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Introduction to System Dynamics
Introduction
System dynamics deals with the mathematical modeling of dynamic systems and
response analyses of such systems with a view toward understanding the dynamic
nature of each system and improving the system’s performance. Kesponse analyses
are frequently made through computer simulations of dynamic systems.
Because many physical systems involve various types of components, a wide
variety of different types of dynamic systems will be examined in this book. The
analysis and design methods presented can be applied to mechanical. electrical
pneumatic, and hydraulic systems, as well as nonengineering systems, such as eco-
nomic systems and biological systems. It is important that the electrical engineer-
ing student be able to determine dynamic responses of such systems.
We shall begin this chapter by defining several terms that must be understood
in discussing system dynamics.Introduction
Systems. A system is a combination of components acting together to per-
forma specific objective. A componentis a single functioning unit of a system. By no
means limited to the reaim of the physical phenomena, the concept of a system can
be extended to abstract dynamic phenomena, such as those encountered in eco-
nomics, transportation, population growth, and biology.
A system is called dynamic if its present output depends on past input; if its
current output depends only on current input, the system is known as static. The out-
put of a static system remains constant if the input does not change. The output
changes only when the input changes. In a dynamic system, the output changes with
timo if tho sytem io not in @ state of equilibrium. In thic book, we are concorned
mostly with dynamic systems.
Mathematical models. Any attempt to design a system must begin with a
prediction of its performance before the system itself can be designed in detail or ac-
{ually bullt. Such prediction is based on a mathematical description of the systems,
dynamic characteristics This mathematical description is called a mathematical
‘model. For many physical systems, useful mathematical models are described in
terms of differential equations.
Introduction
Linear and nonlinear differential equations. Linear differential equations
may be classified as linear, time-invariant differential equations and linear, time-
varying differential equations.
A linear, time-invariant differential equation is an equation in which a depen-
dent variable and its derivatives appear as linear combinations. An example of such
an equation is
bis 45 4 or
ae de
Since the coefficients of all terms are constant, a linear, time-invariant differentia
equation is also called a linear, constant-coefficient differential equation.
In the case of a linear, time-varying differential equation, the dependent vari
able and its derivatives appear as linear combinations, but a coefficient or coeffi
cients of terms may involve the independent variable, An example of this type 0)
differential equation is
ax
<* + (1 = cos2t)x = 0
ae * iIntroduction
A differential equation is called nonlinear if itis not
nonlinear differential equations are
wear. Two examples of
@x 4 dx
7m ee Mya +x=0
and
ax
de
Introduction
Linear systems and nonlinear systems. For linear systems, the equations,
that constitute the model are linear. In this course, we shall deal mostly with linear sys-
tems that can be represented by linear, time-invariant ordinary ditterentral equations.
‘The most important property of linear systems is that the principle of superpo-
sition is applicable. This principle states that the response produced by simultaneous
applications ot two different forcing functions or inputs 1s the sum of two individual
responses. Consequently, for linear systems, the response to several inputs can be
calculated by dealing with one input at a time and then adkling the results. As a
result of superposition, complicated solutions to linear differential equations can be
derived as a sim of simple solutions
In an experimental investigation of a dynamic system, if cause and effect are
proportional, thereby implying that the principle of superposition holds, the system
can be considered linear.Introduction
Although physical relationships are often represented by linear equations, in
many instances the actual relationships may not be quite linear. In fact, a careful
study ot physical systems reveals that so-called linear systems are actually linear
only within limited operating ranges. For instance, many hydraulic systems and
pncumatic systems involve nonlincar relationships among their variables, but they
are frequently represented by linear equations within limited operating ranges.
For nonlinear systems, the most important characteristicis that the principle of
superposition is not applicable. In general, procedures for finding the solutions of
problems involving such systems are extremely complicated. Because of the mathe-
matical difficulty involved, it is frequently necessary to linearize a nonlinear system
near the operating condition. Once a nonlinear system is approximated by a linear
‘mathematical model, a number of linear techniques may be used for analysis and
design purposes
Introduction
Continuous-time systems and discrete-time systems. Continuous-time
systems are systems in which the signals involved are continuous in time. These sys-
tems may be described by differential equations.
