Part 2-3: Analytic Solution of

Linear Dynamic Systems

• So far, we have developed system models in various standard forms:
– State-variable equations (linear or nonlinear)
– State-space representation (SSR)
– I/O equations
– Transfer functions
• We have seen that we can simulate the response of linear and non-
linear systems with numerical methods using MATLAB and Simulink
• Next, we will determine the dynamic response of linear systems using
analytical techniques (i.e., the total solution of linear ODEs)
– In particular, we will investigate the analytical system response to
“standard” inputs such as the step, ramp, and impulse
– We will focus on solving “simple” systems (1st- and 2nd-order ODEs) “by
hand” using analytic method
• Finally, we will establish performance criteria for system response
– Time to reach steady state
– Overshoot and damping, etc
 Goals of Linear System Analysis
• System designers should understand the basic
parameters governing 1st- and 2nd-order system
response
– How does the “resistance” parameter effect time to reach the
steady-state response?
– How does the “stiffness” parameter effect oscillation frequency?

• Often times the response of a complex, nonlinear model

“looks like” a standard 1st- or 2nd-order response, and
therefore the complex system can be approximated and
replaced by a reduced-order model
– System designers can trade-off model complexity vs. model
accuracy, as well as obtain a physical, intuitive feel for dynamic
system response
 Analytical Solutions to
Linear Differential Equations
• Suppose we have an nth-order ODE (I/O equation) with one dynamic
variable y, and one input function, u(t)

• As an example, consider the 2nd-order I/O equation (ODE)

2 !y! + 12 y! + 16 y = 3u (t )
• The total solution y(t) is comprised of two parts: the homogeneous
(or natural) solution yH(t) and the particular (or forced) solution yP(t)

y (t ) = y H (t ) + y P (t ) Total solution

• Homogeneous solution: the solution to the homogeneous ODE,

where the input u(t) is zero. Therefore, the homogeneous solution is
the natural (or free) response, and is strictly due to the “natural
dynamics”
 Homogeneous Solution
• Homogeneous solution: the solution to the homogeneous ODE,
where the input u(t) is zero

• Therefore, solve the unforced ODE with zero input:

2 !y! + 12 y! + 16 y = 0
• Assume an exponential solution form for yH(t)
y H (t ) = ce rt

• Therefore, y! H = cre rt and !y!H = cr e

2 rt

2cr 2e rt + 12cre rt + 16ce rt = 0

or, (2r 2 +12r +16 ce rt = 0
)
Because cert cannot be zero for all time t, the bracket term must = 0
 Characteristic Equation
• The Characteristic Equation is the bracket term set to zero:

2r 2 + 12r + 16 = 0
• The characteristic roots (r1 = -2 and r2 = -4 in this case) give us the
complimentary solution:

2r 2 + 12r + 16 = 2(r + 2 )(r + 4 ) = 0 Roots: r1 = -2, r2 = -4

• Finally, the homogeneous solution is

y H (t ) = c1e -2t + c2 e -4t Note: in this case, yH(t) decays to zero

as time t à infinity (steady-state)

The constants c1 and c2 are determined from the two initial conditions (ICs)
after the particular response has been determined

y (0) = y0 and y! (0) = y! 0

 Particular Solution (Forced Response)

• Particular solution: the solution to the ODE with a non-zero

right-hand side forcing function (input)

• The particular solution is usually found by guessing a

functional form, which is typically related to the input function
u(t)

• For example, if a linear system is driven by a sinusoidal forcing

function u(t ) = sin 4t , then the forced response will also be a
sinusoidal function but with a different amplitude and/or phase
angle with respect to the input function, i.e., y P (t ) = A sin (4t + f )
 The Complete Response
• Transient response: part of the total response that goes to zero as
time t à infinity (or, the initial part of the dynamic response that
eventually “dies out”)

• Steady-state response: part of the total response that remains as

time t à infinity

Transient Steady-state
response response

Complete response = Transient + Steady-state responses

Characteristic Roots and the Transfer Function

• We have seen that the homogeneous or free response

yH(t) depends on the roots of the characteristic equation

• The roots of the characteristic equation can also be

determined from the corresponding system transfer
function G(s) = b(s)/a(s)

