03 Transfer Functions Laplace PDF

Lecture: Transfer functions
Automatic Control 1
Transfer functions
Prof. Alberto Bemporad
University of Trento
Academic year 2010-2011
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 1/1
Lecture: Transfer functions Laplace transform
Laplace transform
Consider a function f (t), f : R R, f (t) = 0 for all t < 0.
Definition
1.5
The Laplace transform L [f ] of f is the function

F : C C of complex variable s C defined by 1
f(t)
0.5
Z +
st
F(s) = e f (t)dt 0
0
0.5
1 0 1 2 3 4 5
t
for all s C for which the integral exists
Once F(s) is computed using the integral, its

extended to all s C for which F(s) makes sense
Laplace transforms convert integral and differential

Pierre-Simon Laplace equations into algebraic equations. Well see how ...
(1749-1827)
Examples of Laplace transforms
Unit step
Z + +
if t < 0 1 1

0 st
f (t) = 1I(t) = F(s) = e dt = =
1 if t 0 s 0 s
0
Diracs delta (or impulse function1 )

Z +
if t 6= 0

0
f (t) = (t) such that (t) = 1
+ if t = 0

Z +
F(s) = (t)est dt = es0 = 1, s C
0
1
The function (t) is can be considered as the limit of the sequence of functions f (t) for 0

1
se 0 t
f (t) =
0 otherwise
To be mathematically correct, Diracs is a distribution, not a function

Properties of Laplace transforms

Linearity
L [k1 f1 (t) + k2 f2 (t)] = k1 L [f1 (t)] + k2 L [f2 (t)]
2
Example: f (t) = (t) 2 1I(t) L [f ] = 1 s
Time delay
L [f (t )] = es L [f (t)]
3e2s
Example: f (t) = 3 1I(t 2) L [f ] = s
Exponential scaling
L [eat f (t)] = F(s a), where F(s) = L [f (t)]
1
Example: f (t) = eat 1I(t) L [f ] = sa
e jt
+ejt
s
Example: f (t) = cos(t) 1I(t) = 2 1I(t) L [f ] = s2 +2
Time derivative2 :
d
L[ f (t)] = sL [f (t)] f (0+ )
dt

Example = f (t) = sin(t) 1I(t) L[f ] = s2 +2
Multiplication by t
d
L [tf (t)] = L [f (t)]
ds
1
Example = f (t) = t 1I(t) L [f ] = s2
2
f (0+ ) = limt0+ f (t). If f is continuos in 0, f (0+ ) = f (0)
Initial and final value theorems
Initial value theorem
lim f (t) = lim sF(s)

t0+ s
1 1
Example: f (t) = 1I(t) t 1I(t) F(s) = s s2
f (0+ ) = 1 = lims sF(s)
Final value theorem
lim f (t) = lim sF(s)

t+ s0
1 1
Example: f (t) = 1I(t) et 1I(t) F(s) = s s+1
f (+) = 1 = lims0 sF(s)
Convolution
The convolution h = f g of two signals f and g is the signal

Z t
h(t) = f ()g(t )d
0
Its easy to see that h = f g = g f

The Laplace transform of the convolution:
L [f (t) g(t)] = L [f (t)]L [g(t)]
Laplace transforms turn convolution into multiplication !
Common Laplace transforms

ecific
1
1
s
1
(k) sk
In MATLAB use
1
t F = LAPLACE(f)
s2
k
t 1
,k0
k! sk+1 MATLAB
eat
1 syms t
sa f=exp(2*t)+t-t2
cos t
s
=
1/2
+
1/2 F=laplace(f)
s2 + 2 s j s + j
sin t

=
1/2j

1/2j F =
s2 + 2 s j s + j
s cos sin 1/(s-2)+1/s2-2/s3
cos(t + )
s2 + 2
s+a
eat cos t
(s + a)2 + 2

eat sin t
(s + a)2 + 2
courtesy of S. Boyd, http://www.stanford.edu/~boyd/ee102/
Table of Laplace Transforms
Remember that we consider all functions (signals) as defined only on t 0.

