09-11-2008

Laplace Transform Solutions of LT I dierential equations:

y(t) = L
1
{Y (s)}
Y (s) = G(s)U(s) +
c(s)
r(s)
G(s) =
q(s)
r(s)
(transfer function)
c(s) = initial condition polynomial
if U(s) is a rational function of s, then
U(s) =
a(s)
b(s)
where a(s), b(s) are polynomials in s.
Then by partial fraction expansion
Y (s) =
n

k=1
A
k
s p
k
+
L

l=1
B
l
s
l
where, r(p
k
) = 0, for k = 1, . . . , L (p
k
are zeros of polynomial r(s)) and
b(
l
) = 0 for l = 1, . . . , L (
l
are zeros of polynomial b(s)).
Then
y(t) = L
1
{Y (s)}
=
n

k=1
A
k
e
p
k
t
. .
y
h
(t)
+
L

l=1
B
l
e

l
t
. .
y
p
(t)
Y (s) = G(s)U(s)
. .

+
c(s)
r(s)
..

1
where * is the response due soley to control inputs (all initial conditions are
zero) and ** is the response of the system due soley to the I.Cs (with respect
to no input).
The zero input response is:
Y
z
i
(s) [y
z
i
= L
1
{Y
z
i
(s)}]
The zero state response is:
Y
z
s
(s) = G(s)U(s)
Lets look at the zero state response more carefully. Response of the system
due soley to input, assuming initial conditions are zero.
Recall the pulse and delta functions are:

(t) =
_
1

0 t
0 otherwise
and
(t) = lim
0

(t)
For any u(t), lets examine the piecewise constant approximation
u(t) = u

(t)

k=0
u(k)

(t k)
height of (t-k)=1
1

(t)

(t-)

(t-2)

(t-3)

2 3

2
u(t) = lim
0
u

(t)
=
_

0
u()
_
lim
0

(t )d
_
=
_

0
u()(t )d = u(t)
SYSTEM (t) g (t)

Let g

(t) be the response of the system to the pulse function

(t) (Assuming
zero initial conditions). More generally, let
g

(t, k)
be the response of the system to

(t k) (pulse function starting at k).

3
Note formally:
g

(t) = g

(t, 0)

t
t
System
k
1

t
t
System
g (t-k)

g (t,k)

For a time invariant system [constant coecient dierential equation] it is

true that:
g

(t, k) = g

(t k)
i.e. it is the original pulse response shifted in time by k units. Thus far a
linear time invariant system:
y

(t) = response due to piecewise constant u

(t)
let:
k
= k then,
d
k
=
k+1

k
= for all k > 0
then:
y

(t) =

k=0
u(
k
)g(t
k
)d
k
4
y
z
s
= lim
0
y

(t)
or:
y
z
s
(t) =
_

0
g(t )u()d convolution integral
where
g(t) = lim
0
g

(t)
SYSTEM (t) g(t)
g(t) is the response of the system to ideal delta functions (t), also known as
the impulse response.
more generally, if
g

(t, k) = g(t k)
then:
y
z
s
(t) =
_

0
g(t, )u()d
g(t, ) is the response of a system at time t to an ideal impulse occuring at
time .
5
t
t
System
g(t,0)
t
t
System
g(t,)
(t)
(t-)

g(t) = y
z
s
(t)|
u(t)=(t)
L
1
{Y
z
s
(s)|
u(t)=(t)
}
L
1
{G(s)U(s)}|
u(t)=(t)
if U(t) = (t) then U(s)=1 and
g(t) = L
1
{G(s)}
inverse transform of the transfer function
= L
1
_
q(s)
r(s)
_
= L
1
_
n

k=1

k
s p
k
_
p
k
satisfy r(p
k
) = 0

k
= [(s p
k
)G(s)]
s=p
k
*assuming no repeated factors.
6
Thus:
g(t) =
n

k=1

k
e
p
k
t
a linear combination of modes.
y
z
s
(t) =
_

0
g(t )u()d
y
z
s
(t) = g(t) u(t)
Y
z
s
(s) = G(s)U(s)
where
G(s) = L{g(t)}
U(s) = L{u(t)}
L{g u}G(s)U(s)
*Laplace turns convolution into multiplication!
SYSTEM u(t) y(t)
Inputs Outputs
u(t) R
n

t
u(t) =
_

_
u
1
(t)
u
2
(t)
.
.
.
u
n
(t)
_

_
where u
j
(t) R
t
where j = 1, . . . , m
y(t) R
p

t
y(t) =
_

_
y
1
(t)
y
2
(t)
.
.
.
y
p
(t)
_

_
y
i
(t) R
t
where i = 1, . . . , p.
7
1. suppose that the input u(t), t T
0
is known.
2. and that initial conditions on system are known at time t
0
call this collection of initial conditions:
x
0
x
0
R
n
where there are n initial conditions and nd solutions

y(t), t t
0
.
What formally is the state of the system?
The states of a dynamical system are a collection of numbers, x
k
(t) for
k = 1, . . . , n such that knowledge of these numbers at any time t
0
, together
whith knowledge of the input u(t) for t t
0
allows us to compute (predict)
the output y(t) for t t
0
. The most general model:
State Equation

x(t) =

f(x(t), u(t), t) x(t
0
) = x
0
Output Equation
y(t) =

h(x(t), u(t), t)
8