Control Systems I

Lecture 3: Time Response

Suggested Readings: Åström & Murray Ch. 4-5, Guzzella Ch. 4

Emilio Frazzoli

Institute for Dynamic Systems and Control

D-MAVT
ETH Zürich

October 6, 2017

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Tentative schedule

# Date Topic
1 Sept. 22 Introduction, Signals and Systems
2 Sept. 29 Modeling, Linearization
3 Oct. 6 Analysis 1: Time response, Stability
4 Oct. 13 Analysis 2: Diagonalization, Modal coordi-
nates.
5 Oct. 20 Transfer functions 1: Definition and properties
6 Oct. 27 Transfer functions 2: Poles and Zeros
7 Nov. 3 Analysis of feedback systems: internal stability,
root locus
8 Nov. 10 Frequency response
9 Nov. 17 Analysis of feedback systems 2: the Nyquist
condition
10 Nov. 24 Specifications for feedback systems
11 Dec. 1 Loop Shaping
12 Dec. 8 PID control
13 Dec. 15 Implementation issues
14 Dec. 22 Robustness

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Today’s learning objectives

After today’s lecture, you should be able to:

Understand how to compute the general form response of a linear system by

adding its initial condition response and its forced response.

Understand what is a matrix exponential, and how to compute it for several

cases of interest.

Use the matrix exponential to compute the response of a linear system.

Understand several definitions of stability for a dynamical system.

Check whether a LTI system is stable or not by inspection of the A matrix

and its eigenvalues.

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Example
It’s deep winter, and you are returning to your cabin in the mountains, the
temperature outside is 0 degrees.
Before leaving the cabin, many hours ago, you left the heater on, with power
“1”.
As you enter the door, the temperature is too cold (3 degrees), so you set the
heater to power “5”.
Question: how does the temperature evolve over time after you are back?

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A model for the example

You know that the temperature dynamics in the cabin is well described by
the LTI model

ẋ = 2x + 6u,
y = x,

where y is the temperature expressed in degrees, u is the power setting of the

heater (dimensionless), and time is measured in hours.

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Time response: Linearity and superposition

Given an input signal u, how do we compute the output y of a system ⌃ in

response to u?

Recall the definition of linear systems from Lecture 1:

An input-output system ⌃ is linear if, for all input signals ua , ub ,
and scalars ↵, 2 R,

⌃(↵ua + ub ) = ↵(⌃ua ) + (⌃ub ) = ↵ya + yb .

Divide and conquer: express u as the linear combination of simpler or more

representative signals, and compute the response to each one of these
independently. Then compute the output y as the linear combination of
individual responses.

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Initial condition vs. forced response
In particular we could choose u = upast + ufuture , where

upast = PT u, ufuture = u PT u.

Due to causality, we know that the e↵ects of the ”past” input upast can be
summarized by the state x(T ) at time T .
Due to time invariance, the time reference does not matter, so we can choose
T = 0.

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Initial condition vs. forced response

If we want to comptue the output of a system starting at time 0, knowing the

initial state x(0) = x0 , and the present and future input u, for t t0 , we can
consider the following two cases instead:
Initial-conditions response:
⇢
xIC (0) = x0 ,
! yIC ;
uIC (t) = 0, t t0 ,

Forced response:
⇢
xF (0) = 0,
! yF .
uF (t) = u(t), t t0 ,

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Initial condition vs. forced response
Clearly, x0 = xIC + xF , and u = uIC + uF , hence
y = yIC + yF ,
that is, we can always compute the output of a linear system by adding the
output corresponding to zero input and the original initial conditions, and the
output corresponding to a zero initial condition, and the original input.
In other words, we can study separately the e↵ects of non-zero inputs and of
non-zero initial conditions. The “complete” case can be recovered from these
two.

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Initial condition (homogeneous) response

Consider the scalar case first (first-order system).

We need to solve the initial-condition problem

ẋ(t) = ax(t), x(0) = x0

y (t) = cx(t).

The solution of this ODE is

x(t) = e at x0 = (t)x0 ,

where (t) = e at is called the state-transition function.

The output is y (t) = ce at x0 = c (t)x0 .

