signals and systems laplace transform analysis of

92
Laplace Transform Analysis of Signals and Systems

Upload: others

Post on 10-Apr-2022

7 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: Signals and Systems Laplace Transform Analysis of

Laplace Transform Analysis ofSignals and Systems

Page 2: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 2

Transfer Functions

• Transfer functions of CT systems can befound from analysis of– Differential Equations

– Block Diagrams

– Circuit Diagrams

Page 3: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 3

A circuit can be described by a system of differentialequations

R t Lddt

tddt

t tg1 1 1 2i i i v( )+ ( )( ) − ( )( )

= ( )

Lddt

tddt

tC

d R tc

t

i i i v i2 1 2 2 2

0

10 0( )( ) − ( )( )

+ ( ) + ( ) + ( ) =−

−∫ λ λ

Transfer Functions

Page 4: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 4

Using the Laplace transform, a circuit can be described bya system of algebraic equations

R s sL s sL s sg1 1 1 2I I I V( )+ ( )− ( ) = ( )

sL s sL ssC

s R sI I I I2 1 2 2 2

10( )− ( )+ ( )+ ( ) =

Transfer Functions

Page 5: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 5

A circuit can even be described by a block diagram.

Transfer Functions

Page 6: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 6

A mechanical system canbe described by a system ofdifferential equations

or a system of algebraic equations.

f x x x xt K t K t t m td s( )− ′ ( )− ( )− ( )[ ] = ′′( )1 1 1 2 1 1

K t t K t m ts s1 1 2 2 2 2 2x x x x( )− ( )[ ] − ( ) = ′′( )

F X X X X

X X X X

s K s s K s s m s s

K s s K s m s s

d s

s s

( )− ( )− ( )− ( )[ ] = ( )( )− ( )[ ] − ( ) = ( )

1 1 1 2 12

1

1 1 2 2 2 22

2

Transfer Functions

Page 7: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 7

The mechanical system can also be described by a blockdiagram.

Time Domain Frequency Domain

Transfer Functions

Page 8: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 8

System Stability

• System stability is very important

• A continuous-time LTI system is stable if itsimpulse response is absolutely integrable

• This translates into the frequency domain asthe requirement that all the poles of thesystem transfer function must lie in the openleft half-plane of the s plane (pp. 675-676)

• “Open left half-plane” means not includingthe ω axis

Page 9: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 9

System InterconnectionsCascade

Parallel

Page 10: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 10

Feedback

E X H Ys s s s( ) = ( )− ( ) ( )2

Y H Es s s( ) = ( ) ( )1

HYX

HH H

sss

ss s

( ) = ( )( ) = ( )

+ ( ) ( )1

1 21

E(s) Error signal

Forward path transfer function or the“plant”

Feedback pathtransfer function or the“sensor”.

Loop transfer function

H1 s( )

H2 s( )

T H Hs s s( ) = ( ) ( )1 2

HH

Ts

ss

( ) = ( )+ ( )

1

1

System Interconnections

T H Hs s s( ) = ( ) ( )1 2

Page 11: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 11

Analysis of Feedback SystemsBeneficial Effects

HH

sK

K s( ) =

+ ( )1 2

If K is large enough that then . This

means that the overall system is the approximate inverse of the system in the feedback path. This kind of system can be usefulfor reversing the effects of another system.

K sH2 1( ) >> HH

ss

( ) ≈ ( )1

2

Page 12: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 12

Analysis of Feedback Systems

A very important example of feedback systems is anelectronic amplifier based on an operational amplifier

Let the operational amplifier gain be

HVV1

0

1s

ss

Asp

o

e

( ) = ( )( ) = −

Page 13: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 13

Analysis of Feedback Systems

The amplifier can be modeled as a feedback system with thisblock diagram.

The overall gain can be written as

VV

Z

Z Z

0 0

01 1

ss

A s

sp

A ssp

si

f

i f

( )( ) =

− ( )

− +

( )+ −

( )

Page 14: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 14

If the operational amplifier low-frequency gain, , is verylarge (which it usually is) then the overall amplifier gainreduces at low-frequencies to

the gain formula based on an ideal operational amplifier.

