8/23/2013

MODELING AND SIMULATION

OF DYNAMIC SYSTEMS

MATHEMATIC BACKGROUND

PHAM HUY HOANG

HO CHI MINH CITY UNIVERSITY OF TECHNOLOGY

LAPLACE TRANSFORM

Laplace definition:
A Laplace transform is a mapping between the
time domain and the domain of complex
variable s defined by

s : complex variable s =σ+jω

f(t): sectionally continuous function of time
(assumed to be 0 for t<0 and there exist real
numbers A and b so that f (t ) < Aebt )
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LAPLACE TRANSFORM

The inverse Laplace transform is defined

as

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LAPLACE TRANSFORM

The properties of Laplace transform:

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LAPLACE TRANSFORM

The properties of Laplace transform:

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LAPLACE TRANSFORM

Partial fraction expansion

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LAPLACE TRANSFORM

Application of Laplace transform:

Solve differential equation systems

y& + ay = bσ (t )
with y (0) = 0
0(t ≤ 0)
step function : σ (t ) =
1(t > 0)

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LAPLACE TRANSFORM

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LAPLACE TRANSFORM

Laplace transform:

y& + ay = bσ (t )
b
→ sY − y (0) + aY =
s
b
→ sY + aY =
s

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LAPLACE TRANSFORM

Solving + making fractions

b
sY + aY =
s
b
→Y =
s(s + a)
b1 b 1
→Y = −
as as+a

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LAPLACE TRANSFORM

Inverse:

b1 b 1
Y= −
as as+a
→ y = − e− at + C
b b
a a
( y ( 0) = 0)

→ y = − e− at
b b
a a

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MATRIX

column
Matrix form
5 6 − 5 − 2 0
3 3 8 1 9 row
A=
7 6 0 2 1
 
3 4 8 0 5
4X5 matrix

Unit matrix – diagonal elements are 1 and the rest

are zero
1 0 0 0
0 1 0 0
I=
0 0 1 0
 
0 0 0 1
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Square matrix – number of row is equal to
number of column
5 8 0 1
0 1 7 − 9
A=
4 0 6 0
 
0 − 6 8 4

Note: unit matrix is square matrix

Sparse matrix

0 0 0 1
0 1 0 0
A=
4 0 6 0
 
0 0 0 4

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Symmetric matrix
5 0 4 3
0 1 1 9 
A=
4 1 6 0
 
3 9 0 4

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Diagonal matrix
5 0 0 0
0 1 0 0
A=
0 0 6 0
 
0 0 0 4

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Matrix Properties

Commutative A⋅B ≠ B⋅A

Distributive ( A ⋅ B) ⋅ C = A ⋅ (B ⋅ C)

Associative A ⋅ (B + C) = A ⋅ B + A ⋅ C

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Matrix Manipulation

A + B = {aij + bij }
Addition

Example
1 4  0 8
A=  B= 
2 6 10 3
 1 + 0 4 + 8  1 12
A+B =   = 12 9 
 2 + 10 6 + 3  

Note: only two matrices with equal number of

row and equal number of column

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Multiplication n 
A ⋅ B = ∑ aik ⋅ bkj 
 k =1 
Example  0 8
1 4 
A=  B= 
2 6  10 3
1× 0 + 4 ×10 1× 8 + 4 × 3  40 20
A+B =   = 60 34 
 2 × 0 + 6 × 10 2 × 8 + 6 × 3  
Note: number of column of A must be equal to
number of row of B
A ⋅ A = A2
Only when it is a square matrix
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Equality
aij = bij A=B
Example
1 4  1 4 
A=  B= 
 2 6 2 6
A=B
Note:
number of row of A must be equal to number of row of B
number of column of A must be equal to number of column of B

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Transpose aij = b ji A = BT

Example 1 4 1 2 
A=  B= 
2 6 4 6

Scale multiplication
λ ⋅ A = {λ ⋅ aij }
1 4   3 ×1 3 × 4 3 12
A=  3× A =   = 6 18
2 6 3 × 2 3 × 6   

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Transpose of a multiplication (A B )T = BT AT
1 4   0 8
Example A=  B= 
2 6  10 3
40 20
(A B )T = 
40 60
AB =   ⇒ 
 60 34  20 34
1 2  
AT =  
4 6 
⇒ T A T = 40 60
 B 20 34
T 0 10   
B = 
8 3  
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Inverse A⋅B = I A = B −1 B = A −1

Note: not any matrix has its inverse, only non-

singular matrix has inverse

Non-singular matrix only when its determinant

is not zero
For example det(A) ≠ 0
1 2 does not have its inverse
A= 
4 8 
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Example
a b  1  a − b
A=  A −1 = − c d 
c d  A  
1 2
A= −1 1  6 − 2  − 3 1 
 A = ×  = 1
 4 6 1× 6 − 2 × 4  − 4 1   2 −
 2 
We can obtain

1 2 − 3 1  1 0
−1
A× A =   ×  2 1  = 0 1 
 4 6   2   
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MATRIX

Trace of a square matrix – sum of diagonal elements

∑a
i =1
ii

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[a1 a4 ]
Vector
Row vector a2 a3

Column vector  a1 
a 
 2
 a3 
 
 a4 

Vector space – including state space

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Linear Mapping
X = A⋅Y

X and Y are vectors, and A is mapping matrix

Through the form, Y space is mapped to X space

Solution of equation:
X = A⋅Y
Only when A is a not singular matrix
When A is a singular matrix, A has pseudo-
inverse, which is beyond the scope of this
module.

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MATRIX

Meaning of singular matrix

Physical meaning of pseudo-inverse

 x1  1 3 4  y1 
 x  = 5 6 2  ⋅  y 
 2    2
 x3  0 0 0  y3 

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