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In the cabin...
If the initial condition is x0 = 3, then we know that, assuming the heather is
set to 0 power, the temperature would evolve as
2t
y (t) = 3e

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Forced response
Again, consider the scalar case first.
We need to solve the forced response problem
ẋ(t) = ax(t) + bu(t), x(0) = 0,
y (t) = cx(t) + du(t).

Multiply both sides of the ODE by e at and integrate over [0, t]:
Z t Z t
e a⌧ ẋ(⌧ ) d⌧ = e a⌧ ax(⌧ ) + e a⌧ bu(⌧ ) d⌧
0 0

integrating by parts on the left:

Z t Z t
t
e a⌧ x(⌧ ) 0 + e a⌧ ax(⌧ ) d⌧ = e a⌧
ax(⌧ ) + e a⌧
bu(⌧ ) d⌧
0 0

which yields (recall that x0 = 0):

Z t Z t
a(t ⌧ )
x(t) = e bu(⌧ ) d⌧ = (t ⌧ )bu(⌧ ) d⌧.
0 0

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In the cabin...
If the initial condition is x0 = 0, and the heather is set to power 5, the
temperature would evolve as
Z t Z t
y = 30 e 2(t ⌧ ) d⌧ = 15 e 2(t ⌧ ) d( 2(t ⌧ )) = 15(1 e 2t
).
0 0

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Putting things together

Time response of a first-order LTI system:

Z t
at
x(t) = e x0 + e a(t ⌧)
bu(⌧ ) d⌧,
0
Z t
at
y (t) = ce x0 + c (t ⌧ )bu(⌧ ) d⌧ + du(t).
0

Note: the response will be a linear combination of terms of the form

e at : system’s natural dynamics,

u(t), u̇(t), . . .: the forcing input and its derivatives.

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In the cabin...
Adding the homogeneous (initial condition) response + the forced response,
we get the actual temperature profile in the cabin:
2t 2t 2t
y (t) = 3e + 15 15e = 15 12e .

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The higher-order (matrix) case

So far we have seen how to compute the response of a first-order system, in

which the matrix A is a 1x1 matrix, i.e., a scalar.

In this case, we found out that, e.g., the IC response was determined by the
exponential x(t) = e at x0 .

Question What happens when A is a 2x2 matrix, or bigger?

When integrating ẋ(t) = ax(t), the key property we used was that
de at /dt = ae at . Also recall the series expansion for the exponential:

1 1
e at = 1 + at + (at)2 + . . . + (at)n + . . .
2 n!

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The matrix exponential

So let us define the matrix exponential e At in such a way that

de At
= Ae At = e At A.
dt

The following definition achieves our goal:

1 1
e At = I + At + (At)2 + . . . + (At)n + . . . .
2 n!

Hence we can write, in the general case,

x(t) = e At x0 = (t)x0 .

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The higher-order (matrix) case: time response.

Using the matrix exponential, we can extend all calculations made in the
scalar case to the matrix case, and get
Z t
At
x(t) = e x0 + e A(t ⌧ ) Bu(⌧ ) d⌧,
0
Z t
y (t) = Ce At x0 + C e A(t ⌧)
Bu(⌧ ) d⌧ + Du(t).
0

Keep in mind that matrices in general do not commute, so it is important to

maintain the order of (non-scalar) factors.

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How to compute a matrix exponential
Brute force and lots of patience: compute many terms of the Taylor
expansion.
Matlab: use expm(A*t). (Note the “m” after “exp”.)
Our secret: you will never have to compute these “by hand” in practice!
A better method for analysis: find a realization of the system (i.e., a special
choice of the state vector x) such that the matrix A is either
Diagonal: ✓ ◆ 
1 0 exp( 1 t) 0
exp t =
0 2 0 exp( 2 t)
Jordan form: ✓ ◆ 
1 exp( t) t exp( t)
exp t =
0 0 exp( t)

We will find out how to compute this transformation next time. For us, let us
work on diagonal systems (and Jordan form systems).
Note that the elements on the diagonal of these matrices are the eigenvalues
of the matrix A.