VV

Z

Z0 s

s

s

si

f

i

( )( ) ≅ −

( )( )

A0

Analysis of Feedback Systems

Page 15: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 15

Analysis of Feedback Systems

The change in overall system gain is about 0.001% for a changein open-loop gain of a factor of 10.

The half-power bandwidth of the operational amplifier itself is15.9 Hz (100/2π). The half-power bandwidth of the overall

amplifier is approximately 14.5 MHz, an increase in bandwidthof a factor of approximately 910,000.

If and thenA p j j0710 100 100 9 999989 0 000011= = − −( ) = − +H . .

If and thenA p j j0610 100 100 9 99989 0 00011= = − −( ) = − +H . .

Page 16: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 16

Analysis of Feedback Systems

Feedback can stabilize an unstable system. Let a forward-pathtransfer function be

This system is unstable because it has a pole in the right half-plane. If we then connect feedback with a transfer function,K, a constant, the overall system gain becomes

and, if K > p, the overall system is now stable.

H ,1

10s

s pp( ) =

−>

H ss p K

( ) =− +

1

Page 17: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 17

Analysis of Feedback Systems

Feedback can make an unstable system stable but it can alsomake a stable system unstable. Even though all the polesof the forward and feedback systems may be in the open lefthalf-plane, the poles of the overall feedback system can bein the right half-plane.

A familiar example of this kind of instability caused byfeedback is a public address system. If the amplifier gainis set too high the system will go unstable and oscillate,usually with a very annoying high-pitched tone.

Page 18: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 18

Analysis of Feedback Systems

Public Address SystemAs the amplifier gain isincreased, any soundentering the microphonemakes a stronger soundfrom the speaker until, atsome gain level, thereturned sound from thespeaker is a large as theoriginating sound into themicrophone. At that pointthe system goes unstable(pp. 685-689).

Page 19: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 19

Analysis of Feedback SystemsStable Oscillation Using Feedback

Prototype Feedback

System

Feedback System Without

Excitation

Page 20: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 20

Analysis of Feedback SystemsStable Oscillation Using Feedback

Can the response be non-zero when theexcitation is zero? Yes, if the overallsystem gain is infinite. If the systemtransfer function has a pole pair on theωaxis, then the transfer function is infiniteat the frequency of that pole pair and there can be a responsewithout an excitation. In practical terms the trick is to be sure thepoles stay on the ω axis. If the poles move into the left half-plane

the response attenuates with time. If the poles move into the righthalf-plane the response grows with time (until the system goes non-linear).

Page 21: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 21

Analysis of Feedback Systems

A real example of a system that oscillates stably is a laser.In a laser the forward path is an optical amplifier.

The feedback action is provided by putting mirrors at eachend of the optical amplifier.

Stable Oscillation Using Feedback

Page 22: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 22

Analysis of Feedback Systems

Laser action begins when a photon is spontaneously emitted fromthe pumped medium in a direction normal to the mirrors.

Stable Oscillation Using Feedback

Page 23: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 23

Analysis of Feedback Systems

If the “round-trip” gain of thecombination of pumped lasermedium and mirrors is unity,sustained oscillation of light willoccur. For that to occur thewavelength of the light must fit intothe distance between mirrors aninteger number of times.

Stable Oscillation Using Feedback

Page 24: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 24

Analysis of Feedback Systems

A laser can be modeled by a block diagram in which the K’srepresent the gain of the pumped medium or the reflection ortransmission coefficient at a mirror, L is the distance betweenmirrors and c is the speed of light.

Stable Oscillation Using Feedback

Page 25: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 25

Analysis of Feedback SystemsThe Routh-Hurwitz Stability Test

The Routh-Hurwitz Stability Test is a method fordetermining the stability of a system if its transfer functionis expressed as a ratio of polynomials in s. Let thenumerator be N(s) and let the denominator be

D s a s a s a s aDD

DD( ) = + + + +−

−1

11 0L

Page 26: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 26

Analysis of Feedback Systems

The first step is to construct the “Routh array”.

