Notes Lecture 8
Notes Lecture 8
Gen EE I
- Fall 2023 -
Lecture 8
1 Higher-Order Circuits: State-Space Formulation
and Steady State Regime
In the last lecture we have learned that second-order circuits result from
the presence of two active elements (inductors or capacitor) in such an ar-
rangement that prevent their direct combination into a single equivalent.
We have also seen that the solution of a second order differential equation
can also be obtained by transforming it into a system of first-order ODEs.
The circuits we analysed using the tools we learned, however, were rather
simple. In fact, due to the duality that can be established between the
series RLC and parallel RLC circuits, we have found that both pose exactly
the same mathematical problem. Specifically, in the series RLC a single
variable of interest (the current over the inductor) suffice to characterise
the circuit, while in the parallel RLC, the voltage over the capacitor suffice.
Obviously many active circuits employ not only more then two induc-
tors/capacitors but also exhibit topologies such that cannot be described
fundamentally by a single quantity. In this lecture we will build upon the
methods learned thus far to demonstrate a powerful and complete method
to analyse the transient behaviour of active circuits of arbitrary order and
configuration.
In the process, we shall not only unify the Laplace Method and the
method of linear systems of ODEs, but also draw a parallel between this
advanced tool of circuit analysis and the linear-algebraic method introduced
in Lecture 2 to solve general resistive circuits.
1
by a fourth-order differential equation, so that the circuit is said to be
of fourth-order.
vS1 (t) n1 n2
R iL2
C1 v C1 L2 iS2 (t)
vS2 (t)
2
d d
iC (t) = C vC (t) and vL (t) = L iL (t). (1)
dt dt
These are quantities (variables) whose state vary over time and there-
fore are referred to as state variables, such that the vector composed
by them is referred to as the state vector.
For the circuit of Figure 1, we have therefore
vC1 (t)
vC2 (t)
iL1 (t) .
x(t) = (2)
iL2 (t)
3
Find the currents through capacitors,
and voltages over inductors.
Next, let us apply the KCL to node n2 to find the current through
capacitor C2 , which yields,
(vS1 − vC2 ) − vC1
iC2 = iL2 − iR − iS2 = iL2 + − iS2 , (7)
R
thus
dvC2 vC vC2 iL vS1 iS
iC2 = C2 =⇒ v̇C2 = − 1 − + 0iL1 + 2 + − 2.
dt RC2 RC2 C2 RC2 C2
(8)
such that
diL1 vC vS
vL1 = L1 =⇒ i̇L1 = − 1 + 0vC2 + 0iL1 + 0iL2 + 1 + 0iS2 .
dt L1 L1
(10)
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such that
diL2 vC vS
vL2 = L2 =⇒ i̇L2 = 0vC1 − 2 + 0iL1 + 0iL2 + 1 + 0iS2 .
dt L2 L2
(12)
Combining equations (6), (8), (10) and (12) into a single vector equa-
tion ultimately leads to
−1 −1 1 1
0 0
RC1 RC1 C1 RC1
v̇C1
−1 −1 1
vC1
1 −1
v̇C2 RC2 RC2 0 C2
vC2
RC2 C2
vS1
i̇L1 = −1
· + ·
L 0 0 0
iL1 1
0 iS2
L1
i̇L2 1 iL2
−1 1
0 L2 0 0 L2 0
(13)
• The Output Equation
While the State Equation suffice to describe the behaviour of the cir-
cuit fundamentally, one is often interested in other quantities, rather
then the ones listed in the state vector. In the case of the circuit be-
ing studies here, for example, one may be interested in the current
drawn from the voltage source vS1 and the in the voltage over the cur-
rent source iS2 . Furthermore, one could perhaps be interested in the
current flowing through the resistor R.
The output quantities of interest, put into a single vector, compose the
output vector. For the sake of illustration we shall take the output
vector to be
iS1 (t)
y(t) = vS2 (t) . (14)
iR (t)
Notice that unlike the state vector, the output vector is of free choice,
such that its dimension is not directly related to the order of the
circuit. In fact, if a single output quantity is of interest, the output
vector can be a scalar.
