Lecture 3

Modelling of Dynamic
Systems

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 Types of Systems

Static System: If a system does not change with

time, it is called a static system.
Dynamic System: If a system changes with time, it is
called a dynamic system.

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 Dynamic Systems
• A system is said to be dynamic if its current output may depend on
the past history as well as the present values of the input variables.
• Mathematically,

y(t ) [u( ),0  t ]

u : Input, t : Time
Example: A moving mass
y
u
M
Model: Force=Mass x Acceleration

My u

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 Ways to Study a System
System

Experiment with actual Experiment with a

System model of the System

Physical Model Mathematical Model

Analytical Solution

Simulation

Frequency Domain Time Domain Hybrid Domain

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 Model
•
A model is a simplified representation or
abstraction of reality.
•
Reality is generally too complex to copy
exactly.
•
Much of the complexity is actually irrelevant
in problem solving.

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 What is Mathematical Model?

A set of mathematical equations (e.g., differential eqs.) that

describes the input-output behavior of a system.

What is a model used for?

• Simulation
• Prediction/Forecasting
• Prognostics/Diagnostics
• Design/Performance Evaluation
• Control System Design

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 Black Box Model

• When only input and output are known.

• Internal dynamics are either too complex or
unknown.

Input Output

• Easy to Model

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 Grey Box Model

• When input and output and some information about

the internal dynamics of the system is known.
u(t) y(t)
y[u(t), t]

• Easier than white box Modelling.

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 White Box Model

• When input and output and internal dynamics of the

system is known.

dy(t ) du(t ) d 2 y(t )

u(t) 3  y(t)
dt dt dt 2

• One should know have complete knowledge of the

system to derive a white box model.

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 Modelling and Simulation
• In the modelling process, each experiment should be set up in a clearly
verifiable manner with an experiment frame (the experimental conditions)
and assessable system responses y(t) . Such experiments can be performed
on the real system () or a model of the real system () via simulation.
• To perform a simulation experiment, the mathematical model must be
“animated” in such a way that it becomes possible to calculate the time
history of all outputs that are of interest.

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 Model Representation
• Some of the standard ways to represent the mathematical
model of a system are
Transfer function
Block Diagram
Signal flow graph
State Space equations

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 Transfer Function

• The transfer function of a linear, time-invariant,

differential equation system is defined as the ratio of
the Laplace transformation of the output (response
function) to the Laplace transform of the input
(driving function) under the assumption that all
initial conditions are zero.

U(S) G(S) Y(S)

Y (S )
G(S ) 
U (S )

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 Transfer Function
• Consider the linear time-invariant system defined by the following
differential equation:
+ +

where y is the output of the system and x is the input.

• The transfer function of the system is given by

𝑇𝑟𝑎𝑛𝑠𝑓𝑒𝑟 𝐹𝑢𝑛𝑐𝑡𝑖𝑜𝑛=𝐺 ( 𝑠 )=
𝐿[𝑜𝑢𝑡𝑝𝑢𝑡]
𝐿[𝑖𝑛𝑝𝑢𝑡] |𝑧𝑒𝑟𝑜 𝑖𝑛𝑖𝑡𝑎𝑙 𝑐𝑜𝑛𝑑𝑖𝑡𝑖𝑜𝑛𝑠

𝑚 𝑚 −1
𝑌 (𝑠 ) 𝑏 0 𝑠 +𝑏1 𝑠 +…+ 𝑏𝑚 −1 𝑠 +𝑏𝑚
¿ = 𝑛 𝑛−1
𝑋 (𝑠 ) 𝑎 0 𝑠 +𝑎 1 𝑠 +…+ 𝑎 𝑛 −1 𝑠+ 𝑎 𝑛

• By using the concept of transfer function it is possible to represent

system dynamics by algebraic equations of s.
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 Transfer Function

• If the highest power of s in the denominator is n, the

system is nth order system.
• Roots of denominator polynomial of a transfer
function are called poles.
• And the roots of numerator polynomials of a transfer
function are called zeros.
• Transfer function helps us to check
• The stability of the system
• Time domain and frequency domain characteristics of the
system
• Response of the system for any given input

