MA3005 - Week 1 - Introduction To Systems and Laplace Transform
MA3005 - Week 1 - Introduction To Systems and Laplace Transform
Email: [email protected]
Phone: (+65) 6790 4952
Office: N3-02c-68
Course Introduction
What is a Controller?
Course Introduction 3
Introduction to Control Theory
Objective:
• To design a controller.
Definition:
Course Introduction 4
Textbook/ References
Textbook
• Modern Control Engineering, Katsuhiko Ogata, 4th ed. or later, Prentice Hall.
Reference Materials
• Control Systems Engineering, Nise, 5th Edition, John Wiley, 2008.
• System Dynamics, Katsuhiko Ogata, 4th ed. or later, Pearson Prentice Hall.
• Modeling and Analysis of Dynamic Systems, Close, Charles M., 3rd edition, John Wiley &
Sons, 2002.
• Any text on mathematical modelling.
Course Introduction 5
Course Objectives (Systems)
At the end of this course, you should be able to:
• Differentiate static and dynamic systems
• Identify the required mathematical background for dynamic systems
• Develop a dynamic model of mechanical systems
• Analyse the response of dynamical systems
Course Introduction 6
Course Prerequisites
Course Introduction 7
Lecture Map
2. Laplace
Transform
3. Modelling
1. Introduction to Systems
5. Routh Stability
8. Transient 7. Second Order
Response
1. Introduction to Systems
5. Routh Stability
8. Transient 7. Second Order
Response
Week 1 10
Learning Objectives
Week 1 11
Introduction to Systems
System:
• Can be any physical, biological, or economic model.
• Responds to certain inputs by producing output.
Week 1 12
Introduction to Systems (Cont’d.)
Week 1 13
Static Systems
The simplest and intuitive example of static systems is a ‘function machine’.
Input
Rule
+3
Output
5
Function Machine for +
Week 1 14
Dynamic Systems
Dynamic systems are characterised mathematically by derivative and/ or integrative operators.
𝑑𝑥 𝑋 1
Example: 5 +𝑥 =𝑦 5𝑠 + 1 𝑋 = 𝑌 =
𝑑𝑡 𝑌 5𝑠 + 1
𝑑2𝑥 𝑑𝑥 𝑋 1
+ 5 + 10𝑥 = 𝑦 𝑠2 + 5𝑠 + 10 𝑋 = 𝑌 = 2
𝑑𝑡2 𝑑𝑡 𝑌 𝑠 + 5𝑠 + 10
Input
Rule
𝟏
𝟓𝒔 + 𝟏
Output
25 𝑦(𝑡)
weight (kg)
24
23
22
˸
˸
0 10 20 30 time (s)
Week 1 17
Systems Examples
Weighing scale
Is the weighing scale a static or dynamic system?
25 𝑦(𝑡) 25
weight (kg)
weight (kg)
24 24
23 23
22 22
˸ ˸
˸ ˸
Week 1 18
Systems Examples
Light bulb
Is the light bulb a static or dynamic system?
OFF
ON
Week 1 19
Systems Examples (Cont’d.)
Light bulb
Is the light bulb a static or dynamic system?
25 𝑦(𝑡)
weight (kg)
Intensity
24
Light
23
22
˸ ˸
˸ ˸
Watch the animation of the light bulb as part of the video lecture
(Week 1, 1.2 Introduction to Systems, from 15m 10s).
Week 1 20
Systems Examples
Light bulb
Is the light bulb a static or dynamic system?
25 𝑦(𝑡)
weight (kg)
Intensity
24
Light
23
22
˸ ˸
˸ ˸
Week 1 21
All systems in nature are essentially ………
dynamic
Laplace Transform
Part I - Lecture Map
2. Laplace
Transform
3. Modelling
1. Introduction to Systems
5. Routh Stability
8. Transient 7. Second Order
Response
Week 1 24
Recap from MA2006
• Laplace Transform has been covered in detail in Year 2 in MA2006.
• In the following slides, we will cover some important topics in Laplace Transform which
includes:
– Definition,
– Laplace transformations of basic time functions,
– Properties,
– Final value theorem to find steady state value, and
– Initial value theorem to find initial conditions.
Week 1 25
Why use Laplace Transform?
• Laplace transformation converts ordinary linear differential equations into algebraic
equations (that simplify the mathematical operations).
• The transformation helps us to solve any ordinary linear differential equations.
• Laplace table can be used to transform any linear expressions.
