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Lect 2 Slides

This document discusses modeling linear time-invariant (LTI) systems using differential equations. There are two common approaches: the input-output differential equation (I/O DE) method which uses a single nth order differential equation, and the state-space approach which instead uses a set of n first order differential equations. The state-space method is preferable for higher order systems as it avoids issues with the cumbersome I/O DE method and allows easier analysis of systems with multiple inputs and outputs. Examples are provided to illustrate modeling a system using both approaches.

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Ryan Hirani
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
21 views

Lect 2 Slides

This document discusses modeling linear time-invariant (LTI) systems using differential equations. There are two common approaches: the input-output differential equation (I/O DE) method which uses a single nth order differential equation, and the state-space approach which instead uses a set of n first order differential equations. The state-space method is preferable for higher order systems as it avoids issues with the cumbersome I/O DE method and allows easier analysis of systems with multiple inputs and outputs. Examples are provided to illustrate modeling a system using both approaches.

Uploaded by

Ryan Hirani
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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LTI mathematical Modeling

With
Differential Equations

LTI System Modeling


InthiscoursewefocusonsystemAnalysis
(ratherthandesignorSynthesis).
Thefirststeptowardsanalyzingasystemisto
obtainaMathematicalmodel.
ThemathematicaldescriptionofaLTIsystemisa
setofdifferentialequations.
Therearetwoforms:
1. TheInputOutputDifferentialEquation(I/ODE)
2. TheStateSpaceApproach
Thissectiondescribesbothapproaches

1
The I/O DE Method
An Nth order LTI system with input x(t) and output y(t) is
described by a single Nth order ordinary differential equation

Where the as and bs are constants. They do represent the


system parameters and structure
3

How can we determine the system order?

Count the number of elements that can store


energy (capacitors, inductors, mass, spring)
The order of the system is less than or equal to that
number
Some of the elements may not be independent (e.g.
two capacitors connected in parallel are combined
into one capacitor)
Finding the number of independent energy
storage elements is not always obvious

2
Example*

*ThisexampleisextractedfromnotesofDr.RichardDansereau

Example (cont.)

3
Example (cont.)

Example (cont.)

4
Example (cont.)

Third
Order
system

Remarks

The example given in the previous slides is for a 3rd


order system (not very high order)
But it took us long time to find the right equation
As the system order gets higher, the process
becomes cumbersome and prone to errors
There must be a better way to handle large order
systems
Yes. The answer is the State Space Modelling

10

5
The State Space Modelling Method
The basic idea of State Space modelling is to
trade one Nth order DE with N first order DEs

S.V. stands for State Variables because we choose


N state variables to represent the system.

11

State Variables
Start by choosing N state variable (a practical way
to choose state variables will be presented shortly)

Then find a first order DE for each state variable in


the following form:

The right hand side is a linear combination of the input


(v1, v2, , vN) and the state variables.
Any output you choose will also be represented as a
linear combination of the inputs and the state variables
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6
Formal State Space Matrix Form*
In general an LTI system could have multiple inputs
and multiple outputs as shown below

It is convenient to express the inputs, state


variables and outputs as vectors
It is also convenient to express the system model in
a matrix form.
*GraphsandequationsareextractedfromprofessorsRichardDansereaus notes
13

Matrix Representation
Input vector is v, output vector is y and state
variables vector is x

The relations among these vectors is presented in


the following matrix form

A:systemorstatematrix
B:input(a.k.a.control)control
C:outputmatrix
D:directtransmissionmatrix

14

7
Remarks

# of State Variables = # of energy storage elements


= System Order

The S.V. method works very well to model systems


large and small.
The advantage of S.V. over I/O grows significantly
as the systems order gets higher and as the the
number of inputs or outputs grow.
The S.V. also makes it easy to identify the number
of independent energy storage elements from a
physical model.

15

S.V. Modeling
The energy storage elements frequently use in this
course are: Mass, Rotating Inertia, Spring, Inductor
and Capacitor

S.V. are not unique but it is good practice to choose


the following variables:

16

8
Example: 4th order system

Choose the S.V.s as follow:

17

Example: 4th order system (cont.)


In this example, the state space is described by four
first order DE (state equations) in the following form

18

9
Example: 4th order system (cont.)
Apply K.L. on the electric circuit

Balance forces on J1

19

Example: 4th order system (cont.)


Balance forces on J2

Finally, examine possible relations among state variables

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10
Example: 4th order system (cont.)
In matrix form

This is the state space of the 4th order system


Try to solve the same problem using the I/O method
and see the difference

21

Converting an Nth Order DF into State Equations


If you are given an I/O DE, you can converted into a
state space model as follow:

Choose the state variables as follow:

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11
Converting an Nth Order DF into State Equations

The N state equations are:

23

Remarks on DE Modeling

LTI physical systems are described mathematically by


linear ordinary Differential Equations
The I/O DE Model is an a single Nth order DE
The SV DE Model is a set of N joint first order DEs
We can convert an IO model into SV model and vice
versa
SV modeling is more elegant and much easier for high
order systems and/or systems with multiple inputs and
multiple outputs

24

12

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