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Linear Dynamical

Systems and State


Space Design
Methods-1

Text Book
Feedback Systems: An
Introduction for Scientists and
Engineers
Karl J. strmand
Richard M. Murray

Why State Space Design Method


are popular? What it might mean
to you? [4,5,6]

Recognized importance in study of any


physical processes where time behaviour is
of interest.
Mathematicians have known the underlying
methods for many years
Commonly popular among engineering,
physics, medicine and economics.
Applicable to all systems that can be
analyzed by integral transforms in time, and
where such transforms breaks down.

So what are Dynamical Systems?


System major understanding comes
from input/output systems.
Describes, and freezes our
understanding of the interactions
with environment. Overly simplified,
but true.
From this, we derive a mathematical
model of the system

Different types (know till


yet)[7]
1. Linear and non-linear systems
2. Constant parameter and time-varying
parameters systems
3. Instantaneous (memory less) and dynamic
(with memory) systems
4. Causal and non-causal systems
5. Continuous-time and discrete-time systems
6. Analogue and digital systems
7. Invertible and non-invertible systems
8. Stable and unstable systems

Properties of Linear systems


Scaling property (also called
Homogeneity property)
Additivity property
Superposition property

Linear Dynamical System


division of Linear Dynamical
The

Systems with respect to Non-linear


Dynamical System is done based on the
input/output system.
A properties that qualifies systems as
linear dynamical system:
1. Are systems with or with out memory
2. Causality
3. Stability (BIBO)

Process and Tools for investigating


Dynamical Systems [1]

1.Dynamical System Modelling


2.Investigating Dynamic
Behaviour

Dynamical System Modelling


A model is a mathematical representation of a
system that can be used to answer question
about the system. The choice of the model
depends on the questions one wants to ask.
eg. model of Pendulum, model of circuit etc.
The state of a system is a collection of
variables that summarizes the past history of
the system for the purpose of predicting the
future. Thus, a state space modelis one
that describes how the state of a system
evolves over time.

The
given the ordinary systems (governed either just by continuous-time
or discrete time dynamics) modelling uses ordinary differential
equations.
For example, Linear dynamical systems are
represented by following general form
Why this form? Partially, because of systems
inherent structure after linearization, and also
because of the mathematical and computational
ease in implementing. (use of digital computer also
had a great impact on arriving at this general form).

(Interesting) Physically Releavant


Model [4]
Volterra
Lotka Predator-Prey
Equations
where are a,b,c,d are positive coefficient. The state is x is Prey and y is
Predator.

Exercises (State Space


model)
Free-hanging Pendulum
http://
underactuated.csail.mit.edu/underactuated.html?chapter=2
[2]
Modelling the behaviour of the diode (?)[6]
Van Der Pol Oscillator
Double Integrator
Objectives:
1. Learn to recognize, and put into States Space form from
the ordinary differential equation.
2. Learn to appreciate the information (stability, observability
and controllability) state space form givens us.

Investigating Dynamic
Behaviour
Classical

form of analysis: frequency


domain methods- Nyquist plot, Bode
plot, Input/output stability analysis
Modern Dynamical System AnalysisEigenvalues analysis, analysis,
Lyapunov Direct and Indirect
Methods

Exercise Stability Analysis


Types
of stability

1. Lyapunov stability
In order to determine whether the solution is
stable, or unstable, we need to define stability
Let denote the solution with initial conditions .
The Solution is Lyapunov stable if all solutions
that start near stay close to .
2. Asymptotic stability
3. Exponential stability

Next time Topics that were in color in this slide


Proofs and theorems (fun!)
More back-of -envelope exercises

Thank you. Questions, and


constructive
criticism!

References
[1]http://www.cds.caltech.edu/~murray/amw
iki/index.php/System_Modeling
[2] Russ Tedrake.Underactuated Robotics:
Algorithms for Walking, Running, Swimming,
Flying, and Manipulation (Course Notes for
MIT 6.832).Downloaded in April, 2015 from
http://people.csail.mit.edu/russt/underactua
ted
/
[3]http://www.cds.caltech.edu/~murray/amw
iki/index.php/Dynamic_Behavior

[4] Sastry, S. (2013).Nonlinear systems: analysis,


stability, and control(Vol. 10). Springer Science &
Business Media.
[5] Strogatz, S. H. (2014).Nonlinear dynamics and
chaos: with applications to physics, biology,
chemistry, and engineering. Westview press.
[6] Khalil, H. K., & Grizzle, J. W. (1996).Nonlinear
systems(Vol. 3). New Jersey: Prentice hall
[7]http://www.ee.ic.ac.uk/pcheung/teaching/ee2_s
ignals/Lecture%202%20-%20Introduction%20to
%20Systems.pdf

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