)(s

2)

+K=

0,

showing the properties

of symmetry.

Example

8-5

When

the pole-zero configuration of G(s)H(s)

is

symmetrical with

respect to a point in the j-plane, the complete root loci will also be symmetrical to that point. This is illustrated by the root locus plot of
s(s

2)(.s

+ +/X* +
1

~j)

+K=

(8-32)

as

shown

in Fig. 8-5.

384

Root Locus Techniques

Chap. 8

s-plane

Fig. 8-5.

Root

loci of s(s

2)(s

+y")0

-y)

A: == 0,

showing

the properties of symmetry.

Asymptotes of the Complete Root Loci (Behavior of Root Loci at s

co)

The

properties of the complete root loci near infinity in the j-plane are

important, since
the j-plane.

when n^tn, 2\n

m\ of the

loci will

approach

infinity in

Theorem 8-5. For large values ofs, the root loci for straight lines or asymptotes with angles given by
ek
.

K>0 are asymptotic to


(8-33)

= (?KDz n m K<
n
1.

m\ 1* and n and m are defined in Eq. (8-1). ,\n where k = 0, 1, 2, 0, the angles of the asymptotes are For the complementary root loci,
.
.

9,

2kn

m
=

(8-34)

where k

0, 1, 2,

,\n

m\

According
|

to the defining equations of the root loci,

0,

since there are only \n

m\ asymptotes

for each type of root loci,

1, 2, we need

However,
to assign only

values to k.

Sec. 8.3

Construction of the Complete Root Loci

385

Equations (8-33) and (8-34) imply that the asymptotes of the complementary root loci are linear extensions of the asymptotes of the root loci, and vice versa. When the asymptotes of one type of root loci are determined, those of the other type are found without further calculation.
Proof:

Let us divide both sides of Eq. (8-1) by


s^

b.s"-

...

bm .

bm

We

then have
S"

j"

... + a-iJ + a. + !?" = + 6,5' + ... + b m ^s + b n + K

(8-35)

Carrying out the fraction of the left side of Eq. (8-35) by the process of long division, and for large s neglecting all but the first two terms, we have
s"-

+
1

(a l

- b )s n m
l

^ -K = (-*)"<is

(8-36)

or

a
'

'

(8-37)

The

factor

[1

(a,

-b
1

)/sy /l

"- m>

in Eq. (8-37)

expanded by binomial expan-

sion,

and Eq.

(8-37)

becomes

+ (

m)s

t"vl/(n-m) = (-*)

(8-38)

Again,

if

only the

first

two terms

in the last series are retained,

we

get

'

Now

let s

+ jco,
ai

and, using DeMoivre's algebraic theorem, Eq. (8-39)

is

written

o +jco
for

bi m
and

cos

(2k
n

+ l)n m +
cos

sin

(2k n

+ \)n m
2kn m -^ n

(8-40)

<K<
-oo

oo,

1/( "~ m)
I

2kn
n

sm

(8-41)

for

<

A:<0, and&
real

Equating the
for

0< K<

= 0, 1, 2, and imaginary parts of both +


J

sides of Eq. (8-40),

we

have,

oo,

a
and

^i

~ Ki/<-m) cos-(2k +
,

\)n

(8-42)

<a^*'
Solving for AT I/( "- m) from Eq. (8-43),

/(

-->sin

(2 *

m
t

+1) *

(8-43)

we have o

b m 2k+\ n cos 2k + sin n n m n m


a>

a n

(8-44)

386

Root Locus Techniques

Chap. 8

or
CO

~ tan

2k
n

ZUZi) + V* m (g + n m I \
line in the j-plane,

(8-45)

Equation (8-45) represents a straight


the

and the equation

is

of

form
co

= M{a - a
we have

(8-46)

where

M represents the slope of the


o
axis.

straight line or the asymptote,

and a

is

the intersect with the

From

Eqs. (8-45) and (8-46)

M = tan?^iirc n m
0, 1, 2,
. .
.

(8-47)

\n

m\

1,

and
a, M

b,

m
Note that these properties of the asymptotes are
only.
Similarly,

(8-48)

for the root loci (0

< K < oo)

from Eq.

(8-41)

we can show

that for the complementary root

loci(-oo

< K<G),

M = tan -^n m
k

(8-49)
as in

0, 1, 2,

\n

m\

1,

and the same expression

Eq. (8-48)

is

obtained for

Therefore, the angular relations for the asymptotes, given by

Eqs. (8-33) and (8-34), have been proved. This proof also provided a byproduct, which is the intersect of the asymptotes with the real axis of the
j-plane,

and therefore

resulted in the following theorem.

Intersection of the Asymptotes (Centroid)

m\ asymptotes of the Theorem 8-6. (a) The intersection of the 2\n plete root loci lies on the real axis of the s-plane. (b) The intersection of the asymptotes is given by

com-

~
where a u b u
Proof:
n,

fc
'

-g m

'

(8-50)

and

are defined in Eq. (8-1).


(a) is straightforward, since
it

The proof of

has been established

that the complete root loci are symmetrical to the real axis. The proof of (b) is a consequence of Eq. (8-48). Furthermore, a function G(s)H(s) as in Eq. (8-5), Eq. (8-50) may be written as
b_

if

we

define

xZL a A

_ finite poles of G(s)H(s) - finite zeros of G(s)H(s) ~ number of finite poles of G(s)H(s) number of finite zeros of G(s)H(s)

(8

' 51

Sec. 8.3

Construction of the Complete Root Loci / 387

since

from the law of algebra,

a,

= = b =
t

sum of the sum of the

roots of s"
finite

+
+

a,s"' x

+
l

+
.

a_,s

a.

=
(8-52)

poles of G(s)H(s)
b,s m
~

sum

of the roots of s m
finite

b^^s

bm

=
(8-53)

sum of the

zeros of G(s)H(s)

Since the poles and zeros are either real or complex-conjugate pairs, the imagi-

nary parts always cancel each other. Thus in Eq. (8-51) the terms in the summations

may

be replaced by the real parts of the poles and zeros of G(s)H(s),


valid for the root loci as well as the

respectively.
It

should be noted that Eq. (8-51)


loci.

is

complementary root
Example
8-6

Consider the equation


s(s

4)(s 2

2s

2)

K(s

1)

(8-54)

This equation corresponds to the characteristic equation of a feedback control system

with the loop transfer function

<*'>*
The pole-zero

+
is

w VL
shown

+ 2)
From

<8

55 >

configuration of G(s)H(s)

in Fig. 8-6.

the six theorems

on the construction of the complete root loci described so far, the following information concerning the root loci and the complementary root loci of Eq. (8-54) is obtained
1

K=

The
:

K=
=
0, s

points

on the complete root

loci are at the poles

of

2.

= -4, s = -1 +j\, and s = -1 -yl. K = co The K = co points on the complete root loci are at the zeros of G(s)H(s): s = 1, s = co, j = co, and s =
G(s)H(s): s
<x>.

3.

4.
5.

of the fourth order, there are four complete root loci. The complete root loci are symmetrical to the real axis. For large values of s, the root loci are asymptotic to straight lines with angles measured from the real axis Root loci {K 0), Eq. (8-33)
is
:

Since Eq. (8-54)

>

k
k

= = =
l

^
3

60

d,=~ =
92
900 =^- =

180

20O

The angles of byEq. (8-34):

the asymptotes of the complementary root loci are given

A:

=0
=
=
1

=^ = o
120

6^^ = =^ =
2

24O

388

Root Locus Techniques

Chap. 8

s-plane

Asymptotes of complementary root

\
loci

\
Fig. 8-6.

Asymptotes of the complete root


1)

loci of s(s

4)0 2

-r

Is

2)

K(s

0.

The asymptotes of the complementary root loci may be obtained by extending the asymptotes of the root
6. loci.

The
<r,

six

asymptotes of the complete root


of G(s)H Q)

loci intersect at

= S finite poles

S finite zeros

of G(s)H(s)
(8-56)

- (o-4-i

+yi -l -yi)-(-i)

4-1

_ _a
3

The asymptotes are sketched

as

shown

in Fig. 8-6.

Example

8-7

are

The asymptotes of the complete root loci for several shown in Fig. 8-7.

different equations

Root Loci on the Real Axis


be found in the section only if the total number of real poles and zeros of G(s)H(s) to the right of the section is odd. (b) Complementary root loci: On a given section of the real axis, complementary root loci (K 0) may be found in the section only if the total number of real poles and zeros of G(s)H(s) to the right of the section is even. Alternatively,
0)

{K >

Theorem

8-7. (d)

Root

loci:

On a

given section of the real axis, root loci

may

<

Asymptotes of
/CO

s-plane

i-plane

Asymptote of
root locus

Asymptote of complementary root locus


'l

_~(Pi + P 2 +P3) ,
4

"l

="Pi/2

/|V
I

45

/
/

\
\
\ \
I

/
/
G(s)H(s) =
s(s

K
+p
x

G(s)H(s) =
)

s(s+p l )(s+p 2 )(s + p i )

s-plane

\
'

Asymptotes of complementary
\

/
'

/CO

/"

s-plane

root loci

^ Asymptotes of
root loci
'(Pi

Asymptotes of Asymptotes of complementary! root loci

/ /
/

root loci

\
i\

\
/

\ vX/\

\|
1
i

'

/\

/
\

45

+P2+P3)^*7V^

X
\

o,

-(pi+P2+p 3 )-(-^) ^n\ / N /


-.

r
45
c

/
/ /

\
\

/
/
/
\
I

G(s)H(s)=
s
2
l

K
(s+p )(s+p 2 )(s+ p 3 )
Fig. 8-7.

G(s)H(s)
i 2(i

-v ->

K(s + zi)

+p

)( J

+ p 2 )( s + p 3

Examples of the asymptotes of root

loci.

389

390

Root Locus Techniques

Chap. 8

we can state that complementary root loci will be found in sections on the real axis not occupied by the root loci. In all cases the complex poles and zeros ofG{s)H{s) do not affect the existence properties of the root loci on the real axis.
Proof:
1

The proof of

the theorem
t

is

based on the following observations:

At any point (e.g., s ) on the real axis, the angles of the vectors drawn from the complex-conjugate poles and zeros of G(s)H(s) add up to
be zero. Therefore, the only contribution to the angular relations in
Eqs. (8-13) and (8-14)
is from the real poles and zeros of G(s)H(s). and zeros of G(s)H(s) that lie to the right of the may contribute to Eqs. (8-13) and (8-14), since real poles

2.

