Les2 Model Dyna System

Lesson 2: Modeling, Linearisation,
Transfer Functions, Block diagrams and

Signal ow graphs
Modern Control Systems
Ton van den Boom
Delft University of Technology
Delft, The Netherlands
TU Delft
Control systems
http://blackboard.icto.tudelft.nl/courses/et3100/
Physical
System
Modeling
Physical
Modeling
TU Delft
Control systems
Bond
Graph
Non Linear
State Space
Model
`Mechanical'
Analysis
Non Linear
State Space
Model
Linear
State Space
Model
In-Out
Model
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Control systems
Linearisation
state space
to
in-out
Laplace Tr.
Linear
State Space
Model
In-Out
Model
Transfer
Functions
Contents
Modeling (2.1)-(2.5)
Linearisation (2.6)
Transfer Functions (3.1)
Block Diagrams (3.2)
Signal ow graphs (3.2)
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Control systems
Modeling
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Control systems
Elements versus Concepts

It is important to understand the dierence
between an element and a concept:
A Resistor bought in a store is dierent than

the concept of resistance
A Capacitor bought in a store is dierent than

the concept of pure capacitance
..
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Control systems
A Resistor has always parasitic eects like

capacitance, inductance..
A Capacitor
has always parasitic eects like resistance,
inductance..
In modeling elements represent Concepts.
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Control systems
Lumped physical models
In a lumped model we consider the system as

composed of a nite number of lumps.
Physical modeling is not JUST mathematics
but considers Physical consistency and energy

(example DC motor).
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Control systems
Example: Mechanical System

xk
The system has 5 interconnected lumps (or

parts) and 1 input:
2 springs (storage of potential energy)

2 masses (storage of kinetic energy)
1 damper (dissipation of free energy)
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Control systems
Example: Electrical Circuit

C
R
The system has 5 interconnected lumps (or

parts) and 1 input.
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Control systems
10
Parts:
2 capacitors (storage of gen.potential energy

= electrical energy)
1 inductor (storage of
magnetic energy)
gen.kinetic energy =
2 resistors (dissipation of free energy)

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Control systems
11
Modeling of physical systems
In each physical domain, we have pairs of variables whose

product is power. They are called power conjugate
variables. One of them is called eort and the other
ow.
Domain
Eort
Flow
Mech. Trans. force F
velocity v
Mech. Rot.
torque ang. vel. !
Elec.-Magn. voltage v
current i
Hydraulic
pressure p ow rate Q
Thermic
temp. T entropy f. E_
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Control systems
12
Network structure
Lumped models are composed of the network
interconnection of a set of elements (storage,

dissipations, sources).
In physical systems we have dynamics i there

is exchange of energy between the elements.
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Control systems
13
Bond graphs
Bond graphs is a language for physical modeling
which shows the interconnections of physical
elements and the energy exchanged between
them.
Bond graphs are multi-domain

Bond graphs keep track of energy ows
Bond graphs are topologically handy
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Control systems
14
Bond
signs !
graphs do NOT have problems with
In general,
after the modeling part, we can

get non-linear state equations of the form:
x_ = f (x; u)
y = h(x; u)
that can be linearised around an equilibrium

point.
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Control systems
15
Linearisation
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Control systems
16
Linear State Space Equations

We have seen the linear state space equation:
x_ = F x + Gu
y = Hx + J u
this form is very useful because it is linear.
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Control systems
17
Non-linear state space equations

In the general case we have the state space
equations:
x_ = f (x; u)
y = h(x; u)
where f (x; u) 6= F x + Gu and h(x; u) 6= Hx +

J u.
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Control systems
18
Linearisation
In certain cases, we can approximate the dynamic of a

system in the form:
x_ = f (x; u)
y = h(x; u)
with one of the form
x_ = F x + Gu
y = Hx + Ju
using linearization or small signal analysis.
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Control systems
19
Using the Taylor expansion of f (x; u) in a point

(x0; u0), setting x = x0 + x and u = u0 + u
we get:
f (x; u) = f (x0 + x; u0 + u) =
f (x0; u0

@f
)+

@x x ;u
0
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Control systems
x
0

@f
+

u +
@u x ;u
o(x; u)
20
Since x0 is constant, if we dene:

F

@f
:=

@x x ;u

@f
:=

@u x ;u
0
we have for the system we started o with:

