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Control System Engineering Slide 5

This document provides an overview of Partial Fraction Expansion and the Inverse Laplace Transform, focusing on how poles relate to dominant modes and various cases of rational functions. It explains the definitions of poles, rational functions, and the process of finding coefficients for partial fraction expansions, including cases with real, repeated, and complex roots. The document also includes examples and methods for calculating coefficients in different scenarios.

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0% found this document useful (0 votes)
0 views27 pages

Control System Engineering Slide 5

This document provides an overview of Partial Fraction Expansion and the Inverse Laplace Transform, focusing on how poles relate to dominant modes and various cases of rational functions. It explains the definitions of poles, rational functions, and the process of finding coefficients for partial fraction expansions, including cases with real, repeated, and complex roots. The document also includes examples and methods for calculating coefficients in different scenarios.

Uploaded by

alorenzo010124
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Partial Fractions

Matthew M. Peet
Illinois Institute of Technology

The Partial Fraction Expansion


Introduction

In this Lecture, you will learn: The Inverse Laplace Transform

• Simple Forms

The Partial Fraction Expansion


• How poles relate to dominant modes
• Expansion using single poles
• Repeated Poles
• Complex Pairs of Poles
I Inverse Laplace

M. Peet Lecture 7: Control Systems 2 / 27


Recall: The Inverse Laplace Transform of a Signal

To go from a frequency domain signal, û(s), to the time-domain signal, u(t), we


use the Inverse Laplace Transform.

Definition 1.
The Inverse Laplace Transform of a signal û(s) is denoted u(t) = Λ−1 û.
Z ∞
u(t) = Λ−1 û = eıωt û(ıω)dω
0

• Like Λ, the inverse Laplace Transform Λ−1 is also a Linear system.


• Identity: Λ−1 Λu = u.
• Calculating the Inverse Laplace Transform can be tricky. e.g.

s3 + s2 + 2s − 1
ŷ =
s4 + 3s3 − 2s2 + s + 1

M. Peet Lecture 7: Control Systems 3 / 27


Poles and Rational Functions
Definition 2.
A Rational Function is the ratio of two polynomials:

n(s)
û(s) =
d(s)

Most transfer functions are rational.


Definition 3.
n(s)
The point sp is a Pole of the rational function û(s) = d(s) if d(sp ) = 0.

• It is convenient to write a rational function using its poles


n(s) n(s)
=
d(s) (s − p1 )(s − p2 ) · · · (s − pn )
• The Inverse Laplace Transform of an isolated pole is easy:
1
û(s) = means u(t) = e−pt
s+p
M. Peet Lecture 7: Control Systems 4 / 27
Partial Fraction Expansion
Definition 4.
The Degree of a polynomial n(s), is the highest power of s with a nonzero
coefficient.
Example: The degree of n(s) is 4

n(s) = s4 + .5s2 + 1

Definition 5.
n(s)
A rational function û(s) = d(s) is Strictly Proper if the degree of n(s) is less
than the degree of d(s).

• We assume that n(s) has lower degree than d(s)


• Otherwise, perform long division until we have a strictly proper remainder

s3 + 2s2 + 6s + 7 2
=s+1+ 2
s2 + s + 5 s +s+5
M. Peet Lecture 7: Control Systems 5 / 27
Poles and Inverse Laplace Transforms

A Strictly Proper Rational Function is The Sum of Poles: We can usually


find coefficients ri such that

n(s) r1 rn
= + ... +
(s − p1 )(s − p2 ) · · · (s − pn ) s − p1 s − pn

• Except in the case of repeated poles.

Poles Dominate the Motion: Because a signal is the sum of poles, The
inverse Laplace has the form

u(t) = r1 ep1 t + . . . + rn epn t

• pi may be complex.
I If p are complex, r may be complex.
i i

• Doesn’t hold for repeated poles.

M. Peet Lecture 7: Control Systems 6 / 27


Examples
Simple State-Space: Step Response
s−1 2 1
ŷ(s) = = −
(s + 1)s s+1 s
1
y(t) = e−t − 1(t)
2
Suspension System: Impulse Response  
s
1 1 1 2J  1 1
ŷ(s) = = − 
J s2 − M2Jgl
q q
J M gl s − M gl s + M gl
2J 2J

2J  √ M gl t √ M gl 
s
1
y(t) = e 2J − e− 2J t
J M gl

Simple State-Space: Sinusoid Response  


s−1 s 1
ŷ(s) = = −
(s + 1)(s2 + 1) s2 + 1 s + 1
1 1
y(t) = cos t − e−t
2 2
M. Peet Lecture 7: Control Systems 7 / 27
Partial Fraction Expansion

Conclusion: If we can find coefficients ri such that

n(s) n(s)
û(s) = =
d(s) (s − p1 )(s − p2 ) · · · (s − pn )
r1 rn
= + ··· + ,
s − p1 s − pn

then this is the PARTIAL FRACTION EXPANSION of û(s).