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Distinct real eigenvalues (diagonal, real matrix)

✓ ◆
1 0
y (t) = C exp(At)x0 = C exp t x0
0 2

= c1 exp( 1 t)x0,1 + c2 exp( 2 t)x0,2

When there are two (or more) distinct real eigenvalues, the response is given
by the linear combination of exponentials of the form exp( i t).
y (t)

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Complex conjugate eigenvalues (diagonal, complex matrix)

✓ ◆
+ j! 0
y (t) = C exp(At)x0 = C exp t x0
0 j!
= c1 exp( t) exp(j!t)x0,1 + c2 exp( t) exp( j!t)x0,2
= exp( t) [↵1 sin(!t) + ↵2 cos(!t)]
= ↵ exp( t) sin(!t + ).

In the formulas above, we used Euler’s identity

e j!t = cos(j!t) + j sin(j!t),
and the derived identities
exp(j!t) + exp( j!t) exp(j!t) exp( j!t)
cos(!t) = , sin(!t) = .
2 2j
Note that since the matrix was real, the expression of the exponential must be
real as well, even though we use complex (conjugate) numbers in the process!

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Complex conjugate eigenvalues (diagonal, complex matrix)

When there are two complex conjugate eigenvalues, the homogeneous

response is given by a sinusoid of frequency !, with amplitude
increasing/decreasing as exp( t).
Initial phase and amplitude are functions of the initial conditions.
y (t)

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Complex conjugate eigenvalues (diagonal, complex matrix)

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Repeated real eigenvalues (real, Jordan matrix)

✓ ◆
1
y (t) = C exp(At)x0 = C exp t x0
0
= c1 exp( t)x0,1 + c1 t exp( t)x0,2 + c2 exp( t)x0,2 .

The homogeneous response is a linear combination of an exponential exp( t)

and a term of the form t exp( t).

Often, repeated eigenvalues occur with = 0. In this case, the response is a

linear combination of terms of the form 1, t, and higher powers of t (for
larger Jordan blocks). In other words, polynomials.

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Repeated real eigenvalues (real, Jordan matrix)

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The general case

Any matrix can be reduced to a diagonal or Jordan form. Complex

eigenvalues always appear in complex-conjugate pairs.

The response of a linear system will always be a combination of terms of the

form

simple exponentials exp( i t) for real i;

exponentially-modulated sinusoids exp( i t) sin(!i t + ) for complex conjugate

⇤
i , i , with = Re( i ) and ! = Im( i )

time-scaled exponentials t m exp( i t), where m is an integer that depends on

the multiplicity of i .

the input and its derivatives.

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Qualitative behavior of a LTI system

Lyapunov stability: A system is called Lyapunov stable if, for any bounded
initial condition, and zero input, the state remains bounded, i.e.,

kx0 k < ✏, and u = 0 ) kx(t)k < , for all t 0.

A system is called asymptotically stable if, for any bounded initial

condition, and zero input, the state converges to zero, i.e.,

kx0 k < ✏, and u = 0 ) lim kx(t)k = 0.

t!+1

Bounded-Input, Bounded Output stability: A system is called BIBO-stable

if, for any bounded input, the output remains bounded, i.e.,

ku(t)k < ✏ 8t 0, and x0 = 0 ) ky (t)k < 8t 0.

A system is called unstable if not stable.

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Stability conditions

We have learned that, if the A matrix is diagonalizable, the state/output

response will be given by some linear combination of terms of the form

exp( i t), exp( t) sin(!t + )

Lyapunov stable if Re( i )  0 for all i, ; asymptotically stable if

Re( i ) < 0 for all i.
If the A matrix is not diagonalizable, then the state/output response will also
contain terms of the form

t m exp( i t), t m exp( t) sin(!t + )

the system is Lyapunov stable if the Re( i )  0 for all i, and there are no
repeated eigenvalues with 0 real part.
For linear systems asymptotic stability = BIBO stability.

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Today’s learning objectives

After today’s lecture, you should be able to:

Understand how to compute the general form response of a linear system by

adding its initial condition response and its forced response.

Understand what is a matrix exponential, and how to compute it for several

cases of interest.

Use the matrix exponential to compute the response of a linear system.

Understand several definitions of stability for a dynamical system.

Check whether a LTI system is stable or not by inspection of the A matrix

and its eigenvalues.

E. Frazzoli (ETH) Lecture 3: Control Systems I 10/06/2017 29 / 29