Advanced Process Control

Tutorial Problem Set 1

Development of Linear Control Relevant Models using Taylor Series
Expansion
To nd a steady state operating point, X, solve algebraic equations obtained by setting
dX
= F (X; U; D) = 0
dt
for specied values of manipulated inputs, U, and disturbances, D.
Linear Perturbation Models
x(t)= X(t)

X; u(t) = U

d(t) = D(t)

U;

Continuous Time
dx
= Ax + Bu + Hd
dt
y(t) = Cx(t)

(1)
(2)

Discrete Time
x(k + 1) =
x(k) + u(k)
y(k) = Cx(k)
Discretization methods
Exact method
= exp(AT ) =L
=
=

= (

(sI

A)

1
t=T

(when matrix A is diagonalizable)

3
2 T
Z
exp(A )B d = 4 exp( )B d 5 1

exp( t)
ZT

(when matrix A is invertible)

I)A B

Euler method
= I+T A

and

= TB

1. Consider a continuous-time system having a true model given by

dX
dt

U2
X+
3

1 2
X
2

Assume that the input uctuates around U = 2.

1

(3)
(4)

(a) Find a steady state operating (X) point corresponding to U = 2

(b) Develop a continuous time linear perturbation model of form 1-2 in the neighborhood of the operating point using the Taylor series approximation.
(c) Compute s transfer function matrix g(s) = C[sI A] 1 B and state time domain
dierential equation that relates perturbation output y(t) with perturbation input
u(t):
(d) Using sampling interval T = 0.1, develop discrete time linear perturbation model
of form 3-4 starting from continuous time linear perturbation model developed in
part (b) using
1. Exact discretization
2. Euler discretization
and compare the resulting discrete models
(e) Repeat part (c) using sampling interval T = 1.
(f) Compute z transfer function matrix g(z) = C[zI
] 1 for case (d.i) and state
time domain dierence equation that relates sampled perturbation output y(k)
with piecewise constant perturbation input u(k):
2. Consider linear perturbation models
dx
0 1
0
=
x+
System 1 :
1 0
1
dt
y(t) = 0 1 x(t)
System 2 :

dx
=
dt

3=2
1=2
1
y(t) =
1

1=2
x+
3=2
1
x(t)
1

2 1
1 2

(a) Compute s transfer function matrix G(s) = C[sI

gain matrix.Ku

A] 1 B and the steady state

(b) Derive time domain dierential equations relating y(t) with u(t) using G(s):
(c) Compute A =

and

(t) = eAt =

exp( t)

(d) Compute

(t) = eAt =L

(e) Compute

matrix corresponding to sampling interval T = 0:5:

2 T
3
Z
= exp( ) 1 and compute == 4 exp( )B d 5

(f) Express eA

(sI

A)

(g) Check whether matrix

obtained in part (d) is identical with (

(h) Compute z transfer function matrix G(z) = C[zI

] 1 .

I)A 1 B:

and G(q) = C[qI

(i) Derive time domain dierence equations relating y(k) with u(k) using either G(z)
or G(q):
2

(j) Compute the steady state gain matrix Ku = C[I

3. Consider the following nonlinear state space model

dX1
=
2X1 + 0:1X1 X2 + U
dt
dX2
=
X1 2X2 X21
dt
Y = X1 + (1 + X2 )2
(a) Find a steady state operating point (X1 ; X2 ) corresponding to U = 1.
(b) Develop a continuous time linear perturbation model of form (1-2) in the neighborhood of the operating point using the Taylor series approximation. Also, compute
s transfer function matrix G(s) using the linearized model.
(c) Using sampling interval T = 0.1, develop discrete time linear perturbation model
of form (3-4) starting from continuous time linear perturbation model developed
in part (b) using
1. Exact discretization
2. Euler discretization
and compare the resulting discrete models.
(d) Compute z transfer function matrix G(z) for the discretized model in part (c.i).
(e) Repeat part (c) using sampling interval T = 1.
4. Consider a pendulum (of mass m) attached to a rigid rod (with negligible mass and
of length l), which is free to swing in the vertical plane. The pendulum can move
in a circle of radius l. Let represents angle subtended by the rod and the vertical
axis through the pivot point. Dening states X1 = and X2 = d =dt, the dynamic
equation governing the motion of the pendulum can be stated as follows
dX1
= X2
dt
dX2
g
=
sin(X1 )
dt
l

