Mathematical Modelling

MEC 522: Mathematical Modelling of Dynamic Systems
MATHEMATICAL MODELLING OF DYNAMIC SYSTEMS
Dynamic systems, whether they are mechanical, electrical, thermal,

hydraulic, economic, biological, etc can be characterized by differential
equations. The response of a dynamic system to an input (or forcing
function) may be obtained if these differential equations are solved. The
equations can be obtained by utilizing physical laws governing a particular
system, for example, Newton’s law of motion mechanical systems.
The mathematical description of the dynamic characteristics of a system is

called a mathematical model. The first step in the analysis of a dynamic
system is to derive its model. We must always keep in mind that deriving a
reasonable mathematical model is the most important part of the entire
analysis.
Models may assume many different forms. Depending on the particular

system and circumstances, one mathematical representation may be better
suited than other representations. Once the mathematical model of a system
is obtained, various analytical and computer tools can be used for analysis
and synthesis purposes.
In obtaining a model, we must make a compromise between the simplicity of

the model and the accuracy of the results of the analysis. Note that the
results obtained from the analysis are valid only to the extent that the
model approximates a given physical system.
In deriving such a simplified model, we frequently find it necessary to ignore

certain inherent physical properties of the system. In particular, if a linear
lumped-parameter mathematical model (i.e. one employing ordinary
differential equations) is desired, it is always necessary to ignore certain
nonlinearities and distributed parameters (i.e, ones giving rise to partial
differential equations) which may be present in the physical system.
In general, in solving a new problem, we find it desirable first to build a

simplified model so that we can get a general feeling for the solution. A more
complete mathematical model may then be built and used for a more
complete analysis.
1
Linear Systems
Linear systems are ones in which the equations of the model are linear. A
differential equations is linear if the coefficients are constants or functions
of the independent variable. The most important property of linear systems
is that the principle of superposition is applicable. The principle of
superposition states that the response produced by the simultaneous
application of two different forcing forces is the sum of the two individual
responses.
2
Transfer Function
Transfer functions are commonly used to characterise the input-output

relationships of components and systems that can be described by linear,
time-invariant, differential equations. The transfer function of a linear
time-invariant, differential equation system is defined as the ratio of the
Laplace transform of the output (response function) to the input (driving
function) under the assumption that all initial responses are zero.
Y ( s ) | output |
Transfer function= =
X ( s ) | input |
By using the concept of the transfer function, it is possible to represent

system dynamics by algebraic equations in s. If the highest power of s in the
denominator of the transfer function is equal to n, the system is called an
nth-order system.
1. The transfer function of a system is a mathematical model in that it is an

operational method of expressing the differential equation that relates
the output variable to the input variable.
2. The transfer function is the property of a system itself, independent of
the magnitude and nature of the input or driving function.
3. The transfer function includes the units necessary to relate the input to
the output: however it does not provide any information concerning the
physical structure of the system.
4. If the transfer function of a system is known, the output or response can
be studied for various forms of inputs.
5. If the transfer function of a system is known, it may be established
experimentally by introducing known inputs and studying the output of
the system
For a general equation nth-order, linear, time-invariant differential equation.
d n c(t ) d n −1c(t ) d m r (t ) d m −1 r (t )
an + a n −1 + ⋅ ⋅ ⋅ + a c (t ) = bm + b m −1 + ⋅ ⋅ ⋅ + b0 r (t )
dt n dt n −1 dt m dt m −1
0
3
where c(t) is the output, r(t) is the input, and ai’s and bi ’s are constants.
Taking Laplace transform of both sides and assuming all initial conditions are
zero.
(a s
n
n
) ( )
+ a n −1 s n −1 + ⋅ ⋅ ⋅ + a 0 C ( s ) = bm s m + bm −1 s m −1 + ⋅ ⋅ ⋅ + b0 R ( s )
Block diagram of a transfer function
Mathematical
Modelling
Mechanical system
Figure 1: Mass, spring, and damper system;
Using Newton’s law:
d 2 x(t ) dx(t )
M +C + Kx(t ) = f (t )
dt 2
dt
Taking Laplace transform, assuming zero initial conditions
(
Ms 2 X ( s ) + CsX ( s ) + KX ( s ) = F ( s ) or Ms 2 + Cs + K X ( s ) = F ( s ))
X (s) 1
Transfer function : G ( s ) = =
F ( s ) Ms + Cs + K
2
4
Mechanical system
Table 1: Force-velocity, force-displacement, and impedance translational

relationships
for springs, viscous dampers, and mass
5
Table 2:Torque-angular velocity, torque-angular displacement, and

