Escolar Documentos
Profissional Documentos
Cultura Documentos
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Course Overview
1. INTRODUCTION
1.1 Motivation
What is a "system"?
A physical process or a mathematical model of a
physical process that relates a set of input signals to
yield another set of output signals
Output
Input
y(t)
System
Discrete-time signals/systems
y(k)
k
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Laplace transform
z-transform
Differential equations
Linear algebra, and
Modeling of electrical, mechanical, and financial systems
L
C
~ Input
Interconnections:
KVL: Voltage across a loop = 0
KCL: Current to a node = 0
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i(t) ~ Output
R
u(t) ~
L
C
~ Input
di 1 t
KVL : Ri L i( )d v0 u( t )
dt C 0
d 2i( t )
di( t ) 1
du( t )
L 2 R
i( t )
dt
C
dt
dt
F(s) f ( t )e st dt
0
Key Properties
Linearity: a1f1(t) + a2f2(t) a1F1(s) + a2F2(s)
Derivative theorem: f '(t) sF(s) - f(0-); f(-1)(t) F(s)/s
Example (Continued)
i(t) ~ Output
R
u(t) ~
L
C
~ Input
di 1 t
KVL : Ri L i( )d v0 u( t )
dt C 0
i (s) v 0
Ri (s) L si (s) i0
u (s)
Cs
s
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cs
s
i (s)
cs
2
LCs RCs 1
u (s)
LCsi 0 cv 0
LCs 2 RCs 1
u (s) 0
Cs
LCs 2 RCs 1
LCs 2 RCs 1
10
^
u(s)
i (s)
Cs
2
LCs RCs 1
^
^ ^
i(s) = g(s) u(s)
u (s)
g (s)
Cs
LCs 2 RCs 1
i( t ) L1 i (s)
11
u (s)
1
s
i (s)
Cs u (s)
1
1
LCs 2 RCs 1 s 2 2s 1 s 12
i(t)
i( t ) te t
0.4
0.35
0.3
0.25
0.2
0.15
0.1
0.05
0
0
10
15
R
u(t)
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L
C
+
v(t)
-
12
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i(t) ~ Output
R
u(t) ~
L
C
v(t)
~ Input
State-Space Description
What are the state variables?
Voltage across C and current through L
What is the state equation?
dv
C i
dt
di
L u Ri v
dt
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1 / C v 0
v 0
i 1 / L R / L i 1 / L u
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R
u(t) ~
v(t)
~ Input
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1 v (s) 0
sv (s) v 0 0
si (s) i 1 2 i (s) 1
0
s 1 v (s) 0
1 s 2 i (s) 1
1
1
1
v (s)
s 2 1 0
s
i (s) 2
1 s 1 2
s 2s 1
s s 2s 1 1
i( t ) te t
as expected
v ( t ) u( t ) e t te t
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Quantitative analysis
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System realization
State feedback and state estimators
Pole placement and model matching
Introduction to optimal control
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Introduction (0.5 W)
Modeling: How to model a physical system (1 W)
The fundamentals of linear algebra (3 W)
Analysis:
Quantitative: How to derive response for a given input
(1W)
Qualitative: How to analyze controllability,
observability, and stability (1 W)
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Design:
How to realize a system given its mathematical
description (1 W)
How to design a control law so that system response
satisfies certain criteria (1 W)
How to design an observer to estimate the state of the
system (2 W)
Pole Placement and Model Matching (0.5 W)
Brief introduction to optimal Control (? W)
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5%
20%
5%
22%
22%
27%
101%
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General Rules:
Homework can be done individually or in teams of two
(three is acceptable in some cases). Partners can be
dynamic, but must be declared each time.
