Automatic Control Systems by Benjamin C. Kuo

KUO
BENJAMIN
C.
KUO
utomatic
control
THIRD EDITION
Syste
HI OX 2D
-'.
PRLNIlUt HALL
Automatic
Control
Systems
Third Edition
BENJAMIN
University
C.
KUO
Professor of Electrical Engineering
of Illinois at Urbana-Champaign
PRENTICE-HALL,
INC., Englewood
Cliffs,
New Jersey
(,^-s
Library of Congress Cataloging
in Publication
Data
Kuo, Benjamin
Automatic control systems.

Includes index.
1.
I.
Automatic control.
2.
Control theory.
Title.
TJ213.K8354 1975 ISBN 0-13-054973-8
629.8'3
74-26544
METROPOLITAN
BOROUGH OF W1GAN
DEPT.
OF
LEISURE
LIBRARIES
*?
:
Ace. No,
10067*2 A-
5m^?1^;,
1975 by Prentice-Hall, Inc.
Englewood
Cliffs,
o :
New Jersey
All rights reserved.
No
in
part of this
book
may be reproduced
without permission in
any form or by any means writing from the publisher.
10 9 8 7 6 5 4
Printed in the United States of America
PRENTICE-HALL PRENTICE-HALL PRENTICE-HALL PRENTICE-HALL PRENTICE-HALL
OF OF OF OF
INTERNATIONAL, INC., London AUSTRALIA, PTY. LTD., Sydney
CANADA,
JAPAN,
LTD., Toronto
INDIA PRIVATE LIMITED,

INC.,
New
Delhi
Tokyo
Contents
Preface
Introduction
1.1
Control Systems
1.2
What
1.3
Feedback and What Are Its Effects ? Types of Feedback Control Systems 11
Is
2.
Mathematical Foundation
2. 7
15
Introduction
15 15 18
2.2
Complex-Variable Concept
Laplace Transform
2.3
2.4 2.5
Inverse Laplace Transform by Partial-Fraction Expansion
21
Application of Laplace Transform to the Solution of Linear Ordinary

Differential Equations
25
2.6
2.7 2.8
Elementary Matrix Theory

Matrix Algebra
26
32
z-Transform
39
~\
vi /
Contents
3.
Transfer Function and Signal Flow Graphs

3.1
51
Introduction
51
3.2
Transfer Functions of Linear Systems
51
3.3 3.4 3.5
Impulse Response of Linear Systems
55
Block Diagrams
Signal Flow Graphs
58
64
3.6 3.7 3.8

3.9
3.
Summary
of Basic Properties of Signal
Definitions for Signal
Flow Graphs 69 Signal-Flow-Graph Algebra
Flow Graphs 67
66
10
Examples of the Construction of Signal Flow Graphs 75 General Gain Formula for Signal Flow Graphs
Transfer Functions of Discrete-Data
71
3.11
Application of the General Gain Formula to Block Diagrams
80
3.12
Systems
81
4.
State-Variable Characterization of Dynamic Systems

4.
95
Introduction to the State Concept

State Equations
95
97 99
4.2
and the Dynamic Equations

101
4.3 4.4
4.5
Matrix Representation of State Equations

State Transition Matrix
State Transition Equation
103
4.6
Between State Equations and 107 High-Order Differential Equations

Relationship Relationship
4.7 4.8 4.9
Form 109 Between State Equations and Transfer Functions 117 Characteristic Equation, Eigenvalues, and Eigenvectors
Transformation to Phase-Variable Canonical
115 118
4.10
4.11
4. 4.
Diagonalization of the
Matrix (Similarity Transformation)
Jordan Canonical Form

State
123
12
13
4.14 4.15 4.16 4.17 18
Diagram 126 136 Decomposition of Transfer Functions 141 Transformation into Modal Form
Controllability of Linear
Systems
Observability of Linear Systems
144 152
Relationship
Among
Controllability, Observability,
and
4.
Transfer Functions
156
158
161
Nonlinear State Equations and Their Linearization

State Equations of Linear Discrete-Data Systems
4.19 4.20
4.21
z-Transform Solution of Discrete State Equations
165
4.22
4.23
167 Diagram for Discrete-Data Systems 171 State Diagrams for Samp/ed-Data Systems State Equations of Linear Time-Varying Systems
State
173
5.
Mathematical Modeling of Physical Systems

5.
187
Introduction
187
5.2
Equations of Electrical Networks
188
190
5.3 5.4
5.5
5.6
Modeling of Mechanical System Elements 203 Equations of Mechanical Systems Error-Sensing Devices in Control Systems
Tachometers
208
219
Contents
vii
5.7 5.8
5.9
Motors in Control Systems 220 Two-Phase Induction Motor 225 Step Motors 228
Tension-Control System 235 Edge-Guide Control System 237 Systems with Transportation Lags 242 Sun-Seeker System 243
DC
5.10
5.11
5. 5.
12
13
6.
Time- Domain Analysis of Control Systems

6.
259
Introduction
259
6.2
6.3 6.4 6.5 6.6 6.7
Response of Control Systems 260 Time-Domain Performance of Control SystemsSteady-State Response 262 Time-Domain Performance of Control Systems Transient Response 271 Transient Response of a Second-Order System 273 Time Response of a Positional Control System 284
Typical Test Signals for Time
Effects of Derivative Control
on the Time Response of
Feedback Control Systems

6.8
Effects of Integral Control
295
6.9
6.
on the Time Response of Feedback Control Systems 300 Rate Feedback or Tachometer Feedback Control
Control by State- Variable Feedback
302
10
305
7.
Stability of Control
7.1
Systems
316
Introduction
316
Equation,
7.2
7.3
Stability. Characteristic
and the State
Transition Matrix
317
Stability of Linear Time-Invariant
Systems with Inputs
319
321
7.4
7.5 7.6 7.7 7.8
Methods of Determining
Routh-Hurwitz
Criterion
Stability of Linear Control
Systems
322
Nyquist Criterion
330
Application of the Nyquist Criterion

Effects of Additional Poles
344
the
7.9
and Zeros G(s)H(s) on of the Nyquist Locus 352 Stability of Multiloop Systems 356
Shape
7.10
7.11
Stability of
Systems with Time Delays 360 Nonlinear SystemsPopov's Criterion 363
8.
Root Locus Techniques

8.
375
Introduction
375
8.2
Basic Conditions of the Root Loci
376
380
8.3
Construction of the Complete Root Loci

Solution of Roots of a Polynomial
8.4
Application of the Root Locus Technique to the
412
8.5
Some
Important Aspects of the Construction of the Root Loci
417
8.6 8.7
8.8 8.9
Root Contour Multiple-Parameter Variation 424 Root Loci of Systems with Pure Time Delay 434 Relationship Between Root Loci and the Polar Plot Root Loci of Discrete-Data Control Systems 447
444
viii /
Contents
9.
Frequency-Domain Analysis of Control Systems

9.
459
Introduction
459 464 467

471
9.2
9.3
462 Frequency-Domain Characteristics Second-Order System p .CO p , and the Bandwidth of a
9.4
9.5 9.6
Effects of Adding a Zero to the Effects of Adding a Pole to the
Open-Loop Open-Loop
Transfer Function
Transfer Function
Relative Stability Gain Margin, Phase Margin, Relative Stability
and
Mp
473
9.7
the Magnitude Curve of the
9.8 9.9
As Related to the Slope of Bode Plot 483 485 Loci in the G(jOi) -Plane Constant 489 Constant Phase Loci in the G{jCO)-Plane
9.10
9.11
9.
Constant
M and N Loci in the Magnitude

490
Versus-Phase Plane
The Nichols Chart

12
Sensitivity Studies in the
Closed-Loop Frequency Response Analysis of Nonunity Feedback Systems 497 Frequency Domain
496
10.
Introduction to Control Systems Design

10.1
504
Introduction
Classical Design of Control
10.2 10.3
Systems
504 510
10.4 10.5 10.6
Phase-Lead Compensation Phase-Lag Compensation
Lag-Lead Compensation Bridged-T Network Compensation
515 535 552
557
11.
Introduction to Optimal Control

11.1
1 1.2
1
572
Introduction
572
Analytical Design
574 583 585
1.3
Parameter Optimization
1 1
1.4 1.5
Design of System with Specific EigenvaluesAn Application of Controllability
11.6
11.7
588 Design of State Observers Optimal Linear Regulator Design

Design with
Partial State
Feedback
599 615
APPENDIX A Frequency-Domain
A.
1
Plots
627
633
643
626
Polar Plots of Transfer Functions
A.2 A.3
Bode
Plot (Corner Plot) of a Transfer Function
Magnitude-Versus-Phase Plot
APPENDIX B
Laplace Transform Table
645
APPENDIX C
Index
Lagrange's Multiplier
Method
650
653
Preface
The
first edition of this book, published in 1962, was characterized by having chapters on sampled-data and nonlinear control systems. The treatment of the analysis and design of control systems was all classical.
The two major changes in the second edition, published in 1967, were the inclusion of the state variable technique and the integration of the discrete-data
systems with the continuous data system. The chapter on nonlinear systems was eliminated in the second edition to the disappointment of some users of that text. At the time of the revision the author felt that a comprehensive treatment on the subject of nonlinear systems could not be made effectively
with
the available space.
The third edition is still written as an introductory text for a senior course on control systems. Although a great deal has happened in the area of modern
control theory in the past ten years, preparing suitable material for a course on introductory control systems remains a difficult task.
a complicated one because
it is difficult
to
developments in modern control theory at situation in control systems has been that many of the practical problems are still being solved in the industry by the classical methods. While some of the techniques in modern control theory are much more powerful and can solve more complex problems, there are often more restrictions when it comes to
modern The problem is teach the topics concerned with new the undergraduate level. The unique
However, it should be recognized that control engineer should have an understanding of the classical as well as the modern control methods. The latter will enhance and broaden one's perspective in solving a practical problem. It is the author's opinion that one should strike a balance in the teaching of control systems theory at the beginning
a
practical applications of the solutions.
modern
Preface
emphasis and intermediate levels. Therefore in this current edition, equal classical methods and the modern control theory. placed on the A number of introductory books with titles involving modern control
is
have attempted to theory have been published in recent years. Some authors according integrate the classical control with the modern control, but unify and and reviews, most have failed. Although such a goal is highly the critics
to
desirable, if only
from the standpoint of presentation, there does not seem

is
to
be a good
solution. It
possible that the objective
may
not be achieved until
new
theories
remains that
learning
and new techniques are developed for this purpose. The fact of control systems, in some way, may be regarded as a science
to solve one
problemcontrol, in many different ways. These against each other, different ways of solution may be compared and weighed approach used in but it may not be possible to unify all the approaches. The
how
method and the modern approach indepenconsidered as alternadently, and whenever possible, the two approaches are are weighed. Many tives, and the advantages and disadvantages of each
this text is to present the classical
illustrative
Many
many
text
examples are carried out by both methods. for not existing text books on control systems have been criticized
including adequate practical problems.
book
writers are theorists,
One reason for this is, perhaps, that who lack the practical background and
that the experience necessary to provide real-life examples. Another reason is fact that most realthe difficulty in the control systems area is compounded by
life
problems are highly complex, and are rarely suitable as illustrative examples is lost by simplifying at the introductory level. Usually, much of the realism techniques developed in the the problem to fit the nice theorems and design system material. Nevertheless, the majority of the students taking a control
text
must put course at the senior level do not pursue a graduate career, and they new employment. It is extremely their knowledge to immediate use in their an important for these students, as well as those who will continue, to gain
what a real control system is like. Therefore, the author has text. The introduced a number of practical examples in various fields in this the attempt of this text to provide more realhomework problems also reflect
actual feel of
life
problems.
The following
with the
first
features of this
new
edition are emphasized by comparison
two editions
1.
2.
3.
Equal emphasis on classical and modern control theory. Inclusion of sampled-data and nonlinear systems. Practical system examples and homework problems.
in this
The material assembled
book
is
an outgrowth of a
senior-level
Illinois at control system course taught by the author at the University of written in a style Urbana-Champaign for many years. Moreover, this book is
adaptable for self-study and reference. Chapter 1 presents the basic concept of control systems. The definition of feedback and its effects are covered. Chapter 2 presents mathematical founda-
Preface
/ xi
and preliminaries. The subjects included are Laplace transform, z-transform, matrix algebra, and the applications of the transform methods. Transfer function and signal flow graphs are discussed in
tion
Chapter
3.
Chapter 4 intro-
duces the state variable approach to dynamical systems. The concepts and definitions of controllability and observability are introduced
at the early stage
transducers and control systems used in practice are illustrated. The treatment cannot be exhaustive as there are numerous types of devices and control systems. Chapter 6 gives the time response considerations of control systems. Both the classical and the modern approach are used. Some simple design considerations in the time domain are pointed out. Chapters 7, 8, and 9 deal with topics on stability, root locus, and frequency response of control systems. In Chapter 10, the design of control systems is discussed, and the
These subjects are later being used for the analysis and design of linear control systems. Chapter 5 discusses the mathematical modeling of physical systems. Here, the emphasis is on electromechanical systems. Typical
approach
subjects
is
basically classical.
Chapter
11 contains
some of the optimal control
which, in the author's opinion, can be taught at the undergraduate level if time permits. The text does contain more material than can be covered in one
semester.
One of
the difficulties in preparing this
subjects to cover.
To keep
which were in the original to be left out of the final manuscript! These included the treatment of signal flow graphs and time-domain analysis,
of discrete-data systems, the second method of Liapunov's stability method! describing function analysis, state plane analysis, and a few selected topics on implementing optimal control. The author feels that the inclusion of these subjects would add materially to the spirit of the text, but at the cost of a higher price.
book draft, had

the
to a reasonable length,
book was the weighing of what some subjects,
The author wishes to express his sincere appreciation to Dean W. L. Everitt (emeritus), Professors E. C. Jordan, O. L. Gaddy, and E. W. Ernst, of the University of Illinois, for their encouragement and interest in the project! The author is grateful to Dr. Andrew Sage of the University of Virginia and
Dr. G. Singh of the University of Illinois for their valuable suggestions. Special thanks also goes to Mrs. Jane Carlton who typed a good portion of the manuscript and gave her invaluable assistance in proofreading.
Benjamin C.
Urbana,
Illinois
Kuo
1
Introduction
1 .1
Control Systems
In recent years, automatic control systems have assumed an increasingly important role in the development and advancement of modern civilization and technology. Domestically, automatic controls in heating and air conditioning systems
regulate the temperature
living. Industrially,
and the humidity of modern homes for comfortable automatic control systems are found in numerous applications, such as quality control of manufactured products, automation, machine tool control, modern space technology and weapon systems, computer systems,
Even such problems as inventory control, and economic systems control, and environmental and hydrological systems control may be approached from the theory of automatic control.
social
transportation systems, and robotics.
The
basic control system concept

1-1.
may be
described by the simple block

is
diagram shown in Fig.

c in a prescribed
The
objective of the system

signal e
to control the variable
manner by the actuating
through the elements of the
control system.
In more common terms, the controlled variable is the output of the system, and the actuating signal is the input. As a simple example, in the steering control of an automobile, the direction of the two front wheels may be regarded as the
controlled variable
c,
the output.
the actuating signal
e.
The position of the steering wheel is the input, The controlled process or system in this case is composed
of the steering mechanisms, including the dynamics of the entire automobile. if the objective is to control the speed of the automobile, then the amount of pressure exerted on the accelerator is the actuating signal, with the speed regarded as the controlled variable.
However,
Chap.
Introduction
Actuating
signal e
Controlled
(Input)
Control system
variable c
(Output)
Fig. 1-1. Basic control system.
There are many situations where several variables are to be controlled simulmultivariabk taneously by a number of inputs. Such systems are referred to as
systems.
Open-Loop Control Systems (Nonfeedback Systems)
The word automatic implies that there is a certain amount of sophistication is usually in the control system. By automatic, it generally means that the system
capable of adapting to a variety of operating conditions and is able to respond system has to a class of inputs satisfactorily. However, not any type of control feature. Usually, the automatic feature is achieved by feeding the the automatic
output variable back and comparing it with the command signal. When a system does not have the feedback structure, it is called an open-loop system, which is the simplest and most economical type of control system. Unfortunately, openloop control systems lack accuracy and versatility and can be used in none but
the simplest types of applications. Consider, for example, control of the furnace for
home
heating. Let us
assume that the furnace is equipped only with a timing device, which controls the on and off periods of the furnace. To regulate the temperature to the proper level, the human operator must estimate the amount of time required for the furnace to stay on and then set the timer accordingly. When the preset time is up, the furnace is turned off. However, it is quite likely that the house temperature is either above or below the desired value, owing to inaccuracy in
the estimate. Without further deliberation,
control
is
it is
quite apparent that this type of

lies
inaccurate and unreliable.
One
reason for the inaccuracy
in the
fact that
one
may
not
know
the exact characteristics of the furnace.
The other
no control over the outdoor temperature, which has a important definite bearing on the indoor temperature. This also points to an open-loop control system, in that the disadvantage of the performance of an
factor
is
that one has
not capable of adapting to variations in environmental conditions or experito external disturbances. In the case of the furnace control, perhaps an control for a certain desired temperature in the house; enced person can provide but if the doors or windows are opened or closed intermittently during the system
is
operating period, the final temperature inside the house will not be accurately
regulated by the open-loop control.
An
electric
washing machine
system, because the
amount of wash time
A and estimation of the human machine should have the means of checking the cleanliness of the clothes continuously and turn itself off when the desired degree of cleanliness is reached. Although open-loop control systems are of limited use, they form the basic
another typical example of an open-loop is entirely determined by the judgment true automatic electric washing operator.
is
Sec. 1.1
Control Systems / 3
elements of the closed-loop control systems. In general, the elements of an open1-2. An input applied to the controller, whose output acts as the actuating signal e; the actuating signal then actuates the controlled process and hopefully will drive the controlled variable c to the desired value.
loop control system are represented by the block diagram of Fig.

signal or
command
r is
Reference
input r Controller
Actuating
signal e
Controlled Controlled process

variable c
(Output)
Fig. 1-2.
Block diagram of an open-loop control system.
Closed-Loop Control Systems (Feedback Control Systems)
What is missing in the open-loop control system for more accurate and more adaptable control is a link or feedback from the output to the input of the system. In order to obtain more accurate control, the controlled signal c(t) must be fed back and compared with the reference input, and an actuating signal
proportional to the difference of the output and the input must be sent through the system to correct the error. system with one or more feedback paths like that just described is called a closed-loop system. Human beings are probably the most complex and sophisticated feedback control system
in existence.
human
be considered to be a control system with outputs, capable of carrying out highly complex operations.
being
may
many
inputs and
being as a feedback control system, let us consider an object on a desk. As one is reaching for the object, the brain sends out a signal to the arm to perform the task. The eyes serve as a sensing device which feeds back continuously the position of the hand. The distance between the hand and the object is the error, which is eventually brought to zero as the hand reaches the object. This is a typical example of closed-loop control. However, if one is told to reach for the object and then is blindfolded, one can only reach toward the object by estimating its exact posithat the objective
is
To
illustrate the
human
to reach for
tion. It is quite possible that the object
may be
is
the eyes blindfolded, the feedback path

as an open-loop system.
missed by a wide margin. With broken, and the human is operating
being
is
The example of the reaching of an object by a described by the block diagram shown in Fig. 1-3.
illustrative
human
As another
example of a closed-loop control system,
Fig. 1-4
Error
Input
detector
command
Reach
for object
f x
Error
Controller
(brain)
Controlled process
1 Controlled
variable
(arm and hand)
Position
of hand
Fig. 1-3.
Block diagram of a human being as a closed-loop control system.
/ Introduction
Chap.
Rudder
Fig. 1-4.
Rudder
control system.
shows the block diagram of the rudder control system of a ship. In this case the objective of control is the position of the rudder, and the reference input is applied through the steering wheel. The error between the relative positions of the steering wheel and the rudder is the signal, which actuates the controller
and the motor.

wheel position
When
the rudder
is finally is
aligned with the desired reference
direction, the output of the error sensor

is
zero. Let us
assume that the steering
given a sudden rotation of R units, as shown by the time signal in Fig. l-5(a). The position of the rudder as a function of time, depending upon the characteristics of the system, may typically be one of the responses shown
in Fig. l-5(b). Because all physical systems
have
electrical
and mechanical inertia,
the position of the rudder cannot respond instantaneously to a step input, but will, rather, move gradually toward the final desired position. Often, the response
will oscillate
about the
it is
final position
before settling.
It is
apparent that for the
rudder control
0,(0
desirable to have a nonoscillatory response.
6e
-*-t
(b)
*~t
(a)
Fig. 1-5. (a) Step displacement input of rudder control system, (b) Typical
output responses.
Sec. 1.1
Control Systems / 5
Error sensor
Input
~^
Error
Controller
Controlled process
Output
Feedback
elements
Fig. 1-6. Basic elements of a feedback control system.
are
The basic elements and the block diagram of a closed-loop control system shown in Fig. 1-6. In general, the configuration of a feedback control system
may not be constrained to that of Fig. 1-6. In complex systems there may be a multitude of feedback loops and element blocks. Figure l-7(a) illustrates the elements of a tension control system of a windup
process.
The unwind
which
is
reel may contain a roll of material such as paper or cable to be sent into a processing unit, such as a cutter or a printer, and then
collects it by winding it onto another roll. The control system in this case is to maintain the tension of the material or web at a certain prescribed tension to avoid such problems as tearing, stretching, or creasing.
web is formed into a half-loop by passing it The roller is attached to a pivot arm, which allows free up-and-down motion of the roller. The combination of the roller and the pivot arm is called the dancer. When the system is in operation, the web normally travels at a constant speed. The ideal position of the dancer is horizontal, producing a web tension equal to one-half of the total weight of the dancer roll. The electric brake on
the
roller.
To regulate the tension, down and around a weighted
the
unwind
reel is to generate
all
a restraining torque to keep the dancer in the
horizontal position at
times.
During actual operation, because of external disturbances, uncertainties and irregularities of the web material, and the decrease of the effective diameter of the unwind reel, the dancer arm will not remain horizontal unless some scheme is employed to properly sense the dancer-arm position and control the
restraining braking torque.
obtain the correction of the dancing-arm-position error, an angular used to measure the angular deviation, and a signal in proportion to the error is used to control the braking torque through a controller. Figure l-7(b) shows a block diagram that illustrates the interconnections between the
sensor
is
To
elements of the system.
Chap.
Introduction
Unwind
reel
(decreasing dia.)
Web
processing
Windup
reel
(increasing dia.)
Drive system
(constant
web
speed)
(Current)
Reference input
~"\ Error
Controller
Electric
Unwind
process
Tension
brake
Dancer
arm
(b)
diagram depicting the and interconnections of a tension control system. basic elements
Fig. 1-7. (a) Tension control system, (b) Block
1 .2
What
Is
Feedback and What Are
Its
Effects ?
The concept of feedback plays an important role in
control systems.
We demon-
closed-loop strated in Section 1.1 that feedback is a major requirement of a control system would not be able to achieve control system. Without feedback, a applications. the accuracy and reliability that are required in most practical standpoint, the definition and the significance However, from a more rigorous feedback are much deeper and more difficult to demonstrate than the few
of
carry examples given in Section 1.1. In reality, the reasons for using feedback than the simple one of comparing the input with the output far more meaning error is merely one of the in order to reduce the error. The reduction of system now show that effects that feedback may bring upon a system. We shall many
Sec.
.2
What
Is
Its
Effects ? /
feedback also has effects on such system performance characteristics as bandwidth, overall gain, impedance, and sensitivity.
stability,
To understand the effects of feedback on a control system, it is essential that we examine this phenomenon with a broad mind. When feedback is deliberately
its existence is easily identified. However, numerous situations wherein a physical system that we normally recognize as an inherently nonfeedback system may turn out to have feedback
introduced for the purpose of control,
there are
when
it is observed in a certain manner. In general we can state that whenever a closed sequence of cause-and-effect relation exists among the variables of a system, feedback is said to exist. This viewpoint will inevitably admit feedback
number of systems that ordinarily would be identified as nonfeedback systems. However, with the availability of the feedback and control system theory, this general definition of feedback enables numerous systems,
in a large
with or without physical feedback, to be studied in a systematic way once the existence of feedback in the above-mentioned sense is established.
We shall now investigate the effects of feedback on the various aspects of system performance. Without the necessary background and mathematical foundation of linear system theory, at this point we can only rely on simple
system notation for our discussion. Let us consider the simple feedback system configuration shown in Fig. 1-8, where r is the input signal, c the output signal, e the error, and b the feedback signal. The parameters G and ZTmay be considered as constant gains. By simple algebraic manipulations it is simple to
static
show
that the input-output relation of the system
is
G M = t = FTW
Using
this basic relationship
(l-i)
some of the
significant effects
of the feedback system structure, we can uncover of feedback.

_.
+
r
-o
b +
H
-o
Fig. 1-8.
Feedback system.
Effect of Feedback on Overall Gain
As seen from Eq. (1-1), feedback affects the gain G of a nonfeedback system by a factor of 1 + GH. The reference of the feedback in the system of Fig. 1-8 is negative, since a minus sign is assigned to the feedback signal. The quantity GH may itself include a minus sign, so the general effect of feedback is that it
may
increase or decrease the gain. In a practical control system,
and
H are
Introduction
Chap.
may be greater than 1 in functions of frequency, so the magnitude of 1 one frequency range but less than 1 in another. Therefore, feedback could
increase the gain of the system in one frequency range but decrease
it
+ GH
in another.
Effect of Feedback on Stability
whether the system will be able to follow the input command. In a nonrigorous manner, a system is said to be unstable if its output is out of control or increases without bound. To investigate the effect of feedback on stability, we can again refer to the 1, the output of the system is infinite for any expression in Eq. (1-1). If GH
Stability is a notion that describes
=-
finite input.
Therefore,
originally stable to
we may state that feedback can cause a system that is become unstable. Certainly, feedback is a two-edged sword;
when it is improperly used, it can be harmful. It should be pointed out, however, that we are only dealing with the static case here, and, in general GH = 1 is
not the only condition for instability. It can be demonstrated that one of the advantages of incorporating feedback is that it can stabilize an unstable system. Let us assume that the feedback 1. If we introduce another feedsystem in Fig. 1-8 is unstable because through a negative feedback of F, as shown in Fig. 1-9, the inputback loop
GH =
G
output relation of the overall system

c
r
It is
is
+GH+GF
G
and
( "
inner-loop feedback system
apparent that although the properties of is unstable, because
H are
1,
such that the
GH =
the overall system
can be stable by properly selecting the outer-loop feedback gain F.

-o
+
r
+
e
+
+
o+
c
+-
-o
o-
H
-o
o-
-o
o-
F
Feedback system with two feedback loops.
Fig. 1-9.
Effect of Feedback on Sensitivity

Sensitivity considerations often play
an important
role in the design of
control systems. Since
all
environment and age, we
physical elements have properties that change with cannot always consider the parameters of a control
Sec
1-2
What
Is
Its
Effects? / 9
system to be completely stationary over the entire operating life of the system. For instance, the winding resistance of an electric motor changes as the temperature of the motor rises during operation. In general, a good control system
should be very insensitive to these parameter variations while

the
still
able to follow
command responsively. We
shall investigate
what
effect
feedback has on the
sensitivity to
parameter variations.
Referring to the system in Fig. 1-8,

vary.
we
consider
G as
The
sensitivity
of the gain of the overall system
M to the variation in G
a parameter that
may
is
defined as
io
_ dM/M ~
~dGjG
^- 3 >
where dM denotes the incremental change in due to the incremental change G; dM/M and dG/G denote the percentage change in and G, respectively. The expression of the sensitivity function Sg can be derived by using Eq. (1-1). We have
in
SM _ dM G _ io
~lGM~l+GH
>
This relation shows that the sensitivity function can be made arbitrarily small by increasing GH, provided that the system remains stable. It is apparent that in an open-loop system the gain of the system will respond in a one-to-one fashion to the variation in G.
In general, the sensitivity of the system gain of a feedback system to paramdepends on where the parameter is located. The reader may derive the sensitivity of the system in Fig. 1-8 due to the variation of H.
eter variations
Effect of Feedback on External Disturbance or Noise

All physical control systems are subject to some types of extraneous signals or noise during operation. Examples of these signals are thermal noise voltage
in electronic amplifiers
The
effect
and brush or commutator noise in electric motors. of feedback on noise depends greatly on where the noise is intro-
situations, feedback
duced into the system; no general conclusions can be made. However, in many can reduce the effect of noise on system performance.
mand
Let us refer to the system shown in Fig. 1-10, in which r denotes the comsignal and n is the noise signal. In the absence of feedback, 0, the output c is
H=
=GGe+G
x
2n
(1-5)
is
where e
r.
The
signal-to-noise ratio of the output
defined as
e
l
output due to signal output due to noise
_GGe_c ~~
x
G2 n
~n
'
'
To increase the signal-to-noise ratio, evidently we should either increase the magnitude of G, or e relative to n. Varying the magnitude of G would have
2
no
effect
whatsoever on the
ratio.
With the presence of feedback, the system output due
to r
and n acting
10
Introduction
Chap.
\h
+ +
r
+
e2
Gi
G2
__
_.
Fig. 1-10.
Feedback system with a noise
signal.
simultaneously
is
_
is
Gl G 2
T + G,G 2 H
+ +
_|
b3
G,G 2 H
(1-7) K '
Simply comparing Eq.

the output of Eq. (1-7)
ponent
is
with Eq. (1-5) shows that the noise component in reduced by the factor 1 + Gfi,H, but the signal comalso reduced by the same amount. The signal-to-noise ratio is
(1-7)
output due to signal ~~ output due to noise
_GG
i
2 rj(\
2 n/(l
+ G^G^H + G G H)
1
___
g
1
r_
(1-%}
and is the same as that without feedback. In this case feedback is shown to have no direct effect on the output signal-to-noise ratio of the system in Fig. 1-10. However, the application of feedback suggests a possibility of improving the signal-to-noise ratio under certain conditions. Let us assume that in the system of Fig. 1-10, if the magnitude of G is increased to G\ and that of the input r to r', with all other parameters unchanged, the output due to the input signal
t
acting alone
is
at the
same
level as that
when feedback
is
absent. In other words,
we
let
'1- ^
=
to noise acting alone
(1 ' 9)
With the increased G,, G\, the output due
becomes
which
is
smaller than the output due to n

is
when G
is
not increased. The signal-
to-noise ratio
now
G 2 nl{\
which
is
G\G 2 H)
^ +
^^>
(1-11)
greater than that of the system without feedback by a factor of
(1
G\G 2 H).
In general, feedback also has effects on such performance characteristics
Seo
Types
of
11
as bandwidth, impedance, transient response,

effects will
become known
as
and frequency response. These one progresses into the ensuing material of this text.
1.3
Types of Feedback Control Systems
Feedback control systems may be classified in a number of ways, depending upon the purpose of the classification. For instance, according to the method of analysis and design, feedback control systems are classified as linear and nonlinear,
the system, reference
time varying or time invariant. According to the types of signal found in is often made to continuous-data and discrete-data systems,
or modulated and unmodulated systems. Also, with reference to the type of system components, we often come across descriptions such as electromechanical
control systems, hydraulic control systems, pneumatic systems, and biological control systems. Control systems are often classified according to the main purpose of the system. positional control system and a velocity control system
control the output variables according to the way the names imply. In general, there are many other ways of identifying control systems according to some
special features of the system. It
is
important that some of these more
common
is
ways of
classifying control systems are
known
so that proper perspective
gained before embarking on the analysis and design of these systems.

Linear Versus Nonlinear Control Systems
This classification
is
made according to
do not
the methods of analysis
and
design.
Strictly speaking, linear systems
exist in practice, since all physical sys-
tems are nonlinear to some extent. Linear feedback control systems are idealized models that are fabricated by the analyst purely for the simplicity of analysis and design. When the magnitudes of the signals in a control system are limited to a range in which system components exhibit linear characteristics (i.e., the principle of superposition applies), the system is essentially linear. But when the magnitudes of the signals are extended outside the range of the linear operation, depending upon the severity of the nonlinearity, the system should no longer be
considered linear. For instance, amplifiers used in control systems often exhibit saturation effect when their input signals become large; the magnetic field of a motor usually has saturation properties. Other common nonlinear effects
found in control systems are the backlash or dead play between coupled gear members, nonlinear characteristics in springs, nonlinear frictional force or torque between moving members, and so on. Quite often, nonlinear characteristics
are intentionally introduced in a control system to improve its performance or provide more effective control. For instance, to achieve minimum-time control, an on-off (bang-bang or relay) type of controller is used. This type of control is
found in many missile or spacecraft control systems. For instance, in the attitude control of missiles and spacecraft, jets are mounted on the sides of the vehicle to provide reaction torque for attitude control. These jets are often controlled in a full-on or full-off fashion, so a fixed amount of air is applied from a given
jet for a certain
time duration to control the attitude of the space vehicle.
12
Introduction
Chap.
For
linear systems there exists a wealth of analytical
and graphical
tech-
niques for design and analysis purposes. However, nonlinear systems are very that may be difficult to treat mathematically, and there are no general methods
used to solve a wide class of nonlinear systems.

Time-Invariant Versus Time-Varying Systems
When
the parameters of a control system are stationary with respect to
time during the operation of the system, we have a time-invariant system. Most physical systems contain elements that drift or vary with time to some extent. the If the variation of parameter is significant during the period of operation, of the unwind system is termed a time-varying system. For instance, the radius
reel
is
of the tension control system in Fig. 1-7 decreases with time as the material being transferred to the windup reel. Although a time-varying system without
is still
nonlinearity
a linear system,
its
analysis
is
usually
much more complex
than that of the linear time-invariant systems.
Continuous-Data Control Systems

continuous-data system is one in which the signals at various parts of the system are all functions of the continuous time variable t. Among all continuous-data control systems, the signals may be further classified as ac or dc.
Unlike the general definitions of ac and dc signals used in
electrical engineering,
ac and dc control systems carry special significances. When one refers to an ac control system it usually means that the signals in the system are modulated by some kind of modulation scheme. On the other hand, when a dc control
system is referred to, it does not mean that all the signals in the system are of dc control the direct-current type; then there would be no control movement. system simply implies that the signals are unmodulated, but they are still ac by common definition. The schematic diagram of a closed-loop dc control system
is
shown
in Fig. 1-11. Typical
waveforms of the system
in response to a step
^^^
6*^) "r
Reference input
6,
Error detector
Controlled
variable
Fig. 1-11. Schematic
diagram of a
typical
dc closed-loop control system.
Sec. 1.3
Types of Feedback Control Systems
13
function input are shown in the figure. Typical components of a dc control tem are potentiometers, dc amplifiers, dc motors, and dc tachometers. The schematic diagram of a typical ac control system is shown
sys-
in Fig. 1-12.
In this case the signals in the system are modulated; that is, the information is transmitted by an ac carrier signal. Notice that the output controlled variable still behaves similar to that of the dc system if the two systems have the same control objective. In this case the modulated signals are demodulated by the low-pass characteristics of the control motor. Typical components of an ac control system are synchros, ac amplifiers, ac motors, gyroscopes, and accelerometers.
control systems are strictly of the ac or the dc type. of ac and dc components, using modulators and demodulators to match the signals at various points of the system.
all
In practice, not
system
may incorporate a mixture
Synchro
transmitter
a-c
servomotor
Reference input
0.
Fig. 1-12.
Schematic diagram of a typical ac closed-loop control system.
Sampled-Data and Digital Control Systems

Sampled-data and digital control systems differ from the continuous-data systems in that the signals at one or more points of the system are in the form of either a pulse train or a digital code. Usually, sampled-data systems refer to a more general class of systems whose signals are in the form of pulse data, where a digital control system refers to the use of a digital computer or controller in the system. In this text the term "discrete-data control system" is used to describe both types of systems. In general a sampled-data system receives data or information only inter-
For instance, the error signal in a control supplied only intermittently in the form of pulses, in which case the control system receives no information about the error signal during the periods between two consecutive pulses. Figure 1-13 illustrates how a typical sampled-data system operates. continuous input signal r(t) is applied to the
system
mittently at specific instants of time.
may be
Chap.
14
Introduction
Input
r(t)
eg)
*c >
Data hold
(filter)
hit)
Controlled process
c(f)
Sampler
Fig. 1-13.
Block diagram of a sampled-data control system.
sampler, and is sampled by a sampling device, the sampler is a sequence of pulses. The sampling rate of the samthe output of the advantages of incorporating pler may or may not be uniform. There are many control system, one of the most easily understood of these being sampling in a among several that sampling provides time sharing of an expensive equipment
system.
The
error signal e(t)
control channels.
flexibility, Because digital computers provide many advantages in size and Many aircomputer control has become increasingly popular in recent years. discrete borne systems contain digital controllers that can pack several thousand shows the 1-14 elements in a space no larger than the size of this book. Figure
basic elements of a digital autopilot for a guided missile.

