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LECTURE Differential Equations, Difference Equations and Linear Systems

This document provides an overview of control systems engineering concepts including: - Differential equations and difference equations are used to model physical systems and relate variables over time. - Linear and nonlinear equations are classified based on whether terms are first degree. - Partial differential equations involve dependent and independent variables, while ordinary equations involve one independent variable. - The differential operator D is used to write equations in terms of derivatives. - Fundamental sets provide solutions to homogeneous equations given initial conditions. - Forced responses depend only on inputs, while free responses depend on initial conditions. - Total response is the sum of free and forced responses.

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Jullie Mae Mier
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Download as PDF, TXT or read online on Scribd
152 views

LECTURE Differential Equations, Difference Equations and Linear Systems

This document provides an overview of control systems engineering concepts including: - Differential equations and difference equations are used to model physical systems and relate variables over time. - Linear and nonlinear equations are classified based on whether terms are first degree. - Partial differential equations involve dependent and independent variables, while ordinary equations involve one independent variable. - The differential operator D is used to write equations in terms of derivatives. - Fundamental sets provide solutions to homogeneous equations given initial conditions. - Forced responses depend only on inputs, while free responses depend on initial conditions. - Total response is the sum of free and forced responses.

Uploaded by

Jullie Mae Mier
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 22

Control Systems

Engineering

Lecture 2A
1

Kristina Badec ECE Dept, CEA


Differential Equations,
Difference Equations
2
and Linear Systems
System Equations

• A property common to all basic laws of physics is that


certain fundamental quantities can be defined by
numerical values. The physical laws define relationships
between these fundamental quantities and are usually
represented by equations.

• Example: Newton’s 2nd law, F= Ma; Ohm’s Law, V= Ri.

• Many nonphysical laws can also be represented by


equations.

• Example: P(n) = P(O)(1 + I)ⁿ


3
Two classes of equations with broad application in the description of
systems are differential equations and difference equations.

A differential equation is any algebraic or transcendental equality which involves either


differentials or derivatives.

Differential equations are useful for relating rates of change of variables and other
parameters.

Example: f= M(dv/dt); v=R(dq/dt)

A difference equation is an algebraic or transcendental equality which involves


more than one value of the dependent variable(s) corresponding to more than
one value of at least one of the independent variable(s). The dependent variables
do not involve either differentials or derivatives.

Difference equations are useful for relating the evolution of variables (or
parameters) from one discrete instant of time (or other independent variable) to
another.
4
The compound interest law can be written alternatively as a difference equation
relationship between P(k), the amount of money after k periods of time, and P(k + l),
the amount of money after k + 1 periods of time, that is, P(k + 1) = (1 + I)P(k)
PARTIAL AND ORDINARY DIFFERENTIAL EQUATIONS

A partial differential equation is an equality involving one or more dependent


and two or more independent variables, together with partial derivatives of
the dependent with respect to the independent variables.

An ordinary (total) differential equation is an equality involving one or more


dependent variables, one independent variable, and one or more
derivatives of the dependent variables with respect to the independent
variable.

The diffusion equation δT/δx = k(δT/δt) is a partial differential equation.


T = T(x, t) is the dependent variable, which represents the concentration of some
quantity at some position and some time in the object.
The independent variable, x, defines the position in the object, and the
independent variable, t, defines the time.

Newton's second law is an ordinary differential equation: f = M(dv/dt).


5 The velocity, V = v(t) and the force, f = f(t) are dependent variables, and the time, t,
is the independent variable.

Ohm's law is an ordinary differential equation: V= R(dq/dt).


The charge, q= q(t) and the voltage, V= v(t) are dependent variables, and the
time, t, is the independent variable.
LINEAR AND NONLINEAR DIFFERENTIAL AND DIFFERENCE
EQUATIONS

A linear term is one which is first degree in the dependent variables


and their derivatives.

A linear equation is an equation consisting of a sum of linear terms.


All others are nonlinear equations.

If any term of a differential equation contains higher powers,


products, or transcendental functions of the dependent variables, it
is nonlinear.

