Definition of Dynamic System

Similar documents
6.241 Dynamic Systems and Control

Equilibrium points: continuous-time systems

Math Ordinary Differential Equations

Reachability and Controllability

ME8281-Advanced Control Systems Design

AC&ST AUTOMATIC CONTROL AND SYSTEM THEORY SYSTEMS AND MODELS. Claudio Melchiorri

Dynamical Systems and Mathematical Models A system is any collection of objects and their interconnections that we happen to be interested in; be it

System Control Engineering 0

Cyber-Physical Systems Modeling and Simulation of Continuous Systems

Electrical Circuits I

Solution of Linear State-space Systems

Differential Equation Types. Moritz Diehl

Control Systems Design

Discrete-time linear systems

6.241 Dynamic Systems and Control

Linear System Theory

GATE EE Topic wise Questions SIGNALS & SYSTEMS

EE363 homework 2 solutions

Linear System Theory. Wonhee Kim Lecture 1. March 7, 2018

ESC794: Special Topics: Model Predictive Control

16.30 Estimation and Control of Aerospace Systems

21 Linear State-Space Representations

Models for Sampled Data Systems

Applied Math Qualifying Exam 11 October Instructions: Work 2 out of 3 problems in each of the 3 parts for a total of 6 problems.

25. Chain Rule. Now, f is a function of t only. Expand by multiplication:

Linearization problem. The simplest example

Chapter III. Stability of Linear Systems

2 Solving Ordinary Differential Equations Using MATLAB

ME Fall 2001, Fall 2002, Spring I/O Stability. Preliminaries: Vector and function norms

e jωt y (t) = ω 2 Ke jωt K =

Kalman Filter and Parameter Identification. Florian Herzog

Discrete and continuous dynamic systems

MAE143A Signals & Systems - Homework 5, Winter 2013 due by the end of class Tuesday February 12, 2013.

Problem List MATH 5173 Spring, 2014

Chapter #4 EEE8086-EEE8115. Robust and Adaptive Control Systems

H 2 Optimal State Feedback Control Synthesis. Raktim Bhattacharya Aerospace Engineering, Texas A&M University

MAE 143B - Homework 7

Solving systems of ODEs with Matlab

Symbolic Solution of higher order equations

9. Introduction and Chapter Objectives

Lecture 20/Lab 21: Systems of Nonlinear ODEs

y + p(t)y = g(t) for each t I, and that also satisfies the initial condition y(t 0 ) = y 0 where y 0 is an arbitrary prescribed initial value.

EXTERNALLY AND INTERNALLY POSITIVE TIME-VARYING LINEAR SYSTEMS

Chapter 6 Nonlinear Systems and Phenomena. Friday, November 2, 12

1. Find the solution of the following uncontrolled linear system. 2 α 1 1

ECE7850 Lecture 7. Discrete Time Optimal Control and Dynamic Programming

State Variable Analysis of Linear Dynamical Systems

06/12/ rws/jMc- modif SuFY10 (MPF) - Textbook Section IX 1

Linear dynamical systems with inputs & outputs

Electrical Circuits I

Chapter 1: Introduction

One-Sided Laplace Transform and Differential Equations

Professor Fearing EE C128 / ME C134 Problem Set 7 Solution Fall 2010 Jansen Sheng and Wenjie Chen, UC Berkeley

Topic # Feedback Control

Nonlinear Control. Nonlinear Control Lecture # 6 Passivity and Input-Output Stability

The first order quasi-linear PDEs

Systems and Control Theory Lecture Notes. Laura Giarré

1. The Transition Matrix (Hint: Recall that the solution to the linear equation ẋ = Ax + Bu is

1 Controllability and Observability

Solving systems of first order equations with ode Systems of first order differential equations.

