Problems
Problem 5.1 (OIL)
A certain sensor used to measure displacement over time \(t\) is tested several times with input displacement \(u_1(t)\) and a certain function \(y_1(t)\) is estimated to properly characterize the corresponding voltage output.
Assuming the sensor is linear and time-invariant, what would we expect the output sensor voltage \(y_2(t)\) to be when the following input is applied?
\[u_2(t) = 3\, \dot{u}_1(t) - 5\, u_1(t) + \int_0^t 6\, u_1(\tau) \diff\tau\]
The superposition, derivative, and integral properties of LTI systems apply immediately such that \[y_2(t) = 3\, \dot{y}_1(t) - 5\, y_1(t) + \int_0^t 6\, y_1(\tau) \diff\tau.\]
Problem 5.2 (WATER)
A system with input \(u(t)\) and output \(y(t)\) has the governing dynamical equation \[2\, \ddot{y} + 12\, \dot{y} + 50\, y = -10 \dot{u} + 4 u.\]
What is the equilibrium \(y(t)\) when \(u(t) = 6\)?
Demonstrate the stability, marginal stability, or instability of the system.
There are two good approaches to finding equilibrium. The longer way is to perform a state-space realization in which the i/o ODE is converted to a state-space model. Equilibrium for this state-space model was derived in and the results can be applied directly: \[\begin{aligned} \overline{\bm{x}} &= -A^{-1} B \overline{\bm{u}}. \end{aligned}\] The only caveat here is to realize that \(\dot{u} = 0\) for the purposes of equilibrium.1 With this state-space realization approach, one must show how the equilibrium state variables are related to \(y\). A canonical choice would be \[\begin{aligned} \bm{x} = \begin{bmatrix} y \\ \dot{y} \end{bmatrix}. \end{aligned}\]
Conversely, the short way, and this is the way I expect most students will solve this problem,2 is to realize that, by the definition of equilibrium in , \(\dot{\bm{x}} = 0\). If we realize that we could choose \(y\) as a state variable, then \(\dot{y} = \ddot{y} = 0\) in equilibrium. As discussed above, \(\dot{u} = 0\), so substituting into the original ODE, \[\begin{aligned} 2\, (0) + 12\, (0) + 50\, \overline{y} &= -10 (0) + 4 \overline{u} \Rightarrow \\ \overline{y} &= \frac{4} {50} \overline{u} \\ &= \frac{4} {50} (6) \\ &= 24/50 \\ &= 0.48. \end{aligned}\]
From the ODE, the characteristic equation is \[\begin{aligned} \lambda^2 + 6\, \lambda + 25 &= 0 \Rightarrow\\ \lambda_{1,2} &= -3 \pm j 4. \end{aligned}\] Clearly all (both) roots have negative real part, so the system is stable or assymptotically stable.3
Problem 5.3 (TIMMYCHALAMET)
The free response of a linear system with a given set of initial conditions is \(y_\text{fr}\). The forced response of the system to input \(u_1\) is \(y_{\text{fo}_1}\). The forced response of the system to input \(u_2\) is \(y_{\text{fo}_2}\). What is the (specific) response of the system to the same set of initial conditions when \(u_1(t) + u_2(t)\) is also applied? Express your answer in terms of \(y_\text{fr}\), \(y_{\text{fo}_1}\), and \(y_{\text{fo}_2}\).
From superposition, the response \(y(t)\) of the system to the initial condition and the summed inputs is \[\begin{aligned} y(t) = y_\text{fr}(t) + y_{\text{fo}_1}(t) + y_{\text{fo}_2}(t). \end{aligned}\]
Problem 5.4 (FLOPUGH)
Consider a linear system with state-space model matrices \[\begin{aligned} A = \begin{bmatrix} -4 & 11\\ 3 & -12 \end{bmatrix}, B = \begin{bmatrix} 0 \\ 2 \end{bmatrix}, C = \begin{bmatrix} 1 & 0 \end{bmatrix}, D = \begin{bmatrix} 0 \end{bmatrix}. \end{aligned}\] For this system, respond to the following questions and imperatives.
What is the equilibrium state \(\overline{\bm{x}}\) for input \(u(t) = 0\)?
Find the corresponding input-output ODE for the system.
