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Lecture 2
Mathematical Review
1 August 2011
Contents
Partial Fraction Expansion
Matrices:
Determinant
Inverse
Eigenvalues and Eigenvectors
Cramers Rule
Differential Equations
Laplace Transforms
Transfer Function
State Space Representation
1
Partial Fraction Expansion
A complete (single) fraction can be decomposed
or expanded into its partial form.
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
2
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
Determinant
A determinant is a special number associated with a
square matrix.
3
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
EE406 Control Systems Lecture 2 : Mathematical Review Page : 7
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
4
Differential Equations
Differential equation describes the behaviour
of a particular system.
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).
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 )
u (t ) = exp ( P(t ) dt ) = e P ( t ) dt
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.
7
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
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:
Laplace Transform
The Laplace transform is a very powerful method that is
used widely in control engineering to solve differential
equations.
Mathematical definition:
L { f (t )} = F ( s) = f (t ) e st dt
0
9
Some Important Theorems
10
Some Important Theorems
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:
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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.
K (s + z)
G(s) =
s+ p
Transfer Functions
Now, K stands for gain, z stands for zeros and p stand for
poles.
( 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.
2s
G( s) =
( s + 1)( s + 2 )
Transfer Functions
Solution to the example in the previous slide:
Im
Re
-2 -1
13
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:
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
Next Step
Textbook reference : Chapter 2.
Thank You.
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Wise Word
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