Solving Dynamic Equations: The State Transition Matrix II

Chapter 1 Fundamental Concepts

Lecture 10: Singular Perturbations and Averaging 1

Differential and Difference LTI systems

Linear Systems. Linear systems?!? (Roughly) Systems which obey properties of superposition Input u(t) output

Control Systems (ECE411) Lectures 7 & 8

to have roots with negative real parts, the necessary and sufficient conditions are that:

Module 07 Controllability and Controller Design of Dynamical LTI Systems

Module 03 Linear Systems Theory: Necessary Background

Manifesto on Numerical Integration of Equations of Motion Using Matlab

Lecture 2 and 3: Controllability of DT-LTI systems

Continuous Dynamics Solving LTI state-space equations גרא וייס המחלקה למדעי המחשב אוניברסיטת בן-גוריון

Lecture 5: Linear Systems. Transfer functions. Frequency Domain Analysis. Basic Control Design.

Solving Dynamic Equations: The State Transition Matrix

1. < 0: the eigenvalues are real and have opposite signs; the fixed point is a saddle point

CIS 4930/6930: Principles of Cyber-Physical Systems

HOMEWORK 3: Phase portraits for Mathmatical Models, Analysis and Simulation, Fall 2010 Report due Mon Oct 4, Maximum score 7.0 pts.

UNIVERSITY OF MANITOBA

Linear Systems. ! Textbook: Strum, Contemporary Linear Systems using MATLAB.

Observability. It was the property in Lyapunov stability which allowed us to resolve that

Modeling and Analysis of Dynamic Systems

SAMPLE SOLUTION TO EXAM in MAS501 Control Systems 2 Autumn 2015

ECE557 Systems Control

Perspective. ECE 3640 Lecture 11 State-Space Analysis. To learn about state-space analysis for continuous and discrete-time. Objective: systems

Sampling of Linear Systems

Vector Fields and Solutions to Ordinary Differential Equations using MATLAB/Octave

Lecture 10. Numerical Solution in Matlab

EML Spring 2012

Problem Set 4 for MAE280A Linear Systems Theory, Fall 2017: due Tuesday November 28, 2017, in class

ORDINARY DIFFERENTIAL EQUATIONS

Differential Equations 2280 Sample Midterm Exam 3 with Solutions Exam Date: 24 April 2015 at 12:50pm

MCE693/793: Analysis and Control of Nonlinear Systems

Observability. Dynamic Systems. Lecture 2 Observability. Observability, continuous time: Observability, discrete time: = h (2) (x, u, u)

NAME: 23 February 2017 EE301 Signals and Systems Exam 1 Cover Sheet

Complex Dynamic Systems: Qualitative vs Quantitative analysis

Chapter 1 Fundamental Concepts

DEPARTMENT OF ELECTRICAL AND ELECTRONIC ENGINEERING EXAMINATIONS 2010

Figure 1 A linear, time-invariant circuit. It s important to us that the circuit is both linear and time-invariant. To see why, let s us the notation

Ingegneria dell Automazione - Sistemi in Tempo Reale p.1/28

ECEEN 5448 Fall 2011 Homework #5 Solutions

Transcription:

Capitolo 0. INTRODUCTION 1.1 Definition of Dynamic System There are various types of dynamic systems: continuous-time, discrete-time, linear, non-linear, lumped systems, distributed systems, finite states, etc. A dynamic system is always characterized by an input space U, a state space X and an output space Y on which are defined the following two functions: State transition function: x(t) = ψ(t,,x( ),u( )) where T is the initial time instant, t T is the current time instant, x( ) X is the initial state, x(t) X is the current state, u( ) U is the input function defined in the range [,t]. Output function: y(t) = η(t,x(t),u(t)) where t T is the current time instant, x(t) X is the current state and u(t) U is the value of the input function at the current time instant. If the output function does not depend on the input u( ): y(t) = η(t,x(t)) the system is strictly causal (or strictly proper ). If T = R the dynamic system is continuous-time. If T = Z the dynamic system is discrete-time.

