Laplace Transform in Dynamics Analysis
Laplace Transform in Dynamics Analysis
Laplace transform
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Introduction Introduction
( )
DIRECT
SEPARATION TRIAL
LAPLACE 𝑑𝑥
OF SOLUTION = 𝑑𝑡
INTEGRATION TRANSFORM
VARIABLES METHOD 20 − 2𝑥
3
𝑥 𝑡 = 10 − 7𝑒 4
3 4
0
0 0.5 1 1.5 2 2.5 3
time(t)
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1
TRIAL-SOLUTION METHOD TRIAL-SOLUTION METHOD
By substituting 𝑥(𝑡) into the differential equation Thus 𝐷 = 𝑥(0) − 𝐶 = 𝑥(0) − 𝑏/𝑎, and the solution can be
written as
𝑥̇ + 𝑎𝑥 = 𝑠𝐷𝑒 + 𝑎 𝐶 + 𝐷𝑒 = 𝑠 + 𝑎 𝐷𝑒 + 𝑎𝐶 = 𝑏
𝑏 𝑏
𝑥 𝑡 = + 𝑥 0 − 𝑒
The only way this equation can be true is if 𝑎 𝑎
𝑠 + 𝑎 = 0 and 𝑎𝐶 = 𝑏. Thus 𝑠 = −𝑎 and 𝐶 = 𝑏/𝑎. The exponential coefficient 𝒔 is called the
The remaining constant, 𝐷, can be determined from the characteristic root, and its equation 𝑠 + 𝑎 = 0 is
initial value 𝑥(0) as follows. called the characteristic equation.
Substituting 𝑡 = 0 into the solution form gives Characteristic roots are of great use in
𝑥 0 = 𝐶 + 𝐷𝑒 = 𝐶 + 𝐷. 7
determining the form of the trial solution. 8
7 8
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The “hump”
is caused by
the positive
value of
x(t)
x(t)
x˙(0).
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TRIAL-SOLUTION METHOD TRIAL-SOLUTION METHOD
𝑥̈ + 7𝑥̇ + 10𝑥 = 20 𝑥 0 = 5 𝑥̇ 0 = −3
𝑥 𝑡 = 2 + 4𝑒 −𝑒
x(t)
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𝑥̈ + 7𝑥̇ + 10𝑥 = 20 𝑥 0 = 5 𝑥̇ 0 = 0
𝑥 𝑡 = 2 + 5𝑒 −2𝑒
x(t)
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𝑥̈ + 7𝑥̇ + 10𝑥 = 20 𝑥 0 = 5 𝑥̇ 0 = 10
𝑥 𝑡 = 2 + 8.333𝑒 −5.333𝑒
x(t)
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TRIAL-SOLUTION METHOD TRIAL-SOLUTION METHOD
x(t)
𝑥 𝑡 = 𝐶 + (𝐷 +𝐷 𝑡)𝑒
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19 20
𝑥̈ + 16𝑥 = 144 𝑥 0 = 5 𝑥̇ 0 = 12 12
𝑥 𝑡 = 𝐶 +𝐷 𝑒 +𝐷 𝑒 8
6
𝑥 𝑡 = 𝐶 +𝐷 𝑒 +𝐷 𝑒
4
𝑥 𝑡 = 𝐶 + 𝐵 𝑐𝑜𝑠4𝑡 + 𝐵 𝑠𝑖𝑛4𝑡 0 1 2 3 4 5 6
time(t)
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𝑥 𝑡 = 9 − 4𝑐𝑜𝑠4𝑡 + 3𝑠𝑖𝑛4𝑡
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𝑏 𝑏
𝑥 𝑡 = + 𝑥 0 − 𝑒
𝑎 𝑎
steady
transient
state
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RESPONSE TYPES RESPONSE TYPES
The solution of 𝑥̇ + 𝑎𝑥 = 𝑏 can also be rearranged as
𝑏 Total
𝑥 𝑡 = 𝑥(0)𝑒 + 1−𝑒 response
𝑎
free forced
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STABILITY STABILITY
• The stability properties of a linear model are
determined from its characteristic roots.