General
!
f (t) F (s) = f (t)est dt
0
f +g F +G
f ( R) F
df
sF (s) f (0)
dt
k
d f df dk1 f
sk F (s) sk1 f (0) sk2 (0) k1 (0)
dtk dt dt
! t F (s)
g(t) = f ( ) d G(s) =
0 s
1
f (t), > 0 F (s/)

eat f (t) F (s a)
dF
tf (t)
ds
dk F (s)
tk f (t) (1)k
dsk
!
f (t)
F (s) ds
t s
"
0 0t<T
g(t) = , T 0 G(s) = esT F (s)
f (t T ) t T
courtesy of S. Boyd, http://www.stanford.edu/~boyd/ee102/
Lecture: Transfer functions Transfer functions
Transfer function
Lets apply the Laplace transform to continuous-time linear systems
= Ax(t) + Bu(t)

x(t)
y(t) = Cx(t) + Du(t)
x(0) = x0
Define X(s) = L [x(t)], U(s) = L [u(t)], Y(s) = L [y(t)]

Apply linearity and time-derivative rules
= AX(s) + BU(s)

sX(s) x0
Y(s) = CX(s) + DU(s)
Prof. Alberto Bemporad (University of Trento) Automatic Control 1 Academic year 2010-2011 10 / 1
Transfer function
X(s) = (sI A)1 x0 + (sI A)1 BU(s)

Y(s) = C(sI A)1 x0 + (C(sI A)1 B + D)U(s)
| {z } | {z }
Laplace transform Laplace transform
of natural response of forced response
Definition
The transfer function of a continuous-time linear system (A, B, C, D) is the ratio
G(s) = C(sI A)1 B + D
between the Laplace transform Y(s) of output and the Laplace transform U(s) of
the input signals for the initial state x0 = 0
MATLAB
sys=ss(A,B,C,D);
G=tf(sys)
Transfer function
u(t) y(t) U(s) Y(s)
A,B,C,D G(s)
x0=0
Example: The linear system

x(t) = 10 1 0
x(t) + u(t)
0 1 1

= 2 2 x(t)

y(t)
has the transfer function

MATLAB
sys=ss([-10 1;
2s + 22
G(s) = 2 0 -1],[0;1],[2 2],0);
s + 11s + 10 G=tf(sys)
Note: The transfer function does not depend on the Transfer function:
2 s + 22
input u(t)! Its only a property of the linear system. ----------
s2 + 11 s + 10
Transfer functions and linear ODEs

Consider the nth -order differential equation with input
dy(n) (t) dy(n1) (t)
n
+ an1 + + a1 y(t) + a0 y(t) =
dt dtn1
du(m) (t) du(m1) (t)
bm + b m1 + + b1 u(t) + b0 u(t)
dtm dtm1
For initial conditions y(0) = y(0) = y(n1) (0) = 0, we obtain immediately the transfer
function from u to y
bm sm + bm1 sm1 + + b1 s + b0
G(s) =
sn + an1 sn1 + + a1 s + a0
Example
MATLAB
G=tf([2 22],[1 11 10])
y + 11y + 10y = 2u + 22u
Transfer function:
2 s + 22
2s + 22 ----------
G(s) = s2 + 11 s + 10
s2 + 11s + 10
Example
Differential equation
y(t) + 3y(t) + y(t) = u(t) + u(t)
The transfer function is

s+1
G(s) =
s2 + 3s + 1
The same transfer function G(s) can be obtained through a state-space
realization
x(t) = 0 1 0
x(t) + u(t)
1 3 1

y(t) = 1 1 x(t)

from which we compute

1
1 s+1

0 0 1 0
G(s) = 1 1 s =
0 1 1 3 1 s2 + 3s + 1
Some common transfer functions
Integrator
Z t
u(t) 1 y(t)
=

x(t) u(t) y(t) = u()d s
y(t) = x(t) 0
Double integrator
t
x1 (t) = x2 (t)
ZZ
u(t) 1 y(t)
x2 (t) = u(t) y(t) = u()d s2
0
y(t) = x1 (t)
Damped oscillator with frequency 0 rad/s and damping factor
0

x(t) = 0 0 k02
x(t) + u(t) u(t) y(t)
0 20 k0 s2 + 20s + 02

y(t) = 1 0 x(t)

Inverse Laplace transform
The impulse response y(t) is therefore the inverse Laplace transform of the
transfer function G(s), y(t) = L 1 [G(s)]
The general formula for computing the inverse Laplace transform is
Z +j
1
f (t) = F(s)est ds
2j j
where is large enough that F(s) is defined for s

This formula is not used very often
MATLAB
In MATLAB use syms s
F=2*s/(s2+1)
f=ilaplace(F)
f = ILAPLACE(f)
f = 2*cos(t)
Impulse response
Remember that an input signal u(t) produces an output signal y(t) whose
Laplace transform Y(s) is
Y(s) = G(s)U(s)
where U(s) = L [u], for initial state x(0) = 0
Speciale case: impulsive input u(t) = (t), U(s) = 1. The corresponding
output y(t) is called the impulse response
G(s) is the Laplace transform of the impulse response y(t)
Y(s) = G(s) 1 = G(s)
0.4
0.35
Example:
impulse response y(t)