We will address several cases of increasing complexity:


1. d(s) has all real, non-repeating roots.
2. d(s) has all real roots, some repeating.
3. d(s) has complex, repeated roots.

M. Peet Lecture 7: Control Systems 8 / 27


Case 1: Real, Non-repeated Roots
This case is the easiest:
n(s)
ŷ(s) =
(s − p1 ) · · · (s − pn )

where pn are all real and distinct.

Theorem 6.
For case 1, ŷ(s) can always be written as
r1 rn
ŷ(s) = + ··· +
s − p1 s − pn
where the ri are all real constants
The trick is to solve for the ri
• There are n unknowns - the ri .
• To solve for the ri , we evaluate the equation for values of s.
I Potentially unlimited equations.
I We only need n equations.
I We will evaluate at the points s = pi .
M. Peet Lecture 7: Control Systems 9 / 27
Case 1: Real, Non-repeated Roots
Solving

We want to solve
r1 rn
ŷ(s) = + ··· + for r1 , r2 , . . .
s − p1 s − pn
For each ri , we Multiply by (s − pi ).
s − pi s − pi s − pi
ŷ(s)(s − pi ) = r1 + · · · + ri + · · · + rn
s − p1 s − pi s − pn
s − pi s − pi
= r1 + · · · + ri + · · · + rn
s − p1 s − pn
Evaluate the Right Hand Side at s = pi : We get
pi − pi pi − pi
r1 + · · · + ri + · · · + rn
pi − p1 pi − pn
0 0
= r1 + · · · + ri + · · · + rn = ri
pi − p1 pi − pn
Setting LHS = RHS, we get a simple formula for ri :
ri = ŷ(s)(s − pi )|s=pi
M. Peet Lecture 7: Control Systems 10 / 27
Case 1: Real, Non-repeated Roots
Calculating ri

So we can find all the coefficients:


ri = ŷ(s)(s − pi )|s=pi

n(s)
ŷ(s)(s − pi ) = (s − pi )
(s − p1 ) · · · (s − pi−1 )(s − pi )(s − pi+1 ) · · · (s − pn )
n(s)
=
(s − p1 ) · · · (s − pi−1 )(s − pi+1 ) · · · (s − pn )

• This is ŷ with the pole s − pi removed.

Definition 7.
The Residue of ŷ at s = pi is the value of ŷ(pi ) with the pole s − pi removed.

Thus we have
n(pi )
ri = ŷ(s)(s − pi )|s=pi =
(pi − p1 ) · · · (pi − pi−1 )(pi − pi+1 ) · · · (pi − pn )
M. Peet Lecture 7: Control Systems 11 / 27
Example: Case 1
2s + 6
ŷ(s) =
(s + 1)(s + 2)
We first separate ŷ into parts:
2s + 6 r1 r2
ŷ(s) = = +
(s + 1)(s + 2) s+1 s+2
Residue 1: we calculate:
2s + 6 2s + 6 −2 + 6 4
r1 = (s + 1)|s=−1 = |s=−1 = = =4
(s + 1)(s + 2) s+2 −1 + 2 1
Residue 2: we calculate:
2s + 6 2s + 6 −4 + 6 2
r2 = (s + 2)|s=−2 = |s=−2 = = = −2
(s + 1)(s + 2) s+1 −2 + 1 −1
Thus 2

1.8

4 −2 1.6

ŷ(s) = + 1.4

s+1 s+2 y(t) 1.2

0.8
Concluding, 0.6

y(t) = 4e−t − 2e−2t


0.4

0.2

0
0 1 2 3 4 5 6
t

M. Peet Lecture 7: Control Systems 12 / 27


Case 2: Real, Repeated Roots
Sometimes ŷ has a repeated pole:
n(s)
ŷ(s) =
(s − p1 )q (s − p2 ) · · · (s − pn )
In this case, we CAN NOT use simple expansion (As in case 1). Instead we
have
n(s)
ŷ(s) =
(s − p1 )q (s
− p2 ) · · · (s − pn )
 
r11 r12 r1q r2 rn
= + + ··· + + + ··· +
(s − p1 ) (s − p1 )2 (s − p1 )q s − p2 s − pn

• The rij are still real-valued.


Example: Find the rij

(s + 3)2 r11 r12 r13 r21 r22


= + + + +
(s + 2)3 (s + 1)2 s + 2 (s + 2)2 (s + 2)3 s + 1 (s + 1)2

M. Peet Lecture 7: Control Systems 13 / 27


Case 2: Real, Repeated Roots

Problem: We have more coefficients to find.


