APPENDIX D: METHODS OF ANALYSIS

The main body of this book has introduced the idea that the pilot rating of an aircraft can be

predicted using a mathematical model of that aircraft's behavior. The early appendices have

shown how the aircraft itself can be modeled in the time domain, but it is evident from much of the

material in the book that we need to present the aircraft dynamics, including control system

components, in the manner of classical control theory. This appendix gives a minimal

introduction to this theory.

D.1 Laplace Transforms

D.1.1 Conventional Solution of Differential Equations.

Most of us are familiar with the time domain representation and solution of differential equations.

The general solution of the equation (for example)

d2y dy
2
 P(t )  Q(t ) y  R(t ) D.1
dt dt

complementary
is : y = + particular integral
function (transient
(steady state)
response)

where the complementary function can be calculated by substituting y  emt in the

homogeneous equation (i.e. the left side) and solving the resulting characteristic equation for

values of m. Knowledge of boundary conditions is sufficient to determine arbitrary constants

appearing in the solution.

The particular integral depends on the right hand side of the equation, i.e., the forcing function

R(t ) . Arbitrary constants are found using the method of undetermined coefficients. The same

methods can be applied to simultaneous equations in the general matrix form

dx (t )
 A(t ) x (t )  B(t )u(t ) .
dt
dx ( t )
Here and x ( t ) are n  1 , u is m  1 , and the other terms are conformal. The reader will
dt

note that this equation is stated sufficiently generally to allow the example equation D.1 to be cast

in this form.

D.1.2 Laplace Transform Solution of Differential Equations.

Conventional differential equations are messy. Fortunately, the method of Laplace transforms

gives the engineer a method that is not only compact, but very insightful. The only difficulty is

that the time domain equations are mapped into another world (the 'frequency domain') that at

first is unfamiliar. After our manipulations are performed there, an inverse Laplace transformation

can return us to the time domain. However, many engineers 'think' in the frequency domain. The

advantages of the Laplace approach include algebraic determination of the transient and steady

state solutions together, even for cascaded physical elements, as well as direct correspondence

of the transformed variables to frequency response methods.

 
Definition D.1: Laplace transformation: L f (t )  F ( s)   f (t )e  st
dt  e
 st
f (t )dt .
0 0

For our purposes, this applies to linear differential equations with constant coefficients. Notice the

use of lower and upper case for the time-domain Laplace-domain quantities respectively.


Definition D.2: Laplace of differentiation: L ( f ( t ))  sF (s)  f ( 0 ) .
-where the dot indicates differentiation with respect to time. For zero initial conditions we remark

that the Laplace transform of differentiation n times, consists simply of replacing the number of

differentiations by the same number of the Laplace variables s, so for example

d2y 2
the Laplace transform of 2
is simply s Y .
dt
t 0
Definition D.3: Laplace of integration: L [ f (t )dt ]  1 F (s)  1  f (t )dt
a
s s a

So for integration we divide by the number of Laplace variables s corresponding to the number of

integrations.

Although the integral expressions in these definitions appear somewhat daunting, for zero initial

conditions they allow us to use the Laplace variable as a simple operator for differentiation (by

multiplying) and integration (by dividing).

Laplace Transform Pairs.

Pairs simply describe the translation between the time and frequency domains. For example, we

have already defined the pairs for differentiation and integration (with zero initial conditions) as

follows:

f (t ) F ( s)
d
differentiation, ( x) sX
dt
integration,  xdt X
s

The most important remaining pairs are shown in the following Table. Although at one time, a

voluminous book of Laplace transform pairs was required for practice in this area, software is

available today that fulfils this purpose much better. One example is Program CC, and another is

MATLAB.
 TABLE A.1

LAPLACE TRANSFORM PAIRS

f (t ) F ( s)
a
step: size = a
s

unit impulse 1

pure time delay (transport lag), a seconds e  as

a
ramp, slope a (i.e., f ( t )  at )
s2
at ( n 1) a
CHECK THE a !!!
(n  1)! sn
1
exponential decay, e  at This is a first order lag
(s  a)
1 1
(e  at  e bt ) This is a second order lag
ba ( s  a )( s  b)

with two real roots. Evidently it is the same as

two cascaded first order lags.

1 1 1
sinusoidal oscillation e  at sin t  2
 ( s  a)  
2 2
s  2as  a 2   2

The Initial and Final Value Theorems

Initial Value Theorem (IVT):

Lim sF ( s)  Lim f (t )
s  t 0

Final Value Theorem (FVT):

Lim sF ( s)  Lim f (t )
s0 t 

The IVT and FVT tell us that for a step input to our function, its initial value and steady state

values can be found by substituting s   and s  0 respectively. (This is true for a step
because the 1 / s , the transform of the step, handily cancels the s in the left-hand-side of both

definitions.)
Transfer functions

These are a simple extension of the Laplace transform idea. Consider a mass-spring system as

shown in Figure D.1.