Attitude of
Digital-to-
Digital
coded
input
Digital
missile
computer
, ,
analog converter
Airframe
Analog-to-
con\ erter
Fig. 1-14. Digital autopilot system for a guided missile.
2
2.1
Introduction
The study of control systems relies to a great extent on the use of applied mathematics.
subjects as
For the study of classical control theory, the prerequisites include such complex variable theory, differential equations, Laplace transform,
and z-transform. Modern control theory, on the other hand, requires considerably more intensive mathematical background. In addition to the above-mentioned subjects, modern control theory is based on the foundation of matrix
theory, set theory, linear algebra, variational calculus, various types of mathematical programming, and so on.
2.2
Complex-variable theory plays an important role in the analysis and design of When studying linear continuous-data systems, it is essential that one understands the concept of complex variable and functions of a complex
control systems.
variable
when
the transfer function
method
is
used.
Complex Variable
complex variable j is considered to have two components: a real component a, and an imaginary component co. Graphically, the real component is represented by an axis in the horizontal direction, and the imaginary
component measured along a vertical axis, in the complex j-plane. In other words, a complex variable is always defined by a point in a complex plane that has' a a axis and ayco axis. Figure 2-1 illustrates the complex j-plane, in which any
is
15
Chap. 2
16
/co
s-plane
OJ]
i i
Fig. 2-1.
Complex
j-plane.
arbitrary point, s
= su
is
denned by the coordinates a
== a,
and
co
a> or
simply
Si
ffj
+y'coi.
Functions of a Complex Variable

s if for said to be a function of the complex variable are corresponding value (or there every value of s there is a corresponding imaginary parts, the function s is defined to have real and values) of G(s). Since imaginary parts; that is, G(s) is also represented by its real and
The function
G(s)
is
G(j)
= ReG+yImC
(2-1)
where Re
part of
represents the imaginary denotes the real part of G(s) and Im G by the complex GThus, the function G(s) can also be represented
and whose vertical axis plane whose horizontal axis represents Re G every value of s (every point in the sthe imaginary component of G{s). If for value for G(s) [one corresponding point plane) there is only one corresponding a single-valued function, and the mapping in the G^-plane], G(s) is said to be points in the G(s)-plane is (correspondence) from points in the j-plane onto there are many functions for described as single valued (Fig. 2-2). However, complex-variable plane is which the mapping from the function plane to the
x-plane
/co
S,
.
measures
ImG G 0)-plane
ReG
=0, +/C0,
a,
Gfri)
Fig. 2-2. Single-valued
mapping from the s-plane to
the G(-plane.
Sec 2 2
-
17
not single valued. For instance, given the function
G(J)=
,-(7TT)
<2
"
2)
it is apparent that for each value of s there is only one unique corresponding value for G(s). However, the reverse is not true; for instance, the point G(s) oo is mapped onto two points, s and j 1, in the j-plane.
Analytic Function
A function G(s) of the complex variable s is called an analytic function in a region of the s-plane if the function and all its derivatives exist in the region.
For instance, the function given in Eq. (2-2) is analytic at every point in the splane except at the points s and s -1. At these two points the value of the function is infinite. The function G(s) s 2 is analytic at every point
= +
in the finite .s-plane.
Singularities
and Poles of a Function

are the points in the j-plane at which the funcpole is the most common type of singu-
The singularities of a function

tion or
larity
its
derivatives does not exist.
and plays a very important

definition of a pole
role in the studies of the classical control
theory.
The
single valued in the neighborhood
order r at s
= s,if the limit
can be stated as: If a function G(s) is analytic and of s except at s it is said to have a pole of
t
,
lim [0
- s,)
G(s)]
has a finite, nonzero value. In other words, the denominator of G(s) must include r s,) so when s s the function becomes infinite. If r 1, the pole at j s, is called a simple pole. As an example, the function
the factor (s
G(s)
has a pole of order 2 at s
W=
is
l0(s
s(s
IX*
+ 2) + 3)* =
=-
n (2
" xi
3>
= -3
and simple poles
also be said that the function
at s and s 1. It can analytic in the j-plane except at these poles.
Zeros of a Function
The
is
definition of a zero of
analytic at s
=s
t,
it is
a function can be stated as: If the function G(s) said to have a zero of order r at s s l if the limit
!S [(* ~
has a finite, nonzero value. has an rth-order pole at s
zero at s
J '>" ,<7
W]
( 2 -4)
Or
s,.
simply, G(s) has a zero of order r at s s, ifl/G(s) For example, the function in Eq. (2-3) has a simple
2.
under consideration is a rational function of s, that is, a quotient of two polynomials of s, the total number of poles equals the total number of zeros, counting the multiple-order poles and zeros, if the poles and
If the function
18
r.
Chap. 2
function in Eq. (2-3) has zeros at infinity and at zero are taken into account. The -2, but is one finite zero at s 0, -1, -3, -3; there four finite poles at s
there are three zeros at infinity, since
limGO)
s-.
= lim^=0 S
s-<*>
(2
"5
four zeros in the entire Therefore, the function has a total of four poles and
plane.
s-
2.3
3-5 Laplace Transform
The Laplace transform
is
of ordinary linear differential equations. In

following two attractive features
1.
one of the mathematical tools used for the solution comparison with the classical method
transform method has the of solving linear differential equations, the Laplace
The homogeneous equation and the

in
particular integral are solved
one operation.
s.
2.
The Laplace transform converts the

algebraic equation in
It is
differential equation into an then possible to manipulate the algebraic
s equation by simple algebraic rules to obtain the solution in the solution is obtained by taking the inverse Laplace domain. The final
transform.
Definition of the Laplace Transform
Given the function /(f) which
satisfies
the condition
(2-6)
r\f(t)e-'\dt<oo
J
for
some
finite real a,
the Laplace transform of /(f)
is
defined as
(2-7)
F(s)=
or
\~ f(t)e-"dt
m=
The
variable s
is,
[/(')]
(2
-g
is
referred to as the Laplace operator,
which
is
a complex
variable; that
a +jco. The
defining equation of Eq. (2-7)
is
also
known
to oo
is as the one-sided Laplace transform, as the integration This simply means that all information contained in /(f) prior to
evaluated from
t
is
ignored
any serious limitation or considered to be zero. This assumption does not place linear system problems, since on the applications of the Laplace transform to often chosen at the instant in the usual time-domain studies, time reference is 0, when an input is applied at t 0. Furthermore, for a physical system t 0; that is, response start sooner than t the response of the system does not
does not precede excitation. The following examples serve as illustrations on how Eq. (2-7) for the evaluation of the Laplace transform of a function /(f).
may
be used
Sec. 2.3
Laplace Transform / 19
Example
2-1
Let/0) be a
of unity for
unit step function that

t
is
defined to have a constant value

/
>
and a zero value

/(/)
for
< 0.
Or,
(2-9)
= u.(t)
Then
the Laplace transform of f(t)
is
F(s)
= [u (t)] =
s
j~ us )e-" dt
e~"
is
(2-10)
valid if
Of course,
the Laplace transform given by Eq. (2-10)
j which means that the
ut)e-" dt
|
e-
dt
<
co
real part
of s, a, must be greater than zero. However, in practice,
we simply refer to the Laplace transform of the unit step function as lis, and rarely do we have to be concerned about the region in which the transform integral converges
absolutely.
Example
2-2
Consider the exponential function

/(,)
= e-",
written
2;
where a
is
a constant.
is
The Laplace transform of/(?)

F(s)
=/: e--'e-" dt
+a
+a
(2-11)
Inverse Laplace Transformation
The operation of obtaining /(?) from the Laplace transform F(s) is termed the inverse Laplace transformation. The inverse Laplace transform of F(s) is
denoted by
f(t)
Z-Vis)]
(2-12)
and
is
given by the inverse Laplace transform integral
/(0
where
2^7
'
me"ds
(2-13)
c is a real constant that is greater than the real parts of all the singularities of F(s). Equation (2-13) represents a line integral that is to be evaluated in the j-plane. However, for most engineering purposes the inverse Laplace transform operation can be accomplished simply by referring to the Laplace trans-
form
table,
such as the one given in Appendix B.
Important Theorems of the Laplace Transform
The
by the
applications of the Laplace transform in
many
instances are simplified
utilization of the properties of the transform.
These properties are
presented in the following in the form of theorems, and no proofs are given.
20
Chap. 2
Multiplication
by a Constant The Laplace transform of the product of a constant k and a time function f{t) is the constant k multiplied by the Laplace transform of f{t);
is,
that
[kf(t)]
= kF(s)
(2-14)
2.
where F{s) is the Laplace transform of f{t). Sum and Difference The Laplace transform of the sum {or difference) of two time functions
is
the
sum
(or difference) of the Laplace transforms of the time funcis,
tions; that
[fi(0
UO] = F,(s) F (s)

2
(2-1 5)
where
3.
F {s)
t
and
2 {s)
are the Laplace transforms of fit)
and/2 (r),
respectively.
Differentiation
is
The Laplace transform of the first derivative of a time function f(t) s times the Laplace transform of f(f) minus the limit of f(t) as t
0-\-; that
is,
approaches
df(ty
dt
= sF(s) =
sF(s)
lim /(/)
(2-16)
/(0+)
In general, for higher-order derivatives,
[d'fW] _
L
df
s"F(s) -- lim
(-0 +
n s F(s)
1
s-if(t)
s~
ld l^-\-
-- ^r /(o+)
5"" 2
/ <u (o+) - ..-/ "-"(0+)

(
(2-17)
4. Integration
The Laplace transform of the

respect to time
is
first integral
of a function fit) with

is,
the Laplace transform of f(t) divided by s; that
S\
f(j)dr
F{s)
s
(2-18)
In general, for th-order integration,
5.
J
Shift in
... rr...r.fir) dx A, J Jo
o
o
dt n
^
is
(2-19)
Time
The Laplace transform of f{t) delayed by time

Tl transform of f{t) multiplied by e~ ; that
is,
T is equal to the Laplace

(2-20)
shifted in
[fit
T)us {t
T)]
= e- T *F{s)
where u s {t
T) denotes the unit step function, which
time to the right by T.
Sec 2 4
-
Inverse Laplace Transform by Partial-Fraction Expansion / 21
6.
Initial-Value
Theorem
is
If the Laplace transform of fit)

lim f(t)
if
7.
F(s), then
lim sF(s)
(2-21)
the time limit exists.
Final-Value Theorem
If the Laplace transform of fit) is F(s)and ifsF(s) is analytic on the imaginary axis and in the right half of the s-plane, then
lim f(t)
lim sFis)
(2-22)
The final-value theorem is a very useful relation in the analysis and design of feedback control systems, since it gives the final value of a time function by determining the behavior of its Laplace transform as s tends to zero. However,
if sFis) contains any poles whose real part equivalent to the analytic requirement of sFis) stated in the theorem. The following examples illustrate the care that one must take in applying the final-value theorem.
is
the final-value theorem
not valid
is
is
zero or positive, which
Example
2-3
Consider the function

F(s)
s(s 2
+s+2)
and
in the right half of the .s-plane, the
Since sFis)
final-value
is
analytic
on the imaginary
axis
theorem
may
be applied. Therefore, using Eq. (2-22),
lim fit)
= lim sFis) = lim
5
,
,
,
= -1
f2-231
Example
2-4
F& = J2"^p
(2-24)
which is known to be the Laplace transform of /(f) = sin cot. Since the function sFis) has two poles on the imaginary axis, the final-value theorem cannot be applied in this case. In other words, although the final-value theorem would yield a value of zero as
the final value of fit), the result
is
erroneous.
2.4
Inverse Laplace Transform by Partial- Fraction Expansion 71
'
In a great majority of the problems in control systems, the evaluation of the inverse Laplace transform does not necessitate the use of the inversion integral of Eq. (2-13). The inverse Laplace transform operation involving rational functions can be carried out using a Laplace transform table
and
partial-fraction
expansion.
When the
function in
s, it
Laplace transform solution of a differential equation can be written
is
a rational
X^ = W)
22
Chap 2
-
where P(s) and Q(s) are polynomials of s. It is assumed that the order of Q(s) in s is greater than that of P(s). The polynomial Q(s) may be written
Q(s)
a^"'
+a
n-
(2-26)
where
an are real coefficients. The zeros of Q(s) are either real or in a,, complex-conjugate pairs, in simple or multiple order. The methods of partialmultiplefraction expansion will now be given for the cases of simple poles,
. .
order poles, and complex poles, of X(s).

Partial-Fraction Expansion
When All the Poles of X(s) Are Simple and Real

and simple, Eq.
(2-25) can be written
If all the poles of X(s) are real
X( S)
M
,
.
P
.
(2-27)
s are considered to be real numbers in the where the poles s s 2 present case. Applying the partial-fraction expansion technique, Eq. (2-27) is
t ,
.
written
X(S) v '
= -^- + -4*- + s + s s + i,
2
+ T^V s s
-1--
<2
28 )
The
coefficient,
(i
1, 2,
n), is
of Eq. (2-28) or (2-27) by the factor
(s
determined by multiplying both sides s ) and then setting s equal to s,.

t
K j, (j + Ji) and let s =

To
find the coefficient
sl
;
for instance,
we
multiply both sides of Eq. (2-27) by
that
is,
K
As an
s\
(S
+ s )?&
(s 2
Pis,
s t )(s 3
Si)...
(s
(2-29)
Si)
illustrative
example, consider the function
(s
l)(,s
2)(s
3)
which
is
written in the partial-fractioned form
The
coefficients
K_ u K_ 2 and K_ 3
,
are determined as follows:

(2-32)
*-.
*-2
A"- 3
+3 + W*)],-i = ( 2-~lX3 - l) _i ~ 5( = + 2)X(s)} ^ = (1- 2) + 3 2) = 7 2X3 5(= [(* + 3)*(j)],-, (1--3) +-3 3) -6 3X2
:
[('
[(.s
(2-33)
._
,-=
(2-34)
Therefore, Eq. (2-31) becomes
7 W) = tti + s + 2 - t^ j + 3
2 - 35 >
Sec. 2.4
Inverse Laplace Transform by Partial-Fraction Expansion /
23
Partial-Fraction Expansion
If r of the
When Some Poles of X(s) Are of Multiple Order

identical, or say, the pole at s
n poles of X(s) are

is
s,
is
of
multiplicity
r,
X(s)
written
/>(*)
*(*)
g(5)
(5
A*)
s t Xs
+
:
**)...(*
*,)'(*
(2-36)
Then
JT(j)
can be expanded as
X(s)
= ^^ J + s

|
which correspond to simple poles, K K n K, 2 may be evaluated by the method described by Eq. (2-29). The determination of
r coefficients,
,
. .
The n
the coefficients that correspond to the multiple-order poles
is
described below.
(2-38)
Ar
= [(S + *,)'*(*)],__
Ar-^-Ks + s^Xis)]
(2-39)
(2-40)
(2-41)
Example
2-5

X{s)
s{s
1
l)3(j
+ 2)
z
(2-42)
Using the format of Eq.

X(s)
(2-37),
X(s)
is
written
*
J
+ s-^-^ 4- s ^' -l A + 2 + + +~(s +

'
'
+ ^3 l)2T-(7+Tp
,
(2-43)
Then
the coefficients corresponding to the simple poles are
K =
K- 2
As =[(j
"^
[sX(s)] s=0
[(j
=$
i-
(2-44)
+ 2)-Y(j)],__ 2 =
-1
<wLt(j
-{-
(2-45)
and those of the third-order poles are
1) JT(j)]
|,._,=
(2-46)
ls=-i
2).
~(2j
s 2 (y
+ 2) + 2)2
1)
3
=
^)]
2(J
1
(2-47)
and
Al
=2T^^ +
is +
1
d1
d[ -2(s +
l)
-i
1)
,
2 dsls 2 (. (s
2(s
"+"
+ 2) 2
(2-48)
2y
^ sHs + 2)3
,
1)
F(JT2p.
24
Chap. 2
The completed
partial-fraction expansion
is
X = 27 + 2(7+2) ~ 7TT ~
(s
l) 3
(2 " 49)
Partial-Fraction Expansion of Simple Complex-Conjugate Poles
The partial-fraction expansion of Eq.
(2-28) is valid also for simple complexdifficult to
conjugate poles. However, since complex-conjugate poles are more

rate treatment here.
handle and are of special interest in control-systems studies, they deserve sepa-
Suppose that the rational function X(s) of Eq. complex poles
(2-25) contains a pair of
5= tx+jcu
Then
and
s= a jco
,
the corresponding coefficients of these poles are
= = K...J.
K-.+j.
(s (s
+ a - jco)X(s) U_ a+ w + a + jco)X(s) \... . Ja

m
(2-50) (2-51)
Example
2-6
' = ^+2^ + atf)
(2 - 52)
Let us assume that the values of C and are such that the nonzero poles of X(s) are complex numbers. Then X(s) is expanded as follows
* = T + , + 1% + , f +%
where
(2
" 53
>
a
and
oo
Ccu
(2-54)
= coVl - C 2
s
(2-55)
The
coefficients in
Eq. (2-53) are determined as
K = sX(s)\
K-x+Ja>
, = = (j + a-y()A'(j)|,._, co? _ _ G)
\
(2-56)
+./
(2-57)
j(e+i/2)
2joo{ a +ye>) where
2co
= tan-i[-f]
Also,
*--/,
(2-58)
(*
+a
+yo))A'(j)|,._
<
,. yto
(2-59)
2jco( a /a))
The complete expansion
is
1
2co
to
r e--" s+ */2 >
ejw+*n)
Sec 2 5
-
Application of Laplace Transform to the Solution /
25
Taking the inverse Laplace transform on both

x(t)
sides of the last equation gives

_|_
= =
+ 5k (g-yw+*/2) e (-+y<)( + ~e-" sia(COt - 6) +
e ne+nm e {-*-Mt\
(2-61)
or
x(t)
=
*
vi-C
6 "^' Sin(0 "v/1
~ 2 ' ~ 6)
<2
" 62
>
where 6
is
given by Eq. (2-58).
2.5
Application of Laplace Transform to the Solution of Linear Ordinary Differential Equations
With the aid of the theorems concerning Laplace transform given in Section 2.3 and a table of transforms, linear ordinary differential equations can be solved by the Laplace transform method. The advantages with the Laplace transform method are that, with the aid of a transform table the steps involved are all algebraic, and the homogeneous solution and the particular integral
solution are obtained simultaneously.
Let us illustrate the method by several illustrative examples.
Example
2-7
Consider the
differential
.
equation
,
-d$T + 3 ~^- +
where u s (t)
is
x(t)
?dx(t)
2*(f)
... = 5u,(t)
(2-63)
the unit step function, which
is
defined as
The
initial
conditions are x(0+)
-1 and * (I) (0+)
dx(t)/dt
|,. 0+
= 2. To solve
of Eq. (2-63);
the differential equation
we first
take the Laplace transform
on both
sides
we have
s*X(s)
- sx(0+) - *<(0+) +
3sX(s)
- 3*(0+) + 2*0) =
and solving
(2-65)
Substituting the values of *(0+)

get
andx (1) (0+)
into Eq. (2-65)
for X(s),
we
* Y(s)
Equation (2-66)
is
w=
(
j(j*
~ sl ~ s + 5 - ~ ja ~ s + 5 + 3s + 2) ~ s(s + 1)0 + 2)
partial-fraction expansion to give
Kt\ (2_66)
expanded by
* *)= 2!-j4t+20T2)
Now
taking the inverse Laplace transform of the last equation,
(2 " 67)
we
get the complete
solution as
x(t)
5e-<
is
+ le- 1
'
>
and the
(2-68)
last
The
first
term in the
last
equation
the steady-state solution,
two
terms are the transient solution. Unlike the classical method, which requires separate
26
Chap. 2
steps to give the transient
and the
steady-state solutions, the Laplace transform
method
gives the entire solution of the differential equation in

If only the
one operation.
is
magnitude of the steady-state solution

applied.
of
interest, the final-value
theorem
may be
Thus
lim x{t)
(-.00
= lim
s-0
sX(s)
= Iim ~~f~ S ~t = T 3S + J-.0 ?

2.
4"
I
(2-69)
where we have
left
first
checked and found that the function, sX(s), has poles only in the
half of the .s-plane.

2-8
Example
Consider the linear
differential
)
equation
s (t)
^P- + 34.5^- + 1000jc(O = 1000u
(2-70)
where u s (t) is the unit step function. The initial values of x(t) and dx{t)jdt are assumed to be zero. Taking the Laplace transform on both sides of Eq. (2-70) and applying zero initial conditions, we have
s 2 X(s)
34.5sX(s)
1000X(s)
(2-71)
Solving X(s) from the last equation,
we
2
obtain
(2 " 72)
The
poles of X(s) are at s
X s) = s(s + 34.5s + 1000) = 0, s = -17.25 +7 26.5, and s =

^
-17.25 -;26.5. There-
fore,
Eq. (2-72) can be written as
X s) = s(s +
(
1000
17.25 -j26.5)(s
is
17.25
+ J26S)
g/<e+s/2)
(2 " 73)
One way
(2-73), giving
of solving for x(t)

1
to perform the partial-fraction expansion of Eq.
X(s)
= + 5^63) U +
31.6
e -J(+*/2) 17.25
-i
-/26.5
+s+
17.25
+726.5J
(2 " 74)
where
tan-i(:=
J!)
-
-56.9
(2-75)
Then, using Eq. (2-61),

x(J)
1.193e- I7
2 ='
sin(26.5f
- 6)
(2-76)
Another approach
is
to
compare Eq.
CO n
(2-72) with Eq. (2-52), so that
= ^1000 = = 0.546
31.6
(2-77)
and
C
(2-78)
and the solution to
x(t)
is
given directly by Eq. (2-62).
2.6
2' 6
In the study of modern control theory
it is
often desirable to use matrix notation
The simplifying matrix notation reduce the amount of work required to solve the mathematical equations, but it usually makes the equations much easier to handle and manipulate.
to simplify complex mathematical expressions.
may not
Sec. 2.6
Elementary Matrix Theory / 27
As a motivation to the reason of using matrix notation, the following set of n simultaneous algebraic equations:
n*i
21*1
let
us consider
+ + +
a, 2 *2
22*2
a 2 x 2
+ +
+
+ a x =y + a 2n X = J2
ln
n
l
(2-79)
a.i*i
...+
ax
=y
We may use the matrix equation

Ax
=y
(2-80)
as a simplified representation for Eq. (2-79).

cients
The symbols A, x, and y are defined as matrices, which contain the coeffiand variables of the original equations as their elements. In terms of matrix
which will be discussed later, Eq. (2-80) can be stated as: The product of the matrices A andx is equal to the matrix y. The three matrices involved here are defined to be
algebra,
21
(2-81)
a2
x2
X
=
x
>l'
(2-82)
=
JV
(2-83)
which are simply bracketed arrays of

define a matrix as follows
coefficients
and
variables.
Thus, we can
Definition of a Matrix
A matrix is a collection of elements arranged in a rectangular or square array. Several ways of representing a matrix are as follows
A=
1
10"
.
-2
3
A =(
\1
-2
:)
10
-2
A=
[aj 2i3
In this text
we
shall use square brackets to represent the matrix.
28
Chap. 2
It is
important to distinguish between a matrix and a determinant:

Matrix
Determinant
An
with n rows
array of numbers or elements columns. and
An
array of numbers or elements with n rows and n columns {always

value,
Does not have a

square matrix (n
minant.
value, although
square),
m) has a
deter-
Has a
Some important
Matrix elements.
definitions of matrices are given in the following.
When
a matrix
is
written
a, 2
fl
an
#21
a 13 a 23 a 31
(2-84)
22
a 31 au
is
a 32
identified as the element in the /th

rule,
As a
we always refer to the row
first
row and thejth column of the matrix. and the column last.
of Order of a matrix. The order of a matrix refers to the total number example, the matrix in Eq. (2-84) has three rows and columns of the matrix. For matrix. rows and three columns and, therefore, is called a 3 X 3 (three by three) and m columns is termed " x m" or "n by m." In general, a matrix with n rows
Square matrix.
as columns.
square matrix
is
one that has the same number of rows
Column matrix. A column matrix

than one row, that
is,
is
one that has one column and more

1.
an
m X
1 matrix,
m>
simply Quite often, a column matrix is referred to as a column vector or m rows. The matrix in Eq. (2-82) is a typical column an m-vector if there are matrix that is n X 1, or an n-vector.
Row
vector.
matrix.
is,
row matrix
is
column, that
a 1 X n matrix.
one that has one row and more than one row matrix can also be referred to as a row
Diagonal matrix.
all
i
diagonal matrix
is
a square matrix with a tj
for
^j. Examples of a diagonal matrix are

Tfln
"
"5
0"
a 22
(2-85)
a 33 .
matrix with Unity matrix (Identity matrix). A unity matrix is a diagonal unity matrix is often main diagonal (i =j) equal to 1. all the elements on the designated by I or U. An example of a unity matrix is
Tl 1 =
1
0" (2-86)
1
Sec. 2.6
Elementary Matrix Theory / 29
Null matrix.
for example,
null matrix is one
whose elements are

0"
all
equal to zero;
o=
Symmetric matrix.
the condition
"0
(2-87)
symmetric matrix
is
a square matrix that
satisfies
au
for
all
i
<*jt
(2-88)
andj.
A
its
changed with
symmetric matrix has the property that if its rows are intercolumns, the same matrix is preserved. Two examples of symT6
5
1
metric matrices are

5
r
1
-4".
(2-89)
10
10
-1
the
a square matrix
Determinant of a matrix. With each square matrix a determinant having same elements and order as the matrix may be defined. The determinant of
is
designated by
detA
As an
illustrative
=
1
A^
|A|
(2-90)
example, consider the matrix
-r
3
2
oj
(2-91)
-1
The determinant of A
is
1
-1
3
|A|
=
1
= -5
(2-92)
Singular matrix.
determinant
is zero.
A square matrix is said to be singular if the value of its On the other hand, if a square matrix has a nonzero deter-
called a nonsingular matrix. a matrix is singular, it usually means that not all the rows or not all the columns of the matrix are independent of each other. When the matrix is used to represent a set of algebraic equations, singularity of the matrix means that these equations are not independent of each other. As an illustrative
it is
minant,
When
exam-
ple, let us
consider the following set of equations:
2x
-x,
x,
3x2 + x = + x + x = - 2x + 2x =
3
(2-93)
that in Eq. (2-93), the third equation is equal to the sum of the first two equations. Therefore, these three equations are not completely independent. In matrix form, these equations may be represented by
Note
AX =
30
Chap. 2
where
2
-3
1
A=
-1
1
(2-94)
-2
X=
A3
(2-95)
and
is
a 3
null matrix.
1
is
-3
1
|A|= -1
1
4-3+2-
(2-96)
-2
2
(2-94) is singular. In this case the
Therefore, the matrix
A of Eq.
rows of A are
dependent.
Transpose of a matrix. The transpose of a matrix A is defined as the matrix that is obtained by interchanging the corresponding rows and columns in A. matrix which is represented by be an n X Let
A=
Then the transpose of A, denoted by
A'
[%], m
is
(2-97)
A',
given by
[a] m>
= transpose of A =
is
(2-98)
n.
Notice that the order of A
X m; the transpose of A has an order m X

transpose of a matrix, consider the matrix
"3
.0
Example
2-9
As an example of the
r
5.
-1
The transpose of A
is
given by
3
A'
2
Ll
-1
5.
Skew-symmetric matrix.
that equals
its
skew-symmetric matrix
;
is
a square matrix
negative transpose
that
is,
A=
Some
Operations of a Matrix Transpose
1.
-A'
(2-99)
(A')'
2.
3.
4.
=A (A)' = AA', where k is a scalar (A + B)' = A' + B' (AB)' = B'A'
(2-100)
(2-101)
(2-102)
(2-103)
Sec. 2.6
31
Adjoint of a matrix. Let matrix of A, denoted by adj A,

adj
A
is
be a square matrix of order

defined as
n.
The adjoint
A=
[if
cofactor of det A]'
(2-104)
where the
ting the
ij
cofactor of the determinant of
A is the determinant obtained by omitit
z'th
row and
the jth
column of\A\ and then multiplying

the adjoint matrix,
by (l) i+J
Example 2-10
first
As an example of determining a 2 x 2 matrix,
let
us consider
A = n
a2
i
fll2
#22-
is
|A|
= an
a%i
(1, 1)
12
o 22
element of A|,
|
The
1,1 cofactor,
or the cofactor of the

is
is
.
flu!
the 2,1 cofactor
a xl
A
a 22 the
;
1,2 cofactor
is
and the
2,2 cofactor
is
the adjoint matrix of
A is
1,1 cofactor
a n Thus, from Eq. (2-104),
1,2 cofactor
adj
2,1 cofactor
1,1
2,2 cofactor.
2,1 cofactor"
cofactor
J ,2 cofactor
#22
#21
(2-105)
2,2 cofactor.
#12
auj
adjoint matrix, consider
Example
2-1
As a second example of the Ie

"a ii
#21
aj 2
an
#23 #3 3
(2-106)
#22
-O a
a 32
Then
1,1
cofactor
2,1 cofactor
3,1 cofactor"
adj A =
1,2 cofactor
1,3
2,2 cofactor
2,3 cofactor
3,2 cofactor
3,3 cofactor_
cofactor
(#22#3 3
(#21#33
-
(#21#32
~ #23#32) (#12#33 ~ #1 3#32) (#12#23 #1 3#22)~ #23#3l) (#U#33 #13#3l) ~ (#1 1#23 #13#2l) 22#3l) (#U32 ~ #123l) (#1 1#22 #12#2l)(2-107)
Conjugate matrix. Given a matrix A whose elements are represented by a tJ the conjugate of A, denoted by A, is obtained by replacing the elements of A by their complex conjugates; that is,
,
Chap. 2
32
A=
conjugate matrix of A
(2-108)
=
where a tl
[<y
.
complex conjugate of a u
2.7
Matrix Algebra
When
define matrix algebra in carrying out matrix operations it is necessary to division, and other necessary the form of addition, subtraction, multiplication, operations are to point out at this stage that matrix operations. It is important operations for scalar quantities. defined independently of the algebraic
Equality of Matrices
Two
matrices
and
the are said to be equal to each other if they satisfy
following conditions:
1.
2.
They are of the same order. The corresponding elements

a,j
are equal; that for every
is,
=
a 12
b iJ
/and j
For example,
A=
implies that a n
a ti
_2
1
bn
Pl\
bn
022_
(2-109)
fl 22.
b u a 12
,
b 12 a 21
,
b 2U and a 22
Addition of Matrices
Two
order.
matrices
A and B can be added to form A + B if they are of the same A+B=

[a l} ], m
Then
+
=
[b,jl,,
=C=
[c,7 L,,
(2-110)
where
ClJ
au
+
is
b 'J
preserved after addition.
(2-111)
for all
and/ The
order of the matrices

illustrative
"
Example 2-12
As an
example, consider the two matrices

2" _
3
A=
_
-1
B = -1
_
1
-1_
0^
which are of the same order. Then the sum of A and
is
given by
5"
3+0
C=A+B
_
-1-1
~ 3 + 3" = -2 4 + 2 _ -1+0.
(2-112)
-1-
Sec. 2.7
Matrix Algebra /
.,
33
Matrix Subtraction
The rules governing the subtraction of matrices are similar to those of matrix addition. In other words, Eqs. (2-1 10) and (2-1 1 1) are true if all the plus signs are replaced by minus signs. Or,
C=A-B=
_ l = a ul,m + [-b
[,,]
[blJ
m m
(2-113)
iJ ] n .
=
where
Cti
C l tjh,m
= a b
for
all /
and /
(2-114)
Associate
Law of Matrix (Addition and Subtraction)

still
The
associate law of scalar algebra
holds for matrix addition and
subtraction. Therefore,
(A
B)
+C=A+
(B
C)
(2-115)
Commutative Law of Matrix (Addition and Subtraction)
The commutative law for matrix addition and subtraction states that the following matrix relationship is true:
A+B+C=B+C+A
=A+C+B
Matrix Multiplication
(2 " 116 >
The matrices A and B may be multiplied together to form the product AB they are conformable. This means that the number of columns of A must equal the number of rows of B. In other words, let
if
B=
Then
[*>],,,
and
are conformable to form the product
and only ifp = q. the same number of columns

if
C = AB = [a] P [b,j\q m = [c J, The matrix C will have the same number of rows
,
(2-H7)
as
A and
as B.
important to note that A and B may be conformable for AB but they not be conformable for the product BA, unless in Eq. (2-117) n also equals m. This points out an important fact that the commutative law is not generally valid for matrix multiplication. It is also noteworthy that even though A and B are conformable for both AB and BA, usually AB BA. In general,
It is
may
ing references are

exist:
made with
the followrespect to matrix multiplication whenever thev J
AB = A postmultiplied
by
AB = B premultiplied
by
34
Chap. 2
Having established the condition for matrix multiplication, let us now turn to the rule of matrix multiplication. When the matrices A and B are conformable to form the matrix C = AB as in Eq. (2-117), the yth element of C, c, is given by
Cii
=
. .
Li a.kbkj
,
(2-118)
for
1, 2,
n,
andj
1, 2,
m.
Example
2-13
Given the matrices
A=
we notice
Thus,
that these
[fl,
7] 2
B=[6
; ,]
3 ,i
two matrices are conformable for the product
AB but not for BA.
AB
Hn U
-On
0n 12
Oil
"An"
fln 13
bn
631(2-119)
a 13-i
12^21 #22621
tfllAll
a2lAu
+ +
+ 013631 + O2363I
Example 2-14
Given the matrices

"3
-r
1
A
J2
B=
o_
are conformable for multiplication.
we
notice that both -3
AB
1
and
"i
BA
-r
3.
1
AB =
_2
-r
o_
o_
"(3X1)
(0)(1)
_(2)(1) _
1
+ (-1)(2) + (1X2) + (0)(2)

-3
1
(3)(0) (0)(0)
(2X0)
+ (-D(l) (3)(-l)+(-l)(0)" (OX-D+dXO) + (1)(1) (2)(-l) + (0)(0) _ + (0X1)
(2-120)
-1
2
_2
"1
-2_
"3
-1"
1
BA
_2
1
-11
Oj
_2
0_
"(1X3)
_(2)(3)
1
+ +
1
(0)(0) (1)(0)
+ +
(-1X2)
(0)(2)
(1)(-1)
(2)(-l)
+ +
(0)(1)
(1)(1)
h
-1-
(-1X0)"
(0X0)
-
(2-121)
n 1"
j>
-1.
Therefore, even though
AB and BA may both exist, in general,

same
order.
they are not equal.
In this case the products are not even of the
Sec. 2.7
Matrix Algebra
36
plication, the associative
Although the commutative law does not hold in general for matrix multiand the distributive laws are valid. For the distributive
law,
we
state that
A(B
if
C)
= AB + AC = A(BC)
(2-122)
the products are conformable.
For the
associative law,
(AB)C
if
(2-123)
the product
is
conformable.
Multiplication
by a Scalar k
Multiplying a matrix
by any
scalar
is
equivalent to multiplying each
element of A by
k. Therefore, if
A=
[a u ] m
kA
(2-124)
[ka u ]. m
Inverse of a Matrix (Matrix Division)
In the algebra for scalar quantities,
when we
write
(2-125)
ax
it
=y
1
leads to
x=-y
or
(2-126)
a *y
(2-127)
Equations (2-126) and (2-127) are notationally equivalent. In matrix algebra, if
Ax
then
it
(2-128)
may be possible
to write
x
where
= A _1 y
A
-1
(2-129)
exists are:
denotes the "inverse of A." The conditions that
1.
2.
A is a square matrix. A must be nortsingular.

given by
If
exists, it is
A-'
Example 2-15
Given the matrix
adjA
(2-130)
A=
the inverse of
"11
-Ozi
12
a 2 2-
(2-131)
A is
given by
22
a 12
(2-132)
A'
adj
A
dllOll
1221
Chap. 2
36
where for
A to
be nonsingular, A|
|
^ 0, or
1221
=
is
011^22
If
(2-133)
obtained by interchanging the two elements on see that for a 2 x of A. signs of the elements on the off diagonal the main diagonal and changing the
we pay
attention to the adjoint matrix of A, which
the numerator of A"
we
2 matrix, adj
is
Example
2-16
Given the matrix

1 1
A=
L
the determinant of
-10
l l
(2-134)
U
=
(2-135)
A is
1 1
IA|
-1
1
"0
1
2
1
Therefore,
A has
an inverse matrix, and
is
given by
"-2
A"
1
-1
1
-2
lj
(2-136)
Some
Properties of Matrix Inverse
1.
AA" =A"A
1 1
1
(2-137) (2-138)
2.
3.
(A" )" In matrix algebra, in general,
=A
AB = AC
does not necessarily imply
(2-139)
easily construct
C.
The reader can
an example matrix, and is Then (2-139) by A"

1
.
to illustrate this property.
However, if A is a square we can premultiply both sides of Eq. nonsingular,
AAB = AAC
f
(2-140)
IB
which leads to
= IC =C
and are nonsingular, then
(2-141)
B
4. If
and
are square matrices
(AB)" 1
=B-'A-'
(2-142)
Rank of a Matrix
The rank of a matrix

columns of A; or, it A. Several examples
maximum number of linearly independent in the largest nonsingular matrix contained is the order of of a matrix are as follows: on the rank
is
the
Sec. 2.7
Matrix Algebra /
37
"0
.0
"3
rank
o.
"0514
1
rank
_3
2,
9
3
"3
rank
1
2,
2
1
rank
The following properties on rank are useful in the determination of the rank of a matrix. Given matrix A,
annxm
= = =
1.
2.
3.
Rank of A Rank of A Rank of A
Rank of A'. Rank of A'A. Rank of AA'.
Properties 2 and 3 are useful in the determination of rank; since A'A and AA' are always square, the rank condition can be checked by evaluating the deter-
minant of these matrices.

