Lecture 2 - Modeling and Simulation: - Model Types: ODE, PDE, State Machines, Hybrid - Modeling Approaches

EE392m - Winter 2003 Control Engineering 2-1
Lecture 2 - Modeling and Simulation

Model types: ODE, PDE, State Machines, Hybrid
Modeling approaches:
physics based (white box)
input-output models (black box)
Linear systems
Simulation
Modeling uncertainty
Goals
Review dynamical modeling approaches used for control
analysis and simulation
Most of the material us assumed to be known
Target audience
people specializing in controls - practical
Modeling in Control Engineering
Control in a
system
perspective
Physical system
Measurement
system
Sensors
Control
computing
Control
handles
Actuators
Physical
system
Control analysis
perspective
Control
computing
System model
Control
handle
model
Measurement
model
Models
Model is a mathematical representations of a system
Models allow simulating and analyzing the system
Models are never exact
Modeling depends on your goal
A single system may have many models
Always understand what is the purpose of the model
Large libraries of standard model templates exist
A conceptually new model is a big deal
Main goals of modeling in control engineering
conceptual analysis
detailed simulation
) , , (
) , , (
t u x g y
t u x f x
=
=
&
Modeling approaches
Controls analysis uses deterministic models. Randomness and
uncertainty are usually not dominant.
White box models: physics described by ODE and/or PDE
Dynamics, Newton mechanics
Space flight: add control inputs u and measured outputs y
) , ( t x f x =
&
v r
t F
r
r
m v
pert
=
+ =
&
&
) (
3
Orbital mechanics example

Newtons mechanics
fundamental laws
dynamics
(
(
(
(
(
(
(
=
3
2
1
3
2
1
v
v
v
r
r
r
x ) , ( t x f x =
&
Laplace
computational dynamics
(pencil & paper computations)
deterministic model-based
prediction
1749-1827
1643-1736
r
v
Orbital mechanics example
Space flight mechanics
Control problems: u - ?
(
(
(
(
(
(
(
=
3
2
1
3
2
1
v
v
v
r
r
r
x
) , , (
) , , (
t u x g y
t u x f x
=
=
&
(
=
) (
) (
r
r
y
v r
t u t F
r
r
m v
pert
=
+ + =
&
&
) ( ) (
3
Thrust
state
model
observations /
measurements
control
Gene
expression
model
) , , (
) , , ( ) (
t u x g y
t u x f d t x
=
= +
Sampled Time Models
Time is often sampled because of the digital computer use
computations, numerical integration of continuous-time ODE
digital (sampled time) control system
Time can be sampled because this is how a system works
Example: bank account balance
x(t) - balance in the end of day t
u(t) - total of deposits and withdrawals that day
y(t) - displayed in a daily statement
Unit delay operator z
-1
: z
-1
x(t) = x(t-1)
( ) kd t t u x f d t x d t x = + + ), , , ( ) (
x y
t u t x t x
=
+ = + ) ( ) ( ) 1 (
Finite state
machines
TCP/IP State Machine
Hybrid systems
Combination of continuous-time dynamics and a state machine
Thermostat example
Tools are not fully established yet
off on
72 = x
75 = x
70 = x
70
=
x
Kx x&
75
) (
=
x
x x h K x&
PDE models
Include functions of spatial variables
electromagnetic fields
mass and heat transfer
fluid dynamics
structural deformations
Example: sideways heat equation
1
2
2
0 ) 1 ( ; ) 0 (
=
=
= =
x
x
T
y
T u T
x
T
k
t
T
y
heat flux
x
T
outside
=0
T
inside
=u
Black-box models
Black-box models - describe P as an operator
AA, ME, Physics - state space, ODE and PDE
EE - black-box,
ChE - use anything
CS - state machines, probablistic models, neural networks
P
x
u
input data
y
output data
internal state
Linear Systems
Impulse response
FIR model
IIR model
State space model
Frequency domain
Transfer functions
Sampled vs. continuous time
Linearization
Linear System (black-box)
Linearity
Linear Time-Invariant systems - LTI
) ( ) (
1 1
y u
P
) ( ) ( T y T u
P

) ( ) ( ) ( ) (
2 1 2 1
+ + by ay bu au
P
) ( ) (
2 2
y u
P

P
u
t
y
t
Impulse response
Response to an input impulse
Sampled time: t = 1, 2, ...
Control history = linear combination of the impulses
system response = linear combination of the impulse responses
( ) ) ( * ) ( ) ( ) (
) ( ) ( ) (
0
0
t u h k u k t h t y
k u k t t u
k
k
= =
=
) ( ) ( h
P
u
t
y
t
Linear PDE System Example
Heat transfer equation,
boundary temperature input u
heat flux output y
Pulse response and step response
0
0.2
0.4
0.6
0.8
1 0
0.2
0.4
0.6
0.8
1
0
0.2
0.4
0.6
0.8
1
TIME
TEMPERATURE
COORDINATE
0 ) 1 ( ) 0 (
2
2
= =
T T u
x
T
k
t
T
1 =
=
x
x
T
y
0 20 40 60 80 100
0
2
4
6
x 10
-2
TIME
H
E
A
T