_ = x
_
x_ = x_0 + x
_ = F x + Gu +f (x ; u ) + o(x; u)
x
0 0
{z
}
|
Linear Part
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Control systems
21
_ = F x + Gu +f (x ; u ) + o(x; u)
x
0 0
{z
}
|
Linear Part
Under the following conditions:

1. f (x0; u0)
point.
= 0
(x0; u0)
is an equilibrium
2. (x; u) stays small

we obtain:
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Control systems
_ = F x + Gu
x
22
Geometric idea of
_ = F x + Gu for dependence on x
x
f (x; u0)
x0
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x
23
Geometric idea of
_ = F x + Gu for dependence on u
x
f (x0; u)
G
u0
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Control systems
u
24
Output equation
The same procedure can be used for the
function h(x; u):
y = h(x; u) = h(x0 + x; u0 + u) =
h(x0; u0

@h
)+

@x x ;u
0
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Control systems
x
0

@h
+

u +
@u x ;u
o(x; u)
25
If we suppose that x and u remain small and

we dene
H

@h
:=

@x x ;u
0

@h
:=

@u x ;u
0
and
y := y
we have for the output equation:
y0 := h(x0; u0)
y0
y = Hx + J u
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Control systems
26
Total linearised system

The total linearised
EQUILIBRIUM is:
system
AROUND
x_ = F x + Gu
y = Hx + J u
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Control systems
27
Remember the biases !!
S
-
u
+
u0
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Control systems
x_ = f (x; u)
y = h(x; u)
y+
y0
x_ = F x + Gu
y = Hx + Ju
28
Example
m
r
Ft

Ft
x
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Control systems
m1
m2

Fg
29
Using for example bond graphs, we can get to

the dynamic equation:
2
=
(m2l + m1r )
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Control systems
m2gl sin + rm1g + m
30
m2l2 + m1r2) = m2gl sin + rm1g + m
If we dene ! := _, we can transform the

equation in state form:

!

= f ((!; ); m) =
1
m l +m r
2
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Control systems
f1((!; ); m)
f2((!; ); m)
( m2gl sin + rm1g + m)
31
The stationary points are the ones satisfying

f (x; u) = 0:
m2gl sin + rm1g + m
0=
0=!
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Control systems
32
This implies that the equilibrium pairs

(x0; u0) = ((!; ); m) are:
((0; 0); 0)
where
0 := arcsin(
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Control systems
rm1g + 0
m2gl
33
= +
Consider to apply a force m

constant bias.
@f1 @f1
@! @
@f2 @f2
@! @
G=
!0;0;0)
@f1
@
@f2
@ (!0;0;0)

_
!
0
= 1
!
=
F

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Control systems
where is a
0
m2gl cos 0
m2l2+m1r2
m2l2+m1r2
1
+ G
34
_!
!
=
F
+
G

is the dynamics around (0; ) for an input equal to
+ .
0
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Control systems
35
Conclusions on Linearization
In general a system has the form

x_ = f (x; u)
y = h(x; u)
Around a point x and a bias input u we can, if f is
dierentiable, approximate the system with:
0
_ = F x + Gu
x
y = Hx + Ju
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Control systems
36
_ = F x + Gu
x
y = Hx + Ju
where x is a SMALL displacement from x and u is
a varying part of the input which is supplied together
with the bias u .
0
All the results we get on the linear system are ONLY

valid around x and u .
0
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Control systems
37
From State Space to Input Output
We have seen how to get from a system to a linear or

linearised model in state space form:
x_ = F x + Gu
y = Hx + Ju
For what follows, it is handy to have a discription in
input-output dierential terms:
n
X
i=0
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Control systems
di
ai i y(t) =
dt
m
X
j =0
dj
bj j u(t)
dt
38
Cayley-Hamilton Theorem (p.751)

Every square matrix F
characteristic polynomial:
a I +a F +a F
0
R nn
satises its own
+ : : : an F n = 0
where
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+ a + a + : : : + ann = det(I
1
Control systems
F)
39
Dierentiation of the output equations
y = Hx + Ju
y_ = H x_ + J u_ = H (F x + Gu) + J u_ =
HF x + HGu + J u_
y = HF x_ + HGu_ + J u = HF (F x + Gu)+ HGu_ + J u =