impedance rotational relationships for springs, viscous dampers, and
inertia
An Inverted Pendulum
6
θ θ
l
u x x
mg
H
V
u
M M
Figure 2: Schematic diagram of an inverted pendulum
Rotational motion of pendulum rod about its center of gravity
Iθ&& = Vl sin θ − Hl cos θ
Horizontal motion of pendulum rod about its center of gravity
d2
m (x + l sin θ ) = H
dt 2
Horizontal motion of pendulum rod about its center of gravity
d2
m (l cos θ ) = V − mg
dt 2
Cart motion
d 2x
M =u−H 1
dt 2
For small movement of pendulum, the equation can be linearised
Iθ&& = Vlθ − Hl 2
( )
m &x& + lθ&& = H 3
0 = V − mg 4
7
From equation 1 and 3, we have
( M + m) &x& + mlθ&& = u a
and, equation 2, 3 and 4, we have
Iθ&& = mglθ − Hl
(
mglθ − l m&x& + mlθ&& )
or
(I + ml )θ&& + ml&x& = mglθ

2
b
Laplace transform of equation a and b
( M + m) s s X ( s ) + mls 2θ ( s ) = U ( s ) and
( I + ml ) s θ ( s ) + mls X ( s ) = mglθ ( s )
2 2 2
X ( s) = −
(I + ml )s
2 2
− mgl
θ (s)
mls 2
and therefore
(
⎛ I + ml 2 s 2 − mgl ⎞
( M + m) s s ⎜⎜ −
)
⎟⎟θ ( s) + mls 2θ ( s) = U ( s)
⎝ mls 2
⎠
θ ( s) 1
= U (s)
U ( s)
( M + m)⎜⎜ −
(
⎛ I + ml 2 s 2 − mgl ⎞
⎟⎟ + mls 2
)
⎝ ml ⎠
Electrical System
Table 3:Voltage-current, voltage-charge, and impedance relationships for

capacitors, resistors, and inductors
8
Figure 3: RLC network
L R
C
V
Using Kirchoff’s voltage law:
t
di (t ) 1
L + Ri (t ) + ∫ i (t )dt = v(t )
dt C0
changing variables from current to charge using i (t ) = dq(t ) / dt yields
dq 2 (t ) di (t ) 1
L +R + q (t ) = v(t ) and q (t ) = Cv c (t ) yields
dt 2
dt C
2
dvc (t ) dv (t )
LC + RC c + v c (t ) = v(t )
dt 2
dt
Taking Laplace transform assuming zero initial conditions yields
9
(LCs 2
)
+ RCs + s Vc ( s ) = V ( s )
therefore the transfer function is:
1
Vc ( s ) LC
=
V ( s) R 1
s2 + s +
L LC
Figure 4: Block diagram of series RLC electrical network
10
Example:
1. Find the transfer function, X 2 ( s ) / F2 ( s ) , for the system below.
2. Find the transfer function, θ 2 ( s ) / T ( s ) , for the rotational system shown in

figure. The rod is supported by bearings at either end and is undergoing
torsion. A torque is applied at the left and the displacement is measured at
the right.
11
12
Example
1. Given the network shown in figure, find the transfer function, I 2 ( s ) / V ( s ) .
2. Given the network shown in figure, find the transfer function, Vi ( s ) / Vo ( s )
13
Electromechanical system
A motor is an example of electromechanical component that yields a

displacement output for a voltage input, i.e. a mechanical output generated
by an electrical input.
Figure 5 : DC motor: a. schematic; b. block diagram
a. A magnetic field is developed by permanent magnets or a

electromagnet called fixed field. A rotating circuit called the
armature (which current ia(t) flows), passes through this magnetic
fields and feels a force, F = Blia (t ) , where B is the magnetic flux, l is
the length of conductor. The resulting torque turns the rotor.
b. A conductor moving at right angles to a magnetic field generates a

voltage, e = Blv , where e is the voltage and v is the velocity. Since the
armature is rotating is a magnetic field, its voltage is proportional to
speed. i.e.
dθ (t )
vb = K b m
dt
where vb(t) back emf, Kb is a constant and dθ m (t ) / dt = ω m (t )
14
takingLaplace transform yields
Vb ( s ) = K b sθ m ( s ) a.
c. The relationship for the electrical circuit is given by:

di (t )
Ra ia (t ) + La a + vb (t ) = ea (t )
dt
and taking the Laplace transform, we get
Ra I a ( s ) + La sI a ( s ) + Vb ( s ) = E a ( s ) b.
d. The torque developed by the motor is proportional to the armature