• The values of s that make the denominator polynomial

a(s) equal zero are called the poles of the transfer
function

• The transfer function poles are identical to the roots

of the characteristic equation
 Characteristic Roots and the Transfer Function

• Example: 3-way valve with applied force f(t)

0.04 !y! + 16 y! + 7000 y = f (t )

Characteristic equation:
0.04r 2 + 16r + 7000 = 0

à Two roots are

r1 = -200 + j 367.42 r2 = -200 - j 367.42

MATLAB solution: >> roots([ 0.04 16 7000])

Transfer function:
1 à Poles of TF G(s) are the
G (s) =
0.04s 2 + 16s + 7000 same as the characteristic
roots
 Stability of Dynamic Systems

• Stability is one of the most important features of a

dynamic system

• We will discuss the required specifications for stable

systems

• In control system design the main goal is to stabilize an

unstable system or ensure that the controlled system (in
closed-loop) is stable
System Stability
Stability
Stability
 Stability
• A stable linear system described in SSR is such that all
its eigenvalues (roots of the characteristic equation or
poles of its TF) have negative real parts.

• A marginally stable linear system described by a SSR is

such that all or some of its (non-repeated) eigenvalues
are on the imaginary axis and the remaining eigenvalues
have negative real parts.

• A system is unstable if it is neither stable nor marginally

stable. (Have all or some of its eigenvalues with positive
real parts)
Stability
Routh-Hurwitz Stability Criterion
Routh-Hurwitz Stability Criterion
Routh-Hurwitz Stability Criterion
Routh-Hurwitz Stability Criterion
 DC Gain and the Steady State

• An extremely useful analysis technique is the use of the

DC gain to compute a system’s steady-state response to
a constant input. The term “DC gain” is derived from
circuit analysis (DC implies a constant, non-oscillating
input)

• Definition: the system DC gain is the steady-state gain

to a constant input, for the case when the output has a
constant value at steady state

• The DC gain for a given transfer function is computed by

simply setting s = 0
– This result arises from application of the Final Value
Theorem in Laplace transform theory
 DC Gain:
Example
• Consider a solenoid actuator that provides a force input to a
mechanical system (spool valve)

• Suppose the input to the solenoid is a constant voltage, u = 2 V

• The DC gain of the Solenoid dynamics is simply 12/1.5 = 8

• Therefore, at steady state, the solenoid dynamics can be replaced by

a constant gain = 8, and therefore the steady-state EM force is
fSS = (2 V)(8) = 16 N
 DC Gain:
Example (2)
• We can treat the steady-state output of the Spool valve dynamics in
the same manner

• The DC gain of the valve TF is simply 1/7000 = 1.4286(10-4)

Therefore, the steady-state valve position is

ySS = (1.4286E - 4)(16 N) = 0.0023 m (or, 2.3 mm)

Of course, the DC gain of the entire system = 12 = 0.001143

(1.5)(7000)
 First-Order System Response
• Recall that many of the models we derived in the earlier chapters
resulted in first-order systems

• First-order examples include mass-damper mechanical systems, RL

or RC circuits (solenoids and filters), single-chamber hydraulic
systems, single-vessel pneumatic systems, or single-capacitance
thermal systems (example models are below):

1st-order mechanical rotor

(no spring) Jw! + bw = T
1st-order RC electrical circuit RCe!C + eC = ein (t )

RCP! + P = Pin (t )
1st-order pneumatic chamber
(laminar valve flow)

1st-order thermal chamber RCT! + T = Ta

 First-Order System: Standard Form
• All of the various physical models on the prior slide have the
following “standard form”
τ y! + y = Au(t)
• The constant t and “dynamic variable” y is defined for all physical
models as shown below

Physical system Dynamic variable y Constant t

Mechanical rotor w , angular velocity J/b
RC circuit eC , capacitor voltage RC
Pneumatic chamber P , chamber pressure RC
Thermal chamber T , chamber temperature RC