The Routh-Hurwitz Stability Test

D a a a a

D a a a

D b b b

D c c c

d d

e

f

D D D

D D D

D D D

D D D

− −

− − −

− − −

− − −

−−−

2 4 0

1 3 5

2 4 6

3 5 7

2 0

1

0

1 0

2 0

3 0

2 0 0 0

1 0 0 0 0

0 0 0 0 0

L

L

L

L

M M M M M M

D even

D a a a a

D a a a a

D b b b

D c c c

d d

e

f

D D D

D D D

D D D

D D D

− −

− − −

− − −

− − −

−−−

2 4 1

1 3 5 0

2 4 6

3 5 7

2 0

1

0

1

2 0

3 0

2 0 0 0

1 0 0 0 0

0 0 0 0 0

L

L

L

L

M M M M M M

D odd

Page 27: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 27

The first two rows contain the coefficients of the denominator polynomial. The entries in the following row are found by the formulas,

The Routh-Hurwitz Stability Test

b

a a

a a

aD

D D

D D

D−

− −

= −2

2

1 3

1

b

a a

a a

aD

D D

D D

D−

− −

= −4

4

1 5

1

...

The entries on succeeding rows are computed by the same process based on previous row entries. If there are any zeros or sign changes in the column, the system is unstable. The number of sign changes in the column is the number of poles in the right half-plane (pp. 693-694).

aD

Analysis of Feedback Systems

Page 28: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 28

Analysis of Feedback SystemsRoot Locus

Common Type of Feedback System

System Transfer Function HH

H Hs

K sK s s

( ) = ( )+ ( ) ( )

1

1 21

Loop Transfer Function T H Hs K s s( ) = ( ) ( )1 2

Page 29: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 29

Analysis of Feedback SystemsRoot Locus

Poles of H(s) Zeros of 1 + T(s)

T is of the form TPQ

s Kss

( ) = ( )( )

Poles of H(s) Zeros of 1 + Kss

PQ

( )( )

Poles of H(s)

Q Ps K s( )+ ( ) = 0

orQ

Ps

Ks

( ) + ( ) = 0

Page 30: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 30

Analysis of Feedback SystemsRoot Locus

K can range from zero to infinity. For K approaching zero,using

the poles of H are the same as the zeros of whichare the poles of T. For K approaching infinity, using

the poles of H are the same as the zeros of whichare the zeros of T. So the poles of H start on the poles of Tand terminate on the zeros of T, some of which may be atinfinity. The curves traced by these pole locations as K isvaried are called the root locus.

Q Ps K s( )+ ( ) = 0

Q s( ) = 0

QP

sK

s( ) + ( ) = 0

P s( ) = 0

Page 31: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 31

Analysis of Feedback SystemsRoot Locus

Let and let .

Then

No matter how large K getsthis system is stable because the poles always lie in the left half-plane (although for large K the system may bevery underdamped).

H1 1 2s

Ks s

( ) =+( ) +( ) H2 1s( ) =

T sK

s s( ) =

+( ) +( )1 2 RootLocus

Page 32: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 32

Analysis of Feedback SystemsRoot Locus

RootLocus

Let

and let .

At some finite value of Kthe system becomesunstable because twopoles move into the righthalf-plane.

H2 1s( ) =

H1 1 2 3s

Ks s s

( ) =+( ) +( ) +( )

Page 33: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 33

Analysis of Feedback Systems

1. Each root-locus branch begins on a pole of T andterminates on a zero of T.

2. Any portion of the real axis for which the sum of thenumber of real poles and/or real zeros lying to its right onthe real axis is odd, is a part of the root locus.

3. The root locus is symmetrical about the real axis...

Four Rules for Drawing a Root Locus

Root Locus

Page 34: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 34

.

