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Dynamic Response

Assoc. Prof. Enver Tatlicioglu


Department of Electrical & Electronics Engineering
Izmir Institute of Technology

Chapter 3

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BIBO stability
There are many classifications of stability in system analysis.

Figure: Stability, marginal stability and instability

For LTI systems, they all are basically same which is bounded input
bounded output (BIBO) stability.
If input is bounded (i.e., |u (t)| < K1 ), then output is also bounded
(i.e., |y (t)| < K2 ).
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BIBO stability
In the time domain, the output has the form
+
Z
y (t) =
h ( ) u (t ) d.

Bounding the output results in



+
Z




h ( ) u (t ) d
|y (t)| =

Assoc. Prof. Enver Tatlicioglu (EEE@IYTE)

+
Z

|h ( ) u (t )| d

+
Z

|h ( )| |u (t )| d.

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BIBO stability

After noting that |u (t)| < K1 , we obtain


+
Z
|h ( )| d.
|y (t)| K1

So if a system is BIBO stable, then


+
Z
|h ( )| d < .

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Dynamic response

We can now model dynamic systems with differential equations.


Q. What do these equations mean?
Q. How does this system respond to certain inputs?
Q. If we add dynamics (i.e., a controller), how will the system respond?
Q. How should the system respond (i.e., design specifications)?
A. Essential tool is Laplace transform.

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Some important input signals


Several signals recur throughout this course.
The unit step function:
1 (t) =

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1, t 0
0, otherwise

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Some important input signals

The unit ramp function:


r (t) =

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t, t 0
0, otherwise

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Some important input signals

The unit parabola function:


p (t) =

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t2
2,

0,

t0
otherwise

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Some important input signals

The cosine/sine functions:

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Some important input signals


The impulse function:

The impulse function is a very strange generalized function, only


defined under an integral
Z
(t) = 0 for t 6= 0 and
(t) dt = 1.
{z
}
|

zero duration
|
{z
}
unit area

It satisfies the useful sifting property

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u ( ) (t ) d = u (t).

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Response of linear timeinvariant systems


Let y (t) be the output of an LTI system with input u (t)
y (t) = T [u (t)]


Z
= T
u ( ) (t ) d

u ( ) T [ (t )] d.

Let
h (t, ) = T [ (t )]
then
y (t) =

u ( ) h (t, ) d.

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Response of linear timeinvariant systems


Note that, for timeinvariant systems
h (t, ) = h (t )
then
y (t) =

u ( ) h (t ) d

= u (t) h (t) .
The output of an LTI system is equal to the convolution of its
impulse response with the input.
This makes life easy.

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Finding an impulse response


Example

Consider a first order system


y (t) + ky (t) = u (t)
with y (0 ) = 0 and u (t) = (t) where k is a positive constant.
So for positive time y (t) + ky (t) = 0.
Recall from previous courses that y (t) = A exp (st) with A and s
being constants.
We need to solve for A and s.
Time derivative of y (t) = A exp (st) is found as
y (t) = As exp (st) .
Substituting the above expression results in
As exp (st) + kA exp (st) = 0 s + k = 0 s = k.
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Finding an impulse response


Example

We have solved for s, now we will solve for A


Z0+
0

y (t) dt + k
{z

+
y (t)|00

Z0+
0

y (t) dt =
{z
0

Z0+

(t) dt


A exp k0+ 0 + 0 = 1

{z
1

A = 1.

So the response of the system to impulse is


h (t) = exp (kt) , t > 0
= exp (kt) 1 (t) .
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Finding an impulse response


Example

Response of this system to general input:


y (t) =

Z
0

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u ( ) h (t ) d
u (t ) h ( ) d
u (t ) exp (k ) 1 ( ) d

u (t ) exp (k ) d.

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Transfer function

Response to impulse is called the impulse response


h (t) .
Response to general input u (t) is found by the below convolution
u (t) h (t) .
Response to sinusoid or cosinusoid
A cos (t) =

A
(exp (jt) + exp (jt))
2

reduces to response to exponential.

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Transfer function
Let u (t) = exp (st) with s being complex. The response of the
system is found as
Z
y (t) =
u (t ) h ( ) d
=

exp (s (t )) h ( ) d
exp (st) exp (s ) h ( ) d

= exp (st)

exp (s ) h ( ) d

= exp (st) H (s) .