Illustration
𝑑
𝑥 𝑡 = 2𝑡 → 𝑥 𝑡 = 𝑡2 + 𝑐
𝑑𝑡
𝑑
𝑥 𝑡 + 𝑥 𝑡 = 𝑐 → 𝑥 𝑡 = 𝐴𝑒 −𝑡 + 𝑐
𝑑𝑡
𝑑2
𝑑2𝑡
𝑥 𝑡 + 𝛽
𝑑
𝑑𝑡
𝑥 𝑡 + 𝑎𝑥 𝑡 = 𝑠𝑖𝑛 𝜔𝑡 → ?
Week 1 26
Laplace Transform
𝑓(𝑡) 𝐹(𝑠)
?
𝑓𝑖𝑛𝑎𝑙 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛
Week 1 27
Definition of Laplace Transform
Consider a function f(t) s.t. f(t) = 0 for t < 0.
Let s = complex variable (s = σ + jω).
Then Laplace transform of f(t) is given by:
L f t F s f t e st dt
Week 1 28
Laplace Transform
𝑓(𝑡) 𝐹(𝑠)
Week 1 29
Laplace Table 1
S.No Name Operations in Time Domain Operations in Frequency Domain
1. Linearity 𝑎1𝑥1 𝑡 + 𝑎2𝑥2(𝑡) 𝑎1𝑋1 𝑠 + 𝑎2𝑋2(𝑠)
−
2. Differentiation 𝑑𝑛𝑥(𝑡) 𝑠𝑛𝑋 𝑠 − 𝑠 𝑛−1 𝑥 0− − ⋯ 𝑥 𝑛−1 (0 )
𝑑𝑡𝑛
𝑡 −1 −
3. Integration 𝑋(𝑠) 𝑥 (0 )
𝑥 𝜆 𝑑𝜆 +
−∞ 𝑠 𝑠
4. S-shift 𝑥(𝑡)𝑒𝑥𝑝(−𝛼𝑡) 𝑋(𝑠 + 𝛼)
5. Delay 𝑥(𝑡 − 𝑡0)𝑢(𝑡 − 𝑡0) 𝑋 𝑠 exp(−𝑠𝑡0)
∞
6. Convolution 𝑋1 𝑠 𝑋2(𝑠)
𝑥1 𝑡 ∗ 𝑥2 𝑡 = 𝑥1 𝜆 𝑥2 𝑡 − 𝜆 𝑑 𝜆
0
Week 1 30
Laplace Table 1 (Cont’d.)
S.No Name Operations in Time Domain Operations in Frequency Domain
8. Initial Value (provided lim 𝑥(𝑡) lim 𝑠𝑋(𝑠)
𝑡→0+ 𝑠→∞
limits exist)
9. Final Value (provided lim 𝑥(𝑡) lim 𝑠𝑋(𝑠)
𝑡→∞ 𝑠→0
limits exist)
10. Time Scaling 𝑥 𝑎𝑡 , 𝑎 > 0 −1
𝑠
𝑎 𝑋
𝑎
Week 1 31
Laplace Table 2
Table of Laplace Transforms Impulse: 𝜹(𝒕)
𝑡
2. 𝒖𝒔(𝒕) 1 0
𝑠
Step: 𝒖𝒔 (𝒕)
3. 𝑡 1
𝑠2
4. 𝑡𝑛 𝑛!
𝑡
𝑠 𝑛+1 0
5. 𝑒 −𝑎𝑡 1
(𝑠 + 𝑎)
Week 1 32
Laplace Table 2 (Cont’d.)
Table of Laplace Transforms
S.No f(t) F(s)
6. 𝑡𝑒 −𝑎𝑡 1
𝑠+𝑎 2
7. 1 1
𝑡 𝑛−1 𝑒 −𝑎𝑡 𝑛
𝑛−1 ! 𝑠+𝑎
8. 1 − 𝑒 −𝑎𝑡 𝑎
𝑠 𝑠+𝑎
Week 1 33
Laplace Table 2 (Cont’d.)
Table of Laplace Transforms
S.No f(t) F(s)
11. 𝑠𝑖𝑛𝑎𝑡 𝑎
𝑠2 + 𝑎2
12. 𝑐𝑜𝑠𝑎𝑡 𝑠
𝑠2 + 𝑎2
Week 1 34
Common Notation Convention
Lower case letter denotes function of time, such as, f(t) = 2t
Capital letter denotes its Laplace transform, such as, F(s) = 2/s2
U(s) denotes L [u(t)], Vin(s) denotes L (vin), etc.
Week 1 35
Common Laplace Transforms
Example: Laplace Transform of et
Consider the exponential function:
f (t ) 0 for t 0
et for t 0
t st (1 s ) t
F ( s) e e dt e dt
0 0
1 (1 s )t 1
e
1 s 0 s 1
Laplace Transform integral converges for s – 1 < 0 but is valid throughout the
complex plane.