Another consequence of the choice aspect over the output vector is
that it needs not (or should not) be related to any differential quan-
tity. Instead, the output vector is related to the input vector and the
(instantaneous) state vector directly, such that the associated output
equation of linear circuits is of the linear form
y(t) = C · x(t) + D · u(t). (15)
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For the circuit in Figure 1 we have, straightforwardly,
x(0) = x0 . (20)
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• Revisiting the Series RL with a Source
Reconsider the series RL circuit with an active external power source,
first studied in Lecture 6 and depicted below in Figure 2. We have
learned that this circuit is characterized by the linear ODE
i v
vS (t) R
We have also shown that the solution of such simple differential equa-
tions can be obtained either by substitution (of a known general
solution), by direct integration, or by the Laplace Transform.
Here, however, we shall apply yet a fourth method, that curiously
shares some similarities to all the above simultaneously.
To this end, multiply equation (24) by e−at to obtain
Zt Zt Zt
d[e x(τ )] = e−aτ b u(τ ) dτ
−aτ
=⇒ e−at
x(t)−x(0) = e−aτ b u(τ ) dτ,
0 0 0
(26)
or simply
Zt
x(t) = e x(0) + e e−aτ b u(τ ) dτ.
at at
(27)
0
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Notice that this general solution of a first-order ODE shares:
−R −R V /L R t −R VS −R
x(t) = I0 e L t +e L t Lτ L t+ 1 − e L t , (28)
R/L e
S
= I0 e
0 R
which is (obviously) identical to the solution found in Lecture 6.
Zt
x(t) = e At
· x0 + eAt
· e−Aτ · B · u(τ ) dτ. (29)
0
8
From this equation, it follows that in the matrix case we also have
∞
X tn
eAt = An . (31)
n!
n=0
9
Returning to our discussion, obviously from equation (35) we have
• Numerical Example
In order to fully illustrate the State Space method, let us discuss a nu-
merical example based on the circuit of Figure 1 and its state equation
as given in (13). Let, for instance1 R = 10Ω, C1 = 0.1F, C2 = 0.2F,
L1 = 2H and L2 = 1H.
With these figures, the coefficient matrix of the state space equation
of the circuit becomes
−1 −1 10 0
−1 −1 0 5
2 2
A= −1
. (37)
0 0 0
2
0 −1 0 0
and
1
Remember that these values of capacitance and inductance are absurdly large for
a real-life circuit. We use these simple values, however, solely for illustration purposes.
10
We can now obtain the inverse Laplace Transform of each separate
term of these equations in order to build the matrices required to
finally compute x(t) according to equation (29). Obvious such calcu-
lations are too laborious to do by hand (especially in class), so we will
not pursue the solution to the end. Let us however just point out that
the inverse Laplace Transform of all the elements of both matrices
above can be easily obtained, as they are all combinations of functions
whose Laplace Transforms we already know.
To show this, simply recall the method of partial fraction expan-
sion, which we shall illustrate using the most complicated of all matrix
elements appearing above as an example. Indeed, making
2s2 as + b cs + d
2 2
= 2 + 2
(40)
(s + 5)(2s − 3s + 10) (s + 5) (2s − 3s + 10)
we obtain the linear system
−2
2 0 1 0 a 0 a
3
−3 2 0 1 b 2
b 0
· = =⇒
= 4 . (41)
10 −3 5 0 c 0 c 3
0 10 0 5 d 0 d 0
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Indeed, let us apply the Laplace Transform directly to equation (21),
which yields
or finally
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• The (Steady-state) Transfer Function
Let us briefly study the relationship between the ouput of a circuit
in the steady-state regime and its input. To this end, let us return to
the state space equations in the steady-state case and in the Laplace
Transform domain, which (from the above) reduce to
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We shall better study the frequency-domain response of circuits in the
future, but for now let us return to our time-domain analysis. To
this end, we need to obtain a time-domain version not only of the
transfer function itself, but also of the “transfer equation.”
To this end, consider the following function
Zt
y(t) , h(τ )u(t − τ ) dτ dt, (53)
0
where the functions y(t), h(t) and u(t) should (for now) be taken to
be unrelated to the functions y(t), h(t) and u(t) appearing above.
Consider then the Laplace Transform of y(t) defined above, which is
given by
Z∞
t
Z
L[y(t)] = Y (s) = e−st h(τ )u(t − τ ) dτ dt. (54)
0 0
The integral above is, unlike all integrals we have seen so far, a double
integral, so let us take a moment to discuss it qualitatively.
First, notice that the inner integral runs from τ = 0 until τ = t,
producing a result that is a function of t (no longer of τ ). Then, the
second integral runs from t = 0 to t → ∞, producing a result that is
a function of s (due to the exponential term).