Note that the right-hand side constant A is unity for all models
except the mechanical rotor ( A = 1/b for the mechanical rotor )
 First-Order System: Natural Response
• Recall that the natural response (homogeneous solution) is the
response with ZERO input:

ty! + y = 0 Standard form

• We can easily find the natural response by writing the

characteristic equation for the standard 1st-order model:

tr + 1 = 0 One characteristic root: r = -1/t

• Therefore, the natural (homogeneous) response is

Homogeneous solution: due to IC

yH(t) = cert = ce-t/t only with ZERO input

For the case with ZERO input, the constant c is simply the initial condition
(IC) for the dynamic variable, c = y(0) = y0
 First-Order System: Time Constant t
• Repeat the natural response (for zero input)

yH(t) = y0e-t/t
• The constant t must have units of TIME (so that the exponent is
non-dimensional), and it is called the “time constant”

• Note that the 1st-order natural response has the following

characteristics:
– Exponential rise or decay to zero steady-state value (“dies out”)
– When time t = t , the natural response has decayed to 36.8% of
its initial value x0 since e-1 = 0.368
– When time t = 4t, the natural response has essentially “died
out” since e-4 = 0.02 which is “small” (less than 2% of initial
value x0)

Definition: the “settling time” tS is the approx. time to reach S-S

For a 1st-order system, tS = 4t
 First-Order System: Step Response
• Consider again the “standard form” of a 1st-order system:
ty! + y = Au(t )
• Suppose the input u(t) = U = step input (constant)

• The total response to the step input will be the natural + forced
responses:
y (t ) = y H (t ) + y P (t ) Total response

• We already know that the natural response yH(t) is an exp function

• The forced (or steady-state) response to a constant input is also a

constant:
0
ty! + y = AU y P (t ) = AU = yss
Steady-state Steady-state response = constant = AU
 First-Order System: Step Response (2)
• Therefore, put together the natural and forced responses to get the
total response of a 1st-order system to a step input:

y (t ) = ce - t /t + yss Total response

• Next, apply the IC y(0) = y0 to obtain the constant c

y (0) = ce 0 + yss = y0 à c = y0 – yss

• The total response of the 1st-order system (to a step input)

y (t ) = ( y0 - yss )e - t /t + yss

Transient Steady-state
response response
 Sketching the Step Response
1st-Order System
• Sketching a 1st-order step response is simple
– Re-write the 1st-order model in the “standard form” and compute
the time constant, t
– Estimate the settling time as four time constants, i.e., tS = 4t
– Compute the steady-state response for the constant input
– Sketch an exponential response from the initial condition y0 to
the steady-state value yss
– The response approximately reaches yss at t = tS = 4t
– The total response will “decay down” if y0 > yss , or show an
“exponential rise” if yss > y0
 1st-Order System Step Response
Example
• Consider a solenoid actuator used to position a spool valve in a
hydraulic actuation system

• The electrical input is voltage ein(t), and the output is force f (in N).
An appropriate first-order model is

0.003 f! + 1.5 f = 12ein (t )

• Divide by 1.5 to write the first-order model in our standard form:

ty! + y = Au (t ) à 0.002 f! + f = 8ein (t )

Clearly, the time constant is t = 0.002 sec, and the
settling time tS = 4t = 0.008 sec = 8 ms

If the magnitude of the step input is ein(t) = 2 V, then the steady-state

output will be fss = (8)(2) = 16 N
 1st-Order System Step Response:
Example (2)
• The step response (from Simulink) is below. The response is
clearly exponential and the settling time is indeed 8 ms, and the
steady-state response is 16 N

Step response of solenoid actuator

(first-order system)
 First-Order System: Pulse Response
• Suppose the input is a pulse function:

ì 0 for t£0
ï
u(t ) = í P for 0 < t < T
ï 0 for t ³T
î

First-order system Note that ‘b’ was

(“standard form”) denoted ‘A’ previously.
 1st-Order Pulse Response: Case 1
• Case 1: Pulse time T is greater than settling time tS
T >> tS

Looks like zero-input

Looks like step response
(homogeneous) response

Settling time
 1st-Order Pulse Response: Case 2
• Case 2: Pulse time T is less than settling time tS
T < tS

We can get the complete response

analytically by using superposition:
add 2 individual responses

ypulse (t) = Pb (1− e−t/τ ) − Pb (1− e−(t−T )/τ )U(t − T )