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Transfer function

An input of the form exp (st) decouples the convolution into two
independent parts:
a part depending on exp (st),
a part depending on h (t).
Recall that, a signal for which the system output is a (possibly
complex) constant times the input is referred to as an eigenfunction
of the system, and the amplitude factor is referred to as the systems
eigenvalue.
Complex exponentials are eigenfunctions of all LTI systems.
Notice that H (s) (which is a constant for a specific value of s) is the
eigenvalue associated with the eigenfunction exp (st).

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Transfer function
Example

Consider the following system model


y (t) + ky (t) = u (t)
with u (t) = exp (st).
We know that
y (t) = H (s) exp (st) y (t) = sH (s) exp (st) .
Substituting the above expression into the system model, results in
sH (s) exp (st) + kH (s) exp (st) = exp (st)
sH (s) + kH (s) = 1
H (s) =
y (t) =
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EE362 Feedback Control Systems

1
s +k
exp (st)
.
s +k
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Response to cosinusoid

For s = j,
u (t) = exp (jt) y (t) = H (j) exp (jt) .
For s = j,
u (t) = exp (jt) y (t) = H (j) exp (jt) .
Thus, for u (t) = A cos (t) =
y (t) =

A
2

(exp (jt) + exp (jt)),

A
[H (j) exp (jt) + H (j) exp (jt)] .
2

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Response to cosinusoid
Consider a real h (t) with
H (j) = L exp (j)
so we know that
H (j) = L exp (j) .
Substitute these into y (t) to obtain
y (t) =
=

A
[L exp (j) exp (jt) + L exp (j) exp (jt)]
2
AL
[exp (j (t + )) + exp (j (t + ))] .
2

The response of an LTI system to a sinusoid is a sinusoid (of the


same frequency).
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Frequency response of a first order system


For

1
1
H (s) |s=j = H (j) =
.
s +k
j + k
Magnitude of H (j)
H (s) =

M = |H (j)| =

1
.
+ k2

Phase angle of H (j)


= H (j) = tan1

 
k

The output can be written as


y (t) =


 
A
cos t tan1
.
k
2 + k 2

Can we use these results to simplify convolution and get an easier way
to understand dynamic response?
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Laplace L transform
We have seen that if a system has an impulse response h (t), we can
compute its transfer function H (s)
H (s) =

h (t) exp (st) dt.

Since we deal with causal systems (possibly with an impulse at


t = 0), we can integrate from 0 instead of negative infinity
H (s) =

h (t) exp (st) dt.

This is called the onesided (unilateral) Laplace transform of h (t).


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Laplace L transform
Name
Unit impulse
Unit step
Unit ramp
nth order ramp
Sine
Cosine

Time function f (t)


(t)
1 (t)
t1 (t)
t n 1 (t)
sin (bt) 1 (t)
cos (bt) 1 (t)

Damped sine

exp (at) sin (bt) 1 (t)

Damped cosine

exp (at) cos (bt) 1 (t)

Diverging sine

t sin (bt) 1 (t)

Diverging cosine

t cos (bt) 1 (t)

Assoc. Prof. Enver Tatlicioglu (EEE@IYTE)

Laplace transform F (s)


1
1/s
1/s 2
n!/s n+1 
b/ s 2 + b 2
2
2
s/ s + b


b/ (s + a)2 + b 2


(s + a) / (s + a)2 + b 2

2 
2bs/ s 2 + b 2
 
2 
s 2 b2 / s 2 + b2

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Properties of Laplace transform

Superposition
L {af1 (t) + bf2 (t)} = aF1 (s) + bF2 (s) .
Time delay
L {f (t )} = exp (s ) F (s) .
Time scaling
L {f (at)} =

1 s 
F
.
|a|
a

Time scaling property is useful if original equations are expressed


poorly in time scale.
For example, measuring diskdrive seek speed in hours.

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Properties of Laplace transform


Differentiation
n
o

L f (t)
= sF (s) f 0
n
o


L f (t)
= s 2 F (s) sf 0 f 0

..
n
o .


L f (m) (t)
= s m F (s) s m1 f 0 ... f (m1) 0 .

Integration
L

t
Z

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f ( ) d

1
F (s) .
s

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Properties of Laplace transform


Convolution
Y (s) = L {y (t)}

= L {h (t) u (t)}
t

= L
h ( ) u (t ) d

=0
Zt

t=0 =0
Z Z

h ( ) u (t ) d exp (st) dt
h ( ) u (t ) exp (st) dtd.