Quadratic Forms
Consider the scalar function
/(x) which
is
=2
We
a,jx,xj
(2-143)
called the quadratic form.
can write
this
equation as
(2-144)
/(*)
Let
= 2 *,!>,,*,. = % =
a,jXj
yt
(2-145)
Then Eq.
(2-144)
becomes
/00
2 X&
~y\
(2-146)
Now
if
we
define
Xi
x2
x
yi y
=
xn _
=
_j_
Eq. (2-146) can be written
/(*)
x'y
(2-147)
and from Eq.

where
(2-145),
= Ax
[atf ],.
(2-148)
A=
(2-149)
38
Chap. 2
Finally, /(x)
becomes
/(x)
x'Ax
(2-150)
Since the coefficient of xp s
quadratic form as in a n for i j, given any with a symmetric matrix. In other words, Eq. (2-150), we can always replace A given any A, we can always define a symmetric matrix B such that
is
bn
=?ii+,
i*j
(2-151)
are often used as performance indices in control conveniences in the systems design, since they usually lead to mathematical
The quadratic forms
design algorithms.
Definiteness
Positive definite.
An
X n matrix
AI
A
|
is
said to be positive definite if
all
the roots of the equation

|
A =
(2-152)
of A, are positive. Equation (2-152) is called the characteristic equation eigenvalues of A. roots are referred to as the
Positive semidefinite.
its
and the
The matrix
(n
n)
is
positive semidefinite if all

is
eigenvalues are nonnegative and at least one of the eigenvalues
zero.
if all its
Negative
definite.
eigenvalues are
Indefinite.
The matrix A (n X n) is negative semidefinite nonpositive and at least one of the eigenvalues is zero.
n)
is
The matrix A {n x negative and some are positive.
indefinite if
some of
the eigenvalues are

to check
An alternative way of testing the definiteness
of a square matrix
is
principal the signs of all the leading principal minors of the matrix. The leading are defined as follows. Given the square matrix n matrix minors of an n X
"an
a 12
...
0i
the n leading principal minors are the following determinants:
a
a lt
021
0n
12
^21
<*22
012 22 032
013
a23
"33
a 31
Then
the definiteness of
A is
determined as follows:
A is A are
of positive (negative) definite if all the leading principal minors
are
positive (negative).
A is positive semidefinite if A =
| |
and
all
the leading principal minors of
nonnegative.
Sec. 2.8
_ __ z-Jransform / 39
,
,
A
of
is
negative semidefinite
if
|
A|
A are nonnegative.
We may
The quadratic form, x'Ax (A
and
all
the leading principal minors
also refer to the definiteness of the quadratic form, x'Ax.
is symmetric), is positive definite (positive semidefinite, negative definite, negative semidefinite) if the matrix is positive definite (positive semidefinite, negative definite, negative semidefinite).
2.8
z-Transform 1213
The Laplace transform is a powerful tool for the analysis and design of linear time-invariant control systems with continuous data. However, for linear systems with sampled or discrete data, we may find that the z-transform is more appropriate.
Let us first consider the analysis of a discrete-data system which is represented by the block diagram of Fig. 2-3. One way of describing the discrete nature of the signals is to consider that the input and the output of the system are sequences of numbers. These numbers are spaced T seconds apart. Thus, the input sequence and the output sequence may be represented by r(kT) and c(kT), respectively, k 0, 1, 2, .... To represent these input and output sequences by time-domain expressions, the numbers are represented by impulse functions in such a way that the strengths of the impulses correspond to the values of these numbers at the corresponding time instants. This way, the input sequence is expressed as a train of impulses,
'*(')
%/^T)5it
kT)
(2-153)
A similar expression can

r(kT)
Discrete-data
be written for the output sequence.
c(kT)
'('>
system
r^ _X. p>
(
,pK ',?(')
Fig. 2-3.
Block diagram of a discrete-data
Fig.
2-4.
system
Block diagram of a
iinite-pulsewidth sampler.
system.
A sampler is a device
data.
Another type of system that has discontinuous signals is the sampled-data A sampled-data system is characterized by having samplers in the system.
that converts continuous data into
For example,
Fig. 2-4
some form of sampled shows the block diagram of a typical sampler that
closes for a very short duration of/> seconds once every seconds. This is referred to as a sampler with a uniform sampling period T and a finite sampling duration p. Figure 2-5 illustrates a set of typical input and output signals of the sampler. With the notation of Figs. 2-4 and 2-5, the output of the finite-pulse-duration sampler is written
'J(0
'(0
[u.{t
*r)
u,(t
-kT- p)]
(2-1 54)
where ut)
is
the unit step function.
40
Chap. 2
r(t)
ire)
T 2T
Fig. 2-5. Input
and output
signals of a finite-pulsewidth sampler.
For small p, that is, p <^T, the narrow-width pulses of Fig. 2-5 may be approximated by flat-topped pulses. In other words, Eq. (2- 54) can be written
1
r*(t)
~ 2 r{kT)[u - kT) - u - kT - p)]

s
(t
s {t
(2-155)
Multiplying both sides of Eq. (2-1 55) by l/p and taking the limit as p approaches
zero,
we have
Hm r*(r)
p-0
Urn f]
PÔ
k=o
r{kT)[u p
-
s (t
kT)
u,{f
- kT - p)]
=
or
lim
t, r{kT)8(t
kT)
r*(0 - r\i)
we have made
6(t)
(2-156)
In arriving at this result
use of the fact that
lim -L [k,(0
J>-0
u,(t
~ p)]
(2-157)
The significance of Eq. (2-156) is that the output of the finite-pulsewidth sampler can be approximated by a train of impulses if the pulsewidth approaches zero in the limit. A sampler whose output is a train of impulses with the strength of each impulse equal to the magnitude of the input at the corresponding sampling instant
is called an ideal sampler. Figure 2-6 shows the block diagram of an ideal sampler connected in cascade with a constant factor p so that the combination is an approximation to the finite-pulsewidth sampler of Fig. 2-4 if p is very small. Figure 2-7 illustrates the typical input and output signals of an ideal sampler; the arrows are used to represent impulses with the heights representing
the strengths (or areas) of the latter.

r(t)
r*(t)
*.
Ideal sampler
V
*
(t)
Fig. 2-6.
pler
Approximation of a finite-pulsewidth sampler by an and a cascade constant factor.
ideal
sam-
Sec. 2.8
z-Transform
41
r*(t)
T IT 3T 4T
HT
Fig. 2-7. Input
and output
signals of
an ideal sampler.
view of these considerations we may now use the ideal sampler to represent the discrete data, r(kT). This points to the fact that the signals of the system in Fig. 2-3 can essentially be treated as outputs of ideal samplers. we are ready to investigate the application of transform methods to discrete and sampled-data systems. Taking the Laplace transform on both sides of Eq. (2-153), we have
In
Now
R*(s)
r(kT)e-
(2-158)
(2-1 58) contains the exponential term e~ kTs reveals the difficulty of using Laplace transform for the general treatment of discrete-data systems, since the transfer function relations will no longer be algebraic as in the continuous-data case. Although it is conceptually simple to perform inverse Laplace transform on algebraic transfer relations, it is not a simple matter to perform inverse Laplace transform on transcendental functions. One simple fact
is
The fact that Eq.
the
commonly used Laplace transform
that
tables
do not have
entries
with trans-
cendental functions in s. This necessitates the use of the z-transform. Our motivation here for the generation of the z-transform is simply to convert transcendental functions in s into algebraic ones in z. The definition of z-transform is given with this objective in mind.
Definition of the z-Transform
The z-transform
is
defined as z
(2-159)
where s is the Laplace transform variable and

(2-159) also leads to
s
J is the sampling period.
Equation
= In z
is
(2-160)
Using Eq. (2-159), the expression in Eq. (2-158)
written
r (kT)z~
R*(s
or
R(z)
= -L in z) =
R(Z)
(2-161)
z-transform of
/*(/)
(2-162)
= [Laplace transform
of r*(t)] s=1/Tlnz
42
ap
'
Therefore, z =
e
Ts
.
we have
treated the z-transform as simply a change in variable,
The following examples illustrate some of the simple z-transform operations.

Example
where a
2-17
Consider the sequence

r(kT)
= e- kT = S
= 0,1,2,...
(2-163)
is
From
a constant. Eq. (2-153),

#*(/)
e~ kT5(t
kT)
(2-164)
Then
r*(s)
f; e *=o
-' kT
e- kTl
(2-165)
-<- + )T and subtract the resulting equation from Multiply both sides of Eq. (2-165) by e that R*(s) can be written in a closed form, ; now we can show easily Eq. (2-165)
*>(*)
for
!__}-<...
<2
" 166)
|g-(a+)r|
<
._.
(2-167)
/*(/) is
where
<T is
the real part of s.
Then
the z-transform of
*
itfy>
(2-168)
forle-^z-'l
<
1.
Example
2-18
In Example 2-17,
if
r(*D
l,
= 0, we have * = 0,1,2,...
all
(2-169)
which represents a sequence of numbers

*(*)
equal to unity.
~ e kTs
Then
(2 " 170)
= S A=
1
Biz)
= z-* = k=a
R(z)
+ z" + 2"* + z-> +

as
(2-171)
This expression
is
written in closed
form
y4^
i*-m
functions are obtained by In general, the z-transforms of more complex preceding two examples. If a time use of the same procedure as described in the of finding its z-transfunction r(t) is given as the starting point, the procedure Eq. (2-161) to get R(z). and then use is to first form the sequence r(kT)
form
An
equivalent interpretation of this step
is
to send the signal r(t) through
an
then take the Laplace transform ideal sampler whose output is r*(t). and R(z) is obtained by substituting of r*(t) to give R*(s) as in Eq. (2-158),
z for
e
We
Ts
.
Sec. 2.8
z-Transform
43
Table 2-1
Table of z-Transforms
Laplace Transform
Time Function
Unit impulse
Unit step
S(t)
z-Transform
(/)
znT)
z
-e~
\_
StU)
=2,6(tn=0
zTz
(Z
s2
1)2
2
1
T*z{z
1(Z lim
1)
1)3
s n+l
1
11
n\
(-1)"
n\
d- (
daAz
z
e-r)
+
1
a
te~ a <
e- T
U+
a
s(s
a) 2
1
Tze~' T {z e-" T ) 2
(1
+
co
a)
sin
e~<"
e-*r)z
(z
l)(z
e-'T)
S2
+ CO 2
CO a) 2
of
z2
(*
+
S2
+
2
co 2
e~"< sin cot
z 2 e 2<,T z2
z sin coT 2z cos coT ze~"r sin coT
2zeT cos cor
(s
+ CO +a + a) 2 + co 2
s
cos
cot
z(z
e~a ' cos
cot
z2 z2
ze~ aT cos coT 2ze _ar coscor+ e~2or
cos coT) 2z cos co7"
Table 2-1 gives the z-transforms of some of the time functions commonly used in systems analysis. A more extensive table may be found in the
litera-
ture. 12 13
-
Inverse z-Transformation
Just as in the Laplace transformation, one of the major objectives of the is that algebraic manipulations can be made first in the zdomain, and then the final time response is determined by the inverse
z-transformation
z-transfor-
mation. In general, the inverse z-transformation of R(z) can yield information only on r(kT), not on r(t). In other words, the z-transform carries information only in a discrete fashion. When the time signal r(t) is sampled by the ideal sampler, only information on the signal at the sampling instants, t kT, is
retained.
With
this in
mind, the inverse z-transformation can be effected by one
of the following three methods

1.
2.
3.
The partial-fraction expansion method. The power-series method. The inversion formula. The z-transform function R{z)
is
Partial-fraction expansion method.
ex-
panded by
partial-fraction expansion into a
sum of simple
recognizable terms,
Chap. 2
44
used to determine the corresponding r{kT). In slight difference between carrying out the partial-fraction expansion, there is a With reference to the zthe z-transform and the Laplace transform procedures. functions have the transform table, we note that practically all the transform
and the z-transform
table
is
into the form term z in the numerator. Therefore, we should expand R{z)
**)
For
this,
= r a + r -+-"
.
<
2 - 174)
we should
to obtain the final
expand R(z)jz into fractions and then multiply z across illustrate this desired expression. The following example will
first
recommended procedure.
Example 2-19
Given the z-transform function
R( ^ R{z >
it is
_ ~
(z
l)(z
~ e "T z T - e)
(2-175)
)
desired to find the inverse z-transform. Expanding R(z)lz by partial-fraction expansion,
we have
(2-176)
R(z) z
= _J z
I
e-" T
Thus,
n( .\
(2-177)
From
R(z)
is
inverse z-transform of the z-transform table of Table 2-1, the corresponding
found to be
r(kT)
- e~'kT
is
(2-178)
Power-series method.
series in
The z-transform R{z)
expanded into a power
of
r(t) at
powers t = kT,
into a
21( Z )
the value of z" In view of Eq. (2-161), the coefficient of z~* is for the R(z) in Eq. (2-175), we or simply r(kT). For example,
1
.
expand
it
power
series in
powers of z'
by long
division; then
we have
(i
_
. .
-->"
.
(1
e-
2or
)z- 2
...
(1
e~
3 T
)z-i
(2
" 179
+
or R(z)
+ (l _ e - kT)z- k +
e-
kT
>
=S *=
(1
)z-
( 2_18() )
ThUS
'
r(kT)=l-e-
is
(2-18D
which
the
same
result as in Eq. (2-178).
Inversion formula.
The time sequence r(kT) may be determined from R{z)
by use of the inversion formula,
r(kT)=
which
\z\
is
Û 2ff
<f
R{z)z k -'dz
(2-182)
J J r
cT
3 a circle of radius a contour integration along the path T, where T is z-plane, and c is of such a value that all centered at the origin in the
the poles of R{z) are inside the
circle.
Sec. 2.8
z-Transform / 45
One way of evaluating the contour integration of Eq. (2-182) is by use of the residue theorem of complex variable theory. Equation (2-182) may be written
r(
kT )
= 2jp
R(z)z k
~1
dz
l
= 2 Residues
For simple
Residue of R(z)z
k'1
of i{(z)z*-> at the poles of R(z)z k ~

k~1
(2-183)
poles, the residues of R(z)z
at the pole z
=z
is
obtained as
(2-184)
at the pole z,
= (z-
z J )R(z)z"- 1 | x ,
Now let us consider the same function used in Example 2-19. The function R(z) of Eq. (2-175) has two poles: z 1 and z e~- r Using Eq. (2-183), we
have
r(kT)
[Residue of iJ(z)z*- at z
)z (1 (z-e-r
) T
k
=
T
1]
+
k
[Residue of R(z)z k
at z
= e~'T
(1
)z
r
,.,
(z-1)
,_,^,
(2-185)
= - e-" kT
1
which again agrees with the
result obtained earlier.
Some Important Theorems of the z-Transformation

Some of the commonly used theorems of the z-transform are stated in the following without proof. Just as in the case of the Laplace transform, these theorems are useful in many aspects of the z-transform analysis.
1.
Addition and Subtraction
If r x {kT)
and
r 2 {kT)
have z-transforms Rfe) and
J? 2 (z), respectively,
then
gUr^kT)
2.
r 2 (kT)]
=R
(z)
2 (z)
(2-186)
Multiplication
by a Constant
S[ar(kT)]
as[r(kT))
aR(z)
(2-187)
where a
3.
is
a constant.
Real Translation
$[r(kT
nT)]
z~"R(z)
(2-188)
and
g[r(kT
nT)]
= Ar{z) -
"jj
r(kT)z- k
~]
(2-189)
is a positive integer. Equation (2-188) represents the ztransform of a time sequence that is shifted to the right by nT, and Eq. (2-189) denotes that of a time sequence shifted to the left by nT. The reason the right-hand side of Eq. (2-189) is not z"R(z) is because
where n
the z-transform, similar to the Laplace transform,
is
defined only for
Chap. 2
46
Eq. (2-189) Thus, the second term on the right-hand side of that is lost after it is shifted to the simply represents the sequence
>
0.
left
4.
by nT.
Translation
Complex
Z[e*
5.
Initial -Value
kT
r(kT)\
R{ze^ T )
(2-190)
Theorem
lim r(kT)
if
lim R(z)
(2-191)
the limit exists.
6. Final-Value
Theorem
lim r{kT)
lim
(1
z' l )R{z)
(2-192)
if
z" ')*(*). has no poles on or outside the unit the origin in the z-plane, \z\= 1 circle centered at the function,
(1
The
these theorems. following examples illustrate the usefulness of
Example 2-20
Let
Apply the complex

/(/)
translation
theorem to find the z-transform of
te--,
0.
KO =
?>0;then
R(z)
*[/.(01
g(kT)
= ^jjj
= Jl^-.ry
(2-193)
Using the complex translation theorem,

F{z)
glte-'uM]
R{ze")
(2
"
194 )
Example
2-21
Given the function

R( z >
-
=
(z
l)(z
0.792z 2 0.416z
+ 0.208)
(2 . 195)
determine the value of r(kT) as k approaches Since
infinity.
(l-^-W)- z2 _
7 9 2Z
41 6 2
does not have any pole on or outside the unit circle Hence, value theorem of the z-transform can be applied.
+ 0.208 in \z\ =
1
(2496)
the z-plane, the final-
S K*r> +
6
92
lim
z2
_o 416 z + 0.208
R(.z) in
="
'
^
l
This result
is
easily
checked by expanding
i.i21z-
powers of z~
R(z)
0.792z-i
1.091*-'
1.013*"*
0.986z-=
+ 0.981z" +
It is
0.998z~ 7
^^
final
apparent that the coefficients of this power
series
converge rapidly to the
value of unity.
Chap. 2
Problems
47
REFERENCES
Complex
1.
Variables, Laplace Transforms,
and Matrix Algebra

Enele''
'
wood
2.
i
F-B.Hildebrani}, Methods of Applied Mathematics, Prentice-Hall Inc

Cliffs, N.J.,
1952.
to
R. Bellman, Introduction
one,
i
Matrix Analysis, McGraw-Hill Book Company,

Systems, McGraw-Hill
"dO.
*<?/
New
3.
C.
Kuo,
Ai*,*, an/
York, 1967.
4.
Book Company New

Electrical Engineers
R. Legros and A. V.
Prentice-Hall, Inc.,
J. Martin, Transform Calculus for Englewood Cliffs, N.J., 1961.
5.
Book Company, New York,

6
'
C. R. Wylie, Jr., Advanced Engineering Mathematics, 2nd ed., McGraw-Hill

1960.
%I? lttt
D
Matrices ' Polynomials, and Linear ' Time-Invariant Systems," Trans. Automatic Control, Vol. AC-18, pp. 1-10, Feb. 1973.
ETT
Partial Fraction Expansion

7.
Poles,
8
'
Hazony and J. Riley, "Evaluating Residues and IRE Trans. Automatic Control, Vol. AC-4,
Coefficients of
High Order
pp. 132-136, Nov. 1959.
L tI Partial Fraction u7 Poles by !f. Multiple fu Digital Computer," pp. 161-162, Mar. 1964.
Eânsion of a Rational Function with
IEEE
Trans. Circuit Theory, Vol
CT-11
9
'
IEEE
10
'
QdCk ChCCk n Fraction Expansion îx Automatic Control, Vol. AC-11, pp. 318-319, Apr. 1966. Trans.
UNIS
Partial
;
"
Coefficients,"
Feb. 1968.
n Expami0n of RationaI F ^tions wi't^r^n h B One High-Order Pole," IEEE Trans. Automatic Control, Vol. AC-13
with
f:.
'
R R
"
Partkl FraCti
p 133
'
"'
v ?A^ yr Vol. AC-16, pp.

'
Partial FraCti n A, g rithm ." 489-491, Oct. 1971.
IEEE Trans.
Automatic Control,
Samp/ed-Data and Discrete-Data Control Systems

12.
B. C.
Kuo
Hall, Inc.,
13.
Analysis and Synthesis of Sampled- Data Control Systems, Englewood Cliffs, N.J., 1963.
Discrete
Prentice-
C.
Kuo,
Champaign,
Data Control Systems, Science-Tech, Box 2277 Station
Illinois, 1970.
PROBLEMS
2.1.
Find the poles and zeros of the following functions (include the ones
W
'
at infinity)
(a)
G(s) ()
= =
(s
5(s
*Hs
(b) G(s)
+ 5) + 1) + 2)(s> + 3* +
2Xs
* 2 (*
1)
2)
: :
48
Chap. 2
(C)
G(s)
= =
:
f'
+
û
+ 2)
-Ke"
(j
(d) G(s)
DC*
2.2.
Find the Laplace transforms of the following functions

(a) g{t)
(b) git)
(c)
(d)
= te-*> = cos 5/ #(0 = e~' sin CO/ git) = S sikT)5it t
fcT); <*(<)
= unit impulse function

in Fig. P2-3.
*=o
2.3.
Find the Laplace transforms of the functions shown
gU)
1
1 1
sl
(a)
irOT
l
(b)
Figure P2-3.
2.4.
Find the Laplace transform of the following function

fO
t < 1<? <3
1
fit)
t
'
3<f<4
4
<t
2.5.
Solve the following differential equation by means of the Laplace transformation:
wm^j dM + 4/(0 = ^
dt*
5 J dt
-,
uAt)
Assume
2.6.
that all the initial conditions are zero.
Find the inverse Laplace transforms of the following functions

l
(a) Gis)
is
+ 2)is +
1
3)
(b) Gis)
(.?
+ D 2 (s +
10
4)
(c)
Gis)
- s(j2
(d) Gis)
+ 4)(j + - s(s2 +s 2) +
1}
Chap. 2
Problems
49
2.7.
Carry out the following matrix sums and differences:

(a)
"3
6"
-
_0
(b)
"
-5_
+
r 20"
0~
10_
-3
15"
-1
.
- -4
_
3_
5.
(c)
s
1
10
s-3
2.8.
AB
and
Determine if the following matrices are conformable for the products BA. Find the valid products.
(a)
rii
A=
_3_
(b)
B=
"2
[6
1]
-r
0.
B=
set
10
9"
-1
-1
0.
2.9.
Express the following
of algebraic equations in matrix form:
+ x2 x = *i + 3*2 x = 3*i 7* 2 2*3 =

5x,
3 3
1
1
2.10.
Express the following
set
of
differential equations in the
form (t)
= Ax(f)
+ Bu(:
*i(0
x 2 (t)
x 3 (t)
2.11.
"
.
= -*i(0 + x 2 {t) = -2* 2 (0 - 3* (0 + in(t) = -*,(?) - 5x2 (t) - 3* (f) +

3 3
u 2 (t)
Find the inverse of the following matrices:

(a)
5"
JO
(b)
-1^
3
r
_
-11
1 1
-2
l
-1_
41
(c)
3
1
-l
_-i
2.12.
(a)
-1_
Determine the ranks of the following matrices:

"3 2"
1
7 _0 "2
3_
(b)
4
2
6
8"
Ll
3_
50
Chap. 2
2.13.
Determine the definiteness of the following matrices: " 2 3" (a)
_-l
(b)
"
1
2_ 5
-r
i_
-2
_
2.14.
The following
of
sampled by an ideal sampler with a sampling period Determine the output of the sampler, /*(/), and find the Laplace transform of/*0), F*(s). Express F*(s) in closed form.
signals are
T seconds.
(a) /(/)
(b) fit)
= te~* = e~" sin cot

*
2.15.
Determine the z-transform of the following functions

(a)
G(s)
is
+ a)n
1
(b) G(j) s(s

(c)
+
1
5)
(d)
(e)
= s (s + 2) g(f) = t*e-*' git) = sin cot

CKs)
3
2.16.
Find the inverse z-transform of

lOzjz
G(z)
(z
l)(z 2
+ 1) +z
1)
by means of the following methods (a) the inversion formula

(b) partial-fraction
expansion
3
Transfer Function and
Signal Flow
Graphs
3.1
Introduction
ponents.
One of the most important steps in the analysis of a physical system is the mathematical description and modeling of the system. A mathematical model ot a system is essential because it allows one to gain a clear understanding of the system in terms of cause-and-effect relationships among the system com-
signal flow graphs are valuable tools for analysis as well as for design. In this chapter we give the definition of transfer function of a linear system and demonstrate the power of the signal-flow-graph technique in the analysis of linear systems.
by a schematic diagram the system components. From the mathematical standpoint, algebraic and differential or difference equations can be used to describe the dynamic behavior of a system In systems theory, the block diagram is often used to portray systems of all types. For linear systems, transfer functions and
In general, a physical system can be represented that portrays the relationships and interconnections
among
3.2
Transfer Functions of Linear Systems
Transfer function plays an important role in the characterization of linear time-invariant systems. Together with block diagram and signal flow graph transfer function forms the basis of representing the input-output relationships ot a linear time-invariant system in classical control theory. The starting point of defining the transfer function is the differential
equa51
62
/ Transfer
Function and Signal Flow Graphs
Chap. 3
dynamic system. Consider that a linear time-invariant system described by the following nth-order differential equation
tion of a
is
d m r{t)
dm
'/(?)
, .
/,
dr(t)
,.
where a au
,
c(r) is
.
the output variable
and
r(t) is
the input variable.
The
coefficients,
m. b m are constants, and n The differential equation in Eq. (3-1) represents a complete description of the system between the input r(t) and the output c(t). Once the input and the initial conditions of the system are specified, the output response may be
.
and b
bt
>
obtained by solving Eq. (3-1). However, it is apparent that the differential equation method of describing a system is, although essential, a rather cumbersome one, and the higher-order differential equation of Eq. (3-1) is of little practical use in design. More important is the fact that although efficient subroutines are available
computers for the solution of high-order differential equations, the important development in linear control theory relies on analysis and design techniques without actual solutions of the system differ-
on
digital
ential equations.
of describing linear systems is made possible by the use of transfer function and impulse response. To obtain the transfer function of the linear system that is represented by Eq. (3-1), we take the Laplace transform on
A convenient way
both sides of the equation, and assuming zero

(a s n
initial
conditions,
we have
a^""
+ a ^s + a)C(s) = (b s m + b.s'"-' +
n
...
b m .,s
-L-
b m )R(s)
The
transfer function of the system
is
defined as the ratio of C(s) to R(s);
therefore,
m m r(*\ -Q- b s + UW ~ R(s) ~ a + b s a.s"1
s"
+... +...
+ bm . s + b m + a . s a.
1
(3 _ 3)
-,-
Summarizing over the properties of a transfer function we

1.
state
A transfer function is defined

of a system
is
only for a linear system, and,
strictly,
only for time-invariant systems.

2.
A transfer function between an input variable and an output variable

defined as the ratio of the Laplace transform of the
3.
4.
output to the Laplace transform of the input. All initial conditions of the system are assumed to be zero. A transfer function is independent of input excitation.
is
The following example

linear system are derived.
given to illustrate
how
transfer functions for a
Example
3-1
series
RLC
network
e,{t).
designated by
is shown in Fig. The output variable in
3-1.
The input voltage
is
this case
can be defined as
the voltage across any one of the three network elements, or the current
Sec. 3.2
Transfer Functions of Linear Systems /
53
+ o
R v\M
Tm
'W
-.
i(t).
The loop equation of the network

*,(/)
is
written
=Ri(t)+L^ + j /(,) dt
(3-4)
ei<"
^)
;;C
e c (t)
Taking the Laplace transform on both sides of Eq. and assuming zero initial conditions, we have
EAs)
(3-4)
= (r+Ls+^)I(s)
i
(3-5)
Fig. 3-1.
RLC network.
./(*)
If
we regard
1
the current
e,{t)
(/)
as
an output
simply
variable, the transfer
function between
and
I
i(t) is
E,(s)
R+Ls + (l/Cs) ~ + RCs + LCs
Cs
^'^
If the voltage across the capacitor e (t) c
between e,(0 and e c (t)
is
is considered as an output, the transfer function obtained by substituting
E (s)=-~Ks)
c
(3.7)
into Eq. (3-5). Therefore,
E (s) _
c
,(*)
+ RCs + LCs
is
<3
-8
easily extended to a system with a system of this type is often referred to as a multivariable system. In a multivariate system, a differential equation of the form of Eq. (3-1) may be used to describe the relationship between a pair of input and output. When dealing with the relationship between one input and one output, it is assumed that all other inputs are set to zero. Since the principle of superposition is valid for linear systems, the total effect on any output variable due to all the inputs acting simultaneously can be obtained by adding the
The
definition of transfer function
multiple
number of inputs and
outputs.
individual effects.
simple illustrative example of the transfer functions of a multivariable us consider the control of a turbopropeller engine. In this case the input variables are the fuel rate and the propeller blade angle. The output variables are the speed of rotation of the engine and the turbine-inlet temperature. In general, either one of the outputs is affected by the changes in both inputs. For instance, when the blade angle of the propeller is increased, the speed of rotation of the engine will decrease and the temperature usually increases. The following transfer relations may be written from steady-state tests performed on the system:
system,
let
As a
C,(j) Ci(s)
= G, ,(*)*,(*) + G 12 (s)R = G ,(s)R (s) + G 22 (s)R

2
l
2 (s)
2 (s)
(3-9)
where
(3-10)
= transformed variable of speed of rotation = transformed variable of turbine-inlet temperature Ri(s) = transformed variable of fuel rate R (s) = transformed variable of propeller blade angle
C,(i)
2 (s)
All these variables are assumed to be measured from
some
reference levels.
54
Chap. 3
Since Eqs. (3-9) and (3-10) are written with the assumption that the system
is
linear, the principle
of superposition holds. Therefore,
transfer function between the fuel rate
G n (s) represents the and the speed of rotation of the engine

;
with the propeller blade angle held at the reference value

Similar statements can be
that
is,
R 2 (s) =
0.
made
for the other transfer functions.
In general,
if
a linear system has
inputs and q outputs, the transfer funcis
tion between the
j'th
output and the Jth input

G,As)
defined as
(3-11)
C (s)
t
Rj(s) that Eq. (3-11)

is
with
R k (s) =
0,
l,2,...,p,
is
k^j. Note
defined with
z'th
only they'th input in
effect,
while the other inputs are set to zero. The

related to all the input transforms
x
output
transform of the system
by
Cls)
= G n {s)R
{s)
+G
i2
{s)R 2 {s)
...+
G, p (s)R p (s)
(3-12)
= t Gu {s)Rj(s)
where
(i=l,2,...,q)
tJ
(s) is
defined in Eq. (3-11).
It is
convenient to represent Eq. (3-12) by a matrix equation

C(s)
G(s)R(s)
(3-13)
where
cm
C2 {s)
C(*)
(3-14)
Cq{s)j
is
a q
matrix, called the transformed output vector;
Rii.s)
R(*)
=
RJis)}
(3-15)
is
&p X
matrix, called the transformed input vector;
'Gîs)
G 12 (s) G 2i (s) G 22 (s)
...
G lp (s) G 2p {s)
(3-16)
G(s)
G ql (s)
is
G q2 (s)
...
G(s)_
aq
X p
matrix, called the transfer function matrix.
ec 3 3
' '
55
3.3
The impulse response of a linear system is defined as the output response of the system when the input is a unit impulse function. Therefore, for a system with a single input and a single output, if r(t) = d(t), the Laplace transform of the
system output
is
simply the transfer function of the system, that

C(s)
is,
G(s)
(3-17)
since the Laplace transform of the unit impulse function is unity. Taking the inverse Laplace transform on both sides of Eq. (3-17) yields
c(0
= 8(t)
(3-18)
Laplace transform of G(s) and is the impulse response (sometimes also called the weighing function) of a linear system. Therefore, we can state that the Laplace transform of the impulse response is the transfer
function.
where
g(t) is the inverse
Since the transfer function

this
is
a powerful way of characterizing
linear systems,
means that if a linear system has zero initial conditions, theoretically, the system can be described or identified by exciting it with a unit impulse response and measuring the output. In practice, although a true impulse cannot be generated physically, a pulse with a very narrow pulsewidth usually provides a suitable approximation.
For a multivariable system, an impulse response matrix must be defined and
is
given by
g(0
-'[G(*)]
(3-19)
where the inverse Laplace transform of G(s) implies the transform operation on each term of the matrix.
The
derivation of G(s) in Eq. (3-3)
differential equation,
is based on the knowledge of the system and the solution of C(s) from Eq. (3-3) also assumes that
all available in analytical forms. This is not always possible for quite often the input signal #(/) is not Laplace transformable or is available only in the form of experimental data. Under such conditions, to analyze the system we would have to work with the time function r(t) and g(t).
R(s) and G(s) are
Let us consider that the input signal r(j) shown in Fig. 3-2(a) is applied to a whose impulse response is g{t). The output response c(t) is to be determined. In this case we have denoted the input signal as a function of r which is the time variable; this is necessary since t is reserved as a fixed time
linear system
quantity in the analysis. For
all practical
purposes, r(r)
is
from minus
assumed to extend
infinity to plus infinity in time.
Now consider that the input r(r) is approximated by a sequence of pulses of pulsewidth At, as shown in Fig. 3-2(b). In the limit, as At approaches
zero
become impulses, and the impulse at time kLx has a strength or area equal to At-z-Ât), which is the area of the pulse at kLx. Also, when At decreases, k has to be increased proportionally, so the value of &At remains constant and equals t, which is a particular point on the time axis. We now compute the output response of the linear system, using the
impulse-approxi-
these pulses
56
Transfer Function and Signal
Flow Graphs
Chap. 3
r(T)
r(kAr)
(b)
Fig. 3-2. (a) Input signal of a linear system, (b) Input signal represented
by
sum of rectangular
pulses.
mated
signal.
is
When
only the impulse at time x
= kAx is considered,
the system
response
given by
At
which
is
r(kAx)g(t
kAx)
(3-20)
the system impulse response delayed by kAx, multiplied by the impulse
strength Ax-r(kAx).
By use of
the superposition principle, the total response
due to r(x) is obtained by adding up the responses due to each of the impulses from oo to +co. Therefore,
c{t)
= =
lim
AT oo
r(kAx)g(t
kAx) Ax
(3-21)
or
c{t)
^_j(x)g(t-x)dx
(3-22)
For
all
physical systems, output response does not precede excitation.

g(t)
Thus
(3-23)
=
applied at
/
for
< 0,
since the impulse function
is
0.
Or
(3-24)
g (t
x)
t<z
Sec 3 3
57
The output response of
the system
c (0
is
now
written
= /'__ r(T)g(t -
T)
<*t
(3-25)
Further,
if r( T )
for T
<
C
0,
Eq. (3-25) becomes

(3-26)
W = J' *<*)*(' - t) A
o
The expressions of Eqs.
(3-25)
is
and
the convolution operation

. .
(3-26) are called the convolution integral

*,
denoted by the symbol

c(t)
so
(3. 27 )
is
interpreted as
c(t)
r(t) * g(t)
r(t)
convolves into g(t)
(3-28)
The positions of
r(t)
and
g{t) in the
convolution operation
changed, since basically there is no difference between the two functions Therefore, the convolution integral can also be written as
c (0
may be
inter-
f'
g(i>(t
T ) dx
(3-29)
/(?)
= git) * /(/) = git) convolves into
may be caused by simple deterioration of components due to wear and tear, drift in operating environments, and the like. Some systems simply have parameters that vary with time a predictable or unpredictable fashion. For instance, the transfer characteristic of a guided missile in flight will vary in time because of the change of mass of the nmsile and the change of atmospheric conditions. On the other hand, for a simple mechanical system with mass and friction, the latter may be subject to unpredictable variation either due to "aging" or surface conditions thus the control system designed under the assumption of known and fixed parameters may fail to yield satisfactory response should the system parameters vary. In order that the system may have the ability of self-correction or selfadjustment in accordance with varying parameters and environment it is necessary that the system's transfer characteristics be identified continuously or at appropriate intervals during the operation of the system. One of the methods of identification is to measure the impulse response of the system so that design parameters may be adjusted accordingly to attain optimal control at all times In the two preceding sections, definitions of transfer function and impulse response of a linear system have been presented. The two functions are directly related through the Laplace transformation, and they represent essentially the same information about the system. However, it must be reiterated that
The evaluation of the impulse response of linear a system is sometimes an important step in the analysis and design of a class of systems known as the adaptive control systems. In real life the dynamic characteristics of most systems vary to some extent over an extended period of time. This
transfer
58
Chap. 3
function and impulse response are denned only for linear systems and that the
initial
conditions are assumed to be zero.
3.4
Block Diagrams
Because of
its
simplicity
and
versatility,
all types.
block diagram
is
often used by control
engineers to portray systems of

represent the composition
A block diagram can be used simply to

it
and interconnection of a system. Or,
can be used,
together with transfer functions, to represent the cause-and-effect relationships throughout the system. For instance, the block diagram of Fig. 3-3 represents a turbine-driven hydraulic power system for an aircraft. The main components of
the system include a pressure-compensated hydraulic an electronic speed controller, and a control valve.
figure depicts
pump, an air-driven pump, The block diagram in the
how
these
components are interconnected.
Current
Controller
Control
valve
Inlet
Turbine torque
Turbine
Output
Mass
flow
rO
Pump
torque
Load
pressure
Hydraulic
pump
Load flow
Fig. 3-3.
Block diagram of a turbine-driven hydraulic power system.
If the mathematical and functional relationships of all the system elements known, the block diagram can be used as a reference for the analytical or the computer solution of the system. Furthermore, if all the system elements are assumed to be linear, the transfer function for the overall system can be obtained by means of block-diagram algebra. The essential point is that block diagram can be used to portray nonlinear as well as linear systems. For example, Fig. 3-4(a) shows the block diagram of a simple control system which includes an amplifier and a motor. In the
are
figure the nonlinear characteristic of the amplifier
is
depicted by
its
nonlinear
Sec. 3.4
Block Diagrams
59
Kry
s(s+a)
(a)
(b)
Block diagram of a simple control system, (a) Amplifier shown with a nonlinear gain characteristic, (b) Amplifier shown with a linear gain
Fig. 3-4.
characteristic.
system as
relation. The motor is assumed to be linear and its dynamics are represented by a transfer function between the input voltage and the output displacement. Figure 3-4(b) illustrates the same system but with the amplifier characteristic approximated by a constant gain. In this case the overall system is linear, and it is now possible to write the transfer function for the overall
input-output
E (s)
t
Em (s)
E{s)
s(s
a)
(3
"3
Block Diagrams of Control Systems
We
shall
trol systems
or a feedback control system
now define some block-diagram elements used frequently in conand the block-diagram algebra. One of the important components
for
s lg nal
and sometimes combinations of these. The block-diagram elements of these operations are illustrated as shown in Fig. 3-5. It should be pointed out that the signals shown in the diagram of Fig. 3-5 can be functions of time t or functions of the Laplace transform variable s. In Fig. 3-4 we have already used block-diagram elements to represent inputoutput relationships of linear and nonlinear elements. It simply shows that the block-diagram notation can be used to represent practically any input-output relation as long as the relation is defined. For instance, the block diagram of
tiplication,
synchros, resolvers, differential amplifiers, multipliers, and so on In general, the operations of the sensing devices are addition, subtraction mul-
ometer,
is the sensing device that acts as a junction point comparisons. The physical components involved are the potenti-
60
/ Transfer
Chap. 3
*-
+~
+c
(a)
Subtraction
(b)
Addition
*-
e = rl
r2
+~- e
=rc
(c)
Addition and subtraction

Fig. 3-5.
(d) Multiplication
Block-diagram elements of typical sensing devices of control
systems, (a) Subtraction, (b) Addition, (c) Addition and subtraction, (d)
Multiplication.
u(t)
x(t)
u(f)
x(0
x=
f(x, u)
x =ax + bu
R(s)
G(s)
C(s)
(a)
(b)
(c)
Fig. 3-6.
Block-diagram representations of input-output relationships of
systems.
Fig. 3-6(a) represents a system that
is
described by the linear differential equa-
tion
x(t)
ax{t)
bu{t)
(3-31)
Figure 3-6(b) illustrates the input-output relation of a system described by the vector-matrix differential equation
{t)
= f [x(0, u]
(3-32)
where
x(f) is
Fig. 3-6(c)
an n X 1 vector and u(t) is an r X 1 vector. As another example, shows a block diagram which represents the transfer function of a
Sec. 3.4
Block Diagrams
61
linear system; that
is,
C(s)
G{s)R(s)
(3-33)
where G(s)
is
the transfer function.
Figure 3-7 shows the block diagram of a linear feedback control system.
The following terminology often used in control systems is defined with reference
to the block
diagram
R(s)
C(s)
/(/)>
c(t),
= = =
reference input
output signal (controlled variable)
b(i),
B(s)
e(t), &(s)
e(t),
= feedback signal = actuating signal

R(s)
E(s)
- C(s) = error signal G(s) = g?^ = open-loop transfer function or forwardpath transfer function
(s)
The
= j4 = closed-loop transfer function H(s) = feedback-path transfer function G(s)H(s) = loop transfer function closed-loop transfer function, M(s) = C(s)/R(s), can be expressed as
From
C(s)
Fig. 3-7
C(s)
a function of G(s) and H(s).
we
write
(3-34)
= =
G(s)&(s)
and
B(s)
H(s)C(s)
(3-35)
The actuating
signal
is
written
6(j)
= R(s) - B(s)
G(s)B(s)
(3-36)
Substituting Eq. (3-36) into Eq. (3-34) yields
C(s)
G(s)R(s)
(3-37)
Substituting Eq. (3-35) into Eq. (3-37) gives
C(s)
G(s)R(s)
G(s)H(s)C(s)
(3-38)
Solving C(s) from the last equation, the closed-loop transfer function of the
R(s)
r(t)
.y
,
/)
ew
'
eit)
G(s)
C(s)
c(t)
bit) B(s)
H(s)
Fig. 3-7. Basic block
diagram of a feedback control system.
62
Chap. 3
system
is
given by
walgebraic
^-
(3-39)
Gis)His)
In general, a practical control system

the evaluation of the transfer function
may contain many feedback loops, and from the block diagram by means of the
method described above may be tedious. In principle at least, the block diagram of a system with one input and one output can always be reduced to the basic single-loop form of Fig. 3-7. However, the steps involved in the
reduction process
may
again be quite involved.

linear system
We
shall
show
later that the

its
transfer function of
any
can be obtained directly from
block
diagram by use of the signal-flow-graph gain formula.

