Supplementary Notes on Firstand Second-Order System Response

c David L. Trumper Mechanical Engineering Department MIT Feb. 16, 2003

First- and second-order system behavior

Linear systems of arbitrary complexity can be viewed as being composed of rst and second order subsections. For this reason, it is important to thoroughly understand the characteristics and response of these building blocks. In the next two subsections, this task is approached through the study of two simple mechanical systems. For each system, its response to initial conditions and external forces is given, and the parameters which characterize this response are presented. Parts of the following discussion have been adapted from [Ogata 90], sections 43 and 44. This reference may be consulted for more information. Additional useful references are [Franklin et al 91], [Siebert 86], [Oppenhein et al 83], and [Rowell and Wormley 1997].

1.1

First-order system behavior

The rst-order system which we will study in this section is shown in Figure 1. As shown in the gure, the system consists of a spring and damper attached to a rigid massless link. The position of the link is denoted as x. The zero of position is indicated in the gure by the vertical line connecting to the arrow which indicates the direction of increasing x. This choice of zero accounts for the rest length (zero-force length) of the spring. Forces Fc and Fd act on the link to move it in the direction of increasing x. The spring acts to create a force which opposes and is proportional to motion in the x-direction, Fk = kx. The damper acts to create a force which opposes and is proportional to velocity in the x-direction, Fb = b dx/dt. Summing forces acting on the link and applying Newtons law yields the system equation of motion dx Fc + Fd kx b = 0. (1) dt

xr

Fd

Rigid, massless link

Figure 1: First-order mechanical system. 1.1.1 Initial condition response

With Fc = Fd = 0, the response of this system to an initial displacement x(0) = x0 is found as follows. Since the system is linear, its response to initial conditions1 will be of the form x(t) = c0 es0 t + c1 es1 t + + cn esn t . The system order n is equal to the number of state variables required to represent the system, or alternatively the order of the system characteristic equation. (In this case, n = 1.) The (possibly complex) values s0 , s1 , , sn are referred to as the natural frequencies or alternatively as the poles of the system, and the (possibly complex) values c0 , c1 , , cn are determined by the system initial conditions. The poles of a system are often plotted in the splane where the horizontal axis is the real part of the pole, and the vertical axis is the imaginary part of the pole. The advantage of this plot is that the system time response characteristics can be deduced from a single graphical representation. For the rst-order system, x(t) will take the form x(t) = Aest . The constants A and s are determined as follows. Substituting this function into (1) with Fc = Fd = 0 and applying the derivative property of the exponential yields kAest + bsAest = 0. (2)

The common factor Aest may be cancelled, since it is nonzero for any nite s and t. Thus we nd that s must satisfy the characteristic equation k + bs = 0, and thus
If a root si is of multiplicity m, the response will also contain terms of the form te , t2 esi t , , tm1 esi t , but we will not concentrate on this possibility. For more information, see [Siebert 86], pp. 1619.
si t 1

1 0.9
x(t) 0.8

0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 = 0.1 0.5 1 1.5 = 0.5

decreasing

=2 =1

2.5 t (sec)

Figure 2: First-order mechanical system response to an initial condition x0 = 1 with the four values = 2, 1, 0.5, 0.1. there is a single natural frequency s0 = k/b. The value of A is chosen to satisfy the initial condition on x, yielding x(t) = x0 et/ (t 0) (3) where the time constant = 1/s0 = b/k. The response is thus an exponential return to the rest position. It is interesting to note that the response depends only on x0 and and not on the absolute magnitudes of b and k. Decreasing values of result in a faster return to zero as shown in Figure 2 where the response is displayed for x0 = 1, and the values = 2, 1, 0.5, 0.1. The system has a single pole located at s = 1/ . Decreasing values of thus result in this pole moving along the negative real axis away from origin in the s-plane as shown in Figure 3. 1.1.2 Step response

If Fd = 0 and Fc is taken to be a step function, which we represent as u1 (t) with amplitude F0 , then Fc = F0 u1 (t). If the initial value for x is assumed equal to zero, then the system position response is given2 by x(t) = Fo (1 et/ ) k (t 0) (4)

2 This response can be found by standard dierential equation solution techniques such as nding the particular plus homogeneous solutions, or by Laplace transform/partial fraction expansion. These techniques will not be reviewed herein; see [Siebert 86] for more details.