.4. If the number of finite poles of T exceeds the number of finitezeros of T by an integer, m, then m branches of the root locusterminate on zeros of T which lie at infinity. Each of these branchesapproaches a straight-line asymptote and the angles of theseasymptotes are at the angles,

with respect to the positive real axis. These asymptotes intersect onthe real axis at the location,

km

, , , ,...=1 3 5

Analysis of Feedback SystemsRoot Locus

σ = −( )∑ ∑1m

finite poles finite zeros

Page 35: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 35

Analysis of Feedback SystemsRoot Locus Examples

Page 36: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 36

Analysis of Feedback SystemsGain and Phase Margin

Real systems are usually designed with a margin of error toallow for small parameter variations and still be stable.

That “margin” can be viewed as a gain margin or a phasemargin.

System instability occurs if, for any real ω,

a number with a magnitude of one and a phase of -πradians.

T jω( ) = −1

Page 37: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 37

Analysis of Feedback SystemsGain and Phase Margin

So to be guaranteed stable, a system must have a T whosemagnitude, as a function of frequency, is less than one whenthe phase hits -π or, seen another way, T must have a phase, as

a function of frequency, more positive than - π for all |T|

greater than one.

The difference between the a magnitude of T of 0 dB and themagnitude of T when the phase hits - π is the gain margin.

The difference between the phase of T when the magnitudehits 0 dB and a phase of - π is the phase margin.

Page 38: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 38

Analysis of Feedback SystemsGain and Phase Margin

Page 39: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 39

Analysis of Feedback SystemsSteady-State Tracking Errors in Unity-Gain Feedback Systems

A very common type of feedback system is the unity-gainfeedback connection.

The aim of this type of system is to make the response“track” the excitation. When the error signal is zero, theexcitation and response are equal.

Page 40: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 40

Analysis of Feedback SystemsSteady-State Tracking Errors in Unity-Gain Feedback Systems

The Laplace transform of the error signal is

The steady-state value of this signal is (using the final-value theorem)

If the excitation is the unit step, , then the steady-state error is

EXH

ss

s( ) = ( )

+ ( )1 1

lim e lim E limXHt s s

t s s ss

s→∞ → →( ) = ( ) = ( )

+ ( )0 011

A tu( )

lim e limHt s

tA

s→∞ →( ) =

+ ( )011

Page 41: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 41

Analysis of Feedback SystemsSteady-State Tracking Errors in Unity-Gain Feedback Systems

If the forward transfer function is in the common form,

then

If and the steady-state error is zero and theforward transfer function can be written as

which has a pole at s = 0.

H11

12

21 0

11

22

1 0

sb s b s b s b s ba s a s a s a s a

NN

NN

DD

DD( ) = + + + +

+ + + +−

−−

L

L

lim e limt s

NN

NN

DD

DD

tb s b s b s b s ba s a s a s a s a

aa b→∞ → −

−−

( ) =+ + + + +

+ + + +

=+0

11

22

1 0

11

22

1 0

0

0 0

1

1L

L

a0 0= b0 0≠

H11

12

21 0

11

22 1

sb s b s b s b s b

s a s a s a s aN

NN

N

DD

DD( ) = + + + +

+ + +( )−

−−

−L

L

Page 42: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 42

Analysis of Feedback SystemsSteady-State Tracking Errors in Unity-Gain Feedback Systems

If the forward transfer function of a unity-gain feedbacksystem has a pole at zero and the system is stable, thesteady-state error with step excitation is zero. This typeof system is called a “type 1” system (one pole at s = 0 inthe forward transfer function). If there are no poles ats = 0, it is called a “type 0” system and the steady-stateerror with step excitation is non-zero.

Page 43: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 43

Analysis of Feedback SystemsSteady-State Tracking Errors in Unity-Gain Feedback Systems

The steady-state error with ramp excitation is

Infinite for a stable type 0 system

Finite and non-zero for a stable type 1 system

Zero for a stable type 2 system (2 poles at s = 0 inthe forward transfer function)

Page 44: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 44

Block Diagram ReductionIt is possible, by a series of operations, to reduce a complicated block diagram down to a single block.