Block Diagram and Transfer Function of Multivariable Systems
is defined as one that has a multiple number of block-diagram representations of a multiple-variable system with p inputs and q outputs are shown in Fig. 3-8(a) and (b). In Fig. 3-8(a) the individual input and output signals are designated, whereas in the
multivariable system
inputs and outputs.
Two
block diagram of Fig. 3-8(b), the multiplicity of the inputs and outputs is denoted by vectors. The case of Fig. 3-8(b) is preferable in practice because of its
simplicity.
MOMultivariable
-- c l
(t)
system
'
(0-
-*~c q (t)
(a)
Multivariable
i(0"
system
-*- c(/)
(b)
Fig. 3-8.
Block-diagram representations of a multivariable system.
system.
Figure 3-9 shows the block diagram of a multivariable feedback control The transfer function relationship between the input and the output of
is
the system
obtained by using matrix algebra

C(j)
= G(s)(s) &is) = R(s) - Bis) B(s) = H(j)C(j)
(3-40) (3-41) (3-42)
Sec. 3.4
Block Diagrams
63
R(s)
S)
i
80)
G(s)
^
Bfr)
Fig. 3-9.
C&)
Hfc)
Block diagram of a multivariable feedback control system.
Substituting Eq. (3-42) into Eq. (3-41) and then from Eq. (3-41) into
yields
Eq
(3-40)
C(s)
G(s)R(s)
G(s)H(s)C(s)
(3-43)
Solving for C(s) from Eq. (3-43) gives

C(s)
[I
G(j)H(j)]- G(s)R(s)
(3-44)
I G(5 )H(j) is nonsingular. should be mentioned that although the development of the input-output relationship here is similar to that of the single input-output case, in the
It
provided that
present
improper to speak of the ratio C(s)/R(s) since C(s) and R(s) are matrices. However, it is still possible to define the closed-loop transfer
it is
situation
matrix as
(3-45)
M(j)
[I
+
=
G(*)H(s)]-G(j)
Then Eq.
(3-44)
is
written
C(j)
M(a)R(j)
(3-46)
Example
3-2
Consider that the forward-path transfer function matrix and the feedback-path transfer function matrix of the system shown in Fig. 3-9 are
r
l
_j_i
l
1
G(s,=
and
H(s)
respectively.
+
2
(3-47)
2J
0"
i_
Lo
The
closed-loop transfer matrix of the system
is
given by Eq. (3-45) and
is
evalu-
ated as follows:
1
G(s)H(s)
s+
2
1_
1
s
1 1
'
+
2
s+j,
s
(3-48)
2J
+ 2J
64
/ Transfer
Chap. 3
The closed-loop
transfer matrix
is
M(a)
[I
G( S )H(s)]-'GM
= -^
+ +
_1_
2
5
-2
where
+ +
(3-49)
2
1
2J
A_s+2s+3+ S+1S|2
,
2 __ s 2
S
+
4
5s
5(5+1)
(3-50)
Thus
35 2
s{s
+95 +
1)(5
M(5)
s(s
52
+
55
1)
_ ~5
35
5(5
1_
2)
+ +
(3-51)
2
1).
3.5
Signal Flow Graphs 2
signal flow graph may be regarded as a simplified notation for a block diagram, although it was originally introduced by S. J. Mason- as a cause-and-effect
representation of linear systems. In general, besides the difference in the physical appearances of the signal flow graph and the block diagram, we may regard
the signal flow graph to be constrained by
more rigid mathematical relationships, whereas the rules of using the block-diagram notation are far more flexible and
less stringent.
A signal flow graph may be defined as a graphical means of portraying the input-output relationships between the variables of a set of linear algebraic
equations.
Consider that a linear system

yj
It
is
described by the set of j
N algebraic equations
(3-52)
in the
S
=
o kJ y k
1,2,
,N
should be pointed out that these
N equations are written

m ^ to ./)(^
tri
form of cause-
and-effect relations
N
k=l
jth effect
XI ( am fr
cause)
(3-53)
or simply
output
This
is
= 2 (gain)(input)
in the construction of the set
(3-54)
the single
most important axiom
of algebriac
equations from which a signal flow graph is drawn. In the case when a system is represented by a
equations,
set
of integrodifferential
we must
first
transform them into Laplace transform equations and
then rearrange the
latter into the
form of Eq.
(3-52), or
W
When
= S G kj (s)Yk (s)
.
7=1,2,
(3-55)
constructing a signal flow graph, junction points or nodes are used
to represent the variables
ys and y k The nodes are connected together by line segments called branches, according to the cause-and-effect equations. The
Sec 3 5
Signal Flow Graphs /
65
cause-andeach variable in terms of itself and the other variables For instance, consider that a linear system is represented by the simple equation
effect relations relating
general, given a set of equations such as those of Eq. (3-52) or Eq. (3-55), the construction of the signal flow graph is basically a matter of following through the
branches have associated branch gains and directions. through a branch only in the direction of the arrow. In
signal can transmit
where j, is the input variable, y 2 the output variable, and a l2 the gain or transmittance between the two variables. The signal-flow-graph representation of Eq. (3-56) is shown in Fig. 3-10. Notice that the branch
n
*
directing
from node y to node y 2 expresses the dependx
ence of y 2 upon
should be reiterated that Eq. (3-56) and Fig. 3-10 represent only the dependence of the out>,. It
Fig. 3-10. Signal flow graph of y2
12 >''-
An
P ut variable upon the input variable, not the reverse. important consideration in the application of
is
signal
that the branch between the two nodes y, and y 2 should be integrated as a unilateral amplifier with gain a i2 , so that when a signal of one unit is applied at the input y u the signal is multiplied by a l2 and a signal of strength a l2 is delivered at node>> 2 Although algebraically Eq (3-56) can be rewritten
.
flow graphs
is
graph must be drawn. As another illustrative example, consider the following

equations
yi yi
}'*
the signal flow graph of Fig. 3-10 does not imply this relationship If Eq (3-57) valid as a cause-and-effect equation in the physical sense, a new signal flow
set
of algebraic
ys
= tf12.F1 = a 23 y = Oi*yi = a 2s y
2
+ a 32 y + a43 y + a 34 y + +a
3
a 44 y 4
(3 " 58)
4 <,y 4
graph for these equations is constructed step by step as shown in Fig. 3-11, although the indicated sequence of steps is not unique The nodes
representing the variables
right.
The
signal flow
The
;
Similarly, with the consideration of the third equation, Fig. 3-1 1(c) is obtained when the last equation of Eq. (3-58) is portrayed, the complete signal flow graph is shown in Fig. 3-1 1(d). The branch that
Finally,
drawn as shown in y 3 depends upon a 23 y 2 and a 43y 4 therefore on the signal flow graph of Fig. 3-1 1(a), a branch of gain a 23 is drawn trom node y 2 to y 3 and a branch of gain is drawn from y t to y 3 with the 43 directions of the branches indicated by the arrows, as shown in Fig 3-1 1(b)
Fig. 3-1 1(a).
<hiy 3
y u y2 y 3 y 4 and y s are located in order from left to equation states that 2 depends upon two y signals, a liyi and the signal flow graph representing this equation is
, , ,
first
The second equation

,
states that
begins from the node
y4
66
/ Transfer
Chap. 3
o
>4 (a)y 2
O
y$
=a n y + a 31 y3
l
a 43
o
y\
yi
(b)>>2
^3
y*
=fl23> 2
,
>"5
=a n y\ +032^3. ^3
+ 43>'4
O
^5
(c)y 2 =012^1 +232>'3.>'3 = a 23>'2 + 043^4.
=a 24>
+ a 34>
fl
44>"4
(d)
Complete
signal
flow graph
Fig. 3-11. Step-by-step construction of the signal flow

(3-58). (a)
graph for Eq.

yi
y2
ai 2 yi
a 3 zy3- (b) yi
+ any*, (c) yz = a\zy\ + a 3 zy3, yi + a t,yi + cmy,. (d) Complete signal flow graph.
3
= anyi + fl32>'3, = anyi + any*,
y*
= miyi = auyi
and ends at y 4 is of y 4 upon itself.
called a loop,
and with a gain a 44 represents the dependence

,
3.6
Summary
of Basic Properties of Signal
Flow Graphs
At
this point
it is
best to summarize
some of the important
properties of the
signal flow graph.
1.
A signal flow graph applies
only to linear systems.
2.
3.
The equations based on which a signal flow graph is drawn must be algebraic equations in the form of effects as functions of causes. Nodes are used to represent variables. Normally, the nodes are
Sec. 3.7
Flow Graphs
67
4.
left to right, following a succession of causes and through the system. Signals travel along branches only in the direction described by the arrows of the branches.
arranged from
effects
5.
6.
The branch directing from node y k to j, represents the dependence of the variable y, upon but not the reverse. yk A signal y k traveling along a branch between nodes yk and y. is multiplied by the gain of the branch, a kj so that a signal
,
delivered at node y,.
aj
k is
3.7
Flow Graphs
In addition to the branches and nodes defined earlier for the signal flow graph the following terms are useful for the purposes of
identification
and
reference.
Input node {source). An input node branches. (Example: node yi in Fig. 3-11.)
is
a node that has only outgoing
p Mg.
Output node (sink). An output node is a node which has only incoming branches. (Example: node y 5 in Fig. 3-11.) However, this condition is not always r eadiy b an out P ut node For instance, the signal flow
3-12(a) does not have
i
^/
J
graph shown in
any node that
satisfies
node. However,
r
it may be necessary to regard nodes y 2 and/or 3 as output y nodes In order to meet the definition requirement, we may simply introduce
the condition of an output
eS
, 3-12(b). Notice that in the modified signal flow
fS
lth UDity g3inS
and additional variables j 2 and y 3 as shown

,
in Fig.
graph
it is
equivalent that the
(a) Original signal
flow graph
(b) Modified signal flow graph

Fig. 3-12. Modification of a signal flow graph so that y 2 and y z satisfy the requirement as output nodes, (a) Original signal flow graph, (b) Modified signal flow graph.
68
/ Transfer
Chap. 3
are added. In general, we can state that any graph can always be made an output node by noninput node the aforementioned operation. However, we cannot convert a noninput node into an input node by using a similar operation. For instance, node y 2 of the signal flow graph of Fig. 3-12(a) does not satisfy the definition of an input node. If we attempt to convert it into an input node by adding an incoming branch of
equations y 2
=y
and y 3
=y
of a signal flow
unity gain from another identical node
would
result.
y 2 the signal flow graph of Fig. 3-13 However, the equation that portrays the relationship at node y 2
,
now
reads
yi
= yi +
yi
<*\%y\
a nyi
(3- 59 )
which
is
different
from the
original equation, as written
from
Fig. 3- 12(a),
a i2 yi
a 32 y 3
(3-60)
Vi
Fig. 3-13.
Erroneous way to make the node y 2
Fig. 3-14. Signal flow
graph with y 2 as an input
an input node.
node.
Since the only proper way that a signal flow graph can be drawn is from a set of cause-and-effect equations, that is, with the causes on the right side of the equation and the effects on the left side of the equation, we must transfer y 2
if it were to be an input. Rearranging Eq. (3-60), equations originally for the signal flow graph of Fig. 3-12 now become the two
to the right side of Eq. (3-60)
y%
-y
"12
(3-61)
12
y3
a 2i y 2
is
(3-62)
The
signal flow graph for these
two equations
shown
in Fig. 3-14, with
y2
as an input node.
any collection of continuous succession of branches The definition of a path is entirely general since traversed in the same any node to be traversed more than once. Therefore, as it does not prevent simple as the signal flow graph of Fig. 3-12(a) is, it may have numerous paths.
Path.
path
is
direction.
Forward path.
forward path
is
a path that starts at an input node and
ends at an output node and along which no node is traversed more than once. For example, in the signal flow graph of Fig. 3-1 1(d), y is the input node, and there are four possible output nodes in y 2 y 3 j 4 and y s The forward path
t , , ,
.
Sec. 3.8
Signal-Flow-Graph Algebra
69
between j t and y 2 is simply the branch connected between y and y 2 There are two forward paths between y L and y 3 one contains the branches from y t to y 2 to y 3 and the other one contains the branches from y to y 2 to y 4 (through the branch with gain a 2i ) and then back to y 3 (through the branch with gain a 43 ).
t
.
The reader may determine the two forward paths between j>, and j 4 there are also two forward paths between j, and y s
.
Similarly,
Loop.
loop
is
a path that originates and terminates on the same node

is
and along which no other node

in Fig. 3-15.
encountered more than once. For example,
there are four loops in the signal flow graph of Fig. 3-1 1(d). These are
shown
y*
"44
Fig. 3-15.
Four loops
in the signal flow
graph of Fig.
3-1 1(d).
Path gain. The product of the branch gains encountered in traversing a path is called the path gain. For example, the path gain for the path
J>i
yz - y - y*
3
in Fig. 3-1 1(d) is
a 12 a 23 a 34
is
Forward-path gain. Forward-path gain forward path.
defined as the path gain of a
Loop gain. Loop gain

the loop gain of the loop
is
defined as the path gain of a loop. For example,
y2
y4 y y
3
in Fig. 3-15
is
a 2i a i3 a 32
3.8
Signal-Flow-Graph Algebra
Based on the properties of the signal flow graph, we can manipulation and algebra of the signal flow graph.
1
.
state the following
The value of the

of
all
variable represented by a
node
is
equal to the
sum
the signals entering the node. Therefore, for the signal flow
70
Chap. 3
Fig. 3-16.
Node
as a
summing
point and as a transmitting point.
graph of Fig. 3-16, the value of y is equal to the sum of the signals transmitted through all the incoming branches; that is,
{
Jl
2.
"li}>2
31^3
4lj4
Osijs
(3-63)
is
The value of the

through
all
variable represented by a
node
transmitted
branches leaving the node. In the signal flow graph of
Fig. 3-16,
we have
ye
yn
y%
3.
= = =
tfi6.Fi
a xl y
(3-64)
tfisJi
Parallel branches in the
same
a single
direction connected between
two
branch with gain equal to the sum nodes can be replaced by the parallel branches. An example of this case is of the gains of
illustrated in Fig. 3-17.
-X
y\
single branch.
a-vb +
>
X.
yi
graph with parallel paths replaced by one with a
Sec. 3.9
Examples of the Construction of Signal Flow Graphs
71
a 12
a 23
"34
<*45 45
a "56
O
V\
O
vi
O
y3
o
y4
O
ys
y6
a 12<*23tf34 fl 45fl56
o
o
re-
graph with cascaded unidirectional branches
placed by a single branch.
4.
5.
connection of unidirectional branches, as shown in Fig. can be replaced by a single branch with gain equal to the product of the branch gains. Signal flow graph of a feedback control system. Figure 3-19 shows
series
3-18,
the signal flow graph of a feedback control system
whose block
may be regarded as a simplified notation for the block diagram. Writing the equations for the signals at the nodes &(s) and C(s), we have
diagram
is
given in Fig. 3-7. Therefore, the signal flow graph
S(j)
= =
R(s)
H(s)C(s)
(3-65)
and
C(s)
G(s)&(s)
is
(3-66)
The closed-loop
equations,
transfer
function
obtained from these two
C(s) R(s)
_
1
G(s) G(s)H(s)
(3-67)
R(s)
e(s)\_
-ms)
^y
<Xs)
C(s)
graph of a feedback control system.
For complex
signal flow graphs
we do not need to rely on algebraic manipu-
lation to determine the input-output relation. In Section 3.10 a general gain
formula will be introduced which allows the determination of the gain between an input node and an output node by mere inspection.
3.9

It
ical
was emphasized earlier that the construction of a signal flow graph of a physsystem depends upon first writing the equations of the system in the cause-
and-effect form. In this section
we
shall give
two simple
illustrative
examples.
72
/ Transfer
Chap. 3
Owing to
electric
5,
the lack of background on systems at this early stage, we are using two networks as examples. More elaborate cases will be discussed in Chapter where the modeling of systems is formally covered.
3-3
Example
The
passive network
shown
in Fig. 3-20(a)
is
considered to consist of
R, L, and
C elements
so that the network elements can be represented
by impedance functions, Z(s), and admittance functions, Y(s). The Laplace transform of the input voltage is denoted by Ein (s) and that of the output voltage is EJjs). In this case it is more convenient to use the branch currents and node voltages designated as shown in Fig. 3-20(a). Then one set of independent equations
representing cause-and-effect relation
Ii(.s)
is
E2 (s)
/,(,)
Ea (s)
YAs)
= [E Js)-E (s)]Y S = [h{s) - /,(*)]Z,(j) = [E1 {s) - Ea (s)]Y (s) = Z(j)/ (j)
i
( )
(3-68) (3-69) (3-70) (3-71)
Y3 (s)
|n
(s)
(a)
(*)
YAs)
Z2 (s)
Y3 (s)
Fig. 3-20. (a) Passive ladder network, (b)
A signal flow graph
for the net-
work.
3 (s), and E(s) arranged from left to right graph of the network is constructed as shown in Fig. 3-20(b). It is noteworthy that in the case of network analysis, the cause-and-effect equations that are most convenient for the construction of a signal flow graph are neither the loop equations nor the node equations. Of course, this does not mean that we cannot
With the
variables
Ein(s), /,($), E2 (s), I
in order, the signal flow
construct a signal flow graph using the loop or the node equations. For instance, in Fig. 3-20(a), if we let Ii(s) and I3 (s) be the loop currents of the two loops, the loop
equations are
Sec. 3.9
73
Etn(s)
E (s)
= [Zi(s) + Z2 (j)]/,(j) - Z (s)I (s) = -Z Gs)/,0) + [Z (s) + Z (s) + Z4 (s)]I = Zt(s)I (s)
2
3
(3-72)
3 (s)
(3-73)
(3 . 74)
However, Eqs. (3-72) and (3-73) should be rearranged, since only effect variables can appear on the left-hand sides of the equations. Therefore, solving for /,0s) from Ea (3-72) and I3 (s) from Eq. (3-73), we get
71
=Z
= Z
i(s)
I Z2 (s) E
^ + zjfzjs) ^
1
'
(3-75)
h(s)
X {?)
+ z\(s) + Z4 (*) 7
W
is
(3
- 76
>
Eqs. (3-74), (3-75), and (3-76) are in the form of cause-and-effect equations. The signal flow graph portraying these equations is drawn as shown in Fig 3-21 This
exercise also illustrates that the signal flow graph of a system
Now,
not unique.
(s)
Z 2 (s)
Z2 fc)
Z2 (s) Z3 (s) + Z4 (s) E

(s)
(s)
Z2 (s) + Z 2 (s)
Fig. 3-21. Signal flow graph of the network in Fig. 3-20(a) using the loop equations as a starting point.
Example
3-4
current in
network shown in Fig. 3-22(a). We shall and the voltage et) as the dependent variables of the network. Writing the voltage across the inductance and the the capacitor, we have the following differential equations:
define the current /(f)
Let us consider the
RLC
^W =eM ~ Ri W ~ ecO
.
(3-77)
r dec (t) = C
~1T
'<'>
(3-78)
However, we cannot construct a

(3-77)
signal flow graph using these two equations since they are differential equations. In order to arrive at algebraic equations, we divide Eqs
and
(3-78)
by
and C,
respectively.
When we
have
sl(s)
take the Laplace transform,
we
i(0+)
+ j-Ets) - j-m - j-E (s)

c
(3-79)
sEc (s)=ec (0+)+-Ll(s )
(3 _ 80)
where i(0+) is the initial current and e (0+) is the initial c voltage at t = 0+ In these last two equations, * e (0+), i(0+), and E (s) are the input variables. There are several possible ways of constructing the signal flow graph for these equations. One way is to solve for I(s) from Eq. (3-79) and (*) from Eq. (3-80); we get
t
74
Chap. 3
R
1
L
nfw*
WWno
i(')Q )
e c (t)
(a)
EiU)
EJs)
LU + R/L)
(c)
Fig. 3-22. (a)
RLC network,
(b) Signal flow graph, (c) Alternative signal
flow graph.
' =
E (s) =
c
7tW
y^c(0+)
(0+)
+ as +W)] lW - WTTRim EM
(3 " 81)
+ -gr/O)
(3-82)
graph using the last equations is drawn as shown in Fig. 3-22(b). graph in Fig. 3-22(b) is of analytical value only. In other words, we can solve for I(s) and Ec (s) from the signal flow graph in terms of the inputs, e c (0+), j'(0+), and Ei(s), but the value of the signal flow graph would probably end here. As an
The
signal flow
The
signal flow
alternative,
we can
use Eqs. (3-79) and (3-80) directly, and define
I(s),
E (s), sl(s), and

c
sEc (s)
as the noninput variables. These four variables are related by the equations
Sec
3.10
General Gain rormula for Signal Flow Graphs / 75
/(*)
c
=5- [*/(*)]
(3-83)
(3-84)
E (s) = s-^sEds)]
The
significance of using s~
l
is that it represents pure integration in the time domain. a signal flow graph using Eqs. (3-79), (3-80), (3-83), and (3-84) is constructed as shown in Fig. 3-22(c). Notice that in this signal flow graph the Laplace transform variable appears only in the form of s' 1 Therefore, this signal flow graph may be used
Now,
as a basis for analog or digital

in this
form are defined
in
computer solution of the problem. Signal flow graphs Chapter 4 as the state diagrams. 5
3.10
General Gain Formula for Signal Flow Graphs 3
Given a
is
solve for
graph or a block diagram, it is usually a tedious task to input-output relationships by analytical means. Fortunately, there a general gain formula available which allows the determination of the inputsignal flow
its
output relationship of a signal flow graph by mere inspection. The general gain formula is
V M = na = *=1 Mj^k A
Jin
(3-85) '
where
yout jln
= output node variable = input node variable N = total number of forward paths Mk = gain of the kth. forward path A = - S Pmi + Pm ~ S Pmi + m m m Pmr = gain product of the mth possible combination
1 i
M = gain between y
in
and yout
(3-86)
of
nontouching* loops
or
A=
(sum of
all
individual loop gains)

all
gain products of
possible combinations of
(sum of two
(3-87)
nontouching loops) (sum of the gain products of all possible combinations of three nontouching
loops)
A*
the
is
for that part of the signal flow graph

fcth
which
nontouching with the
forward path
first
This general formula
may seem
formidable to use at
is
glance.
However,
the only complicated term in the gain formula
A; but
in practice, systems
made with
having a large number of nontouching loops are rare. An error that is frequently regard to the gain formula is the condition under which it is valid. It must be emphasized that the gain formula can be applied only between an input node and an output node.
*Two
parts of a signal flow graph are said to be nontouching if they
do not share a com-
mon
node.
76
/ Transfer
Chap. 3
Example
3-5
Consider the signal flow graph of Fig. 3-19. We wish to find the transfer function C(s)/R(s) by use of the gain formula, Eq. (3-85).
The following conclusions

flow graph
1.
are obtained by inspection from the signal
There is only one forward path between R(s) and C(s), and the forwardpath gain is
M, =
2.
G(s)
is
(3-88)
There
is
only one loop; the loop gain
Pu =
3.
-G(s)H(s)
(3-89)
There are no nontouching loops since there is only one loop. Furthermore, the forward path is in touch with the only loop. Thus Ai = 1, and
A=
-/,,=
G(j)#(j).
By use of Eq.
(3-85), the transfer function of the
system
is
obtained as
C(s)
R(s)
= Mi At = A
G(s)
1
(390)
G(s)H(s)
which agrees with the
result
obtained in Eq. (3-67).
Example
3-6
Consider, in Fig. 3-20(b) that the functional relation between Eia and E is to be determined by use of the general gain formula. The signal flow graph is redrawn in Fig. 3-23(a). The following conclusions
:
are obtained by inspection from the signal flow graph
1.
There
is
only one forward path between

gain
is
Eia
and
as
shown
in Fig.
3-23(b).
The forward-path
M, = FiZ2 y3 Z4
2.
(3-91)
3-23(c); the
There are three individual loops, as shown in Fig.

are
loop gains
(3-92) (3-93)
(3-94)
/>
P n = -Z2 y, 21 = -Z2 r3 i> 31 = -Z4 r

3
3.
There
is
one pair of nontouching loops, as shown
in Fig. 3-23(d);
the loop
gains of these two loops are
-Z Y
2
and
-Z4 Y
Thus
Pu =
4.
product of gains of the first (and only) possible combination of two nontouching loops -= Z 2 Z4 Yx
(3-95)
}
There are no three nontouching loops, four nontouching loops, and so

on; thus
Pm3 =0, Pm4 =

From
Eq. (3-86),
0,
A= =
l 1
-(J
2
{
+P +P )+P
zl
3l
2
3
3
l2
+ Z Y + Z Y + Z4 Y + Z Z4 Yt Y
2
(3-96)
Sec. 3.10
General Gain Formula for Signal Flow Graphs / 77
(a)
O
(b)
O h
(d)
Fig. 3-23. (a) Signal flow
Forward path between

nontouching loops.
Ein
graph of the passive network in Fig. 3-20(a). (b) and Ea (c) Three individual loops, (d) Two
.
5.
All the three feedback loops are in touch with the forward path ; thus
A,
(3-97)
Substituting the quantities in Eqs. (3-91) through (3-97) into Eq. (3-85),
we
obtain
M
Example
3-7
Ai
1
+Z
1 Y
+Z
r3 z2 z4 Y + Z<Y + Z1 Zt Y Y 2
y,
3 2
1
(3-98)
Consider the signal flow graph of Fig. 3-22(c). relationships between /and the three inputs,
Similar relationship
is
It is
desired to find the
lt
i(0+), and e c (fl+).

is
desired for
Ec
Since the system
linear, the
principle of superposition applies.
mined by applying the

inputs to zero.
The gain between one input and one output is detergain formula to the two variables while setting the rest of the
is redrawn as shown in Fig. 3-24(a). Let us first consider / The forward paths between each inputs and / are shown in
The
signal flow
graph
as the output variable.

Fig. 3-24(b), (c),
and
(d), respectively.
78
/ Transfer
Chap. 3
(0+)
ec
(0+)
<(0 +)
o
"
1
osl
-O
/
(c)
Fig. 3-24. (a) Signal flow
graph of the
RLC network
in Fig. 3-22(a). (b)

/.
Forward path between Ei and /. (c) Forward path between /(0+) and (d) Forward path between e c (0+) and /.
Sec. 3.10
General Gain Formula for Signal Flow Graphs
79
The
signal flow
graph has two loops the

;
A is given by
(3-99)
'
A=
+#*-' + 1 L LC
two loops; thus A,
All the forward paths are in touch with the
for
all
cases
Considering each input separately,
we have
/(0+)
= 0,
0,
* c (0+)
=
=
(3-100)
-,
'(0+)
e c (0+)
(3-101)
<HL)sec (0+)
i(0+)
= 0,
we
E =
x
(3-102)
When
all
three inputs are applied simultaneously,
write
(3-103)
In a similar fashion, the reader should verify that when
c is
considered as the
output variable,
Lc
we have
j^Ê, + s -*i(p+) + s-i/l + |r'W+)

is
.
(3-104)
Notice that the loop between the nodes si and / between e c (0+) and Ec
not in touch with the forward path
Example
3-8
Consider the signal flow graph of Fig. 3-25. The following inputoutput relations are obtained by use of the general gain formula:
yi
>-i
y_3
yi
+ dy A _ ag(l + d) + A
a(i
(3-105)
abc
(3-106)
where
A=
+eg + d +
bcg
+ deg
(3-107)
graph for Example
3-8.
80
/ Transfer
Chap. 3
3.11
Application of the General Gain Formula to Block Diagrams
Because of the similarity between the block diagram and the signal flow graph, the general gain formula in Eq. (3-85) can be used to determine the input-output relationships of either. In general, given a block diagram of a linear system we can apply the gain formula directly to it. However, in order to be able to identify all the loops and nontouching parts clearly, sometimes it may be helpful if an equivalent signal flow graph is drawn for a block diagram before applying the
gain formula.
To
illustrate
how
the signal flow graph and the block diagram are related,
the equivalent models of a control system are
shown
in Fig. 3-26.
since a
node on the signal flow graph
is
interpreted as a
Note that summing point of all
(a)
(b)
Fig. 3-26. (a)
Block diagram of a control system,
(b)
Equivalent signal
flow graph.
Sec. 3.12
Transfer Functions of Discrete-Data Systems / 81
incoming signals to the node, the negative feedback paths in represented by assigning negative gains to the feedback paths.
this case are
The closed-loop transfer function of the system is obtained by applying Eq. (3-85) to either the block diagram or the signal flow graph
C(s)
R(s)
Similarly,
+ G G H + G G H + G G G + G H2 +
l
G G2 G
i
-j-
G
X
Gj
2
3
G,G 4
(3-108)
E(s) R(s)
__..
G,(? 2 ff,
+ G G H + G4 H
2
3
A
_ ~
1
(3-109)
Y
where
3 (s)
+ G G H + G,H
2
3
R(s)
A
2
3
(3-110)
A=
3.12
+ G^H, + G G H +
2
-
G,G 2 C 3
+ G4 H + G Gi
2
1
(3-111)
Transfer Functions of Discrete-Data Systems 7

It is
shown in Chapter 2 that the signals in a discrete-data or sampled-data system are in the form of pulse trains. Therefore, the Laplace transform and the
transfer functions defined for continuous-data systems, in the ^-domain, cannot
be used adequately to describe these systems. Figure 3-27(a) illustrates a linear system with transfer function G(s) whose input is the output of a finite-pulsewidth sampler. As described in Section 2.8,
the finite-pulsewidth sampler closes for a short duration of p seconds once every T seconds, and a typical set of input and output signals of the sampler is
in Fig. 2-5. Since for a very small pulse duration p, as compared with the sampling period T, the finite-pulsewidth sampler can be approximated by an ideal sampler connected in cascade with a constant attenuation p, the system of Fig. 3-27(a) may be approximated by the system shown in Fig. 3-27(b).
shown
r{t)
R(s)
-?
(P)
*0)
G(s)
c(t)
R?(s)
(a)
C(s)
KO
R(s)
-*
r*(t)
'
>-*<,t)
c(0
G(s)
* *P
(s)
C(s)
Ideal sampler
(b)
Fig. 3-27. (a) Discrete-data system with a finite-pulsewidth sampl iîaiiGiG-uata aysicm wiui iiuiic-puiscwiuin sampler, (b)
Discrete-data system with

in (a).
an
ideal sampler that approximates the : system
82
/ Transfer Function
and Signal Flow Graphs
Chap. 3
,y\
d
T
c*(t)
_^_
C*(s)
|"
rit)
R(s)
<*
'
>
c(t)
/*(/)
G(s)
R*(s)
C{s)
Fig. 3-28. Discrete-data system with
an
ideal sampler.
Normally, for convenience,
it is
assumed that the attenuation factor p
is
included in the transfer function of the process, G(s). Therefore, the block diagram of Fig. 3-28 is considered as that of a typical open-loop discrete-data
or sampled-data system.
the system of Fig. 3-28. In the following
There are several ways of deriving the transfer function representation of we shall show two different representa-
tions of the transfer function of the system. Let us
assume that
r*(t),
the output
of the ideal sampler 5",, is a unit impulse function. This may be obtained by or if r(t) is a unit impulse funcsampling a unit step function u,(t) once at t = tion.* Unless stated otherwise, the samplers considered in the remaining portion
of this text are ideal samplers. The output of G{s) is the impulse
is
g{i). If
fictitious ideal
sampler
S2 which
,
synchronized with Sj and has the same sampling period as that of 5,, is placed at the output of the system as shown in Fig. 3-28, the output of the sampler S z
may
be written as
c*(t)
g*(t)
A=
t g(kT)S(t ~ kT)
(3-112)
where c(kT)
function
is
= g(kT)
is
defined as the weighting sequence of the linear process
G(s). In other words, the
sampled version of the impulse response or weighting

sides of Eq. (3-112) yields
the weighting sequence.
Taking the Laplace transform on both

C*(s)
G*(s)
[g*(f)]
= S
(3-113)
g(kT)e-*T-
which is defined as the pulse transfer function of the linear process. At this point we can summarize our findings about the description of the
discrete-data system of Fig. 3-28 as follows.
When
a unit impulse function
is
applied to the linear process, the output

the impulse response the sampler
is
is
is
simply the impulse response of the process ;

,
the weighting sequence
sampled by a fictitious ideal sampler S2 and the output of of the process. The Laplace transform of the
weighting sequence impulse train gives the pulse transfer function G*(s).
Although from a mathematical standpoint the meaning of sampling an impulse function questionable and difficult to define, physically, we may argue that sending a pulse through a finite-pulsewidth sampler will retain the same identity of the pulse.
is
Sec. 3.12
Transfer Functions of Discrete-Data Systems /
83
Once
input
r(t),
the weighting sequence of a linear system

c(t),
is
defined, the output of
the system,
and the sampled output, c*(t), which is due to any arbitrary can be obtained by means of the principle of superposition.
at
Consider that an arbitrary input r(t) is applied to the system of Fig. 3-28 0. The output of the ideal sampler is the impulse train,
r*(f)
= A=
T)
r(kT)S(t
kT)
is
(3-114)
By means of superposition,
c(t)
the output of the process, which
due to
. .
.
r*(t), is
r(0)g(t)
+ r(T)g(t +
r{T)g[{k
+
. .
r(kT)g(t
kT)
(3-115)
At
kT, the last equation becomes
c(kT)
r(0)g(kT)
1)7]
r[(k
l)T]g(T)
+
is
r(kT)g(0)
(3-116)
where
it is
assumed that
its
g(t) is zero for all
<
0, since
the process
a physical
system so that
output does not precede the input.

,
Multiplying both sides of Eq. (3-116) by e~ kTs and taking the summation
from k
to
oo,
we have
c(kT)e- kT
=
+
r(0)g(kT)e- kT
r(T)g[(k
l)T]e~ kT
...
<t
r[{k
is
l)T]g(T)e-^
+ *=0 r(kT)g(0)e^
is
(3-117)
Again, using the fact that g(t)
zero for negative time, Eq. (3- 1 1 7)
simplified to
*=
c(kT)e- kT <
[r(O)
r (T)e~ T
r{2T)e~>
...] g{kT)e~ kTs
(3-118)
or
c(kT)e- Ts
r{kT)e- kT *
g(kT) e
- kT >
(3-119)
Therefore, using the definition of the pulse transfer function, the last equation is written
C*(s)
R*(s)G*(s)
(3-120)
which
is
the input-output transfer relationship of the discrete-data system
shown
in Fig. 3-28.
The z-transform
relationship
is
obtained directly from the

is
definition of the z-transform. Since z
Ts
,
Eq. (3-119)
also written
c(kT)z- k
r{kT)z' k
g{kT)z~ k
(3-121)
Therefore, defining the z-transfer function of the process as
G(z)
= g{kT)z' k k=0
(3-122)
which implies that the z-transfer function of a linear system, C(z), is the ztransform of the weighting sequence, gikT), of the system. Equation (3-121)
is
written
C(z)
R{z)G(z)
(3-123)
84
/ Transfer
Chap. 3
discrete-data system is important to point out that the output of the However, the pulse transform of the output, continuous with respect to time. C(z), specify the values of c{t) only C*(s) and the z-transform of the output, well-behaved function between sampling at the sampling instants. If c(t) is a description of the true output:c{t). instants c*(0 or C(z) may give an accurate sampling instants, the zHowever if c(t) has wide fluctuations between the only at the sampling instants, will transform method, which gives information
It is
yield misleading or inaccurate results. The pulse transfer relation of Eq. (3-120)
can also be obtained by use of C(s), which is given in the literature the following relation between C*(s) and
:
C*(*)
=i S
C(s+jnco
s)
O 124
=
where
co s is
From
2njT. second and ca s the sampling frequency in radians per continuous-data output c(t) Fig. 3-28, the Laplace transform of the
is
C(s )
G(s)R*(s)
(3-125)
C*(s)
G(s
+ jnaJR^s + jnw,)
+
(3-126)
We
can write
R*(s
+ jnco ) = k=0 r(kT)e-"^ J

=
^
(3-127) (3-128)
E
fc
r(kT)e- kTs
since for integral
A:
and
n,
-jnkTo>,
-j2xnk
Thus Eq.
(3-127)
becomes
R*(s
+ jnco =
s)
J*(5)
(3
" 129
Using
this identity,
Eq. (3-126)
C*(s)
is
simplified to
= i{*(4 S
= J?*WG*(*)
=
G(5+7t
s)
(3-130)
C*(j)
3431)
where
G*(j)
4 S
J
G^+jnco,)
(3-132)
= oo
The transfer function

(3-131)
in z of Eq. (3-123) e
Ts
.
can again be obtained directly from Eq.