Capitolo 1. SYSTEM THEORY 1.2 Example. Consider the dynamic system composed by a current generator u(t) and a capacitor C. u(t) C y(t) = x(t) The capacitor voltage x(t) is the state variable of the system: x(t) = x( )+ 1 C u(τ)dτ = ψ(t,,x( ),u( )) Physical meaning of the state vector. In a generic time instant, the state variables x(t) contain all the information necessary to assess the future performance of the system, i.e. to compute the future values of the state variable x(t), once the input signal u( ) is known. u( ) x( ) t x(t) To compute state x(t) at time instant t is necessary to know the state x( ) at time and the input function u( ) in the range [, t]: x(t) = ψ(t,, x 0, u( )). The state variables allow to compute the future behavior of the system without taking into account the history of the system before the time instant. The state variables are not uniquely defined: typically there are infinite many different ways to define the state of a system.

Capitolo 1. SYSTEM THEORY 1.3 Separation property in the state space: u( ) Dynamic part x(t) = ψ(t,,x 0,u( )) x(t) u(t) Algebraic part y(t) = η(t,x(t),u(t)) y(t) U u( ) u(t) x( ) y(t) = η(t,x(t),u(t)) }} x(t) = ψ(t,,x 0,u( )) Dynamic part of the system. The state transition function ψ( ) describes theevolutionofthestatevariablesx(t)asafunctionofthefourparameters t,, x 0 and u( ). Algebraic part of the system. The output function η( ) describes the output variables as a static function of the parameters t, x(t) and u(t). If the dynamic system is continuous-time, regular and finite-dimensional, the statetransitionfunctionx(t) = ψ(t,,x( ),u( ))isthesolutionofavectorial differential equation: ẋ(t) = dx(t) = f(x(t),u(t),t) dt In the discrete-time case, the state transition function ψ( ) is the solution of a vectorial difference equation: x(k +1) = f(x(k),u(k),k) The functions f(x(t), u(t), t) and f(x(k), u(k), k), called state functions, implicitly describe the dynamic part of the system. t T

Capitolo 1. SYSTEM THEORY 1.4 Dynamic systems: vectorial representation The continuous and discrete-time dynamic systems characterized by m inputs, n states and p outputs can be mathematically represented by using the following vectors: x 1 (t) x x(t) = 2 (t)., u(t) = x n (t) u 1 (t) u 2 (t). u m (t), y(t) = y 1 (t) y 2 (t). y p (t) where x(t) X = R n is the state vector, u(t) U = R m is the input vector, y(t) Y = R p output vector and t T = R is the time variable. The continuous-time time-variant dynamic systems are implicitly described by a system of n first order nonlinear differential equations: ẋ(t) = f(x(t),u(t),t) y(t) = g(x(t),u(t),t) For discrete-time systems the following system of difference is used: x(k +1) = f(x(k),u(k),k) y(k) = g(x(k),u(k),k) For continuous[discrete]-time and time-invariant systems, the state transition function ψ(t,,x( ),u( )) does not depend on both the parameters t and [k andh], butit depends only on the differencet [k h]between the final time instant t [k] and the initial time instant [h]. For this reason, for time-invariant systems it is always possible to simplify the mathematical notations by substituting the initial time instant [h] with the origin of the time variable = 0 [h = 0]. ẋ(t) = f(x(t),u(t)) x(k +1) = f(x(k),u(k)) y(t) = g(x(t),u(t)) y(k) = g(x(k),u(k))

Capitolo 1. SYSTEM THEORY 1.5 Linear, continuous-time dynamic systems A non-linear, continuous-time, finite-dimensional and time-variant dynamic system can always be described in the following implicit form: ẋ(t) = f(x(t),u(t),t) y(t) = g(x(t),u(t),t) If the dynamic system is linear and time-variant, the state function f(x,u,t) and the output function g(x,u,t) can be expressed as follows: ẋ(t)=a(t)x(t)+b(t)u(t) y(t) = C(t)x(t)+D(t)u(t) Solving this vectorial differential equation, one obtains the explicit description of the linear dynamic system, i.e. the explicit form of the state transition function is obtained: x(t) = Φ(t, )x( )+ Φ(t,τ)B(τ)u(τ)dτ where is the initial time instant, Φ(t, )x( ) is the free evolution, the term Φ(t,τ)B(τ)u(τ)dτ is the forced evolution and function Φ(t, ) is the state transition matrix of the system. Matrix Φ(t, ) can be computed solving the following matrix differential equation: with initial condition: Φ(, ) = I. d dt Φ(t,) = A(t)Φ(t, ) Note: one can easily prove that the i-th column of matrix Φ(t, ) is the free evolution of the system obtained starting from the initial condition e i, that is the i-th column of the identity matrix I n.