Moving a Pick-Off Point

Page 45: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 45

Block Diagram ReductionMoving a Summer

Page 46: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 46

Block Diagram Reduction

Combining Two Summers

Page 47: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 47

Block Diagram Reduction

Move Pick-Off Point

Page 48: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 48

Block Diagram Reduction

Move Summer

Page 49: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 49

Block Diagram Reduction

Combine Summers

Page 50: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 50

Block Diagram Reduction

Combine Parallel Blocks

Page 51: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 51

Block Diagram Reduction

Combine Cascaded Blocks

Page 52: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 52

Block Diagram Reduction

Reduce Feedback Loop

Page 53: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 53

Block Diagram Reduction

Combine Cascaded Blocks

Page 54: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 54

Mason’s Theorem

Number of Paths from Input to Output - N p

Number of Feedback Loops - NL

Transfer Function of ith Path from Input to Output - Pi s( )

Loop transfer Function of ith Feedback Loop - Ti s( )

∆ s s s s s s sii

N

i jij

i j ki j k

L

( ) = + ( )+ ( ) ( )+ ( ) ( ) ( )+=∑ ∑ ∑1

1

T T T T T Tth loopandth loop not

sharing a signal

th, th, th loops not

sharing a signal

L

Definitions:

Page 55: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 55

Mason’s Theorem

The overall system transfer function is

HP

ss s

s

i ii

N p

( ) =( ) ( )

( )=∑ ∆

∆1

where is the same as except that all feedbackloops which share a signal with the ith path, , areexcluded.

∆ i s( ) ∆ s( )Pi s( )

Page 56: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 56

Mason’s Theorem

P1

10s

s( ) =

P2

13

ss

( ) =+

N p = 2 NL =1

∆ ss s s s

( ) = ++

= ++( )1

1 38

13

8∆ ∆1 2 1s s( ) = ( ) =

HP

ss s

ss s

s s

s s

s s s

i ii

N p

( ) =( ) ( )

( ) =+

++

+( )= +( ) +( )

+( ) + +( )=∑ ∆

∆1

2

10 13

13

8

8 11 303 8 3

Page 57: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 57

System Responses to Standard Signals

HND

sss

( ) = ( )( )Let be proper in s. Then the Laplace transform

of the unit step response is

Y HND

ND

s ss

s sss

Ks

( ) = ( ) = ( )( ) = ( )

( ) +−11

If the system is stable, the inverse Laplace transform ofis called the transient response and the steady-state

response is .

ND

1 ss( )( )

H 0( )s

K = ( )H 0

Unit Step Response

Page 58: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 58

System Responses to Standard Signals

HND

sss

( ) = ( )( )Let be proper in s. If the Laplace transform of the

excitation is some general excitation, X(s), then the Laplace transform of the response is

YND

XND

ND

ND

ND

sss

sss

ss

ss

ss

x

x

x

x

( ) = ( )( ) ( ) = ( )

( )( )( ) = ( )

( ) + ( )( )

1 1

same polesas system

same polesas excitation

123 123

Page 59: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 59

Let . Then the unit step response is

Unit Step Response

H sA

sp

( ) =−1

y ut A e tpt( ) = −( ) ( )1

System Responses to Standard Signals

Page 60: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 60

System Responses to Standard Signals

Let

Η sA

s s( ) =

+ +ω

ζω ω02

20 0

22

(pp. 710-712)

Unit Step Response

Page 61: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 61

System Responses to Standard Signals

Let Η sA

s s( ) =

+ +ω

ζω ω02

20 0

22

Unit Step Response

Page 62: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 62

System Responses to Standard SignalsH

ND

sss

( ) = ( )( )Let be proper in s. If the excitation is a suddenly-

applied, unit-amplitude cosine, the response is

which can be reduced and inverse Laplace transformed into(pp. 713-714)

If the system is stable, the steady-state response is a sinusoid ofsame frequency as the excitation but, generally, a differentmagnitude and phase.