Only the
point
St

real poles

3.

and zeros that lie to the left of the point contribute zero degrees. Each real pole of G(s)H(s) to the right of the point j, contributes 180 and each zero to the right of the point contributes 180 to Eqs. (8-13) and (8-14).
t

The last observation shows that for s to be a point on the root loci, there must be an odd number of poles and zeros of G(s)H(s) to the right of s u and for Si to be a point on the complementary root loci the total number of poles and
s-plane

Complementary
root loci

Root

loci

Fig. 8-8. Properties of root loci

on the

real axis.

Sec. 8.3

Construction of the Complete Root Loci

391

zeros of G(s)H(s) to the right of s t must be even.


trates the properties of the

complete
loci

root loci

The following example illuson the real axis of the s-plane.


shown in No-

Example

8-8

The complete root


Fig. 8-8 for

on the

real axis in the s-plane are

two

different pole-zero configuraions of G(s)H(s).

tice that the entire real axis is

occupied by either the root loci or the

complementary root

loci.

Angles of Departure (from Poles) and the Angles of Arrival (at Zeros) of the Complete Root Loci

The angle of departure


loci

{arrival)

of the complete root locus at a pole (zero)


(8-13).
it is

ofG(s)H(s) denotes the behavior of the root loci near that pole (zero). For the root

(K >

0) these angles

can be determined by use of Eq.

For

instance, in

the pole-zero configuration of G(s)H(s) given in Fig. 8-9,

desired to deter-

-<*><-

AT

Fig. 8-9.

Complete root

loci of s(s

3)0 2

2s

2)

+ K=

to illus-

trate the angles of departure or arrival.

392

Root Locus Techniques

Chap. 8

which the root locus leaves the pole at 1 +jl. Notice that is measured with respect to the real axis. Let us assume that s is a point on the root locus leaving the pole at 1 + j 1 and is very near the pole. Then s must satisfy Eq. (8-13). Thus

mine the angle

at

the

unknown
l

angle 9 2

/GjsjHjSj)
Since s,
is

-(0,

62

very close to the pole at

+ + + j\,
3

0)

(2k

1)180

(8-57)

the angles of the vectors


Fig. 8-9,

from the other three poles are determined from


-(135

and Eq. (8-57)


1)180
is

drawn becomes
(8-58)

92

90

26.6)

(2k

We can

simply set k equal to zero, since the same result

obtained for

all

other values. Therefore,

92

-431.6
of G(s)H(s)
determined,

which

is

the

same

as 71.6.
is

When the angle of the root locus at a pole or zero


the angle of the complementary root loci at the

same point

differs

from

this

angle by 180, since Eq. (8-14) must


Intersection of the

now

be used.

Root Loci with the Imaginary Axis

The points where the complete root loci intersect the imaginary axis of the and the corresponding values of K, may be determined by means of the Routh-Hurwitz criterion. For complex situations with multiple intersections, the critical values of K and co may be more easily determined approximately from the Bode diagram.
s-plane,

Example

8-9

The complete root


s(s

loci

of the equation
2)

3)(s 2

+2s +

+K=

(8-59)

The root loci intersect the /(W-axis at two conjugate points. Applying the Routh-Hurwitz criterion to Eq. (8-59), we have, by solving the auxiliary equation, Kc = 8.16 and co c = 1.095 rad/sec.
are
in Fig. 8-9.

drawn

Breakaway Points (Saddle Points) on the Complete Root Loci Breakaway points or saddle points on the root loci of an equation correspond to multiple-order roots of the equation. Figure 8- 10(a) illustrates a case in which two branches of the root loci meet at the breakaway point on the real axis and then depart from the axis in opposite directions. In this case the breakaway point represents a double root of the equation to which the root loci belong. Figure 8- 10(b) shows another common situation where a breakaway
point

may

occur.

In general a breakaway point


8-11 illustrates a situation
root.

may involve more than two root loci. Figure where the breakaway point represents a fourth-order

A root locus diagram can, of course, have more than one breakaway point. Moreover, the breakaway points need not always be on the real axis. However, because of the conjugate symmetry of the root loci, the breakaway points must either be real or in complex-conjugate pairs.

Sec. 8.3

Construction of the Complete Root Loci

393

s-plane

s-plane

K=Q
K
point

<

e
Breakaway
point

Breakaway

(a)

(b)

Fig. 8-10.

Examples of breakaway points on the

real axis in the s-plane.

/'co

s-plane

Fig. 8-11. Fourth-order

breakaway point.

in Fig. 8-10(a)

Because of the symmetry of the root loci, it is easy to see that the root loci and (b) break away at 180 apart, whereas in Fig. 8-11 the four < oo) root loci depart with angles 90 apart. In general, if n root loci ( oo <

approach or leave a breakaway point, they must be 180/ degrees apart.

394

Root Locus Techniques

Chap. 8

Several graphical and analytical methods are available for the determination

of the location of the breakaway points. be the most general are presented below.

Two

analytical

methods that seem to

Method

1.

KG

Theorem 8-8. The breakaway points on the complete root (s)H (s) = must satisfy
x

loci

of 1

dG^sJH^s)
Proof:

(86Q)

Let Eq. (8-1) be written


Q(s)

KP(s)

(8-61)

Then Eq.

(8-5)

may

be written

GW" =
(5)

w
AK, Eq.
(8-61)

* (8 62)

If

we

consider that A"

is

varied by an increment

becomes
(8-63)

Q(s)

(K +AK)P(s)

=
we have

Dividing both sides of Eq. (8-63) by Q(s)

KP(s),

which can be written


1

AKF(s)

=
S)

(8-65)

where
F(S)
Since the denominator of F(s) a breakaway point of n
is

Q(s)+ KP(s)
same

(*-<>V

the

as the left-hand side of Eq. (8-61), at


s t of Eq. (8-61),

points very close to an wth-order root s


loci,

which corresponds to

F(s) can be approximated by

where

=
t

(F*i? = (0r

<

8 - 67 >

is

a constant.

Substituting Eq. (8-67) into Eq. (8-65) gives

1+^ =
from which we obtain
Taking the have
limit

(8-68)

on both

sides

of the

last

equation as

AK approaches

zero,

we

lim
Ajc-o

* =
As

^=
as
it is

(8-70) v /

We have shown that at a breakaway point on the root loci, dKjds is zero.*
*The quantity (dsjs)l(dKIK)
is

defined as the root sensitivity 44 " 6 of an equation with

respect to incremental variation of the parameter K. In this case

proved that

at the break-

away

points of the root loci, the roots have infinite sensitivity.

Sec. 8.3

Construction of the Complete Root Loci

395

Now,
or

since the roots of Eq. (8-61)


1

must

also satisfy
(8-71)

+ KG^H^s) =

it is

simple to see that dK/ds

is

equivalent to

ds
It is important to point out that the condition for the breakaway point given by Eq. (8-73) is necessary but not sufficient. In other words, all breakaway points must satisfy Eq. (8-73), but not all solutions of Eq. (8-73) are breakaway points. To be a breakaway point, the solution of Eq. (8-73) must also satisfy Eq. (8-71);

or,

Eq. (8-73) must be a factor ofEq. (8-71) for some real K. In general, the following conclusions can be made with regard to the solu-

tions of Eq. (8-73):


1.

All real solutions of Eq. (8-73) are breakaway points on the root
loci

( oo

<K<
if

oo), since the entire real axis


loci.

of the s-plane
are

is

occupied by the complete root


2.

The complex-conjugate
points only

solutions

of Eq.

(8-73)

breakaway

they also satisfy Eq. (8-1). This uncertainty does not

cause difficulty in the effective use of Eq. (8-73), since the other properties of the root loci are usually sufficient to provide information

on the general proximity of the breakaway


trial

points. This infor-

mation may also be helpful

in solving for the roots of a high-order

equation, as a result of Eq. (8-60), by

and

error.

The following examples are devised

to illustrate the application of Eq.


loci.

(8-60) for the determination of breakaway points on the root

Example 8-10

Consider that
equation

it is

desired to sketch the root loci of the second-order

s(s

2)

K(s

4)

(8-74)

Based on some of the theorems on root loci, the root loci of Eq. (8-74) are easily shown in Fig. 8-12. It can be proven that the complex part of the loci is described by a circle. The two breakaway points are all on the real axis, one between and 2 and the other between 4 and -co.
sketched, as

When we divide both sides


the identity

of Eq. (8-74) by

s(s

2) (the

Golden Rule), we obtain


(8-75)

C,(5)ff,(5)

= g^ +
2(s

Therefore, from Eq. (8-60), the breakaway points must satisfy

dG&Wiis)
ds

= *fr +
s2

2)

s 2 (s

or

Ss

+ l)(s + 4) = + 2) =
2

(8-77)
loci are at s

Solving Eq. (8-77),

we

find that the

two breakaway points of the root

396

Root Locus Techniques

Chap. 8

s-plane

Fig. 8-12.

Root

loci

of s(s

2)

K(s

4)

0.

the root loci

1.172 and s = 6.828. (K > 0).


8-11

Note also

that the

breakaway points happen to occur

all

on

Example

Consider the equation


s2

2s

+ K(s +
K(s
s2

2)

=
(8-78)

(8-78)

The equivalent G(s)H(s) is obtained by dividing both sides of Eq.


G(s)H(s)

by s

2s

2,

2)

+2s +

(8-79)

Based on the poles and zeros of G(s)H(s), the complete root loci of Eq. (8-78) shown in Fig. 8-13. The diagram shows that both the root loci and the complementary root loci possess a breakaway point. These breakaway points are determined from
are sketched as

<iWgi()
ds

...

d
ds s 2
s
2

(s

+
2s

2)

2
(8-80)
2)

+2s + 2-2(s + !)(.? + 2 2 (s +2s + 2)

Sec. 8.3

Construction of the Complete Root Loci

397

/CO

x-plane

Fig. 8-13.

Root

loci of s 2

2s

K(s

2)

0.

or
s2

4s

+ =

= =
is

(8-81)

Upon
and
loci,

solving Eq. (8-81), the breakaway points are found to be at j

0.586

3.414. Notice that in this case s

3.414

a breakaway point on the root


loci.

whereas s
8-12

0.586

is

a breakaway point on the complementary root

Example

Figure 8-14 shows the complete root loci of the equation


s(s

+ 4)(s 2 + 4s +

20)

+K= K =
20)

(8-82)

Dividing both sides of Eq. (8-82) by the terms that do not contain K,
1

we have
(8-83)

G(s)H(s)

s(s

4)(s 2

+4s +

Since the poles of G(s)H(s) are symmetrical about the axes a 2 and ca in the i-plane, the complete root loci of the equation are also symmetrical with respect to these two axes.