current.
t m (t ) = K t ia (t ) where Kt is motor torque constant.
taking Laplace transform
1
Tm ( s ) = K t I a ( s ) or I a ( s ) = Tm ( s) c.
Kt
e. Substituting (a) and (c) into (b) yields
(Ra + La s )Tm ( s)
+ K b sθ m ( s ) = E a ( s ) d
Kt
f. Figure 6 shows the equivalent loading of motor.
Figure 6: Typical equivalent mechanical loading on a motor.
d 2θ m dθ
t m (t ) = J m + Dm
dt 2
dt
15
taking Laplace transform
Tm ( s ) = (J m s 2 + Dm s )θ m ( s ) e
Substituting (e) into (d) yields
(Ra + La s )(J m s 2 + Dm s )θ m ( s)
+ K b sθ m ( s ) = E a ( s ) f
Kt
assume that La is small compared to the armature resistance Ra
equation (f) becomes
⎡ Ra ⎤
⎢ ( )
J m s 2 + D m s + K b ⎥ sθ m ( s ) = E a ( s )
⎣ Kt ⎦
After simplification, the transfer function, θ m ( s ) / E a ( s ) , is found to be
θ m (s) K t /( Ra J m )
= g
E a ( s) ⎡ 1 ⎛ KK ⎞⎤
s ⎢s + ⎜⎜ Dm + t b ⎟⎟⎥
⎣ Jm ⎝ Ra ⎠⎦
or simply
θ m (s) K
= h
E a ( s) s( s + α )
g. Jm and Dm is evaluated base on the schematic diagram below
16
Figure 7: Rotational mechanical load
2 2
⎛N ⎞ ⎛N ⎞
J m = J a + J l ⎜⎜ 1 ⎟⎟ ; and Dm = Da + Dl ⎜⎜ 1 ⎟⎟ i
⎝ N2 ⎠ ⎝ N2 ⎠
h. Dynamometer test will give us the figure shown below.
Figure 8: Torque-speed curves with an armature voltage as parameter
From (d) and neglecting La,
Ra Tm ( s )
+ K b sθ m ( s ) = E a ( s )
Kt
inverse Laplace transform we get
Ra
Tm (t ) + K bω m (t ) = ea (t )
Kt
at steady state:
Ra K K K
Tm + K bω m = ea or Tm = − b t ω m + t ea
Kt Ra Ra
which is a straight line as shown in figure. At zero velocity, the torque

value is called the stall torque, Tstall.
17
Kt
Tstall = ea j
Ra
When the angular velocity is zero it is called no-load speed, ω no −load .

Thus,
ea
ω no −load = k
Kb
therefore, the electrical constants of the motor can be found from
K t Tstall ea
= and K b = l
Ra ea ω no −load
Example:
1. Given the system and torque-speed curve below, find the transfer
function.
18
2. Find the transfer function, G ( s ) = θ l ( s ) / E a ( s ) , for the motor and load

show. The torque-speed curve is given by Tm = −8ω m + 200 when the input
voltage is 100 V.
Gear system
19
Figure 8: A gear system
Figure 9: Transfer functions for

a. angular displacement in lossless gears and
b. torque in lossless gears
20
Figure 10: Gear train
Figure : Velocity control system
Block Diagrams
A control system may consist of a number of components. In order to show

the functions performed by each component, in control engineering, we
commonly use a diagram called the “block diagram.”
Block diagrams. A block diagram of a system is a pictorial representation of

the functions performs by each component and of the flow of signals. Such a
diagram depicts the interrelationships which exist between the various
components. Different from a purely abstract, mathematical representation,
a block diagram has advantage of indicating more realistically the signal
flows of the actual system.
21
In block diagram, all system variables are linked to each other through
functional blocks. The “functional block” or simply “block,” is a symbol for
the mathematical operation on the input signal to the block which produces
the output. The transfer functions of the components are usually entered in
the corresponding blocks, which are connected by arrows to indicate the
direction of the arrows. Thus, a block diagram of a control system explicitly
shows a unilateral property.
igure 1 shows an element of the block diagram. The arrowhead pointing

toward the block indicates the input and the arrowhead leading away from
the block represents the output. Such arrows are referred to as signals.
X(s) Y(s)
TRANFER
FUNCTION
G(s)
Figure 1: Element of a block Diagram.
Note that the dimensions of the output signal from the block are the
dimensions of the signal multiplied by the dimensions of the transfer
function in the block.
BLOCK DIAGRAMS: FUNDAMENTAL
A block diagram is shorthand, pictorial representation of the cause and

effect relationship between the input and output of a physical system. It
provides a convenient and useful method for characterising the functional
relationships among the various components of a control system. System
components are alternatively called elements of the system. This simplest
form of the block diagram is the single block, with one input and one output.
Block
input output
22
The interior of the rectangle representing the block usually contains a

description of or the name of the element, or the symbol for the
mathematical operation to be performed on the input to yield the output.
The arrows represent the direction of unilateral information or signal flow.
(a)
input output
Control
element
The operations of addition and subtraction have a special representation.