YND

sss

ss

( ) = ( )( ) +2

02ω

y

ND

H cos H utss

j t j t( ) = ( )( )

+ ( ) + ∠ ( )( ) ( )−L 1 10 0 0ω ω ω

Page 63: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 63

Pole-Zero Diagrams andFrequency Response

If the transfer function of a system is H(s), the frequency response is H(jω). The most common type of transfer function

is of the form,

Therefore H(jω) is

H s As z s z s z

s p s p s pN

D

( ) =−( ) −( ) −( )−( ) −( ) −( )

1 2

1 2

L

L

H j Aj z j z j z

j p j p j pN

D

ω ω ω ωω ω ω

( ) =−( ) −( ) −( )−( ) −( ) −( )

1 2

1 2

L

L

Page 64: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 64

Pole-Zero Diagrams andFrequency Response

Let H ss

s( ) =

+3

3

H jj

jω ω

ω( ) =

+3

3

The numerator, jω, and the

denominator, jω + 3, can be

conceived as vectors in the s plane.

H jj

jω ω

ω( ) =

+3

3∠ ( ) = ∠ + ∠ − ∠ +( )

=H j j jω ω ω3 3

0{

Page 65: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 65

Pole-Zero Diagrams andFrequency Response

lim H limω ω

ω ωω→ →+ +

( ) =+

=0 0

33

0jj

jlim H lim

ω ωω ω

ω→ →− −( ) =

+=

0 03

30j

jj

lim H limω ω

ω ωω→+∞ →+∞

( ) =+

=jj

j3

33lim H lim

ω ωω ω

ω→−∞ →−∞( ) =

+=j

jj

33

3

Page 66: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 66

Pole-Zero Diagrams andFrequency Response

lim Hω

ω π π→ +

∠ ( ) = − =0 2

02

jlim Hω

ω π π→ −

∠ ( ) = − − = −0 2

02

j

lim Hω

ω π π→−∞

∠ ( ) = − − −

=j

2 20 lim H

ωω π π

→+∞∠ ( ) = − =j

2 20

Page 67: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 67

Butterworth FiltersThe squared magnitude of the transfer function of an nth order, unity-gain, lowpass Butterworth filter with a corner frequency of 1 radian/s is

This is called a normalizedButterworth filter becauseits gain is normalized to one and its corner frequencyis normalized to 1 radian/s.

H j nωω

( ) =+

2

2

11

Page 68: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 68

Butterworth FiltersA Butterworth filter transfer function has no finite zeros andthe poles all lie on a semicircle in the left-half plane whoseradius is the corner frequency in radians/s and the anglebetween the pole locations is always π/n radians.

Page 69: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 69

Butterworth FiltersFrequency Transformations

A normalized lowpass Butterworth filter can be transformedinto an unnormalized highpass, bandpass or bandstop Butterworthfilter through the following transformations (pp. 721-725).

Lowpass to Highpass

Lowpass to Bandpass

Lowpass to Bandstop

ss

c→ ω

sss

L H

H L

→ +−( )

2 ω ωω ω

ss

sH L

L H

→−( )

+ω ω

ω ω2

Page 70: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 70

Standard Realizations of Systems

There are multiple ways of drawing a system block diagramcorresponding to a given transfer function of the form,

HYX

,sss

b s

a s

b s b s b s bs a s a s a

ak

k

k

N

kk

k

NN

NN

N

NN

N N( ) = ( )( ) = = + + + +

+ + + +==

=

−−

−−

∑0

0

11

1 0

11

1 0

1L

L

Page 71: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 71

Standard Realizations of SystemsCanonical Form

The transfer function can be conceived as the product of twotransfer functions,

and H

YX1

1

11

1 0

1s

ss s a s a s aN

NN( ) = ( )

( ) =+ + + +−

− L

HYY2

11

11 0s

ss

b s b s b s bNN

NN( ) = ( )

( ) = + + + +−− L

Page 72: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 72

Standard Realizations of SystemsCanonical Form

The system can then be realized in this form,

Page 73: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 73

Standard Realizations of SystemsCascade Form

The transfer function can be factored into the form,

and each factor can be realized in a small canonical-formsubsystem of either of the two forms,

and these subsystems can then be cascade connected.