Example:
Neutral
Unstable Stable • The first-order model 𝑥̇ + 𝑎𝑥 = 𝑓 𝑡 .
Stability
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STABILITY STABILITY
𝑥 𝑡 = 𝑐𝑜𝑠16𝑡 (a) 6 For second order differential equation, the
4 characteristic roots can be seen as the complex
𝑥 𝑡 = 𝑒 +𝑒 (b) 2
roots 𝜎 ± 𝜔𝑗
0
𝑥 𝑡 =𝑒 𝑐𝑜𝑠15𝑡 − -2 𝑥 𝑡 = 𝑒 (𝐶 𝑠𝑖𝑛𝜔𝑡 + 𝐶 𝑐𝑜𝑠𝜔𝑡)
𝑠𝑖𝑛15𝑡 (c) -4
-6
-8
0 0.2 0.4 0.6 0.8 1
time(t)
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Stability Test for Linear
EXAMPLE
Constant-Coefficient Models
• A constant-coefficient linear model is stable if
and only if all of its characteristic roots have
negative real parts.
• The model is neutrally stable if one or more
roots have a zero real part, and the remaining
roots have negative real parts.
• The model is unstable if any root has a
positive real part. 35 37
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THE ROUTH-HURWITZ
EXAMPLE
CONDITION
• The condition states that the second-order
system whose characteristic polynomial is
𝑚𝑠 + 𝑐𝑠 + 𝑘 is stable if and only if 𝑚, 𝑐, and
𝑘 have the same sign.
• This requirement is called the Routh-Hurwitz
condition.
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and general method for solving linear ODEs. 𝐿𝑥 𝑡 = lim ∫ 𝑥(𝑡)𝑒 𝑑𝑡 (1)
→
𝐿𝑥 𝑡 = ∫ 𝑥(𝑡)𝑒 𝑑𝑡 (2)
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THE LAPLACE TRANSFORM TRANSFORMS OF COMMON FUNCTIONS
METHOD
Transform of a Constant
• The process of determining the time function 𝑥(𝑡) whose
Suppose 𝑥(𝑡) = 𝑐, a constant, for 𝑡 ≥ 0
transform is 𝑋(𝑠) is denoted by
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1
𝐿𝑢 𝑡 =
𝑠
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1
𝐿𝑒 =
𝑠+𝑎
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49 50
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TRANSFORMS OF COMMON FUNCTIONS TRANSFORMS OF COMMON FUNCTIONS
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𝐿 𝑎𝐹 𝑠 + 𝑏𝐺(𝑠) = 𝑎𝐿 𝐹 𝑠 + 𝑏𝐿 𝐺 𝑠 = 𝑎𝑓 𝑡 + 𝑏𝑔(𝑡)
53
𝑠+𝑎 𝜔 54
= +𝑗 (1)
(𝑠 + 𝑎) +𝜔 (𝑠 + 𝑎) +𝜔
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𝐿(𝑒 𝑐𝑜𝑠𝜔𝑡) = and 𝐿(𝑒 𝑠𝑖𝑛𝜔𝑡) = Example: Derive the Laplace transform of the function
( ) ( )
𝑡𝑒 ,𝑡 > 0
Note that the transforms of the sine and cosine can be obtained
by letting 𝑎 = 0. 1
𝐿(𝑡𝑒 )=
(𝑠 + 𝑎)
Thus 𝐿(𝑐𝑜𝑠𝜔𝑡) = and 𝐿(𝑠𝑖𝑛𝜔𝑡) =
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Property: Multiplication by t Property: Shifting along the t-axis
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Property: Shifting along the t-axis Property: Shifting along the t-axis
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Examples Examples
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THE DERIVATIVE PROPERTY THE DERIVATIVE PROPERTY
To use the Laplace transform to solve differential equations, This procedure can be extended to higher derivatives. For
the transforms of derivatives need to be obtained. Applying example, the result for the second derivative is
