Diff Equation 12 2012 FourierSeries

Embed Size (px)

Citation preview

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    1/115

    S.l.dr.ing.mat. Alina BogoiDifferential Equations

    POLITEHNICA University

    of

    Bucharest

    Faculty of Aerospace

    Engineering

    CHAPTER 7

    Laplace Transform(Cont)

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    2/115

    Diff_Eq_12_2012/201

    3

    Laplace Transform Theorems

    Theorem Description

    Definition of Laplace Transform

    Linear Property

    Derivatives

    Integrals

    First Shifting Property

    Second Shifting Property

    ==0

    )()()}({ sFdttfetf stL

    )()()}()({ sbGsaFtbgtaf +=+L

    )0()0()()}({ )1(1)( = nnnn ffssFstf LL

    )(1

    })({0

    sFs

    df =

    L

    )()}({ asFtfeat =L

    )()}()({ sFeatuatf as

    =L

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    3/115

    Diff_Eq_12_2012/201

    3

    3

    Transfer functionBlack-box

    systemInput

    x(t)

    Output

    y(t)

    1

    1 01( ) ( ) ... ( ) ( ) ... ( )

    n n m

    n mn n m

    d d dy t a y t a y t b x t b x t

    dt dt dt

    + + + = + +

    Assume all initial conditions are zero, we get the transfer

    function(TF) of the system as

    Consider an input-output system from x(t) to y(t) whose

    dynamic model has the form:

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    4/115

    Diff_Eq_12_2012/201

    3

    Connection between the t- and s-domains

    The transfer function, G(s), is defined by:

    )t(xb...)t(xdt

    db)t(ya...)t(ydt

    da)t(ydt

    dmm

    m

    nn

    n

    n

    n++=+++

    01

    1

    1

    )s(Xb...)s(Xsb)s(Ya...)s(Ysa)s(Ys mm

    n

    nn

    ++=+++

    0

    1

    1

    n

    nn

    m

    m

    a...sas

    b...sb

    )s(X

    )s(Y)s(G

    +++

    ++==

    1

    1

    0

    011 =+++

    n

    nn a...sas Characteristic Equation

    Poles of G(s) Roots of the Characteristic Eq

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    5/115

    Diff_Eq_12_2012/201

    3

    Transfer functionBlack-box

    systemInput

    x(t)

    Output

    y(t)

    differential

    equation

    x(t) y(t)

    transferfunction

    X(s)Y(s)

    G(s)

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    6/115

    Diff_Eq_12_2012/201

    3 6

    Example 1. Find the transfer function of the RLC

    1) Writing the differential equation of the system according to

    physical law:

    R L

    C

    u(t)u

    c (t)

    i(t)Input Output

    2) Assuming all initial conditions are zero and applying Laplace

    transform

    3) Calculating the transfer function as( )G s

    2( ) 1( )( ) 1

    cU sG sU s LCs RCs

    = =+ +

    ( ) ( ) ( ) ( )C C CLCu t RCu t u t u t+ + =&& &

    2 ( ) ( ) ( ) ( )c c cLCs U s RCsU s U s U s+ + =

    Solution:

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    7/115

    Diff_Eq_12_2012/201

    3

    Properties of transfer function

    The transfer function is defined only for alinear time-invariant system, not fornonlinear system.

    All initial conditions of the system are setto zero.

    The transfer function is independent of theinput of the system.

    7

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    8/115

    Diff_Eq_12_2012/201

    3

    88

    Position of poles

    and zeros

    -a

    j

    i0

    ( )X ss a

    =+

    Transfer function

    ( ) atx t Ae=

    Time-domain impulse

    response

    0

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    9/115

    Diff_Eq_12_2012/201

    3

    99

    1 1

    2 2( )

    ( )

    A s BX s

    s a b

    +=

    + +

    Transfer function

    ( ) sin( )atx t Ae bt = +

    Time-domain

    impulse response

    Position of poles and

    zeros

    -a

    j

    i

    b

    0

    0

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    10/115

    Diff_Eq_12_2012/201

    3

    1010

    1 1

    2 2( )

    s BX s

    s b

    +=

    +

    Transfer function

    ( ) sin( )x t A bt = +

    Time-domain

    impulse response

    Position of poles and

    zerosj

    i

    b

    00

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    11/115

    Diff_Eq_12_2012/201

    3

    1111

    Position of poles

    and zeros

    a

    j

    i0

    ( )X ss a

    =

    Transfer function

    ( ) atx t Ae=

    Time-domain impulse

    response

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    12/115

    Diff_Eq_12_2012/201

    3

    1212

    1 1

    2 2( )

    ( )

    A s BX s

    s a b

    +=

    +

    Transfer function

    ( ) sin( )atx t Ae bt = +

    Time-domain

    dynamic response

    Position of poles and

    zeros

    -a

    j

    i

    b

    0

    0

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    13/115

    Diff_Eq_12_2012/201

    3

    1313

    Summary of pole position & system dynamics

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    14/115

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    15/115

    Diff_Eq_12_2012/201

    3

    Significance of poles

    The nature and value of the poles determine whether

    the system is stable or instable, and the type of

    response

    The nature and value of any pole is classified as a

    function of its location in theplan defined by:

    the Real part and Imaginary part of the pole

    [or in other words the s-domain]

    Im(s)Re(s)

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    16/115

    Diff_Eq_12_2012/201

    3

    Stability Criterion vs Pole

    Locations)(sIm

    UnstableStable

    )(sRe

    The locations of poles ins-domain determinewhether the system is stable or unstable.