H s As zs p

s zs p

s zs p s p s p s p

N

N N N D

( ) = −−

−−

−− − − −+ +

1

1

2

2 1 2

1 1 1L L

Page 74: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 74

Standard Realizations of SystemsCascade Form

A problem that arises in the cascade form is that some polesor zeros may be complex. In that case, a complex conjugatepair can be combined into one second-order subsystem of theform,

Page 75: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 75

Standard Realizations of SystemsParallel Form

The transfer function can be expanded in partial fractions ofthe form,

Each of these terms describes a subsystem. When all thesubsystems are connected in parallel the overall system isrealized.

H sK

s pK

s pK

s pD

D

( ) =−

+−

+ +−

1

1

2

2

L

Page 76: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 76

Standard Realizations of SystemsParallel Form

Page 77: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 77

State-Space Analysis• In larger systems it is important to keep the

analysis methods systematic to avoid errors

• One popular method for doing this is throughthe use of state variables

• State variables are signals in a system which,together with the excitations, completelycharacterize the state of the system

• As the system changes dynamically the statevariables change value and the system moveson a trajectory through state space

Page 78: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 78

State-Space Analysis

• State space is an N-dimensional space whereN is the order of the system

• The order of a system is the number of statevariables needed to characterize it

• State variables are not unique, there can bemultiple correct sets

Page 79: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 79

State-Space Analysis

• There are several advantages to state-spaceanalysis– Reduction of the probability of analysis errors

– Complete description of the system signals

– Insight into system dynamics

– Can be formulated using matrix methods and thesystem state can be expressed in two matrixequations

– Combined with transform methods it is verypowerful

Page 80: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 80

State-Space AnalysisTo illustrate state-space methods, let the system be this circuit

Let the state variables be the capacitor voltage and the inductorcurrent and let the output signals be v i .out Rt t( ) ( )and

Page 81: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 81

State-Space AnalysisTwo differential equations in the two state variables, called the state equations, characterize the circuit,

Two more equations called the output equations define the responses in terms of the state variables,

′ ( ) = ( )i vL CtL

t1 ′ ( ) = − ( )− ( )+ ( )v i v iC L C int

Ct

GC

tC

t1 1

v vout Ct t( ) = ( ) i vR Ct G t( ) = ( )

Page 82: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 82

State-Space Analysis

The state equations can be written in matrix form as

and the output equations can be written in matrix form as

′ ( )′ ( )

=− −

( )( )

+

( )[ ]i

v

i

viL

C

L

Cin

t

tL

CGC

t

t Ct

01

1

01

v

i

i

viout

R

L

Cin

t

t G

t

tt

( )( )

=

( )( )

+

( )[ ]0 1

0

0

0

Page 83: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 83

State-Space Analysis

A block diagram for the system can be drawn directly from the state and output equations.

Page 84: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 84

State-Space Analysis

The state and output equations can be written compactly as

where

′( ) = ( )+ ( )q Aq Bxt t t

y Cq Dxt t t( ) = ( )+ ( )

q tt

tL

C

( ) =( )( )

i

vA =

− −

01

1L

CGC

B =

01C

x t tin( ) = ( )[ ]i

y tt

tout

R

( ) =( )

( )

v

iC =

0 1

0 GD =

0

0

Page 85: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 85

State-Space AnalysisThe solution of the state and output equations can be foundusing the Laplace transform.

or

Multiplying both sides by

The matrix, , is conventionally designated by thesymbol, . Then

s s s sQ q AQ BX( )− ( ) = ( )+ ( )+0

s s sI A Q BX q−[ ] ( ) = ( )+ ( )+0

sI A−[ ]−1

Q I A BX qs s s( ) = −[ ] ( )+ ( )[ ]− +1 0

sI A−[ ]−1

Φ s( )