X2

where represents the coe cient of friction and g represents the gravitational constant.
The pendulum has two equilibrium (steady state) points namely (0,0) and ( ; 0).
Linearize the above modeling equations at the two steady states and develop state
space models of the form
dx
= Ax
(5)
dt
Examine eigen values of A matrix in each model and comment upon the asymptotic behavior of the solutions of the linearized models. (Use = 0:2; m = 0:1 kg
and l = 1m):

Figure 1: Jacketed Stirred Tank Heater System

Develop discrete time models of the form
x(k + 1) =

x(k)

corresponding to both the steady state models using sampling interval of T = 0.01
sec using the exact approach. Examine eigen values of
matrix in each model
and comment upon the asymptotic behavior of the solutions of the discretized
linear models
5. Consider a jacketed stirred-tank heater system shown in Figure 1. A hot uid is
circulated through the jacket (assumed to be perfectly mixed) and heat ow between
the jacket and vessel increases the energy content of the vessel uid. Energy balances
on the vessel and jacket uids result in the following equations:
dT
dt
dTj
dt

F
UA
(Ti T ) +
(Tj T )
V
V cp
Fj
UA
=
(Tjin Tj )
(Tj T )
Vj
Vj j cpj
=

Here, the outputs are the vessel and jacket uid temperatures, which are also the states;
the inputs are the jacket ow rate, feed ow rate, feed temperature, and jacket inlet
temperature. The nominal (steady state) values of the input, state variables and the

model parameters are as follows

Variable
Description
Nominal Value
F
Feed owrate
1 f t3 = min
Fj
Jacket uid owrate
1:5 f t3 = min
Ti
Feed temp.
500 F
T
Vessel uid temp.
1250 F
Tjin
Jacket inlet temp.
2000 F
Tj
Jacket uid temp.
1500 F
cp
61:3 Btu=(0 F:f t3 )
61:3 Btu=(0 F:f t3 )
j cpj
V
Vessel volume
10 f t3
Vj
Jacket volume
2:5 f t3
UA
Heat Transfer coe.
area 183:9 Btu=(0 F: min)
while the manipulated input and disturbance vectors are as follows
u=

F Fj

and d =

Ti Tjin

(a) Develop a continuous time linear perturbation model of form (1-2) in the neighborhood of the operating point using the Taylor series approximation.
(b) Using sampling interval T = 0.1 min, develop discrete time linear perturbation
model of form (3-4) starting from continuous time linear perturbation model developed in part (b) using
1. Exact discretization
2. Euler discretization
and compare the resulting discrete models
(c) Repeat part (c) using sampling interval T = 2 min.
6. Euler equations for relating rigid spacecraft are given by
d! 1
= (J2
dt
d! 2
J2
= (J3
dt
d! 3
J3
= (J1
dt
J1

J3 )! 2 ! 3 + u1
J1 )! 3 ! 1 + u2
J2 )! 1 ! 2 + u3

where ! 1 to ! 3 are the components of the angular velocity vector ! along the principal
axes, u1 to u3 are torque inputs applied about the principle axis and J1 to J3 are the
principal moments of inertia.
(a) Linearize the system in the neighborhood of the origin (i.e. ! 1 = ! 2 = ! 3 = 0)
and develop model of form (1-2) in the neighborhood of the origin. Also compute
= exp(AT ) for arbitrary T. What are the eigen values of A and matrices?

Figure 2: Tunnel Diade System

(b) Suppose a state feedback control law of the form ui = ki ! i is applied to the
spacecraft where ki > 0 for all i. Linearize the resulting closed loop system in
the neighborhood of the origin to arrive at unforced model of the form (5) for
the closed loop system. Examine eigen values of A matrix for the closed loop
case and comment upon the asymptotic behavior of the solutions of the linear
perturbation model.
7. A state space model for a tunnel diode circuit is given by
1
dX1
=
[ h(X1 ) + X2 ]
dt
C
1
dX2
=
[ X1 RX2 + U ]
dt
L
h(X1 ) = 17:76X1