=
get

Taking the derivative of Gi(s)Hi(s) with respect

to

s,

we
2

ddJsW^s)
ds

=
+

4s 3
[s(s

+ 24s 2 + 12s + 80 _ + 4)(s +4s + 20)] ~ u


2

(8 " 84)

or
s3

6s 2

18s

20

(8-85)

398

Root Locus Techniques

Chap. 8

x-plane

Fig. 8-14.

Complete root

loci of s(s

4)0 2

4s

20)

+K

=--

0.

Because of the symmetry of the poles of G(s)H(s), one of the breakaway points is determined to be at s = 2. The other two breakaway points are found by solving Eq. (8-85) using this information; they are s = 2 +j2.45 and s = 2
easily

j2A5.

Example

8-13

In this example

we

shall

show

that the solutions of Eq. (8-60)


loci.

do not

necessarily represent

breakaway points on the root


equation

The complete root


s(s*

loci of the

2s

+ 2) + K =
loci

(8-86)

are

shown

in Fig. 8-15; neither the root loci in this case.

breakaway point

nor the complementary root However, writing Eq. (8-86) as


1

have any

+ KGMH^s) =

+ s(s 2 +

K
2s

+ 2)

(8-87)

Sec. 8.3

Construction of the Complete Root Loci

399

Fig. 8-15.

Complete root

loci

of s(s*

2s

2)

+K=

0.

and applying Eq.

(8-60),

we have
1

ds

ds s{s 2
3s 2

+25 +
2

=
2)

(8-88)

which gives

4s

(8-89)

The roots of Eq. (8-89) are s = -0.677 +./0.471 and* = -0.677 -yO.471. These two roots do not represent breakaway points on the root loci, since they do not satisfy Eq. (8-86) for any real values of K. Another way of stating this is that Eq. (8-89) is not a
factor of Eq. (8-86) for any real K.

Method
loci

2.

An

algorithm for finding the breakaway points on the root

was introduced by Remec. 17 The method is derived from the theory of equations, 11 and the proofs of its necessary and sufficient condioo)

( co

<K<

tions are given in the literature.

400

Root Locus Techniques

Chap. 8

The breakaway-point algorithm using a tabulation Routh tabulation for stability study is described below:
1.

that resembles the

Let the equation for which the root loci are desired be written as
F(s)

=A
.

s"

A,si ,

A n _ lS

-+

Am

(8-90)

2.

A n _ A are constant coefficients and the variable where A ,A parameter K is considered to be contained in the coefficients. Obtain the function F'(s) which is the derivative of F(s) with respect to s. Let F'(s) be of the form
t ,
.
.

= Bvs"- + B,5"- + + where B = nA B = (n 1)A U


F'(s)
1

B. 2 s
,

B_,

(8-91)

etc.

3.

Arrange the

coefficients of F(s)

and

F'(s) in

two rows as follows

Ap
Bo
4.

Al Si

A2

... ...

An- 1
U_i

An

B2

Form

numbers obtained by the indicated not a Routh tabulation, although the cross-multiplication operation is the same as in the Routh tabulation. The illustrated tabulation is shown for a fourth-order
the following array of
operations. Notice that this
is

equation, that extended.

is,

for n

4.

Higher-order cases can be easily

s*
s*
,

Ap

Ai
Bi

BoAi
Bo

A2 B2

At

Bo

BiAo

n _ BpAi BjAg
Bo
Bi

r _ B A 3 B 3 Ap
Bo

r _

B, Bq A* Bi

_
_

Am

Ho
Cp

j3
2 s

B2

n Do

BqC\

To

BiCo

n
'

BqCi

B 2 Cp
To

n Ul

_ BpC B
3

To

n3

_B ~~
Ei

Bo

OCp

ft

ft

S2
s2

E =

DqBi

Dp

DiBp

= D B2 - D 2 Bq
Dp
Di

= D B3 - D 3B
Dp

=0

Dp

D2 F2 =0

,i

,i
j>

F = D Ei ~ DjE G = F Di D Fl
<>

Fi

= DoEi ~ DlE

Fo

Gi= F D *- F* D 'o
Ft

F
^oG ff0==
l

sp

-F Go
1

Several important features of this tabulation must be mentioned at this


point.

1.

The

, ri) terms assigned to each s 1 (J 0, 1, 2, tion are used for reference purposes.
.

row of the

tabula-

Sec. 8.3

Construction of the Complete Root Loci

401

2.

The
1.

s' terms repeat for three consecutive rows for/ There is only one s" row and one s" row.

(n

1),

3.

If

we

regard the rows of coefficients in the tabulation that have the


s J as a group, then
it is

same

noticed that the coefficients in the last


first

row of a group same group.

are always a repeat of those in the

row of the

If F(s) has multiple-order roots, which means that the root loci will have breakaway points, a row of the tabulation shown above will contain all zero

elements. In other words, the tabulation process will terminate prematurely.

The multiple-order

roots,

solving the equation formed

which are the breakaway points, are obtained by by using the row of coefficients just preceding the

row of zeros.
Let us use the following numerical examples to illustrate the application
of the tabulation method of finding the breakaway points.

Example 8-14
F(s)

Consider the equation

(s

1) C$

2)

s*

6i 3

13s 2

12s

(8-92)

We have stated the problem in such a way that the equation is known to have two double roots at s = 1 and s = 2. We are merely going to demonstrate the properties

of the tabulation when the multiple-order-root situation occurs.


sides of Eq. (8-92) with respect to
3

Taking the derivative on both


F'( s )

s,

we have
(8-93)

= 4s +

l&s

26s

12

=
in the following

The tabulation using the coefficients of F(s) and F'(s)


s*
S
3

is

made
13

manner:

6 18

12

4
(4)(6)

s3
S3

4 4
_i
4

(D(18)

(4X13)

4
18

26
(D(26) _
13

12

(4X12)

0X12)

4 26

4
12

S2
S2

_3
18

-i
12

S2
jl

6 _i

_3

"i

a row of zero elements in the tabulation before the tabulation process equation F(s) has multiple-order roots. The equation that needs to be solved is formed with the coefficients taken from the row just above the row of zeros. The order of the equation is given by the power of s in the reference column. Therefore, we have
Since there
is

is

completed,

this indicates that the

-\s 2
or
s2

- Is +
3s

(8-94)

The

roots of Eq. (8-95) are s

= 1

and

+2= s = 2,

(8-95)

which are the roots of F(s) with

multiple order.

402

Root Locus Techniques

Chap. 8

Example

8-15

Let us consider a root locus problem, that is, the determination of the breakaway points on the root loci. The equation, Eq. (8-74), considered in

Example 8-10

will

be used here. The equation

is

rewritten
(8-96)

F(s)

=j +
2

(2

K)s

+ 4K =

Then
F'C?)

2s

(2

+ K) =

(8-97)

The following

tabulation

is

made
1

J2

2 2

2
sl si

+K +K
4K

4K

+K
2 2
2

+K

-< 2 +4

*> 2

None of the rows can be made


set

to contain

all

zeros except the last one. Then,

we

4K- (2
or

4-

JQ 2

(8-98)

-K +
2

12^:

4=

(8-99)

Solving for

K from the last equation, we have K = 0.344

and

K= 11.656
When
contain
in the
all

K equals either one of these


the s row.

two

values, the s

row of

the tabulation will

zeros, thus signifying a multiple-order root for F(s).


is

The equation from


coefficients

which the roots or breakaway points can be obtained

formed by using the


is

row preceding

The equation
2s

thus formed

Now substituting K =

0.344 and

+ (2 + K) = K = 11.656 into Eq.

(8-100)
(8-100) in turn,

we find

the

two breakaway points on the root


s

loci at

= =

-1.172
-6.828

K = 0.344

and
s
It is

K= 11.656

apparent that these answers agree with those obtained in Example 8-10. Furthermore, a by-product of the tabulation method is that the values of K at the breakaway points are also determined. In fact, the values of K are always determined first before the breakaway points are found.

Example 8-16

Now
(8-82)

consider the root locus problem of Example 8-12. Equation


is

written as

K= (8-101) The root loci of Eq. (8-101) have three breakaway points at s = 2, 2 + J2.45, and 2 y'2.45. Let us now determine the breakaway points by the tabulation method.
F(s)
Ss 3

= s* +

+36s 2 +80s +

Sec. 8.3

Construction of the Complete Root Loci /

403

We

have
F'( s )

= 4s + 24s +
3

12s
18s

+ 80 =
+
20

(8-102)

6s 1

(8-103)

The following tabulation

is

made
36 80 20

6 18 6

18

2
1

60
18
isT

#
20

6 2 18

24

-40
20

- K-40
6

24

#-40

10- #-40

20

#-40
elements

We would like to interrupt the tabulation at this point to remark that the
in the first

group can be made zero by setting K = 100. Therefore, F(s) = 100. The breakaway points are found from the has multiple-order roots when

row of the

s1

equation
6s 2

24s

+
2

(K

- 40) =
+
10

K=

100

(8-104)

or
s

4s

=
s

(8-105)

= 2 +y'2.45 and which are the solutions of Eq. (8-105). In order to complete the tabulation, we must now consider that
Therefore, the two breakaway points occur at s
the coefficients in the subsequent
fact, since

= 2 y'2.45,
100, so that

K^

finite. In 100 are already determined, should there be any additional multiple-order roots, they would have to occur at different values of K than 100. Therefore, in the remaining three rows of tabulation it is implied that

row

(the second

row of

the s l group) are

the multiple-order roots at

K=

K ^

100.

Resuming

the tabulation,

we have

12

10

_ #-40
6

#-40 #-40 20

K^ 100
K=

KNow
the only

64

row

that can be
is

all

zero

is

the s row,

and only when


64 into

64. Therefore,

the breakaway point

found by substituting
10

K=

^)-+(
s

40

')=

(8-106)

which gives

= -2
to factor out the

An
factor 10

alternative

(#

40)/6 in the last

way of completing the tabulation is row of the s group, and


1

common

the tabulation

is

as follows

404

Root Locus Techniques

Chap. 8

12
1

K-40
2

K-64

Therefore, the

same

results,

K=

64 and s

= 2,
show

are obtained.

