Chapter1 EEE3001 & EEE8013

Chapter 1 EEE3001- 8013
Chapter #1
EEE3001 & EEE8013
Design of Linear Control Systems
Introduction
1st order dynamics
2nd order dynamics
Nonhomogeneous differential equations
Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 1/25

Introduction
System: is a set of objects/elements that are connected or related to each

other in such a way that they create and hence define a unity that performs a
certain objective.
Control: means regulate, guide or give a command.
Task: To study, analyse and ultimately to control the system to produce a

“satisfactory” performance.
Model: Ordinary Differential Equations (ODE):
dx d 2x
ΣF = ma ⇔ f − f friction = ma ⇔ f − Bω = ma ⇔ f − B = m 2
dt dt
Dynamics: Properties of the system, we have to solve/study the ODE.

dx
First order ODEs: = f ( x, t )
dt
Analytical solution: Explicit formula for x(t) (a solution which can be found
dx
using separate variables, integrating factor…) which satisfies = f ( x, t )
dt
Example:
dx
The ODE = a has as a solution x(t ) = at .
dt
dx
First order Initial Value Problem : = f ( x, t ), x(t 0 ) = x0
dt
dx
Analytical solution: Explicit formula for x(t) which satisfies = f ( x, t )
dt
and passes through x0 when t = t0
Example:
dx
= a ⇔ ∫ dx = ∫ adt ⇔ x(t ) = at + C ⇒ x(0 ) = C ⇒ x(t ) = at + x0
dt
Ö INFINITE curves (for all Initial Conditions (ICs)).
For that reason a different symbol is used for the above solution: φ (t , t 0 , x0 ) .
You must be clear about the difference to an ODE and the solution to an
IVP! From now on we will just study IVP unless otherwise explicitly
mentioned.

Numerical solution: Using Simulink it is possible to see how the solution

x(t ) behaves. In order to do that we place one integrator, set the IC (in the
integrator block) and then we create the signal f ( x, t ) at the input of the
integrator. Remember the set the properties of the “Simulation parameters”
(I would say set the maximum step size to 1e-3) and of the “Scope” (change
in the Data History the option “Limit data points to last:”

Example: Numerical solution of x& = − x 2 cos(t ) , x(0 ) = 0.1
In order to improve the presentation of our results I set in the “Save data to
workspace” option the following:
That way, once we run the simulation, we have in the command window the
matrix s which has in tits first column the values of the time and in the
second the values of our solution:

>> plot(s(:,1),s(:,2))
0.115
0.11
0.105
0.1
0.095
0.09
0 1 2 3 4 5 6 7 8 9 10

First order linear equations - (linear in x and x’)
⎧a (t ) x'+b(t ) x = c(t ), Non autonomous

General form: ⎨
⎩ax'+bx = c, Autonomous
Example: x'+ kx = u
Numerical Solution:
k=5, u=0.5
Gain
1
0.5 s
Constant Integrator Scope
0.1
0.08
0.06
0.04
0.02
0
0 1 2 3 4

k=0.5, u=sin(10t)
Gain
0.5
1
s
Sine Wave Integrator Scope
0.2
0.15
0.1
0.05
-0.05
-0.1
0 5 10

Analytical Solutions:
Integrating factor (NOT ASSESSED MATERIAL):
kdt k = const kt
e∫ = e
( )
e kt ( x'+ kx ) = e kt u ⇒ e kt x ' = e kt u
( )
⇒ ∫ e kt x ' dt = ∫ e kt udt
⇒ e kt x = ∫ e kt udt + c ⇒ x = e − kt ∫ e kt udt + e − kt c
t
or: x = e −kt
x(0 ) + e −kt
∫e
kt1
udt1
0
The equation that we derived is:
t
x=e −kt
x(0 ) + e −kt
∫e
kt1
udt1
0
Assuming that k>0 the first part is called transient and the second is called
steady state solution.