Im{s}

decreasing X 1

Re{s}

Figure 3: First-order mechanical system pole location as a function of . Arrow indicates the direction of decreasing . The response begins at the initial value of zero and exponentially approaches the nal value with a time constant . It is interesting to note that the nal value is given by x() = F0 /k, that is, the steady-state force F0 divided by the spring constant k. This makes physical sense, since the damper force depends upon velocity and it thus supplies no force in steady-state. As before, the response becomes faster as decreases, as shown in Figure 4 where the response is plotted for F0 = k, and with four values = 2, 1, 0.5, 0.1. Two more features of the step response bear noting. First, the dierence between the current and nal values decreases by a multiplicative factor of e1 37% in each interval of one time constant. Second, the slope at any point when projected to the nal value denes an interval of one time constant. These features are illustrated in Figures 5 and 6, respectively. For most practical purposes, the step response is considered complete in about four or ve time constants (i.e., within 12% of nal value). Note however, that if very high accuracy is required, a much larger number of time constants are needed in order to consider the response to be settled to nal value. For instance, if an error of one part in 105 is required, then n = 2.3 log10 105 = 11.5 time constants are required. The settling behavior over six time constants ( = 0.5) is shown in Figure 7.

1.2

Second-order system behavior

The second-order system which we will study in this section is shown in Figure 8. As shown in the gure, the system consists of a spring and damper attached to a mass 4

1 0.9
x(t)

0.8 0.7 0.6

= 0.5 = 0.1

0.5 0.4 0.3 0.2 0.1 0 0 0.5 1 1.5

=1 =2

decreasing

2.5
t (sec)

Figure 4: First-order mechanical system response to a step in applied force under varying time constant = 2, 1, 0.5, 0.1. The arrow shows the eect of decreasing .
1 0.9 0.8
d .37d (.37)2 d

0.7 0.6 0.5 0.4 0.3 0.2

x(t)

0.1 0 0 0.5 1 1.5 2 2.5

t (sec)

Figure 5: Illustrating the features of a rst-order system step response. The response decays by a multiplicative factor of 0.37 in each interval of time equal to one time constant. 5

1 0.9
x(t) 0.8 Initial slope =

0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 0.5 1 1.5 2 2.5
t (sec)

Figure 6: Illustrating features of a rst-order system step response. The slope at any point when projected to the nal value denes an interval of one time constant.

1 0.9
x(t)

0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 0.5 1 1.5 2 .63 .86 .95 .98

.993

.997

2.5
t (sec)

Figure 7: Illustrating the settling time of a rst order system ( = 0.5).

x k b m
c

Fd

Frictionless support

Figure 8: Second-order mechanical system. which rests on a frictionless surface. The position of the mass is denoted as x. As before, the zero of position is indicated in the gure by the vertical line connecting to the arrow which indicates the direction of increasing x. Forces Fc and Fd act on the mass to move it in the direction of increasing x. The spring acts to create a force which opposes and is proportional to motion in the x-direction, Fk = kx. The damper acts to create a force which opposes and is proportional to velocity in the x-direction, Fb = b dx/dt. Summing forces acting on the mass and applying Newtons law yields the system equation of motion Fc + Fd kx b 1.2.1 Initial condition response d 2x dx =m 2. dt dt (5)

For this second-order system, initial conditions on both the position and velocity are required to completely specify the state. Assuming Fc = Fd = 0, the response of this system to an initial displacement x(0) = x0 and initial velocity v(0) = v0 is found in a manner similar to that previously used in the rst order case. That is, assume that x(t) takes the form x(t) = Aest . Substituting this function into (5) with Fc = Fd = 0 and applying the derivative property of the exponential yields kAest bsAest = ms2 Aest . (6)

As before, the common factor Aest may be cancelled, since it is nonzero for any nite s and t. Thus we nd that s must satisfy the characteristic equation ms2 + bs + k = 0. This second-order polynomial has two solutions b b2 4mk s1 = + (7) 2m 2m 7

 b2 4mk b s2 = 2m 2m which are the pole locations (natural frequencies) of the system. The initial condition response will thus take the form and x(t) = A1 es1 t + A2 es2 t

(8)

(9)

where s1 and s2 are given above, and the two constants A1 and A2 are chosen to satisfy the initial conditions x0 and v0 . We will not give the details of the remainder of the solution process here, but instead concentrate on interpreting the results. For further analysis, the pole locations are conveniently parameterized in terms of the damping ratio , and natural frequency n , where n = and k m (10)

b (11) = . 2 km The natural frequency n is the frequency at which the system would oscillate if the damping b were zero. The damping ratio is the ratio of the actual damping b to the critical damping bc = 2 km. In terms of these parameters, the dierential equation (5) takes the form Fc /k + Fd /k = 1 d 2 x 2 dx + x. + 2 n dt2 n dt (12)