HF x + HF Gu + HGu_ + J u
2
:::
y n = HF nx + f (u; u;
_ : : :)
(
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Control systems
40
We have terms of the form:
yi
( )
= HF ix + : : :
Taking the characteristic polynomial of F we can take:
a y + a y_ + : : : + any n =
H (|a I + a F{z+ : : : anF n}) x+
(
=0 for Cayley-Hamilton. !!
b u + b u_ + : : : + bnu n
(
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Control systems
41
We have therefore obtained the dierential form:

n
X
i=0
di
ai i y(t) =
dt
for a system of the form
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Control systems
m
X
j =0
dj
bj j u(t)
dt
y
42
Laplace Transform
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43
Solution
Problem
Starting
Problem
Time domain
s domain
Transf.
Problem
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Control systems
Solution
Transf.
44
The idea is that we have a DIFFICULT problem

to be solved, we transform it in a mechanical
way using Laplace, then we solve an easy
problem and we transform back the solution
in a mechanical way.
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Control systems
45
The Laplace transform of a function is another

complex representation of a time function:
L
! F (s) :=
f (t)
f (t) :=
Note:
1
2j
+1
Z j
0
0 j 1
f (t)e
F (s)estds
st
dt
F (s)
The relation between f (t) and F (s) is bijective: one to

one correspondence.
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Control systems
46
Properties of the Laplace transform

(pag.95)
Convolution:
L ff (t) f (t)g = F (s)F (s)
1
Convolution in time domain = algebraic product in

s domain !!
Linearity (superposition)
L ff (t) + f (t)g = F (s) + F (s)
1
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Control systems
47
Dierentiaton
L
Integration
L
L ftne atg =
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Control systems
df
dt
Z t
0
n!
n+1
(s+a)
= sF (s) f (0 )
f ( ) d
1
= F (s)
s
(Fundamental!)
48
Initial value theorem
f (0
) = slim
sF
(
s
)
!1
Final value theorem
lim
f
(
t
)
=
lim
sF
(
s
)
t!1
s!
0
Time delay
L ff (t )g = L ff (t)g e
: : : (look pag.95 !!)

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Control systems
49
Table of Laplace transforms (pag.735)

F (s) f (t) t 0
(t)
1(t)
s+a
s
am
..
( + )
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Control systems
at
tm e
1
1)!
at
..
50
F (s)
s+a
2 2
(s+a) +b
at
cos bt
b
2 2
(s+a) +b
at
sin bt
sin at
cos at
s2+a2
s2+a2
..
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Control systems
f (t) t 0
..
51
If we want to inv. transform a rational G(s), we can use

the linearity property of the inv. transform L fg. If:
1
bmsm + bm sm + : : : + b
G(s) = n
=
n
s + an s + : : : + a
C
s p
1
we get:
Cn
+ : : : + s pn
Cn
L fG(s)g = L s p + : : : + L s p
n
which we know by the previous table. Review Partial
fraction Expansion (pag.98).
1
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Control systems
52
Convolution Integral
For a linear system, we can express the output as the

convolution integral of its impulse response with the
input:
y(t) =
Z 1
g(t )u( ) d
Z 1
g( )u(t ) d
We denote the previous operation with y = g u. The

impulse responce is the output of the system to a Dirac
pulse (t):
y(t) =
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Control systems
Z 1
g( )(t ) d
= g(t)
53
Consider
y(t) = g(t) u(t) =
Z 1
g(t ) u( ) d
Then
Y (s)
or
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= L fy(tg = L fg(t) u(t)g =

= L fg(t)g L fu(t)g = G(s)U (s)
y(t) = L
Control systems
fL fg(t)g L fu(t)gg
54
Transfer Function
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Control systems
55
For
1<t<1
For a linear time invariant system we have seen that:
y =gu
and using the convolution result of the Laplace transform:
Y (s) = G(s)U (s)
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Control systems
56
The use of Laplace simplies the problem!!
g u is dicult, but G(s)U (s) is easy !!

