09-11-2008

Laplace Transform Solutions of LT I dierential equations:

y(t) = L

1{Y (s)}
Y (s) = G(s)U(s) +
c(s)
r(s)
G(s) =
q(s)
r(s)
(transfer function)
c(s) = initial condition polynomial
if U(s) is a rational function of s, then
U(s) =
a(s)
b(s)
where a(s), b(c) are polynomials in s.
Then by partial fraction expansion
Y (s) =
n

k=1
A
k
s p
k
+
L

l=1
B
l
s
l
where, r(p
k
) = 0, for k = 1, . . . , L (p
k
are zeros of polynomial r(s)) and
b(
l
) = 0 for l = 1, . . . , L (
l
are zeros of polynomial b(s)).
Then
y(t) = L
1
{Y (s)}
=
n

k=1
A
k
e
p
k
t
. .
y
h
(t)
+
L

l=1
B
l
e

l
t
. .
y
p
(t)
Y (s) = G(s)U(s)
. .
1
+
c(s)
r(s)
..
2
1
where (1) is the response due soley to control inputs (all initial conditions
are zero) and (2) is the response of the system due soley to the I.Cs (with
respect to no input).
The zero input response is:
Y
z
i
(s) [y
z
i
= L
1
{Y
z
i
(s)}]
The zero state response is:
Y
z
s
(s) = G(s)U(s)
Lets look at the zero state response more carefully. Response of the system
due soley to input, assuming initial conditions are zero.
Recall the pulse and delta functions are:

(t) =
_
1

0 t
0 otherwise
and
(t) = lim
t0
(t)
For any u(t), lets examine the piecewise constant approximation
u(t) = u

(t)

k=0
u(k)

(t k)
height of (t-k)=1
1

(t)

(t-)

(t-2)

(t-3)

2 3
2
u(t) = lim
0
u

(t)
=
_

0
u()[lim
0

(t )d]
=
_

0
u()(t )d = u(t)
SYSTEM (t) g (t)

Let g

(t) be the response of the system to the pulse function

(t) (Assuming
zero initial conditions). More generally, let
g

(t, k)
be the response of the system to

(t k) (pulse function starting at k).

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Note formally:
g

(t) = g

(t, 0)

t
t
System
k
1

t
t
System
g (t-k)

g (t,k)

For a time invariant system [constant coecient dierential equation] it is

true that:
g

(t, k) = g

(t k)
i.e. it is the original pulse response shifted in time by k units. Thus far a
linear time invariant system:
y

(t) = response due to piecewise constant u

(t)
let:
k
= k then,
d
k
=
k+1

k
= for all k 0
then:
y

(t) =

k=0
u(
k
)g(t
k
)d
k
4
y
z
s
= lim
0
y

(t)
or:
y
z
s
(t) =
_

0
g(t )u()d convolution integral
where
g(t) = lim
0
g

(t)
SYSTEM (t) g(t)
g(t) is the response of the system to ideal delta functoins (t), also known as
the impulse response.
more generally, if
g

(t, k) = g(t k)
then:
y
z
s
(t) =
_

0
g(t, )u()d
g(t, ) is the response of a system at time t to an ideal impulse occuring at
time .
g(t) = y
z
s
(t)|
u(t)=(t)
L
1
{Y
z
s
(s)|
u(t)=(t)
}
L
1
{G(s)U(s)}|
u(t)=(t)
if U(t) = (t) then U(s)=1 and
g(t) = L
1
{G(s)}
inverse transform of the transfer function
= L
1
_
q(s)
r(s)
_
= L
1
_
n

k=1

k
s p
k
_
5
t
t
System
g(t,0)
t
t
System
g(t,)
(t)
(t-)

p
k
satisfy r(p
k
) = 0

k
= [(s p
k
)G(s)]
s=p
k
*assuming no repeated factors.
Thus:
g(t) =
n

k=1

k
e
p
K
t
a linear combination of modes.
y
z
s
(t) =
_

0
g(t )u()d
y
z
s
(t) = g(t) u(t)
Y
z
s
(s) = G(s)U(s)
where
G(s) = L{g(t)}
U(s) = L{u(t)}
L{g u}G(s)U(s)
6
SYSTEM u(t) y(t)
Inputs Outputs
*Laplace turns convolution into multiplication!
u(t) R
m
for all t
u(t) =
_

_
u
1
(t)
u
2
(t)
.
.
.
u
n
(t)
_

_
where u
j
(t) R
t
where j = 1, . . . , m. y(t) R
p
for all t
y(t) =
_

_
y
1
(t)
y
2
(t)
.
.
.
y
p
(t)
_

_
y
i
(t) R
t
where i = 1, . . . , p.
1. suppose that the input u(t), t T
0
is known.
2. and that initial conditions on system are known at time t
0
call this collection of initial conditions:
x
0
x
0
R
n
where there are n initial conditions and nd solutions

y(t), t t
0
.
What formally is the state of the system?
The states of a dynamical system are a collection of numbers, x
k
(t) for
k = 1, . . . , n such that knowledge of these numbers at any time t
0
, together
whith knowledge of the input u(t) for t t
0
allows us to compute (predict)
the output y(t) for t t
0
. The most general model:
State Equation

x(t) =

f(x(t), u(t), t) x(t
0
) = x
0
Output Equation
y(t) =

h(x(t), u(t), t)
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