Hyperlink: Definition
L f t F s f t e st dt
Week 1 37
Table of Laplace Transforms
S.No f(t) F(s)
1. 𝜹(𝒕) 1
2. 𝒖𝒔(𝒕) 1
𝑠
3. 𝑡 1
𝑠2
4. 𝑡𝑛 𝑛!
𝑠 𝑛+1
5. 𝑒 −𝑎𝑡 1
(𝑠 + 𝑎)
Week 1 38
Singular Values
Laplace Transform of et is 1/(s-1):
L e
t 1
s 1
At s = 1, the value of F(s) is infinite or singular.
The values of s for which F(s) is infinite or singular is called the pole of F(s).
st 1 st
F ( s) e dt e
0 s 0
𝑡
1 0
s
Again, the Laplace Transform integral converges for s > 0 but is valid throughout
the complex plane.
Hyperlink: Definition
L f t F s f t e st dt
Week 1 40
Table of Laplace Transforms
S.No f(t) F(s)
1. 𝜹(𝒕) 1
2. 𝒖𝒔(𝒕) 1
𝑠
3. 𝑡 1
𝑠2
4. 𝑡𝑛 𝑛!
𝑠 𝑛+1
5. 𝑒 −𝑎𝑡 1
(𝑠 + 𝑎)
Week 1 41
Sinusoidal Function
f (t ) 0 for t 0
A sin t for t 0
A
F (s) e st e jt e jt dt
2j 0
A st jt st jt
e dt e dt
2j This is valid for Re(s) > 0.
0 0
The formula is okay for s ≠ + jω.
A 1 1 A
2 j s j s j s 2 2
Week 1 42
Table of Laplace Transforms
S.No f(t) F(s)
11. 𝑠𝑖𝑛𝑎𝑡 𝑎
𝑠2 + 𝑎2
12. 𝑐𝑜𝑠𝑎𝑡 𝑠
𝑠2 + 𝑎2
Week 1 43
Properties of Laplace Transforms
Laplace Table 1
S.No Name Operations in Time Domain Operations in Frequency Domain
1. Linearity 𝑎1𝑥1 𝑡 + 𝑎2𝑥2(𝑡) 𝑎1𝑋1 𝑠 + 𝑎2𝑋2(𝑠)
−
2. Differentiation 𝑑𝑛𝑥(𝑡) 𝑠𝑛𝑋 𝑠 − 𝑠 𝑛−1 𝑥 0− − ⋯ 𝑥 𝑛−1 (0 )
𝑑𝑡𝑛
𝑡 −1 −
3. Integration 𝑋(𝑠) 𝑥 (0 )
𝑥 𝜆 𝑑𝜆 +
−∞ 𝑠 𝑠
4. S-shift 𝑥(𝑡)𝑒𝑥𝑝(−𝛼𝑡) 𝑋(𝑠 + 𝛼)
5. Delay 𝑥(𝑡 − 𝑡0)𝑢(𝑡 − 𝑡0) 𝑋 𝑠 exp(−𝑠𝑡0)
∞
6. Convolution 𝑋1 𝑠 𝑋2(𝑠)
𝑥1 𝑡 ∗ 𝑥2 𝑡 = 𝑥1 𝜆 𝑥2 𝑡 − 𝜆 𝑑 𝜆
0
Week 1 45
Linearity of Laplace Transforms
Let functions f(t) and g(t) be Laplace transformable.
Let h(t) = f(t) + g(t).
If F(s) = L (f(t)) and G(s) = L (g(t)),
then L (h(t)) = L (f(t) + g(t)) = L (f(t)) + L (g(t)) or H(s) = F(s) + G(s).