103:79X21 + 229:62X31

226:31X41 + 83:72X51

Assume that the circuit parameters are U = 1:2 V, R = 1:5 k ; C = 2 10 12 F and

L = 5 10 6 H: The states are X1 voltage across capacitor and X2 current through
inductor. Measuring time is in nanoseconds and the currents are in mA. Equilibrium
points of the system at the specied input are at (0.063,0.758), (0.285, 0.61) and (0.884,
0.21).
(a) Develop continuous time linear perturbation models of form (1-2) in the neighborhood of the operating points using the Taylor series approximation.
(b) Comment upon asymptotic behavior of solution of the local linear approximations
based upon eigen values of A matrices.
8. A stream contains a waste chemical, W, with a concentration of 1 mol/liter (i.e. Cwin =
1). To meet pollution authority standards, at least 90 % of the chemical must be
removed by reaction. The chemical decomposes by a second order reaction with a
rate constant of 1.5 liter/(mol hr). The stream ow rate, F , is 100 liter/hour and
6

two available reactors (400 and 2000 liters) have been placed in series (the smaller
reactor is placed before the larger one). Let us assume constant volume and constant
density. Let CW 1
concentration in reactor (1 mol/liter), CW 2
concentration in
reactor (2 mol/liter), F volumetric ow rate, liter/hr, V1 liquid volume in reactor
(1 liter), V2 liquid volume in reactor (2 liters) and
second-order rate constant,
(1.5 liter/(mol hr))
(a) The model equations with CW 1 and CW 2 as the state variables are as follows
F
dCW 1
=
(CW in CW 1 )
dt
V1
dCW 2
F
=
(CW 1 CW 2 )
dt
V2

2
CW
1
2
CW
2

(b) Show that the steady state concentrations are 1/3 mol/liter (Reactor 1) and 0.0901
mol/liter (Reactor 2), so the specication is met.
(c) Linearize at steady state the above modeling equations and develop a state space
model of the form
dx
= Ax + Bu
dt
y = Cx + Du
T

where x = CW 1 C W 1 CW 2 C W 2
and u = F F CW in C W in
:Assume
that concentration is measured in both the reactors. Show that the A and B matrices are
A=

1:25
0:05

0
0:32015

B=

0:001667 0:25
0:0001216 0

Also show that,

C=

1 0
0 1

D=

0 0
0 0

(d) Find discrete time model of the form

x(k + 1) =
x(k) + u(k)
y(k) = Cx(k) + Du(k)
when sampling time T = 1 unit.
9. Consider the continuous time state space model given by System 2 in Problem 2 together with initial condition x(0). Let us assume that the system is subjected to input
of the form
sin(!t)
u(t) =
cos(!t)
for t

0: Compute the solution x(t) of the system at any arbitrary time t as follows
x(t) = exp(At)x(0) +

Zt
0

exp(A )Bu( ) d

i.e. derive expression for exp(At) and

Zt

exp(A )Bu( ) d in terms of variable t: Also

compute expression for y(t):

10. Consider the continuous time linear perturbation model of form 1-2 with x(0) = 0 and
let the system be subjected to step input of the form
0 for t < 0
us for t 0

u(t) =

and d(t) = 0 for all t: Assuming that system reaches a steady state, xs x(t ! 1);
show that the steady state gain matrix can be computed as Ku = CA 1 B:Show that
matrix Ku can be also computed by applying the nal value theorem to the transfer
function matrix G(s) = C[sI A] 1 B. Similarly, compute gain matrix, Kd ; with
respect to disturbances.
11. Consider the discrete time system given by equations (3-4) together with an initial
condition x(0): The system is subjected to an input sequence fu(0); u(1); u(2); ::::g :
Using equations (3-4) recursively, show that the solution of the system at any time
x(k) =

x(0) +

k 1
X

u(j)

j=0

y(k) = C

x(0) +

k 1
X

u(j)

j=0

Thus, evolution of the state and outputs of the system is inuenced by the initial
condition and by the input that is injected into the system. Note that matrices H(j) =
C j consist of impulse response coe cients of the discrete time system. If all the
eigen values of are strictly inside the unit circle
(a) Comment upon behavior of matrices k and H(k) as k ! 1 .
(b) Is it justied to approximate y(k) as k ! 1
N
X

y(k)

H(i) u(k

i)

i=1

(This is nite impulse response or FIR model)

12. Consider the discrete time linear perturbation model of form 3-4 with x(0) = 0 and
let the system be subjected to step input of the form
u(k) =

0 for k < 0
us for k 0

Assuming that system reaches a steady state, xs x(k ! 1); show that the steady
state gain matrix can be computed as Ku = C[I
] 1 :Show that matrix Ku can
be also computed by applying the nal value theorem to the transfer function matrix
G(z) = C[zI A] 1 B.
8