.
by use of z
is
In conclusion,
but the output

is
the input to a linear system is sampled Laplace transform of the continuous output unsampled, the
we
note that
when
given by
C(s)
G(s)R*(s)
is
(3-133)
If the continuous-data
output
is
sampled by a sampler that
synchronized with
Sec. 3.12
Transfer Functions of Discrete-Data Systems /
85
and has the same sampling period as the input, the Laplace transform of the discrete-data output is given by
C*(s)
G*(s)R*(s)
it is
(3-134)
The
is
result in Eq. (3-133)
is
natural, since
in line with the well-established
transfer relation for linear time-invariant systems.
The expression
it
in Eq. (3-134)
can be interpreted as being obtained directly from Eq. (3-133) by taking the pulse transform on both sides of the equation. In other words, in view of Eq. (3-129), we can write, from Eq. (3-133),
C*(s)
obtained by use of Eqs. (3-124) and (3-132). However,
= =
[Gis)R*(s)]*
(3-135)
G*(s)[R*(s)]*
where Eq. (3-134) implies that

[R*(s)]*
R*(s)
(3-136)
Transfer Functions of Discrete-Data Systems with Cascaded Elements
The
elements
transfer function representation of discrete-data systems with cascaded
is slightly more involved than that for continuous-data systems, because of the variation of having or not having any samplers in between the elements. Figure 3-29 illustrates two different situations of a discrete-data
system which contains two cascaded elements. In the system of Fig. 3-29(a), the
two elements are separated by a sampler S2 which
is
synchronized to and has
"2
(0
T
d(t)
D* R*(s)
d*(t)
c(t)
(s)
D(s)
D*(s)
G 2 (s)
C(s)
w)
(0
C*Cs)
Kt)
R(s)
**
r*(t)
Gi(s)
dU)
D(s)
(b)
R*(s)
G 2 (s)
~
C(s)
c(t)
Fig. 3-29. (a) Discrete-data system with cascaded elements
and sampler
separates the
two elements,
(b) Discrete-data system with cascaded ele-
ments and no sampler in between.
86
Chap. 3
same period as the sampler Si. The two elements with transfer functions and G 2 (s) of the system in Fig. 3-29(b) are connected directly together. In discrete-data systems, it is important to distinguish these two cases when deriving
the
(s)
the pulse transfer functions.
Let us consider
first
the system of Fig. 3-29(a).
The output of Gi(s)
is
written
(3-137)
D(s)
Gi(s)R*(s)
and the system output
is
C(s)
=G
(s)D*(s)
(3-138)
Taking the pulse transform on both

result into Eq. (3-138) yields
sides of Eq. (3-137)
and substituting the
C(s)
=G =
(s)GKs)R*(s)
last
(3-139)
Then, taking the pulse transform on both sides of the

C*(s)
Gf(s)G*(s)R*(s)
equation gives
(3-140)
where we have made use of the relation

z-transform expression of the last equation
C(z)
in Eq. (3-136).
is
The corresponding
=G
2 (z)Gi(z)R(z)
(3-141)
We conclude that the z-transform of two linear elements separated by a sampler

is
equal to the product of the z-transforms of the two individual transfer func-
tions.
The Laplace transform of the output of the system

C(s)
in Fig. 3-29(b) is
Gi{s)G 2 (s)R*(s)
is
(3-142)
The pulse transform of the
last
equation
C*(s)
[Gi(s)G 2 (s)]*R*(s)
(3-143)
where
[Gi(s)G 2 (s)]*
= -i
f)
G (.s+jmo.yG 1 (.s+jna>.)
1
(3-144)
C?i(s) and G 2 (s) are not separated by a sampler, they have to be treated as one element when taking the pulse transform. For simplicity, we
Notice that since
define the following notation
[Gi(s)G 2 (s)]*
= GiG^s) = G GHs)
2
(3-145)
Then Eq.
(3-143)
becomes
C*(s)
= =
GiG^(s)R*(s)
(3-146)
Taking the z-transform on both
sides of Eq. (3-146) gives
C(z)
1
GiG 2 (z)R(z)
(3-147)
where G G 2 (z) is defined as the z-transform of the product of Gi(s) and and it should be treated as a single function.
G 2 (s),
Sec. 3.12
Transfer Functions of Discrete-Data Systems
87
It is
important to note that, in general,
G Gt(s)^Gf(s)GKs)
t
(3-148)
and
G.G^z)
Therefore,
^ G^Gziz)
(3-149)
we conclude
is
that the z-transform of
two cascaded elements with no
sampler in between
equal to the z-transform of the product of the transfer
functions of the two elements.
Transfer Functions of Closed-Loop Discrete-Data Systems
In this section the transfer functions of simple closed-loop discrete-data systems are derived by algebraic means. Consider the closed-loop system shown
in Fig. 3-30.
The output transform

C(s)
is
G(s)E*(s)
(3-150)
"X,
c*(t)
t)
R(s)
^
_\y
!
e(t)
V
j.
C*(s)
c(t)
e*(t)
G(s)
E(S )
E*(s)
C(s)
H(s)
Fig. 3-30. Closed-loop discrete-data system.
The Laplace transform of the continuous

E(s)
error function
is
R(s)
H(s)C(s)
(3-151)
E(s)
R(s)
G(s)H(s)E*(s)
(3-152)
Taking the pulse transform on both

E*(s) gives
sides of the last equation
and solving for
E * (S) _
into Eq. (3-150);
R*(s)
(3-153)
The output transform C(s) we have
is
obtained by substituting E*(s) from Eq. (3-153)
C(s)
1
G(s)
GH*(s)
,R*(s)
(3-154)
Now taking the pulse transform

c
on both
sides of Eq. (3-154) gives
^-TTmwr
G*(s)
{s}
(3-155)
88
/ Transfer
Chap. 3
In this case
it is
possible to define the pulse transfer function between the input
and the output of the closed-loop system as

C*(s) R*(s)
G*(s)
1
GH*(s)
(3-156)
The
z-transfer function of the system
is
C(z) R(z)
_ G{z) ~ + GH(z)
1
(3 " 157)
We
shall
show
in the following that
although
it
is
possible to define a
transfer function for the closed-loop system of Fig. 3-30, in general, this
may
not be possible for all discrete-data systems. Let us consider the system shown in Fig. 3-31. The output transforms, C(s) and C{z), are derived as follows:
C(s)
E(s)
= =
G(s)E(s)
R(s)
(3-158)
(3-159)
H(s)C*(s)
~>"
C*(t)
KO
R(s)
(%
~?)
e(t)
c(t)
G(s)
\J
i
E(s)
C(s)
c*(t)
Hds)
C*(s)
Fig. 3-31. Closed-loop discrete-data system.
C{s)
G(s)R(s)
G{s)H(s)C*{s)
the last
(3-160)
Taking the pulse transform on both C*(s), we have

C*(s)
sides of
equation and solving for
GH *{s) + **L
(3-161)
Note that the input and the transfer function G(s) are now combined as one function, GR*(s), and the two cannot be separated. In this case we cannot define a transfer function in the form of C*(s)/R*(s). The z-transform of the output is determined directly from Eq. (3-161) to be
C(z)
= r GR(z) GH(z) = =
#[G(*)fl(s)]
(3-162)
where
it is
important to note that
GR(z)
(3-163)
(3-164)
and
GH(z)
g[G(s)H(s)]
Chap. 3
Problems
89
To determine
the transform of the continuous output, C(s),
we
substitute
C*(s) from Eq. (3-161) into Eq. (3-160).

C(s)
We
have
(3 " 165)
G(s)R(s)
GR * (s) - G +gh*\s)
t
Although we have been able
to arrive at the input-output transfer function
and
transfer relation of the systems of Figs. 3-30

difficulty, for
without
may become
tedious.
and 3-3 1 by algebraic means more complex system configurations, the algebraic method The signal-flow-graph method is extended to the analysis
of discrete-data systems; the reader
may
7 refer to the literature.
REFERENCES
Block Diagram and Signal Flow Graphs
1.
T. D. Graybeal, "Block
70, pp. 985-990, 1951.
Diagram Network Transformation,"
Elec. Eng., Vol.
2.
S. J.
Proc. IRE, Vol. 41,

3.
Mason, "Feedback Theory Some No. 9, pp. 1144-1156,
Properties of Signal
Sept. 1953.
Flow Graphs,"
Flow Graphs,"
S. J.
Proc. IRE, Vol. 44,

4.
Mason, "Feedback Theory Further Properties of No. 7, pp. 920-926, July 1956.
Signal
L. P. A.
Applications, Prentice-Hall, Inc.,

5.
Robichaud, M. Boisvert, and J. Robert, Signal Flow Graphs and Englewood Cliffs, N.J., 1962.
B. C.
Kuo, Linear Networks and Systems, McGraw-Hill Book Company,
New
York, 1967.
6.
N. Ahmed, "On Obtaining Transfer Functions from Gain-Function Derivatives," IEEE Trans. Automatic Control, Vol. AC-12, p. 229, Apr. 1967.
Signal Flow Graphs of Sampled- Data Systems

1.
B. C.
Hall, Inc.,
8.
Kuo, Analysis and Synthesis of Sampled- Data Control Systems, Englewood Cliffs, N.J., 1963.
Discrete
Prentice-
B. C.
Kuo,
Data Control Systems, Science-Tech, Box 2277, Station A,
Champaign,
Illinois, 1970.
PROBLEMS
3.1.
The following
where
r(t)
differential equations represent linear time-invariant systems,

c{t)
denotes the input and function of each of the systems.

(a)
denotes the output. Find the transfer
d^) + 3 d_^1 + 4 aW) + c(/) = 2 ^) f(/) +
(b)
*%P +
104g->
2cit)
r(
2)
3.2.
The block diagram of a multivariate feedback control system P3-2. The transfer function matrices of the system are
is
shown
in Fig.
90
Chap. 3
G0)
0"
1.
HO)
.0
Find the closed-loop transfer function matrix for the system.
Rfe)
y
i
/\
C(s)
,
G(s)
H(s)
Figure P3-2.
3.3.
A multivariable system with two inputs and two outputs

Determine the following transfer function relationships
Ci(j)
is
shown
in Fig. P3-3.
C2 (s)
Ci(j)
C2 (s)
*i(*)
Ri(s)
Write the transfer function relation of the system in the form

C(s)
G(s)R(s)
R 2 (s)
Figure P3-3.
3.4.
Draw
a signal flow graph for the following

3xi
Xi
3
set
of algebraic equations:
+ x 2 + 5x = + 2x 2 4x = 2 x 2 x =
3 3
Chap. 3
Problems
91
3.5.
Draw an equivalent
signal flow
graph for the block diagram
in Fig. P3-5.
Find
the transfer function C(s)jR(s).
Figure P3-5.
3.6.
Find the
P3-6.
gains,
y 6 /yi,
y%ly\,
and yi/y 2 for the
signal flow
graph shown in Fig.
Figure P3-6.
3.7.
Find the gains y<,\y x and y 2 lyi for the signal flow graph shown
-0.5
in Fig. P3-7.
Figure P3-7.
92
/ Transfer
Chap. 3
3.8.
In the circuit of Fig. P3-8, e s (t), e^t), and i,(t) are ideal sources. Find the value of a so that the voltage e (t) is not affected by the source ed (t).
o+
Figure P3-8.
3.9.
Are the two systems shown
in Fig. P3-9(a)
and
(b) equivalent ? Explain.
Oyj
(a)
(b)
Figure P3-9.
3.10.
Given the signal flow graph of Fig. P3-10(a) and the transfer functions G it G 2 G 3 G 4 and G 5 find the transfer functions GA GB and (7C so that the three systems shown in Fig. P3-10 are all equivalent.
, ,
,
(a)
Figure P3-10.
Chap. 3
Problems
93
(b)
(c)
Figure P3-10. (Cont.)

3.11.
Construct an equivalent signal flow graph for the block diagram of Fig. P3-11. (a) Evaluate the transfer function C/R when 0. (b) Determine the relation among the transfer functions G u G 2 , G 3 G4 u and 2 so that the output C is not affected by the disturbance signal N.
N=
Figure P3-11.
3.12.
multivariate system
is
described by the following matrix transfer function
relations
C(s)
S(.y)
= G(s)S(s) = R(.r) - H(*)CO)

R(s)
5
s
n
1
where
C(s)
= c^sy
i
-R^sT
-Ri(s).
G(s)
+
_1_
H( S)
-
'I
0" 0_
.0
94
/ Transfer
Chap. 3
(a)
Derive the closed-loop transfer function relationship

C(i)
= +
M(.$)RO)
G(j)H(5)]-'G(i)
by using
M(s)
(b)
[I
Draw a signal flow graph for the system and find M(s> from the signal flow graph using Mason's gain formula.
in Fig. P3-13.
3.13.
Find the transfer function relations C(s)/R(s) and C(s)jE(s) for the system
shown
Figure P3-13.
3.14.
P3-14.
Find the transfer function C(z)/R(z) of the discrete-data system shown The sampling period is 1 sec.
r(t)
in Fig.
^
T
r*(t)
s(s
c(t)
1
+ 2)
Figure P3-14.
3.15.
Find the z-transfer functions C(z)/R(z) of the discrete-data systems shown

Fig. P3-15.
in
KO
^
^
T
r*(.t)
s
cd)
1
2
s
(a)
r(t)
r*(t)
^
s+
-X1
c(t)
s +
(b)
Figure P3-15.
4
State-Variable Characterization
of
Dynamic Systems
4.1
Introduction to the State Concept
In Chapter 3 the classical methods of describing a linear system by transfer function, impulse response, block diagram, and signal flow graph have been presented. An important feature of this type of representation is that the
system
dynamics are described by the input-output
relations.
For
instance, the trans-
fer function describes the input-output relation in the Laplace transform domain. However, the transform method suffers from the disadvantage that all
the initial conditions of the system are neglected. Therefore,

terested in a
when one is intime-domain solution, which depends to a great deal on the past history of the system, the transfer function does not carry all the necessary
information. Transfer function
js
valuable for frequency-domain analysis and
The greatest advantage of transfer compactness and the ease that we can obtain qualitative information on the system from the poles and zeros of the transfer function.
function
is
design, as well as for stability studies.

in its
An
is
alternative to the transfer function
method of describing a
It
linear system
the state-variable method.
The
state-variable representation
to linear systems
and time-invariant systems.
not limited can be applied to nonlinear as

is
well as time-varying systems.
The
state-variable
method
is
often referred to as a
modern approach.
However, in reality, the state equations are simply first-order differential equations, which have been used for the characterization of dynamic systems for many years by physicists and mathematicians.
To
begin with the state-variable approach,
fining the state of a system.
As the word
we should first begin by deimplies, the state of a system refers to

95
96
State-Variable Characterization of
Dynamic Systems
Cna P- 4
the past, present, and future conditions of the system. It is interesting to note that an easily understood example is the "State of the Union" speech given by
the President of the United States every year. In this case, the entire system encompasses all elements of the government, society, economy, and so on. In
general, the state can be described
of numbers, a curve, an equation, or something that is more abstract in nature. From a mathematical sense it is convenient to define a set of state variables and state equations to portray systems. There are some basic ground rules regarding the definition of a state
by a
set
variable
and what constitutes a

. .
state equation.
Consider that the
set
of variables,
characteristics of a ., x(t) is chosen to describe the dynamic Xl (t), x 2 (t), the state variables of the system. Then system. Let us define these variables as these state variables must satisfy the following conditions
1.
At any time
define the
the state variables, Xi(t
),
x 2 (t a ),
x(t
initial states
of the system at the selected
initial time.
2.
Once the inputs of the system
and the initial states defined t for t above are specified, the state variables should completely define the future behavior of the system.
>
Therefore,
Definition
set
we may
define the state variables as follows:
of state variables. The state variables of a system are defined as ., x n (t) such that knowledge of these of variables, x^t), x 2 (t), plus information on the input excitation subsequently variables at any time t t > 1 applied, are sufficient to determine the state of the system at any time
a minimal
.
.
confuse the state variables with the outputs of a system. An output of a system is a variable that can be measured, but a state variable does not always, and often does not, satisfy this requirement. However, an
One should not
output variable
is
usually defined as a function of the state variables.
R
-ÂM
e(f)
1
Example
4-1
As a simple illustrative example of

ables, let us consider the
in Fig. 4-1.
state vari-
network shown The history of the network is
RL
i(0
fJ
completely specified by the initial current of the inductance, 0, a constant input voltage of ampli0. At / j'(0+), at t tude Ei is applied to the network. The loop equation of the
network for
Fig. 4-1.
>
is
RL
network.
^=R
(t)
+ L dm
we
get
sides of the last equation,
E(S ) =*h.
= (R+ Ls)I(s) - Li(0+)
(4-2)
Solving for I(s) from the last equation yields
m~
.,
s{R+Ls)'r
E,
1-/(0+)
R+Ls
(4-3)
The
current
/(/)
for
is
obtained by taking the inverse Laplace transform of both
Sec. 4.2
State Equations and the
Dynamic Equations
97
sides of Eq. (4-3).
We have
'(0
= ^ (1 - e-1 +
-)
i(0+)e- R,/L
(4-4)
Once
the current /(/)
is
determined for
> 0,
the behavior of the entire network
is
apparent that the current i(t) in this case satisfies the basic requirements as a state variable. This is not surprising since an inductor is an electric element that stores kinetic energy, and it is the energy storage capability that holds the information on the history of the system. Similarly, it is easy
interval. Therefore,
it is
defined for the
same time
to see that the voltage across a capacitor also qualifies as a state variable.
4.2
State Equations and the Dynamic Equations
The
first-order differential
equation of Eq.
(4-1),
between the
state variable i(t)
and the input
e{t),
which gives the relationship can be rearranged to give
This first-order differential equation is referred to as a state equation. For a system with p inputs and q outputs, the system may be linear or nonlinear, time varying or time invariant, the state equations of the system are
written as
^
i
=fix
(f),
x 2 (t), ...,
x(t), r,(0, r 2 (0,
r p (t)]
(4-6)
=
. .
.
1,2, ... ,n
,
where x^t), x2 (t),
xn (t)
are the state variables;

z'th
/-,(/),
r 2 (t),
rp {t) are
the input variables; and/;, denotes the

variables
functional relationship.
. .
.
The outputs of the system c k (t), k = 1, 2, q, and the inputs through the output equation,
,
are related to the state
c k {t)
&[*,(*),
x 2 (t),
...,
x(t),
rM
r 2 {i),
..., r p (t)]
(4-7)
k=\,2,...,q
where gk denotes the kth functional relationship. The state equations and the output equations together form the set of equations which are often called the dynamic equations of the system.
contain only the
Notice that for the state equations, the left side of the equation should first derivatives of the state variables, while the right side should have only the state variables and the inputs.
Example
4-2
Consider the
tional
RLC
network shown in Fig. 4-2. Using the convennetwork approach, the loop equation of the network is
written
e{t)
Ri(t)
+L^ + [
equation
is
i{t)
dt
(4-8)
Fig. 4-2.
RLC network.
is not in the form of a state a time integral. One method of writing the state equations of the network, starting with Eq. (4-8), is to let the state variables be defined as
We notice that
this
equation, since the last term
98
Dynamic Systems
Chap. 4
*i(0
Xl(t)
= iff)
=
f /(/) dt
(4-9)
(4-10)
Substituting the last two equations into Eq. (4-8),

eit)--
= Rx (t)+L
1
we have
+ ^x 2 (t)
(4-11)
of Eq. (4-10),
Rearranging the terms in Eq. (4-11) and taking the time derivative on both sides we have the two state equations of the network,
^
}
= -T*'<'>-nr*<'> + r*>
*,(/)
(4 " 12)
^- =
which are
(4-13)
linear first-order differential equations.
We have demonstrated how the state equations of the RLC network may be written from the loop equations by defining the state variables in a specific way. The objective, of course, is to replace Eq. (4-8) by two first-order differential equations. An alternative approach is to start with the network and define the state variables according to the elements of the network. As stated in Section 4.1, we may assign the current through an inductor and the voltage across a
capacitor as state variables. Therefore, with reference to Fig. 4-2, the state
variables are defined as
*i(o
*2
= (0 =
m
efy)
(4-i4)
(4-15)
Then, knowing that the state equations would have to contain the first derivatives of x^t) and x 2 (t) on the left side of the equations, we can write the equations directly
by inspection from
Voltage across L:
Fig. 4-2
^p =
-Ri(t)
e e (t)
<?(0
(4
"
16 )
Current in C:
C^2 =
at
i(t)
(4-17)
sides of the last
Using Eqs. (4-14) and (4-15), and dividing both by L and C, respectively, we have
two equations
**M = - Xl
(f)
- i-*
(0
e(t)
(4-18)
4*M =
^ Xi
(f)
(4-19)
which are the state equations of the RLC network. We notice that using the two independent methods, the only difference in the results is in the definition of the second state variable x 2 (t). Equation (4-19) differs from Eq. (4-13) by
the factor of the capacitance C.
two simple examples we see that systems, the state equations can generally be written
From
these
for linear time-invariant

as
Sec. 4.3
99
dxt)
dt
% a u xj(0 +
d
1
2l b ik r k (i)
i=l,2,....,n
(4-20)
where a tJ and b ik are constant

c k (0
coefficients.
The output equations
are written
(4-21)
kJ Xj(t)
j=
+ m^ t,
e km r m {i)
1
k=l,2,...,q
where dkj and ekm are constant coefficients. For a linear system with time-varying parameters, the (4-20) and (4-21) become time dependent.
4.3
coefficients of Eqs.
The dynamic equations are more conveniently expressed us define the following column matrices
"*i(0'
in matrix form. Let
x 2 (t)
x(r)
(n
1)
(4-22)
where
x(t)
is
defined as the state vector;
>i(0"
r 2 (t)
r(/)
(px
1)
(4-23)
WO.
where
r(/) is
defined as the input vector; and
"c,(0"
cz(t)
c(0
(qX
_c,(0_
1)
(4-24)
where
c(r) is
defined as the output vector.
Then
the state equations of Eq. (4-6)
can be written
M)=f[x(0,r(0]
where
f
(4-25)
denotes an n
f as elements,
x 1 column matrix that contains the functions fu f2 and the output equations of Eq. (4-7) become
c(r)
g[x(r), r(r)]
(4-26)
where g denotes a q x
column matrix
that contains the functions
g u g 2 ,...,
gq
as elements.
100
Dynamic Systems
Chap. 4
For a
linear time-invariant system, the
dynamic equations are written
State equation
^
c(/)
fl
Ax(0
+ Br(r)
(4-27)
Output equation:
where
= Dx(0 + Er(/)
(4-28)
A is an
n coefficient matrix given by
a 11 d 21
12
a, "In
#22
a 2n
(4-29)
A=
a,
B is
an n X
p matrix given by
t>u
b 12 b2 2
a.;
bn
B
Pi
b 2
(4-30)
D is
a q
n matrix given by
~d u
"21
d i2
"22
du
d2
(4.31)
D=
dql
and
dq2
i2 e 12
"2p
is
a q
p matrix,
'e
en
E =
Zql
(4-32)
C2
Example
4-3
The
state equations of Eqs. (4-18)
and
(4-19) are expressed in matrix-
vector form as follows
dxi(ty dt
r
'
R L
j_
V
'
-\
r*iw"
+
\x
{t)
L
e(0
(4-33)
dx 2 (t)
L dt J
2 C Thus the coefficient matrices A and B are identified to
be
_R
A=
L
J_
L
(4-34)
Sec. 4.4
State Transition Matrix / 101
B= L
(4-35)
4.4
The state transition matrix geneous state equation
is
defined as a matrix that satisfies the linear
homo-
^
Let
<(f)
= Ax
(4-36)
be an n
x n matrix
equation
that represents the state transition matrix; then
it
must
satisfy the
^
x(t)
= AKO = 0; then
<f>(t) is
(4-37)
also defined
Furthermore,
let
x(0+) denote the
initial state at t
by the matrix equation
<Kr)x(0+)
state equation for
t
(4-38)
which
is
the solution of the
homogeneous
fy(t) is
>
0.
One way of determining sides of Eq. (4-36) we have

;
by taking the Laplace transform on both
sX(s)
x(0+)
= AX(s)
get
(4-39)
Solving for X(s) from the last equation,

X(s)
we
- A)" >x(0+) where it is assumed that the matrix (si A) is nonsingular.

(si
(4-40)
Taking the inverse
Laplace transform on both sides of the
last
equation yields
/
x(0
,- [(si
A)" ']x(0+)
>
is
(4-41)
identified
Comparing Eq.
to
(4-41) with Eq. (4-38), the state transition matrix
be
(>(0
- [(jI-A)-']
1
(4-42)
An
alternative
way of
solving the
solution, as in the classical
homogeneous state equation is to assume a method of solving differential equations. We let

x(0
the solution to Eq. (4-36) be
'x(0+)
series
(4-43)
for
> 0, where e
At
represents a
AI
power
4-
of the matrix At and

3
=1+
At
Â*/ 2
is
+1A
(4-44)*
It is
easy to
show
that Eq. (4-43)
a solution of the
homogeneous
state
equation, since, from Eq. (4-44),
^=
*It
Ae Kt
uniformly convergent.
(4-45)
can be proved that
this
power
series is
102
Dynamic Systems
Cha P- 4
Therefore, in addition to Eq. (4-42),
we have obtained another
expression for
the state transition matrix in

(,(,)
eK<
=I+
At
+ ~A
2 2 /
+ 1A
(4-46)
exercise for the reader
Equation (4-46) can also be obtained (Problem 4-3).
directly
from Eq.
(4-42).
This
is left
as
an
Example 4-4
Consider the
that
is,
RL
network of
Fig. 4-1 with the input short circuited;

is
e(t)
= 0. The homogeneous state equation
written
(4-47)
*=-*)
The solution of the last equation for t Thus
i(t)
>
is
obtained from Eq. (4-4) by setting Ei
= 0.
(4-48)
= e' R,/L i(0+)

a scalar and
t
The state transition matrix in
this case is
is
given by
(4-49)
0(0
which
is
e-*" L
>
a simple exponential decay function.
Significance of the State Transition Matrix
Since the state transition matrix satisfies the homogeneous state equation,
it
represents the free response of the system. In other words,

is
it
governs the
response that
excited
by the
initial
conditions only. In view of Eqs. (4-42)

is
and
(4-46), the state transition
matrix
dependent only upon the matrix A.
As
implies, the state transition matrix <f>(0 completely defines the transition of the states from the initial time t to any time t.
the
name
Properties of the State Transition Matrix
The
state transition
1.
matrix
<J>(0
possesses the following properties:

I
<f)(0)
the identity matrix
(4-50)
Proof:
f
Equation (4-50) follows directly from Eq. (4-46) by setting
0.
2.
0-(O
Proof:
4(-O
Ac
,
(4-51)
Postmultiplying both sides of Eq. (4-46) by e~
we
get
<K0e"
At
e x 'e- A '
=
<J>
I
_1
(')>
(4-52)
Then premultiplying both

Thus
sides of Eq. (4-52)
by
we 8 et
(4-53)
e- A '
(f,-i( f )
<K-r)
<f~'(0
e~ At
is
(4-54)
An
interesting result
from
this property
of
<f>(t)
that Eq. (4-43) can be re-
arranged to read
x(0+)
<J>(-0x(0
(4-55)
Sec. 4.5
State Transition Equation /
103
time.
which means that the state transition process can be considered as bilateral in That is, the transition in time can take place in either direction.
3.
<J>(7 2
0<K>i
<f>(t 2
for any
tQ
t2
(4-56)
Proof:
<K'2
'i)<K'l
t )
= A e A( "-') =e = M2 <'-">
A(r,-)
(4.57)
t )
This property of the state transition matrix is important since it implies that a state transition process can be divided into a number of sequential transitions. Figure 4-3 illustrates that the transition from t t Q to t t 2 is
Fig. 4-3. Property of the state transition matrix.
equal to the transition from t to t and then from U to t 2 In general, of course lt the transition process can be broken up into any number of parts Another way of proving Eq. (4-56) is to write
.
= <K>2 - tMt *('.) = ftr, )x(t x(t = <K?2 - )x(t

*(h)
t 2) tQ
) ) )
(4-58)
(4.59)
(4 _ 60)
The proper
4
result is obtained
result
by substituting Eq.
(4-59) into
comparing the
-
Eq
(4-58)
and
with Eq. (4-60).
MO]" =
Proof:
[<t>(t)Y
<Kkt)
for
= integer
(k terms)
(4-61)
oAr
e kAt = Mt)
4.5
(4-62)

state transition equation is defined as the solution of the linear nonhomostate equation. For example, Eq. (4-5) is a state equation of the network of Fig. 4-1. Then Eq. (4-4) is the state transition
The
geneous
RL
input voltage
is
constant of amplitude , for
>
equation when the
0.
104
Dynamic Systems
Chap. 4
In general, the linear time-invariant state equation
&j& = Ax(0 +
can be solved by using either the
presented in the following.
classical
Br(r)
(4-63)
tions or the Laplace transform method.
method of solving differential equaThe Laplace transform method is

sides of Eq. (4-63),

sX(s)
we have
(4-64)
x(0+)
AX(s)
BR(s)
t
where x(0+) denotes the

X(s) in Eq. (4-64) yields X(s)
initial state
vector evaluated at
0+. Solving
for
(si
A)" 'x(0+)
(si
A)" 'BR(s)
(4-65)
The
state transition
equation of Eq. (4-63)
is
obtained by taking the inverse
Laplace transform on both sides of Eq. (4-65),

x(f)
"'[(5l
A)" ]x(0+)
1
JC-'Kil
A)- BR(s)]
1
(4-66)
Using the definition of the
state transition matrix of Eq. (4-42),

is
and the con-
volution integral, Eq. (3-26), Eq. (4-66)

x(r)
written
<K0x(0+)
+ Jf
<f>(?
T)Br(r) dx
is
>
when
(4-67)
The
time
is
state transition
equation in Eq. (4-67)

t
useful only
the initial
defined to be at
0.
In the study of control systems, especially disoften desirable to break up a state transition
crete-data control systems,
it
is
process into a sequence of transitions, so that a
more
ta
flexible initial
time must
initial
be chosen. Let the

state
initial
time be represented by
r(f) is
t
and the corresponding

/
by
x(/
),
We
start
and assume that an input with Eq. (4-67) by setting
applied for
,
>
r.
and solving for x(0+), we
get
x(0+)
<J>(-/ )x(/o)
<(>(f)
<K-'o)
f"
Wo -
T)Br(t) di
(4-68)
where the property on
of Eq. (4-51) has been used.
x(0
(J>(0<K->o)x('o)
,,
<KO<K-'o) Jf<Wo
T)Br(T)rfr
(4-69)
+
J
<(>(?- T)Br(r) di
last
Now
using the property of Eq. (4-56), and combining the
two
integrals,
Eq. (4-69) becomes

x(r)
It is
<f>(t
)x(t
+
is
<j)(t
~ r)Br(r) dx
i
(4-70)
0.
apparent that Eq. (4-70) reverts to Eq. (4-67) when
Once
the state transition equation
determined, the output vector can be
expressed as a function of the

stituting x(r)
initial state
from Eq.
(4-70) into Eq. (4-28).
and the input vector simply by subThus the output vector is written
c(0
Dcf>('
)x(t
f ' D<f>('
T)Br(r) dx
'
Er(f)
(4-71)
Sec. 4.5
/
105

equation.
illustrates the application
of the state transition
Example
4-5
Consider the state equation

r*i(o"
dt
dx 2 (t)
dt
+
-2 |*2(0
1
#(/)
(4-72)
The problem
t
is
to determine the state vector
> 0; that
is,
r(t)
x(0 for t when the input r(/) u s (t). The coefficient matrices A and B are identified to be
>
for
r
_
~0~
-3.
"
B=
_1_
1"
(4-73)
Therefore,
0~
si s
~s
-1
s
"1
_-2
-3.
_2
3_
The matrix
inverse of (si
A)
is
(si- A)-'
The
state transition matrix of
+
-2
1"
3s
(4-74)
5
A is found
=
is
the last equation.
by taking the inverse Laplace transform of

2e~'
Thus
<K0 =<-'[(*!- A)- >]

The
#(/)
-2e~'
state transition equation for
t
e' 1 + 2e~ 2
'
'
e' 2 e~' + 2e~

e~ !
'
2t
(4-75)
>
into Eq. (4-67).
x(0
We have 2e~' ~ e' 2 e~' 2e-' + e~ 2 e -< +

'
obtained by substituting Eq (4-75)

'
B and
'
e~ 2 '
x(0+)
2e~ 2 \
-(i-t)
<
2fi-('-')
e -2(t-t)
_|_
-2<-t)
-2g-(r-r)
2 e -2('-r)
_ e -(f-T)
g-'
<
_|_2e- 2
~2'
'
('-'>
rfT
(4-76)
x(0
2e~'
-2c"'
+
c
c -2 '
2e~ 2
-
-e-<
x(0+)
2e" 2 '.
(4-77)
+
As an
alternative, the
<?-'
e -2t
>>0
taking the inverse Laplace transform of (si
second term of the state transition equation can be obtained by - A)-'BR(s). Therefore
A)-iBR(s)]
~ Ksl1
=-i
's
-
1"
-2
s.
= -'
|
-J_-l
1
3s
(4-78)
1_
- e~' + \e~ e~< e -2

'
2>
/>0
106
Dynamic Systems
Chap. 4
Example
4-6
In this example
we
shall illustrate the utilization of the state transition
method
to a system with input discontinuity. Let us consider that the
input voltage to the
RL
network of Fig. 4-1
is
as
shown
in Fig. 4-4.
IE
e(t)
Fig. 4-4. Input voltage
waveform
is
for the
network
in Fig. 4-1.
The
state
equation of the network

di(t)
rf-
= -r /(/ + rw
)
(4-79)
Thus
A
The
state transition matrix
is
R L
#(0
B
e~ R " L
(4-80)
(4-81)
One approach
voltage as
to the
problem of solving for

e(t)
;'(?)
for
>
is
to express the input
Eu s (t)
Eu
(t
?,)
is
(4-82)
where u s (t)
is
The Laplace transform of e(r)
(s)=^ (!+*-")
Then
(si
(4-83)
- A)-'BR(j)
s
E
s
R/L L
d+e-"')
(4-84)
*
Rs[l
E + (L/R)s] (1
t
+<?-'")
is
Substituting Eq. (4-84) into Eq. (4-66), the current for

i(t)
>
obtained:
e- R "H(0+)u s (0
+ d -
e-"*)u,(t)
(4-85)
+ -f[l Using the

parts:
t
e -M-w-]u.(t-t 1 )
state transition
t
approach we can divide the transition period into two

?,
=
is
to
t,,
and
to
oo. First for the time interval,
<
<,
t,,
the input
e(t)
Eu,(t)
0<t <
r,
(4-86)
Then
(4-87)
j
Rs[l
+ (L/R)s]
Sec. 4.6
Relationship
Between State Equations
107
Thus the state
transition equation for the time interval
< <
t
is
i(0
= [e- R'î(0+) + -fr (1 - e- R"L)^ ,(/)

we
get
e -*"> L )
(4-88)
Substituting
tx
into this equation,
i( tl )
e -Ru/L i( Q
+ ) + -j| (1 -
(4-89)
The value of
period of
tt
i(t) at t
ti is
now
used as the
initial state
for the next transition

is
< < co. The magnitude of the input for this interval
t
is
2E. Therefore,
the state transition equation for the second transition period
i(0
= e-*('--"L i('i) + = [1 - e -*e-'.>/i]
>
t,
(4-90)
where
In the
i(ti) is

treated as
This example illustrates two possible ways of solving a state transition problem.
first
approach, the transition

is
is
one continuous process, whereas
in
the second, the transition period

easily represented.
divided into parts over which the input can be
more
approach requires only one operation, the second and it often presents computational advantages. Notice that in the second method the state at / = t is used as the initial state for the next transition period, which begins at t
first
Although the
method
x
yields relatively simple results to the state transition equation,
4.6
Relationship Between State Equations and High-Order

Differential Equations
In preceding sections
we
defined the state equations and their solutions for

it
linear time-invariant systems. In general, although
is
always possible to
from the schematic diagram of a system, in practice the system may have been described by a high-order differential equation or
write the state equations
transfer function. Therefore,
it is
necessary to investigate
how
state equations
can be written directly from the differential equation or the transfer function. The relationship between a high-order differential equation and the state equations
is
discussed in this section.

is
Let us consider that a single-variable, linear time-invariant system

scribed by the following nth-order differential equation
d"c{i)
,
de-
dn
~l
c(i)
d"~ 2 c(t)
dc(i)
,..
,,..
lA ,,.
where
c(t) is
the output variable and r(t)

is
is
the input.
The problem
the output c(0
to represent Eq. (4-91)
by n
state equations
and an output
equation. This simply involves the defining of the n state variables in terms of
and
its
derivatives.
We
have shown
earlier that the state vari-
ables of a given system are not unique. Therefore, in general,
we
seek the most
convenient
way of assigning the

is
state variables as
long as the definition of state
variables stated in Section 4.1
met.
108
Dynamic Systems
Chap. 4
For the present case
it is
convenient to define the state variables as
x,(0 *a(0
c(t)
dt
(4-92)
*(o
fife""
Then
the state equations are
dx z (t)
dt
=*
(0
(4-93)
<fa-i(0
<//
xJLO
dx(t)
dt
= -a x,(0 B
a_,x 2 (0
...
a 2 Jf-i(0
i^(0
+ KO
where the last state equation is obtained by equating the highest-ordered derivative term to the rest of Eq. (4-91). The output equation is simply
c{t)
x,(0
is
(4-94)
In vector-matrix form, Eq. (4-93)

dx(t)
dt
.
written
Br(t)
= Ax(0 +
and
(4-95)
where
x(t) is the
state vector
r(i) is
the scalar input.
The
coefficient
matrices are
1
n)
(4-96)
a
0"
a-i a
n -2
A,-3 fl_4
(xl)
(4-97)
Sec 4 7
-
Transformation to Phase-Variable Canonical Form / 109
The output equation

where
in vector-matrix
form
is
c(0
= Dx(r)
0]
(1
(4-98)
D=
The
section.
state
[1
...
ji)
(4-99)
equation of Eq. (4-95) with the matrices

is
Eqs. (4-96) and (4-97)
and B defined as in called the phase-variable canonical form in the next
Example
4-7
Consider the differential equation
^) + 5 ^L) + ^) + 2c(/) = rCO

Rearranging the
last
(4100)
is
the rest of the terms,
equation so that the highest-order derivative term we have
equated to
The
state variables are defined as
*i(')
= c(0
(4-102)
x.(0=*>
**<*)
~ ~^mt) dt*
d 2 c(
Then
with
the state equations are represented by the vector-matrix equation of Eq. (4-95)
"010
1
(4-103)
-2
and
-1
-5
B=
The output equation
is
(4-104)
c(t)
= Xl (t)
(4-105)
4.7
Transformation to Phase-Variable Canonical Form

