09-16-2008

Decomposition of solutions for SISO LT I dierential equations. y(t) = yh (t) + yp (t) = yzi (t) + yzs (t) = ytr (t) + yss (t)

where, yts (t) = transient response satises

t

lim |ytr (t)| = 0

and yss (t) = steady-state response is the remainder of the solution. Note: ytr (t) consists of terms epk t , ei t , with Re{pk } < 0 being the stable modes of the system and Re{i } < 0 are the stable modes of the input.
x(t) u(t) SYSTEM
m

y(t)
n

Dene: state vector (Rn ) as: x(t). Given the initial values of the states (xk (t0 ): k = 1, . . . , n) at time t0 , and knowledge of the input u(t), t t0 nd y(t) for any t = t0 . State Equation x(t) = f (x(t), u(t), t) x(t0 ) = x0 Output Equation y(t) = h(x(t), u(t), t) 1

where xk (t) = fk (x(t), u(t), t) for k = 1, . . . , n. where each fk is a scalar function of n+m+1 variables (x1 , x1 , . . . , xn , u1 , u2 , . . . , um , t). f1 (x1 , x2 , . . . , xn , u1 , u2 , . . . , um , t) . . f (x(t), u(t), t) = . fn (x1 , x2 , . . . , xn , u1 , u2 , . . . , um , t) Plan: 1. Develop a method for predicting x(t), t 0 given u(t), t 0 and initial condition x0 . 2. Substitute into the algebraic equation for the output to get y(t). We would like a constructive procedure: x(t) = (x0 , u[t0 ,) , t, t0 ) for all t 0

where is a completely dened mathematical procedure. u[t0 ,) ; t0 t

y(t) = h((x0 , u[t0 ,) , t, t0 ), u(t) , t)

* Entire time history of input ** x(t) *** instantaneous current value of input

Possible properties of 1. Causality: (x0 , u[t0 ,) , t, t0 ) = (x0 , u[t0 ,t) , t, t0 )

* entire time history of the input u(t), t0 t . ** time history of input only up to current u( ), t0 t. i.e. x(t), the value of the state variables at time t does not depend on the input u( ) for t (future input). 2

2. Time-Invariance (x0 , u[t0 ,) , t, t0 ) = (x0 , u[t0 ,) , t t0 , t0 )

*only the elapsed time is important 3. Time Periodicity x(t + T) = (x0 , u[t0 ,) , t + T, t0 ) = (x0 , u[t0 ,) , t, t0 ) = x(t) for some nite T > 0 and t t0 4. Linearity (x0 + x0 , u + u , t, t0 ) = (x0 , u, t, t0 ) + (x0 , u , t, t0 ) , are arbitrary real numbers x0 , x0 are any pair of initial conditions u, u are any pair of inputs. We will assume (1) and (4) in this class. (2) and (3) are specilizations which allow greater detail in constructing . Implications of (4): Let = = 1, x0 = 0, u(t) = arb, x0 = arb, u = 0, tt0 . Then: (x0 , u(t), t, t0 ) = (x0 , 0, t, t0 ) + (0, u, t, t0 )

* response to arbitrary initial condition and input ** response of the system to initial conditions with zero input: zi (x0 , t, t0 ) *** response of the system to input with all initial conditions = 0: zs (u, t, t0 ) Alternate (more general) form for the state equations: x(t) = f (x(t), u(t), t) 0 = x(t) f (x(t), u(t), t)

Implicit form of state equations: 0 = f (x(t), x(t), u(t), t) Exmaple:

b()

Newton d = dt ml2 = mgl sin b + state variables are , . Typical elementary physics approximations assume 1. small angles : sin = 2. proportional friction: b() = b0 for some constant b0 d = dt ml2 = mgl b0 + Let: u = (m=1) d/dt(x1 (t)) = x2 (t) ml d/dt(x2 (t)) = mglx1 (t) b0 x2 (t) + u(t)
2

0 = x1 (t) x2 (t) 0 = ml2 x2 (t) + mglx1 (t) + b0 x2 (t) u(t) 0 0 x1 x2 ml x2 + mglx1 + b0 x2 u

2

0 = f (x, x, u, t) f1 (x, x, u, t) = x1 x2 x, u, t) = ml2 x2 + mglx1 + b0 x2 + u f2 (x, Note the two assumptions imply that for this problem (Linear in x,x,u). f (x, x, u, t) = E(t)x + F (t)x + G(t)u where: E is an nxn (2x2 here) matrix F is an nxn (2x2 here) matrix G is an nxm (2x1 here) matrix 0 1 0 ml2 0 1 mgl b0 0 1

E=

F =

G=

Fact: property (4) for solution procedure is equivalent to linearity of the state equation function f. Really: f1 = x1 x2 f2 = ml2 x2 + mgl sin x1 + b(x2 ) + u

b()

stick slip friction (striebeck eect)

stiction sliding friction