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 Comments on the transfer function
• The applicability of the concept of the transfer function is limited
to linear, time-invariant, differential equation systems.
• The transfer function approach is extensively used in the analysis
and design of such systems.
• The transfer function of a system is a mathematical model in that
it is an operational method of expressing the differential equation
that relates the output variable to the input variable.
• The transfer function is a property of the a system itself,
independent of the magnitude and nature of the input or driving
function.
• The transfer function includes the units necessary to relate the
input to the output; however it does not provide any information
concerning the physical structure of the system. (The transfer
function of many physically different systems can be identical).
• If the transfer function of the system is known, then the output or
response can be studied for various inputs with a view towards
understanding the nature of the system.
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 Block Diagram
• A block diagram is a diagram of a system in which the principal
parts or functions are represented by blocks connected by lines
that show the relationships of the blocks.
• Block diagrams provide a better understanding of the
composition and interconnection of the components of a system.
It can be used, together with transfer functions, to describe the
cause-and-effect relationships throughout the system.

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 Block Diagram
• A block can have input and output ports through which the signal transfer
occurs.
• A system may have multiple blocks that can be interconnected in different
forms..

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 Signal flow graphs
• A signal-flow graph or signal-flowgraph (SFG), invented by Shannon,
but often called a Mason graph after Samuel Jefferson Mason who
coined the term, is a specialized flow graph, a directed graph in which
nodes represent system variables, and branches (edges, arcs, or
arrows) represent functional connections between pairs of nodes.
• Thus, signal-flow graph theory builds on that of directed graphs (also
called digraphs), which includes as well that of oriented graphs. This
mathematical theory of digraphs exists, of course, quite apart from its
applications.

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 Signal flow graphs

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 Signal flow graphs

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 State-Space Representation
• A state-space representation is a mathematical model of a
physical system as a set of input, output and state variables
related by first-order differential equations.
• Can be used to model multi-input, multiple output systems
which may be linear or nonlinear, time invariant or time
varying systems.
• State: The state of the dynamic system is the smallest set of
variables such that the knowledge of these variables at t = t 0,
together with knowledge of the input for t ≥ t0, completely
determines the behaviour of the system at any time t ≥ t0.
• State variables: The state variables of a dynamic system are
the variables making up the smallest set of variables that
determine the state of the dynamic system.

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 State-Space Representation
• State variables represent a way to describe ALL linear systems in
terms of a common set of equations involving matrix algebra.
• Many familiar properties, such as stability, can be derived from
this common representation. It forms the basis for the theoretical
analysis of linear systems.
• State variables are used extensively in a wide range of engineering
problems, particularly mechanical engineering, and are the
foundation of control theory.
• The state variables often represent internal elements of the system
such as voltages across capacitors and currents across inductors.
• They account for observable elements of the circuit, such as
voltages, and also account for the initial conditions of the circuit,
such as energy stored in capacitors. This is critical to computing
the overall response of the system.
• Matrix transformations can be used to convert from one state
variable representation to the other, so the initial choice of
variables is not critical.
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 State Equations
• The dynamic equations of the states and output can be simplified as

• Let us define the state of the system by an N-element column vector,

x(t):

[ ]
𝑥 1 (𝑡 )
𝒙 ( 𝑡 )= 𝑥 2 (𝑡 ) =[ 𝑥1 ( 𝑡 )
𝑇
𝑥2 ( 𝑡 ) … 𝑥 𝑁 ( 𝑡 )]
⋮
𝑥𝑁 ( 𝑡 )

• Note that in this development, u(t) will be the input, y(t) will be the
output, and x(t) is used for the state variables.

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 State Space Representation

• Any system can be modelled by the following state

equations:
x : N*1 A : N*N B : N*p p : number of inputs
y : q*1 C : q*N D : q*p q : number of outputs

• This system model can handle

single input / single output systems,
or multiple inputs and outputs.
• For linear and time independent systems the matrices A,
B, C and D contain only constant parameters. The system
equation can be simplified as

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