• q coefficients for each repeated root.

First Step: Solve for r2 , · · · , rn as before:


If pi is not a repeated root, then

n(pi )
ri =
(pi − p1 )q · · · (pi − pi−1 )(pi − pi+1 ) · · · (pi − pn )

M. Peet Lecture 7: Control Systems 14 / 27


Case 2: Real, Repeated Roots

New Step: Multiply by (s − p1 )q to get the coefficient r1q .

(s − p1 )q (s − p1 )q (s − p1 )q
 
ŷ(s)(s − p1 )q = r11 + r12 2
+ · · · + r1q
(s − p1 ) (s − p1 ) (s − p1 )q
(s − p1 )q (s − p1 )q
+ r2 + · · · + rn
s − p2 s − pn
q−1
+ r12 (s − p1 )q−2 + · · · + r1q

= r11 (s − p1 )
(s − p1 )q (s − p1 )q
+ r2 + · · · + rn
s − p2 s − pn
and evaluate at the point s = pi to get .

r1q = ŷ(s)(s − p1 )q |s=p1

• r1q is ŷ(p1 ) with the repeated pole removed.

M. Peet Lecture 7: Control Systems 15 / 27


Case 2: Real, Repeated Roots
To find the remaining coefficients, we Differentiate:

ŷ(s)(s − p1 )q = r11 (s − p1 )q−1 + r12 (s − p1 )q−2 + · · · + r1q




(s − p1 )q (s − p1 )q
+ r2 + · · · + rn
s − p2 s − pn
to get
d
(ŷ(s)(s − p1 )q )
ds
= (q − 1)r11 (s − p1 )q−2 + (q − 2)r12 (s − p1 )q−3 + · · · + r1,(q−1)

 
d r2 rn
+ (s − p1 )q + ··· +
ds s − p2 s − pn

Evaluating at the point s = p1 .


d
(ŷ(s)(s − p1 )q ) |s=p1 = r1,(q−1)
ds

M. Peet Lecture 7: Control Systems 16 / 27


Case 2: Real, Repeated Roots
If we differentiate again, we get

d2
(ŷ(s)(s − p1 )q )
ds2
= (q − 1)(q − 2)r11 (s − p1 )q−3 + · · · + 2r1,(q−2)


d2
 
q r2 rn
+ 2 (s − p1 ) + ··· +
ds s − p2 s − pn

Evaluating at s − p1 , we get

1 d2
r1,(q−2) = (ŷ(s)(s − p1 )q ) |s=p1
2 ds2
Extending this indefinitely

1 dq−j−1
r1,j = (ŷ(s)(s − p1 )q ) |s=p1
(q − j − 1)! dsq−j−1

Of course, calculating this derivative is often difficult.


M. Peet Lecture 7: Control Systems 17 / 27
Example: Real, Repeated Roots
Expand a simple example
s+3 r11 r12 r2
ŷ(s) = 2
= + 2
+
(s + 2) (s + 1) s + 2 (s + 2) s+1
First Step: Calculate r2
s+3 −1 + 3 2
r2 = |s=−1 = = =2
(s + 2)2 (−1 + 2)2 1
Second Step: Calculate r12
s+3 −2 + 3 1
r12 = |s=−2 = = = −1
s+1 −2 + 1 −1
The Difficult Step: Calculate r11 :
 
d s+3
r11 = |s=−2
ds s + 1
 
1 s+3 1 −2 + 3 1 1
= − |s=−2 = − = − = −2
s + 1 (s + 1)2 −2 + 1 (−2 + 1)2 −1 1

M. Peet Lecture 7: Control Systems 18 / 27


Example: Real, Repeated Roots

So now we have
s+3 −2 −1 2
ŷ(s) = = + +
(s + 2)2 (s + 1) s + 2 (s + 2)2 s+1
1
Question: what is the Inverse Fourier Transform of (s+2)2 ?
Recall the Power Exponential:
0.35

1 tm−1 e−at 0.3



(s + a)m (m − 1)! 0.25

0.2
y(t)

0.15
Finally, we have: 0.1

−2t −2t −t
y(t) = −2e − te + 2e 0.05

0
0 1 2 3 4 5 6 7 8 9 10
t

M. Peet Lecture 7: Control Systems 19 / 27


Case 3: Complex Roots
Most signals have complex roots (More common than repeated roots).
3
ŷ(s) =
s(s2 + 2s + 5)

has roots at s = 0, s = −1 − 2ı, and s = −1 + 2ı.


Note that:
• Complex roots come in pairs.
• Simple partial fractions will work, but NOT RECOMMENDED
I Coefficients will be complex.

I Solutions will be complex exponentials.

I Require conversion to real functions.