Response to a sinusoidal input (Not assessed)
y1 '+ ky1 = k cos(ω t )
y2 '+ ky2 = k sin (ω t ) ⇒ jy 2 '+ kjy2 = kj sin (ω t )
jy2 '+ kjy2 + y1 '+ ky1 = kj sin (ω t ) + k cos(ω t )
~ y = ke jωt
y '+ k~
( )
y e kt ' = ke(k + jωt )
Integrating factor: e kt => ~
e (k + jωt ) ⇒
~ k
y e kt =
k + j ωt
k
~
y= e jωt ⇒
k + jωt
⎛ −1(ω ) ⎞
1 j ⎜ ωt − tan k
⎟
~
y= e ⎝ ⎠
1+ ω
2
k2
⎛ ⎛ −1(ω ) ⎞ ⎞
⎜ k ⎟⎟
−1(ω ) ⎞
j ⎜⎜ ωt − tan
1 ⎟ 1 ⎛
Re( y ) = Re⎜
~ e ⎝ ⎠⎟= cos⎜ ωt − tan k
⎟
⎜ ⎟ ⎝ ⎠
⎜ 1+ ω 2 1+ ω 2
2 2
⎟
⎝ k ⎠ k
1 ⎛ −1(ω ) ⎞
cos⎜ ωt − tan k ⎟
1+ ω
2 ⎝ ⎠
k2
= magnified/attenuated amplitude and phase shifted.

Example:
u = cos(2πt ) k=1, x(0)=0.1:
Gain2 X0
-1 eu 0.1
Clock
Math
Function
Gain3
Scope1
1 eu
Clock1 Product1
Math 1
Function1 s
Product Integrator1
Sine Wave1
0.25
Steady
state Overall Transient
0.2
0.15
0.1
0.05
-0.05
-0.1
-0.15
-0.2
0 2 4 6 8 10
Exercise: Find the response for k=0.5, u=1 and u=-1, initial conditions: 0, 1,
-1. Describe the system’s behaviour.
Autonomous 1st order ODEs => Liner Time Invariant (LTI) systems
dx
= f (x) (not t on RHS).
dt
Analytic solution: Can be solved as before: Transient and steady state part.

d 2x
Second order ODEs: 2 = f ( x' , x, t )
dt
Second order linear ODEs with constant coefficients: x' '+ Ax'+ Bx = u
u=0 => Homogeneous ODE; I need two “representative solutions”
x' '+ Ax'+ Bx = 0 , assume x = e rt => x' = re rt & x' ' = r 2 e rt =>
x' '+ Ax'+ Bx = 0 ⇔ r 2 e rt + Are rt + Be rt = 0 ⇔
r 2 + Ar + B = 0 ; Characteristic or Eigenvalue equation => Check its roots.
− A ± A2 − 4B
r= , these are the Characteristic values or Eigenvalues.
2
Roots are real and unequal: r1 and r2 ( A 2 > 4 B =>Overdamped system)
x1 = e r1t and x2 = e r2t are solutions of the ODE =>
x = C1 x1 + C 2 x2 = C1e r1t + C 2 e r2t . If r1 and r2<0 then x → 0.
Example:
x' '+4 x'+3 x = 0 ⇔ r 2 + 4r + 3 = 0 ⇔ (r + 3)(r + 1) = 0
x = C1e −3t + C 2 e −t . Assume that x(0 ) = 1 and x' (0) = 0 :
x(0 ) = C1 + C 2 = 1 and x' = −3C1e −3t − C 2 e −t ⇒ x' (0 ) = −3C1 − C 2 = 0 =>
C1=-0.5, C2=3/2 => x = −0.5e −3t + 3 e −t :

2

Numerical Solution:
4
Check ICs
Gain5
1 1
s s
Integrator3 Integrator2 Scope
Gain1
0.8
0.6
0.4
0.2
0
0 5 10