Example

8-17

In this example
8-13, does not

we

shall

that the tabulation

indicates explicitly that the root locus

diagram

in Fig. 8-15,

method actually Example

have any breakaway

points.

Equation (8-86)

is

written

F(s)

s3

+ 2s +
2

2s

+K=
2

(8-107) (8-108)

Then
F'(s)

3s 2

4s

The following

tabulation

is

made

K
2

K
2

K-%
1

- 21K
K-

*-(*--)('-)
It is

last

apparent that only the elements of the

row of the tabulation can be made

zero for any K. Therefore,

we

set

2-\(k-)(i-^)=0
which
is

(8-109)

simplified to
811s: 2

However, there are no


conclusion

real values of

- 4SK + 16 = K that will satisfy this

(8-110)

equation. Therefore, the


loci

is that F{s) does not have any multiple-order roots, or the root have any breakaway points.

do not

Comparison of the two methods of calculation of breakaway points.


1

The condition
sary but not

stated in Eq. (8-60) for the

breakaway point

is

neces-

sufficient.

The method

involves solving for the possible

breakaway points as roots of Eq. (8-60). For higher-order systems with a large number of breakaway points, the amount of work involved in solving a higher-order equation in Eq. (8-60) may be
excessive.
2.

The tabulation method gives a necessary and sufficient condition for the breakaway points. In general, the procedure still involves
the solving of the roots of an equation, but the order of the equation

may be
method

lower than that involved in the first method. The tabulation at the breakaway points. also gives the values of

Sec. 8.3

Construction of the Complete Root Loci

405

These methods also represent ways of solving for the multiple-order root
of an equation.
Calculation of

K on

the Root Loci

Once the root loci have been constructed, the values of K at any point s^ on the loci can be determined by use of the denning equation of Eq. (8-8); that
is,

|r|
If G,(j)#i(j) is of the

iwwi
1),

<!M1,)
is

form shown

in Eq. (8-1

Eq. (8-12)

written

1*1

ni*i+/j ^

(8-112)

or
l-i

product of lengths of vectors drawn from the poles of G^H^s) to s product of lengths of vectors drawn from the zeros of dls^H^s) to s t

(8-113)

Equations (8-112) and (8-113) can be evaluated either graphically or analytically.

Usually,
is

method

if the root loci are already drawn accurately, the graphical more convenient. For example, the root loci of the equation

are

shown

in Fig. 8-16.

+ 2s + 2 + K(s + 2) = The value of K at the point s,


s2

(8-114)
is

given by
(8-115)

*=^
t
.

where A and B are the lengths of the vectors drawn from the poles of G(s)H(s) = K{s + 2)/(s 2 + 2s + 2) to the point j, and C is the length of the vector drawn from the zero of G{s)H(s) to s In the illustrated case s is on the root
t

loci,

so

K is positive.
sign.

If j, is

a point on the complementary root

loci,

K should

have a negative

The value of at the point where the root loci intersect the imaginary axis can also be found by the method just described. However, the Routh-Hurwitz
criterion usually represents a

more

direct

method of computing

this critical

value of K.

The eleven rules on the construction of root locus diagrams described above should be regarded only as important properties of the root loci. Remember that earlier it was pointed out [Eq. (8-11)] that the usefulness of most of these rules of construction depends on first writing Eq. (8-1) in the form
(s

+ Pl )(s +p

)...(s+

p)

K(s

z t )(s

z2 )

(s

zm )

(8-116)

Then, except for extremely complex cases, these rules are usually adequate for the analyst to make a reasonably accurate sketch of the root loci just short of plotting them point by point. In complicated situations, one has to rely on a computer as a more practical means of constructing the root loci.

406

Root Locus Techniques

Chap. 8

.s-plane

Fig. 8-16. Graphical

method of finding

the values of

K on the root loci.


on the application of the

The following example

serves as an illustration

rules of construction of the root loci.

Example

8-18

Consider the equation


s(s

The complete root

loci

+ 6)(s 2 + 2s + 2) + K(s + 3) = ( oo < K < co) of the system are to be


5)(s

(8-117)

constructed. Using

the rules of construction, the following properties of the root loci are determined:
1.

j1,

The K = points on the complete root loci are at s =- 0, 5, 6, 1 + and 1 j 1 Notice that these points are the poles of G(s)H(s), where
.

G(s)H(s)
2.

=
s(s

K(s

3)

5)(s

6)(s 2

+2s +

(8-118)
2)
-3, oo, oo,

3. 4.

co points on the complete root loci are at s which are the zeros of G(s)H(s). There are five separate branches on the complete root loci. The complete root loci are symmetrical with respect to the
The
oo, oo,

K=

real axis of

the s-plane.
5.

The

angles of the asymptotes of the root loci at infinity are given by [Eq.

(8-33)]

6k
for

= SJ3 = Q!LTE n m 5 -1
Thus the four root

o<*<co
approach

(8-119)
infinity in the

= 0,

1, 2, 3.

loci that

j-plane as

K approaches

+oo should approach asymptotes with

angles

Sec. 8.3

Construction of the Complete Root Loci /

407

of 45, -45, 135, and -135, respectively. The angles of the asymptotes of the complementary root loci at infinity are given by [Eq. (8-34)]

ek
Therefore, as

2kn

2kn
1

-co

<K<0

(8-120)

K approaches

approach
6.

infinity

-co, four complementary root loci should along asymptotes with angles of 0, 90, 180, and 270.
is

The

intersection of the asymptotes

given by [Eq. (8-51)]

- i S Poles of G(s)H(s) - zeros of G(s)H(s) m = n m (0-5 -6 1 +/1 -1 -jp-(-3) _ -2.5 =


\

(8-121)

The

results

from these

six steps are illustrated in Fig. 8-17.

;w
s-plane

-n
+-K

K=
-6

K=

AT= +

oo\ y'45A
-3' \~
2

K=
_1
= X

AT->--

\\ K -2.5 \

--/l

Fig. 8-17. Preliminary calculations of the root loci of s(s

5)(s

6)(s 2

2s

2)

K(s

3)

0.

408

Root Locus Techniques

Chap. 8

In general, the rules on the asymptotes do not indicate on which side of the asymptote the root locus will lie. Therefore, the asymptotes indi-

7.

more than the behavior of the root loci as s < oo. The complete root loci portions can be correctly sketched as shown in Fig. 8-17 only if the entire solution to the root loci problem is known. Complete root loci on the real axis There are root loci (0 K < oo)
cate nothing
:

<

on the

between s = There are complementary root


real axis
is,

and
loci

=
s

3,

s ==

( oo

portion of the real axis, that

between

< K< = 3

5, and s = 6. 0) on the remaining and s = 5, and * =

and

-co

(see Fig. 8-18).

s-plane

Complementary
root loci

K=
x

Fig. 8-18.

+
8.

2)

Complete root K(s + 3) = 0.

loci

on the

real axis of s(s

5)0

6)0 2

2s

the pole at

Angles of departure: The angle of departure, 9, of the root locus leaving 1 + / 1 is determined using Eq. (8-13). If s is a point on the
t

root locus leaving

1 +jl, and

St is

very close to

-1

+jl

as

shown

in

Fig. 8-19, Eq. (8-13) gives


1st

+3 -

(/j,

Is,

+yl +

/s t
1

+5 +
=

/.

sv

+
i-plane

-;1)

(Ik

1)180

(8-122)

Fig. 8-19.
(s

6)0 2

Computation of angle of departure of the root + 2s + 2) + K(s + 3) = 0.

loci

of s(s

5)

Sec. 8.3

Construction of the Complete Root Loci /

409

or
26.6

(135

90

14

11.4

+ 9) s;

(2k

1)180

(8-123)

for

A:

= 0,

1, 2,

Therefore,

9 =* -43.8

(8-124)

Similarly, Eq. (8-14) is used to determine the angle of arrival of the complementary root locus arriving at the point 1 +jl. If this angle is

designated as

9',

it is

easy to see that 9' differs from 9 by 180; that

is,

9'
9.

180

43.8

136.2
is

(8-125)

The

intersection of the root loci with the imaginary axis


is

determined by

the Routh-Hurwitz criterion. Equation (8-117)


ss

rewritten
(8-126)

13s*

54s 3
is

82s 2

(60

+ K)s + 3K =

The Routh tabulation

13

54 82

60

+K
3K

47.7
65.6 65.6
.s

60

0.769-ST

0.212A:

3K

3940- 105A:-0.163*:2
0.212K

3K
For Eq. same
sign.

quantities in the first

no roots in the right half of the s-plane, the column of the Routh tabulation should be of the Therefore, the following inequalities must be satisfied:
(8-126) to have

3940

- 0.212#> - 105K - 0.1 63^ >


65.6

or or

K< K<

309
35

(8-127) (8-128) (8-129)

K>0
Hence
if

of Eq. (8-126) will stay in the left half of the j-plane and 35, which means that the root loci of Eq. (8-126) cross the imaginary axis when K = 35 and K = 0. The coordinate at the crossover point on the imaginary axis that corresponds to K = 35 is determined from the auxiliary equation
all

the roots

K lies between

A(s)
Substituting

(65.6

- 0.212A> + 3K =
2

(8-130)

K=

35 into Eq. (8-130),


58.2s
2

we have

105

(8-131)

which

yields s

/1.34

10.

Breakaway points Based on the information obtained from the preced:

ing nine steps, a

trial

sketch of the root loci indicates that there can be

only one breakaway point on the entire root

loci, and the point lies between the two poles of G(s)H(s) at s = 5 and 6. In this case, since there is only one breakaway point for this fifth-order system, the value of at the point is obtained from the s row of the breakaway-point tabulation, which would contain a total of 14 rows if carried out. In this case

410

Root Locus Techniques

Chap. 8

it is

actually easier to solve for the

since

we know
s3

that the desired root

breakaway point by trial and is between - 5 and 6.

error,

Applying dK/ds

= +

to Eq. (8-126) gives


66.s
3

13.55*

142s 1

123s

45

= =
5.53.

After a few trial-and-error calculations, the root of the last equation that

corresponds to the breakaway point

is

found to be

From
is

the information obtained in these 10 steps, the complete root locus diagram

sketched as shown in Fig. 8-20.

In this section we have described 1 1 important properties of the root loci. These properties have been regarded as rules when they are used in aiding the

Fig.