0.3
0.25
2
G(s) = 2 0.2
s + 3s + 1 0.15
0.1
1 2t
L [G(s)] = 2te 0.05
0
0 1 2 3 4 5 6
t
Examples
Integrator
u(t) = (t) u(t) 1 y(t)
y(t) = L 1 [ 1s ] = 1I(t) s
Double integrator
u(t) = (t) u(t) 1 y(t)
y(t) = L 1 [ s12 ] = 1I(t)t s2
Undamped oscillator
u(t) = (t) u(t) 1 y(t)
y(t) = L 1 [ s21+1 ] = 1I(t) sin t s2 + 1
Poles and Zeros
u(t) y(t)
G(s)
Rewrite the transfer function as the ratio of polynomials (m < n)
bm sm + bm1 sm1 + + b1 s + b0 N(s)

G(s) = =
s + an1 s
n n1 + + a1 s + a0 D(s)
The roots pi of D(s) are called the poles of the linear system G(s)
The roots zi of N(s) are called the zeros of G(s)
G(s) is often written in zero/pole/gain form
(s z1 ) . . . (s zm )
G(s) = K
(s p1 ) . . . (s pn )
In MATLAB use ZPK to transform to zero/pole/gain form
Examples
Example 1
s+2 s+2
G(s) = =
s3 + 2s + 3s + 2
2 (s + 1)(s2 + s + 2)
p p
poles: {1, 21 + j 7 1
2 ,2 j 7
2 }, zeros: {2}
Example 2
MATLAB
G=tf([2 22],[1 11 10])
2s + 22 2(s + 11) zpk(G)
G(s) = =
s2 + 11s + 10 (s + 10)(s + 1) Zero/pole/gain:
2 (s+11)
poles: {10, 1}, zeros: {11} --------
(s+10) (s+1)
Partial fraction decomposition

The partial fraction decomposition of a rational function G(s) = N(s)/D(s) is
(assuming pi 6= pj )3
1 n
G(s) = + +
s p1 s pn
i is called the residue4 of G(s) in pi C
i = lim (s pi )G(s)
spi
The inverse Laplace transform of G(s) is easily computed by inverting each

term
L 1 [G(s)] = 1 ep1 t + + n epn t
3
For multiple poles pi with multiplicity k we have the terms
i1 ik 1 d(kj)
+ + , ij = lim [(s pi )k G(s)]
(s pi ) (s pi )k (k j)! spi ds(kj)
and the inverse Laplace transform is
tk1 pi t
i1 epi t + + ik e
(k 1)!
4
Residues of conjugate poles are conjugate of each other: pi = pj i = j
Lecture: Transfer functions Linear algebra recalls
Linear algebra recalls

The inverse of a matrix A Rnn

a11 a12 ... a1n
a
21 a22 ... a2n
A = ..

. .
. .
. . ... .
an1 an2 ... ann
is the matrix A1 such that A1 A = AA1 = I

The inverse A1 can be computed using the adjugate matrix Adj A
Adj A
A1 =
det A
The adjugate matrix is the transpose of the cofactor matrix C of A
Adj A = CT , Cij = (1)i+j Mij
where Mij is the (i, j) cofactor of A, that is the determinant of the

(n 1) (n 1) matrix that results from deleting row i and column j of A
Numerical caveat
Consider the linear system of n equalities Ax = b in the unknown vector

x Rn (A Rnn , b Rn )
If det A 6= 0, the unique solution is x = A1 B
However, computing A1 is not a smart thing to do for finding x !
Numerical example: n=1000; A=rand(n,n)+10*eye(n); b=rand(n,1);
MATLAB MATLAB
tic; x=inv(A)*b; toc tic; x=A\ b; toc
elapsed_time = elapsed_time =
2.2190 0.8440
First A is inverted, an operation that The linear system is solved using Gauss
costs O(n3 ) arithmetic operations method, an operation that costs O(n2 )
arithmetic operations
Poles, eigenvalues, modes
Linear system
x(t) = Ax(t) + Bu(t)

NG (s)
y(t) = Cx(t) + Du(t) G(s) = C(sI A)1 B + D
x(0) = 0 DG (s)
Use the adjogate matrix to represent the inverse of sI A
C Adj(sI A)B
C(sI A)1 B + D = +D
det(sI A)
The denominator DG (s) = det(sI A) !
The poles of G(s) coincide with the eigenvalues of A
Well, not always ...
Poles, eigenvalues, modes
Some eigenvalues of A may not be poles of G(s) in case of pole/zero

cancellations
Example:
1 0 0
A= , B= , C= 0 1
0 1 1
det(sI A) = (s 1)(s + 1)
1

1

0 0
G(s) = 0 1 s1
1 =
0 s+1
1 s+1
The pole s = 1 has no influence on the input/output behavior of the system