Analytical Solution:
Gain2 Gain3
-3 eu -0.5
t Scope2
Clock Math
Function
Scope1
Gain4 Gain6
-1 eu 3/2
Math
Function1 Scope3
1.5
Overall
1 Part 2
0.5
Part 1
-0.5
0 5 10

Roots are real and equal: r1=r2 ( A 2 = 4 B Critically damped system)
x1 = e rt and x2 = te rt => x = C1 x1 + C2 x2 = C1e rt + C2te rt
Example:
A=2, B=1, x(0)=1, x’(0)=0 => c1=c2=1
Numerical Solution
2
Check ICs
Gain5
1 1
s s
Gain1
Analytical Solution
Gain2 Gain3
-1 eu 1
t
Clock Math
Function
Gain6
Scope1
1
t*exp()
Product

0.9 e-t
0.8
te-t
0.7 overall
0.6
0.5
0.4
0.3
0.2
0.1
0
0 2 4 6 8 10

Roots are complex: r=a+bj A 2 < 4 B

o Underdamped system A ≠ 0
So x = e rt = e (a +bj )t = e at +bjt = e at e jbt = e at (cos(bt ) + j sin(bt ) ) =Re+jIm.
Theorem: If x is a complex solution to a real ODE then Re(x) and Im(x) are
the real solutions of the ODE:
x1 = e at cos(bt ), x2 = e at sin(bt ) =>
x = c1 x1 + c2 x2 = c1e at cos(bt ) + c2 e at sin(bt )

= e at (c1 cos(bt ) + c2 sin(bt ) ) = e at G cos(bt − φ )
, & φ = tan −1 ⎛⎜ ⎞
c1 c2
where G =
⎝ c1 ⎟⎠
cos⎛⎜ tan −1 ⎛⎜ 2 ⎞⎟ ⎞⎟
c
⎝ ⎝ c1 ⎠⎠
A=1, B=1, x(0)=1, x’(0)=0 => c1=1, c2=1/sqrt(3)
Numerical Solution
1
Check ICs
Gain5
1 1
s s
Gain1

Analytical Solution
Gain2
u
-0.5 e
t
Clock
Math
Function Product Scope1
Gain3
Gain4
sqrt(3)/2 cos 1
bt
Trigonometric
Function
Gain6
sin 1/sqrt(3)
Trigonometric
Function1
1.5
C 1 cos(bt)
C 1 cos(bt)+C 2 sin(bt)
0.5
-0.5
C 2 sin(bt)
-1
-1.5
0 2 4 6 8 10
1.5
1 eat
C 1cos(bt)+C 2sin(bt)
0.5
-0.5
Overall
-1
-1.5
0 2 4 6 8 10

o Undamped system A=0
x' '+0 + Bx = 0 ⇔ r 2 e rt + 0 + Be rt = 0 ⇒ r 2 = − B => Imaginary roots (If B<0

then I would have two equal real roots).
So r = jb => x = c1 cos(bt ) + c2 sin(bt ) = G cos(bt − φ )
A=0, B=1, x(0)=1, x’(0)=0 =>c1=1, c2=0:
0
Check ICs
Gain5
1 1
s s
Gain1
Gain2
u
0 e
t
Clock
Math
Function Product Scope1
Gain3
Gain4
1 cos 1
bt
Trigonometric
Function
Gain6
sin 0
Trigonometric
Function1

0.8
0.6
0.4 Overall
0.2
-0.2
-0.4
-0.6
-0.8
-1
0 2 4 6 8 10
In all previous cases if the real part is positive then the solution will diverge
to infinity and the ODE (and hence the system) is called unstable.