In general,
when
the coefficient matrices
and
are given
is
by Eqs.
(4-96)
and
sys-
(4-97), respectively, the state
called the phase-variable
canonical form. It
is
tem with
single input
shown in the following that any linear time-invariant and satisfying a certain condition of controllability
(see
section 4.15) can always be represented in the phase-variable canonical form.
Theorem
given by
4-1.
Let the state equation of a linear time-invariant system be
4*j&
= Ax(0 + Brit)
(4-106)
110
Dynamic Systems
Chap. 4
where x(t)
is
an n
1 state vector,
r(t)
an n
coefficient matrix, and
a scalar
[B
input. If the
n coefficient matrix, matrix
an n X 1
S
is
AB A 2 B
...
Anl B]
(4-107)
nonsingular, then there exists a nonsingular transformation

y(f)
= Px(r)
(4-108)
or
x = P-'yCO
which transforms Eq. (4-106) to the phase-variable canonical form
(4-109)
y(0
where
1
=A
y(0
B,r(0
(4-110)
...
1 1
... ...
A,
(4-111)
-a
and
(4-112)
The transforming matrix
is
given by
Pt
PA
t
(4-113)
_P A"1
where
P,
Proof: Let
[0
1][B
AB A B
2
A"- B]]
(4-114)
Xi(f)
x(0
=
_*.(0-
(4-115)
Sec. 4.7
>i(0'
y(0
=
(4-116)
and
U.(0.
Pll
Pl2
Pin
Pin
P.
Pi
PlZ
P=
Pnl
(4-117)
Pnl
where
Pnn.
P =
<
[Pa
Pa
P in ]
1, 2,
(4-118)
Then, from Eq. (4-108),

yi(t)
=P
il
(t)
+ p 12 x
2 (t)
...+ Pu xn(t)
last e 4 uation
tim e
Fn!f (4-110) fcqs. "rf
um
, and
J ^"
1
n b th sMeS f the
and
(4-111),
in view of
M*)
=y
5
2 (t)
P,x(0
P,Ax(0
pJ=
Eq
TSre^
^^
Mt)
+ p.BKO
f
(4-120)
in
'
"
fUnCti n
0nly
(4 " 120) >
Ji(0 = y7.it) = V Jaif) Taking the time derivative of the last equation once again leads to
1
(4 _ 12 i)
with
P AB =
t
=y
3 (t)
P,A 2x(?)
(4-122)
0.
Repeating the procedure leads to

J'.-i(0
= >'.(0 = PiA"-'x(0
we have
Pt
(4-123)
with
P,A-*B
0.
Therefore, using Eq. (4-108),
P.A
y(f)
Px(0
=
PjA"1
x(0
(4-124)
or
P,
P.A
P=
.Pi A"-'.
(4-125)
112
State- Variable Characterization of
Dynamic Systems
Chap. 4
and P, should
satisfy the
condition
PjB
= P,AB =
Px(0
P,A"- 2 B
=
we
get
(4-126)
Now taking the
derivative of Eq. (4-108) with respect to time,

fit)
PAx(f)
+
'
PBr(0
(4-127)
Comparing Eq.
(4-127) with Eq. (4-110),
we
obtain
(4-128)
A,
= PAP
and
B = PB
Y
(4-129)
Then, from Eq. (4-125),

-
P,B
'
'0'
P AB
t
PB =
_P,A"- B.
1
__
(4-130)
_1
Since Pj
is
an
X n row matrix, Eq. (4-130) can be written
P,[B
AB A 2 B
...
A"-B]
=
2
[0
...
1]
(4-131)
Thus P!
is
obtained as
P,=[0
...
1][B
1
AB A B
...
A-^B]-
if
2 A""'B] is nonsingular. This is the the matrix condition of complete state controllability. Once P! is determined from Eq. (4-132), the transformation matrix P is given by Eq. (4-125).
= [0 ... lJS" S = [B AB A B ...
(4-132)
Example
4-8
Let a linear time-invariant system be described by Eq. (4-95) with

"1
-1
-1
(4-133)
It is
desired to transform the state equation into the phase-variable canonical form.
Since the matrix
S
is
[B
AB]
ri
'
o~
(4-134)
-1
nonsingular, the system

is
is,
may
Therefore, Pi
obtained as a
row matrix which
be expressed in the phase-variable canonical form. contains the elements of the last row
of
S -1
that
P,=[l
Using Eq.
(4-125),
-1]
(4-135)
(4-136)
_PjA_
Sec. 4.7
Thus
A,
=PAP'
= PB = ro
i
"0
1
(4-137)
B!
(4-138)
The method of defining state variables by inspection as described earlier with reference to Eq. (4-91) is inadequate when the right-hand side of the differential equation also includes the derivatives of r(/). To illustrate the point we consider the following example.
Example
4-9
Given the
differential
equation
^^ +
~dk + ~dT +
L
2c
^-^dr +
2r(t)
(4-139)
it is desired to represent the equation by three state equations. Since the right side of the state equations cannot include any derivatives of the input r(t), it is necessary to include /(?) when defining the state variables. Let us rewrite Eq. (4-139) as
d3c(0
dr(t)
,d*c(t)
dc(t)
,,
,
(4-140)
The
state variables are
now
defined as
*i(0
= c(t)
(4-141)
x2
(0=^
(4-142)
(4-143)
Using these
last three
equations and Eq. (4-140), the state equations are written
^
dx 3 (t)
dt
=**(
= *.(0+r(0
= ~ 2x iW ~
,
.
(4-144)
~3J~
In general,
it
x 2(0
5x 3 (t)
3r(f)
can be shown that for the th-order
differential
equation
dt-
+
'
dr->
+a"dt"
~dt
+
...
a c
W
1
*.^ +
the state variables should be defined as
+ *._
^ +M0
dt
(4-145)
114
Dynamic Systems
Chap. 4
x,(t)
c(t)
- V(0
x
x 2 (t)
xAt)
= ^f>-h
r{t)
= **M -
h 2 r{t)
(4-146)
*(0
^^-A
.-.'(0
where
A,
h2
>h
= a,6 = {b a b = (* a b - * A bj,
flj/71
aJh
(4-147)
(b
ab
a_ x h x
a_ 2 h 2
-a
2 hn
_2
aj\ n _ x
Using Eqs. (4-146) and (4-147), we resolve the th-order

tion in Eq. (4-145) into the following n state equations:
differential
equa-
^
d
x 2 (r)
3 (t)
+
+
MO
h 2 r(t)
-^f>
=x
(4-148)
^M =
^1 =
xm (t)
+ h^r(0 a.,x 2 {t)
-ax,(t)
is
...
+
3
fl 2
x._,(0
first
a iX {t)
+ hr(0
(4-149)
The output equation
obtained by rearranging the

c(t)
equation of Eq. (4-146):
x,(0
r{t)
Now if we apply these equations to the case of Example

a, = 5 b = b = 2 a = 6, = b = a = 2 = 6; tfjô = h = (b a b Vi = a h ajx = hi = (b a b
2
1 3
4-9,
we have
/j,
When we
substitute these parameters into Eqs. (4-146)
and
(4-147),
we have
Sec. 4.8
Relationship Between State Equations and Transfer Functions /
115
the same results for the state variables and the state equations as obtained in Example 4-9. The disadvantage with the method of Eqs. (4-146), (4-147), and (4-148) is that these equations are difficult and impractical to memorize. It is not ex-
pected that one will always have these equations available for reference.
ever,
How-
we
shall later describe
a more convenient method using the transfer
function.
4.8
Relationship Between State Equations and Transfer Functions
We
have presented the methods of describing a linear time-invariant system by transfer functions and by dynamic equations. It is interesting to investigate the relationship between these two representations.
In Eq. (3-3), the transfer function of a linear single-variable system
is
defined in terms of the coefficients of the system's differential equation. Similarly,
Eq. (3-16) gives the matrix transfer function relation for a multivariate
p inputs and q outputs. Now we shall investigate the transfer function matrix relation using the dynamic equation notation.
system that has
Consider that a linear time-invariant system

equations
is
described by the dynamic
^
c(/)
= Ax(0 + =
X
X X
Dx(t)
1
Br(?)
(4-150)
(4-151)
+ Er(/)
where
x(/)
=n r (0 = P =q c
(t)
state vector
input vector
output vector
and A, B, D, and E are matrices of appropriate dimensions. Taking the Laplace transform on both sides of Eq. (4-150) and solving
for X(s),
we have
X(s)
(si
- A)" >x(0+) +
(4-151)
is
(si
~ A)-'BR(s)
(4-1 52)
The Laplace transform of Eq.
Q = DX(j) + ER(s)
Substituting Eq. (4-152) into Eq. (4-153),
(4-153)
we have
C(s)
D(sl
A)-x(0+)
D(jI
- A)-'BR(5) + ER(s)
(4-154)
Since the definition of transfer function requires that the initial conditions be set to zero, x(0+) 0; thus Eq. (4-154) becomes
C(s)
= [D(sl - A)-'B + E]R(s)

is
(4-1 55)
Therefore, the transfer function
defined as
(4-156)
G(s) = D(sl - A)~'B + E
which
is
a q
x p
A)
is
matrix.
Of
course, the existence of G(*) requires that the
matrix (si
nonsingular.
116
Dynamic Systems
Chap. 4
Example 4-10
Consider that a multivariable system

equations
dt*
2
is
described by the differential
+4
dt
dt
c1
iCl
(4-157)
^+^ +
The
state variables of the
+2c 2
=/- 2
(4-158)
system are assigned as follows

Xi
Ci
(4-159)
x2 x3
These
state variables
= dci -^ =
c2
(4-160)
(4-161)
differential
have been denned by mere inspection of the two
equations, as
no
particular reasons for the definitions are given other than that these
are the most convenient.
Now equating the first term of each of the equations of Eqs. (4-157)
the rest of the terms
(4-161),
and (4-158) to
form:
and using the
state-variable relations of Eqs. (4-159) through
we
arrive at the following state equation
and output equation
in matrix
dxi
dt
xi
dx 2
dt
0-4
-1
ri
_o
x2
x3
ri
1 Li- z J
(4-162)
dx 3
ldt_
pi~|
_C2.
-1
01
1_
-2
~Xi~
x2
_*3_
Dx
(4-163)
To
formulation,
determine the transfer function matrix of the system using the state-variable we substitute the A, B, D, and E matrices into Eq. (4-156). First, we form
the matrix (si
A),
~s
-1
j
(sI-A)=
1
+4
1
-3
s
(4-164)
+
s
2_
The determinant of
Thus
(si
A) is
|jI-A| =
s3
+6s 2 +
11
1]
+
s
(4-165)
~s z
(.51
A)
-| jI _ A
is,
+6s + -3
-(*
case,
4)
+2 s(s + 2) -(s + 1)
" f4-1
fifi^
3i
s(s+4)_
The
transfer function matrix
in
tllis
GCs)
= T>(sl ~ S* +
A)-'B
"
1
s+2
3
!)
(4-167)
6s 2
+ Us +
initial
_-(
i(5
+ 4)J
Using the conventional approach, we

Eqs. (4-157) and (4-158) and assume zero
take the Laplace transform on both sides of

conditions.
The
resulting transformed
Sec. 4.9
Characteristic Equation. Eigenvalues,
and Eigenvectors
117
equations are written in matrix form as
sis
_ s
+ 4) +
1
-3
s
nrc,(j)-i
2 is)j
+ 2j[_C
obtain
= VR^s)'
\_R 2 (s)_
(4-168)
Solving for C(s) from Eq. (4-168),
we
C(.r)
G(j)R(i)
(4-169)
~
where
Sis
Gis)
_ s
+ 4) +1
-3
s
+ 2_
(4-170)
and the same
result as in Eq. (4-167)
is
obtained
when the matrix inverse is
carried out.
4.9
Characteristic Equation, Eigenvalues, and Eigenvectors
The
characteristic equation plays
systems. It can be defined
an important part in the study of from the basis of the differential equation, the
is
linear trans-
fer function, or the state equations.

equation
d"~ c u n d~ 2 c " ai
l
,
described by the differential
df
df-
dF^
+
,
+
,
an -\
dc + ac
,
(4-171)
'df
df =
1,2, ... ,m
By
defining the operator
p
P
as
k
dt
Mi
A;
(4-172)
Eq. (4-171)
is
written
a 2 pn
..
=
Then the
s"
ib P"
+
1
*,/>""'
+ +
+ a^^ + ajc + 1?-'P + b)r

is
(4-173)
characteristic equation of the system
defined as
+ a^"- +
a 2 s"- 2
o-,J
an
=
s.
(4-174)
which
is
setting the
is
homogeneous part of Eq.

is
1
(4-173) to zero. Furthermore, the
operator p
replaced by the Laplace transform variable
The
G(s) {S)
- fro*" + M"" + R(s) ~ s + a^ +

<&)
.
...
. .
+ b . iS + b + a _ lS + a
n
n
u (4
'
175)
Therefore, the characteristic equation
is
obtained by equating the denominator

write Eq. (4-156) as
of the transfer function
to zero.
From
the state-variable approach,
we can
G( , )
= D adj(5l-A) B + E si A
I |
D[adj(sl
A)]B
jl
-A
(4-176)
|
UI-AI
118
/ State-Variable Characterization of
Dynamic Systems
Chap. 4
Setting the denominator of the transfer function matrix G(s) to zero,
we
get
the characteristic equation expressed as

|
*I
A =
|
(4-177)
which
is
an alternative form of Eq. (4-174).
Eigenvalues
The
roots of the characteristic equation are often referred to as the eigenIt is interesting
values of the matrix A.
to note that if the state equations are
represented in the phase-variable canonical form, the coefficients of the characteristic
equation are readily given by the elements
in
the last
row of
the
That is, if A is given by Eq. (4-96), the characteristic equation is readily given by Eq. (4-174). Another important property of the characteristic equation and the eigenvalues is that they are invariant under a nonsingular transformation. In other words, when the A matrix is transformed by a nonsingular transformation x = Py, so that
elements of the
A matrix.
A = P"'AP
then the characteristic equation and the eigenvalues of of A. This
is
(4-178)
are identical to those
proved by writing
si- A = Î-P'AP
or
(4-179)
si- A
The
characteristic equation of
= ^""P-P-'AP
(4-180)
\sl-
A is AlHsP-'P-P-'API
=
Since the determinant of a product
(4-181)
|P-'(jI- A)P|
is
equal to the product of the determinants,
Eq. (4-181) becomes
UIEigenvectors
A|
= ]P-MIÎ- A||P| = |*I-A|

the matrix equation
(4-183)
The n X
vector
p,
which
satisfies
a,I
- A)p, =
is
where
X, is
the rth eigenvalue of A,

.
called the eigenvector of
A associated with
the eigenvalue X t
Illustrative
examples of
how
the eigenvectors of a matrix
are determined are given in the following section.
4.10
Matrix (Similarity Transformation)

for diagonalizing the
x , ,
,
One of the motivations
A matrix is
all
that if
to
A is
a diagonal be
matrix, the eigenvalues of A, X
X2 located on the main diagonal; then the
X,
assumed
be
distinct, are
state transition matrix e K ' will also
Sec. 4.10
Matrix
119
nonzero elements given by e Xl ', e M e*-'. There are other reasons for wanting to diagonalize the A matrix, such as the controllability of a system (Section 4. 1 5). We have to assume that all the eigenvalues of A are distinct, since, unless it is real and symmetric, A cannot always be diagonalized if it has multiple-order eigenvalues.
diagonal, with
its
,
.
The problem can be
stated as, given the linear system
x(0
= Ax(0 +
Bu(f)
(4-184)
where x(t) is an n- vector, u(t) an r- vector, and A has distinct eigenvalues X u X2 X, it is desired to find a nonsingular matrix P such that the transformation x(0 = Py(?) (4-185)
,
.
transforms Eq. (4-184) into
y(0
with
Ay(r)
ru(f)
(4-186)
given by the diagonal matrix

A.
...
h
23
... ...
(n
n)
(4-187)
...
K
state
This transformation
is
also
is
known as the similarity transformation. The known as the canonical form.

it is
Substituting Eq. (4-185) into Eq. (4-184)
easy to see that

(4-188)
P 'AP
and
P'B
in the following that
(n
r)
(4-189)
In general, there are several methods of determining the matrix P.
We show
is,
can be formed by use of the eigenvectors of A; that
P=
where
p, (/
[Pi
P2
P 3 ...pj
is
(4-190)
=
t
.
1,2, ... ,n) denotes the eigenvector that
associated with the

is
eigenvalue k
This
is
proved by use of Eq. (4-183), which

AiPi
written
(4-191)
= Ap,. .
.
i=
1,2,.
,n
Now
forming the n x n matrix,
UiPi
or
[Pi
A 2p 2
Ap]
= [Ap, = A[p, =
A[p,
Ap 2
p2
.
Ap]
(4-192)
p]
P2
P]A
p2
P.J
(4-193)
Therefore,
if
we
let
P=
[Pi
P2
P.]
(4-194)
120
Dynamic Systems
Chap. 4
Eq. (4-193) gives
PA = AP
or
(4-195)
A = P-AP
which
the
is
(4-196)
the desired transformation.
If the matrix
A is of the phase-variable canonical form, it can be shown that

matrix,
1 1
P matrix which diagonalizes A may be the Vandermonde

...
1
K
X\
X\
XI
(4-197)
X~\
where X u X 2
Since
it
X n are the eigenvalues of A.

that the rth
is
has been proven that
of A,
we
shall
show
P contains as its columns the eigenvectors column of the matrix in Eq. (4-197) is the
eigenvector of
that
associated with
Xi=
1,2,...,
n.
Let
Pn
P,
(4-198)
Pin.
be the
rth eigenvector
of A Then
.
U,i
or
A)p, ==
(4-199)
~x
-1
x
t
Pn
-1
x<
Pn
-1
(4-200)
-1
_0
a-!
a n -i
a- 3
Cl\_
-Pin
This equation implies that
XiPn
XiPn
Pn = Pn =
(4-201)
XtPi,-l
fl//i
a n-\Pn
+ (X
Pin= + a )p =
t
tm
Sec. 4.10
Matrix
121
Now
we
arbitrarily let
pn
1.
Then Eq.
(4-201) gives
X,
Pn
Pn
= =
tf
(4-202)
Pt,n-1
xr Ar
Pin
which represent the elements of the

Substitution of these elements of
verifies that the characteristic
p,
rth
column of the matrix
in Eq. (4-197).
into the last equation of Eq. (4-201) simply

is satisfied.
equation
Example
4-11
Given the matrix

1
on
i
A=
6
(4-203)
-11
-6_
t
which is the phase- variable canonical form, the eigenvalues of A are X = 1, A 2 = 2, X 3 = 3. The similarity transformation may be carried out by use of the Vandermonde matrix of Eq. (4-197). Therefore,
"1
1
1"
P =
The canonical-form
X\
_Aj
"I
A3
A3
-2
4
-3
9
(4-204)
Ai
is
state
equation
given by Eq. (4-186) with

"a,
"-1
A =piAP
Example 4-12
Given the matrix
-2
A2
A3.
(4-205)
-r
6
(4-206)
A=
it
11
11
5j
can be shown that the eigenvalues of A are Xi = -1, k 2 desired to find a nonsingular matrix P that will transform A, such that A = P~ 1 AP.
is
= -2, and A = -3. It A into a diagonal matrix

3
We shall follow the guideline that P contains the eigenvectors of A. Since of the phase-variable canonical form, we cannot use the Vandermonde matrix. Let the eigenvector associated with a, = 1 be represented by
pn
Pi
A is not
= Pn
(4-207)
Then
pi
must
satisfy
a,i
- 1^1
==
(4-208)
122
Dynamic Systems
Chap. 4
or ~X 1
6
A,
-1
"
Pu
Pi\
J>31.
+
11
11
_6
The
last
-6 A -5_
t
(4-209)
matrix equation leads to
Pu Pzi + P3l =0
from which we get^ 2 i

get
+ 10p 21 6p 31 = 6p n + 11^21 6/31 =0 = and/?n = p 3i Therefore, we

6pu
.
(4-210)
can letpn
= /> 3 =
i
1,
and
Pi
(4-211)
For the eigenvector associated with A 2 must be satisfied

"A 2
=
"
2, the following matrix equation

P12 P11
_/>32.
-1
A2
6
6 or
+
11
ll
-6
A 2 -5.
(4-212)
2?12 ^22 + />32 = 6p 32 = 6p n + 9p = 6/>i2 + HP22 7/? then/ 2 = 2 andp 32 = three equations we let/>i 2 = In these
22
32
(4-213)
4.
Thus
P2
(4-214)
4
Finally, for the eigenvector p 3 ,
we have
1
"
~X 3
6
-1
A3
Pl3
+
11
11
-6
A 3 -5.
P2 3
-P33.
(4-215)
_6
or
3/> 13 Pu + P33 =0 6p 13 + Sp 23 - 6p 33 = 6pi + Up 2 8/? 33 =0

3 3
(4-216)
Now
if
we
arbitrarily let
i3
1,
the last three equations give P2i
6 and
p 33 =9.
Therefore,
p3
=
"1
(4-217)
The matrix P
is
now
given by
1
r
6
9_
P =
[Pi
P2
P 3]
_1
2 4
(4-218)
Sec. 4.11
123
It is
easy to
show
that
"A,
1
on
A=P
4.11.
AP
_0
A2
A3
-2
-3_
(4-219)
when the A matrix has multiple-order eigenvalues, unless the symmetric and has real elements, it cannot be diagonalized. However, there exists a similarity transformation
In general
matrix
is
A = P'AP
ri)
(4-220)
such that the matrix A is almost a diagonal matrix. The matrix A is called the Jordan canonical form. Typical Jordan canonical forms are shown in the following examples
[A,
1
A,
A=
_0
"A:
1
A,
(4-221)
A2 A3
A,
A=
_0
The Jordan canonical form
1.
A2 A3 A4
(4-222)
generally has the following properties:
The elements on the main diagonal of

matrix.
are the eigenvalues of the
2.
3.
All the elements below the
main diagonal of are zero. the elements immediately above the multiple-ordered eigenvalues on the main diagonal are Is, such as the cases illustrated by Eqs. (4-221) and (4-222).
Some of
4.
The Is, together with the eigenvalues, form typical blocks which are called Jordan blocks. In Eqs. (4-221) and (4-222) the Jordan blocks are enclosed by dotted lines.
5.
When
its is
the nonsymmetrical matrix has multiple-order eigenvalues, eigenvectors are not linearly independent. For an n X n A, there
(r
only r
<
n) linearly independent eigenvectors.
6.
The number of Jordan blocks is equal to the number of independent eigenvectors, r. There is one and only one linearly independent
eigenvector associated with each Jordan block.
7.
The number of 1 s above
the
main diagonal is equal ton
r.
124
Dynamic Systems
Chap. 4
The matrix P sume that A has q

in the usual
is
determined with the following considerations. Let us
as-
distinct eigenvalues
among n
eigenvalues. In the
first
place,
the eigenvectors that correspond to the first-order eigenvalues are determined
manner from
(A I
f
A)p,
=
/
(4-223)
where
A,
denotes the /th distinct eigenvalue,

referring to the
"Ay
2,
q.
The mined by
eigenvectors associated with an mth-order Jordan block are deter-
Jordan block being written as

1
...
1
A,
...
(m X m)
...
A,-
(4-224)
.0
Xj_
where A, denotes the y'th eigenvalue.
Then
the following transformation

"A y
1
must hold:
0"
...
1
Ay
[Pi
Vz
PJ
o
kj
A[p,
p2
PJ
(4-225)
Lo
or
Ay.
AyPi
p
P2
+ AyP + AyP
= Ap, = Ap = Ap
(4-226)
Pm-i
A,p m
= Ap m
The
also
vectors Pi, p 2 ,
pm are determined from these equations, which can
be written
- A)Pl = (Ayl - A)P = -P, (Ayl - A)p = -P

(Ayl
2
3
(4-227)
(Ayl
A)p m
"0
= P m _l
-5"
2
(4-228)
Example
4-13
Given the matrix

6
A=
4_
Sec. 4.11
125
the determinant of Al
A is
A
-6
5
IAI
-Al
-1 -3
-2
A3
- 4A 2 + 2)(A
5A
2
(4-229)
-2 A -4
=
Therefore,
(A
l) 2
To
such
A has a simple eigenvalue at A! =2 and a double eigenvalue at A 2 = 1. Jordan canonical form of A involves the determination of the matrix _1 that A = P AP. The eigenvector that is associated with X = 2 is deterfind the
t
mined from
(A,I
A)p,
5"
=
/>n ^21
_/>31_
(4-230)
Thus
2
-6
2
-1 -3
Setting
fore,
-2
-2_,
=
-
(4-231)
-2
pn
arbitrarily, the last
equation gives 2"

Pi
p zl
and pi
-2.
There-
(4-232)
(4-227).
For the eigenvector associated with the second-order eigenvalue, we turn We have (the two remaining eigenvectors are p 2 and p 3 )
(A 2 I
to Eq.
- A)p 2 =
A)p 3
5"
(4-233)
and
(A 2 I
= -p
P\i
(4-234)
Equation (4-233) leads to

1
-6
1
-1 -3
Setting
-2
-3_
Pn
_/>3 2_
(4-235)
-2
p 12
arbitrarily,
wehave/? 22
= ^ andp 32
1"
Pz
(4-236)
Equation (4-234), when expanded, gives

1
-6
- 5" Pl3
2
-r
7
3
-1 -3
from which we have
P23
=
L
(4-237)
3_ _P33_
7J
Pl3 P3 Pl3
_P33_
"
1"
-n
_46
(4-238)
Thus
-7 -t
-n
-li
(4-239)
126
Dynamic Systems
Chap. 4
The Jordan canonical form
is
now
obtained as
~2 0"
1
1
A = P'AP
_0
(4-240)
1_
is
Note
that in this case there are
two Jordan blocks and there
one element of unity
above the main diagonal of A.
4.12
State Diagram
The signal flow graph discussed in Section 3.5 applies only to algebraic equations. In this section we introduce the methods of the state diagram, which represents
an extension of the signal flow graph to portray
equations.
state equations
and
that
differential
it
The important
significance of the state
diagram
diagram
is
forms a
close relationship
among
the state equations, state transition equation, com-
puter simulation, and transfer functions.
state
is
constructed fol-
lowing
all
the rules of the signal flow graph. Therefore, the state diagram
may
be used for solving linear systems either analytically or by computers.

Basic Analog Computer Elements
Before taking up the subject of state diagrams,

basic elements of an analog computer.
it is
useful to discuss the

linear operations that
The fundamental
can be performed on an analog computer are multiplication by a constant, addition, and integration. These are discussed separately in the following.
Multiplication by a constant. Multiplication of a machine variable by a
constant
tion
is
done by potentiometers and
amplifiers. Let us consider the opera-
x 2 (t)
where a
late
is
a Xl (t)
(4-241)
a constant. If a
lies
to realize the operation of Eq. (4-241).
between zero and unity, a potentiometer is used An operational amplifier is used to simu-
if a is a negative integer less than 1. The negative value due to the fact that there is always an 180 phase shift between the output and the input of an operational amplifier. The computer block diagram symbols of the potentiometer and the operational amplifier are shown in Figs. 4-5 and 4-6, respectively.
Eq. (4-241)
of a considered
is
*i(0
x 2 (t)
xAt)
x 2 )
<z>
x 2 (t) = ax
Fig. 4-5.
l
(t)
0<a<\
x 2 {t)=ax
Fig. 4-6.
{t)
Analog-computer block-diagram
Analog-computer block diagram
symbol of a potentiometer.
of an operational amplifier.
Sec. 4.12
State Diagram
127
Algebraic sum of two or more variables. The algebraic sum of two or more machine variables may be obtained by means of the operational amplifier. Amplification may be accompanied by algebraic sum. For example, Fig. 4-7
*i(0
x 2 (t)
x 3 (t)
*-
x,(t)
x 4 (0 = a, x l
(t)
+ a 2 x 2 (t) + a } x 3 (t)
Fig. 4-7. Operational amplifier used as a
summer.
illustrates the
plifier
analog computer block diagram of a summing operational amwhich portrays the following equation
x 4 (t)
Integration.
is
aÂt)
a 2 x 2 {t)
+a
x 3 (t)
(4-242)
The
integration of a machine variable
on an analog computer
is
achieved by means of a computer element called the integrator. If x t (t)

initial
the
output of the integrator with

is
condition Xi0
given at
and x 2 (t)
the input, the integrator performs the following operations
x,0)
>
f ax 2 {x)
to
dz
JCi(f )
<
(4-243)
The block diagram symbol of the integrator is shown in Fig. 4-8. The integrator can also serve simultaneously as a summing and amplification device.
*i('o)
x 2 (t)
-- x,(t)
*i( f )=
ax 2 (r)dT +
*,(?<))
Fig. 4-8.
Analog computer block diagram of an
integrator.
We shall now show that these analog computer operations can be portrayed
by
signal flow graphs
which are called
state
diagrams because the state vari-
ables are involved.

First consider the multiplication of a variable by a constant; Laplace transform on both sides of Eq. (4-241). We have
we
take the
X (s) = aX^s)
2
(4-244)
The
signal flow graph of Eq. (4-244)
is
shown
in Fig. 4-9.
128
Dynamic Systems
Chap. 4
*i(0
*2(0
a
x 4 (t)
X2 (s)
x 2 (t)
XAs)
x,(0
î(s)
X2 (s)
Signal-flow-graph
Fig. 4-10. Signal-flow-graph rep-
Fig.
4-9.
representation
axi(t) or
2
of
x 2 (t)
aX\(s).
X (s) =
= aix\{t) + a 2 xz(t) + ajXi(i) orX4 (s) = aiX^s) + a 2 X 2 (s) + ai X3 (s).

resentation of Xi(i)
For the summing operation of Eq.

is
(4-242), the Laplace transform equation
X (s) =
4
,*,(*)
a 2 X2 (s)
a s X3 (s)
is
(4-245)
The
It is
signal-flow-graph representation of the last equation
shown
in Fig. 4-10.
important to note that the variables in the signal flow graphs of Figs. 4-9 and 4-10 may be in the time domain or the Laplace transform domain. Since the branch gains are constants in these cases, the equations are algebraic in
both domains.
For the integration operation, we take the Laplace transform on both
sides
of Eq. (4-243). In this case the transform operation is necessary, since the signalflow-graph algebra does not handle integration in the time domain. We have
X 2 (T)dT\
+ *i(*o)
x 2 (t) dx
x,(t )
x 2 {x) dx
o
Jo
(4-246)
x 2 (r) dx
However, since the past history of the integrator is represented by x 2 (t ), and < x < t a Thus Eq. the state transition starts from t = t x 2 (x) =0 for (4-246) becomes
, .
X^s)
It
^^ + ^5)
is
>
to
(4-247)
should be emphasized that Eq. (4-247)
defined only for the period x
>
Therefore, the inverse Laplace transform of
X^s)
in Eq. (4-247) will lead to
x,(0 of Eq. (4-243). Equation (4-247)

flow graph as
(4-247)
is
is
now
algebraic
4-11.
and can be represented by a

alternative signal flow
signal
shown in Fig. shown in Fig. 4-12.
An
graph for Eq.
Sec. 4.12
State Diagram /
129
*i('o)
*i('o)
<
as- 1
O
X2 is)
Xi(s)
>
Xds)
<>
Xi
(s)
X2 (s)
Fig. 4-12. Signal-flow-graph rep-
Fig. 4-11. Signal-flow-graph representation of
[aX 2 (s)ls]
[xiOo)/*]
resentation of Xi(s)
[aX 2 (s)/s]
[xi(.to)ls].
Thus we have established a correspondence between the simple analog computer operations and the signal-flow-graph representations. Since, as shown
in Fig. 4-12, these signal-flow-graph elements
may
include initial conditions
and can be used
to solve state transition problems, they
form the basic elements

let
of the state diagram.

Before embarking on several illustrative examples on state diagrams,
us point out the important usages of the state diagrams.
1.
state
diagram can be constructed
directly
from the system's
This allows the determination of the state variables and the state equations once the differential equation of the system is given.
differential equation.
2.
state
function.
diagram can be constructed from the system's transfer This step is defined as the decomposition of transfer
functions (Section 4.13).

3.
The
4.
state diagram can be used for the programming of the system on an analog computer. The state diagram can be used for the simulation of the system on
a digital computer.
5.
equation in the Laplace transform domain obtained from the state diagram by means of the signalflow-graph gain formula.
state transition
The
may be
The
6.
transfer functions of a system can be obtained

state equations
state
from the
state
diagram.
7.
The
and the output equations can be determined
from the
diagram.
The
details
of these techniques are given below.
From
Differential Equation to the State
Diagram
a linear system is described by a high-order differential equation, a diagram can be constructed from these equations, although a direct approach is not always the most convenient. Consider the following differential
state
When
130
Dynamic Systems
Chap. 4
equation
d"c
,
d"
dc
._
(4-248)
In order to construct a state diagram using this equation,

tion to read
we rearrange
the equa-
d"c _
dt"
d"- c
dc -a. iw -ac-rr
(4-249)
o R
O
s"C
s
o
n~l
o
C
s"- 2
<
o c
(a)
(b)
("-!)/"
(n-2>,
(1) (f
c ( ? o)
(c)
Fig. 4-13. State (4-248).
diagram representation of the
differential
equation of Eq.
Sec. 4.12
State Diagram /
131
Let us use the following symbols to simplify the representation of the

derivatives of c:
C< "
W
is
.
.
'=1.2,...,b
used to represent dcjdt.
c
(n>
(4-250)
Frequently, c in the literature,
Now
as
the variables
r, c,
c (1> , c (2) ,
are represented by nodes arranged
shown
in Fig. 4-1 3(a). In terms of Laplace transform, these variables are

.
denoted by R{s), C(s), sC(s), s 2 C(s), s"C(s), respectively. As the next step, the nodes in Fig. 4- 13(a) are connected by branches to portray Eq. (4-249). Since the variables c and c _I> are related through integration with respect to time, they can be interconnected by a branch with gain -1 s and the elements of Figs. 4-11 and 4-12 can be used. Therefore, the complete state diagram is drawn as shown in Fig. 4- 13(c).
,
(, '> ('
When
the input
is
the differential equation

right side, the
is
that of Eq. (4-145), with derivatives of

state
on the
problem of drawing the
diagram
directly
not so straightforward.
We
venient to obtain the transfer
show later that, in general, it is more confunction from the differential equation first and
shall
then obtain the state diagram through decomposition (Section 4.13).
Example 4-14
Consider the following
differential equation:
g + 3| +
d
2c
2c
=r
rest
(4-251)
Equating the highest-ordered term of Eq. (4-251) to the
of the terms,
we have
(4-252)
is
dT^- 2c - 3 dl
_
,
dc
Following the procedure outlined above, the state diagram of the system
Fig. 4-14.
shown
in
c (1) a +)
9*o+)
"
Fig. 4-14. State
diagram for Eq.
(4-251).
From State Diagram

It
to
Analog Computer Block Diagram
was mentioned earlier that the state diagram is essentially a block diaprogramming of an analog computer, except for the phase reversal through amplification and integration.
gram
for the
132
Dynamic Systems
Chap. 4
Example 4-15
An
(4-251)
analog computer block diagram of the system described by Eq. is shown in Fig. 4-15. The final practical version of the com-
puter block diagram for programming
from shown,
since amplitude
and time
scaling
may be somewhat may be necessary.
different
Fig. 4-15.
Analog-computer block diagram for the system described by
Eq. (4-251).
From State Diagram
to Digital
Computer Simulation
on the digital comThe solution of differential equations by puter has been well established. However, from the standpoint of programming, a convenient way of modeling a system on the digital computer is by CSMP (Continuous System Modeling Program). 32 In many respects CSMP serves the
is
FORTRAN
computer program, except that the scaling problem state diagram or the state equations form a natural basis for the solution by CSMP. The following examples illustrate
same purpose
as an analog
practically eliminated.
The
typical
CSMP
statements for the mathematical equations listed:
Mathematical Equations
c
CSMP
C=
Y=
A\
Statements
*
a x
1
a 2x 2
XI
A2 * X2
x.
JT1/2.
Xl
f'
*,(t) dx
x,(0)
XI
INTGRL(Z2,
JT10)
Example 4-16
From
the state diagram of Fig. 4-14, the following equations are
written
f t
dt
(4-253) (4-254) (4-255)
c=\cdt c = r - 3c - 1c
Sec. 4.12
State Diagram /
133
Let the variables of these equations be denoted by

c
c
c
r
=C = CI = C2 =R
c(0)
<?(0)
= CO = CIO
CSMP representation
on the CSMP. Then the main program of the

given as follows:
of the system
is
C = INTGRL (CI, CO) = INTGRL (C2, CIO) C2 = R - 3. * CI - 2. * C

CI
(4-256)
(4-257)
(4-258)
From State Diagram
to the State Transition Equation

earlier that the
We
have shown
Laplace transform method of solving the

out of the matrix inverse of (si
state equation requires the carrying
A).
With the state diagram, the equivalence of the matrix inverse operation is out by use of the signal-fiow-graph formula. The state transition equation in the Laplace transform domain is
X(s)
carried
(jI
A)- !x(r J)
+
i
(jI
A)" 'BR(i)
>
(4-259)
Therefore, the last equation can be written directly from the state diagram by
use of the gain formula, with X^s),

*;('<0>
*
1, 2,
. .
n, as
the output nodes,
and
1,2, ... ,n,
and Rj(s),j
1, 2,
p, as the input nodes.
Example 4-17
grators are assigned as state variables and the state
Consider the state diagram of Fig. 4-14. The outputs of the intediagram is redrawn as shown in Fig. 4-16.
Fig. 4-16. State
diagram for Eq. (4-251).

state
Applying the gain formula to the
diagram
-2
in Fig. 4-16, with
X (s)
t
and
X (s) as output nodes, *i(/J), x

2
2 (*o)>
anc*
>-
R(s ) as input nodes, we have
Xl (s)
=J
"'
(1
3;rl)
+ v.(t*\ _L *l('o )
XlOZ)
r -2
*fr)
(4-260)
X (s) =
2
-2s~
*iM)+V **(') +V*(s)
(4-261)
34
Dynamic Systems
Chap. 4
where
A= +
+3s~ +2s~ 2
i
(4-262)
After simplification, Eqs. (4-260) and (4-261) are presented in matrix form:
1
s
1
xiin)
Xz(s)
(j
IX*
2)
-2
+
s
(s
+ +
l)(s
+ +
2)
R(s)
2)J
(4-263)
xAn)
L(j
is
iXj
The
state transition equation for f
>
obtained by taking the inverse Laplace

at
transform on both sides of Eq. (4-263).
Consider that the input
r{t) is
a unit step function applied
Then
the
following inverse Laplace transform relationships are identified
- (-1)
u,{t
to)
t>t
t>t
a
(4-264)
"
The
~
'
(jTTi)
= - "" A' -h)