Q BX q BX qs s s s s s( ) = ( ) ( )+ ( )[ ] = ( ) ( )+ ( ) ( )+

+

Φ Φ Φ0 0zero stateresponse

zero inputresponse

1 24 34 1 24 34

Page 86: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 86

State-Space Analysis

The time-domain solution is then

where and is called the state transition matrix.

q Bx qt t t t( ) = ( )∗ ( )+ ( ) ( )−

+

φ φzero stateresponse

zero inputresponse

1 24 34 1 24 340

φ t s( )← → ( )L Φ φ t( )

Page 87: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 87

State-Space Analysis

To make the example concrete, let the excitation and initialconditions be

and let

i ut A t( ) = ( ) q 00

0

0

1+

+

+( ) =( )( )

=

i

vL

C

R C L= = =13

1 1, ,

Φ s ss

L

Cs

GC

sGC L

Cs

sGC

sLC

( ) = −( ) =−

+

=

+

+ +

I A 1

1

2

1

1

1

1

1

Page 88: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 88

State-Space AnalysisSolving for the states in the Laplace domain,

Q ssLC s

GC

sLC

L sGC

sLC

C sGC

sLC

s

sGC

sLC

( ) =+ +

++ +

+ +

++ +

11

11

11 1

2 2

2 2

Substituting in numerical component values,

Q s s s s s s

s ss

s s

( ) = + +( ) ++ +

+ ++

+ +

13 1

13 1

13 1 3 1

2 2

2 2

Page 89: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 89

State-Space AnalysisInverse Laplace transforming, the state variables are

and the response is

or

q te e

e et

t t

t t( ) =

− −+

( )

− −

− −

1 0 277 0 723

0 723 0 277

2 62 0 382

0 382 2 62

. .

. .u

. .

. .

y q xtG

e e

e et

t t

t t( ) =

+

=

− −+

( )

− −

− −

0 1

0

0

0

0 1

0 3

1 0 277 0 723

0 723 0 277

2 62 0 382

0 382 2 62

. .

. .u

. .

. .

y te e

e et

t t

t t( ) =

++

( )

− −

− −

0 723 0 277

2 169 0 831

0 382 2 62

0 382 2 62

. .

. .u

. .

. .

Page 90: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 90

State-Space Analysis

In a system in which the initial conditions are zero (thezero-input response is zero), the matrix transfer functioncan be found from the state and output equations.

or

The response is

and the matrix transfer function is

s s s sQ q AQ BX( )− ( ) = ( )+ ( )+

=

0

0123

Q I A BX BXs s s s s( ) = −[ ] ( ) = ( ) ( )−1 Φ

Y CQ DX C BX DX C B D Xs s s s s s s s( ) = ( )+ ( ) = ( ) ( )+ ( ) = ( ) +[ ] ( )Φ Φ

H C B Ds s( ) = ( ) +Φ

Page 91: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 91

State-Space AnalysisAny set of state variables can be transformed into anothervalid set through a linear transformation. Let be theinitial set and let be the new set, related to by

Then

and using ,

where

q1 t( )q2 t( ) q1 t( )

q Tq2 1t t( ) = ( )

′ ( ) = ′ ( ) = ( )+ ( )( ) = ( )+ ( )q Tq T A q B x TA q TB x2 1 1 1 1 1 1 1t t t t t t

q T q11

2t t( ) = ( )−

′ ( ) = ( )+ ( ) = ( )+ ( )−q TA T q TB x A q B x2 11

2 1 2 2 2t t t t t

A TA T2 11= − B TB2 1=

Page 92: Signals and Systems Laplace Transform Analysis of

5/10/04 M. J. Roberts - All Rights Reserved 92

State-Space Analysis

By a similar argument,

where

Transformation to a new set of state variables does not changethe eigenvalues of the system.

y C q D xt t t( ) = ( )+ ( )2 2 2

C C T2 11= − D D2 1=