=0 t=

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Properties of Laplace transform


Multiply the righthand side of the above expression with
exp (s ) exp (s ) to obtain
Y (s) =

h ( ) exp (s )

=0

u (t ) exp (s (t )) dtd.

t=

Let t = t
Y (s) =

h ( ) exp (s ) d

Z
t =0

=0

 



u t exp st dt

= H (s) U (s) .
Laplace transform unwraps convolution for general input signals.
This makes systems easy to analyze.
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Inverse Laplace transform


Inverse Laplace transform converts F (s) to f (t).
Once we get an intuitive feel for F (s), we wont need to do this often.
The main tool for inverse Laplace transform is partial fraction
expansion.
For most physical systems
F (s) =

b0 s m + b1 s m1 + ... + bm
s n + a1 s n1 + ... + an

with n m.
If we write F (s) in the poles/zeros form

F (s) = k

m
Q

i =1
n
Q

i =1
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(s zi )

(s pi )

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Inverse Laplace transform


If pi are distinct
c1
c2
cn
+
+ ... +
s p1 s p2
s pn
c2 (s p1 )
cn (s p1 )
(s p1 ) F (s) = c1 +
+ ... +
.
s p2
s pn
F (s) =

Let s = p1 then c1 = [(s p1 ) F (s)] |s=p1 .


Similarly s = pi then ci = [(s pi ) F (s)] |s=pi .
Since, we know that
L {exp (kt) 1 (t)} =
then
f (t) =

n
X

1
s k

ci exp (pi t) 1 (t) .

i =1

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Inverse Laplace transform


Example

Find the inverse Laplace transform of


F (s) =

s2

5
.
+ 3s + 2

Using partial fraction expansion


5
|s=1 = 5
(s + 2)
5
=
|s=2 = 5.
(s + 1)

c1 = [(s + 1) F (s)] |s=1 =


c2 = [(s + 2) F (s)] |s=2
Then, f (t) is found as

f (t) = [5 exp (t) 5 exp (2t)] 1 (t) .


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Inverse Laplace transform


Repeated Roots

If F (s) has repeated roots, we must modify the procedure.


For example, consider below F (s) which includes a third order pole
F (s) =
=

k
3

(s p1 ) (s p2 )
c1,1
c1,2
c1,3
c2
+
+
+
+ .
2
3
s p1 (s p1 )
s p2
(s p1 )

The modified formula to compute the constants is


h
i
c1,3 = (s p1 )3 F (s) |s=p1
 

d
3
c1,2 =
(s p1 ) F (s) |s=p1
ds
 2 

d
3
c1,1 =
(s p1 ) F (s) |s=p1
ds 2
c2 = [(s p2 ) F (s)] |s=p2 .
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Inverse Laplace transform


Example

Find the inverse Laplace transform of


F (s) =
Let

s +3
(s + 1) (s + 2)2

c1,1
c1,2
c2
+
+
.
s + 2 (s + 2)2 (s + 1)
fraction expansion


h
i
s +3
2
(s + 2) F (s) |s=2 =
|s=2 = 1
s +1
 





d
d s +3
2
(s + 2) F (s) |s=2 =
|s=2
ds
ds s + 1


1
s +3

|s=2 = 1 1 = 2.
s + 1 (s + 1)2
F (s) =

Using partial
c1,2 =
c1,1 =
=

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Inverse Laplace transform


Example

Using partial fraction expansion


c2 = [(s + 1) F (s)] |s=1 =

s +3
(s + 2)2

|s=1 = 2.

Then, f (t) is found as


f (t) = [2 exp (t) 2 exp (2t) t exp (2t)] 1 (t) .

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Using Laplace transform to solve problems


Example

We can use Laplace transform to solve both homogeneous and forced


differential equations.
Solve for y (t)
y (t) + y (t) = 0
with y (0 ) = , y (0 ) = .
Using Laplace transform yields
s 2 Y (s) s + Y (s) = 0.
Thus, Y (s) is found as
Y (s) =

s +
s
1
= 2
+ 2
.
s2 + 1
s +1
s +1

From tables,
y (t) = [ cos (t) + sin (t)] 1 (t) .
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Using Laplace transform to solve problems