Capitolo 1. SYSTEM THEORY 1.6 The implicit form of continuous-time, linear, time-invariant systems is the following: ẋ(t) = A x(t)+b u(t) y(t) = C x(t)+d u(t) In this case, la state transition matrix Φ(t, ) is function of the difference t : Φ(t, ) = Φ(t ). Without loosing generality one can set = 0, i.e. the state transition matrix Φ(t) is the solution of the following matrix differential equation: d Φ(t) = AΦ(t) dt with initial condition Φ(0) = I. The solution of this differential equation has the following form: Φ(t) = I+At+A 2t2 2! +...+Antn n! +... = e At This property can be easily verified as follows: ] Φ(t) = A [I+At+A 2t2 2! +...+Antn n! +... = AΦ(t) In the following the symbol e At, or equivalently exp(at), will be use to denote the following matrix exponential function: e At = (At) n n! In this case the state transition function takes the following form: n=0 x(t) = e A(t ) x( )+ e A(t τ) Bu(τ)dτ When = 0 it is Φ(t) = e At and therefore one obtains: x(t) = e At x(0)+ 0 e A(t τ) Bu(τ)dτ

Capitolo 1. SYSTEM THEORY 1.7 Example. Consider the following linear, continuous-time, time-variant system ẋ(t) = a(t)x(t) + b(t)u(t) and solve the differential equation starting from the initial condition x( ) = x 0. In the time-variant case, the state transition matrix Φ(t, ) is obtained solving the following homogeneous differential equation Φ(t, ) = a(t)φ(t, ) starting from the initial condition Φ(, ) = 1. Using the following transformations one obtains Φ(t, ) Φ(t, ) = a(t) dlnφ(t, ) dt lnφ(t, ) = Φ(t, ) = e a(ρ)dρ = a(t) a(ρ)dρ The solution of the differential equation can be expressed as follows: t x(t) = e a(ρ)dρ 0 x 0 + e τ a(ρ)dρ b(τ)u(τ)dτ If the parameter a(t) is constant, a(t) = a, the state transition matrix simplifies as follows Φ(t, ) = e a(t ) and therefore the solution of the differential equation is x(t) = e a(t ) x 0 + e a(t τ) b(τ)u(τ)dτ If the input signal u(t) and the parameter b(t) are constant, i.e. u(t) = u 0 and b(t) = b, the solution simplifies as follows ( ) x(t) = e a(t t0) x 0 + e a(t τ) dτ bu 0 The term enclosed in brackets can be transformed as follows e a(t τ) dτ = 1 [ ] t e a(t τ) = ea(t t0) 1 a a and the solution of the differential equation is x(t) = e a(t t0) x 0 + ea(t t0) 1 bu 0 a