Demonstrate the asymptotic stability, marginal stability, or instability of the system from the ODE.
clear;close all
The lti.equistab lecture shows that the equilibrium state is $$\begin{align} \overline{\bm{x}} &= -A^{-1} B \overline{\bm{u}} \\ &= -A^{-1} B \begin{bmatrix} 0 \end{bmatrix} \\ &= \begin{bmatrix} 0 \\ 0 \end{bmatrix}. \tag{$A$ is invertable} \end{align}$$
From ss.ss2tf2io, the transfer function \(H(s)\) is \[\begin{aligned} H(s) &= C (sI - A)^{-1} B + D \\ &= \begin{bmatrix} 1 & 0 \end{bmatrix} \left( \begin{bmatrix} s & 0\\ 0 & s \end{bmatrix} - \begin{bmatrix} -4 & 11\\ 3 & -12 \end{bmatrix} \right)^{-1}\begin{bmatrix} 0 \\ 2 \end{bmatrix} + \begin{bmatrix} 0 \end{bmatrix}. \end{aligned}\] In Matlab,
A = [-4, 11; 3, -12];
B = [0; 2];
C = [1, 0];
D = [0];
n = length(A);
syms s % Lapace, complex s
H(s) = C*(s*eye(n) - A)^-1*B + D
\(H(s) =\frac{22}{s^2 +16\,s+15}\)
The input-output ODE can be identified by inspection, or we can use Matlab to define it as follows.
syms t y(t) u(t) s Y(s) U(s)
num,den] = numden(H(s)); % numerator and denominator
[p = solve(den == 0,s) % poles
assume(s ~= p); % for simplification purposes
eq1 = expand(... % Y = H U
simplify(...
Y(s) == H(s)*U(s) ...
...
)
)u_c = coeffs(lhs(eq1));
y_c = coeffs(rhs(eq1));
u_d = [u(t)];
for iu = 2:length(u_c)
u_d(iu) = diff(u(t),t,iu-1);
end
y_d = [y(t)];
for iy = 2:length(y_c)
y_d(iy) = diff(y(t),t,iy-1);
end
ode = dot(y_d,y_c) == dot(u_d,u_c);
disp(ode)
\(p =\left(\begin{array}{c} -15\\ -1 \end{array}\right)\)
\(eq1 =22\,U\left(s\right)=15\,Y\left(s\right)+16\,s\,Y\left(s\right)+s^2 \,Y\left(s\right)\)
\(16\,\bar{\frac{\partial }{\partial t}\;y\left(t\right)} +15\,\bar{y\left(t\right)} +\bar{\frac{\partial^2 }{\partial t^2 }\;y\left(t\right)} =22\,\bar{u\left(t\right)}\)
- Stability can be investigated by finding the roots of the characteristic equation. The characteristic equation and its solution are
syms L % L for lambda
odelhs = lhs(ode); % left-hand side of the ODE
for in = 1:n
odelhs = subs(odelhs,diff(y,t,in),L^in); % substitute for derivatives
end
odelhs = subs(odelhs,y(t),1)
ce = odelhs == 0
r = solve(ce,L)
\(odelhs ={\left(\bar{L} \right)}^2 +16\,\bar{L} +15\)
\(ce ={\left(\bar{L} \right)}^2 +16\,\bar{L} +15=0\)
\(r =\left(\begin{array}{c} -15\\ -1 \end{array}\right)\)
Although we have not considered the transfer function in detail, we see that its poles are equal to the roots of the characteristic equation. Furthermore, these equal the eigenvalues of \(A\):
disp(eig(A))
-1
-15
Anyhow, both roots of the characteristic equation have negative real parts, so the system is asymptotically stable.
In general, a non-standard form of the state equation with an \(E\, \dot{\bm{u}}\) could be written, but it is zero in equilibrium. In transient response, \(\dot{u} = 6 \delta(t)\) (because \(u(t) = 6 u_s(t)\), technically) would be important; however, in equilibrium we assume a steady-state, so the transient response is negligible.↩︎
We haven’t much discussed state-space realizations.↩︎
Note that this also follows from finding the eigenvalues of the \(A\)-matrix of a state-space realization, if that’s the direction you want to take.↩︎
Online Resources for Section 5.5
No online resources.