First, note that there are three possibilities for the pole locations.3 If b2 4mk < 0 then the poles are complex conjugates lying in the left half of the s-plane. This corresponds to the range 0 < < 1, and is referred to as the underdamped case. b If b2 4mk = 0 then the poles coincide on the real axis at s1 = s2 = 2m . This corresponds to = 1, and is referred to as the critically damped case. Finally, if b2 4mk > 0 then the poles are at distinct locations on the real axis in the left half of the s-plane. This corresponds to > 1, and is referred to as the overdamped case. We examine each of these cases in turn below.
Throughout, we make the physically reasonable assumption that the values of m, b, and k are greater than zero.
3

increasing n

Im{s}

X
n increasing

d = n 1 2 = sin1

Re{s}
n =

Figure 9: Pole locations in the s-plane for second-order mechanical system in the underdamped case (0 < < 1). Arrows show the eect of increasing n and , respectively. 1.2.2 Underdamped case (0 < < 1)

In this case the poles lie at s = jd , where = n is the attenuation, and d = n 1 2 (14) is the damped natural frequency. These pole locations are plotted on the s-plane in Figure 9. As shown in the gure, the poles are at a radius from the origin of n and at an angle from the imaginary axis of = sin1 . The gure also shows the eect of increasing and n . As increases from 0 to 1, the poles move along an arc of radius n from = 0 to = /2. As n increases, the poles move radially away from the origin, maintaining constant angle = sin1 , and thus constant damping ratio. To be more specic, the eect of is shown in Figure 10 as takes on the values = 0, 0.1, 0.3, 0.7, 0.8, and 1.0. For this system, the response to initial position x0 = 0 and initial velocity v0 = 1 (13)

Im{s}
0.3 0.7 X 0.8 X 0.1 X XX 0

1
1

Re{s}

X X

0.3

Figure 10: Pole locations for n = 1 and = 0, 0.1, 0.3, 0.7, 0.8, and 1. is given by4

1 t e sin d t (t 0). (15) d The reason for previously dening and d is now clear since the time response is naturally expressed in terms of these variables. Note that since both and d scale linearly with n the response characteristic time-scale decreases as 1/n . Also note that for a constant initial velocity, the response amplitude decreases with n . This is so because assuming that m is a xed value, increasing n while holding constant requires increasing the values of both k and b. Thus, the mass with initial velocity 1 runs into a stier system, and is returned to rest more rapidly. This is shown in Figure 11 where the response for four values n = 10, 20, 50, 100 is shown with damping ratio held constant at = 0.2. Note that the initial slope of each of the four responses is identical and equal to 1 which, of course, is the initial velocity specied above. The point to retain from Figure 11 is that n sets the response time scale with larger values of n corresponding to faster time scales. Viewed another way, the response can be plotted on axes normalized to t = n t; this response will then only depend upon the value of , which determines the relative damping . With time normalized as above, the eect of varying values of = 0.1, 0.2, 0.5, 0.9 is shown in the plot of the initial condition response (15) in Figure 12. In this response, the term sin d t provides the oscillatory part. Multix(t) =
4

This initial condition can be established by an impulse in force Fc of area equal to m N-sec.

10

XX X
0.1

0.7

X
0

0.8

0.08
= 0.2 x(t) 0.06 n = 10 n = 20 n = 50

0.04 0.02 0 -0.02

n = 100

-0.04

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8 t

0.9

Figure 11: Initial condition response (x0 = 0, v0 = 1) for second-order mechanical system in the underdamped case (0 < < 1), with varying values of n = 10, 20, 50, 100, and constant damping ratio = 0.2.
1 0.8
x(t) = 0.1