Example

Solve for y (t)


y (t) + 5y (t) + 4y (t) = u (t)
with u (t) = 2 exp (2t) 1 (t) and y (0 ) = 0, y (0 ) = 0.
Using Laplace transform results in
2
s 2 Y (s) + 5sY (s) + 4Y (s) =
.
s +2
Thus, Y (s) is found as
2
2
Y (s) =
=
2
(s + 2) (s + 5s + 4)
(s + 2) (s + 1) (s + 4)
1
2/3
1/3
=
+
+
.
s +2 s +1 s +4
From tables,


2
1
y (t) = exp (2t) + exp (t) + exp (4t) 1 (t) .
3
3
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Time response vs. pole locations


Once the transfer function is determined, we can start to analyze the
response of the system it represents.
When the system equations are ordinary differential equations, the
transfer function will be a ratio of polynomials
H (s) =

b (s)
a (s)

where we assume that a (s) and b (s) have no common factors.


The values of s such that a (s) = 0 represents points where H (s) is
infinity and these s values are called poles of H (s).
The values of s such that b (s) = 0 are points where H (s) = 0 and
these s values are called zeros of H (s).

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Time response vs. pole locations

Impulse response is the time function corresponding to the transfer


function.
The impulse response is also called the natural response of the system.
Poles and zeros are used to compute corresponding time response of
the system.
Poles qualitatively determine the behavior of the system.
Poles identify the classes of signals contained in the impulse response.
Zeros quantify this relationship.

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First order pole

Consider a first order pole


H (s) =

1
.
s +

From the tables, h (t) can be found as


h (t) = exp (t) 1 (t) .
If > 0, pole is at s < 0, stable (i.e., impulse response decays, and
any bounded input produces bounded output).
If < 0, pole is at s > 0, unstable.

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First order pole

Figure: Impulse response of a stable first order pole

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First order pole

Figure: Unit step response of a stable first order pole

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Second order systems without any zeros


Standard form of a second order system without any zeros
H (s) =

s2

K n2
b0
= 2
+ a1 s + a2
s + 2n s + n2

where is the damping ratio, n is the natural/undamped frequency.


From the tables, h (t) can be found as
n
h (t) = p
exp (t) sin (d t) 1 (t)
1 2
p
where = n and d = n 1 2 is the damped frequency.

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Second order systems without any zeros

Figure: Damping ratios vs. pole locations

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Second order systems without any zeros

Figure: Envelope of sinusoid decays as exp (t)

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Second order systems without any zeros

Figure: Impulse responses of second order systems

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Second order systems without any zeros

Figure: Step responses of second order systems

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Second order systems without any zeros

Low damping, 0, oscillatory.

High damping, 1, no oscillations.


0 < < 1 underdamped.
= 1 critically damped.
> 1 overdamped.

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Second order systems without any zeros

Figure: Impulse responses vs. pole locations

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Second order systems without any zeros

Figure: Step responses vs. pole locations

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Time domain specifications

We have seen impulse and step responses for first and second order
systems.
Our control problem may be to specify exactly what the response
should be.
Usually expressed in terms of the step response.

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Time domain specifications


tr is the rise time and is equal to the time to reach vicinity of set
point.
ts is the settling time and is the time for transients to decay (to 5%,
1%).
Mp is the percent overshoot.
tp is the time to peak.

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Rise time

All step responses rise in roughly the same amount of time.


Take = 0.5 to be average.
Time from 0.1 to 0.9 is approximately equal to
tr

1.8
.
n

We could make this more accurate, but note that this is only valid for
second order systems with no zeros.
Use this as approximate design rule of thumb and iterate design
until specifications are met.

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Peak time
Step response can be found from ILT of H (s) /s as



y (t) = 1 exp (t) cos (d t) +


sin (d t)
d
p
where = n and d = n 1 2 .
Peak occurs when y (t) = 0



y (t) = exp (t) cos (d t) +


sin (d t)
d
exp (t) (d sin (d t) + cos (d t))
 2

+ d2
= exp (t)
sin (d t) = 0.
d
So,
d tp = tp =
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= p
.
d
n 1 2

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Percent overshoot vs. damping ratio


Percent overshoot is


p
Mp = 100 exp / 1 2

where common values are Mp = 16% for = 0.5 or Mp = 5% for


= 0.7.