Summing the forces dues to inertia, the spring and the viscous damper leads to
 
m x  c x  kx  f (t ) where the dots denote differentiation with respect to time and the f (t ) is

the independent forcing function.

Laplace transforming, with zero initial conditions,

ms2 X ( s)  csX ( s)  kX ( s)  F ( s)
or, X ( s)(ms2  cs  k )  F ( s)

We can write an algebraic expression for the output deflection X(s) for an input F(s) as follows:
X ( s) 1

F ( s) ms  cs  k
2

Output (s)
or,  Transfer Function .
Input (s)

This is the transfer function for the deflection x as output for the force f as input.

So, if we know F(s) or X(s) then we can use the transfer function to calculate the unknown, i.e.

X(s) or F(s), respectively.

If the damper constant in our example is high enough to produce two real roots rather than a

complex conjugate pair, then

X ( s) 1/ m

F ( s) ( s  a )( s  b)

Each of the factors represents a first order lag, which appears on the s-plane as in Figure D.2.

Figure D.2. S-plane representation of first order lags.

Knowing that the Laplace transform of a step is 1/s, we can calculate the step response as the

sum of the two contributions, i.e.,

F(s) f(t)
1 1
(1  e  at )
s( s  a ) a
1 1
(1  e  bt )
s( s  b ) b
1 1  1 
1 (be  at  ae bt ) 
s( s  a )( s  b) ab  ( a  b) 

The higher the value of a or b, the faster the step time response due to that element reaches

steady state, as shown in Figure D.3 for a generalized first order lag.
 1.0
.95

Output
.63
1
F ( s) 
s(s  1)

0
0
 2 3
Time, sec

Figure D.3 General form of time response of a first order lag to a step

Returning, however, to our mass-spring system, we can use it to illustrate some useful points.

First, if the damping constant is reduced to zero, Table D.1 tells us that the mass and spring

oscillate sinusoidally indefinitely. The value  in the Table becomes  n , the undamped natural

frequency of our mass-spring system. If the damping is re-introduced, the system exhibits a

damped (disappearing) oscillation at a constant frequency, d.

By writing the mass-spring-damper transfer function

X ( s) 1/ m
 2
F ( s) s  2 n s   2n

It can easily be shown that

n  n 1   2
d

where  is the damping ratio. We can plot the roots, a and  , ot the transfer function

denominator as shown in Figure D.4

 Imaginary

undamped
natural
damped natural frequency, n
d

frequency,  d
 =damping ratio

resonant 1
frequency  r sin 

 Real

Figure D.4 S-Plane plot of second order system

The effect of damping change at a constant frequency can be seen in the step time responses of

Figure D.5.
The main ideas of the s-plane plot can be summarized in the sketch of Figure D.6.
Examination of the Laplace transform pair table shows that if the real part of a denominator root is

positive, the function will grow to  as t   because of the growing positive exponent in the
eat term in the time response. For our purposes, we will refer to systems of this kind as being
unstable.

If the real part is identically zero, then a second order response with  0 will appear as in

Figure D.5 and will exhibit a neutrally stable response consisting of a sustained oscillation with

frequency equal to the imaginary part.

Inverse Laplace

As already mentioned, the time response of any known transfer function can be obtained from a

table of Laplace transform pairs. For the general transfer function

N ( s)
 ( s)
where N ( s) and ( s) are polynomials in s, the output X ( s) can be calculated knowing the
input F ( s) using
 N ( s)
X ( s)  F ( s) .
( s)

For example, the response of the mass-spring system to a first-order lag is

N
X ( s) 
( s  a )( s  2 n s   2n )
2

This is expanded by partial fractions into the form

A Bs  C
 2
( s  a ) ( s  2n s  n2 )

The first and second order lag contributions are thus added together. The formal rules for

achieving expansion of the Laplace transformed response are the Heaviside expansion

theorems.

Heaviside, an electrical engineer, presented his expansion theorems to a scientific

body. He was castigated for not demonstrating the ties between his work, which used

a differential operator, to that of Laplace and Fourier. He responded that just

because he did not understand the process of digestion, that did not mean that he

could not eat.

Notice that so far we have covered linear systems. By this we mean that the coefficients are

constant with respect to time, and that there are no products or other functions of variables

involved.

Two easy-to-comprehend consequences of this are:

1. Doubling the size of the input to a stable linear system will double the output.

2. A stable linear system with a sinusoidal forcing function at a constant frequency will eventually

settle down to an oscillation of the same frequency.

This last point introduces the subject of frequency responses.

Steady State Frequency Response Analysis

A convenient property of the transfer function is that substitution of s  j where  is a driving

frequency in radians per second, yields much insight about the steady state response of the

system at this frequency.