Week 1 46
Laplace Table 1
S.No Name Operations in Time Domain Operations in Frequency Domain
1. Linearity 𝑎1𝑥1 𝑡 + 𝑎2𝑥2(𝑡) 𝑎1𝑋1 𝑠 + 𝑎2𝑋2(𝑠)
−
2. Differentiation 𝑑𝑛𝑥(𝑡) 𝑠𝑛𝑋 𝑠 − 𝑠 𝑛−1 𝑥 0− − ⋯ 𝑥 𝑛−1 (0 )
𝑑𝑡𝑛
𝑡 −1 −
3. Integration 𝑋(𝑠) 𝑥 (0 )
𝑥 𝜆 𝑑𝜆 +
−∞ 𝑠 𝑠
4. S-shift 𝑥(𝑡)𝑒𝑥𝑝(−𝛼𝑡) 𝑋(𝑠 + 𝛼)
5. Delay 𝑥(𝑡 − 𝑡0)𝑢(𝑡 − 𝑡0) 𝑋 𝑠 exp(−𝑠𝑡0)
∞
6. Convolution 𝑋1 𝑠 𝑋2(𝑠)
𝑥 1 𝑡 ∗ 𝑥2 𝑡 = 𝑥1 𝜆 𝑥2 𝑡 − 𝜆 𝑑 𝜆
0
ℒ𝑥 𝑡 = 𝑋(𝑠)
Week 1 47
Laplace Transform of Derivative of f(t)
−
2. Differentiation 𝑑𝑛𝑥(𝑡) 𝑠𝑛𝑋 𝑠 − 𝑠 𝑛−1 𝑥 0− − ⋯ 𝑥 𝑛−1 (0 )
𝑑𝑡𝑛
d
L f (t ) sF ( s ) f (0) if L f (t ) F ( s)
dt
Week 1 48
Laplace Transform of Higher Derivative
−
2. Differentiation 𝑑𝑛𝑥(𝑡) 𝑠𝑛𝑋 𝑠 − 𝑠 𝑛−1 𝑥 0− − ⋯ 𝑥 𝑛−1 (0 )
𝑑𝑡𝑛
dt
Week 1 49
Properties of Laplace Transforms
S.No Name Operations in Time Domain Operations in Frequency Domain
1. Linearity 𝑎1𝑥1 𝑡 + 𝑎2𝑥2(𝑡) 𝑎1𝑋1 𝑠 + 𝑎2𝑋2(𝑠)
−
2. Differentiation 𝑑𝑛𝑥(𝑡) 𝑠𝑛𝑋 𝑠 − 𝑠 𝑛−1 𝑥 0− − ⋯ 𝑥 𝑛−1 (0 )
𝑑𝑡𝑛
𝑡 −1 −
3. Integration 𝑋(𝑠) 𝑥 (0 )
𝑥 𝜆 𝑑𝜆 +
−∞ 𝑠 𝑠
4. S-shift 𝑥(𝑡)𝑒𝑥𝑝(−𝛼𝑡) 𝑋(𝑠 + 𝛼)
5. Delay 𝑥(𝑡 − 𝑡0)𝑢(𝑡 − 𝑡0) 𝑋 𝑠 exp(−𝑠𝑡0)
∞
6. Convolution 𝑋1 𝑠 𝑋2(𝑠)
𝑥1 𝑡 ∗ 𝑥2 𝑡 = 𝑥1 𝜆 𝑥2 𝑡 − 𝜆 𝑑 𝜆
0
Week 1 50
Laplace Transform of Integral of 𝒇(𝒕)
L
f (t ) dt
F (s) 1
s
f (t ) dt t 0
s
Original given function
1
2 𝑡
s 0
Week 1 51
Example
The equation of motion is:
mx bx kx 0
The Laplace Transform is:
m s 2 X s sx 0 x 0 b sX s x 0 kX s 0
m sxi vi bxi
X s
ms 2 bs k
x 0 xi
x 0 vi
Week 1 52
Final-value Theorem (FVT)
1
lim f (t )
lim f (t ) lim sF ( s ) t
t s 0
0 10 20 30 Time(s)
FVT relates the steady-state behaviour of f (t ) to the behaviour of sF(s) in the neighbourhood
of s = 0.
The theorem applies only if lim f (t ) exists, i.e., all the poles of F(s) lie in the left half s-plane
t
Pole = 0
Hyperlink: Pole
Week 1 53
Example
L f (t ) F ( s)
2
s ( s 2)
By FVT, 2
lim f (t ) lim sF ( s ) lim 1
t s0 s0 s2
Now consider,
L f (t ) F ( s )
2
s ( s 2)
By FVT,
However,
lim f (t ) lim sF ( s) lim
t
1
s0
2
s0 s 2
1
× Thus, FVT cannot be applied here.
L -1 e 2t
and e 2t
as t
s 2
Week 1 54
Initial Value Theorem (IVT)
f (0 ) lim sF ( s )
s
f(t) and df(t)/dt are Laplace transformable and lim sF ( s ) exist.
s
Week 1 55
Remarks on FVT and IVT
Week 1 56
Summary
Week 1 57
References
S.No Slide Number Image/ Video References
Martinez, M. (n.d.). Light
Bulb 10. Retrieved 27
December, 2016, from
http://mitchmartinez.com/p
ortfolio/light-bulb-10/
1. 20
Week 1 58