 Impulse Response of
First-Order System
• We can obtain the impulse response of a system by
evaluating the pulse response in the limit as pulse duration
goes to zero

Ab Ab
ypulse (t) =
T
(1− e −t/τ
) −
T
(1− e −(t−T )/τ
) U(t − T )

Pulse response where area of pulse input is A = PT

 Impulse Response of
First-Order System (2)
• Let pulse duration T go to zero in the limit so that
U(t – T) = U(t)

Ab
T
(1 - e )-
-t /t Ab
T
(1- e - ( t -T ) / t
) = e (e - 1)
Ab - t / t T / t
T

• Now take limit as T à 0

e (e - 1)
Ab - t / t T / t
y impulse (t ) = lim
T ®0 T

Applying l’Hopital’s rule:

Impulse response

Ab -t /t T /t Ab
y impulse (t ) = lim e e = e -t /t
T ®0 t t
 1st-Order System Impulse Response
Example
• Sketch the impulse response of an RL circuit

R = 1.2 W

L = 0.02 H

• The voltage input is an impulse (weight of 0.08 V-s) applied at t1 =

0.1 sec; the circuit has zero energy at t = 0

RL circuit model: LI! + RI = ein (t ) or 0.0167 I! + I = 0.8333ein (t )

The time constant is identified as t = 0.0167 s

 1st-Order System Impulse Response
Example (2)
• The initial magnitude of the impulse response is

Ab
= (0.08)(0.8333)/0.0167 = 4 A
t
• The impulse response exponentially decays to zero in ~four time
constants after the impulse is applied, or t = 0.1 + 4t = 0.1667 s

Initial magnitude = 4 A

Discontinuous jump
in energy due to
impulsive voltage
input at t1 = 0.1 sec Exp decay to zero
at t = 0.1667 sec
 Second-Order System Response

• Many systems are modeled by second-order ODEs

– Mechanical (mass-spring-damper)
– Electrical (RLC circuit)

• Several complex, higher-order systems (like aircraft)

have dominant modes that display a basic second-order
system response

• In many cases, we can predict the behavior of a second-

order system based on several key parameters (instead
of solving for the exact time response)
 Second-Order Systems: Roots
• Consider the 2nd-order I/O equation:

!y! + a1 y! + a0 y = b0u (t )

• The natural or free response (zero input) will depend on the roots of
the characteristic equation

r 2 + a1r + a 0 = 0 Characteristic Equation

• The two root locations are

- a1 ± a12 - 4a 0 Recall: j = -1
r=
2

Therefore, the two roots can be 1) real and distinct; 2) real and repeated
(radicand = 0); 3) complex conjugates (radicand < 0); 4) purely imaginary
(coefficient a1 = 0 and a0 > 0)
 nd
2 -Order Root Locations
Case 1
• Both roots are real and distinct (not repeated)

Example: !y! + 4 y! + 3 y = u (t )

r + 4r + 3 = 0
2
Characteristic Equation

à Characteristic roots r1 = -1, r2 = -3

y H (t ) = c1e - t + c2 e -3t
Therefore, the natural response (no input) is composed of two exponential
functions, with time constants 1 sec and 1/3 sec

System is stable; its exponential natural response dies out to zero

2nd-Order Roots: Case 1

Two real, distinct, NEGATIVE roots:

r1 < 0 , r2 < 0
 2nd-Order Root Locations
Case 1 (con’t)
• Both roots are real, one root is positive

Example: !y! + 2 y! - 3 y = u (t )

r + 2r - 3 = 0
2
Characteristic Equation

à Characteristic roots r1 = 1, r2 = -3

-3t
y H (t ) = c1e + c2 e
t

unstable

Therefore, the natural response (no input) is composed of two

exponential functions; but et diverges to infinity (unstable)
2nd-Order Roots: Case 1

Two real, distinct roots with one root > 0

r1 > 0 , r2 < 0
 2nd-Order Root Locations
Case 1 (con’t)
• Both roots are real, one root is zero, one root is negative

Example: !y! + 3 y! = u (t )

r + 3r = 0
2
Characteristic Equation

à Characteristic roots r1 = 0, r2 = -3

y H (t ) = c1e 0 + c2 e -3t = c1 + c2 e -3t

Does not “die out”