0.6 0.4 0.2 0 -0.2 -0.4 -0.6 -0.8 0 2 4 6 8 10 12 14 16 18

t = n t = 0.9 = 0.2 = 0.5

20

Figure 12: Initial condition response for second-order mechanical system in the underdamped case (0 < < 1), with varying values of = 0.1, 0.2, 0.5, 0.9. Time axis is normalized to t = n t. 11

increasing k

Im{s}

X
increasing b

b2 4mk 2m increasing m

Re{s}
b 2m

b2 4mk 2m

Figure 13: Pole locations in the s-plane for second-order mechanical system in the underdamped case (0 < < 1). Arrows show the eect of increasing k, b, and m, respectively. plying by the term et yields the decaying exponential amplitude on the oscillation seen in the gure. As shown in the gure, as (and thus ) approaches zero the response becomes more lightly damped, due to the fact that the exponential envelope decays more slowly. The eect of the parameters k, b, and m can also be understood in terms of the s-plane pole locations, as shown in Figure 13. Referring to equations (7) and (8) we can see that the real part of the poles is unaected by the choice of spring rate k, and that the magnitude of the imaginary parts grows with increasing k. This eect is shown by the arrows in Figure 13 which indicate that the poles move vertically away from the origin with increasing k while maintaining constant real parts. Thus with increasing k the system natural frequency increases while the damping ratio decreases. Since the real part of the poles remains unchanged ( stays constant), the decay-rate of the response remains unchanged. This eect is shown in Figure 14 where four responses are shown for initial conditions x0 = 0, v0 = 1 which have constant values of m = 1 kg, b = 2 N-sec/m. In the four gures, k takes the values k = 3, 10, 100, 1000. Note that each response has the same decay rate, as we have argued above. As k is increased, the response amplitude decreases, since the stier spring brings the mass to zero velocity in decreasing amounts of time. The conclusion to be reached is that increasing k makes the system respond faster, but does not aect the time required to settle to its nal value. This is an

12

0.3 0.2 0.1 0 -0.1 0 1 2

k=3

k = 10

0.3 0.2 0.1 0

3
k = 100

-0.1

3
k = 1000

0.3 0.2 0.1 0 -0.1 0 1 2

0.3 0.2 0.1 0

-0.1

Figure 14: Initial condition response for second-order system with m = 1 kg, b = 2 N-sec/m, and four values k = 3, 10, 100, 1000 N/m. important lesson relating to the design of mechanical structures. Simply stiening a structure without adding damping helps in the sense that the amplitude response to disturbances is reduced, but does not help in the sense that the time required to settle is not reduced. Referring to equations (10) and (11) we can see that the natural frequency of the poles is unaected by the choice of damping constant b, and that grows with increasing b. This eect is shown by the arrows in Figure 13 which indicate that the poles move toward the real axis with increasing b along a circular arc of constant radius n from the origin. This eect is shown in Figure 15 where initial condition (x0 = 0, v0 = 1) responses are shown which have constant values of m = 1 kg, k = 1 N/m, and thus n = 1. In the four gures, b takes the values b = .02, .2, .5, 2 N-sec/m. The conclusion to be reached is that increasing b makes the system better damped, but does not aect the natural frequency. It does, however, aect the damped natural frequency. For relatively light damping, the damped natural frequency is very close to the natural frequency, and thus the period of oscillation does not change materially in the rst three plots. However, as the poles approach the real axis, the damped natural frequency approaches zero, and thus is signicantly dierent from the natural frequency which remains constant as b varied. The last trace in the gure shows the critically damped case, in which d = 0 and there is thus no oscillation in the response. 13

1 0.5 0 -0.5 -1 0 10 20

b = .02

1 0.5 0 -0.5

b = .2

30
b = .5

40

-1

10

20

30
b=2

40

1 0.5 0 -0.5 -1 0 10 20

1 0.5 0 -0.5

30

40

-1

10

20

30

40

Figure 15: Initial condition (x0 = 0, v0 = 1) response for second-order system with m = 1 kg, k = 1 N/m, and four values b = .02, .2, .5, 2 N-sec/m. The mass m aects all the system parameters. As m is increased, the natural frequency decreases, and the damping ratio also decreases. Thus, as m increases, the poles move toward the origin along the arc shown in Figure 13. This eect is shown in the time-domain in Figure 16 where initial condition (x0 = 0, v0 = 1) responses are shown which have constant values of k = 1 N/m, b = 2 N-sec/m, and where m takes the values m = 1, 5, 50, 500 kg. The conclusion to be reached is that as the mass is increased the response characteristic time becomes longer, and simultaneously the response becomes more poorly damped. Note also that the amplitude of the transient increases strongly with the increase in mass. This eect demonstrates why an overloaded car can begin to show poor suspension response. 1.2.3 Critically-damped case

In the critically damped case, = 1 and the two poles coincide at s = n . The response to an initial position x0 = 0 and initial velocity v0 = 1 is then given by x(t) = ten t (t 0). (16)

