Introduction to Goals and recap Introduction to Goals and recap

Dynamic systems Dynamic systems

control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Brief recap

We did...

I Define a control system and describe some applications

Modelling dynamic systems I Describe the basic features and configurations of control systems
Systems and mathematical models I Describe control systems analysis and design objectives
I Describe a control system’s design process

Michela Mulas
Disturbance

Manipulated Controlled
Reference Error Variable
Variable
Controller System

Measurement

Systems and models 1 / 35 Systems and models 2 / 35

Introduction to Goals and recap Introduction to Goals and recap

Dynamic systems Dynamic systems
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Brief recap Brief recap

We did... We did...

I A system is an “object” in which variables of different kinds interact and produce I A system is an “object” in which variables of different kinds interact and produce
observable signals. observable signals.
I If the system is dynamic these variables (or signals) evolve with time. I If the system is dynamic these variables (or signals) evolve with time.

Exercise L1E1: A common control problem that

I Outputs are the observable signals of
Disturbances interest to us.
we might face every day is taking a shower.
Identify the following:
I Inputs are external signals that can be
Inputs Outputs manipulated by the observer.
System 1. Control objectives.
I Disturbances are external signals that can 2. Input variables
not be manipulated.
3. Output variables
I The choice between inputs and outputs
depends on the control objectives. 4. Constraints
5. Control structure

Systems and models 3 / 35 Systems and models 4 / 35

 Introduction to Goals and recap Introduction to Goals and recap
Dynamic systems Dynamic systems
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Goals Dynamic systems

u1 (t) y1 (t)
Today’s lecture is about ...
.. ..
Input-output representation . S .
I Describe dynamic systems ur (t) yp (t)
I Describe and understand mathematical models
Inputs (causes) Outputs (effects)
I Define the main properties of a mathematical model

I The inputs (external causes) are developed outside the system, their evolution
Reading list influence the system behaviour.
They are the manipulated variables and the disturbances.
Nise, Control Systems Engineering (6th Edition) I The outputs (effects) depend on the inputs and on the nature of the system itself.
Ogata and Severo Engenharia de Controle Moderno (3th Ed., or newer), in I The system (S) can be considered as an operator that assigns a specific
Portuguese. behaviour to the outputs given every possible behaviour of the inputs.

Systems and models 5 / 35 Systems and models 6 / 35

Introduction to Goals and recap Introduction to Goals and recap

Dynamic systems Dynamic systems
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Dynamic systems Dynamic systems

Example
u1 (t) y1 (t)
Consider a system of two identical tanks of cross-sectional area A [m2 ].
.. ..
Input-output representation . S .
I q1 [m3 /s] is the flow-rate on the 1st tank q1 q2
ur (t) yp (t)
I q2 [m3 /s] is the flow-rate on the 2nd tank
Inputs (causes) Outputs (effects)
I q3 [m3 /s] is the output flow-rate
h1
I h1 [m] is the liquid height in the 1st tank h2
I A Single-Input-Single-Output (SISO)
system has only 1-input (r = 1) and I h2 [m] is the liquid height in the 2nd tank
u(t) = u1 (t) . . . ur ∈ Rr
 
1-output (p = 1). q 3 = k · h2
y(t) = y1 (t) . . . yp ∈ Rp
 
I A Multiple-Input-Multiple-Output (MIMO)
system has r-inputs and p-outputs. q1 and q2 can be set to a desired value by manipulating them with some pumps.
q3 is a linear function of the liquid in the second tank, h2 .

Systems and models 7 / 35 Systems and models 8 / 35

 Introduction to Goals and recap Introduction to Goals and recap
Dynamic systems Dynamic systems
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Dynamic systems Dynamic systems

Example
u1 (t) x1 (t) y1 (t)
Consider a system of two identical tanks of cross-sectional area A [m2 ].
.. .. ..
. . .
State variable representation
I q1 and q2 [m3 /s] are measurable and ur (t) xn (t) yp (t)
manipulable inputs q1 Inputs Outputs
They affect the liquid levels on the two tanks. d
Tanks
I d = h1 − h2 [m] is the output variable.
It is measurable but manipulable only through q2
q1 and q2 .
I A state variable is one of the set of variables used to describe the
mathematical “state” of a dynamical system.
This is a MISO (multiple-input-single-output) system with 2 inputs and 1 output. I The state of a system describes enough about the system to
determine the future output behaviour of y(t) given any external forces
u(t) affecting the system.
I The state of a dynamic system is a set of physical quantities, the
specification of which (in absence of external excitation) completely
determine the evolution of the system.

Systems and models 9 / 35 Systems and models 10 / 35

Introduction to Goals and recap Introduction to Goals and recap

Dynamic systems Dynamic systems Properties of mathematical models
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Dynamic systems Mathematical models

q1
State variable representation
h1
Again, consider the two-tank systems:
I d0 = h1,0 − h2,0 is the output value at the initial time t = t0 .
I h1,0 and h2,0 are the liquid level at the time t0 .
I Suppose that at t0 , the inputs are zero: q1,0 = q2,0 = 0.
In order to analyse (and then control) the system, we need to have a mathematical
q2 model of the system to describe it in a quantitative manner.
The mathematical model gives an exact mathematical description of the link
between inputs and outputs:
h2 I An input-output model describes the link between y(t) and the inputs u(t) as
differential equations.
q 3 = k · h2 I A state-variable model describes:
The evolution of the state variable ẋ(t) ∈ Rn depends on the state x(t) ∈ Rn
and the input u(t) ∈ Rr (state equation).
The output y(t) ∈ Rp depends on the state x(t) and the input u(t) (output
transformation).

I The output at any t > t0 depends on the values of q1 (t) and q2 (t) during the
interval [t0 , t].
I The state variable is the link between the inputs and the output.

Systems and models 11 / 35 Systems and models 12 / 35

 Introduction to Goals and recap Introduction to Goals and recap
Dynamic systems Properties of mathematical models Dynamic systems Properties of mathematical models
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Mathematical models Mathematical models

Input-output models Input-output models

The IO model for a SISO system is given by one differential equation as: The IO model for a MIMO system with p output and r inputs is given by p differential
  equations as:
h y(t), ẏ(t), . . . , yn (t), u(t), u̇(t), . . . , um (t) = 0
| {z }| {z }   
output input 

h1 y1 (t), y˙1 (t), . . . , yn1 (t), u1 (t), u˙1 (t), . . . , um m
1 (t), . . . , ur (t), u˙r (t), . . . , ur (t), t = 0

 | {z }| {z } | {z }
d (n) d n  output 1 input 1 input r
I ẏ(t) = dt y(t), . . . , ẏ (t) = dt y (t);


  
(t), ˙2 (t), . . . , yn2 (t), u1 (t), u˙1 (t), . . . , um (t), . . . , (t), ˙r (t), . . . , um (t) , =0


h2 y 2 y 1 u r u r t
h is a function of parameter that depends on the system under study;
I


 | {z }| {z } | {z }
output 2 input 1 input r
I n is the higher derivation order of the outputs and coincides with the system order. .. .
.  ..




I m is the higher derivation order of the inputs. 
 
hp yp (t), y˙p (t), . . . , ynp (t), u1 (t), u˙1 (t), . . . , um m

1 (t), . . . , ur (t), u˙r (t), . . . , ur (t), t = 0




 }| {z } | {z }
Example:
 | {z
√

output p input 1 input r
2ẏ(t)y(t) + 2 tu(t)ü(t) = 0
I hi , with i = 1, . . . , p are functions that depend on the system.
I ni is the maximum degree of differentiation of the output yi (t).
I mi is the maximum degree of differentiation of the input ui (t).

Systems and models 13 / 35 Systems and models 14 / 35

Introduction to Goals and recap Introduction to Goals and recap

Dynamic systems Properties of mathematical models Dynamic systems Properties of mathematical models
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Mathematical models Mathematical models

State-variable models State-variable models

The state-variable model for a SISO system is given by n differential equations that The state-variable model for a SISO system is given by n differential equations that
link the derivative of each state variable to the input and the output to the state link the derivative of each state variable to the input and the output to the state
variables and the input: variables and the input:

ẋ(t) = f1 (x1 , . . . , xn (t), u(t), t) Given ẋ as
ẋ(t)
  

.. ..

d

 . 
. . ẋ(t) = x(t) =  .. 
dt
ẋ (t) = fn (x1 , . . . , xn (t), u(t), t)





n ẋn (t)
y(t) = g(x1 , . . . , xn (t), u(t), t)
we can simply write the system as:
(
I fi , i = 1, . . . , n and g are functions of different parameters given by the dynamics of ẋ(t) = f(x(t), u(t), t)
the system under study. y(t) = g(x(t), u(t), t)