(but it has influence on the free response x1 (t) = et x10 )
Well better understand cancellations when investigating reachability and
observability properties
Steady-state solution and DC gain

Let A asymptotically stable. Natural response vanishes asymptotically
Assume constant u(t) ur . What is the asymptotic value xr = limt x(t) ?
Impose 0 = xr (t) = Axr + Bur and get xr = A1 Bur
The corresponding steady-state output yr = Cxr + Dur is
yr = (CA1 B + D) ur
| {z }
DC gain
Cf. final value theorem:
yr = lim y(t) = lim sY(s)

t+ s0
ur
= lim sG(s)U(s) = lim sG(s)
s0 s s0
1
= G(0)ur = (CA B + D)ur
G(0) is called the DC gain of the system

DC gain - Example
21 12

2
x(t) = 1 x(t) + u(t)
2 0 0
1 3

=

y(t) 4 4 x(t)
i1
12 21
h
DC gain: [ 14 3
4 ] 1
0
2
0 =3
2
2s+3
Transfer function: G(s) = 4s2 +2s+1 . We have G(0)=3
6 6
Output y(t) for different initial
5 5
conditions and input u(t) 1
4 4
MATLAB
y(t)
u(t)
3 3
sys=tf([2 3],[4 2 1]);
2 2 dcgain(sys)
1 1 ans =
0 0 3
0 10 20 30 0 10 20 30
t t
English-Italian Vocabulary
transfer function funzione di trasferimento

Laplace transform trasformata di Laplace
unit step gradino unitario
delay ritardo
damped oscillator oscillatore smorzato
impulse response risposta allimpulso
inverse Laplace transform antitrasformata di Laplace
partial fraction decomposition decomposizione in fratti semplici
DC gain guadagno in continua
steady-state regime stazionario
Translation is obvious otherwise.

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Lecture: Transfer functions

Prof. Alberto Bemporad

Academic year 2010-2011

The Laplace transform L [f ] of f is the function

Once F(s) is computed using the integral, its

Laplace transforms convert integral and differential

Examples of Laplace transforms

Diracs delta (or impulse function1 )

To be mathematically correct, Diracs is a distribution, not a function

Properties of Laplace transforms

Properties of Laplace transforms

Initial and final value theorems

Initial value theorem

lim f (t) = lim sF(s)

Final value theorem

lim f (t) = lim sF(s)

The convolution h = f g of two signals f and g is the signal

Its easy to see that h = f g = g f

L [f (t) g(t)] = L [f (t)]L [g(t)]

Laplace transforms turn convolution into multiplication !

Common Laplace transforms

courtesy of S. Boyd, http://www.stanford.edu/~boyd/ee102/

Remember that we consider all functions (signals) as defined only on t 0.

courtesy of S. Boyd, http://www.stanford.edu/~boyd/ee102/

Lets apply the Laplace transform to continuous-time linear systems

Define X(s) = L [x(t)], U(s) = L [u(t)], Y(s) = L [y(t)]

X(s) = (sI A)1 x0 + (sI A)1 BU(s)

G(s) = C(sI A)1 B + D

Example: The linear system

has the transfer function

Transfer functions and linear ODEs

y(t) + 3y(t) + y(t) = u(t) + u(t)

The transfer function is

from which we compute

Some common transfer functions

Damped oscillator with frequency 0 rad/s and damping factor

Inverse Laplace transform

where is large enough that F(s) is defined for s

impulse response y(t)

Poles and Zeros

Rewrite the transfer function as the ratio of polynomials (m < n)

bm sm + bm1 sm1 + + b1 s + b0 N(s)

In MATLAB use ZPK to transform to zero/pole/gain form

Partial fraction decomposition

The inverse Laplace transform of G(s) is easily computed by inverting each

Linear algebra recalls

is the matrix A1 such that A1 A = AA1 = I

Adj A = CT , Cij = (1)i+j Mij

where Mij is the (i, j) cofactor of A, that is the determinant of the

Consider the linear system of n equalities Ax = b in the unknown vector

Poles, eigenvalues, modes

x(t) = Ax(t) + Bu(t)

Use the adjogate matrix to represent the inverse of sI A

The denominator DG (s) = det(sI A) !

The poles of G(s) coincide with the eigenvalues of A

Well, not always ...

Poles, eigenvalues, modes

Some eigenvalues of A may not be poles of G(s) in case of pole/zero

The pole s = 1 has no influence on the input/output behavior of the system

Steady-state solution and DC gain

Impose 0 = xr (t) = Axr + Bur and get xr = A1 Bur

The corresponding steady-state output yr = Cxr + Dur is

Cf. final value theorem: