Documenti di Didattica
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Readings:
Emilio Frazzoli
# Date Topic
1 Sept. 22 Introduction, Signals and Systems
2 Sept. 29 Modeling, Linearization
3 Oct. 6 Analysis 1: Time response, Stability
4 Oct. 13 Analysis 2: Diagonalization, Modal coordi-
nates.
5 Oct. 20 Transfer functions 1: Definition and properties
6 Oct. 27 Transfer functions 2: Poles and Zeros
7 Nov. 3 Analysis of feedback systems: internal stability,
root locus
8 Nov. 10 Frequency response
9 Nov. 17 Analysis of feedback systems 2: the Nyquist
condition
10 Nov. 24 Specifications for feedback systems
11 Dec. 1 Loop Shaping
12 Dec. 8 PID control
13 Dec. 15 Implementation issues
14 Dec. 22 Robustness
We know that the time response of a causal LTI system with state-space
model (A, B, C , D) is
Z t
y (t) = Ce At x(0) + Ce A(t ⌧)
Bu(⌧ ) d⌧.
0
Assuming all the eigenvalues of A have negative real part (i.e., the system is
stable), the steady-state response to an input of the form u(t) = e st is
yss (t) = G (s)e st where
1
G (s) = C (sI A) B + D.
For causal, finite-dimensional SISO LTI systems, transfer functions take the
form of proper rational functions, e.g.,
N(s) bn s n + bn 1 s n 1
+ bn 2 s n 2 + . . . + b0
g (s) = = ,
D(s) s n + an 1s
n 1 + ... + a
0
There are other forms that are convenient. The first one, called the partial
fraction expansion, is useful to compute transient responses, and to assess
how much di↵erent modes contribute to the response. It has the form:
r1 r2 rn
g (s) = + + ... + + r0 ,
s p1 s p2 s pn
where p1 , . . . , pn are the ”poles”, i.e., the roots of the characteristic
polynomial det(sI A), i.e., the eigenvalues of A. The numbers r0 , . . . , rn are
called the “residues.”
There are many ways to compute the residues, we will look at one later today.
There are also slightly di↵erent ways to factorize the polynomials at the
numerator and denominator:
Root-locus form: This is useful to compute the value of g (s) “by hand”, and
to use control design techniques like the root locus (next week)
(s z1 )(s z2 ) . . . (s zm )
g (s) = krl
(s p1 )(s p2 ) . . . (s pn )
Bode form: This is useful to use control design techniques like the Bode plot
(in 2-3 weeks)
s s s
( z1
+ 1)( z2
+ 1) . . . ( zm
+ 1)
g (s) = kBode s s s
( p1
+ 1)( p2
+ 1) . . . ( pn
+ 1)
In the above formulas, z1 , . . . , zn are called the “zeros” of g (s), and are the
roots of the numerator.
s +1
g (s) = 2 .
(s + 2)(s + 1 + j)(s + 1 j)
|s + 1|
|g (s)| = 2
|s + 2| · |s + 1 + j| · |s + 1 j|
Re
Graphically, \(s p) is angle formed by the vector from p to s with the real
axis.
Re
0.6
0.4
0.2
Amplitude
-0.2
-0.4
-0.6
-0.8
-1
0 5 10 15 20 25 30 35
Time (seconds)
In order to understand the e↵ect of poles and zeros, it is useful to apply some
other standard “test inputs” to a system to evaluate its transient behavior
(vs. the steady-state one).
Unit step input u(t) = 1, for t 0. (Note this is the same as u(t) = e 0t .)
Other less used test inputs include the “unit ramp” u(t) = t and higher order
ramps.
1
The steady-state response is given by yss (t) = G (0) = CA B.
i.e., the step response is the steady-state response minus the scaled impulse
response.
The impulse response totally defines the response of a system (it is in fact
the inverse Laplace transform of the transfer function)!
The response to an unit impulse (or to an initial condition x(0) = b) has the
form
y (t) = re at .
y (t) = r1 e p1 t + r2 e p2 t + . . . rn e pn t .
The e↵ect of the poles is then clear: each pole pi generates a term of the
form e pi t in the impulse response (and step response, etc.)
As we know, these are simple exponentials if the pole pi is real, and are
sinusoids with exponentially-changing amplitude for complex-conjugate pole
pairs.
Re
ri = lim (s pi )g (s)
s!pi
While the exponents in the terms of the response only depend on the poles
pi , the residues are a↵ected by the zeros zi .
Re
1 1/2 1/2
g (s) = + + .
s +1 s +1+j s +1 j
0.6
Amplitude
0.4
0.2
-0.2
0 1 2 3 4 5 6 7
Time (seconds)
Re
0.3
0.25
0.2
Amplitude
0.15
0.1
0.05
-0.05
0 1 2 3 4 5 6 7
Time (seconds)
A zero can reduce the residue (i.e., the e↵ect) of a nearby pole.
One of the poles has been cancelled by the zero. E↵ectively its residue is
zero, i.e.,
0 1/2j 1/2j
g (s) = + + .
s +1 s +1+j s +1 j
Recall from the modal (diagonal) form that the residue is also given by
ri = bi ci ; if the residue is zero, the i-th mode is either uncontrollable,
unobservable, or both.
This is ok if the i-th mode (i.e., pi ) is stable, but a big problem if it is
unstable.
Avoid unstable pole-zero cancellation!
and
1 1
G (s) = C (sI A) B +D =s .
d du(t)
u(t) dt y (t) = dt
G (s) = s.
Note that you cannot obtain this from a state-space model, because a
di↵erentiator is not a causal operator!
If the impulse response of g̃ (s) is given by ỹ (t), and the impulse response of
g (s) is y (t), then remembering that s is the transfer function of a
di↵erentiator, we can write
In other words, the zero is e↵ectively adding a derivative term to the output.
This typically has an “anticipatory e↵ect”.
0.25
0.6
0.2
Amplitude
Amplitude
0.4
0.15
0.1
0.2
0.05
0
-0.2
0 1 2 3 4 5 6 7 -0.05
Time (seconds) 0 1 2 3 4 5 6 7
Time (seconds)
We know that poles with positive real part result in an unstable system. (The
output diverges over time.)
What happens when zeros have positive real part?
The stability of the system is preserved (since the growth/decay of the terms
in the response is not a↵ected by the zeros — only the respective residues)
However, a zero in the right half plane e↵ectively means a “negative”
derivative action. This is the opposite of anticipatory — indeed the output
will tend to move in the “wrong” direction initially.
These are called non-minimum phase zeros and are typically very bad news
for control engineers, they make our work much harder.
(Typically the presence of non-minimum-phase zeros depends on the choice
of the output — to make your life easier, choose another output and/or
move the sensors!)
0.2
Amplitude
0.1
-0.1
-0.2
0 1 2 3 4 5 6 7
Time (seconds)