Systems and models 15 / 35 Systems and models 16 / 35

 Introduction to Goals and recap Introduction to Goals and recap
Dynamic systems Properties of mathematical models Dynamic systems Properties of mathematical models
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Mathematical models Mathematical models

State-variable models Example q1 q2
The SV model for a MIMO system with r inputs and p outputs is given by:


 ẋ(t) = f1 (x1 , . . . , xn (t), u1 (t), . . . , ur (t), t) Define the IO and the SV
models for the two-tank system

ẋ (t) = f1 (x1 , . . . , xn (t), u1 (t), . . . , ur (t), t)

 n

 h1
we discussed previously.

 . .. h2
..


.
y1 (t) = g1 (x1 , . . . , xn (t), u1 (t), . . . , ur (t), t)

 q 3 = k · h2


.. ..


 . . For the conservation of mass for a incompressible fluid, we have:
 (
dV1

yp (t) = gp (x1 , . . . , xn (t), u1 (t), . . . , ur (t), t) dt = q1 (t) − q2 (t)

dV2
dt = q2 (t) − q3 (t) = q2 (t) − kḣ2 (t)
Equivalently, we can write:
( Given that h1 = V1 /A and that h2 = V2 /A, we can write:
ẋ(t) = f(x(t), u(t), t)
1
 
ẏ(t) = g(x(t), u(t), t) ḣ1 = q1 (t) − q2 (t)

A
ḣ = 1 q (t) − q (t) = 1 q (t) − k · h (t)
   
2 2 3 2 2
A A

I A is the cross-sectional area of the tanks.

Systems and models 17 / 35 Systems and models 18 / 35

Introduction to Goals and recap Introduction to Goals and recap

Dynamic systems Properties of mathematical models Dynamic systems Properties of mathematical models
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Mathematical models Mathematical models

Example q1 q2 Example q1 q2

Define the IO and the SV Define the IO and the SV

models for the two-tank system models for the two-tank system
h1 h1
we discussed previously. h2 we discussed previously. h2

q 3 = k · h2 q 3 = k · h2
By definition, y(t) = d(t) = h1 (t) − h2 (t): The SV model is given by:
1  
ẏ(t) = ḋ(t) = ḣ1 (t) − ḣ2 (t) = q1 (t) − 2q2 (t) + k · h2 (t) ẋ1 (t) = A · u1 (t) − A · u2 (t)

A ẋ2 (t) = −k · x2 (t) + A · u2 (t)
1  
= u1 (t) − 2u2 (t) + k(h1 (t) − y(t)) y(t) = x1 (t) − x2 (t)

A
I x1 (t) = h1 (t) and x2 (t) = h2 (t) are the state-variables;
Taking the second derivative and rearranging, the IO model is:
I u1 (t) = q1 (t) and u2 (t) = q2 (t) are the inputs;
k 1 2 k k
ÿ(t) + ẏ(t) = u̇1 (t) − u̇2 (t) + 2 u1 (t) − 2 u2 (t)
A A A A A I y(t) = d(t) is the output.

Systems and models 19 / 35 Systems and models 20 / 35

 Introduction to Goals and recap Introduction to Goals and recap
Dynamic systems Properties of mathematical models Dynamic systems Properties of mathematical models
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Dynamic and instantaneous systems Linear and nonlinear systems

A system is said to be: A system (model) is said to be:
I Instantaneous (or memoryless) if the value y(t) of the output at time t only I Linear if the system obeys the superposition principle.
depends on the value of the input u(t) at the same time t.
I Dynamic (or with memory), otherwise. If the system reacts to a cause c1 with the effect e1 and to a cause c2 with an
effect e2 , then the system responds to the cause ac1 + bc2 with an effect
A SISO system is said to be instantaneous if and only if the IO relation: ae1 + be2 , for every constants a and b.

h(y(t), u(t), t) = 0 The linear system exhibits property of additivity and satisfies the property of
homogeneity.
Analogously, for a MIMO system with r inputs and p outputs: I Nonlinear, otherwise.


 h1 (y1 (t), u1 (t), . . . , ur (t), t) = 0 An IO model is said to be linear if and only if the input-output relation is given by a
 h2 (y2 (t), u1 (t), . . . , ur (t), t) = 0

 linear differential equation:
..
. a0 (t)y(t) + a1 ẏ(t) + · · · + an (t)y(n) (t) = b0 (t)u(t) + b1 ẏ(t) + · · · + bm (t)y(n) (t)





hp (yp (t), u1 (t), . . . , ur (t), t) = 0
where the linear combinations of the IO coefficients are functions of time.