integration by parts to the definition of the transform,
𝑑 𝑥
(assuming that 𝑥(𝑡) = 0 for 𝑡 < 0) 𝐿 = 𝑠 𝑋 𝑠 − 𝑠𝑥 0 − 𝑥̇ (0)
𝑑𝑡
𝑑𝑥 𝑑𝑥
𝐿 = 𝑒 𝑑𝑡 = 𝑥 𝑡 𝑒 +𝑠 𝑥 𝑡 𝑒 𝑑𝑡
𝑑𝑡 𝑑𝑡
= 𝑠𝐿 𝑥 𝑡 −𝑥 0
𝑑𝑥
𝐿 = 𝑠𝑋 𝑠 − 𝑥(0) 63 64
𝑑𝑡
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SOLVING EQUATIONS WITH THE LAPLACE SOLVING EQUATIONS WITH THE LAPLACE
TRANSFORM TRANSFORM
𝑠𝑋 𝑠 − 𝑥 0 + 𝑎𝑋 𝑠 = 𝐹 𝑠 𝑏
𝑠𝑋 𝑠 − 𝑥 0 + 𝑎𝑋 𝑠 =
𝑠
𝑥(0) 1
𝑋 𝑠 = + 𝐹 𝑠
𝑠+𝑎 𝑠+𝑎 𝑥(0) 1 𝑏
𝑋 𝑠 = +
𝑠+𝑎 𝑠+𝑎𝑠
The inverse operation gives
The inverse operation gives
𝑥(0) 1
𝑥 𝑡 =𝐿 +𝐿 𝐹 𝑠 65
𝑥(0) 1 𝑏 66
𝑠+𝑎 𝑠+𝑎 𝑥 𝑡 =𝐿 +𝐿
𝑠+𝑎 𝑠+𝑎𝑠
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SOLVING EQUATIONS WITH THE LAPLACE SOLVING EQUATIONS WITH THE LAPLACE
TRANSFORM TRANSFORM
Now 𝐿 =𝑒 and
So, = −
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SOLVING EQUATIONS WITH THE LAPLACE SOLVING EQUATIONS WITH THE LAPLACE
TRANSFORM TRANSFORM
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𝑋 𝑠 = +
𝑠 + 3 𝑠 (𝑠 + 3)
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SOLVING EQUATIONS WITH THE LAPLACE SOLVING EQUATIONS WITH THE LAPLACE
TRANSFORM TRANSFORM
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0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
t
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SOLVING EQUATIONS WITH THE LAPLACE
TRANSFORMS OF COMMON FUNCTIONS
TRANSFORM
8𝑠 + 13
𝑋 𝑠 =
𝑠 + 4𝑠 + 53
The roots of the denominator are 𝑠 = −2 ± 7𝑗 and so the
transform can be expressed as
8𝑠 + 13
𝑋 𝑠 =
(𝑠 + 2) +49
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SOLVING EQUATIONS WITH THE LAPLACE SOLVING EQUATIONS WITH THE LAPLACE
TRANSFORM TRANSFORM
-2
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SOLVING EQUATIONS WITH THE LAPLACE SOLVING EQUATIONS WITH THE LAPLACE
TRANSFORM TRANSFORM
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SOLVING EQUATIONS WITH THE LAPLACE
TRANSFORM
8 • Obtain the solution of the following problem:
-2
-4
0 0.5 1 1.5 2 2.5 3 81 85
time(t)
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• Obtain the solution of the following problem: • Solving for 𝑋(𝑠) using the given initial values we
obtain
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Distinct Roots Case Distinct Roots Case
• Thus, the solution is
3.4
3.2
2.8
2.6
2.4
2.2
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0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
t
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• Suppose that 𝑝 of the roots have the same value • The coefficients for the repeated roots are found
𝑠 = −𝑟 , and the remaining (𝑛 − 𝑝) roots are from
distinct and real. Then 𝑋(𝑠) is of the form
• The expansion is
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• The coefficients for the distinct roots are found Solve the following problem:
from (2). The solution for the time function is
𝑥 𝑡
𝑡 𝑡
=𝐶 𝑒 +𝐶 𝑒 +⋯+ 𝐶 𝑒 +⋯
𝑝−1 ! 𝑝−2 !