Discrete-time systems are systems in which one or more variables can change
only at discrete instants of time. (These instants may specify the times at which some
physical measurement is performed or the times at which the memory of a digital
computer is read out.) Discrete-time systems that involve digital signals and, possi-
bly, continuous-time signals as well may be described by difference equations after
the appropriate discretization of the continuous-time signals.Mathematical modeling of dynamic systems
Mathematical modeling. Mathematical modeling involves descriptions of
important system characteristics by sets of equations. By applying physical laws to a
specitic system, it may be possible to develop a mathematical model that describes
the dynamics of the system. Such a model may include unknown parameters, which
‘must then be evaluated through actual tests. Sometimes, however, the physical laws
governing the behavior of a system are not completely defined, and formulating a
‘mathematical model may be impossible. Ifso, an experimental modeling process can
be used. In this process, he system is subjected to a set of known inputs, and its out-
puts are measured. Then a mathematical model is derived from the input-output re-
lationships obtained.
Usually, in solving a new problem, it is desirable first to build a simplified
model to obtain a general idea about the solution. Afterward, a more detailed math-
ematical model can be built and used for a more complete analysis.
Mathematical modeling of dynamic systems
Mathematical modeling procedure. The procedure for obtaining a math-
ematical model for a system can be summarized as follows:
1, Draw a schematic diagram of the system, and define variables.
2. Using physical laws, write equations for each component, combine them
according to the system diagram, and obtain a mathematical model.
3. To verify the validity of the model, its predicted performance, obtained by
solving the equations of the model, is compared with experimental results.
(The question of the validity of any mathematical model can be answered
only by experiment.) If the experimental results deviate from the prediction
to a great extent, the model must be modified. A new model is then derived
and a new prediction compared with experimental results. The process is re-
peated until satisfactory agrccment is obtained between the predictions and
the experimental results.Analysis and design of dynamic systems
‘This section briefly explains what is involved in the analysis and design of dynamic
systems.
Analysis. Sysiem analysis means the investigation, under specified condi-
tions, of the performance of a system whose mathematical model is known.
‘The first step in analyzing a dynamic system is to derive its mathematical
‘model, Since any system is made up of components, analysis must start by developing
a mathematical model for each component and combining all the models in order to
build a model of the complete system. Once the latter model is obtained, the analysis
may be formulated in auch a way that system parameters in the model are varied to
produce a number of solutions The engineer then compares these solutions and
interprets and applies the results of his or her analysis to the basic task.
It should always be remembered that deriving a reasonable model for the
complete system is the most important part of the entire analysis. Once such a
‘model is available, various analytical and computer techmiques can be used to ana-
lyze it. The manner in which analysis is carried out is independent of the type of
physical system involved—mechanical, electrical, hydraulic, and so on.
Analysis and design of dynamic systems
Design. System design refers to the process of finding a system that accom-
plishes a given task. In general, the design procedure is not straightforward and will
Tequire trial and error.
Synthesis. By synthesis, we mean the use of an explicit procedure to find a
system that will perform in a specified way. Here the desired system characteristics
are postulated at the outset, and then various mathematical techniques are used to
synthesize a system having those characteristics. Generally, such a procedure is com-
pletcly mathematical from the start to the end of the design process.
Basic approach to system design. The basic approach to the design of
any dynamic system necessarily involves trial-and-error procedures. Theoretically, a
synthesis of linear systems is possible, and the engineer can systematically deter-
mine the components necessary to realize the system's objective. In practice, howev-
er, the system may be subject to many constraints or may be nonlinear; in such cases,
no synthesis methods are currently applicable. Moreover, the features of the com-
ponents may not he precisely known. Thns trial-and-error techniques are almost al-
ways needed.