Since G(s)U (s) is a normal algebraic multiplication, we
can draw
U (s)
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Control systems
G(s)
Y (s)
57
For t > 0
Furthermore, if we consider the linear time invariant
system in the dierential form:
n
X
i=0
di
ai i y(t) =
dt
m
X
j =0
dj
bj j u(t)
dt
and we take the Laplace transform of both sides:

n
X
i=0
aisiY (s)
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Control systems
n
X
i=1
ai
i 1
X
j =0
sj y i
(
1)
(0 ) =
m
X
j =0
bj sj U (s)
58
n
X
i=0
aisiY (s) =
gives
m
X
j =0
bj sj U (s) +
n
X
i=1
ai
i 1
X
j =0
sj y i
(
1)
(0 )
Y (s) = G(s)U (s) + Y (s)

0
where
b0 + b1s + : : : + bms
G(s) =
a0 + a1s + : : : + ansn
m
en
Y0(s) =
n
i=1 i
i 1 j (i j 1)
(0
j =0
n
+ n
1 +
sy
a0 + a s : : : a s
Note:
Indices others than in the book !

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Control systems
59
Y0(s)
If y (0
is due to the non zero initial conditions !

) = y_ (0 ) = : : : = 0
then we have:
Y (s) = G(s)U (s)

G(s)
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is called the Transfer Function.
Control systems
60
Zeros, poles
Due to the theory of polynomials, we can write G(s) as:

m (s

G(s) = K ni
j (s
=1
=1
where
zi roots of b
G(s)
zi )
pj )
+ b s + : : : + bmsm are called ZEROS of
pi roots of a + a s + : : : + ansn and called POLES of

G(s)
K = bm=an is a real number.

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Control systems
61
DC gain
For a stable system, the nal value we get after a unitary
input step is called the DC gain.
Using Final Value Theorem (pag.103)
lim
y
(
t
)
=
lim
sY
(
s
)
=
t!1
s!
1
lim
sG
(
s
)
U
(
s
)
=
lim
sG
(
s
)
=
s!
s!
s
b
lim
G
(
s
)
=
s!
a
0
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Control systems
62
Block Diagrams and signal

Flow Graphs
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Control systems
63
Block Diagrams elements

U(s)
Z(s)
U(s)
S
+
Y(s)
R(s)
U(s)
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Control systems
G(s)
Y(s)
U(s)
U(s)
U(s)
U(s)
64
Signal ow graph elements

U(s)
Z(s)
-1
Y(s)
1
R(s)
G(s)
U(s)
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Control systems
U(s)
Y(s)
65
Basic Connections (pag.111)

Serial connection
U(s)
G1(s)
Z(s)
Y(s)
G2(s)
G1(s)
U(s)
G2(s)
Z(s)
Y(s)
Y (s) = G (s)Z (s) = G

(s{z
)G (s}) U (s)
|
2
G(s)
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Control systems
66
Parallel connection
G1(s)
U(s)
Y(s)
G2(s)
G1(s)
Y(s)
U(s)
G2(s)
Y (s) = G (s)U (s) + G (s)U (s) =

(G (s) {z
+ G (s))} U (s)
|
1
G(s)
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Control systems
67
Feedback connection
R(s)
E(s)
G1(s)
Y(s)
G2(s)
R(s)
E(s)
G1(s)
Y(s)
- G2(s)
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Control systems
68
E (s) = R(s) G (s)Y (s) =

2
R(s) G (s)G (s)E (s)

2
) (1 + G (s)G (s))E (s) = R(S )

G (s)
) Y (s) = 1 + G (s)G (s)R(s)
2
G (s)G (s) is called the Loop T.F..

2
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Control systems
69
Mason's Rule (pag.114)
Y (s) 1 X
=
G(s) =
Gi(s)i
U (s) i
Gi(s)= Path gain of the i th forward path
P
=
The system
determinant=
1
(all
individual
P
loop gains)+
(gain products
of all possible two
P
loops that do not touch)
(gain products of all
possible three loops that do not touch)+...
i= i
th forward path determinant: value of for

the part of the block diagram that does NOT touch
the i th forward path.
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Control systems
70
Example
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Control systems
71
Various Paths
Forward paths
Forw.path Path gain
1236
12346
123456
G
G
G
1
2
3
Loops
=1
=1
=1
Loops Path gain
232
2342
23452
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l
l
l
1
2
3
=
=
=
Control systems
a =s
a =s
a =s
1
( )(1)
( )(1)
(b )(1)
Determinants
= 1 as1
=1 0
=1 0
=1 0
s b1
1
1
s s b2
1
1
1
s s s
a2
s2
a3
s3
+0
1
2
3
72
Final transfer function
Y (s)
U (s)
(b1=s) + (bs=s2) + (b3=s3)
1 + (a1=s) + (a2=s2) + (a3=s3)
which is equal to
Y (s)
U (s)
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Control systems
b1s2 + b2s + b3
s3 + a1s2 + a2s + a3
73
Conclusions
Bond graphs can be used to model physical