8-20.

Complete root

loci

of s(s

5)(s

6)0 2

2s

2)

K(s

3)

0.

Sec. 8.3

Construction of the Complete Root Loci / 411

construction of the root locus diagram.


erties

Of course,

there are other

minor propit is

of the root loci which are not mentioned here. However, in general,
1 1

found that these sketch of the complete root For easy reference, the

rules are adequate in helping to obtain a reasonably accurate


loci just short of actually plotting

them.

11 rules of construction are tabulated in

Table

8-1.

Table 8-1

Rules of Construction of Root Loci

K=

points

The

K=

points

the poles of
infinity.)
2.

on the complete root loci are G(s)H (s). (The poles include those

at

at

K=

oo

points

The

K = oo

points

on the complete root

loci are

at the zeros of G(s)H(s).


infinity.)

(The zeros include those at

3.

Number
root loci

of separate

The

total number of root of the equation F(s) = 0.

loci is

equal to the order

4.

Symmetry of root
loci

The complete root


transfer functions

loci

of systems with rational


s-

with constant coefficients are

symmetrical with respect to the real axis of the


plane.
5.

Asymptotes of root
loci as i

For

large values of

s,

the root loci

(K

>

0) are

>

oo

asymptotic to straight lines with angles given by

and

for the

complementary root
a Ok

loci

(K

<

0)

2kn

where
6.

A:

0,\,2,...,\n

m\

\.

Intersection of the

(a)

The

intersection of the asymptotes lies only

on
on

asymptotes
(centroids)
(b)

the real axis in the j-plane.

The point of
the real axis

intersection of the asymptotes

is

given by (for

all

values of

K)

2 real parts of
a
7.

_ 2 real parts

of

poles of G(s)H(s)

zeros of G(s)H(s)

Root

loci

on

the

real axis

a given section on the real axis in the s-plane, in the section only if the total number of real poles and real zeros of G(s)H(s) to the right of the section is odd. If the
root loci are found for

On

K>

total

number of real poles and zeros to the right of a given section is even, complementary root loci

(^< 0)
8.

are found in the section.

Angles of departure

and

arrival

The angle of departure of the root locus (K 0) from a pole or the angle of arrival at a zero of
G(s)H(s) can be determined by assuming a point si that is on the root locus associated with the pole, or
zero,

>

and which

is

very close to the pole, or zero,

412

Root Locus Techniques

Chap. 8

Table 8-1 (Cont.)

and applying
/GfriV/fri)

the equation

- 1=1
=
(2k

Ai

z,

- 2 =
J

Ai
l

+ P;
1, 2,
...

\)n

0,

The

angle of departure or arrival of a complemenis

tary root locus

determined from
z,,/s
,

9.

Intersection of the

= S Ai + - +/>,;=i j=i = 2A:ji = 0, 1, 2, The values of co and K at the crossing points


/G(ii)H(si)
fc
.
.

of the

root loci with the

root loci on the imaginary axis of the j-plane

may

imaginary axis

be obtained by use of the Routh-Hurwitz

criterion.

The Bode
10.

plot of G(s)H(s)

may

also be used.
loci

Breakaway points
(saddle points)

The breakaway
or dG(s)H(s)/ds

points

on the complete root

are determined by finding the roots of dK/ds

0,

These are necessary conditions only. Alternatively, the breakaway points are determined from a tabulation using the coefficients of the characteristic equations F(s) --= and F'(s) = 0. The conditions are necessary and sufficient.
0.
1 1

Calculation of the
values of

The

absolute value of
is
1

K at any point s

on the corn-

K on the

plete root loci

determined from the equation

root loci

\G(si)H{ Sl )\
product of lengths of vectors drawn

from the poles of G{s)H(s) to

s\

product of lengths of vectors drawn from the zeros of G(s)H(s) to s\

8.4

Application of the Root Locus Technique to the Solution of Roots of a Polynomial

Although the root locus diagram is primarily intended for the portrayal of the trajectory of roots of a polynomial when a parameter, K, varies, the technique

may

also be used for the solution of the roots of a polynomial

when

all

the coefficients are known.


sider that
it is

The

principle

is

best illustrated

by an example. Con-

desired to find the roots of the polynomial

F(s)

s3

3s 2

45

20

=
first

(8-132)

To

formulate this as a root locus problem, we should

convert Eq.

Since Eq. (8-132) does not have a variable parameter K, the step of conversion is generally not unique. In other words,
(8-132) into the
(8-4).

form of Eq.

K. However, in general, the selection of a


result in simpler construction

we can regard any one of the four coefficients of the polynomial as the parameter number of these coefficients as K will
of the root
loci.

In this case

it is

not

difficult to

see that

it is

more

preferable to divide both sides of Eq. (8-132) by s 3

3s 2

Thus Eq.

(8-132) leads to


Sec. 8.4

Application of the Root Locus Technique to the Solution

413

+
which
is

of the form of Eq. (8-4),

A* + 3) with K = 4.

(8-133)

Furthermore,

it is

apparent that

must also satisfy Eq. (8-133). Now the problem of solving Eq. (8-132) becomes that of a root locus problem, based on the pole-zero
the roots of Eq. (8-132)

configuration of

_ bWW - K + s\s +
G(s)H(s)
(s

5)

(8-134)

3)

The desired roots are then found by setting K = 4. From a logistic standpoint, we have embedded a specific problem in a more general one by first solving for
the solution to the general problem.

The root locus diagram based on the function G(s)H(s) of Eq. (8-134) for K is shown in Fig. 8-21. When K = 4, the real root of Eq. (8-132) lies between 3 and 5, while the other two roots are complex with positive real
positive

s-plane

K -5
=

K=
-*
X

K=
K=

Fig. 8-21.

Root locus diagram

for the solution of the roots of s 3

4s

20

3s 2

0.

414

Root Locus Techniques

Chap. 8

A few trial-and-error steps 3.495. Thus the complex roots s = 0.2475 -./2.381.
parts.

easily established the real root to be at s

are found to be at s

0.2475

+ y2.381

and

Example

8-19

Consider the problem of finding the roots of


s*

5s 3

2s 2

+s+

10

=
first

(8-135)

Since this
its

is

a fourth-order polynomial,

it is

expected that the problem of solving for


divide both

roots will be

more

difficult

sides of Eq. (8-135)

by the

first

than that of the last example. Let us two terms of the equation; we have

2(s 2

s*(s

+ 0.5j + + 5)

5)

"

(8_136)

or G(s)H(s)

^afr+y

5>

K=2

(8-137)

The root locus diagram based on the poles and zeros of G(s)H(s) is constructed as 0. However, from this root locus diagram it is not shown in Fig. 8-22 for oo > K

>

s-plane

Fig. 8-22.

Root locus diagram


10

for the solution of the roots of s*

5s 3

2s 2

+s+

= 0.

Sec. 8.4

Application of the Root Locus Technique to the Solution

415

clear

where the roots are when

K = 2. Next let us divide both sides of Eq.


we have
s s 2 (s 2

(8-135) by

the

first

three terms of the equation ;


1

+ 10 + 5s +
+ 10) + 5s +

=
2)

(8-138)

The root

locus plot of

G(s)H(s)

K(s
s 2 (s 2

2)

K=

(8-139)

with co

The purpose of constructing the second root two root locus diagrams, since the roots of Eq. (8-135) must be found at the same points on both diagrams. Comparing the two root locus diagrams, we may conclude that if Eq. (8-135) has real roots, there must be two, and they must lie between 0.44 and 4.56 on the real axis. Once this range has been established, the real roots can be found by trial and error from
is

> K>

shown

in Fig. 8-23.

locus diagram

is

to establish a cross reference between the

Eq. (8-135).
(8-135) by (s

One

real root

is

found to be
3.425.S 2

at s

= +

1.575. Dividing both sides of Eq.

1.575),

we have
s
3

the remainder,

3.394.T

6.346

=
right of s

(8-140)

Now we

repeat the procedure to find the roots of Eq. (8-140). Since one of the

three roots must be real,

we can reason

that

it

must be to the

4.56 on

/CJ

s-plane

Fig. 8-23.

Root
10

locus diagram for the solution of the roots of s*

2s 2

+s+

5s 3

0.

416

Root Locus Techniques

Chap. 8

the real axis. However,

sides of the equation by the first

we may acquire more information on two terms. We have


1

this

root by dividing both

-3.3940?
s 2 (s

1.87)

3.425)

G(s)H(s)

K(s
s 2 (s

- 1.87) + 3.425)

-3.394

(8-141)

The complementary root


sketched in Fig. 8-24 for

loci

-co

< K<

of Eq. (8-140) with the G(s)H(s) of Eq. (8-141) are 0. Investigation of this complementary root locus
'

/w

s-plane

K<0

K<0

Fig. 8-24.

Root locus diagram

for the solution of the roots of

3.425.S 2

3.3945

6.346

0.

diagram and the root loci of Fig. 8-24 reveals that the real root must lie between 3.425 and 4.56. To find the real root of Eq. (8-140), which is at s = 4.493, is a simple matter. The two complex roots are subsequently found to be at 5 = 0.534 + j 1.057 and s = 0.534 / 1.057. Thus the roots of Eq. (8-135) are now all determined:
5 s

s
.y

= = = =

-1.575
-4.493
0.534 0.534

+/ 1.057
-y 1.057

In summarizing, we have used two examples to illustrate the application of the root locus method to the solution of the roots of a high-order equation,
F(s)

(8-142)

Sec. 8.5

Some
a polynomial in

Important Aspects of the Construction of the Root Loci

417

where F(s)

is

s.

The general procedure


G(s)H(s)

is

to convert the equation

to be solved into the

form

by dividing both sides of the equa(8-142) as (8-143)

tion by a certain appropriate portion of the equation.


In other words,

we should express Eq.


P(s)

+ GO) -

Then, G(s)H(s) = Q(s)/P(s), or G(s)H(s) = P(s)/Q(s). The selection of the polynomials P(s) and Q{s) from F(s) is more or less arbitrary, although in general the orders of P(s) and Q{s) should be close so that the root locus problem is made

many circumstances it may be desirable to use more than one choice of division of F{s) into P{s) and Q(s). This will usually provide additional information on the location of some of the roots of the equation, so that the trial-and-error procedure can be simplified. Example 8-19 illustrates
as simple as possible. In

how

this is

done.