F
L
U
X
PULSE RESPONSE
0 20 40 60 80 100
0
0.2
0.4
0.6
0.8
1
TIME
H
E
A
T

F
L
U
X
STEP RESPONSE
FIR model
FIR = Finite Impulse Response
Cut off the trailing part of the pulse response to obtain FIR
FIR filter state x. Shift register
) , (
) , ( ) 1 (
u x g y
u x f t x
=
= +
h
0
h
1
h
2
h
3
u(t)
x
1
=u(t-1)
y(t)
x
2
=u(t-2)
x
3
=u(t-3)
z
-1
z
-1
z
-1
( ) ) ( * ) ( ) ( ) (
0
t u h k u k t h t y
FIR
N
k
FIR
= =

=
IIR model
IIR model:
Filter states: y(t-1), , y(t-n
a
), u(t-1), , u(t-n
b
)

= =
+ =
b a
n
k
k
n
k
k
k t u b k t y a t y
0 1
) ( ) ( ) (
u(t)
b
0
b
1
b
2
u(t-1)
u(t-2)
u(t-3)
z
-1
z
-1
z
-1
-a
1
-a
2
y(t-1)
y(t-2)
y(t-3)
z
-1
z
-1
z
-1
y(t)
b
3
-a
3
IIR model
Matlab implementation of an IIR model: filter
Transfer function realization: unit delay operator z
-1
( ) ( ) ) ( ... ) ( ... 1
...
...
... 1
...
) (
) (
) (
) ( ) ( ) (
) (
1
1 0
) (
1
1
1
1
1
1 0
1
1
1
1 0
t u z b z b b t y z a z a
a z a z
b z b z b
z a z a
z b z b b
z A
z B
z H
t u z H t y
z B
N
N
z A
N
N
N
N N
N
N N
N
N
N
N
4 4 4 4 3 4 4 4 4 2 1 4 4 4 3 4 4 4 2 1

+ + + = + + +
+ + +
+ + +
=
+ + +
+ + +
= =
=
FIR model is a special case of an IIR with A(z) =1 (or z
N
)
IIR approximation example
Low order IIR approximation of impulse response:
(prony in Matlab Signal Processing Toolbox)
Fewer parameters than a FIR model
Example: sideways heat transfer
pulse response h(t)
approximation with IIR filter a = [a
1
a
2
], b=[b
0
b
1
b
2
b
3
b
4
]
0 20 40 60 80 100
0
0.02
0.04
0.06
TIME
IMPULSE RESPONSE
2
2
1
1
4
4
3
3
2
2
1
1 0
1
) (

+ +
+ + + +
=
z a z a
z b z b z b z b b
z H
Linear state space model
Generic state space model:
LTI state space model
another form of IIR model
physics-based linear system model
Transfer function of an LTI model
defines an IIR representation
Matlab commands for model conversion: help ltimodels
( ) [ ]
( ) D B A Iz z H
u D B A Iz y
+ =
+ =
1
1
) (
) ( ) ( ) (
) ( ) ( ) 1 (
t Du t Cx t y
t Bu t Ax t x
+ =
+ = +
) , , (
) , , ( ) 1 (
t u x g y
t u x f t x
=
= +
Frequency domain description
Sinusoids are eigenfunctions of an LTI system:
LTI
Plant
t i i t i t i
e e e e z

= =
) 1 ( 1
Frequency domain analysis
u z H y ) ( =

= =

d e u e H y d e u u
t i
y
i t i
43 42 1
) (
~
) (
~
) ( ) (
~
) (
~
u
e
t i
u
Packet
of
sinusoids
) (
~
y
e
t i
Packet
of
sinusoids
) (
i
e H
y
Frequency domain description
Bode plots:
t i i
t i
e e H y
e u

) ( =
=
Example:

) ( arg ) (
) ( ) (
i
i
e H
e H M
=
=
7 . 0
1
) (
=
z
z H
Bode Diagra m
Frequency (rad/sec)
P
h
a
s
e

(
d
e
g
)
M
a
g
n
i
t
u
d
e

(
d
B
)
-5
0
5
10
15
10
-2
10
-1
10
0
-180
-135
-90
-45
0
|H| is often measured
in dB
Black-box model from data
Linear black-box model can be determined from the data,
e.g., step response data
This is called model identification
Lecture 8
z-transform, Laplace transform
Formal description of the transfer function:
function of complex variable z
analytical outside the circle |z|r
for a stable system r 1
k
k
z k h z H

=
0
) ( ) (
Laplace transform:
function of complex variable s
analytical in a half plane Re s a
for a stable system a 1