<
(4-265)
inverse Laplace transform of Eq. (4-263)
is
2e~
2e
(,- ' )
Mt).
-( '~''
e -2 + 2e~ 2(t_
*' '
'
g-c-o)
e -2d-r
-|_
xiCt)
' o)
g-c-'o)
2e~ 2( '~' )
x 2 (t$)_
(4-266)
t
t u s {t
t )
- c"
<'-'>
+ e-
2 <'-'>"
(l-lo)
p-2(t-lo)
?>
The reader should compare
this result
with that of Eq. (4-77), obtained for
> 0.
From State Diagram

The
state
to Transfer Function
transfer function
between an input and an output
is
obtained from the

to zero.
diagram by
4-18
setting all other inputs
and
all initial states
Example
Consider the state diagram of Fig. 4-16. The transfer function C(s)/R(s) is obtained by applying the gain formula between these
two nodes and
setting x^{t J)
and
2
Xi(t J) == 0. Therefore,
C(s) t_ R(s) s2
+ 3s +
+
2
(4-267)
The

s2
is
3s
(4-268)
From State Diagram
to the State Equations
When the state diagram of a system is already given, the state equations and the output equations can be obtained directly from the state diagram by
clarification seems necessary here, since the determined from the state diagram by use of the gain formula. However, when writing the state transition equations from
state transition equations are
use of the gain formula.
Some
the state diagram, the state variables, Xj(s),
2,
n,
are regarded as the

initial
output nodes, and the inputs, Rj(s),j
1,2, ... ,p,
and the
states,
xi(t
regarded as the input nodes. Furthermore, the state transition equations, as written directly from the state diagram, are necessarily
)->
'
1 2,
n, are
in the Laplace transform domain.
The
state transition equations in the time
domain
are subsequently obtained
by taking the inverse Laplace transform.
Sec. 4.12
State Diagram /
135
The left side of the state equation contains the first-order time derivative of the state variable x (t). The right side of the equation contains the state
t
variables. There are no Laplace operator s or initial a state equation. Therefore, to obtain state equations from the state diagram, we should disregard all the initial states and all the integrator
variables
and the input
state variables in
To avoid confusion, the initial states and the branches with the gain s' 1 can actually be eliminated from the state diagram. The state diagram of Fig. 4-16 is simplified as described above, and the result is shown in
branches with gains s~ l
.
Fig. 4-17.
Then, using x, and x 2 as output nodes and *,, x 2 and

,
r as
input nodes,
Fig. 4-17. State
diagram of Fig. 4-16 with the
initial states
and
the integra-
tor branches eliminated.
and applying the gain formula between these nodes, the

written directly:
state equations are
^ = -2x
dx 2
dt
(4-269)
x
3x 2
Example 4-19
As another example of
illustrating the determination of the state equations from the state diagram, consider the state diagram shown
in Fig. 4-1 8(a). This illustration will emphasize the importance of using the gain formula. Figure 4-1 8(b) shows the state diagram with the initial states
or
(a)
Fig. 4-18. (a) State diagram.
136
Dynamic Systems
Chap. 4
O
r
*3
(b)
Fig. 4-18 (Cont.). (b) State
diagram
in (a) with all initial states
and
inte-
grators eliminated.
and the integrators being eliminated. Notice that in this case the state diagram in Fig. 4-18(b) still contains a loop. Applying the gain formula to the diagram of Fig. 4-18(b) withii,;c 2 and x 3 as the output node variables and r,x\,x 2 and x 3 as the input
,
,
nodes, the state equations are determined as follows
dxi
1
dt
Xi
1 1
dx 2
dt
(a 2 + a +aa
1
3)
O 2
aa a 3
x2
*3
(4-270)
dx 3
dt
4.13
Decomposition of Transfer Functions
Up
this
until this point, various

It will
methods of characterizing a
linear system
have
been presented.
be useful to summarize briefly and gather thoughts at point, before proceeding to the main topics of this section. It has been shown that the starting point of the description of a linear
system
be the system's differential equation, transfer function, or dynamic is demonstrated that all these methods are closely related. Further, the state diagram is shown to be a useful tool which not only can lead to the
equations. It
solutions of the state equations but also serves as a vehicle of translation
may
one type of description to the others.

scribing a linear system.
block diagram
is
drawn
as
from shown in
Fig. 4-19 to illustrate the interrelationships
between the various loops of dethat starting, for instance,
The block diagram shows
with the differential equation of a system, one can get to the solution by use of
also
method or the state equation method. The block diagram shows that the majority of the relationships are bilateral, so a great deal of flexibility exists between the methods.
Sec. 4.13
Decomposition of Transfer Functions
137
Differential
Dynamic
equations
equations
1 ,
'
State
transition
equation
^
Transfer function
State
diagram
Fig.
4-19. Block diagram showing the relationships among various methods of describing linear systems.
step remains to be discussed. This involves the construction of the diagram from the transfer function. In general, it is necessary to establish a better method than using Eqs. (4-146) through (4-148) in getting from a
state
One
high-order differential equation to the state equations. The process of going from the transfer function to the state diagram or the state equations is called the decomposition of the transfer function. In general,
there are three basic
tion,
ways of decomposing a transfer function direct decomposicascade decomposition, and parallel decomposition. Each of these three schemes of decomposition has its own advantage and is best suited for a par:
ticular situation.
Direct Decomposition
The direct decomposition scheme is applied to a transfer function that not in factored form. Without loss of generality, the method of direct decomposition can be described by the following transfer function
is
C(s) R(s)
s2
b s*
+as+a +bs+b
x
(4-271)
The
objective
is
to obtain the state
diagram and the
state equations.
The
fol-
lowing steps are outlined for the direct decomposition:

1.
Alter the transfer function so that
it has only negative powers accomplished by multiplying the numerator and the denominator of the transfer function by the inverse of its highest
of
s.
This
in
is
power
2.
For the transfer function of Eq. (4-271), we multiply and the denominator of C{s)jR{s) by s~ 2 Multiply the numerator and the denominator of the transfer function by a dummy variable X(s). Implementing steps 1 and 2, Eq. (4-271) becomes
j.
the numerator
C(s)
a
b
R(s)
3.
+ a s + a s~ h-*~ + b,s' + b s~
' t
2
2
X{s) X{s)
(4-272)
The numerators and
the denominators on both sides of the transfer
138
Dynamic Systems
Chap. 4
function resulting from steps

respectively.
and 2 are equated
to each other,
From
Eq.
(4-272) this step results in

(fl
= R(s) =
C(s)
4.
a,s~
a 2 s- 2 )X(s)
b t s-*)X(s)
(4-273)
(4-274)
(b
+ *,*-
In order to construct a state diagram using these two equations,
they must
first
be in the proper cause-and-effect

left side
relation. It is ap-
parent that Eq. (4-273) already
satisfies this prerequisite.
Eq. (4-274) has the input on the
Dividing both sides of Eq. (4-274)

the other terms,
However, and must be rearranged. by b and writing X(s) in terms of
we have
b2 ba
o b
'X(s)
X{s)
(4-275)
The
diagram.
tors.
state
Eqs. (4-273)
diagram is now drawn in Fig. 4-20 using the expressions in and (4-275). For simplicity, the initial states are not drawn on the
usual, the state variables are defined as the outputs of the integra-
As
C(s)
R(s)
Fig. 4-20. State
diagram for the transfer function of Eq. (4-271) by
direct
decomposition.
Following the method described in the written directly from the state diagram:
dxi
dt
1
last section, the state
equations are
Xl
dx 2
.dt
-b 2
-6i
b
+
1
(4-276)
x2
J
The output equation is obtained from Fig. 4-20 by applying the gain formula with c(t) as the output node and x^t), x 2 {t), and r(t) as the input nodes.
H*-^)*' + (*'-*)** Hi'
(4 - 277)
Sec. 4.13
Decomposition
of Transfer Functions /
139
Cascade Decomposition
Cascade decomposition
may
be applied to a transfer function that
is in
the factored form. Consider that the transfer function of Eq. (4-271)
may be
factored in the following form (of course, there are other possible combinations
of factoring)
gi
where z u
z 2 ,p u
R(s)
= ^lIilJi b s + p s + p
t
(4-278)
and p 2
are real constants.
Then
it is
possible to treat the func-
tion as the product of
The state diagram of each of the first-order transfer functions is realized by using the direct decomposition method. The complete state diagram is obtained by cascading the
two
first-order transfer functions. first-order
two
diagrams as shown in Fig. 4-21. As usual, the outputs of the
R(.s)
~Pi
Fig. 4-21. State
diagram of the transfer function of Eq. (4-278) by cascade
decomposition.
integrators
on the
state
diagram are assigned as the

r
~
state variables.
The
state
equations are written in matrix form

dx-i
dt
ctx^
-Pi
Pi
+
-Pi
*2
a b a
(4-279)
Ldt \ The output equation

c
is
_*oJ
(z 2
p 2 )x +(z,
l
- Pi)x +
2
%
on the
(4-280)
The cascade decomposition has the advantage

This
facilitates the
that the poles
and zeros of and zeros
the transfer function appear as isolated branch gains
state diagram.
study of the effects on the system
when
the poles
are varied.
Parallel
Decomposition
the denominator of a transfer function
is
When
possible to
in factored form,
it
is
expand the transfer function by partial fractions. Consider that a second-order system is represented by the following transfer function
Cjs)_
R(s)
(s
Pis)
+ Pl )(s + p
less
(4-281)
2)
where P(s)
is
a polynomial of order
than
2.
We
assume that the poles p
140
Dynamic Systems
Chap. 4
and p 2 may be complex conjugate for analytical purposes, but it is difficult to implement complex coefficients on the computer. In this case if p and p 2 are equal it would not be possible to carry out a partial-fraction expansion of the transfer function of Eq. (4-281). With p and
x t
p2
being distinct, Eq. (4-281)
is
written
C(s) R(s)
Kr
s
K,
s
+ Pi
+p
(4-282)
2
where
and
state
are constants.
The
the state
diagram for the system is formed by the parallel combination of diagram representation of each of the first-order terms on the right
side of Eq. (4-282), as
shown
in Fig. 4-22.
The
state equations
of the system are
written
dxC
dt
P\
(4-283)
dx 2
\_dt _
-Pi
X%
X!(f +)
R(s)
Fig. 4-22. State
diagram of the transfer function of Eq. (4-28 1) by
parallel
decomposition.
The output equation
is
[K,
2]
(4-284)
that for transfer
One of
Therefore,
the advantages of the parallel decomposition
is
functions with simple poles, the resulting
A matrix is always
a diagonal matrix.
we can
consider that parallel decomposition
may be
used for the
diagonalization of the
A matrix.
When
a transfer function has multiple-order poles, care must be taken
that the state diagram, as obtained through the parallel decomposition, contain the minimum number of integrators. To further clarify the point just made,
consider the following transfer function and
its
partial-fraction expansion:
Sec. 4.14
Transformation into Modal Form
141
an
R(s)
2s 2
(s
6s
iy(s
+5 + 2)
(s
iy
+ s+l
(4-285)
Note that the transfer function is of the third order, and although the total order of the terms on the right side of Eq. (4-285) is four, only three integrators should be used in the state diagram. The state diagram for the system is drawn as shown in Fig. 4-23. The minimum number of three integrators are used, with one in-
Fig. 4-23. State
diagram of the transfer function of Eq. (4-285) by
paralled decomposition.
tegrator being shared by
two channels. The
state equations
of the system are
written
-1
dt
*1
dx 2
dt
0-1
x2
x3
(4-286)
dx 3
dt
0-2
Therefore, the
A matrix is
of the Jordan canonical form.
4.14
Transformation into Modal Form
When
form
the
matrix has complex eigenvalues
it
it
into a diagonal matrix with real elements.
may not be possible to transTo facilitate computer com-
it is desirable to avoid matrices with complex elements. When A has complex eigenvalues, in general, the matrix can be transformed into a nondiagonal matrix which is called the modal form by the transformation
putation,
A = P"'AP
Let us assume that
(4-287)
is
x 2 and has
is
eigenvalues A,
+ jco
and X 2
jco.
Then the modal-form matrix
given by
142
Dynamic Systems
Chap. 4
A=
CO
CO
,
. . .
(4-288)
The elements of the P matrix may be determined by brute force using Eqs. (4-287) and (4-288). If A has m real distinct eigenvalues in X u X 2 X m and n sets of complex-conjugate eigenvalues in X, = a jcoi, i = 1 2, ,
, , t ,
.
. .
the modal-form matrix

A,
is
given by
..
.
x2
A=
Am
..
o
(4-289)
..
..
..
..
where
(4-290)
\CO,
If they'th
On
of multiplicity m, then
complex eigenvalue pair

I
...
is
is
written
Tj
o o
r,
o
r,
(m X
blocks)
(4-291)
ooo
where
"
Oj
COj~
(4-292)
i-COj
ri
CTj]
oi
(4-293)
lj
is
Lo
The modal-form matrix
in Eq. (4-289)
easily
modified for
real
and multiple-
order eigenvalues by use of the Jordan canonical form. Although the modal-form matrix is not diagonal and does not represent
decoupling of the states from the standpoint of the state diagram, it still has the components of the eigenvalues as its matrix elements. To determine the transformation matrix P for the matrix A of Eq. (4-288),
we
let
P=
where p and p 2 are 2 x
(
[Pl
pj
is
(4-294)
vectors.
Equation (4-287)
written
a
[Pi
co
P2]
A[p,
-co
p2 ]
(4-295)
Sec. 4.14
Transformation into Modal Form /
143
or
cop = Ap! toPi + cq>2 = Ap

ffPi
2
(4-296) (4-297)
These two equations are expressed in matrix equation form,

<rl
-coll ~pr
rf_ J>2_
"A
_0
0~
Pi
(4-298)
col
A_
_P 2
where
denotes a 2
2 identity matrix.
Let qi and q 2 denote the eigenvectors that are associated with the two complex-conjugate eigenvalues, X 1 a jco and X 2 a ja>, respectively.
+
1
Then, according to the definition of eigenvectors, q t and q 2 must
satisfy
(^+yco)q
(<r
- jco)q
= =
<X,
=Aq = Aq
(4-299)
(4-300)
(4-301)
Let
q,
q2
(4-302)
Then
Eqs. (4-299) and (4-300)

(<7
become
(4-303)
+ ycoXa, + yp,) = A(a, + #,) = A(a + j%) {a - jco)(a + yp

2 2) 2
(4-304)
Equating the
real
and imaginary parts in the

ctI
last
two equations, we have
col "i
ctI
"A
01 rii
_coI
LpJ
and
a\
A_ LpJ
(4-305)
coT "2~
<rl_
A
_0
0" "2~
_ col
Comparing Eq.
LP 2 J
A_ LpzJ
the identity
(4-306)
(4-305) with Eq. (4-298),
we have
P=[P.
The
by taking the
with Xi
real
P2]
[i
Pi]
(4-307)
significance of this result is that the transformation matrix
P is formed and imaginary components of the eigenvector of A associated
+ jco.
Consider the state equation
Example 4-20
where
i = Ax
1"
+ Br
B=
2 l
(4-308)
-2
The eigenvalues ofA are A
qi
i
-2
= 1 + j and X = / The eigenvectors are

1
l
q2
_-i -J.
=
or
qi
a! +/Pi
q2
= a 2 +/P2
+ J -1
144
Dynamic Systems
Chap. 4
Therefore,
P =
[*i
Pt]
i
ii~|
(4-309)
_-i
-i
A=
P-!AP
= r-i
(4-310)
~i_
(4-311)
T = piB =
The
original state equation of Eq. (4-308)
is
transformed to
(4-312)
= Ay + Tr
~ cos
e~<
t
Then
the state transition matrix

${t)
is
given by
sin i
= eM =
(4-313)
sin
cos
4.15
Systems
observability introduced
first
The concepts of controllability and

control theory.
by Kalman 24
play an important role in both theoretical and practical aspects of modern
The conditions on
controllability
and observability often govern
the existence of a solution to an optimal control problem, particularly in multivariable systems.
the concept of stability. Furthermore, not
However, one should not associate these conditions with all optimal control problems require
will
that the system be controllable and/or observable in order to achieve the control objectives.
These points
be
clarified as the subjects are developed. In
this section
we
shall first treat the subject
of controllability.
General Concept of Controllability
The concept of
diagram of
controllability can be stated with reference to the block
Fig. 4-24.
The process
is
said to be completely controllable if
Control u(0
State x(t)
Fig. 4-24. Linear time-invariant system.
every state variable of

tive in finite
G can
be affected or controlled to reach a certain objecu(t). Intuitively, it is
time by some unconstrained control

if
simple
any one of the state variables is independent of the control would be no way of driving this particular state variable to a desired u(r), there state in finite time by means of a control effort. Therefore, this particular state is said to be uncontrollable, and as long as there is at least one uncontrollable
to understand that
state, the
system
is
said to
be not completely controllable, or simply uncon-
trollable.
Sec. 4.15
Systems
145
?*i('o+)
?*i (>o+)
u(t)
Fig. 4-25. State
diagram of a system that
is
not state controllable.
As a
state
simple example of an uncontrollable system, Fig. 4-25 illustrates the diagram of a linear system with two state variables. Since the control
i/(0 affects
only the state x^t), x 2 (t)

tf
is
uncontrollable. In other words,
it
be impossible to drive x 2 (t) from an

in a finite time interval
is
initial state
x 2 (t
to a desired state
would x 2 (tf)
ta
by any control
u(t).
Therefore, the entire system
said to be uncontrollable.
The concept of controllability given above refers to the states and is sometimes referred to as the state controllability. Controllability can also be defined
for the outputs of a system, so there
is
a difference between state controllability
and output
controllability.
Definition of Controllability (State Controllability)
is
described by the following
dynamic equations
x(0
c(0
= =
Ax(0
+ Bu(0 Dx(0 + Eu(0

1
(4-314) (4-315)
where
x(0
=n x u(0 = r X c(0 = p x A=n X B=n X D =p x E =p x
state vector
input vector
output vector
n coefficient matrix
r coefficient
matrix
n coefficient matrix
r coefficient
matrix
The state x{i) is said to be controllable at t / // there exists a piecewise continuous input u(r) that will drive the state to any final state x(t for a finite f) time {t f t ) 0. If every state x(t ) of the system is controllable in a finite time interval, the system is said to be completely state controllable or simply state
>
controllable.
146
Stale-Variable Characterization of
Dynamic Systems
Chap. 4
The following theorem shows that the condition of controllability depends on the coefficient matrices A and B of the system. The theorem also gives one
way of testing
state controllability.
Theorem 4-2. For the system described by the state equation of Eq. (4-314) be completely state controllable, it is necessary and sufficient that the following n X nr matrix has a rank of n:
to
S
[A, B]
[B
AB A
B.
A"-'B]
(4-316)
Since the matrices A and B are involved, sometimes we say that the pair is controllable, which implies that S is of rank n.
Proof:
The
solution of Eq. (4-314)

x(?)
is
=
t
<j>(?
is
)x(t )
+
0.
>
ftt
t)Bu(t) dx
(4-317)
final
to
for
>
tQ
Without losing any generality we can assume that the desired

finite
state for
some
f >
x(t f )
Then Eq.
(4-317) gives
x('o)
=~
f"
Mo m
t)Bu(t) dx
(4-318)
From
the Caley-Hamilton's theorem, 21
A*
= 2
a* m A
for any
(4-319)
Then
the state transition matrix can be written
<K0
= =
'=
S A"t *=o k}
icl
(4-320)
Zj TT Kk=
n-l
m=0
oo
2-1
&km-
or
ftf)
m-0
"t A"
2 a km U k=0
,k
ft!
(4-321)
Thus
<(?)
can be written in the form
<K0
A"
we have
(4-322)
Substituting Eq. (4-322) into Eq. (4-318) and rearranging,

x(*- )
= - 2 Am B
f"
a m (f
t)u(t)
</t
(4-323)
Let
U m = r m 0o-^)u(T)^T
J
to
(4-324)
Then Eq.
(4-323)
becomes
x('o)
= - 2 A m BU m
771
(4-325)
which
is
written in matrix form:
Sec. 4.1 5
Systems
147
x('o)
= -[ AB A B = -SU
2
A""'B]U
(4-326)
where
U=
trollability
[U
U....U,.,]'
(4-327)
Equation (4-325) represents n equations with nr unknowns, and the conproblem may be interpreted as: Given any initial state x(t ), find
is
the control vector a(t) so that the final state

implies that given x(f
)
x(^)
and the matrix
S, solve
= for finite f This U from Eq. (4-326). Therefore,

t t
.
is completely state controllable if and only if there exists a set of n independent column vectors in S. For a system with a scalar input, r = 1, the matrix S is square; then the condition of state controllability is that S must be nonsingular.
the system
linearly
Although the
tems.
criterion of state controllability given

it is
quite straightforward,
Even with r = 2, number of possible combinations of n x n matrices. A practical way may be to use one column of B at a time, each time giving an n X n matrix for S. However, failure to find an S with a rank for n this way does not mean that the system is uncontrollable, until all the columns of B are used. An easier way would be to form the matrix SS', which is n X n then if SS' is nonsingular, S has
;
by Theorem 4-2 is not very easy to implement for multiple-input systhere are In columns in S, and there would be a large
rank
n.
Example
4-21
Consider the system shown in Fig. 4-25, which was reasoned earlier to be uncontrollable. Let us investigate the same problem using the
condition of Eq. (4-316).
The
state equations of the
system are written, from Fig. 4-25,
rki(Oi
dt
-2
iW
dx 2 (t)
I
+
-1
J
x%{t)
u(t)
(4-328)
dt
Therefore, from Eq. (4-316),
S
which
is
.
[B
AB]
"1
-2"
(4-329)
_o
singular, anc the sys tem
is
o.
e.
not state cc>ntro llab
Example 4-22
Determine the
state equation
state controllability of the
system described by the
dxM
dt
1
*i(0
dx 2 Q)
.
+
-1
J
"(0
(4-330)
dt
xi(0
From
Eq. (4-316),
S
which
is
[B
AB]
1
(4-331)
nonsingular. Therefore, the system
is
completely state controllable.
148
Dynamic Systems
Chap. 4
Alternative Definition of Controllability
Consider that a linear time invariant system
is
described by the state equation

(4-332)
. . .
i(0
If the eigenvalues
Ax(0
Bu(?)
of
A are
distinct
then there exists an nth-order nonsingular matrix diagonal matrix
and are denoted by X i = \, 2, P which transforms A

...
n,
into a
such that
"A,
P'AP =
A,
(4-333)
0.
Let the
new
state variable
be
y
P-'x
(4-334)
Then
the state equation transformed through
is
y
where
Ay
Tii
(4-335)
r = p-'B
The motivation
states
(4-336)
for the use of the similarity transformation is that the of the system of Eq. (4-335) are decoupled from each other, and the only way the states are controllable is through the inputs directly. Thus, for state controllability, each state should be controlled by at least one input. Therefore,
eigenvalues
an alternative definition of state controllability for a system with distinct is: The system is completely state controllable if T has no rows that
are all zeros.
It
the condition of diagonalization of A. In other words,

distinct
should be noted that the prerequisite on distinct eigenvalues precedes all square matrices with
eigenvalues can
be diagonalized.
However, certain matrices with
multiple-order eigenvalues can also be diagonalized.
The
is
natural question
is:
Does but whose
the alternative definition apply to a system with multiple -order eigenvalues
matrix can be diagonalized? The answer
no.
We
must not
lose
any state x(t ) is brought to any state \(t f ) in finite time. Thus the question of independent control must enter the picture. In other words, consider that we have two states
sight of the original definition
on
state controllability that
which are uncoupled and are related by the following
state equations:
^ ^
a Xi (t)
+ bMO
b 2 u{t)
(4-337)
= ax&)
(4-338)
Sec. 4.15
Systems
149
This system
is
apparently uncontrollable, since
S
is
~b,
ab
[B
AB]
bz
(4-339)
ab 2
singular. Therefore, just because
is
diagonal, and
controllable.
are zeros does not

is
mean
that the system
is
B has no rows which The reason in this case
that
has multiple-order eigenvalues. has multiple-order eigenvalues and cannot be diagonalized, there
When A
is
P which transforms A into a Jordan canonical form The condition of state controllability is that all the elements of r = P _1 B that correspond to the last row of each Jordan block are nonzero. The reason behind this is that the last row of each Jordan block corresponds
a nonsingular matrix
A = P'AP.
to a state equation that
is
completely uncoupled from the other state equations.
The elements
values,
in the other
all
rows of T need not

if
all
be nonzero, since the cor-
responding states are
coupled. For instance,

the Jordan canonical
A,
1
the matrix
A has
four eigen-
X it X u X u
Xi, three
of which are equal, then there
is
a nonsingular
which transforms
A into
form
0~
'
P AP
A,
1
!
(4-340)
A,
A2 J
Then the condition given above becomes

Example 4-23
self-explanatory.
Consider the system of Example 4-21. The

respectively,
and
matrices are,
"-2
L
It
r
-i_
B=
T
l_oJ
Let us check the controllability of the system by checking the rows of the matrix T.
can be shown that
A is
diagonalized by the matrix
p=
Therefore,
_o
r
The transformed
=
is
'B
-r r =
i_ _o_
"1"
(4-341)
_o
state equation
_0_
~-2
0~ y(0
no
Since the second
+
_0_
u(t)
(4-342)
row of
is
zero, the state variable yi(t), or
x 2 (0
*s
uncontrollable,
and the system
is
uncontrollable.
Example 4-24
Consider that a third-order system has the coefficient matrices

1
2
1
-r
B=
3
"0
A=
1
-4
150
Dynamic Systems
Chap. 4
Then
-1
S
-41
(4-343)
[B
AB A
B]
1
8_
Since
A2
S is singular, the system is not state controllable. Using the alternative method, the eigenvalues of A are found to be Ai = 2, and A 3 = 1. The Jordan canonical form of A is obtained with
1
2,
0"
1
(4-344)
2_
Then
[2
1
01
(4-345)
1_
A = P'AP
_0
T = P'B
Since the last
this
(4-346)
row of T
is
zero, the state variable
y3
is
uncontrollable. Since
x2
=y
3,
corresponds to x 2 being uncontrollable.
Example 4-25
Determine the controllability of the system described by the

equation
state
i(0
r
o
-l
x(0
+
1"
u(t)
(4-347)
We form the matrix

S
which
is
= [B
AB]
1
(4-348)
nonsingular.
Let us
formation,
now
The system is completely controllable. check the controllability of the system from the rows of T. The
x
eigenvalues of
A are complex and are k =j and X 2 =

"1
j. With the similarity trans-
~
1
J
=
-i]
A
and
AP
7
_o
"
/_
r=
T
p-'b
=
L2/J
Since
all
the rows of
are nonzero, the system
is
controllable.
In general, when the eigenvalues are complex, which occurs quite frequently in
control systems,
it is
more
difficult to
work with complex numbers. However, we may
Sec. 4.15
Systems
151
use the modal form so that only real matrices are dealt with. In the present problem
A may
be transformed to the modal form
a
_a>
by the transform matrix
CO"
r
(4-349)
a_
"1
.-1
o_
P =
_1
-r
i_
Then
r=p
Since the
'B
2" 1
-1-
modal form
not
implies that the states are coupled, the condition of control-
lability is that
all the
rows of
are zeros.
Output Controllability 1 *
The condition of controllability defined
in the preceding sections

is
is
referred
only to the states of a system. Essentially, a system

control.
controllable if every
desired transition of the states can be effected in finite time
by an unconstrained
However, controllability defined in terms of the
states is neither neces-
sary nor sufficient for the existence of a solution of the problem of controlling
the outputs of the system.

Definition
of output
if
)
controllability.
system
is
said to be completely
output controllable
drive the output y(?
there exists a piecewise continuous function u(t) that will

at
t
to any final output y(f r ) for a finite time
(t f
t )
>0.
Theorem 4-3. Consider that an nth-order linear time-invariant system described by the dynamic equations of Eqs. (4-314) and (4-315). The system completely output controllable if and only if the p X (n T)r matrix
is is
T = [DB DAB DA 2 B.
is
DA nl B
E]
(4-350)
of rank p. Or,
has a set of p linearly independent columns.

'
The proof of this theorem

Example 4-26
is
similar to that of
Theorem
4-2.
Consider a linear system whose input-output relationship by the differential equation
is
described
d 2 c(t)
dt 2
dc(t)
~dT
c{t)
_ du{i) ~ -dT
(4-351)
The
state controllability
and the output
controllability of the system will be investi-
gated.
We shall show that the state controllability of the system depends upon how
the
state variables are defined.
Let the state variables be defined as
x2
= =
c
c
152
Dynamic Systems
Chap. 4
The
system are expressed in matrix form as
=
_*2_
"
r
-2_
C
_-i
+
X%-
(4-352)
-l
The output equation
is
= X\
=
~
1
(4-353)
The
state controllability matrix
is
S
which
matrix
is
= B
[
AB]
r
(4-354)
i.
_-l
[1
singular.
The system
is
not state controllable.
From
is
the output equation,
D=
0]
and
E=
0.
The output
0]
controllability
written
T = [DB DAB
which
is
E]
[1
-1
(4-355)
is
of rank
let
1,
the
same as the number of output. Thus the system
output con-
trollable.
Now
us define the state variables of the system in a different way.

state equations are written in matrix
By
the
method of direct decomposition, the

*1
form
(4-356)
"
"0"
_*2_
.-1
C
-2. L*2_
Xi
["1 +
_1_
The output equation

The system
is
+x =
(4-357)
is
now
completely state controllable since
S
which
is
"0
[B
AB]
_i
r ZJ -2,
-1
(4-358)
nonsingular.
is still
The system
which
of rank
output controllable since
T = [DB DAB
is
1
E]
[1
0]
(4-359)
have demonstrated through this example that given a linear system, state depends on how the state variables are defined. Of course, the output controllability is directly dependent upon the assignment of the output variable. The two types of controllability are not at all related to each other.
controllability
We
4.16
The concept of
tially,
observability
is
is
quite similar to that of controllability. Essenif
a system
completely observable
every state variable of the system
some of the outputs. In other words, it is often desirable to obtain information on the state variables from measurements of the outputs and the inputs. If any one of the states cannot be observed from the measurements of the outputs, the state is said to be unobservable, and the system is not completeaffects
ly observable,
or
is
a linear system in which the state

the state
simply unobservable. Figure 4-26 shows the state diagram of x 2 is not connected to the output c in any way.
x ,
Once we have measured c, we can observe the state x since x, = c. However, x 2 cannot be observed from the information on c. Thus the system is
described as not completely observable, or simply unobservable.
Sec. 4.16
153
?*2('0+)
?-M'o+)
u(t)
Fig. 4-26. State
diagram of a system that
is
not observable.
Definition of observability. Given a linear time-invariant system that
is
described by the dynamic equations of Eqs. (4-3 14) and (4-315), the state \(t ) is said to be observable if given any input u(f), there exists a finite time t tQ
f
>
such that the knowledge ofu(t)for t t ; the matrices A, B, D, and E; and f the output c(t) for t f are sufficient to determine x(t ). If every state of the system is observable for a finite t f we say that the system is completely observable, or simply observable.
<t <
,
<t<t
The following theorem shows that the condition of observability depends on the coefficient matrices A and D of the system. The theorem also gives one method of testing observability.
Theorem 4-4. For the system described by the dynamic equation of Eqs. (4-314) and (4-315) to be completely observable, it is necessary and sufficient that the following n x np matrix has a rank of n:
V=
[D'
A'D'
(A') 2
D\
(A')"- 1 D']
(4-360)
The condition is also referred to as the pair [A, D] being observable. In particular, if the system has only one output, is an 1 X n matrix; of Eq. (4-360) is an n X n square matrix. Then the system is completely observable if is nonsingular.
Proof: Substituting Eq. (4-317) into Eq. (4-315),

c(/)
we have
B(f>(t
)x(t
+D
<f>(?
t)Bu(t) dx
Eu(?)
(4-361)
Based on the definition of observability, it is apparent that the observability ) depends essentially on the first term of the right side of Eq. (4-361). With u(t) = 0, Eq. (4-361) becomes
of x(f c(0
D$(r
)x(t
(4-362)
Making
use of Eq. (4-322), Eq. (4-362) becomes
c(0
m=
a m (0DA-x(r
(4-363)
154
Dynamic Systems
Chap. 4
or
c(0
D DA DA
(a I
a I
t
-,!)
xOo)
(4-364)
DA"
Therefore, knowing the output
is
c(t)
over the time interval

if
< <
t
f , x(t )
uniquely determined from Eq. (4-364)
and only
if
the matrix
D DA DA
(np
w)
DA"
has rank
n.
Or
the matrix
V=
has a rank of
n.
[D'
A'D'
(A') 2
(A')"-'D']
(4-365)
Comparing Eq.
(4-360) with Eq. (4-316)
and the rank condition, the
following observations
1.
may
be
made
Controllability
[A', B'].
of the pair [A, B] implies observability of the pair
2.
Observability of the pair [A, B] implies controllability of the pair

[A', B'].
Example 4-27
Consider the system shown in Fig. 4-26, which was earlier defined to be unobservable. The dynamic equations of the system are written
directly
from the
state diagram.
=
t
'-2
0"
~3"
-1_ L*2_
~x{~
[1
+
_1_
(4-366)
0]
(4-367)
_*2_ L*2j
Therefore,
D=
A'D'
and, from Eq. (4-360),
[1
0]
D'
0"
-2
-1
[D'
V=
Since
A'D]
"1
-2'
(4-368)
is
singular, the system
is
unobservable.
Sec. 4.16
Observability of Linear Systems /
155
Example 4-28
Consider the linear system described by the following dynamic

equations
1
-1"
1.
Xl
(4-369)
Xl.
L*2.
1 1
ci
-1
For the
test
(4-370)
1
Lxil
of observability,
we
r
evaluate
i
AD'
The
observability matrix
n ri
i- J)
-ii
i_
i
2_
(4-371)
_-i
becomes smes
)'
_-l
1
V
Since
AD] =
is
"i
--l
l
0"
(4-372)
_o
-1
2_
is
has a rank of
2,
which
the
number of
inputs, the system
completely
observable.
Example 4-29
Let us consider the system described by the differential equation of Eq. (4-351), Example 4-26. In Example 4-26 we have shown that
state controllability of
a system depends on
how
the state variables
are defined.
We shall now show that

(4-353),
the observability also depends
on the
definition
of the state variables. Let the dynamic equations of the system be defined as in Eqs.
(4-352)
and
A=
Then
o
-1
D=[l
0]
V=
[D'
AD]
(4-373)
and thus the system is completely observable. Let the dynamic equations of the system be given by Eqs. (4-356) and Then
1"
(4-357).
-1
-2
D=
"1
1
[l
1]
Then
V=
which
is
[D'
AD] =
']
-1 -1
we have shown
that given the
singular.
Thus the system
is
unobservable, and
input-output relation of a linear system, the observability of the system depends on how the state variables are defined. It should be noted that for the system of Eq.
(4-351),
one method of state variable assignment, Eqs. (4-352) and (4-353) yields a system that is observable but not state controllable. On the other hand, if the dynamic equations of Eqs. (4-356) and (4-357) are used, the system is completely state controllable but not observable.
There are
definite reasons
behind these
results,
and we
shall
investigate these
phenomena
further in the following discussions.
Alternative definition
values,
it
of observability. If the matrix A has distinct eigencan be diagonalized as in Eq. (4-333). The new state variable is
y
P-'x
(4-374)
156
Dynamic Systems
Chap. 4
The new dynamic equations
are
y
where
Then the system
c ==
+ Tu Fy + Eu F = DP
Ay
(4-375) (4-376) (4-377)
is
completely observable ifF has no zero columns.
The reason behind the above condition is that if the /th (j = 1,2, ... ,n) column of F contains all zeros, the state variable ys will not appear in Eq. (4-376) and is not related to the output z{i). Therefore, y, will be unobservable.
In general, the states that correspond to zero columns of
are said to be un-
observable, and the rest of the state variables are observable.
Example 4-30
Consider the system of Example 4-27, which was found to be unobservable. Since the
matrix, as shown in Eq (4-366), is already a diagonal matrix, the alternative condition of observability stated
above requires that the matrix D = [1 0] must not contain any zero columns. Since the second column of D is indeed zero, the state x 2 is unobservable, and the system
is
unobservable.
4.17
Relationship
Among
Controllability, Observability,
and Transfer Functions

In the classical analysis of control systems, transfer functions are often used
for the modeling of linear time-invariant systems.
Although controllability and observability are concepts of modern control theory, they are closely
related to the properties of the transfer function.
Let us focus our attention on the system considered in Examples 4-26 and
4-29. It
was demonstrated
state controllable or
in these two examples that the system is either not not observable, depending on the ways the state variables
are defined. These
phenomena can be explained by

is
referring to the transfer
function of the system, which

C(s) U(s)
obtained from Eq. (4-35 1).
We
have
. ,
_
s*
1 1
_
at s
+ 2s +
~(s
which has an
identical pole
and zero
+ _ , 78 /oj s+l + l) = The following theorem gives

s
1
1
( <.<->
the relationship between controllability and observability and the pole-zero

cancellation of a transfer function.
Theorem 4-5. If the input-output transfer function of a linear system has pole-zero cancellation, the system will be either not state controllable or unobservable, depending on how the state variables are defined. If the input-output transfer function of a linear system does not have pole-zero cancellation, the system can always be represented by dynamic equations as a completely controllable and observable system.
Proof: Consider that an th-order system with a single input and single
output and distinct eigenvalues
is
represented by the dynamic equations Ax(t)
x(?)
= c(t) =
Bu(t)
(4-379) (4-380)
Dx(0
Sec. 4.17
Relationship
Among
Controllability, Observability
and Functions
157
Let the
A matrix
be diagonalized by an n
1 1
x
1
Vandermonde matrix
...
1
P,
/]
ki XI
A3
X\
...
X\
A?
(4-381)
1n-l
.Ai
1n-l A2
A3
ln-1
. .
].-
The new
state
equation in canonical form
is
y(0
where
=
c (0
Ay(?)
+
is
Tu(t)
(4-382)
A= =
is
P"'AP. The output equation
transformed into
(4-383)
= =
Fy(0
y(f) are related
where F
DP. The
state vectors x(f)

x(r)
and
by
(4-384)
is
Py(f)
Since
a diagonal matrix, the /th equation of Eq. (4-382)
MO =
where
n
a, is
*#&)
ytff)
(4-385)
the /th eigenvalue of
matrix in the present case.
and y, is the /th element of T, where T is an Taking the Laplace transform on both sides
initial
of Eq. (4-385) and assuming zero
conditions,
we obtain
the transfer
function relation between Ys) and U(s) as