In essence, the

method of root

finding presented here

is

that of utilizing

the root locus technique to give an indication of the general location of

some

of the roots. The basic method of finding the exact roots is still cut-and-try. For high-order equations, and for equations only with complex roots, the root
locus
still

method of root

finding

may

not be effective, and a computer solution

is

the most preferable one.

8.5

Some Important Aspects

of the Construction of the Root Loci

aspects of the root locus techniques is that for most consystems with moderate complexity, the analyst or designer may conduct a quick study of the system in the s-plane by making a sketch of the root loci using some or all of the rules of construction. In general, it is not necessary to
trol

One of the important

make an exact plot of the root loci. Therefore, time may be saved by skipping some of the rules, and the sketching of the root locus diagram becomes an art
that depends to
In this section
loci

some extent on the experience of the analyst. we shall present some of the important properties of the root
in the

which may be helpful

construction of the root locus diagram.


to G(s)H(s)

Effect of Adding Poles

and Zeros

In Chapter 6 the effects of the derivative and integral control were illustrated

by means of the root locus diagram.


investigate the effects to the root loci

From

the fundamental viewpoint

we may

when

poles and zeros are added to G(s)H(s).


state that

Addition of poles. In general we

may

adding a pole to the funcdifficult to

tion G(s)H(s) in the left half of the s-plane has the effect of pushing the original

root loci toward the right-half plane. Although

it is

make

a precise

statement and provide the necessary proof,

we can

illustrate the point

by several

examples.
Let us consider the function

G(s)H(s)

K
,
,

>

(8-144)

The zeros of
8-25(a).

These root

G(s)H(s) are represented by the root locus diagram of Fig. loci are constructed based on the poles of G(s)H(s) at s

OO

s-plane

s-plane

K=Q
l

K=
a
2

<

K
i

(a)

(b)

(c)

(d)

Fig. 8-25.

Root locus diagrams

that

show

the effects of adding poles to

G(s)H(s).

418

Sec. 8.5

Some

Important Aspects of the Construction of the Root Loci

419

and

= a. Now

let

us introduce a pole at

-b so that

G(s)H(s)

=
s(s
~|-

K
a)(s

b)

b>

(8- 1 45)

Figure 8-25(b) shows that the additional pole causes the complex part of the

The angles of the asympchanged from 90 to 60. The breakaway point is also moved to the right. For instance, if a = and b = 2, the breakaway point is moved from 0.5 to 0.422 on the real axis. If G(s)H(s) represents the loop transfer funcroot loci to bend toward the right half of the s-plane.
totes are
l

tion of a feedback control system, the system with the root loci in Fig. 8-25(b)

may become

unstable

if

the value of
loci

K exceeds

the critical value, whereas the

system represented by the root

of Fig. 8-25(a) is always stable. Figure 8-25(c) shows the root loci when another pole is added to G(s)H{s) at s = c.

The system

is

now

of the fourth order, and the two complex root

loci are

moved
45.

farther to the right.

The angles of

the asymptotes of these


stability condition

two

loci are

For a feedback control system, the

of the system becomes

even more restricted. Figure 8-25(d) illustrates that the addition of a pair of complex-conjugate poles to the original two-pole configuration will result in

we may draw a general conclusion that the addition of poles to the function G(s)H(s) has the effect of moving the root loci toward the right half of the .y-plane.
a similar effect. Therefore,

moving

Addition of zeros. Adding zeros to the function G(s)H(s) has the effect of the root loci toward the left half of the j-plane. For instance, Fig. 8-26(a)

/CJ

OO
i

/CO

s-plane

6 =

<

is

5-plane

K = --^

/
/
/

-o

\
\
\
\

\
\
\ -a/2
1

a:

= o

-*

T
/

*
)

tf

K=0
-

K=
-a

K=
o

-a/2

~b

/
'

'

K =
b = <*>^
(a)

%
i

(b)

Fig. 8-26.
G(.s)H(s).

Root locus diagrams

that

show

the effects of adding a zero to

420

Root Locus Techniques

Chap. 8

71

JCO

7 K/
f

<
s-plane

4
1

J
AT

K=Q K =
b

u
\
\

A'

\ \

w A
(c)

\\

-\

Fig. 8-26 (Cont.).


azerotoG(.s)//(.f).

Root locus diagrams

that

show

the effects of adding

shows the root locus diagram when a zero


G(s)H(s) of Eq. (8-144), with b
left

at 5

= b

is

>
if

a; the resultant root loci are bent

added to the function toward the

and form a

circle.

Therefore,

G(s)H(s) represents the loop transfer function

is improved by the addition of the zero. Figure 8-26(b) illustrates that a similar effect will result if a pair of complex-conjugate zeros is added to the function of Eq. (8-144). Figure 8-26(c) shows the root locus diagram when a zero at v = c is added to the transfer function of Eq. (8-145).

of a feedback control system, the relative stability of the system

Effects of

Movements of Poles and Zeros

It was mentioned earlier that the construction of the root locus diagram depends greatly on the understanding of the principle of the technique rather

than just the rigid rules of construction. In this section we show that in all cases the study of the effects of the movement of the poles and zeros of G{s)H(s) on the root loci is an important and useful subject. Again, the best way to
illustrate the subject is to

use a few examples.

II

o
c
"E.

u,

o
II
:

e c

:=;

E
.a S
">

+
^ "
II II

f}
II

"

O ,

o , aS O Q

^
S3

N
M

as a> 00
*,
II

o
Q

.fa tt

421

o
II

422

Sec. 8.5

Some

Important Aspects of the Construction of the Root Loci

423

/CJ

5-plane

K=

K=

(e)a=

Fig. 8-27 (Cont.).

Example 8-20

Consider the equation

^(s
which
is

a)

K(s
1

b)

(8-146)

easily

converted to the form of

G(s)H(s)

= 0,

with
(8-147)

G(s)H(s)
Let us set b

--=

*^
=

= 1 and investigate the root loci of Eq. (8-146) for several values of a. Figure 8-27(a) illustrates the root loci of Eq. (8-146) with a = 10 and b 1. The two breakaway points are found at s = 2.5 and 6.5. It can be shown that for arbitrary a the nonzero breakaway points are given by
a
-1-

^Vo 2

10a

(8-148)

When
at j

= 9, Eq. (8-148) indicates that the breakaway points converge to one point 3, and the root locus diagram becomes that of Fig. 8-27(b). It is interesting to note that a change of the pole from 10 to 9 equals a considerable change to the root loci. For values of a less than 9, the values of s as given by Eq. (8-148) no longer satisfy the equation in Eq. (8-146), which means that there are no finite, nonzero, breakaway points. Figure 8-27(c) illustrates this case with a = 8. As the pole at s a is
a

------

424

Root Locus Techniques

Chap. 8

farther to the right, the complex portion of the root loci is pushed farther toward the right-half plane. When a = b, the pole ats = a and the zero at b cancel each other, and the root loci degenerate into a second-order one and lie on the imaginary axis. These two cases are shown in Fig. 8-27(d) and (e), respectively.

moved

Example

8-21

Consider the equation


s(s 2

2s
1

which

is

converted to the form of

+ +

a)

K(s

G(s)H(s)

+ 2) = = 0, with +
2

(8-149)

(8-150) l a) The objective is to study the complete root loci (-co < K < co) for various values of a{> 0). As a start, let a = so that the poles of G(s)H(s) are at s = 0, 1, and 1.
s{

G(s)H(s)

The complete root loci for


to zero, the

this

case are sketched in Fig. 8-28(a).

By

setting dG(s)H(s),lds

breakaway points are found at * = 0.38, 1, and - 2.618. As the value of a is increased from unity, the two double poles of G(s)H{s) at s = 1 will move vertically up and down. The sketch of the root loci is governed mainly by the knowledge of the breakaway points. We can show that dG(s)H(s)lds
leads to
3
.y

4s 2

As

(8-151)

As the value of a increases, the breakaway points at s = 0.38 and s = 2.618 move to the left, whereas the breakaway point at s = 1 moves toward the right.
Figure 8-28(b) shows the complete root
loci

with a

1.12; that

is,

Since the real parts of the poles and zeros of G(s)H(s) are not affected by the value

of

a,

the intersect of the asymptotes

is

away points when a


by solving Eq.

1.12 are at s

always at the origin of the .j-plane. The break0.493, 0.857, and 2.65. These are obtained

(8-151).

By
shown

solving for a double-root condition in Eq. (8-151)

when

1.185,

it

can be

and s = 1 converge to a point. The root loci for this situation are sketched as shown in Fig. 8-28(c). When a is greater than 1.185, Eq. (8-151) yields one real root and two complexconjugate roots. Although complex breakaway points do occur quite often in root loci, we can easily show in the present case that these complex roots do not satisfy the original equation of Eq. (8-149) for any real K. Thus the root loci have only one breakaway point, as shown in Fig. 8-28(d) for a = 3. The transition between the cases in Fig. 8-28(c) and (d) should be apparent.
that the

two breakaway points that

lie

between s

8.6

Root Contour Multiple-Parameter Variation


locus technique discussed thus far is restricted to only one variable parameter in K. However, in many control systems problems, the effects of varying several parameters must be studied. For example, when designing

The root

a controller that

is

represented by a transfer function with poles and zeros,


values.

it is

necessary to investigate the effects on the performance of the overall system

when

these poles

and zeros take on various

^
-'
I!

&
""

ft

C o

XI

ll

"3

o
-C
(1)

+
r

J3 **
fc

+
r*i
II II

.S

3 *
3 O '4
o
&5

<3

& ^
90 .

00
11 11

v^2II

as a;
DC

H. "b

425

>t
t
-*

if

3
8

*-

k o
II

./

H ^
+

2 * 7
8

/^"^
(

""

-*

o
x

t^r

T
7

^
I
l

\
1

\
a) to

2'

/
en
1

v.: \^y
k

e
8
1

426

Sec. 8.6

Root Contour Multiple-Parameter Variation

427

In Section 8.5 the root locus diagrams of equations with two variable parameters are studied by assigning different values to one of the parameters. In this section the multiparameter problem is investigated through a more systematic method of embedding. When more than one parameter varies continuously from
It will

oo to oo, the loci of the root are referred to as the root contours. be shown that the same conditions and rules of the root loci are still applicable to the construction of the root contours. The principle of the root contours can be illustrated by considering the

equation
Q(s)
t

K.PAs)

+KP
2

2 (s)

(8-153)

where K and K2 are the variable parameters and Q(s), P^s), and P2 (s) are polynomials of s. The first step involves the setting of one of the parameters equal to zero. Let us set K2 equal to zero. Then Eq. (8-153) becomes
Q(s)

+ K^is) =

(8-154)

loci of this equation may be obtained by dividing both sides of the equation (the Golden Rule) by Q(s). Thus

The root

Kx

Z^=
1

(8-155)

or
1

G,(j)ff,(s)

(8-156)

The

construction of the root loci depends on the pole-zero configuration of

G^H^s) =
Next,

^^
We
have

(8-157)

we

restore the value of

2,

and again apply the Golden Rule to Eq.