Systems and models 21 / 35 Systems and models 22 / 35

Introduction to Goals and recap Introduction to Goals and recap

Dynamic systems Properties of mathematical models Dynamic systems Properties of mathematical models
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Linear and nonlinear systems Linear and nonlinear systems

A state-space model is said to be linear if and only if the equations of state equation The two-tank system model is linear.
and the output transformation are linear equations: q1 q2

ẋ (t) = a1,1 (t)x1 (t) + · · · + a1,n (t)xn (t) + b1,1 (t)u1 (t) + · · · + b1,r (t)ur (t) The function that links h to the
 1


 . output and its derivatives to the
..


input and its derivatives is linear.





ẋ (t) = a (t)x (t) + · · · + a (t)x (t) + b (t)u (t) + · · · + b (t)u (t)
n n,1 1 n,n n 1,1 1 n,r r h1

y1 (t) = c1,1 (t)x1 (t) + · · · + c1,n (t)xn (t) + d1,1 (t)u1 (t) + · · · + d1,r (t)u(t)r (t) h2



 ..
.


q 3 = k · h2



yn (t) = cn,1 (t)x1 (t) + · · · + cn,n (t)xn (t) + d1,1 (t)u1 (t) + · · · + dn,r (t)ur (t)

The SV model can be written as:
That is: (

0 0

 
ẋ(t) = A(t)x(t) + B(t)u(t) 1 −1
A(t) =  k B(t) =
0 − 0 1
y(t) = C(t)x(t) + D(t)u(t) A
 
1 1  
C(t) = D(t) = 0 0
where A ∈ Rn×n , B ∈ Rn×r , C ∈ Rp×n , D ∈ Rp×r A A

Systems and models 23 / 35 Systems and models 24 / 35

 Introduction to Goals and recap Introduction to Goals and recap
Dynamic systems Properties of mathematical models Dynamic systems Properties of mathematical models
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Linear and nonlinear systems Time-invariant and time-variant systems

Let consider the system described by: A system is said to be:

y(t) = u(t) + 1
I Stationary (or time-invariant) if it obeys to the cause-effect translation
principle in time.
The system responds always with the same effect to the same cause,
Is this a linear or non-linear system? regardless of the time.

It is a non-linear system because the equation is a non-linear algebraic equation where I Non stationary (or time-variant), otherwise
the non-linearity is given by the term +1.

Systems and models 25 / 35 Systems and models 26 / 35

Introduction to Goals and recap Introduction to Goals and recap

Dynamic systems Properties of mathematical models Dynamic systems Properties of mathematical models
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Time-invariant and time-variant systems Time-invariant and time-variant systems

An IO system is said to be time-invariant if and only if the IO relation is (explicitly) time Let consider an instantaneous linear system:
independent.
y(t) = tu(t)
That is, for a SISO:
  Cleary, it is a non-stationary system.
h y(t), ẏ(t), . . . , y(n) , u(t), u̇(t), . . . , u(m) (t) = 0
This can be verified using the cause-effect translation principle considering the
and for a linear SISO: following input: (
1 if t ∈ [0, 1]
a0 y(t) + a1 ẏ(t) + · · · + an y(n) (t) = b0 u(t) + b1 u̇(t) + · · · + bn u(m) (t) u(t) =
0 otherwise

A state-variable system is said to be time-invariant if and only if the state equation and
the output transformation equations are time independent:
(
ẋ(t) = f(x(t), u(t))
y(t) = g(x(t), u(t))

and for a linear system: (

ẋ(t) = Ax(t) + Bu(t)
y(t) = Cx(t) + Du(t)

Systems and models 27 / 35 Systems and models 28 / 35

 Introduction to Goals and recap Introduction to Goals and recap
Dynamic systems Properties of mathematical models Dynamic systems Properties of mathematical models
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Proper and improper systems Proper and improper systems

A system is said to be: A system is said to be:
I Proper if the causality principle applies I Proper if the causality principle applies
The effect does not anticipate in time the cause that generate it. The effect does not anticipate in time the cause that generate it.
I Improper, otherwise I Improper, otherwise