Root Space
jb
jb
a
a
Name Oscillations? Components of solution

Overdamped No Two exponentials:
e k1t , e k 2 t , k1 , k 2 < 0
Critically No Two exponentials:
damped
e kt , te kt , k < 0
Underdamped Yes One exponential and one
cosine e kt , cos(ωt ) , k < 0
Undamped Yes one cosine cos(ωt )

Natural frequency, damping frequency, damping factor
(NOT ASSESSED MATERIAL)
2nd order systems very important with rich dynamic behaviour
So A = 2ζω n , B = ω n2 => x' '+2ζω n x'+ω n2 x = 0
ζ is the damping factor and ωn is the natural frequency of the system.
− A ± A 2 − 4 B − 2ζω n ± (2ζω n )2 − 4ω n2
r= =
2 2
r = −ζω n ± ζ 2ω n2 − ω n2
ζ >0
1. Real and unequal ζ 2ω n2 > ω n2 ⇔ ζ 2 > 1 ⇒ ζ > 1 => Overdamped system
implies that ζ > 1; r1, 2 = −ζω n ± ζ 2ω n2 − ω n2 => replace at
x = C1e r1t + C 2 e r2t .
2. Real and equal ζ 2ω n2 = ω n2 ⇔ ζ 2 = 1 ⇒ ζ = 1 => Critically damped
system implies that ζ = 1; r = −ω n => x = C1e −ωnt + C2te −ωnt .

ζ >0
3. Complex ζ 2
ω n2 < ω n2 ⇔ ζ < 1 ⇒ ζ < 1 => Underdamped systems
2
implies ζ < 1 ;
r1, 2 = −ζω n ± j ω n2 − ζ 2ω n2 = −ζω n ± jω n 1 − ζ 2

ωd =ωn 1−ζ 2
= − ζω n ± jω d => x = e −ζωnt G cos(ω d t − φ ) ; ω d is called damped
frequency or pseudo-frequency.

4. Imaginary roots ζ =0 and therefore the solution is r = ± jω n =>

x = G cos(ω n t − φ ) ; so when there is no damping the frequency of the
oscillations = natural frequency. x = G cos(ω n t − φ )
5. In all the previous cases if ζ > 0 then the transient part tends to zero. If
ζ <0 then the system will diverge to infinity with or without
oscillations.

NonHomogeneous (NH) differential equations
x' '+ Ax'+ Bx = u
u=0 => Homogeneous => x1 & x2.

Assume a particular solution of the nonhomogeneous ODE: xp
R
o If u(t)=R=cosnt => x P =
B
Then all the solutions of the NHODE are x = x P + c1 x1 + c2 x2
So we have all the previous cases for under/over/un/critically damped
systems plus a constant R/B.
If complementary solution is stable then the particular solution is called
steady state.
Example:
x' '+ x'+ x = 2 ⇒ x P = 2
x = 2 + c1 x1 + c2 x2 = 2 + e at (c1 cos(bt ) + c2 sin(bt ) )
x(0)=1, x’(0)=0 => c1=-1, c2=-1/sqrt(3)

Numerical Part
1 1
s s
Integrator1 Integrator Scope
Gain1
2
Constant
Gain2
Scope2
u
-0.5 e
t exp(-at)
Clock Scope1
M ath
Function
Gain4 Gain5
Product
sqrt(3)/2 sin -1/sqrt(3)

bt sin(bt)
T rigonom etric
Function
Gain3
Scope5
cos -1
cos(bt)
T rigonom etric Scope4
Function1
Scope3
2.5
1.5
Particular solution
Overall
1
Homogeneous solution
0.5
-0.5
-1
0 2 4 6 8 10

Chapter1 EEE3001 &amp; EEE8013

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Chapter1 EEE3001 &amp; EEE8013

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Chapter 1 EEE3001- 8013

EEE3001 & EEE8013

Design of Linear Control Systems

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 1/25

System: is a set of objects/elements that are connected or related to each

Control: means regulate, guide or give a command.

Task: To study, analyse and ultimately to control the system to produce a

Model: Ordinary Differential Equations (ODE):

Dynamics: Properties of the system, we have to solve/study the ODE.