The block becomes a small circle, called a summing point, with the
appropriate plus or minus sign associated with the arrows entering the circle.
The output is the algebraic sum of the inputs. Any number of inputs may
enter a summing point.
X X-Y
+
-
Y
In order to employ the same signal or variable as an input to more than one
block or summing point, a takeoff/ branch point is used. This permits the
signal to proceed unaltered along several different paths to several
destinations.
Takeoff
point
23
Block diagram reduction method
Blocks can be connected in series if the output of one block is not affected
by the next following block. It is therefore important to rearrange the block
to simplify the reduction of the block to a single transfer function. In
simplifying the block diagram, the following rules should be adhered.
1. The product of the transfer functions in the feedforward direction

must remain the same.
2. The product of the transfer functions around the loop must remain
the same.
24
Tutorial
1. Consider the system shown in Figure below. Obtain the closed-loop

transfer function C ( s) / R( S )
25

transfer function Q2 ( s ) / Q ( S )


26
Signal Flow Graphs
A signal flow graph is a diagram which represents a set of simultaneous

linear algebraic equations. When applying the signal flow graph method to
control systems, we must first transform linear differential equations into
algebraic equations in s.
A signal flow graph consists of a network in which nodes are connected by

direct branches. Each node represents a system variable, and each branch
connected between two nodes acts as a signal multiplier. Note that the signal
flows in only one direction. The direction of signal flow is indicated by an
arrow placed on the branch, and the multiplication factor is indicated along
the branch. The signal flow graph depicts the flow of signals from one point
of a system to another and gives the relationship among the signals.
As might be expected, a signal flow graph contains essentially the same

information as a block diagram. The advantage of using a signal flow graph to
represent a control system is that a gain formula, called Mason’s gain
formula is available which gives the relationships among system variables
without requiring a reduction of the graph.
definitions
Node: A point representing a variable or signal

Transmittance: A real gain or complex gain between two nodes.
Branch: A directed line joining two nodes.
Input node or source: A node that has outgoing branches.
Output node or sink: A node that has incoming branches.
Mixed node: A node that has both incoming and outgoing branches.
Path: A traversal of connected branches in direction of the
branch arrow.
Loop: A close path
Loop gain: The product of the branch transmittances of a loop
Nontouching loops: Loops that do not possess any common nodes
Forward path: A path from input node to output node that does not
cross any node more than once.
Forward path gain. The product of the branch transmittances
27
x4
Mixed node
x1 a b x3 1
x3
output node
Input node
(sink)
(source)
Figure : Signal flow graph
Properties of signal flow graphs
1. A branch indicates the functional dependence of one signal upon another.

A signal passes through only in the direction specified by the arrow of
the branch.
2. A node adds the signals of all incoming branches and transmits this sum
to all outgoing branches
3. A mixed node, which has both incoming and outgoing branches, may be
treated as an output node (sink) by adding an outgoing branch of unity
transmittance.
4. For a given system, a signal graph flow is not unique. Many different
signal flow graphs can be drawn for a given system by writing the system
equations differently.
Signal flow graph algebra
A signal flow graph of a linear system can be drawn using the foregoing
definitions. In doing so, we usually bring the input nodes (sources) to the left
28
and the output nodes (sinks) to the right. The independent and dependent
variables of the equations become the input nodes (sources) and output
nodes (sinks), respectively. The branch transmittances can be obtained from
the coefficients.
To determine the input-output relationship, we may use Mason’s formula.
1. The value of a node with one incoming branch, as shown in figure (a) is
x 2 = ax1
2. The total transmittance of cascaded branches is equal to the product of
the branch transmittances. Cascaded branches can thus be combined into
a single branch by multiplying the transmittances as shown in figure b.
3. Parallel branches may be combined by adding the transmittances, as
shown in figure c
4. A mixed node may be eliminated, as shown in figure d.
5. A loop may be eliminated as shown in figure e.
x3 = bx 2 , x 2 = ax1 + cx3
Hence x3 = abx1 + bcx3
Or
ab
x3 = x1
1 − bc
29
30
Mason’s Gain Formula for Signal Flow Graphs
Mason’s gain formula for the overall gain is given by:
1
P= ∑ Pk Δ k
Δ k
where,
Pk = path gain of kth forward path