(8-153), with

as the variable parameter.

or
1

+G

(s)H2 (s)

=
upon the

(8-159)

Now the root contours of Eq.


zeros of

(8-153) are constructed based

poles and

^'^ ^HW)
is

(8 - 160)

However, one important feature

that the poles of

G 2 (s)H2 (s)

are identical to

the roots of Eq. (8-156) or of Eq. (8-154).

Thus the root contours of the original equation must all start {K 2 = 0) at the points that lie on the root loci of Eq. (8-156). This is the reason why one root contour problem is considered to be embedded in another. The same procedure may be extended to more than two
variable parameters.

Example 8-22

Consider the equation


i
3

+ K s 2 + K iS + K =0
2
x

(8-161)
lie

where

KA

and

are the variable parameters and with values that

between

and

oo.

428

Root Locus Techniques

Chap. 8

As a
which

first

step

we

let

K =
2

0; Eq. (8-161)
.y

becomes

K^s

Ki

=0

(8-162)

is

converted to
(8-163)

The root

loci of

Eq. (8-162) are drawn from the poles and zeros of


(8-164)

as

shown

in Fig. 8-29(a).

Next, we let 2 vary between zero and infinity while holding Ki at a constant nonzero value. Dividing both sides of Eq. (8-161) by the terms that do not contain K2 we have
,

K s*
2

K,s

+K
2

(8-165)
t

Thus the root contours of Eq.


configuration of

(8-161)

when

K
1

varies

may

be drawn from the pole-zero

G 2 (s)H2 (s)

=
s

KiS

K,

(8-166)

iu

f
AT,

s-plane

K, =

AT,

=0
0.5

(a)

Fig. 8-29. (a)

Root contours

for s 3

+ K2 s 2 + K

+K =
t

0,

K2 =

Sec. 8.6

Root Contour

Multiple-Parameter Variation

429

s-plane

K2
/

=0(0.4+/1.74)

K, = 2.56

(b)

Fig. 8-29 (Cont.). (b)

Root contours

for s 3

-\

K2S i + K iS + K

K2
The

varies,

K =
t

constant.

zeros of

G 2 (s)H2 (s)

are at s

0, 0;

but the poles are the zeros of

G^H^s)
8-29(a).

which have been found on the contours of Fig. 8-29(a). Thus for fixed A"i the root contours when K2 varies must all emanate from the root contours of Fig.

Example

8-23

Consider the loop transfer function


G{s)H{s)
s{[

K +
Ts)(s z

2s

(8-167)
1)

of a closed-loop control system.


characteristic equation with

It is

desired to construct the root contours of the


variable parameters.
is

K and T as
+
Ts)(s
2

The

characteristic equation of the system


s(l

written

2s

2)

+K=

(8-168)

430

Root Locus Techniques

Chap. 8

First,

we

shall set

T equal
this

to zero.
s(s
2

The

characteristic equation

becomes
(8-169)

2s

The root contours of


zeros of

equation when

+ 2) + K = K varies are
rf . s(s 2
.l.

drawn based on the poles and


(8
"

Gi(s)Hds)
as

A, + ^ + 2s
2)
..

17 )

shown

in Fig. 8-30(a).

fU)
s-plane

/CO

s-plane

+/1
*>%_

/t = o / K=\0
K=
4

K=

^K
]

K=
<

T= oo

k=io
T=

o"t = ~
K=
T=
oo

K=4 K=

\\
(a)

a:=io

\ T=
\

(b)

Fig. 8-30. (a)

Root

loci for s(s 2

2s

+
2s

2)

+K=
2)]/s(s 2

0. (b)

Pole -zero con-

figuration of

G 2 (s)H2 (s) =

[Ts 2 (s 2

2s

2)

K].

For the root contours with


1

T varying and K held constant, we

write Eq. (8-168) as

4-

G^tfaCs)

Ts
s(s 2

(s

2s

+ 2s + 2) + 2) + K

(8-171)

from the pole-zero on the root contours are at the poles of G 2 (s)H 2 (s), which are the points on the root loci of Eq. (8-169), as shown in Fig. 8-30(b) for K = 10. The T = oo points on the root contours are at the zeros of G 2 (s)H 2 (s), and these are at s = 0, 0, 1 +j\, and 1 y'l. The root contours for the system are sketched in Figs. 8-31, 8-32, and 8-33 for three different values of K; when K 0.5 and T = 0.5, the characteristic equation has a quadruple root at s -1.
varies are constructed

Therefore, the root contours

when T
0,

configuration of

G 2 (s)H2 (s). When T =

the points

Example 8-24

As an example

illustrating the effect

of the variation of a zero of

G(s)H(s), consider

G(s)H(s)

K(l
s(s

+
1)(*

Ts)

+ 2)

(8-172)

The problem may be regarded as a study of the effect of derivative control, in Section 6.7, on the root locations of the characteristic equation. The characteristic equation of the system is
s(s

as discussed

l)(s

2)

K(l

+Ts)=0
T=
in

(8-173)

Let us

first

consider the effect of varying the parameter K. Setting

Eq. (8-173)

Sec. 8.6

Root Contour

Multiple-Parameter Variation

431

s-plane

Fig. 8-31.

Root contours

for s(l

sT)(s 2

2s

2)

+K=

0;

K>

4.

s-plane

/
r=i
o<-r
1

i s-plane

/
r-^-oo

/
o

/ T=0
T^KX>
'o

v" r =
O^T

^\.
T=0
r->
CO

r-K

7^0^

^ MJ
r=0
jT-^-oo

T'-*
f

oo

r->-=c

\
+

X
\

\
+
2s
Fig. 8-33.

\
\
Root contours
0; for
,j(l

Fig. 8-32.

Root contours

for s(l

sT){s 2

2)

+ K = 0; K = 0.5.
yields
*(j

\ + sT)(s 2 + 2s

2)

+K=

K<

0.5.

l)(s

2)

+K= + =
2)

(8-174)

which leads to
s(s

l)(s

(8-175)

The root
ration of

loci

of Eq. (8-174) are sketched in Fig. 8-34, based on the pole-zero configu-

When T varies

between zero and


1

infinity,

we

write Eq. (8-173) as

+ G 2 (s)H2 (s) =

+ s(s +

TKs
l)(s

+ 2)+K

(8-177)

432

Root Locus Techniques

Chap. 8

/CO

s-plane

K=
*-AT

K=0
-K-

K=0
-*

K=

\',K

= 6

Fig. 8-34.

Root

loci for s(s

1)0

2)

+K=

0.

/OJ

/
/
5-plane

,*K =20

0.425 +/2. 235

AT

= 20
iHt-

+H^
1

-3.85

\
X

0.425-/2.235

K=

20

\\
+
1)0

Fig. 8-35. Pole-zero configuration of

G 2 (s)H2 (s) =

TKs/[s(s

+ 2)

+
s(s

K],

K=

20.

The points that correspond to T = on the root contours are at the roots of + 1)0 + 2) + K = 0, whose loci are sketched as shown in Fig. 8-34. If we choose K = 20, the pole-zero configuration of G (s)H2 (s) is shown in Fig. 8-35. The root contours of Eq. (8-173) for < T < co are sketched in Fig. 8-36 for three values of
2

Sec. 8.6

Root ContourMultiple Parameter-Variation

433

s-plane

\a:=20, r=o

Fig. 8-36.

Root contours of s(s

l)(s

2)

+K+
is

KTs

0.

K. The intersection of the asymptotes of the root contours


that
is,

obtained from Eq. (8-51);

-3.85

0.425
1

+ 0.425 =

-1.5

(8-178)

Therefore, the intersection of the asymptotes

of the poles of Gt{s)Hi{s)

is

is always at s = 1.5 because the sum always equal to 3, regardless of the value of K, and the

sum

of the zeros of G2(s)H2(s)

is

zero.

434

Root Locus Techniques

Cna _

The root contours shown in Fig. 8-36 verify the well-known fact that the derivative control generally improves the relative stability of the closed-loop system by moving the characteristic equation roots toward the left in the s-plane. The root contours also clearly indicate an important characteristic of the derivative control in that the bandwidth of the system is increased. In certain cases the contribution to the increase in bandwidth by increasing the value of T far exceeds the improvement made on the
relative stability of the system.
bilized for all values of

As shown

in Fig. 8-36, for

K = 20,
largest

the system

is

sta-

r greater than 0.2333.

However, the

damping

ratio that

the system can have by increasing Tis approximately 30 per cent.

8.7

Root Loci of Systems with Pure Time Delay 51


In Chapter 5 we investigated the modeling of systems with pure time delays and pointed out that the time delay between signals at various points of a system can be represented by the exponential term e~ Ts as its transfer function, where

is

the delay in seconds. Therefore,

we

shall

assume that the characteristic

equation of a typical closed-loop system with pure time delay


Q{s)

may be

written
(8-179)

KP{s)e' T '
s.

=
An

where Q(s) and P(s) are polynomials of


(8-179)
is
1

alternative condition of Eq.