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    17/115

    Diff_Eq_12_2012/201

    3

    Stability Criterion based on

    the Pole Locations

    A system is stable if a l l its poles havenegative real parts

    (i.e., there are al l st r i ct l y inside the

    left-side s-plane)

    and unstable otherwise

    Note:

    This criterion is valid only if the system is

    linear time-invariant

    (i.e., has constant parameters).

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    18/115

    Diff_Eq_12_2012/201

    3

    How to analyze and design acontrol system

    18

    Controller Actuator Plant

    Sensor

    -r

    Expectedvalue

    e

    Error

    Disturbance

    Controlledvariable

    n

    yu

    The first thing is to establish system model(mathematical model)

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    19/115

    Diff_Eq_12_2012/201

    3

    Block diagramThe transfer function relationship

    19

    ( ) ( ) ( )Y s G s U s=

    can be graphically denoted through a block diagram.

    G(s)U(s) Y(s)

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    20/115

    Diff_Eq_12_2012/201

    3

    20

    Equivalent transform of blockdiagram

    1 Connection in series

    G(s)U(s) Y(s)

    ( ) ?G s =

    X(s)G1(s) G2(s)

    U(s) Y(s)

    1 2

    ( )

    ( ) ( ) ( )( )

    Y s

    G s G s G sU s= =

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    21/115

    Diff_Eq_12_2012/201

    3

    21

    2.Connection in parallel

    G(s)U(s) Y(s)

    1 2

    ( )( ) ( ) ( )

    ( )

    Y sG s G s G s

    U s= = +

    U(s)

    G2(s)

    G1(s) Y1(s)

    Y2(s)

    +Y(S)

    ( ) ?G s =

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    22/115

    Diff_Eq_12_2012/201

    3

    22

    3. Negative feedback

    M(s)

    R(s) Y(s)

    ( ) ( ) ( )

    ( ) ( ) ( ) ( )

    Y s U s G s

    U s R s Y s H s

    =

    =

    ( )( )1 ( ) ( )

    G sM sG s H s= +

    [ ]( ) ( ) ( ) ( ) ( )Y s R s Y s H s G s=

    Y(s)G(s)

    H(s)

    U(s)R(s)_

    Transfer function of a negative feedback system:

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    23/115

    Diff_Eq_12_2012/201

    3

    23

    Laplace

    transform

    Fourier

    transform

    Three models

    Differential equation Transfer function Frequency characteristic

    Transfer

    function

    Differential

    equation

    Frequency

    characteristic

    Linear systemStudy

    time-domain

    responsestudy

    frequency-domainresponse

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    24/115

    S.l.dr.ing.mat. Alina

    Bogoi

    Differential

    Equations

    POLITEHNICA University

    of

    Bucharest

    Faculty of Aerospace

    Engineering

    CHAPTER 8

    The Fourier SeriesThe Fourier Transform

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    25/115

    Diff_Eq_12_2012/201

    3

    Content Periodic Functions Fourier Series

    Complex Form of the Fourier Series Impulse

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    26/115

    Diff_Eq_12_2012/201

    3

    Odd and Even Functions A function f(x) is said to be even

    if

    A function f(x) is said to be odd

    if

    )()( xfxf =

    )()( xfxf =

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    27/115

    Diff_Eq_12_2012/201

    3

    Odd and Even Functions

    )()( xfxf = )()( xfxf =

    f(x)

    x

    f(x)

    x

    Even Function Odd Function

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    28/115

    Diff_Eq_12_2012/201

    3

    Odd and Even Functions Property

    The product of an even and anodd function is odd.

    evenisxfifdxxfdxxfLL

    L)(,)(2)(

    0 =

    oddisxfifdxxfL

    L)(,0)( =

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    29/115

    Diff_Eq_12_2012/201

    3

    Periodic Functions

    A function ( )f t is periodic

    if it is defined for all real tand if there is some positive number

    (the lowest),T such that ( ) ( )t T f t + = .

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    30/115

    Diff_Eq_12_2012/201

    3

    Example:

    4cos

    3cos)(

    tttf +=

    Find its period.

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    31/115

    Diff_Eq_12_2012/201

    3

    Example:

    4cos

    3cos)(

    tttf +=

    Find its period.

    )()( Ttftf += )(41cos)(

    31cos

    4cos

    3cos TtTttt +++=+

    Fact: )2cos(cos += m

    = mT

    23

    = nT 24

    = mT 6

    = nT 8

    = 24T smallest T

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    32/115

    Diff_Eq_12_2012/201

    3

    Example:

    tttf 21 coscos)( +=

    Find its period.

    )()( Ttftf += )(cos)(coscoscos 2121 TtTttt +++=+

    = mT 21

    = nT 22 n

    m=

    2

    1

    2

    1

    must be a

    rational number

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    33/115

    Diff_Eq_12_2012/201

    3

    Example:

    tttf )10cos(10cos)( ++=

    Is this function a periodicone?

    +=

    1010

    2

    1 not a rationalnumber

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    34/115

    Diff_Eq_12_2012/201

    3

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    35/115

    Diff_Eq_12_2012/201

    3

    Rectangular Pulse

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    36/115

    Diff_Eq_12_2012/201

    3

    Sawtooth wave

  • 8/12/2019 Diff Equation 12 2012 FourierSeries

    37/115

    Diff_Eq_12_2012/201

    3

    Orthogonal Functions

    Call a set of functions {k }orthogonal on an interval a < t