Δ = determinant of graph.
= 1- (sum of all individual loop gain) + (sum of gain products of all
combinations of two non touching loops) – (sum of gain of all
possible combinations of three non touching loops) + ……
= 1 − ∑ La + ∑ Lb Lc − ∑ Ld Le L f + .......
a b ,c d ,e , f
∑L
a
a = sum of all individual loop gains
∑L L
b ,c
b c = sum of gain products of all possible combinations of two non
touching loops
∑ Ld Le L f = sum of gain products of all possible combination of three non
d ,e , f
touching loops
Δ k = cofactor of the k th forward path of the graph with the loops

touching the k th forward path removed, that is, the cofactor Δ k is obtained
from Δ by removing the loops that touch path Pk .
Example
A signal flow graph for the system above is shown in Figure . Let us obtain
the closed-loop transfer function C(s)/R(s) by use of Mason's gain formula.
31
32

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MEC 522: Mathematical Modelling of Dynamic Systems

MATHEMATICAL MODELLING OF DYNAMIC SYSTEMS

Dynamic systems, whether they are mechanical, electrical, thermal,

The mathematical description of the dynamic characteristics of a system is

Models may assume many different forms. Depending on the particular

In obtaining a model, we must make a compromise between the simplicity of

In deriving such a simplified model, we frequently find it necessary to ignore

In general, in solving a new problem, we find it desirable first to build a

Transfer functions are commonly used to characterise the input-output

By using the concept of the transfer function, it is possible to represent

1. The transfer function of a system is a mathematical model in that it is an

For a general equation nth-order, linear, time-invariant differential equation.

Block diagram of a transfer function

Figure 1: Mass, spring, and damper system;

Using Newton’s law:

Taking Laplace transform, assuming zero initial conditions

Table 1: Force-velocity, force-displacement, and impedance translational

Table 2:Torque-angular velocity, torque-angular displacement, and

Figure 2: Schematic diagram of an inverted pendulum

Rotational motion of pendulum rod about its center of gravity

Iθ&& = Vl sin θ − Hl cos θ

Horizontal motion of pendulum rod about its center of gravity

Horizontal motion of pendulum rod about its center of gravity

For small movement of pendulum, the equation can be linearised

From equation 1 and 3, we have

and, equation 2, 3 and 4, we have

(I + ml )θ&& + ml&x& = mglθ

Laplace transform of equation a and b

Table 3:Voltage-current, voltage-charge, and impedance relationships for

Figure 3: RLC network

Using Kirchoff’s voltage law:

changing variables from current to charge using i (t ) = dq(t ) / dt yields

Taking Laplace transform assuming zero initial conditions yields

therefore the transfer function is:

Figure 4: Block diagram of series RLC electrical network

1. Find the transfer function, X 2 ( s ) / F2 ( s ) , for the system below.

2. Find the transfer function, θ 2 ( s ) / T ( s ) , for the rotational system shown in

1. Given the network shown in figure, find the transfer function, I 2 ( s ) / V ( s ) .

2. Given the network shown in figure, find the transfer function, Vi ( s ) / Vo ( s )

A motor is an example of electromechanical component that yields a

Figure 5 : DC motor: a. schematic; b. block diagram

a. A magnetic field is developed by permanent magnets or a

b. A conductor moving at right angles to a magnetic field generates a

takingLaplace transform yields

c. The relationship for the electrical circuit is given by:

d. The torque developed by the motor is proportional to the armature

t m (t ) = K t ia (t ) where Kt is motor torque constant.

taking Laplace transform

Figure 6: Typical equivalent mechanical loading on a motor.

taking Laplace transform

Substituting (e) into (d) yields

After simplification, the transfer function, θ m ( s ) / E a ( s ) , is found to be

g. Jm and Dm is evaluated base on the schematic diagram below

Figure 7: Rotational mechanical load

h. Dynamometer test will give us the figure shown below.

Figure 8: Torque-speed curves with an armature voltage as parameter

From (d) and neglecting La,

inverse Laplace transform we get

which is a straight line as shown in figure. At zero velocity, the torque

When the angular velocity is zero it is called no-load speed, ω no −load .

therefore, the electrical constants of the motor can be found from

2. Find the transfer function, G ( s ) = θ l ( s ) / E a ( s ) , for the motor and load

Figure 8: A gear system