Capitolo 1. SYSTEM THEORY 1.8 Example: Let us consider the following nonlinear, continuous-time, timeinvariant system, known as Van Der Pol oscillator: ẋ1 = x 2 4 3 2 1 State space trajectories ẋ 2 = x 1 +β(1 x 2 1)x 2 ẋ = f(x) The state space trajectories of the system when β = 0.5 shows the presence of a limit cycle. Matlab file Van Der Pol.m : Variabile x 2 (t) 0 1 2 3 4 4 3 2 1 0 1 2 3 4 Variabile x 1 (t) ------------------------------------------------------------------------- function Van_Der_Pol % Van_Der_Pol oscillator: x1 =x2 % x2 =-x1+beta*(1-x1^2)*x2 figure(1); clf V=[[-1 1] [-1 1]]*4; % Plot window In_Con=inicond(V,[10,10]); % Outer initial conditions Circle=0.1*exp(1i*2*pi*(0:0.2:1) ); % Inner initial conditions In_Con=[In_Con; real(circle) imag(circle) ];% Initial conditions Tspan=(0:0.005:1)*20; % Simulation time instant fr=10; dx=0.06; dy=dx; % Arrow position and arrow width for jj=1:size(in_con,1) [~,x]=ode23(@van_der_pol_ode,tspan,in_con(jj,:)); % ODE simulation plot(x(:,1),x(:,2)); hold on % Plot freccia(x(fr,1),x(fr,2),x(fr+1,1),x(fr+1,2),dx,dy) % Draw the arrows end grid on; axis(v) % Grid and axis axis square % Plot with a quered shape xlabel( Variabile x_1(t) ) % Label along axis x ylabel( Variabile x_2(t) ) % Label along axis y title([ State Space trajectories ]) % Title print -depsc Van_Der_Pol.eps % Print the figure %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% function dx=van_der_pol_ode(t,x) dx(1,1)=x(2); dx(2,1)=-x(1)+0.5*(1-x(1)^2)*x(2); %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% function X0=inicond(V, dxy) X0=zeros(2*(dxy(1)+dxy(2)),2); for ii= 1:dxy(2); X0(ii,:)=[V(1) V(3)+(ii-1)*(V(4)-V(3))/dxy(2)]; end for ii= 1:dxy(1); X0(dxy(2)+ii,:)=[V(1)+(ii-1)*(V(2)-V(1))/dxy(1) V(4)]; end for ii= 1:dxy(2); X0(dxy(1)+dxy(2)+ii,:)=[V(2) V(4)-(ii-1)*(V(4)-V(3))/dxy(2)]; end for ii= 1:dxy(1); X0(dxy(1)+2*dxy(2)+ii,:)=[V(2)-(ii-1)*(V(2)-V(1))/dxy(1) V(3)]; end -------------------------------------------------------------------------

Capitolo 1. SYSTEM THEORY 1.9 20 State Space trajectories Example: Let us consider the following second order linear system: 100 ẋ = Ax+bu G(s) = s 2 +s+25 y = cx+du where x = b = [ x1 x 2 [ 0 100 ] [ 0 1, A = 25 1 ], ], c = [ 1 0 ], d = 0. The state space trajectory of the step response of system G(s) shows that the final state is x f = [y, 0], where y = 4. The real trajectory has a spiral stable behavior in the vicinity of the final state x f and the output variable is the projection of this trajectory along the x 1 -axis. Variabile x 2 (t) 15 10 5 0 5 10 15 0 1 2 3 4 5 6 7 Variabile x 1 (t)=y(t) Time [s] 0 1 2 3 4 5 6 7 8 9 Matlab file Second Order Step Trajectory.m : ------------------------------------------------------------------------- function Second_Order_Step_Trajectory A=[0 1; -25-1]; b=[0; 100]; c=[1 0]; d=0; Gs=ss(A,b,c,d); [yt,t,x]=step(gs,0:0.01:10); figure(1); clf plot(x(:,1),x(:,2), Linewidth,1.5); % Plot hold on; axis square; V=axis; grid on; dx=(v(2)-v(1))/35; dy=(v(4)-v(3))/35; % Arrow width plot([4 4],[-15 0], -- ) for fr=20:40:400 plot(x(fr+1,1),x(fr+1,2), r* ) % Plot the arrow points freccia(x(fr,1),x(fr,2),x(fr+1,1),x(fr+1,2),dx,dy) % Plot the arrows end xlabel( Variabile x_1(t)=y(t) ) % Label along axis x ylabel( Variabile x_2(t) ) % Label along axis y title( State Space trajectories ) % Title figure(2); clf; plot(yt,t, Linewidth,1.5); hold on; plot([4 4],[0 10], -- ) set(get(2, Children ), Ydir, reverse ); grid on; for fr=20:40:400 plot(yt(fr+1),t(fr+1), r* ) % Draw the arrow points end ylabel( Time [s] ); xlabel( Variabile x_1(t)=y(t) ) ------------------------------------------------------------------------- 10 0 1 2 3 4 5 6 7 Variabile x 1 (t)=y(t)