An IO model for a SISO system is proper if and only if in the IO relationship: A SV model described by: (
  ẋ(t) = f(x(t), u(t), t)
h( y(t), ẏ(t), . . . , y(n) , u(t), u̇, . . . , um (t), t = 0 y(t) = g(x(t), u(t), t)

the output order is greater or equal to the input order (n ≥ m). is always a proper system.
I The system is strictly proper if y(t) = g(x(t), t).
If n > m the system is said to be strictly proper.
I The SV model for a linear and stationary strictly proper system becomes:
A MIMO system is said to be proper if ni ≥ maxj=1,...,r mi,j .
(
ẋ(t) = Ax(t) + Bu(t)
y(t) = Cx(t)

Systems and models 29 / 35 Systems and models 30 / 35

Introduction to Goals and recap Introduction to Goals and recap

Dynamic systems Properties of mathematical models Dynamic systems Properties of mathematical models
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Lumped and distributed systems Time delay systems

A system is said: A finite delay element is a system whose output y(t) at the time t is given by the input
I a Lumped parameter (or ‘with finite dimension”) if the state is described by a at the time u(t − T) at the time t − T, where T ∈ (0, +∞) is the delay introduced by the
finite number of quantities (each associated to one component). element.

I a Distributed parameter (or “with infinite dimension”), otherwise.

u(t) y(t) = u(t T)
For an IO model,
I a system with lumped parameters is described by a differential ordinary equation.
I a system with distributed parameters id described by a partial differential equation.

For a SV model,
I the state vector of a lumped parameter system has a finite number of components;
I the state vector of a distributed parameter system has an infinite number of
components.

Systems and models 31 / 35 Systems and models 32 / 35

 Introduction to Goals and recap Introduction to Goals and recap
Dynamic systems Dynamic systems
control systems control systems
Mathematical models Mathematical models
TI0118 TI0118
Exercises Exercises

Exercises Exercises
Exercise L1E2: Given the following mathematical models of dynamic systems: Exercise L1E3: Two tanks have a cross-sectional area A1 and A2 [m2 ], respectively,
and are arranged as shown in the Figure below.
ÿ(t) + y(t) = 5u̇(t)u(t)
The liquid heights on the two tanks are, respectively, h1 (t) and h2 (t) [m] and v1 (t) and
t2 ÿ(t) + tẏ(t) + y(t) = 5sin(t)ü(t) − 1 v2 (t) are the liquid volumes in the tanks.
" # " #" # " #
 ẋ1 (t) −2 t2 x1 (t) 1
= + u(t)

The first tank is fed by a flow-rate q(t) [m3 /s] and

 ẋ (t) −1 x2 (t)

2 0 1
h
"
i x (t)
# has an output flow-rate given by q1 (t) = K1 h1 (t)
1 [m3 /s].

y(t) = 2 1 x (t) + 3u(t)



2
The first tank feeds the second one whose
y(t) = u̇(t − T) output flow-rate is given by

1. Classify the models as IO or SV, defining the significant parameters such as q2 (t) = K2 h2 (t) [m3 /s]
derivation order, dimension of the state vector, inputs and outputs.
2. Define the properties of the models: linear or non-linear, stationary or time-variant, The mass conservation law for an
dynamic or instantaneous, with or without time delay, proper (strictly or not) or incompressible fluid states that the derivatives
improper. Discuss your answers. of the liquid fluid v(t) in the tank is given:

v̇(t) = qin (t) − qout (t)

Systems and models 33 / 35 Systems and models 34 / 35

Introduction to Goals and recap

Dynamic systems
control systems
Mathematical models
TI0118
Exercises

Exercises
Exercise L1E2: Two tanks have a cross-sectional area A1 and A2 [m2 ], respectively,
and are arranged as shown in the Figure below.
The liquid heights on the two tanks are, respectively, h1 (t) and h2 (t) [m] and v1 (t) and
v2 (t) are the liquid volumes in the tanks.

It is required to:
1. Define a mathematical model for the
system where x1 (t) = v1 (t) and
x2 (t) = v2 (t) are the state variables,
u(t) = q(t) as input and y(t) = h2 (t) as
output. Define the A, B, C, D matrixes.
2. Define the general properties of the model.
3. Define the mathematical model as IO
model.

Systems and models 35 / 35