Such terms include (dy/dt)³, u(dy/dt), and sin U, respectively. For


example, (5/cos t)(d²y/dt²) is a term of first degree in the dependent
variable,y, and 2uy³(dy/dt) is a term of fifth degree in the
6 dependent variables, u and y.
THE DIFFERENTIAL OPERATOR, D, AND THE CHARACTERISTIC EQUATION

Consider the n th-order linear constant-coefficient differential equation

It is convenient to define a differential operator , D≡ d/dt


and more generally an nth-order differential operator, Dⁿ ≡ dⁿ/dtⁿ

The differential equation can now be written as

or

The polynomial in D is called the characteristic polynomial;


The equation is called the characteristic equation.

The fundamental theorem of algebra states that the characteristic


equation has exactly n solutions D= 𝐷1 , D= 𝐷2 , . . . , D = 𝐷𝑦 .
These n solutions (also called roots) are not necessarily distinct.
Example:

8
LINEAR INDEPENDENCE AND FUNDAMENTAL SETS

The functions t and t² are linearly independent functions since

9
Example:
The equation for simple harmonic motion, d²y/dt² + ω²y = 0,
has as a fundamental set, 𝑦1 = sin ωt ; 𝑦2 = cos ωt

10
Distinct Roots

𝑦
Example: The differential equation 𝑑 2 𝑦/𝑑𝑡² + 3 d𝑑𝑡 +2y=0

11
Repeated Roots
𝑦
Example: The differential equation 𝑑 2 𝑦/𝑑𝑡² + 2 d +y=0
𝑑𝑡

12
SOLUTION OF LINEAR CONSTANT-COEFFICIENT DIFFERENTIAL EQUATIONS

13
THE FREE RESPONSE
The free response of a differential equation is the solution of the differential
equation when the input u(t) is identically zero, then the differential equation
has the form:

The solution y(t) of such an equation depends only on the n initial conditions in
Equation (3.10)

The free response of a differential equation can always be written as a linear


combination of the elements of a fundamental set.

Example:
dy/dt + y=0 with initial condition y(0)=c, y(t)=c𝑒 −𝑡

14
𝑦
Example: The differential equation 𝑑 2 𝑦/𝑑𝑡² + 2 d𝑑𝑡 +y=0
with the initial conditions y(0)=0, dy/dt|| t=0

15
THE FORCED RESPONSE
The forced response 𝑌𝑏(𝑡) of a differential equation is the solution of the differential
equation when all the initial conditions in below are identically zero.

The implication of this definition is that the forced response depends only on the input u(t). The
forced response for a linear constant-coefficient ordinary differential equation can be written in
terms of a convolution integral.

16
Example:
𝑦
The weighting function of differential equation 𝑑 2 𝑦/𝑑𝑡² + 3 d𝑑𝑡 +2y=u.
If u(t) = 1, what is the forced response?

17
THE TOTAL RESPONSE
The total response of a linear constant-coefficient differential
equation is the sum of the free response and the forced response.
Example:
𝑦
The total response of differential equation 𝑑 2 𝑦/𝑑𝑡² + 3 d𝑑𝑡 +2y=1 with initial
conditions y(0) and dy/dt|| t=0= 1

18
THE STEADY STATE AND TRANSIENT RESPONSES

The steady state response and transient response are another pair of
quantities whose sum is equal to the total response.

The steady state response is that part of the total response


which does not approach zero as time approaches infinity.
The transient response is that part of the total response which
approaches zero as time approaches infinity.

Example:
𝑦
The total response of differential equation 𝑑 2 𝑦/𝑑𝑡² + 3 d𝑑𝑡 +2y=1 with initial
conditions y(0) and dy/dt|| t=0= 1

19
SINGULARITY FUNCTIONS: STEPS, RAMPS, AND IMPULSES
In the study of control systems and the equations which describe them, a
particular family of functions called singularity functions is used extensively.
Each member of this family is related to the others by one or more integrations
or differentiations.

The three most widely used singularity functions are the unit step, the unit
impulse, and the unit ramp.

20
21
22
End of Lecture-2A

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