Therefore, the natural response (no input) is composed of a constant

and one exponential function (marginally stable)
2nd-Order Roots: Case 1 (con’t)

Two real roots, one negative and one root = zero

r1 = 0 , r2 < 0
 2nd-Order Root Locations
Case 2
• Two real repeated roots (both are negative for this example)

Example: !y! + 6 y! + 9 y = u (t )

r + 6r + 9 = 0
2
Characteristic Equation

à Characteristic roots r1 = -3, r2 = -3

y H (t ) = c1te -3t + c2 e -3t

2nd-Order Root Locations
Case 2

Two repeated NEGATIVE real roots

r1 = r2 < 0
2nd-Order Root Locations
Case 2

Two repeated POSITIVE real roots

r1 = r2 > 0
2nd-Order Root Locations
Case 2

Two repeated ZERO roots

r1 = r2 = 0
 2nd-Order Root Locations
Case 3
• Roots are complex conjugates (Real + Imaginary parts)

Example: !y! + 4 y! + 29 y = u (t )
r 2 + 4r + 29 = 0 Characteristic Equation

à Characteristic roots r1, 2 = -2 ± j 5

(
y H (t ) = c1e (-2+ j 5 )t + c2 e (-2- j 5 )t = e -2t c1e j 5t + c2 e - j 5t )
Using Euler’s Thm: e jq = cosq + j sin q

y H (t ) = e -2t (c3 cos 5t + c4 sin 5t )

Therefore, the natural response (no input) is a stable, damped sinusoidal function,
where the real part is the exp decay, and imaginary part is the frequency
 2nd-Order Root Locations
Case 3

Complex conjugate roots with NEGATIVE real part

r1, 2 = a ± jb where a < 0

 2nd-Order Root Locations
Case 3 (con’t)
• Roots are complex conjugates, with a positive real part

Example: !y! - 4 y! + 29 y = u (t )
r 2 - 4r + 29 = 0 Characteristic Equation

à Characteristic roots r1, 2 = 2 ± j 5

(
y H (t ) = c1e (2+ j 5 )t + c2 e (2- j 5 )t = e 2t c1e j 5t + c2 e - j 5t )
Using Euler’s Thm: e jq = cosq + j sin q

y H (t ) = e 2t (c1 cos 5t + c2 sin 5t )

unstable

Therefore, the natural response (no input) is an unstable sinusoidal function,

where the exp function grows to infinity as time t à infinity
 2nd-Order Root Locations
Case 3 (con’t)

Complex conjugate roots with POSITIVE real part

r1, 2 = a ± jb where a > 0

 2nd-Order Root Locations
Case 4
• Roots are complex conjugates, with a zero real part

Example: !y! + 9 y = u (t )
r2 + 9 = 0 Characteristic Equation

à Characteristic roots r1, 2 = ± j 3

y H (t ) = c1e j 3t + c2 e - j 3t

Using Euler’s Thm: e jq = cosq + j sin q

y H (t ) = c3 cos 3t + c4 sin 3t

Therefore, the natural response (no input) is an undamped harmonic oscillator,

imaginary part is the frequency, and the sinusoidal response never “dies out”
2nd-Order Root Locations
Case 4

Two imaginary roots (real part is ZERO)

r1, 2 = ± jb
 Location of the roots on
complex plane and stability
 Damping Ratio and
Undamped Natural Frequency
• We can characterize the transient response of a second-order
system by two basic parameters
– Damping ratio z
– Undamped natural frequency, wn

• To show this, consider the generic 2nd-order system:

!y! + a1 y! + a0 y = b0u (t )
• The characteristic equation is
r 2 + a1r + a0 = 0

- a1 ± a12 - 4a 0 If 4a0 > a12 then the roots

Root locations: r= are complex
2 (damped sinusoid)
 Critically Damped System

• 2nd-order root locations of 2nd-order system (repeated)

- a1 ± a - 4a 0
2 If 4a0 = a12 then the roots
r= 1
are real and repeated
2

If 4a0 < a12 then the roots

are real and distinct
(exponential decay à no oscillations)

• Therefore, the condition a12 = 4a0 is the critical transition point

between a damped oscillating response and a damped exponential
response

If coefficient a1 = 2 a0 then the system is critically damped

 Damping Ratio
• We choose to define the damping ratio as the ratio of actual
damping coefficient to its critically damped value

a1
z = “Damping ratio”
2 a0
• If z = 1, the system is critically damped (no oscillations in the
natural or transient response)

• If 0 < z < 1, the system is underdamped (oscillations are present in

the natural or transient response)

• If z > 1, the system is overdamped (no oscillations in the natural or

transient response)

• If z = 0, the system is undamped (oscillations forever!)