= dt e t h s H
st
) ( ) (
) (
) ( ) (
s u s H s y =
Stability analysis
Transfer function poles tell you everything about stability
Model-based analysis for a simple feedback example:
) (
) (
d
y y K u
u z H y
=
=
d d
y z L y
K z H
K z H
y ) (
) ( 1
) (
=
+
=
If H(z) is a rational transfer function describing an IIR
model
Then L(z) also is a rational transfer function describing an
IIR model
Poles and Zeros <=> System
not quite so!
Example:
7 . 0
) (
= =
z
z
u z H y
19
17 18 19
00114 0 001628 0 ... 49 0 7 . 0
) (
z
. z . z . z z
u z H y
FIR
+ + + + +
= =
Impulse Re sponse
Time (sec)
A
m
p
l
i
t
u
d
e
0 5 10 15 20 25
0
0.2
0.4
0.6
0.8
1
Impulse Re sponse
Time (sec)
A
m
p
l
i
t
u
d
e
0 5 10 15 20 25
0
0.2
0.4
0.6
0.8
1
FIR model - truncated IIR
IIR/FIR example - contd
Feedback control:
Closed loop:
) ( ) (
7 . 0
) (
d d
y y y y K u
z
z
u z H y
= =
= =
Impulse Re sponse
Time (sec)
A
m
p
l
i
t
u
d
e
0 5 10 15 20 25
0
0.2
0.4
0.6
0.8
u z L u
z H
z H
y ) (
) ( 1
) (
=
+
=
u z L u
z H
z H
y
FIR
FIR
FIR
) (
) ( 1
) (
=
+
=
-0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8
-0.8
-0.6
-0.4
-0.2
0
0.2
0.4
0.6
0.8
IIR/FIR example - contd
Poles and zeros
Blue: Loop
with IIR
model poles x
and zeros o
Red: Loop
with FIR
model poles x
and zeros o
LTI models - summary
Linear system can be described by impulse response
Linear system can be described by frequency response =
Fourier transform of the impulse response
FIR, IIR, State-space models can be used to obtain close
approximations of a linear system
A pattern of poles and zeros can be very different for a
small change in approximation error.
Approximation error <=> model uncertainty
Nonlinear map linearization
Nonlinear - detailed
model
Linear - conceptual
design model
Static map, gain
range, sector
linearity
Differentiation,
secant method
) ( ) (
0
u u
u
f
u f y
=
Nonlinear state space model
linearization
Linearize the r.h.s. map
Secant method
Or capture a response to small step and build an
impulse response model
Bv Aq q
u u
u
f
x x
x
f
u x f x
v q
+ =
=
&
43 42 1 43 42 1
&
) ( ) ( ) , (
0 0
{
] 0 ... 1 ... 0 [
) (
# j
j
j
j
j
s
s
s x f
x
f
=
+
=
(

Sampled time vs. continuous time
Continuous time analysis (Digital implementation of
continuous time controller)
Tustins method = trapezoidal rule of integration for
Matched Zero Pole: map each zero and a pole in accordance with
Sampled time analysis (Sampling of continuous signals
and system)
|
|
.
|
\
|
+
= =

1
1
1
1 2
) ( ) (
z
z
T
s H z H s H
s
s
s H
1
) ( =
sT
e s =
Sampled and continuous time
Sampled and continuous time together
Continuous time physical system + digital controller
ZOH = Zero Order Hold
Sensors
Control
computing
Actuators
Physical
system
D/A, ZOH A/D, Sample
Signal sampling, aliasing
Nyquist frequency:
N
=
S
;
S
= 2/T
Frequency folding: k
S
map to the same frequency
Sampling Theorem: sampling is OK if there are no frequency
components above
N
Practical approach to anti-aliasing: low pass filter (LPF)
Sampledcontinuous: impostoring
Digital
computing
D/A, ZOH A/D, Sample
Low
Pass
Filter
Low
Pass
Filter
Simulation
ODE solution
dynamical model:
Euler integration method:
Runge-Kutta: ode45 in Matlab
Can do simple problems by integrating ODEs
Issues:
mixture of continuous and sampled time
hybrid logic (conditions)
state machines
stiff systems, algebraic loops
systems integrated out of many subsystems
large projects, many people contribute different subsystems
) , ( t x f x =
&
( ) t t x f d t x d t x ), ( ) ( ) ( + = +
Simulation environment
Block libraries
Subsystem blocks
developed independently
Engineered for developing
large simulation models
Supports code generation
Simulink by Mathworks
Matlab functions and analysis
Stateflow state machines
Ptolemeus -
UC Berkeley
Model block development
Look up around for available conceptual models
Physics - conceptual modeling
Science (analysis, simple conceptual abstraction) vs.
engineering (design, detailed models - out of simple blocks)
Modeling uncertainty
Modeling uncertainty:
unknown signals
model errors
Controllers work with real systems:
Signal processing: data algorithm data
Control: algorithms in a feedback loop with a real system
BIG question: Why controller designed for a model would
ever work with a real system?
Robustness, gain and phase margins,
Control design model, vs. control analysis model
Monte-Carlo analysis - a fancy name for a desperate approach

Lecture 2 - Modeling and Simulation: - Model Types: ODE, PDE, State Machines, Hybrid - Modeling Approaches

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EE392m - Winter 2003 Control Engineering 2-1

Lecture 2 - Modeling and Simulation

Orbital mechanics example

EE392m - Winter 2003 Control Engineering 2-34

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