+𝐶 𝑒 +𝐶 𝑒
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Repeated-Roots Case Repeated-Roots Case
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Find the inverse Laplace transform of The denominator roots are distinct and the
expansion gives
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where
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Complex-Roots Case TRANSFER FUNCTIONS
The inverse transform gives
The solution of 𝑥̇ + 𝑎𝑥 = 𝑏 is given as
𝑏
𝑥 𝑡 = 𝑥(0)𝑒 + 1−𝑒
𝑎
free forced
Thus
For zero initial conditions the free response is zero, and the
complete response is the same as the forced response.
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• It can be used as a multiplier to obtain the forced Obtain the forced response for 𝑥(𝑡) and 𝑦(𝑡) if the
response transform from the input transform; that input is 𝑣(𝑡) = 5𝑢 (𝑡).
is, 𝑋(𝑠) = 𝑇(𝑠)𝐹(𝑠).
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TRANSFER FUNCTIONS TRANSFER FUNCTIONS
(1)
(2)
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• It is important to realize that there is one transfer function for • then there are two transfer functions, 𝑋(𝑠)/𝐹(𝑠) and
each input-output pair. 𝑋(𝑠)/𝐺(𝑠). These are
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TRANSFER FUNCTIONS BLOCK DIAGRAMS
• then there are two transfer functions, 𝑋(𝑠)/𝑉(𝑠) and • We can use the transfer functions of a model to construct
𝑌(𝑠)/𝑉(𝑠). These are a visual representation of the dynamics of the model.
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• Examples • Examples
Represent the equation 𝑥̇ + 7𝑥 = 𝑓(𝑡)
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BLOCK DIAGRAM BLOCK DIAGRAM
Rearrange the equation as 𝑥̇ = 𝑓 𝑡 − 7𝑥 • The diagram shows how 𝑥̇ , the rate of change of 𝑥 , is
or 𝑥 = ∫ 𝑓 𝑡 − 7𝑥 𝑑𝑡 affected by 𝑥 itself.
which gives • This is shown by the path from 𝑋(𝑠) through the multiplier
block to the summer, which changes the sign of 7𝑋(𝑠).
• This path is called a negative feedback path or a negative
feedback loop.
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REARRANGING BLOCK DIAGRAMS REARRANGING BLOCK DIAGRAMS
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Example Example
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Example Example
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Example Example
𝑚𝑠 + 𝑏𝑠 + 𝑘 𝑋 𝑠 = 𝐹 𝑠
Consider the model
𝑚𝑠 + 𝑏𝑠 𝑋 𝑠 = 𝐹 𝑠 − 𝑘𝑋(𝑠)
𝑚𝑥̈ + 𝑏𝑥̇ + 𝑘𝑥 = 𝑓 𝑡 1
𝑋 𝑠 = 𝐹 𝑠 − 𝑘𝑋(𝑠)
The transfer function of this system is 𝑠(𝑚𝑠 + 𝑏)
𝑋(𝑠) 1 1 1
= 𝑋 𝑠 = 𝐹 𝑠 − 𝑘𝑋(𝑠)
𝐹(𝑠) 𝑚𝑠 + 𝑏𝑠 + 𝑘 𝑠 (𝑚𝑠 + 𝑏)
A block diagram representation of the system is shown
in Figure
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TRANSFER FUNCTIONS FROM BLOCK TRANSFER FUNCTIONS FROM BLOCK
DIAGRAMS DIAGRAMS
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Determine the model for the output 𝑥 for the system 𝑊 𝑠 = 𝐹 𝑠 − 4𝑋 𝑠 (1)
whose diagram is shown in Figure 𝑠𝑌 𝑠 = 7𝑊 𝑠 − 3𝑋 𝑠 (2)
𝑠𝑋 𝑠 = 𝑌 𝑠 + 𝐺 𝑠 (3)
Eliminating 𝑊 𝑠
𝑠𝑌 𝑠 = 7𝐹 𝑠 − 31𝑋 𝑠 (4)
Using (3) and (4)
𝑠 𝑋 𝑠 = 7𝐹 𝑠 − 31𝑋 𝑠 + 𝑠𝐺(𝑠) (5)
7 𝑠
141
𝑋 𝑠 = 𝐹 𝑠 + 𝐺 𝑠 (6) 142
𝑠 + 31 𝑠 + 31
141 142
𝑋 𝑠 𝑠
becomes
=
𝐺 𝑠 𝑠 + 31
G1 G2 G3
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22
Let us take
es + e G 1 G2 K1
v R + E
G C
- -
eb
K2 H
Eliminating E , es e v
+ G 1 G2 K1
(R - CH) G = C -
C G K2
or ------ = -----------
V (s) G 1 G2 K1
R 1 + GH --------- = ----------------------------