systems
For
a stable non-linear system, we can

approximate its behavior around equilibrium.
We
can bring a linear (or linearised) state

space form to an input-output dierential
form.
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Control systems
74
A
transfer function without delays is

characterised by zeros, poles and a gain K .
The transfer function gives an in-out relation

and neglets the initial state of the system
The
transfer function can be used only for
linear systems
TU Delft
Control systems
75

Les2 Model Dyna System

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Lesson 2: Modeling, Linearisation,

Transfer Functions, Block diagrams and

Elements versus Concepts

 A Resistor bought in a store is di erent than

 A Capacitor bought in a store is di erent than

A Resistor has always parasitic e ects like

Lumped physical models

 In a lumped model we consider the system as

 Physical modeling is not JUST mathematics

but considers Physical consistency and energy

Example: Mechanical System

The system has 5 interconnected lumps (or

 2 springs (storage of potential energy)

Example: Electrical Circuit

The system has 5 interconnected lumps (or

 2 capacitors (storage of gen.potential energy

 2 resistors (dissipation of free energy)

Modeling of physical systems

In each physical domain, we have pairs of variables whose

 Lumped models are composed of the network

interconnection of a set of elements (storage,

 In physical systems we have dynamics i there

 Bond graphs are multi-domain

graphs do NOT have problems with

after the modeling part, we can

that can be linearised around an equilibrium

Linear State Space Equations

this form is very useful because it is linear.

Non-linear state space equations

where f (x; u) 6= F x + Gu and h(x; u) 6= Hx +

In certain cases, we can approximate the dynamic of a

Using the Taylor expansion of f (x; u) in a point

Since x0 is constant, if we de ne:

we have for the system we started o with:

Under the following conditions:

2. (x; u) stays small

If we suppose that x and u remain small and

Total linearised system

Remember the biases !!

Using for example bond graphs, we can get to

m2gl sin  + rm1g + m

m2l2 + m1r2) = m2gl sin  + rm1g + m

If we de ne ! := _, we can transform the

( m2gl sin  + rm1g + m)

The stationary points are the ones satisfying

This implies that the equilibrium pairs

Consider to apply a force m

 In general a system has the form

 All the results we get on the linear system are ONLY

From State Space to Input Output

We have seen how to get from a system to a linear or

Cayley-Hamilton Theorem (p.751)

satis es its own

Di erentiation of the output equations

y = HF x_ + HGu_ + J u = HF (F x + Gu)+ HGu_ + J u =

We have terms of the form:

Taking the characteristic polynomial of F we can take:

We have therefore obtained the di erential form:

for a system of the form

The idea is that we have a DIFFICULT problem

The Laplace transform of a function is another

The relation between f (t) and F (s) is bijective: one to

Properties of the Laplace transform

A Resistor bought in a store is dierent than

A Capacitor bought in a store is dierent than

A Resistor has always parasitic eects like

In a lumped model we consider the system as

Physical modeling is not JUST mathematics

2 springs (storage of potential energy)

2 capacitors (storage of gen.potential energy

2 resistors (dissipation of free energy)

Lumped models are composed of the network

In physical systems we have dynamics i there

Bond graphs are multi-domain

Since x0 is constant, if we dene:

m2gl sin + rm1g + m

m2l2 + m1r2) = m2gl sin + rm1g + m

If we dene ! := _, we can transform the

( m2gl sin + rm1g + m)

Consider to apply a force m

In general a system has the form

All the results we get on the linear system are ONLY

satises its own

Dierentiation of the output equations

y = HF x_ + HGu_ + J u = HF (F x + Gu)+ HGu_ + J u =

We have therefore obtained the dierential form:

Initial value theorem

Final value theorem

The use of Laplace simplies the problem!!

pi roots of a + a s + : : : + ansn and called POLES of

K = bm=an is a real number.

Bond graphs can be used to model physical

The transfer function gives an in-out relation