JK? (j)tf,(e- r '


1

(8-180)

where

G.fr)^) =
Thus, similar to the development in Section
the following conditions must be

gg
8.2, in

(8-181)

order to satisfy Eq. (8-180),

met simultaneously:

e~ r ' G,(5)ff ,(j)


|

where

point s

Note that the condition for any on the complete root loci is given in Eqs. (8-183) and (8-184), which differ from the conditions of Eqs. (8-9) and (8-10) by the term coT. When 0, Eqs. (8-183) and (8-184) revert to Eqs. (8-9) and (8-10). Since co is a variable in the j-plane, the angular conditions of Eqs. (8-183) and (8-184) are no longer constant in the s-plane but depend upon the point at which a root of Eq. (8-179) may lie. Viewing the problem from
s

=a = 5] in

= j~ IG^Hjjs) = (2k +1)ti + /G^H^s) = 2kn + (oT + joo and k = 0, 1, 2,


|

- oo < K <
coT

co

(8-1 82)

K>0 K<0

(8-183) (8-184)

the 5-plane to be a point

T=

another standpoint,

it is recognized that if T 0, given a value of K, there are only n points in the s-plane that will satisfy either Eq. (8-183) or Eq. (8-184), for all possible values of k, where n is the highest order of P(s) and Q{s). How-

ever, for

I?t0,

the angular conditions in Eqs. (8-183) and (8-184) depend on


vertical axis in the .s-plane.

co,

which varies along the

Thus, for a given K, there

may

Sec. 8.7

Root Loci of Systems with Pure Time Delay

435

takes

be more than n points which satisfy the angular conditions in the s-plane, as k on all possible integral values. In fact, there are an infinite number of
these points, since Eq. (8-179), which
infinite
is

transcendental,

is

known

to

have an
is

number of roots. The difficulty with the construction of

the root loci of Eq. (8-179)

that

many

of the rules of construction developed originally for systems without time

no longer valid for the present case. It is of interest to investigate how some of the rules of construction given in Section 8.3 may be modified to apply
delay are
to the time-delay case.

K=

Points

Theorem

8-9.

The

K=

points on the complete root loci of Eq. (8-180) are

at the poles ofGi(s)Hi(s)

and a

= .

Proof:

Equation (8-182)

is

repeated,

e-^IG^)/^)^^
Thus,
if

(8-185)

equals zero, s approaches the poles of


s,

G^H^s),

or a, which

is

the real part of

approaches -co.

The

K co
Theorem

Points
8-10.

The

are at the zeros of Gi(s)H

K = points on the complete root loci of Eq. (8-180) (s) and a = co.
t

Proof:
evident.

Referring again to Eq. (8-185), the proof of this theorem becomes

Number of Branches on

the Complete Root Loci


(8-179)
is infinite,

the equation has an infinite

The number of branches on the root loci of Eq. number of roots.

since

Symmetry of the Complete Root Loci


The complete root
the i-plane. This
(8-179) again order.
is

loci are

symmetrical with respect to the real axis of


real coefficient

explained by expanding e~ Ts into an infinite series; then Eq.

becomes a polynomial with a

but with

infinite

Asymptotes of the Complete Root Loci


Theorem 8-11. The asymptotes of the root loci of Eq. (8-179) are infinite in number and all are parallel to the real axis of the s-plane. The intersects of the asymptotes with the imaginary axis are given by
o>

(8-186)

where

is

tabulated in Table 8-2 for the various conditions indicated.

436

Root Locus Techniques

Chap. 8

= m=
n

number of finite number of finite

poles of
zeros of

G^H^s) G^H^s)

Table 8-2

K=
= N= = N= = N= =
0,

Asymptotes

K =

Asymptotes

>o

Odd
Even

N = even integers
2, 4, odd integers 1, 3, 5,...
.
.

N odd integers
.

<o

Odd
Even

odd integers 1, 3, 5,
even integers
0,

...

2, 4,

= 1, :t3, 5,... = odd integers = 1, .b3, 5,... N = even integers = 0, 2, 4, N = even integers = 0, 2, t4,..
iV
. .
:

> oo on the root loci, K either approaches zero or oo, Theorems 8-9 and 8-10 show that the asymptotes are at a = oo (K = oo) and cr = oo (K = 0). The intersections of the asymptotes with the ./co-axis and the conditions given in Table 8-2 are arrived at by use of Eqs. (8-183) and

Proof:

Since as s

(8-184).

Root Loci on the Real Axis

stated in

The property of the root loci of Eq. (8-179) on the real axis is the same as Theorem 8-7, because on the real axis, co = 0, the angular conditions of Eqs. (8-183) and (8-184) revert to those of Eqs. (8-9) and (8-10), respectively.

Angles of Departure and Arrival


Angles of departure and arrival are determined by use of Eqs. (8-183) and
(8-184).

Intersection of the

Root Loci with the Imaginary Axis

Since Eq. (8-179) is not an algebraic equation of s, the intersection of its with the imaginary axis cannot be determined by use of the Routh-Hurwitz criterion. The determination of all the points of intersection of the root loci with the^'cD-axis is a difficult task, since the root loci have an infinite number of
loci

branches. However,

we

shall

show

in the following section that only the inter-

sections nearest the real axis are of interest for stability studies.

Breakaway Points
Theorem
must
satisfy

8-12.

The breakaway points on the complete root

loci

ofEq. (8-179)

Sec. 8.7

Root Loci of Systems with Pure Time Delay

437

dG

(.s)H 1 (s)e-

T'

_
Theorem

(8-187)

ds

Proof:

The proof of this theorem

is

similar to that of

8-8.

Determination of the Values of K on the Root Loci

The value of K at any point


(8-182); that
is,

st

on

the root loci

is

determined from Eq.

l*l

= Tr77^T771T |Gl(Sl)lC5l)l

(8

"

188)

where

<r

is

the real part of s

Example

8-25

Consider the equation


s

+ Ke- T *=0
s,

(8-189)

It is

desired to construct the complete root loci of this equation for a fixed value of T.

Dividing both sides of Eq. (8-189) by


1

we

get

+ s

Kp~ Ts

=
y
K=
at s

(8-190)

which

is

of the form of Eq. (8-180) with

CPifj) =
The following
1.

(8-191)

properties of the root loci of Eq. (8-189) are determined:


points:

The

K=

From Theorem

8-9,

and

at

-co.

Using Theorem 8-11 and Table

8-2,

we have

K > 0: K approaches zero as a


47t/r,
.
.

approaches

-co

at co

= 0,
=
at

2a/T,

K < 0: K approaches
571 IT,
2.
. .

zero as

a approaches -co

at co

n/T,

371/7",

The K = o points: From Theorem 8-10, Theorem 8-11 and Table 8-2, we have

K=

oo

a
at

=
ft)

co.

Using

K>0: K

approaches
. .

+oo

as

approaches

+co

nlT,

37t/r,

K< 0:

A"

approaches
.

co as a approaches +oo at co =
points,

0,

.1njT,

47r/r;

The K = shown in Fig.


of the root
3.

0,

K=

oo
is

and the asymptotes of the root


+
is

loci are

8-37.

The notation of
for the

used to indicate the asymptotes


loci.

loci,

and 0~

complementary root

The root The

loci

tary root loci


4.

(K > 0) occupy the negative real axis, and (K 0) occupy the positive real axis.

the

complemen-

<

intersections of the root loci with the jco axis are relatively easy to
this

determine for
Since

simple problem.

G i(s)Hi(s)

has only a simple pole at j

0, for

any point

si

on

438

Root Locus Techniques

Chap. 8

/CO

s-plane

^K

j4ir/T

K^-oo
K~>+
oo

0-^K
+

Pn/T
I2v/T

^K

K^

-oo
<*>

0-+-K
+

MT

K^+
K^
->

^K

dzi^.
-jn/T

-oo
+

Q-^K
+
+-

-J2*IT

a:-*

-oo

0-^K
+ <-K

-miT
-j4*/T

K-* +oo

-o

Fig. 8-37.

Asymptotes of the complete root

loci

of the equation s

Ke~ Ts

0.

the positive jco axis,

/GifoWifri)
and for any point
s^

-axis,

(8-192)

on the negative j CO
/gi(Ji)tfifri)

=4r
loci

(8-193)

Thus, for
axis (co

K>
0),

0,

Eq. (8-183) gives the condition of root

on they CO

>

-~ = (2k +
k

l)7t

+coT

(8-194)

= 0, 1,

2,

The values of co

that correspond to the points at which

the root loci cross the positive jco axis are


f co

n_ 5n_ 9n_

27" 27" 27"

(8-195)

Sec. 8.7

Root Loci of Systems with Pure Time Delay

439

For

K > 0,

and

<a

< 0,
~-

=
. .

(2k

l)w

+ coT

(8-196)

and for k

= 0,

1, 2,
CO

the crossover points are found to be at


(8-197)

= -jj, ~2j,

~2j;,

...

Similarly, for

K < 0,

the conditions for the complementary root loci

to cross the yco axis are

-y = 2ta +cor
y=
The crossover
the last
2A:7t

co>0
co

(8-198)

+ cor

<
k

(8-199)

points are found by substituting

= 0,

1, 2,

into

two equations.

We have
(8-200)

G>=f|,2y,^,..5.

Breakaway points: The breakaway points on the complete root determined by the use of Eq. (8-187). Thus

loci are

dG (s)H
i

(s)e-Ts

d^\
ds\
s
}

ds

(8 . 201)

or

Te~ Ts s
from which we have
e~ T '(Ts

e~ T =
at s

(8-202)

1)

(8-203)

Therefore, the finite breakaway point


6.

is

IjT.

The

values of

Eq. (8-188).

K at the crossover point on they'd) axis are found by using = 0on they co axis, we have Since
<7

where COc is a crossover point. Based on the properties accumulated above, the complete root
are sketched as

loci

of Eq. (8-189)

shown

in Fig. 8-38.

infinite number of roots, and therenumber of branches, from the system analysis standpoint, only the branches that lie between njT < co < n\T are of interest. We shall refer to these as the primary branches. One reason is that the critical value of K at the crossover point on this portion of the root loci is equal to 71/27', whereas the critical

Although the equation of Eq. (8-179) has an

fore the root loci have an infinite

value of
fore,

K at the next branch at co = 5nj2T 571/2T, which much greater. ThereK = 7C/Tis the critical value for stability. Another reason for labeling the primary that for any value of K less than the critical value of branches as the dominant loci
is
is

is

7t/2r, the

corresponding roots on the other branches are

all

far to the left in the j-plane.

440

Root Locus Techniques

Chap. 8

s-plane

+ <-K

+ <-K

Fig. 8-38.

Complete root

loci for j

Ke~ Ts

0.

Therefore, the transient response of the system, which has Eq. (8-189) as its characteristic equation, is predominantly controlled by the roots on the primary branches.

Example 8-26

As a
loci

slightly

more complex problem


The loop

in the construction of the root


let

of a system with pure time delay,


in Fig. 8-39.

us consider the control sysis

tem shown

transfer function of the system

G(s)H(s)

Ke~ T
s(s

1)

The

characteristic equation

is

Sec. 8.7

Root Loci of Systems with Pure Time Delay

441

r(t)

^ 9
.

K
s{s+
l)

cU)