A plot of this response for n = 1 is shown in the last panel of Figure 15, and the rst panel of Figure 16. For this reason, control systems are sometimes tuned for critical damping. The critically-damped response is the fastest response which 14

m = 1 (critical damping)

m=5

0.4 0.3 0.2 0.1 0 0 50 100 150

m = 50

1.5 1 0.5 0 200 -0.5 0 50 100 150 200

m = 500

6 4 2 0 -2 -4 0 50 100 150 200

30 20 10 0 -10 -20 0 50 100 150 200

Figure 16: Initial condition response (x0 = 0, v0 = 1) for second-order system with k = 1 N/m, b = 2 N-sec/m, and where m takes the values m = 1, 5, 50, 500 kg. exhibits no overshoot.

1.2.4

Overdamped case

In both the critically damped case and the overdamped case, the description of the pole locations in terms of and n , while mathematically consistent, is not of as great utility as in the underdamped case. Since the poles are real for 1, they can most readily be described in terms of their time constants and viewed as two separate rst-order systems. However, for purposes of understanding, we continue the description in terms of the second-order parameters. In the overdamped case, > 1 and the two poles are at separate locations on the real axis: s1 = ( 2 1)n and s2 = ( + 2 1)n . Note that |s2 | > |s1 |, and thus the pole at s1 is closer to the origin in the s-plane than s2 . In the limit as approaches innity, the root s1 will approach the origin, while the root s2 approaches innity5 .
5 As another way of looking at things, it is interesting to note that if the mass m is allowed to approach zero, and the limits on s1 and s2 are properly taken, then s1 approaches the value k/b, and s2 approaches innity. Thus the second-order system in this limit of zero mass properly devolves to the rst order case studied in Section 1.1.

15

=1

=2

0.4 0.3 0.2 0.1 0 0 5 10 15

=5

0.25 0.2 0.15 0.1 0.05 20 0 0 5 10 15

= 10

20

0.1 0.08 0.06 0.04 0.02 0 0 5 10 15 20

0.05 0.04 0.03 0.02 0.01 0 0 5 10 15 20

Figure 17: Initial condition response for second-order system in the overdamped case, with n = 1 and = 1, 2, 5, 10. The response to an initial position x0 = 0 and initial velocity v0 = 1 is given in the overdamped case by x(t) = 1 2 es1 t es2 t 2n 1 (t 0). (17)

Plots of this response for n = 1 and = 1, 2, 5, 10 are shown in Figure 17. Note that the response for large is approximately rst-order with a time constant of 1/s1 . This happens because the exponential with the larger pole magnitude decays more quickly than the exponential with the smaller pole magnitude. Thus we see that for stable systems, poles with smaller real part magnitude in the s-plane dominate the time response. As a practical matter, we can ignore in the time response any poles with real parts greater than a factor of 510 larger in magnitude than the magnitude of the real part of the dominant poles. Of course, any unstable poles can never be ignored, no matter how far they are from the origin, since their natural response grows exponentially with time.

16

2 F K = 0

= 0.2

= 0.5 F K

= 1

10

Figure 18: Second-order system response to a step in force of F0 u1 (t)

17

Mp 1 .9

settling tolerance 5% or 2% or 1%

.1

tr tp ts

tr = Rise time (10% 90%) Mp = Maximum overshoot tp = time to peak ts = settling time ( to within a specied tolerance band)

Transient response parameters

18

Second-order transient response

tr

1.8 n

(medium values of )
1 2

Mp = e/ tp = d 4.6 ts n For Design:

0.6

( 1% error tolerance)

tr < t

Mp < M

ts < t

19

Bibliography

Franklin, G. F., Powell, J. D., and Emami-Naeini, A. (1991): Feedback Control of Dynamic Systems, 2nd ed., Addison-Wesley Publishing Co., Reading, MA, 1991. Ogata, K. (1990): Modern Control Engineering, 2nd ed., Prentice-Hall, Englewood Clis, NJ, 1990. Oppenheim, A. V., Willsky, A. S., and Young, I. T. (1983): Signals and Systems, Prentice-Hall, Englewood Clis, NJ, 1983. Siebert, W. McC. (1986): bridge, MA, 1986. Circuits, Signals, and Systems, MIT Press, CamSystem Dynamics: An Introduction,

Rowell, D., and Wormley, D. (1997): Prentice-Hall, 1997.

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