Altogether, the integration takes place over a portion of the two-
dimensional space τ × t defined by the equations τ = 0 and τ = t,
“screened” horizontally from τ : 0 → t, with t growing from t : 0 → ∞.
This integration screening is as depicted in Figure 3(a).
t t
t
t
=
=
⌧
⌧ ⌧
(a) Voltage source (b) Current source
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Since the order of integration does not alter the result, however, we
can swap the two integrals, as long as the integration region remains
the same. To this end, consider the following alternative version of
equation (54)
Z∞
∞
Z
Y (s) = h(τ ) u(t − τ )e−st dt dτ, (55)
0 τ
where we have distributed the term e−sτ outside the inner integral, as
that term is not a function of r.
But now, the integral within the parenthesis is not dependent on τ
and therefore can be taken our of the outer integral, leading to the
following product of decoupled integrals
∞ ∞
Z Z
Y (s) = h(τ )e−sτ dτ · u(t)e−st dt = H(s) · U (s), (57)
0 0
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• The Dirac Delta Function and the Impulse Response
Comparing equations (52) and (59), we can now identify that while the
frequency domain (steady-state) response of a system characterised
by the transfer function H(s) is given by the product of the Laplace
Transforms of the transfer function and the input, the time-domain
response of the system is the convolution of the time-domain input
and the function H(t), which in turn is the Laplace Pair of H(s).
A fair question to ask, however, is:
Z∞ ZT
t t=T
f (t) dt = f (t) dt = = 1, ∀ T. (61)
T t=0
−∞ 0
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with
Z∞
δ(t) dt = 1. (63)
−∞
Z∞ ZT
e−st (1 − e−sT )
L[δ(t)] = δ(t)e−st dt = lim dt = lim
T →0 T T →0 sT
0 0
= lim e−sT = 1, (64)
T →0
Now, obviously, the Dirac Delta function (or unit impulse) can be
considered as an input to a circuit. We may therefore ask what is the
response of the circuit to the unit impulse input.
Such a response can be easily obtained using the results of equations
(59) and (64). Specifically, we have
Zt
−1
L [H(s)] = h(τ )δ(t − τ ) dτ and L−1 [H(s)] = h(t), (65)
0
or simply
Zt
h(t) = h(τ )δ(t − τ ) dτ. (66)
0
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• Transfer Function and Ohm’s Law
The concept of Transfer Function is a very powerful tool in circuit
analysis, especially in certain classes of circuits such as amplifiers,
filters, oscillators etc. This is because in the context of circuit analysis,
this concept can be understood as a generalisation of Ohm’s Law.
To illustrate this, consider the amplifier circuit shown in Figure 4.
1⌦ 1F
1⌦
i
vin
VS
1F Vout
1⌦
V (s)
V (t) = RI(t) ←→ = R, (Ohm’s Law of Resistance) (67)
I(s)
di V (s)
V =L ←→ = sL, (Faraday’s Law of Induction) (68)
dt I(s)
and
dv V (s) 1
I=C ←→ = . (Volta’s Law of Capacitance) (69)
dt I(s) sC
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1⌦ 1/sF
1⌦
i
vin
VS
1/sF Vout
1⌦
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Now, recall that
Using these familiar results we can finally obtain the circuit’s response
to a unit impulse, namely
Zt Zt Zt
y(t) = h(τ ) · VS dτ = VS δ(τ ) dτ − VS (1 + τ ) e−τ dτ
0 0 0
= VS − 2VS + VS (2 + t)e−t = −VS + VS (2 + t)e−t . (79)
y(t) = VS . (80)
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V in
VS
Vout
1⌦
vin
Vout
VS 1⌦
21
R
V in
VS
Vout
Now, let us consider the circuit circuit of Figure 4 taking into account
the fact that at t → ∞ all capacitors become open circuits, such that
an equivalent circuit is as depicted in the Figure below. Once again it
can be seen that except for the resistance in the positive input of the
OpAmp, the two circuits are the same.
1⌦
1⌦
i
vin
VS
Vout
1⌦
From all we have learned in this Lecture, we can conclude the following.
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Mandatory Reading
- Rowell [1]
- Martines-Marin [2]
- Alexander and Sadiku [3]: Ch. 8 (Sec. 8.8)
• State-space Formulation
• Integrating Factor Method
• Transfer Functions
• Convolution
• Impulse Response
• Generalization of Ohm’s Law (Frequency Domain)
References
[1] D. Rowell, “Time-domain solution of LTI state equations,” Oct. 2002.
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