 Damping Ratio: Mass-Spring-Damper

• Next, consider the classic mass-spring-damper 2nd-order system:

m!x! + bx! + kx = f (t )

• The characteristic equation is mr 2 + br + k = 0

- b ± b 2 - 4mk
Root locations: r=
2m

b
Damping ratio: z = Ratio of actual damping (b) to critical
2 km damping
 Undamped Natural Frequency

• Consider the 2nd-order system (no friction, or z = 0)

!x! + a0 x = b0u (t )
• The characteristic equation is

r 2 + a0 = 0

Root locations: r = ± j a0 Natural response is undamped

harmonic oscillator,

c3 sin a0 t + c4 cos a0 t

Therefore, define the frequency “Undamped natural

of oscillation when no damping w n = a0 frequency”
is present: (rad/s)
 Undamped Natural Frequency:
Mass-Spring-Damper
• Consider the mass-spring system (no damper, or no friction)
m!x! + kx = f (t )
• The characteristic equation is

mr 2 + k = 0

k Natural response is undamped

Root locations: r=±j
m harmonic oscillator,
k k
c3 sin t + c4 cos t
m m

Therefore, define the frequency k “Undamped natural

of oscillation when no damping wn = frequency”
is present: m (rad/s)
 2nd-Order System: Standard Form
• Like the 1st-order system, we can define a “standard form” for the
2nd-order system:
!y! + 2zw n y! + wn2 y = u (t )

Substitute for z and wn and we get the traditional mass-spring-damper

• For the underdamped case, the (complex) roots are

r = -zwn ± jwn 1 - z 2

• The natural (free) response is

y H (t ) = ce -zw nt cos(wd t + f )
 Underdamped 2nd-Order System
• The natural (free) response is (repeated)

y H (t ) = ce -zw n t
cos(wd t + f ) r = -zwn ± jwn 1 - z 2
2nd-order root locations

• Note that the real part of the complex roots determines the
exponential decay rate of the transient response

• Note that the imaginary part of the complex roots determines the
frequency of oscillation of the transient response

“Damped frequency”
wd = wn 1 - z 2
frequency of oscillation of
the transient response
 Underdamped System: Root Locations
• Root locations in the “complex plane”, where +x is the Real-number
axis, and +y is the Imaginary-number axis
Imaginary

r = -zwn ± jwn 1 - z 2 X
2nd-order underdamped Complex Plane
root locations b c

q
Right triangle: a2 + b2 = c2
a
0
Real
a = zwn Real part

b = wn 1 - z 2 Imaginary part
X
zw n
à c = wn distance from origin to root Angle: cosq = =z
wn
Note: q = 0 à damping z = 1
 Underdamped Root Locations (2)
Imaginary
X
Radial lines: X
All roots have
the same damping Complex Plane
X
ratio z

X X Horizontal lines: all roots have

the same damped frequency wd

0 Real
X

X
Circles:
All roots have
the same undamped X Complex roots ALWAYS appear
natural frequency wn as conjugate pairs à symmetric
about the Real axis
 Transient Response of Underdamped
2nd-Order System
• Performance criteria for the transient response of an underdamped
second-order system are often based on the step response

!y! + 2zw n y! + wn2 y = A = constant (step)

2p
• Period of oscillation: Tperiod = where wd = wn 1-z 2
wd

π −θ
• Rise time: time to initially reach the ss-value tr =
ωn 1− ζ 2
• Peak time: time to reach maximum transient response value
p
tp =
wn 1-z 2
 Transient Response of Underdamped
2nd-Order System (2)
• Percent overshoot (% OS) or maximum overshoot, MOS

ymax − yss 1−ζ 2 where ymax = peak value

M OS = = e−ζπ / yss = S-S value
yss

• Peak or max response ymax = yss (1 + M OS )