Capitolo 1. SYSTEM THEORY 1.10 Linear, discrete-time dynamic systems A non-linear, discrete-time, finite-dimensional, time-variant dynamic system can always be described in the following implicit form: x(k +1) = f(x(k),u(k),k) y(k) = g(x(k),u(k),k) If the dynamic system is linear and time-variant, the state function f( ) and the output function g( ) take the following form: x(k+1)=a(k)x(k)+b(k)u(k) y(k) = C(k)x(k)+D(k)u(k) Solving this vectorial difference equation one obtains the following explicit description of the considered dynamic system: x(k) = Φ(k,h)x(h)+ k 1 j=h Φ(k, j + 1)B(j)u(j) wherehisinitialtime,φ(k,h)x(h)isthefreeevolution,theterm k 1 j=h Φ(k,j+ 1)B(j)u(j) is the forced evolution and Φ(k, h) is the state transition matrix defined as follows: A(k 1)...A(h+1)A(h) se k > h Φ(k,h) = I (Matrice identità) se k = h If the discrete-time system is time-invariant the matrices A, B, C and D are constant, i.e. they are not function of the time t: x(k +1) = A x(k)+b u(k) In this case it is y(k) = C x(k)+d u(k) A(h) = A(h+1) =... = A(k 1) = A

Capitolo 1. SYSTEM THEORY 1.11 and the state transition matrix Φ(k, h) simplifies as follows: Φ(k,h) = A(k 1)A(k 2)...A(h) = A k h Choosing h = 0, the state transition function is: x(k) = A k x(0)+ k 1 j=0 A (k j 1) Bu(j) The forced evolution can also be rewritten in the following matrix form: u(k 1) k 1 A (k j 1) Bu(j) = [ B AB A 2 B... A k 1 B ] u(k 2) u(k 3) j=0. u(0) Example. Consider the following linear, discrete-time, time-variant system ( x(k +1) = α+ β ) x(k) + b(k)u(k) k defined for k 1. Solve this linear, time-variant, difference equation with initial condition x(1) = x 1. In the general time-variant case, the state transition matrix is (α+ β k 1 )(α+ β k 2 )...(α+ β h ) per k > h Φ(k,h) = 1 per k = h The solution of the difference equation is: k 1 x(k) = Φ(k,1)x 1 + Φ(k, i + 1)b(i)u(i) If β = 0, the state transition matrix simplifies as follows Φ(k,h) = α k h and the solution of the difference equation is k 1 x(k) = α k 1 x 1 + α k i 1 b(i)u(i) i=1 i=1

Capitolo 1. SYSTEM THEORY 1.12 If the input signal u(k) and the parameter b(k) are constant, i.e. u(k) = u 0 and b(k) = b, the solution simplifies as follows x(k) = α k 1 x 1 + ( k 1 α )bu k i 1 0 The term enclosed in brackets can be expressed as follows k 1 k 2 α k i 1 = i=1 and the solution transforms as follows i=0 i=1 α i = 1 αk 1 1 α x(k) = α k 1 x 1 + 1 αk 1 1 α bu 0 The step response of the following linear, discrete-time system x(k +1) = αx(k)+bu(k) can also be obtained using the Z-transform technique: z[x(z) x(1)] = αx(z)+bu(z) Using x(1) = x 1 and solving with respect to X(z) one obtains: If the input u(k) is a unit step: the solution is X(z) = = X(z) = z z α x 1 + b z α U(z) z z α x 1 + U(z) = u 0z z 1 bu 0 z (z α)(z 1) z z α x 1 + bu 0z (1 α) [ 1 z 1 1 z α The inverse Z-transform of function X(z) (with an additional one time delay) is: x(k) = α k 1 x 1 +bu 0 1 α k 1 1 α ]