Best to Separate out the Complex pairs as:

n(s)
ŷ(s) =
(s2 + as + b)(s − p1 ) · · · (s − pn )

M. Peet Lecture 7: Control Systems 20 / 27


Case 3: Complex Roots

Complex pairs have the expansion

n(s) k1 s + k2 r1 rn
= 2 + + ··· +
(s2 + as + b)(s − p1 ) · · · (s − pn ) s + as + b s − p1 s − pn

Note that there are two coefficients for each pair: k1 and k2 .
NOTE: There are several different methods for finding k1 and k2 .
First Step: Solve for r2 , · · · , rn as normal.
Second Step: Clear the denominator. Multiply equation by all poles.
 
k1 s + k2 r1 rn
n(s) = (s2 + as + b)(s − p1 ) · · · (s − pn ) 2 + + ··· +
s + as + b s − p1 s − pn

Third Step: Solve for k1 and k2 by examining the coefficients of powers of s.


Warning: May get complicated or impossible for multiple complex pairs.

M. Peet Lecture 7: Control Systems 21 / 27


Case 3 Example
Take the example

2(s + 2) k1 s + k2 r1
ŷ(s) = = 2 +
(s + 1)(s2 + 4) s +4 s+1

First Step: Find the simple coefficient r1 .

2(s + 2) −1 + 2 1 2
r1 = 2
|s=−1 = 2 2 =2 =
s +4 −1 + 4 5 5

Next Step: Multiply through by (s2 + 4)(s + 1).

2(s + 2) = (s + 1)(k1 s + k2 ) + r1 (s2 + 4)

Expanding and using r1 = 2/5 gives:

2s + 4 = (k1 + 2/5)s2 + (k2 + k1 )s + k2 + 8/5

M. Peet Lecture 7: Control Systems 22 / 27


Case 3 Example

Recall the equation

2s + 4 = (k1 + 2/5)s2 + (k2 + k1 )s + k2 + 8/5

Equating coefficients gives 3 equations:


• s2 term - 0 = k1 + 2/5
• s term - 2 = k2 + k1
• s0 term - 4 = k2 + 8/5

An over-determined system of equations (but consistent)


• First term gives k1 = −2/5
• Second term gives k2 = 2 − k1 = 10/5 + 2/5 = 12/5
• Double-Check with last term: 4 = 12/5 + 8/5 = 20/5

M. Peet Lecture 7: Control Systems 23 / 27


Case 3 Example
So we have
 
2(s + 2) 2 1 s−6
ŷ(s) = = −
(s + 1)(s2 + 4) 5 s + 1 s2 + 4
 
2 1 s 6
= − +
5 s + 1 s2 + 4 s2 + 4
2 −t 
y(t) = e − cos(2t) + 3 sin(2t)
5

1.5

0.5
y(t)

−0.5

−1

−1.5
0 5 10 15 20 25 30
t

M. Peet Lecture 7: Control Systems 24 / 27


Case 3 Example

Now consider the solution to A Different Numerical Example: (Nise)

3 3/5 3 s+2
= −
s(s2 + 2s + 5) s 5 s2 + 2s + 5

What to do with term:


s+2
?
s2 + 2s + 5

We can rewrite as the combination of a frequency shift and a sinusoid:

s+2 s+2 (s + 1) + 1
= 2 =
s2 + 2s + 5 s + 2s + 1 + 4 (s + 1)2 + 4
(s + 1) 1 2
= +
(s + 1)2 + 4 2 (s + 1)2 + 4

M. Peet Lecture 7: Control Systems 25 / 27


Case 3 Example
s+2 (s + 1) 1 2
= +
s2 + 2s + 5 (s + 1)2 + 4 2 (s + 1)2 + 4
(s+1)
• is the sinusoid s2s+4 shifted by s → s + 1.
(s+1)2 +4
• s → s + 1 means multiplication by e−t in the time-domain.
•    
−1 (s + 1) −t −1 s
Λ =e Λ = e−t cos 2t
(s + 1)2 + 4 s2 + 4
 
2
• Likewise Λ−1 = e−t sin 2t
(s + 1)2 + 4
1

0.8

0.6

0.4
y(t)

0.2

−0.2

−0.4
0 1 2 3 4 5 6 7 8
  t  
−1 s+2 −t 1
Λ =e cos 2t + sin 2t
s2 + 2s + 5 2
M. Peet Lecture 7: Control Systems 26 / 27
Summary

What have we learned today?

In this Lecture, you will learn: The Inverse Laplace Transform

• Simple Forms

The Partial Fraction Expansion


• How poles relate to dominant modes
• Expansion using single poles
• Repeated Poles
• Complex Pairs of Poles
I Inverse Laplace

Next Lecture: Important Properties of the Response

M. Peet Lecture 7: Control Systems 27 / 27

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