Es (s) 1+ G1G2K1K2
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z
G1 +
+
x +
+
becomes
G2 -
y z
+
becomes x + +
G 1 + G2 -
y
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23
R + C R + C
G G
- +
H H
C G C G
R 1+ GH R 1- GH
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G1 G2 G1 G2
is same as is same as
G1 G2 G1 G2
G1
1/G2
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G1/G2
+
R C
+ G2
- H
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Moving pickoff point A behind block Eliminating loop I and then simplifying, we get loop II
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An LTI object describes a linear, time-invariant model, or sets To create an LTI object from a transfer function, following
of equations, here referred to as the system. MATLAB function is used
For example, the equation
tf(num,den)
5𝑥̈ + 9𝑥̇ + 4𝑥 = 𝑓(𝑡)
where the array num is the array of coefficients of the
The transfer function description of the model is
numerator of the transfer function, arranged in order of
descending powers of s, and
(1)
den is the array of coefficients of the denominator of the
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TRANSFER-FUNCTION ANALYSIS IN
ODE SOLVERS
MATLAB
For equation (1), the statement is The Control System Toolbox provides several solvers for
linear models. These solvers are categorized by the type of
input function they can accept: some of these are
• a step input,
• an impulse input, and
• a general input function.
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164 165
The step Function To specify the final time tfinal, use the syntax
The step function plots the unit-step response, assuming that
>> step(sys,tfinal)
the initial conditions are zero.
To specify a vector of times of the form
The basic syntax is
>> t = (0:dt:tfinal)
>> step(sys)
at which to obtain the solution, use the syntax
where sys is the LTI object.
The time span and number of solution points are chosen >> step(sys,t)
automatically.
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166 167
ODE SOLVERS
Example Step Response
>> impulse(sys)
where sys is the LTI object.
The time span and number of solution points are chosen
automatically.
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ODE SOLVERS
Example Impulse Response
>> lsim(sys,u,t)
where sys is the LTI object, t is a time array having regular
spacing, as t = (0:dt:tf), and u is a matrix with as many
columns as inputs, and whose ith row specifies the value of
170 171
the input at time t(i)
170 171
>> t = linspace(0,2,300); 3
x(t) f(t)
x(t) and f(t)
>> f = 1.5*t;
2.5
gtext('x(t)'), gtext('f(t)')
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
172 173
t
172 173
20
Plot the forced response of 𝑥̈ + 3𝑥̇ + 5𝑥 = 10𝑓(𝑡)
15
x(t)
to a ramp input, 𝑓 𝑡 = 15sin3𝑡, over the time interval 0 ≤ t ≤ 4.
10 f(t)
>> t = linspace(0,4,500);
5
>> f = 15*sin(3*t); 0
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Example Free Response Example Free Response
Use the MATLAB step function to obtain a plot of the free If we multiply the numerator and denominator by s, we obtain
response of the following model, where 𝑥(0) = 4 and 𝑥̇ (0) = 2.
5𝑥̈ + 3𝑥̇ + 10𝑥 = 0
Applying the Laplace transform gives Thus we may compute the free response by using the step
function with the transfer function
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