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Settling time
Determined mostly by decaying exponential
exp (n ts ) =
with = 0.01, 0.02, or 0.05.
For = 0.01, we obtain
exp (n ts ) = 0.01 n ts = 4.6 ts =

4.6
4.6
=
.
n

For = 0.02, we obtain


exp (n ts ) = 0.02 n ts = 3.9 ts =

3.9
3.9
=
.
n

For = 0.05, we obtain


exp (n ts ) = 0.05 n ts = 3.6 ts =
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3.6
3.6
=
.
n

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Design synthesis
Specifications on tr , ts , Mp determine pole locations.
n 1.8/tr .

function (Mp ) (read from Mp versus graph).


4.6/ts (for = 0.01).

Figure:

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Converting specifications to splane


Example

Specifications are: tr 0.6, Mp 10%, ts 3 sec at 1%.


n 1.8/tr = 1.8/0.6 = 3.0 rad/sec.
From Mp versus graph, 0.6.
4.6/ts = 4.6/3 1.5 sec for = 0.01.

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Converting specifications to splane


Designing a motor compensator

Suppose a servo motor system for a pen plotter has transfer function
0.5Ka
n2
=
.
s 2 + 2s + 0.5Ka
s 2 + 2n s + n2
where there is only one adjustable parameter which is Ka .
So, we can choose only one specification (i.e., either of tr , ts or Mp ).
Let the design requirement be to allow no overshoot.
Thus, Mp = 0 results in = 1.
From the denominator of the transfer function, 2 = 2n , thus
n = 1.
Thus 0.5Ka = 1 resulting in Ka = 2.
Note that, for = 0.01, we obtain ts = 4.6 sec.
We will need a better controller than this for a pen plotter!
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Higher order systems

We have looked at first order and second order systems without zeros,
and with unity gain.
Nonunity gain:
If we multiply by K , the dc gain becomes K .
Note that, tr , ts , Mp , tp are not affected.

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Higher order systems

Adding a zero to a second order system:


Consider the following transfer functions
H1 (s) =
H2 (s) =

2
2
2
=

(s + 1) (s + 2)
s +1 s +2
2 (s + 1.1)
0.18
1.64
=
+
.
1.1 (s + 1) (s + 2)
s +1 s +2

Same dc gain (at s = 0).


Coefficient of (s + 1) pole is greatly reduced.
General conclusion:
A zero near a pole tends to cancel the effect of that pole.

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Higher order systems

How about transient response?


H (s) = 

s
n

s
n
2

+1
2s
n

+1

Zero at .

Poles at R (s) = .

Large , zero far from poles no effect.


1, large effect.

Overshoot goes up as 0.

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Higher order systems

Figure: Step responses for a second order system with a zero

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Higher order systems

Figure: Overshoot versus normalized zero location for a second order system with
a zero

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Higher order systems


Set n = 1
H (s) =

+1

s2

+ 2s + 1
1
1
s
= 2
+
2
s + 2s + 1 s + 2s + 1
= Ho (s) + Hd (s) .

where Ho (s) is the original response (i.e., without the zero) and
Hd (s) is the added term due to the zero.
Notice that
1
Hd (s) =
sHo (s) .

The time response of Hd (s) is a scaled version of the derivative of


the time response of Ho (s).
If any of the zeros are in RHP, the system is called nonminimum
phase.
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Higher order systems

Figure: Step response for a second order minimum phase system

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Higher order systems

Figure: Step response for a second order nonminimum phase system

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Adding a pole to a second order system

Consider the transfer function


H (s) = 

s
n

1
  2
s
+1
+
n

2
n s

.
+1

Original poles are at R (s) = = n .


New pole is at s = n .

Major effect is an increase in rise time.

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Adding a pole to a second order system

Figure: Step response for a pole added second order system (i.e., a third order
system)

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Adding a pole to a second order system

Figure: Normalized rise time vs. normalized pole location

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Summary of higher order approximations


Extra zero in LHP will increase overshoot if the zero is within a factor
of 4 from the real part of complex poles.
Extra zero in RHP depresses overshoot, and may cause step response
to start in wrong direction.
Extra pole in LHP increases rise time if extra pole is within a factor of
4 from the real part of complex poles.

Figure:
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Summary of higher order approximations


Matlab step and impulse commands can plot higher order system
responses.
Since a model is an approximation of a true system, it may be all
right to reduce the order of the system to a first or second order
system (if higher order poles and zeros are a factor of 5 or 10 times
farther from the imaginary axis).
Analysis and design are much easier.
Numerical accuracy of simulations are better for lower order models.
First and second order models provide us with great intuition into
how the system works.
May be just as accurate as higher order model, since higher order
model itself may be inaccurate.

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