• Settling time: time to reach (and remain within) +/-2% of steady-state

4
ts = = 4 time constants
zw n
 Transient Response of Underdamped
2nd-Order System (3)
• Number of cycles during transient response = tS / wd

2 1- z 2
N cycles =
pz
A
• Steady-state response (to step) yss =
w 2
n

• Warning: all of these transient-response performance equations

are meaningless if the system is NOT underdamped

• Therefore, first determine if the 2nd-order system is underdamped

(check roots or z ) before applying these transient-response
equations!
 2nd-Order Underdamped System:
Example
• Sketch the step response of the
rotational mechanical system

0.2q!! + 1.6q! + 65q = Tin (t )

Step input is 2.5 N-m (torque)

System is initially at rest

Divide by J = 0.2 kg-m2 to obtain

standard form
q!! + 8q! + 325q = 5Tin (t )
2zwn wn2 qss = (5)(2.5)/325 = 0.0385 rad

à Undamped frequency wn = 325 = 18.0278 rad/s,

and z = 0.2219 (underdamped)
 2nd-Order Underdamped System:
Example (2)
• Use undamped natural frequency wn and damping ratio z to
compute all performance metrics for underdamped step
response

p
Peak time: tp = = 0.1787 sec
wn 1 - z 2

-zp / 1-z 2
Max overshoot: M OS = e = 0.489 (48.9% overshoot)

4
Settling time: tS = = 1.0 sec
zw n
2p
Period: Tperiod = = 0.3574 sec
wn 1 - z 2
2nd-Order Underdamped System:
Example (3)

48.9% overshoot
Peak response qmax = 0.0573 rad
Peak time tp = 0.179 sec

Period = 0.3574 sec Steady-state

response qss = 0.0385 rad

Settling time ts = 1.0 sec

Ncycles = 2.8
Impulse Response – Useful Property
Impulse response - Second Order Systems
Estimating Damping of Mechanical Second
Order Systems: Log Decrement Method
• Usually, the damping coefficient b is the parameter most
difficult to estimate

• Mass m and stiffness k can be measured from static

tests, but measuring b requires a dynamic test (system
response)

• We can perform a dynamic test where we measure the

decaying sinusoidal y(t) (i.e., impulse response)
– Provide a sudden, short input (impulse)
Estimating Damping of Mechanical Second
Order Systems: Log Decrement Method
• Consider the impulse response, which would be measured from a
dynamic test:
0.06
Period, T à Damped frequency
0.04
is easy to estimate:

2p
0.02 wd = rad/s
T
Impulse response

-0.02 Impulse response:

- zwn t
-0.04 x (t ) = ce sin wd t
-0.06
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45
Time, sec
Estimating Damping of Mechanical Second
Order Systems: Log Decrement Method
• Now, form the ratio of the amplitudes between two successive peaks
(note that the sine term is the same at each peak):
0.06 x1
Ratio of peaks:
x2
0.04
x1 ce -zwnt1 1 zwnT
= -zwn ( t1 +T ) = -zwnT = e
0.02 x2 ce e
Impulse response

-0.02

-0.04

-0.06
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45
Time, sec
Estimating Damping of Mechanical Second
Order Systems: Log Decrement Method
• Next, define the logarithmic decrement as the natural log of the ratio
of successive amplitude peaks:
0.06 x1
Log decrement:
x2
x1
( )
0.04

d = ln = ln e zw nT = zw nT
0.02 x2
Impulse response

-0.02
Sub for period T using wd = w n 1 - z 2

2p 2p
-0.04
T= =
wd wn 1 - z 2
-0.06
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45
Time, sec
Estimating Damping of Mechanical Second
Order Systems: Log Decrement Method
• Subbing for T in the log decrement equation, we get

2pz
d =
1-z 2
• Finally, we solve the above equation for damping ratio:

d
z =
4p 2 + d 2

x1
Recall: d = ln is from the impulse response (measured)
x2
Estimating Damping of Mechanical Second
Order Systems: Log Decrement Method
• We can obtain greater accuracy if we compute the ratio of peak
amplitudes separated by n cycles