Homework should be clear, concise, and complete
Teams should hand in only one assignment, and with all
names on it
Late assignments will be discounted 10% a day, up to 5
days
Homework solutions will be emailed to you within a week
after the due date
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u(t)
y(t)
System
u[k]
px1
y[k]
qx1
Classification of Systems
Linear Systems
Linear time invariant (LTI) Systems
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R1
R2
di
Ri L u
dt
i( t ) e
R
t t 0
L
i( t
or
0)
di R
1
i u
dt L
L
t
1
e
Lt
R
t
L
u( )d
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Input
System
R
+
u(t)
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i
L
ECE5101, Fall 2014, Copyright P. B. Luh;
modified by R. Lynch
t
y(t)
t
29
t
y(t)
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i( t )
32
u(t)
System
A delay line
? y(t)
t
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Today:
Introduction
Motivation
Course Overview
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y1( t ), t t 0
u1( t ), t t 0
x1( t 0 )
y 2 ( t ), t t 0
u 2 ( t ), t t 0
x2 (t0 )
u1( t ) u 2 ( t ), t t 0
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y1( t ) y 2 ( t ), t t 0
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If it is true ~ Additivity
How about
x1( t 0 )
u1( t ), t t 0
y1( t ), t t 0
If it is true ~ Homogeneity
Combined together to have:
1x1( t 0 ) 2 x 2 ( t 0 )
1u1( t ) 2 u 2 ( t ), t t 0
1y1( t ) 2 y 2 ( t )
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v = Ri
Affine
Linear
i
Nonlinear
i
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x1( t 0 ) 0
x1( t 0 )
y( t ) due to
y( t ) due to
u1( t ) 0
u1( t ), t t 0
Linear
System
y(t)
38
t-ti
1/
ti ti+
Area = 1
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( t t i ) u ( t i )
( t t i ) g ( t, t i )
( t t i ) u ( t i ) g ( t , t i ) u ( t i )
t i
u ( t ) ( t t i ) u ( t i ) g ( t , t i ) u ( t i )
i
1/
t-ti
t-ti
ti ti+
ti
40
y( t ) g ( t, t i )u( t i ) g( t, )u( )d
y( t ) g( t, )u( )d
g( t, ) 0 for t or for t
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y( t ) G ( t , )u( )d
t0
g11( t , ) g12 ( t , )
g ( t , ) g ( t , )
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G ( t , )
g ( t , ) g ( t , )
q2
q1
g1p ( t , )
g 2 p ( t , )
g qp ( t , )
State-Space Description
A linear system can be described by
x ( t ) A( t ) x( t ) B( t )u( t )
y( t ) C( t ) x( t ) D( t )u( t )
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u(t)
t
u(t-T)
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y(t)
y(t-T)
ECE5101, Fall 2014, Copyright P. B. Luh;
modified by R. Lynch
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y( t ) g( t, ) u( )d
t0
t
t0
t0
y( t ) g( t ) u( )d g( ) u( t )d
~ Convolution integral
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Transfer-Function Matrix
The above convolution leads to the use of Laplace
transform
This then converts the differential equations into
algebraic equations for easy solutions as below
y (s) y( t )e st dt
0
st
y (s) g( t )u( )d e dt
t 0 0
y (s) g ( t )u ()d e s ( t ) e s dt
t 0 0
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s( t )
y (s) g( t )e
dt u( )e sd
0 t 0
y (s) g( )e d u( )e sd
y (s) g( )e d u( )e sd
0 0
y (s) g( )e d u( )e d
0
0
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u(t)
System
^u(s)
y(t)=g(t)*u(t)
^y(s)=g(s)u(s)
^ ^
G (s )
g (s) g (s)
q2
q1
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g 1p (s)
g 2 p (s) ~ Transfer-function
matrix, or transfer
matrix
g qp (s)
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2.4 Linearization
There are many results on linear systems while
nonlinear systems are generally difficult to analyze
What to do with a nonlinear system described by
x ( t ) h( x ( t ), u( t ), t )
y( t ) f ( x ( t ), u( t ), t )
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xo (t)
u 2
u p
h 2
h 2
..
u 2
u p
:
..
:
h n
h n
..
u 2
u p ~ Jacobians
h( x o ( t ), u o ( t ), t )
h1
x1
h
h 2
x1
x
:
h
n
x1
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h1
x 2
h 2
x 2
:
h n
x 2
..
..
..
..
h1
h1
x n
u1
h
h 2
h 2
u1
x n ,
u
:
:
h n
h n
u
x n
1
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h
h
x
u
x o
u o
~ A linear system
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Today:
Introduction
Motivation
Course Overview
Linear Algebra
Basis, representation, and orthonormalization
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