Prove, as an exercise, that we substitute s  j to get the steady state frequency

response. (Ref: Taylor, Servomechanisms, 1960)

1
1. Establish L
-1
 e  at
sa

2. Express sine wave as f (e t )


3. Laplace transform 2. using 1. gives
s  2
2


4. Cascade the sine wave with the system transfer function to get the output to
s  2
2

a sine wave

5. Take the partial fractions of 4. The stable transient modes die out.

6. Take the inverse Laplace of 5. using 1.

7. Write this as a sine wave using 2.

8. From this, identify the amplitude, frequency and phase.

Definition D.4 - The gain or amplitude ratio of a frequency response is defined by Figure A.8.

It is simply the ratio of the amplitude of the output sine wave to that of the input.

Definition D.5- The phase of a system frequency response is defined by Figure D.7.
The notation of these figures refers to the magnitude and argument of the complex number which

results on substitution of s  j in the transfer function. A convenient way to present

information about the fequency response of a system is to plot values of the gain and phase

which apply to a number of frequencies. There are a number of ways of doing this. We will

consider the Bode and Nichols representations.

D.2.1 Bode Plots- The gain of the response is first converted to decibels using:
Output Amplitude
Amplitude Ratio (or gain) = 20 log10
Input Amplitude

Bode plots are then plots of gain (dB) vs. frequency in radians/second, and phase (degrees) vs.

frequency, again in radians/secon. The main features are sketched in Figure D.8.
D.2.2 Nichols Chart- This a means of converting open-loop gain and phase to closed-loop. First it

is necessary to specify strictly in the context of the Nichols chart, what is meant by open and

closed loop. Any system involving feedback or feedforward loops can be written in the form of

Figure D.9

If the open loop transfer function is A( s) , then the closed loop transfer function is easily shown
A( s )
to be .
1  A( s)
The Nichols chart plots, at any desired frequency, the gain and phase of A( s) and reads the
A( s )
gain and phase of as desired, as shown in Figure D.10
1  A( s)
.
D.3 Root Locussk

This is a powerful yet simple tool in linear systems analysis and synthesis. Probably the best way

to present the method is to consider it as a root-finder, using a simple polynomial as an example.

Suppose we wish to find the roots of a third order polynomial, that is, we want those values of x

required for the following equality,

x 3  ax 2  bx  c  0
where a, b, c are given fixed numerical values.

Suppose we modify this problem slightly to say that we want to find the roots of the polynomial

for all values of, say, the parameter a from zero to infinity.

First divide the equality by x 3  bx  c to get the basic root-locus equation

ax 2
 1  0.
x 3  bx  c

Now when a is zero, our original equality becomes

x 3  bx  c  0

i.e., when a is zero, the roots of our original polynomial are the roots of the polynomial in the

denominator in the basic root-locus equation. Putting it another way, when a is zero, the poles of

the polynomial ratio, given by x 3  bx  c  0 , are the roots of the original polynomial.

or,
ax 2
 1 .
x 3  bx  c

We would like to substitute our values of a in this equation and determine what the roots are.

For example, if a  0 , then we go back to our original equation and see that
x 3  bx  c  0 .
So the roots are the roots of the polynomial in the denominator of our basic equation. These can

be plotted on the s-plane as poles as in Figure D.10

Notice the poles are plotted as a complex conjugate pair plus a real root. They may equally be

triple real roots.

Now consider a   . Rearrange the original polynomial to

x 3  bx  c
x2  0 D.18
a

and x 2  0 when a   .
So the roots are the roots of the polynomial in the numerator of our basic equation. These can be

plotted on the s-plane as zeros. See figure D.11 for example poles and zeros on the s-plane.

Note the two zeros at the origin.

So far, we have just found the roots of our polynomial for the extreme values (zero and infinity) of

the parameter a . For intermediate values, the roots follow a locus which can be plotted simply

by incrementing a from zero to large values, or by using two criteria, known as the angle criterion

and the amplitude criterion. Which method is used is immaterial if a computer program is used to

develop the locus. There are also a number of rules (about a dozen) for the locus which aid

greatly in hand-sketching the locus.

We want
ax 2
 1 D.19
x 3  bx  c

or,
ax 2
 1 D.20
( x  p)( x  q  rj )

expressing each root by a polar form,

j z1 j z2
aAz1 e Az2 e
j p1 j p2 j p3
 1 . D.21
Ap1 e Ap2 e Ap3 e
or,
j ( z1   z2 )
aA1 Az2 e
j ( p1   p2   p3 )
 1 D.22
Ap1 Ap2 Ap3 e

So we require (the angle criterion)

 z   z   p   p   p  (2n  1)180o , ... n = 0,1,2,...
1 2 1 2 3
D.23

and (the amplitude criterion)

aA1 Az2
 1 D.24
Ap1 Ap2 Ap3

Using these criteria, plus the additional rules, or simply the digital computer, the complete locus

can be built for all values of a , as shown in Figure D.13.