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 2/25

Ö INFINITE curves (for all Initial Conditions (ICs)).

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 3/25

Numerical solution: Using Simulink it is possible to see how the solution

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 4/25

Example: Numerical solution of x& = − x 2 cos(t ) , x(0 ) = 0.1

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 5/25

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 6/25

First order linear equations - (linear in x and x’)

⎧a (t ) x'+b(t ) x = c(t ), Non autonomous

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 7/25

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 8/25

Integrating factor (NOT ASSESSED MATERIAL):

The equation that we derived is:

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 9/25

Response to a sinusoidal input (Not assessed)

y1 '+ ky1 = k cos(ω t )

y2 '+ ky2 = k sin (ω t ) ⇒ jy 2 '+ kjy2 = kj sin (ω t )

jy2 '+ kjy2 + y1 '+ ky1 = kj sin (ω t ) + k cos(ω t )

= magnified/attenuated amplitude and phase shifted.

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 10/25

u = cos(2πt ) k=1, x(0)=0.1:

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 11/25

u=0 => Homogeneous ODE; I need two “representative solutions”

x' '+ Ax'+ Bx = 0 ⇔ r 2 e rt + Are rt + Be rt = 0 ⇔

r 2 + Ar + B = 0 ; Characteristic or Eigenvalue equation => Check its roots.

 Roots are real and unequal: r1 and r2 ( A 2 > 4 B =>Overdamped system)

x1 = e r1t and x2 = e r2t are solutions of the ODE =>

x = C1 x1 + C 2 x2 = C1e r1t + C 2 e r2t . If r1 and r2<0 then x → 0.

x' '+4 x'+3 x = 0 ⇔ r 2 + 4r + 3 = 0 ⇔ (r + 3)(r + 1) = 0

x = C1e −3t + C 2 e −t . Assume that x(0 ) = 1 and x' (0) = 0 :

x(0 ) = C1 + C 2 = 1 and x' = −3C1e −3t − C 2 e −t ⇒ x' (0 ) = −3C1 − C 2 = 0 =>

C1=-0.5, C2=3/2 => x = −0.5e −3t + 3 e −t :

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 12/25

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 13/25

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 14/25

 Roots are real and equal: r1=r2 ( A 2 = 4 B Critically damped system)

x1 = e rt and x2 = te rt => x = C1 x1 + C2 x2 = C1e rt + C2te rt

A=2, B=1, x(0)=1, x’(0)=0 => c1=c2=1

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 15/25

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 16/25

 Roots are complex: r=a+bj A 2 < 4 B

So x = e rt = e (a +bj )t = e at +bjt = e at e jbt = e at (cos(bt ) + j sin(bt ) ) =Re+jIm.

x1 = e at cos(bt ), x2 = e at sin(bt ) =>

x = c1 x1 + c2 x2 = c1e at cos(bt ) + c2 e at sin(bt )

A=1, B=1, x(0)=1, x’(0)=0 => c1=1, c2=1/sqrt(3)

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 17/25

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 18/25

o Undamped system A=0

x' '+0 + Bx = 0 ⇔ r 2 e rt + 0 + Be rt = 0 ⇒ r 2 = − B => Imaginary roots (If B<0

So r = jb => x = c1 cos(bt ) + c2 sin(bt ) = G cos(bt − φ )

A=0, B=1, x(0)=1, x’(0)=0 =>c1=1, c2=0:

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 19/25

Module Leader: Dr Damian Giaouris - damian.giaouris@ncl.ac.uk 20/25

Chapter1 EEE3001 & EEE8013

Chapter1 EEE3001 & EEE8013

Roots are real and unequal: r1 and r2 ( A 2 > 4 B =>Overdamped system)

Roots are real and equal: r1=r2 ( A 2 = 4 B Critically damped system)

Roots are complex: r=a+bj A 2 < 4 B

u=0 => Homogeneous => x1 & x2.