• Therefore, form the log of the peak ratio separated by n periods:

æ x1 ö æ x1 x2 x3 xn ö æ x1 ö æ x2 ö æ x3 ö æ xn ö
lnçç ÷÷ = lnçç ! ÷÷ = lnçç ÷÷ + lnçç ÷÷ + lnçç ÷÷ + ! + lnçç ÷÷
è xn +1 ø è x2 x3 x4 xn +1 ø è x2 ø è x3 ø è x4 ø è xn +1 ø
= d + d + ! + d = nd

• Therefore, the log decrement is

1 x1 Ratio of peak values separated

d = ln by n cycles
n x n +1
(Use d in the prior equation for
damping ratio z )
 Higher-Order Systems
• As an example, consider the unit-step response of a third-order LTI
system:
!y!! + 2.5 !y! + 38 y! + 18.5 y = u (t )

• By inspection, the third-order characteristic equation is

r 3 + 2.5r 2 + 38r + 18.5 = 0 or (r + 0.5)(r 2 + 2r + 37 ) = 0
• The 3 roots are r1 = –0.5, r2,3 = -1 ± j 6

• Therefore, the homogeneous or free response will be the sum of an

exponential function (due to the real root at r1 = –0.5) and a damped
sinusoidal function (due to complex conjugate roots r2,3)

y H (t ) = c1e -0.5t + c2e - t cos(6t + f )

“slowest” root: dies out in ~8 sec

 Higher-Order Systems (2)
• From this example we can see that any higher-order system always
breaks down into first- and second-order terms (including roots at
r = 0 and roots on the Imaginary axis)

• There is no such thing as a “third-order” response!

• Therefore, if we can identify the transient response associated with

each root (pole), we can get a qualitative feel for the total transient
response

• Furthermore, we can choose to eliminate the “fast” roots (or poles,

or “modes”) from the system dynamics and work with a simpler
“reduced-order model”
Higher-Order Systems (3)
Higher-Order Systems (4)
 Approximate Models
• Often times during the preliminary design stage, it is beneficial to
use a simplified or approximate system model instead of the
complete (more complex) higher-order model

• For example, control system analysis and design can be performed

using approximate subsystem models without significant loss of
accuracy

• The subsequent simulation run times will be greatly reduced by

replacing higher-order, nonlinear, complex models with simplified,
linear, reduced-order models

• Often times a properly designed first- or second-order model can

adequately represent the full complex model
 Approximate Models (2)
• A schematic block diagram is shown below, where the complex
system is replaced by an approximate model. The block diagram
shows an input/output relationship:
 Approximate Models:
Example
• The figure shows the
measured step
response of a solenoid
actuator-valve system

• This response has been

experimentally obtained
by measuring the valve
displacement that
results from a 38-mA
current step input
applied at t = 1 s
 Approximate Models:
Example (2)
• Note that the valve
response displays a very
small amount of random
“noise” or “chatter” due
to imprecise
measurements in the
“noise” in measurements
experimental setting

• If possible, derive an
approximate solenoid-
actuator model from the
experimental data

• To begin, note that the

valve response is an
~exponential rise to S-S
à First-order model: ty! + y = au (t )
 Approximate Models:
Example (3)
• For our assumed first-order model y is position (in mm) and u(t) is
input current (in mA)

ty! + y = au (t )

• The experimental data shows that the steady-state position is ~0.44

mm for a 38 mA step input; hence coefficient a = 0.44/38 = 0.0116

• The settling time (see plot on prior page) is tS ~ 1.2 sec, so the time
constant is t = t S / 4 = 0.3 sec

• Hence an approximate 1st-order model is

0.0116
0.3 y! + y = 0.0116u (t ) or, transfer function G ( s ) =
0.3s + 1
 Approximate Models:
Example (4)
• Use the approximate 1st-order model and apply a 38-mA
step input:

• The step-response (via Simulink) is shown on the next

slide…
Approximate Models:
Example (5)

Some error
in transient
response

Approximate first-order model shows

“good” match with experimental data
(predicts steady-state output and
settling time)