 Two simple rules for root locus are useful for quick visual checking, and can be seen

in Figure D.13.

1. The locus appears on the real axis to the left of an odd number of singularities

2. If there are n more poles than zeros, then the locus asymptotically approaches the

n zeros which are symmetrically located at infinity.

Here we used the notation of Langill (1965) but there are many texts (mostly of that vintage) that

treat root locus.

Notice that we have used root locus merely as a means of finding roots. How then do we apply it

to feedback control and flying qualities problems?

In general, this method is insightful for exploring the changes in transfer function numerators and

denominators as a single variable changes. For example, the numerator of the sideslip to control

transfer function contains the dimensional derivative N r . The roots of this numerator (which for

the dutch roll approximation is second order) can be quickly explored for all values of N r , and

many engineers can sketch variations like these rapidly for quick insight.

Finally (and leaving this aspect until last has been quite deliberate) we can of course explore the

roots of a transfer function denominator as one parameter varies. This is the most common use

of the method, because it directly illustrates the sensitivity of the stability of the system to any

parameter. In fact, the root locus is considered by many to be a only a method for investigating

stability. As we have seen, by viewing it as a root finder, we can use its insight in other ways

also.
 In the equation x 3  Ax 2  bx  c  0 A is a positive number. How would you use root
locus to show the effects on the roots of the polynomial, of incrementing or decrementing A

by some amount ?

We shall use this example to demonstrate a useful technique which we will call the

incremental root locus. Start by simply writing

x 3  ( A   ) x 2  bx  c  0 , so that

x 3  Ax 2  bx  c  x 2  0 . Now divide by

x 3  Ax 2  bx  c  0 to get

x 2
1  0 and we are ready with this to do a root locus analysis,
x 3  Ax 2  bx  c  0

except that the poles show our ‘baseline’ dynamics. We show the effects of incrementing 
using the method as we have described it already, and the effects of decrementing  by

plotting a ‘zero degree’ instead of a ‘180 degree’ locus since we can represent the negative

value of  by changing only the sign of unity in the right-hand-side of the basic root locus

equation. Thus our locus now passes through the baseline roots.

The commonest use of root locus is in examining the closed-loop stability of a dynamic system

like an aircraft with feedback control. In our earlier discussion we wrote the closed loop transfer

function as
A( s )
1  A( s)
where A( s) is a polynomial, or ratio of polynomials, in the Laplace parameter s . The roots of

the denominator of this transfer function determine the modes of motion- the frequency, damping,

etc. -of the closed loop system. We might use a table of transform pairs or the Heaviside
theorems to determine these. Suppose A( s) includes a varible parameter k . Then the closed

loop transfer function is

kA( s)
1  kA( s)

and we use root locus to locate the roots (i.e., values of s similar to our example values of x ) of

the denominator for various values of k , and therefore see directly the effect of k variation on

our dynamics. Notice that if our open loop transfer function is

kN A ( s)
D A ( s)

where N A ( s) is a numerator polynomial in s and D A ( s) is a denominator polynomial in s ,

then the characteristic equation is

N A ( s)
1 k 0
D A ( s)

and for root locus contruction the zeros are the roots of the open loop transfer fucntion numerator,

and the poles are the roots of the open loop transfer function denominator.

D.B.Groll has proposed a very simple algorithm that facilitates root locus analysis of very large

systems. These systems are often analyzed by computer programs that accept values of

polynomial coefficents (for linear dynamic flying qualities analysis, the polynomial coefficients are

aerodymamic derivatives and control system gains, time constants, natural frequencies,

dampings etc). The program then assembles high order polynomials and uses a technique

similar to Cramer’s Rule to produce transfer functions for the needed input/output pairs. The

result can be of quite high order- up to a hundred is not unknown. Sorting out the poles and

zeroes in preparation for the root locus is not a trivial matter.

Suppose a root locus is required for variation of one parameter b . We want the zeroes N ( s)
and the poles D( s) in D( s)  bN ( s)  0 .

Groll’s method simply determines the system polynomial first for b  0 and then for b  1 . The

first calculation, of course, gives us the poles D( s) . The second gives us the poles plus the
zeroes, D( s)  N ( s) . Evidently if we subtract the result of the first calculation from the latter,

we have the zeroes.

D.4 Block Diagram Conventions

The simplest and most graphic way of describing a system consisting of a number of physical

components is a block diagram. For a linear system, the blocks contain gains or transfer

functions. Block diagrams are identically equivalent to systems of equations, however for readers

who ordinarily have little contact with block diagram conventions, Figure D13 should be helpful.
Note throughout that A, B etc. are polynomials or ratios of polynomials in s . and may also be

linear gains, and x , y , z are Laplace transformed variables.