Mathematic Background Review

One of the standard forms to represent an LTI (linear time invariant) system is the ODE
dny d n1 y dy d mu d m1u du
n
 an1 n1   a1  a0 y  bm m  bm1 m1   b1  b0u
dt dt dt dt dt dt
that relates the output y (t ) of the system to its input u (t ) . Note: n  m .
dy
First-order system,  ay  0 (unforced system, homogeneous)
dt
 solution y (t )  y0e at , y0  y (0) .
dy
The forced system,  ay  bu
dt
t
 solution y (t )  y0e  at
 b  e  a (t  )u ( )d
0
zero input response,
response due to initial condition convolution,
response due to input u

What do you think of this? Is it easy? Maybe not!

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Second order system,
d2y dy
2
 a1  a0 y  0 (unforced, homogeneous)
dt dt

The characteristic polynomial is q( s)  s 2  a1s  a0

If q( )  0  y(t )  e t is a solution.

If q( s)  0 has distinct roots 1 , 2 , than the general solution is y(t )  c1e1t  c2e2t

real root s    time function et

complex roots s    j  time functions e t cos t , e t sin t
  0, grow up
 : shape of the response, 
   0, decay
 : oscillatory frequency
repeated roots, s   ,   time function e t , te t .
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What about forced system
d2y dy du
 a1  a0 y  bu (or b1  b0u , )
dt 2 dt dt

y (t )  ?  ???

What will we do? Fortunately, we have Laplace transform.

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The general LTI system in ODE
dny d n1 y dy d mu d m1u du
n
 an1 n1   a1  a0 y  bm m  bm1 m1   b1  b0u ; n  m
dt dt dt dt dt dt

Taking Laplace transform and set all initial conditions to zero.

 s n
 an1s n1   
 a1s  a0 Y ( s )  bm s m  bm1s m1  
 b1s  b0 U (s )
bm s m  bm1s m1   b1s  b0
 Y ( s)  n n 1
U ( s)
s  an1s   a1s  a0
p( s)
 U ( s )  H ( s )U ( s )
q( s)
p( s )  bm s m  bm1s m1   b1s  b0
q( s)  s n  an1s n1   a1s  a0

p( s)
H (s)  is called the transfer function of the system.
q( s)
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 u y
H (s)

The response y (t ) ,
y (t )  L1  H ( s)U ( s)  ; inverse Laplace transform can be computed through
partial fraction expansion

The roots of p( s) , (solutions of p( s)  0 ), are called the zeros of the system. The roots of q( s) ,
(solutions of q( s)  0 ), are called the poles of the system.

 The poles give the components of the time functions that compose the solution.
 A zero at s   blocks the transmission of the signal u (t )  ce  t .

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Prototype second order system
n2
H ( s)  2
s  2n s  n2

Poles at s 2  2n s  n2  0  s  1 , 2  n   2  1

  1  distinct roots, over damped j

  1  repeated roots, critically damped
jn 1   2
  1  complex roots,  n  jn 1   , 2
n
under damped cos  
(  0 is assumed, if   0  unstable)  
n

 : damping factor
n : undamped natural frequency

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Example:

u y n2
H (s) H ( s)  2 ; (assume   1 )
s  2n s  n2
 Y ( s)  H ( s) U ( s)  y(t )  L1  H ( s) U ( s) 

If u (t ) is an impulse  U ( s)  1 ,
 y(t )  L1  H ( s)U (s)  L1  H (s)  h(t )  impulse response

  1, h(t ) 
n
1  2  
ent sin n 1   2 t , t  0

If u (t ) is a step  U ( s)  1/ s ,

 H ( s) 
 y (t )  L  H ( s )U ( s )  L 
1 1
  step response
 s 
  1, y (t )  1 
1
1  2   
e n t sin  n 1   2 t  cos 1   , t  0
