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UCSI University Faculty of Engineering

Kuala Lumpur, Malaysia Department of Mechatronics

Lecture 2
Mathematical Review

Mohd Sulhi bin Azman


Lecturer
Department of Mechatronics
UCSI University
sulhi@ucsi.edu.my

1 August 2011

EE406 Control Systems Lecture 2 : Mathematical Review Page : 1

Contents
Partial Fraction Expansion
Matrices:
Determinant
Inverse
Eigenvalues and Eigenvectors
Cramers Rule
Differential Equations
Laplace Transforms
Transfer Function
State Space Representation

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Partial Fraction Expansion
A complete (single) fraction can be decomposed
or expanded into its partial form.

There are few methods used for partial


fraction expansion, however, we will be using the
following method:
Heaviside Cover-up Method.
Equating or comparing the coefficients method.

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Partial Fraction Expansion


Case I : Linear Factors
f ( x) k k
= 1 + 2
( x + a )( x + b ) x + a x + b

To find k1 and k2, we use Heaviside Cover-up


method:

f ( x) f ( x) f ( x) f ( x)
k1 = lim = k2 = lim =
x a ( x + b ) ( x + b ) x a x b ( x + a ) ( x + a ) xb

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Partial Fraction Expansion
Case II : Repeated Factors

f ( x) k1 k2 kn
= + + +
( x + a )( x + a ) ( x + a ) x + a ( x + b )2 ( x + b)
2 n n

To find k1, k2, , kn, we may use the comparing


coefficients method. Alternatively, we may also
use Heaviside cover-up method.

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Determinant
A determinant is a special number associated with a
square matrix.

We may determine a determinant by expanding along a


row or a column by using Laplaces formula for expanding
the determinant:
n
det( A) = A = Ai , j ( 1)
i+ j
M i, j
j =1

Where M is a minor matrix obtained by deleting specific


row and column. This formula works with a square matrix
of the n x n order.

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Cramers Rule
Most equations can be represented in matrix form. And therefore,
equations in matrix form can be solved by using Cramers Rule, and
of course any method suitable and relevant method. For now, let us
focus on Cramers Rule as it is the easiest method of solving matrix
equations of the form Ax=b.

If: a1 b1 x1 c1
a b x = c
2

2 2 2
D
Then:
c1 b1 a1 c1
Dx1 c2 b 2 cb c b Dx2 a2 c 2 a1c2 a2 c1
x1 = = = 1 2 2 1 x2 = = =
D a1 b1 a1b2 a2b1 D a1 b1 a1b2 a2b1
a2 b 2 a2 b2
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Cramers Rule
We can also use Cramers rule to solve for a 3x3
systems of linear equations. The relevant
formula is given as:

x=Dx/D

y=Dy/D

z=Dz/D

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Differential Equations
Differential equation describes the behaviour
of a particular system.

There are two types of differential equations:


Ordinary differential equations
Partial differential equations (not covered in this
course)

The order of a differential equation is the


highest order of derivative contained within the
expression.

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Differential Equations
Definition (nth order):
dnx d n 1 x d n2 x d 3x d 2x dx
an + an 1 + an2 + + a + a + a1 + a0 x = f (t )
dt n 1 dt n 2
3 2
dt n dt 3 dt 2 dt

First order:
dx
a1 + a0 x = f (t )
dt

Second order:

d 2x dx
a2 2
+ a1 + a0 x = f (t )
dt dt

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First Order ODE
The highest derivative in the first order ODE is
one (1).

There are two general method for solving the


first order ODE:
Separation of variables (SOVA)
Integrating factor (for linear first order ODE)

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First Order ODE : Integrating Method


Given : dx
a1 + a0 x = f (t )
dt
Dividing by a1 throughout:
dx a0 f (t )
+ x=
dt a1 a1

Define P(t) and Q(t):

dx
+ P (t ) x = Q(t )
dt

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First Order ODE : Integrating Method
The solution is then given by:

x(t ) =
u (t ) Q(t ) dt + C
u (t )

Where u(t) is the integrating factor, defined by:

u (t ) = exp ( P(t ) dt ) = e P ( t ) dt

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Second Order ODE


The highest order of derivative contain within the expression of a
second order ODE is 2.

d 2x dx
General form: a2 2
+ a1 + a0 x = f (t )
dt dt
Solving second order ODE:
Method of undetermined coefficients; or
Variation of parameters; or
Series solution of differential equation; or
Laplace transforms.

There are two type of solutions for a second order ODE:

x(t ) = xhomogeneous + xparticular = xh (t ) + x p (t )

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Solution of Second Order ODE
The homogenous solution is found by setting
f(t)=0 and letting:
dx d 2x
m= m2 =
dt dt 2

Which will then lead to a quadratic equation:


a2 m 2 + a1m + a0 = 0

And the solution is given by:


a1 a12 4a2 a0
m 1,2 =
2a2

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Solution of Second Order ODE


If:
m1,2 = real and distinct roots i.e. m1 and m2, then:

xh (t ) = k1e m 1t + k2 em 2t
m1,2 = real and repeated roots i.e. m1 and m1, then:

xh (t ) = k1em 1t + k2 xem 1t = ( k1 + k2 x ) e m 1t
m1,2 = complex conjugate i.e. j, then:

xh (t ) = e t ( cos t + j sin t )

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Solution of Second Order ODE
The particular solution depends on the trial function:

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Laplace Transform
The Laplace transform is a very powerful method that is
used widely in control engineering to solve differential
equations.

It basically transforms a time-domain equation to a


frequency domain equation.

Mathematical definition:

L { f (t )} = F ( s) = f (t ) e st dt
0

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Some Important Theorems

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Some Important Theorems

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Some Important Theorems

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Transfer Functions
The transfer function is the ratio between the output to the input.
It is usually obtained by taking the forward Laplace transform of
differential equation, assuming zero initial conditions.

Definition:

(Source : Wikipedia, 2010)


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Transfer Functions
A transfer function is basically written in the following format:

Output C ( s)
G(s) = =
Input R( s)
Again, the transfer function is found by taking forward Laplace
transform of differential equations, assuming zero initial condition.

We will also come across the terms gain, zeros and poles when
dealing with transfer function.

Another alternative form of a transfer function is:

K (s + z)
G(s) =
s+ p

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Transfer Functions
Now, K stands for gain, z stands for zeros and p stand for
poles.

A zero is a number that causes the numerator of the transfer


function to be zero.

A pole is a number that causes the denominator of the transfer


function to be zero. Another name for a pole is root.

Another form of a transfer function is the factor form, where the


numerator and the denominator of the transfer function is written
as factors of linear function. The general format is:

( s + zi )
G( s) = K
( s + pi )

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Transfer Functions
We can plot the values of the pole(s) and zero(s) on a
pole-zero map, also known as the pz-map.

A pole is marked with the symbol cross (x) while a zero


is marked with the symbol empty circle (o).

Example: Plot the poles and zeros for the following:

2s
G( s) =
( s + 1)( s + 2 )

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Transfer Functions
Solution to the example in the previous slide:

Im

Re

-2 -1

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State Space Representation
A state space representation is a modern method of representing
differential equations in matrix form. We can then use MATLAB to
perform a state space analysis of a control system.

Definition:

(source : Wikipedia, 2010)


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Example : From DEs to State Space


Observe the following conversion:
d2y dy
a2 2 + a1 + a0 y = f ( x )
dx dx

y1 = y y1 = y = y2

y2 = y y2 =
y

y2 + a1 y 2 + a0 y1 = f ( x)
a2
1
y2 =
( a0 y1 + a1 y 2 f ( x) )
a2

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Example : From DEs to State Space
And finally, in a state space matrix:

y1 1 0 1 y1 0
y = a a +
a1 y2 1
f ( x)
2 2 0

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Next Step
Textbook reference : Chapter 2.

Homework 2 has been posted on the course


website. Attempt them. You do not have to
submit Homework 2 as it will not be graded.

Thank You.

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Wise Word

"Failure will never overtake me if my


determination to succeed is strong enough.
Og Mandino

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