YJis)
S
Jl. U(s)
(4-386)
A,-
The Laplace transform of Eq.
(4-383)
is
C(s)
FY(5)
DPY(i)
(4-387)
Now
then
if it is
assumed that
D=
F
where
/,
[rf 1
d2
[/
I
...
d]
(4-388)
= DP =
</,
f2
...
/J
(4-389) (4-390)
d 2 X,
+
is
djrr
for
1,2, ... ,n. Equation (4-387)
written as
Gto
[/i
/JY(j)
[/.
U(s)
(4-391)
f,7,
U(s)
X,
158
Dynamic Systems
Chap. 4
For the nth-order system with

input-output transfer function
is
distinct eigenvalues, let us
assume that the
of the form
U(s)
(s
- A,)(j -
A2)
A)
which
is
expanded by
partial fraction into
v$>
t
&^
; x
(4 - 393)
where a denotes the residue of C(s)jU(s) at s = A,-. It was established earlier that for the system described by Eq. (4-382) to for be state controllable, all the rows of T must be nonzero that is, y, i = 1, 2, ...,. If C(s)/U(s) has one or more pairs of identical pole and zero, for instance in Eq. (4-392), a = A 1; then in Eq. (4-393), a = 0. Comparing
Eq. (4-391) with Eq. (4-393),
we
see that in general
(r,=/,y, Therefore,
lable.
(4-394)
0,
when
a,
0, y, will
be zero if/, =
and the
state y, is uncontrol-
For
observability,
it
was established
earlier that
F must
i
not have columns

.
containing zeros. Or, in the present case, /,
for
2,
n.
However,
from Eq.
(4-394),
f =
t
f
t
(4-395)
a,
When
a,
the transfer function has an identical pair of pole and zero at
0.
Thus, from Eq. (4-395), /,
if y,
^ 0.
4.18
When
a dynamic system has nonlinear characteristics, the state equations of
the system can be represented by the following vector-matrix form:

d\(t) __ f[x(r), r(0] dt
(4-396)
where
f [x(r),
x(t) represents the

r(f)]
n
1
state vector, r(t) the
p x
input vector, and

a function of the
denotes an n
function vector. In general, f
is
state vector and the input vector.
Being able to represent a nonlinear and/or time-varying system by state is a distinct advantage of the state-variable approach over the transfer function method, since the latter is defined strictly only for linear time-invariant
equations
systems.
As a simple
linear
:
illustrative
example, the following state equations are non-
= x,(/) +
x\{t)
j *$> = x,(0 + r{t)
(4 - 397)
Sec. 4.18
159
Since nonlinear systems are usually difficult to analyze and design,
it
would
be desirable to perform a linearization whenever the situation justifies. A linearization process that depends on expanding the nonlinear state equation into a Taylor series about a nominal operating point or trajectory
is
now
described. All the terms of the Taylor series of order higher than
are
discarded,
and
linear
approximation of the nonlinear state equation at the
nominal point results. Let the nominal operating trajectory be denoted by x (f), which corresponds to the nominal input r (?) and some fixed initial states. Expanding the nonlinear state equation of Eq. (4-396) into a Taylor series about x(f) = x (f) and neglecting
all
the higher-order terms yields
x (t)=f (x
i i
,i
53+ j=x (7/Xx, r) SOXj
(Xj
x 0J )
(4-398)
r 0J )
*
i
Sfjjx, r)
0y
1,
2,
n.
Let
Axi
X,
Oj
(4-399)
and
Ar,
r,
r 0/
(4-400)
Then
Ax,
Since
x,
X 0!
o>
(4-401)
x oi
Equation (4-398)
is
= /i(x
r o)
(4-402)
written
~~
'
j=x
dMx,r)
dx,
io,r,
j"
or
An
(4-403)
The
last
equation
may be
written in the vector-matrix form
Ax
where
= A* Ax +
9fx
x
B*Ar
df{ dx n
(4-404)
'df dx
dx 2 dx 2
dh
A*
dx
dx
(4-405)
El
dx
t
dL
dx 2
dli dr z
d_h dr 2
"
df
dx
dfx dr,
df~
drp
df2
df2
'
B*
dr t
dr
(4-406)
dh
dr,
dL
dr 2
d_L dr a
160
/ State-Variable Characterization of
Dynamic Systems
Chap. 4
should be reiterated that A* and B* are evaluated at the nominal point. Thus we have linearized the nonlinear system of Eq. (4-396) at a nominal operating point. However, in general, although Eq. (4-404) is linear, the ele-
where
it
ments of A* and B* may be time varying. The following examples serve to illustrate the linearization procedure
described.
just
Example
4-31
Figure 4-27 shows the block diagram of a control system with a saturation nonlinearity. The state equations of the system are
Xi *i=fi=xi X 2 = f2 = u
(4-407) (4-408)
1
It
x = Ax + Bu
*l
Fig. 4-27.
Nonlinear control system.

is
where the input-output relation of the saturation nonlinearity

u
represented by
(4-409)
(1
e-*i*'i)
SGN
jc,
jf,
where
+1 SGN xi =
[
>
-1
<0
(4-410)
Substituting Eq. (4-409) into Eq. (4-408) and using Eq. (4-403),
linearized state equation
we have
the
Aii
= =
-M-Ax 2 = Ax 2
ax 2 ax
At
(4-411)
Ax 2
Âx
t
x
.
= Ke-V'Âxi
(4-412)
where x 01 denotes a nominal value of x Notice that the last two equations are linear and are valid only for small signals. In vector-matrix form, ihese linearized state
equations are written as
~Ax{
"Axi"
(4-413)
Ax 2
where
a
Ax 2
Ke- K \*"\
constant
(4-414)
It is of interest to check the significance of the linearization. If x oi is chosen to be at the origin of the nonlinearity, x 01 = 0, then a = K; Eq. (4-412) becomes
Ax 2 =KAxi
Thus the
linearized
(4-415)
model
is
equivalent to having a linear amplifier with a constant
Sec. 4.19
State Equations of Linear Discrete- Data Systems / 161
gain K.
lie
On
the other hand,
if
is
a large number, the nominal operating point will
on the saturated portion of the nonlinearity, and a = 0. This means that any small variation in x, (small Ax,) will give rise to practically no change in Ax 2
.
Example 4-32
In the
last
example the linearized system turns out to be time
invari-
of a nonlinear system often leads to a linear time-varying system. Consider the following nonlinear system:
*i
ant. In general, linearization
= ^t
(4-416)
x2
x,
(4-417)
would like to linearize these equations about the nominal trajectory [x ,(0, X02O)], which is the solution of the equations with the initial conditions x,(0) = x 2 (0) = 1 and the input u{t) = 0.
Integrating both sides of Eq. (4-41 7),
We
we have
Xi
x 2 (0)
=
1
(4-418)
Then Eq.
(4-416) gives
xi
= -/ +
(4-419)
Therefore, the nominal trajectory about which Eqs. (4-416) and (4-417) are to be linearized is described by
*oi(0
x Q i(t)
= =
~t
1
+
we
(4-420) (4-421)
get
Now
evaluating the coefficients of Eq. (4-403),
=
dxi
V1 = dx
2
<?x.
du
Xi
Equation (4-403) gives
Ax,
= -3-Ax X02
oAx,
(4-422)
Ax 2 =
Substituting Eqs. (4-420)
,Ai/
(4-423)
(4-423), the linearized
and (4-421) into Eqs. (4-422) and

"0
2"
equations are written as
Ax,
Ax, _Ax 2 _
"
"
_Ax 2
which
is
_o
o_
J -'_
(4-424)
a set of linear state equations with time-varying coefficients.
4.19
State Equations of Linear Discrete- Data Systems

Similar to the continuous-data systems case, a
discrete-data system
is
by means of discrete
is
state equations.
modern way of modeling a As described earlier,
when
dealing with discrete-data systems,
situations.
The
first
one
that the
we often encounter two different components of the system are continuous-
data elements, but the signals at certain points of the system are discrete or discontinuous with respect to time, because of the sample-and-hold operations.
In this case the components of the system are
still
described by differential
equations, but because of the discrete data, a set of difference equations
may be
162
Dynamic Systems
Chap. 4
generated from the original differential equations. The second situation involves systems that are completely discrete with respect to time in the sense that they
receive
discrete data only, such as in the case of a digital controller computer. Under this condition, the system dynamics should be or digital
and send out
described by difference equations.
Let us consider the open-loop discrete-data control system with a sampleand-hold device, as shown in Fig. 4-28. Typical signals that appear at various points in the system are also shown in the figure. The output signal, c(t),
rit)
J\-J-
(t)
Zero-order hold
h(t)
c(t)
r*(t)
'
i:
T IT 3T AT 5T6T IT
-*-
<TTTv
*-
^liJ-
*-
Fig. 4-28. Discrete-data system with sample-and-hold.
: :
Sec. 4.19
State Equations of Linear Discrete-Data Systems /
163
ordinarily
is
is a continuous-data signal. The output of the sample-and-hold, a train of steps. Therefore, we can write
h{t),
h(kT)
r(kT)
0,
2,
(4-425)
Now we let the linear process G be described by the state equation and output equation
ML = Ax(0 + Bh(t)
c(t)
(4-426)
Dx(0
+ EA(0
are the scalar input
(4-427)
where
x(/) is the state vector
signals, respectively.
and h{i) and c{t) The matrices A, B, D, and

Using Eq.
E are coefficient matrices
and output which

of the
have been defined system is written
earlier.
(4-70), the state transition equation
x(t)
tft
)$t
("
<f>(t
x)Bh(x) dx
(4-428)
for
>
If
we
are interested only in the responses at the sampling instants, just as
in the case of the z-transform solution,
we
VT
let
(k
l)rand
=
d-c
kT. Then
Eq. (4-428) becomes

x[(*
l)r]
4>(T)x(kT)
+ |^
$[{k
+l)Th{kT)
t]BA(t)
(4-429)
where
(k
{t) is the state transition matrix as defined in Section 4.4.

is
Since h(t)
piecewise constant, that

written
is,
= r(kT)
for
kT<t<
$T, the input function A(t) in Eq. (4-429) can
be taken outside the integral
sign.
Equation (4-429)
is
x[(*
\)T]
= =
${T)x{kT)
+ |2 +
+Ur
*K*
l)r
- t]B dx r(kT)
(4-430)
or
x[(fc
l)r]
tt7>(*r)
9(T)
Q(T)r(kT)
(4-431)
where
=
J kT
^k +
1}
T~
T]B dZ
(4 " 432 >
Equation (4-431)
form. Since
it
is
of the form of a linear difference equation in vector-matrix

it is
represents a set of first-order difference equations, to as the vector-matrix discrete state equation.
referred
The discrete state equation in Eq. (4-431) can be solved by means of a simple recursion procedure. Setting k 0, 1, 2, ... in Eq. (4-431), we find that the following equations result
k * k
= = =
0:
1
2:
= (K7>(0) + 9(7X0) x(2r) = <K7>(T) + e(7XT) x(3J) = (f>(T)x(2T) + 0(7X27)

x(T)
(4-433) (4-434) (4-435)
k= k-
1:
x(kT)
= (K7>p -
1)T]
*(T)r[(k
\)T]
(4-436)
164
Dynamic Systems
Chap. 4
Substituting Eq. (4-433) into Eq. (4-434), and then Eq. (4-434) into Eq. (4-435), solution for Eq. (4-431): , and so on, we obtain the following .
.
x(kT)
Equation (4-437)
data system.
is
= <f>*(r>x(0) + S p-'-KTWIW.iT) (=0
(4-437)
It is interesting to
defined as the discrete state transition equation of the discretenote that Eq. (4-437) is analogous to its continu(4-67). In fact,
ous counterpart in Eq.
the state transition equation of Eq.
(4-67) describes the state of the system of Fig. 4-28 with or without sampling. The discrete state transition equation of Eq. (4-437) is more restricted in that it
describes the state only at
= kT (k =
0, 1, 2,
.),
and only
if
the system has
a sample-and-hold device such as in Fig. 4-28. With kT considered as the initial time, a discrete state transition equation similar to that of Eq. (4-70) can be obtained as
x[(k
+ N)T] =
4>
N (T)x(kT)
+ 2
4>-'-\T)B(r)r[(k
+ i)T]
as
(4-438)
where
is
a positive integer. The derivation of Eq. (4-438)
is left
an exercise
for the reader.
The output of the system of Fig. 4-28 at the sampling instants is obtained by substituting t = AT and Eq. (4-437) into Eq. (4-427), yielding
c(kT)
= =
Dx(kT)
+ Eh(kT)
D4>*(7>(0)
+ D 2 p-'-KTWTWT) +
=
*-i
(4-439)
Kh{kT)
method
important advantage of the state-variable method over the z-transform is that it can be modified easily to describe the states and the output (k - A)T, where between sampling instants. In Eq. (4-428) if we let /
An
<
A<
= kT, we get f()H-A)T x[(k + A)T] = ftA7X*r) + <j>P + \ kT = 4>(AT)x(kT) + 9(A7>(A:7)

1
and
A)r
r]B dx r(kT)
^^
By varying the value of

pling instants
is
between
and
1,
the information between the samthat
One
completely described by Eq. (4-440). of the interesting properties of the state transition matrix $(t)
is
+*(T) = ftkT) which is proved as follows. Using the homogeneous solution of the we have
x(t)
(4-441)
state equation of Eq. (4-426),
= #t -
foM'o)
(4-442)
Let
= kT and
ta
0; the last equation
becomes
(4-443)
x{kT)
Also, by the recursive procedure
= ftfcTXO) = {k + with
t
\)T and
kT, k
0, 1,
Sec. 4.20
165
2,
Eq. (4-442) leads to
x(kT)
<J>*(T)x(0)
(4-444)
identity in Eq. (4-441).
Comparison of Eqs. (4-443) and (4-444) gives the

of Eqs. (4-437) and (4-438) are written
In view of the relation of Eq. (4-441), the discrete state transition equations
x(kT)
x[(A:
= (j)(A:r)x(0) + 2 tf(* - - l)r]9(7>0T) + N)T] = $(NT)x(kT) + l]' (# - - l)T]Q(T)r[(k + Or]

'"
(4-445) (4-446)
These two equations can be modified to represent systems with r into a vector r. When a linear system has only discrete data throughout the system, its dynamics can be described by a set of discrete state equations
respectively.
multiple inputs simply by changing the input
x[(k
1)7]
= Ax(kT) +
Dx(kT)
Br(A:r)
(4-447)
and output equations

c(kT)
+ Er(kT)
same form
is
(4-448)
where A, B, D, and
difference in the
are coefficient matrices of the appropriate dimensions.

is
Notice that Eq. (4-447)
basically of the
is
as Eq. (4-431).
The only
two
situations
the starting point of the system representation.
In the case of Eq. (4-431), the starting point

tions of Eq. (4-426);
the continuous-data state equa-
$(T) and
8(7") are
determined from the
and
B matrices
an outsignals.
of Eq. (4-426). In the case of Eq. (4-447), the equation

right description of the discrete-data system,
itself represents
which has only discrete The solution of Eq. (4-447) follows directly from that of Eq.
is
(4-431).
Therefore, the discrete state transition equation of Eq. (4-447)
written
(4-449)
x(kT)
A*x(0)
A*-'-'BrOT)
i
where
A*
= AAAA...A
k
(4-450)
4.20
The
discrete state equation in vector-matrix form,
x[(k
1)7"]
= Ax(kT) +
Br(&r)
(4-451)
can be solved by means of the z-transform method. Taking the z-transform on both sides of Eq. (4-451) yields
zX(z)
zx(0+)
= AX(z) + BR(z) +
(zl
(4-452)
Solving for X(z) from the last equation gives

X(z)
(zl
A)" zx(0-r-)
A)" 'BR(z)
(4-453)
166
Dynamic Systems
Chap. 4
The
inverse z-transform of the last equation
is
x(kT)
g- '[(zl
A)" z]x(0)
l
g-*[(zl
- A)
BR(z)]
(4-454)
In order to carry out the inverse z-transform operation of the last equation,
write the z-transform of
we
A*
k=
as
g(A")
f] A*z"*
=I+
Az"
+A
z" 2
(4-455)
Premultiplying both sides of the last equation by

result
Az -1 and
subtracting the
from the
last equation,
we
get
(Ig(A k )
or
Az-')S(A*)
(4-456)
Therefore, solving for g{A k ) from the last equation yields
=
=
(I
Az"
)"
=
-1
(zl
A)"'z
(4-457)
A*
[{zl
-A
(4-458)
Equation (4-458) also represents a way of finding A* by using the z-transform method. Similarly, we can prove that
5-t(2l
- A)-'BR(z)] = S
and
A^-'-'BrOT)
(4-459)
Now we
substitute Eqs. (4-458)
(4-459), into Eq. (4-454)

k-\
and we have the
solution for x(kT) as
x(kT)
A*x(0)
+ 2 =
i
A*-'-'Br(ir)
(4-460)
which is identical to the expression in Eq. (4-449). Once a discrete-data system is represented by the dynamic equations of Eqs. (4-447) and (4-448), the transfer function relation of the system can be
expressed in terms of the coefficient matrices.
Setting the initial state
x(0+)
X(z)
to zero, Eq. (4-453) gives

(zl
A)-BR(z)
(4-461)
When
this
equation
is
substituted into the z-transformed version of Eq. (4-448),
we have
C(z)
[D(zl
A)" 'B
+
is
E]R(z)
(4-462)
Thus the
transfer function matrix of the system
G(z)
D(zl
A)-'B
(4-463)
This equation can be written G(z)
D[adj(zI-A)]B
is
+ lzI-A|E
{A _
m)
The
defined as
(4-465)
|zI-A|
In general, a linear time-invariant discrete-data system with one input and one output can be described by the following linear difference equation with
constant coefficients:
Sec. 4.21
State Diagrams for Discrete-Data Systems
167
c[(k
1071
fl,c[(fc
VP + m)T]
+ n - 2)71 + + a _ lC [(k + l)r] + a c(kT) + VP + m- 1)7] + n>m + b m . A(k + 1)T] + b m r{kT) + nl)r]
a 2 c[(k
(4-466)

b zm
z'
sides
is
of this equation and rearranging terms,
the transfer function of the system
written
l
C{z)
R(z)
+ Z>,z"-' + ... + b m z + b m + a^"" +... + o,. z + a,

1 1
,. v
46? ;
The
characteristic equation is defined as

z"
fljz"- 1
a_ ,z
(4-468)
Example 4-33
Consider that a discrete-data system

equation
c(k
is
described by the difference
2)
5c(k
1)
+
+
3c(/c)
r(k
1)
2r(/t)
(4-469)
initial

conditions yields
and assuming zero

2R(z)
is
z^C{z)
5zC(z)
3C(z)
= zR(z) +
(4-470)
From
the last equation the transfer function of the system
easily written
R(z)
z2
5z
+ =
^ *' l)
The
characteristic equation
is
obtained by setting the denominator polynomial of the

z1
transfer function to zero,
5z
(4-472)
The
state variables of the
system are arbitrarily defined as
Xl (k)
XiQc)
Substitution of the last
(4-469) gives the
= c(k) = x,{k +
(4-473)
1)
- r(k)
(4-474)
two
relations into the original difference equation of Eq.
two
system as
(4-475)
Xl (k
x 2 (k
from which we have the
+ 1)= x 2 (k) + r{k) + 1) = -3^!^) - 5x 2 (k) matrix of the system,

1"
3r{k)
(4-476)
(4-477)
-3
-5_
is
The same
characteristic equation as in Eq. (4-472)
obtained by using zl
|
A| = 0.
4.21
When
a discrete-data system
is
described by difference equations or discrete
state equations,
a discrete state diagram
may
be constructed for the system.

state
Similar to the relations between the analog computer diagram
diagram for a continuous-data system, the elements of a discrete
and the state diagram
168
Dynamic Systems
Chap. 4
resemble the computing elements of a digital computer.
Some of the
operations
of a digital computer are multiplication by a constant, addition of several machine variables, time delay, or shifting. The mathematical descriptions of
these basic digital computations
sions are as follows:
and
their corresponding z-transform expres-
1.
Multiplication by a constant:
x 2 (kT)
2
= ax^kT) X (z) = aX,(z)

= x (kT) + Xi (kT) = X (z) + Z,(z)
(4-478)
(4-479)
2.
Summing:
x 2 (kT)
(4-480)
X (z)
2
(4-481)
3.
Shifting or time delay:
x 2 (kT)
2
= Xi [(k + l)T) X (z) = zX,{z) - zx,(0+)

= z- X {z) +
l
(4-482) (4-483)
or
X^z)
The
a
*,(<)+)
(4-484)
state
diagram representations of these opera-
(z)
o-
-OX
(z)
tions are illustrated in Fig. 4-29.

in Eq. (4-484)
The
initial
t
time
rj.
= 0+
can be generalized to
Then Eq.
X2 (z) = aX X
(z)
(z)
(4-484)
is
written
Z,(z)
z'
X (z) + x, {n)
2
(4-485)
which represents the discrete-time

time greater than or equal to
fj.
state transition for
X2 (z)
Example 4-34
Consider again the difference equation in Eq. (4-469), which is
c(k
2)
5c(k
1)
3c(k)
r(k
1)
2r(k)
(4-486)
(z)
One way of
constructing the discrete state diagram for the
X2 (z) = XQ (z) + X
(z)
system
is
to use the state equations. In this case the state
equations are available in Eqs. (4-475) and (4-476) and these

are repeated here:
9*i(0+)
x,(k
x 2 (k
+ +
1) 1)
= Xl (k) + r(k) = -3 Xl (k) - 5x

same
(4-487)
2 (k)
3r(k)
(4-488)
X2 (z)o
X
1
O^(r)
= z-iX 2 (z) + x 1 (0+)
Using
essentially the
principle as for the state diagrams
for continuous-data systems, the state

(z)
diagram for Eqs. (4-487)
and (4-488)
z
_1
is
is
constructed in Fig. 4-30.
used to relate
x^k +
Fig. 4-29. Basic elements of a discrete

state diagram.
will
always appear as
The time delay unit The state variables outputs of the delay units on the state
1) to Xi(k).
diagram.
Sec. 4.21
169
R{z)
C{z)
-3
diagram of the system described by the difference equation of Eq. (4-486) or by the state equations of Eqs. (4-487) and
Fig. 4-30. Discrete state
(4-488).
As an alternative, the state diagram can also be drawn directly from the difference equation by means of the decomposition schemes. The decomposition of a discrete transfer function will be discussed in the following section, after we have demonstrated some of the practical applications of the discrete state diagram.
state transition equation of the system can be obtained directly from the {z) and diagram using the gain formula. Referring to z (z) as the output nodes and to xi(0+), * 2 (0+), and R(z) as input nodes in Fig. 4-30, the state transition equations are written in the following vector-matrix form:
The
state
~ A
where
"1
_
+5z-'
-3Z1
"*i(o+r
1
rz-i(l
+5z-')-3z- 2
R{z)
(4-489)
_* 2 (0+)_
A|_
_ 3z -i_3 z -2
3z-
A=
5z-'
(4-490)
The same transfer function between R(z) and C(z) as in Eq. (4-471) can be obtained directly from the state diagram by applying the gain formula between these two nodes.
Decomposition of Discrete Transfer Functions
The
three schemes of decomposition discussed earlier for continuous-data
systems can be applied to transfer functions of discrete-data systems without the need of modification. As an illustrative example, the following transfer
function
is
diagrams are
decomposed by the three methods, and the corresponding shown in Fig. 4-31
<2f)
^
state
(4.491)
Equation (4-491) is used for direct decomposition after the numerator and the denominator are both multiplied by z~ 2 For cascade decomposition, the trans.
x 2 (0+)
Riz)
C(z)
-3
(a) Direct
decomposition
x, (0 +)
R(z)
C(z)
(b)
Cascade decomposition
*i(0+)
RU)
(c) Parallel
decomposition
= (z
Fig. 4-31. State
diagrams of the transfer function C(z)/i?(z)
2)/(z 2
+
170
5z
3)
tion, (b)
by the three methods of decomposition, (a) Direct decomposiCascade decomposition, (c) Parallel decomposition.
Sec. 4.22
State Diagrams for Sampled- Data Systems / 171
fer function is first written in factored
form
z
as
C{z)
R(z)
(z
+ 4.3)(z + 0.7)
(4-492)
For the
parallel decomposition, the transfer function is first fractioned
by
partial fraction into the following
form
0.64
,
C(z) R(z)
4.22
~ z + 4.3 +
0.36
0.7
(4-493)
State Diagrams for Sampled-Data Systems
When
a discrete-data system has continuous-data as well as discrete-data

necessary if a description of the
elements, with the two types of elements separated by sample-and-hold devices,
a special treatment of the state diagram

continuous-data states
is
is
desired for
all
times.
diagram of the zero-order hold. Consider that the input of the zero-order hold is denoted by e*{i) which is a train of impulses, and the output by h{t). Since the zero-order hold simply holds the magnitude of the input impulse at the sampling instant until the next input comes along, the signal h{t) is a sequence of steps. The input-output relation
Let us
first
establish the state
in the Laplace
domain
is
written
H(s)
In the time domain, the relation
-e-*-
-E*(s)
(4-494)
is
simply
h(t)
e(kT+)
(4-495)
for
kT<t<(k +
this
l)T.
In the state diagram notation,
we need
the relation between H(s) and
e(kT+). For
purpose we take the Laplace transform on both sides of Eq.

(4-495) to give
e(kT+)
H(s)
= e(fcr+)
The
state
is
(4-496)
O
Fig. 4-32. State
for
kT < t <
illustrative
(k
\)T.
diagram representain Fig. 4-32.
diagram rep-
tion of the zero-order hold
shown
As
resentation of the zero-order

hold.
an
example on how the

is
state
let
diagram of a
sampled-data system
constructed,
us consider the
system shown in Fig. 4-33.

First, the
We
shall
demonstrate the
written
(4-497)
various available ways of modeling the input-output relations of the system.
Laplace transform of the output of the system

C(s)
is
=
s s
Fig. 4-33.
Sampled-data system.

172
/ State- Variable Characterization of
Dynamic Systems
Chap. 4
sides of the last equation yields
(4-498)
Given information on the input

response at the sampling instants.
e(t)
or e*(t), Eq. (4-498) gives the output
state
diagram can be drawn from Eq. (4-498) using the decomposition

t
technique. Figure 4-34 illustrates the discrete state diagram of he system through
x, (0 +
e(kT+)
Fig. 4-34. Discrete state
diagram of the system in
Fig. 4-33.
decomposition. The discrete dynamic equations of the system are written

directly
from
this state
diagram
*,[(*
= c(kT) =
1)7]
e- T x,(kT)
(1
e- T)e{kT)
(4-499)
x (kT)
x
(4-500)
Therefore, the output response of the system can also be obtained by solving
the difference equation of Eq. (4-499).
If the
response of the output
c(t) is
desired for
all
t,
we may construct the
diagram shown in Fig. 4-35. This state diagram is obtained by cascading the state diagram representations of the zero-order hold and the process G(s).
state
x (kT+)
{
,'
o
His)
*>
e(kT+)
Fig. 4-35. State
diagram for the system of Fig. 4-33 for the time

1)T.
interval
kT<t<(k +
Sec. 4.23
State Equations of Linear Time-Varying Systems /
173
To
determine
c(t),
which
is
also *i(f)>
we must
first
obtain X^s) by applying
the gain formula to the state diagram of Fig. 4-35.
We
have
(4 " 501)
*(*>
for
= TT~^ e(kT+) + TT~^ Xl(kT)

Taking the inverse Laplace transform of the
[1
kT <
< (& +
l)r.
last
equa-
tion gives
*i(0
e-
'- kT>
]e(kT+)
e- -*"jc,(Jtr)
t is
(4-502) valid for
kT< < (k +
t
\)T. It is interesting to note that in Eq. (4-502)

result in Eq. (4-499) gives
It is
one sampling period, whereas the x,(r) only at the sampling instants.
in Eq. (4-502), the latter
information on
let t
easy to see that
if
we
{k
Y)T
becomes Eq.
(4-499).
4.23
State Equations of Linear Time-Varying Systems
When
a linear system has time-varying elements,
it
can be represented by the
following dynamic equations
^
c(?)
= =
A(t)x(t)
+ +
B(/)r
E(r)r(?)
(4-503) (4-504)
D(0x(r)
where
x(r)
r (0
c (0
A{t), B(/), D(?),
=n =P =9
X x x
state vector
input vector
output vector
and E(t) are coefficient matrices of appropriate dimensions. The elements of these coefficient matrices are functions of t.
Unlike in the time-invariant case, time-varying differential equations do not have closed-form solutions. Let us investigate the properties
generally
of a time-varying system by considering a scalar homogeneous state equation,
This equation can be solved by
^ ^
first
a(t)x(t)
(4-505)
separating the variables,
a{t)dt
(5-506)
and then integrating both
sides to get
In x(t)
In x(t Q )
=
J'
a(z)
dx
(4-507)
Therefore,
x{t)
exp
a{x) dx\x(t a )
(4-508)
where
denotes the
initial
time.
we can define a state transition matrix for the time-varying state equation. For the scalar case under consideraJust as in the time-invariant situation,
174
Dynamic Systems
Chap. 4
tion, the state transition
matrix
is
<f>(t, t 9 )
exp
a(x) dx
(4-509)
Notice that for the time-varying case, the state transition matrix depends upon
t
and t not simply t ? For the vector-matrix

,
state equation
(t)
A(0x(r)
(4-510)
it is
simple to show that the solution can be written

x(r)
ftr,
)x(t
(4-511)
where $(t, t the problem
) is
the state transition matrix that

t
satisfies
Eq. (4-510). However,

is: Is {t,
t
is
how to find <f>(t,
in general.
The question
related
to the A(f) matrix through the following relationship ?

<J>(?, t
exp
let
H"
A(t) dx
(4-512)
To answer
into a
the posed question,
us expand the right side of Eq. (4-512)
power
series,
exp T
A(t) dx)
=I+
A(t) dx
+^
[ A(t) dx f
A(<r) </*
...
(4-513)
Taking the derivative on both we have
sides of the last equation with respect to time,
*-[T.
A(t) dx
A(0
m L'
=
A(0
A(t)
do
j-
A(t)
rft
A(f)
(4-514)
Multiplying both sides of Eq. (4-513) by A(t),
we have
j"
A(0 exp
["
('
A(t) dx
A(0
A(t) dx
(4-515)
By comparison of Eqs.
(4-514)
and
(4-515),
we
see that
^ exp
or
P
J
A(t) dx
= =
A(0 exp
A(t) Jt
(4-516)
${t,
dt
if
/ )
A(0<K?,
* o)
(4-517)
and only
if
A(r)
f A(t) dx
to
f J la
'
A(t) dx A(t)
(4-518)
that
is,
A(0
commute.
and
f
to
A(t)
rfr
The requirement
that A(r)
and
its
integral
commute
is
evidently a very
stringent condition. Therefore, in general, Eq.
(4-512) will
not be valid.
Sec. 4.23
State Equations of Linear Time-Varying Systems /
175
Most of
4>(t
the properties of the time-invariant state transition matrix,

listed as follows
t ),
can be extended to the time- varying case. These are
1.
<KMo)
1
=
)
I-
2.
3.
<f.-
(?,?
,
<f.(/
,0.
)
${t 2 ?,) <K?,,
${t 2
t )
for any
t2
Solution of the
Nonhomogeneous Time-Varying State Equation

t )
Disregarding the problem of finding the state transition matrix {t,

for the
moment, we
shall solve for the solution
of the nonhomogeneous state
equation of Eq. (4-503).

Let the solution be
x(f)
${t, to)f[{t)
(4-519)
where
satisfies
an n x 1 vector, and <^(/, t ) is the state transition matrix that Eq. (4-517). Equation (4-519) must satisfy Eq. (4-503). Substitution of Eq. (4-519) into Eq. (4-503) yields
r\(t) is
4>U,
toMO + W,
t )r\(t)
= A(0ft/, toMt) + B(0(?)

and
simplifying,
(4-520)
we
get (4-521)
t,
*oM) = Bu(0
B(f)u(0
Thus
f|(?)
<f"'(f, t )
(4-522)
and
0 =
The vector
r\(t ) is
f *
_i
(t,
?o)B(t)u(t) dx
tl(f)
(4-523)
obtained from Eq. (4-519) by setting
Thus
substitut-
ing Eq. (4-523) into Eq. (4-519),

x(f)
we have
= W,
W,
r
)x(t
+
r )
$(r,
$-(*,
)B(t)u(t)
rft
(4-524)
Since
)*-'(T,
= W, /)<K'o, t) =
)
<K', t)
(4-525)
Eq. (4-524) becomes

x(r)
ftf,
)x(r
f'
$(t, t)B(t)u(t)
dt
(4-526)
which
is
the state transition equation of Eq. (4-503).
Discrete Approximation of the Linear Time-Varying System
time-varying systems can be solved by using not readily available. It is possible to discretize the system with a time increment during which the time-varying parameters do not vary appreciably. Then the problem becomes that of solving a set of
In practice, not too
many
is
Eq. (4-526), since $(t,
t )
linear time-varying discrete state equations.
One method of
by
discretizing the
system
is
to approximate the derivative of x(r)
176
Dynamic Systems
Chap. 4
i(t)
~ -L{x[(k +
l)T]
x(kT)}
kT<t<(k+
l)T
is
(4-527)
where T is a small time interval. The state equation of Eq. mated by the time-varying difference equation
x[(k
(4-503)
approxi-
= A*{kT)x(kT) + B*(kT)r(kT) over the time interval, kT < < (k + l)T, where A.*(kT) = TXQcT) + I
+
l)T]
t
(4-528)
B*(kT)
TB(kT)
Equation (4-528) can be solved recursively in

invariant case, Eqs. (4-433) through (4-437).
much
the same
way
as in the time-
REFERENCES
State Variables and State Equations
1.
L. A. Zadeh, "An Introduction to State Space Techniques," Workshop on Techniques for Control Systems, Proceedings, Joint Automatic Control Conference, Boulder, Colo., 1962.
2.
B. C.
Kuo, Linear Networks and Systems, McGraw-Hill Book Company,
New
York, 1967.
3.
D. W. Wiberg, Theory and Problems of State Space and Linear Systems (Schaum's Outline Series), McGraw-Hill Book Company, New York, 1971.

4.
R. B. Kirchner,
"An
Explicit
Formula
for e Al ," Amer. Math. Monthly, Vol. 74,
pp. 1200, 1204, 1967.

5.
W. Everling, "On
p. 413,
the Evaluation of e A by
'
Power
Series," Proc.
IEEE, Vol.
55,
Mar. 1967.
by Truncated Power
6.
T. A. Bickart, "Matrix Exponential: Approximation Series," Proc. IEEE, Vol. 56, pp. 872-873, May 1968. T.
7.
M. Apostol, "Some Explicit Formulas

Vidyasagar,
for the Exponential Matrix e At ,"
Amer.
Math. Monthly, Vol.

8.
76, pp. 289-292, 1969.
M.
"A Novel Method
of Evaluating eA!
in
Closed Form,"
IEEE
Trans. Automatic Control, Vol.

9.
AC-15, pp. 600-601, Oct. 1970.
A C. G. Cullen, "Remarks on Computing e '," Vol. AC-16, pp. 94-95, Feb. 1971.
J.
IEEE
Trans. Automatic Control,
10.
C. Johnson and C. L. Phillips,
Integral of the State Transition Matrix,"
"An Algorithm for the Computation of the IEEE Trans. Automatic Control, Vol.
AC-16, pp. 204-205, Apr. 1971.
Chap. 4
References
177
11.
Vol. 120,
M. Healey, "Study of Methods of Computing No. 8, pp. 905-912, Aug. 1973.
Transition Matrices," Proc. IEE,
Transformations
12.
C. D. Johnson and
ical
W. M. Wonham, "A Note on
the Transformation to
Canon-
(Phase Variable) Form,"
IEEE
Trans. Automatic Control, Vol. AC-9, pp.
312-313, July 1964.

13.
I.
H. Mufti, "On the Reduction of a System to Canonical (Phase- Variable) Form," IEEE Trans. Automatic Control, Vol. AC-10, pp. 206-207, Apr. 1965.
14.
M. R. Chidambara, "The Transformation
IEEE Trans.
15.
to (Phase- Variable) Canonical Form," Automatic Control, Vol. AC-10, pp. 492-495, Oct. 1965.
L.
M. Silverman, "Transformation
of Time- Variable Systems to Canonical
(Phase- Variable) Form,"

303, Apr. 1966.
16.
IEEE
AC-11, pp. 300-
W. G. Tuel, Jr., "On the Transformation to (Phase- Variable) Canonical Form," IEEE Trans. Automatic Control, Vol. AC-11, p. 607, July 1966.
D. G. Luenberger, "Canonical Forms for Linear Multivariate Systems," IEEE Trans. Automatic Control, Vol. AC-12, pp. 290-293, June 1967.
S. J.
17.
18.
Asseo, "Phase- Variable Canonical Transformation of Multicontroller Sys-
tems,"
19.
IEEE Trans. Automatic
Control, Vol. AC-13, pp. 129-131, Feb. 1968.
B. Ramaswami and Ramar, "Transformation to the Phase- Variable Canonical Form," IEEE Trans. Automatic Control, Vol. AC-13, pp. 746-747, Dec. 1968.
20.
W. B. Rubin, "A Simple Method for Finding the Jordan Form of IEEE Trans. Automatic Control, Vol. AC-17, pp. 145-146, Feb. 1972.
K. Ogata, State Space Analysis of Control Systems, Prentice-Hall,
a Matrix,"
21.
Inc., Engle-
wood
State
22.
Cliffs, N.J.,
1967.
Diagram
B. C.
Kuo,
"State Transition
Flow Graphs of Continuous and Sampled Dynamic

Records, 18.1, Aug. 1962.
Systems,"
Controllability
23.
WESCON Convention
and Observability
Y. C. Ho, "What Constitutes a Controllable System?" Control, Vol. AC-7, p. 76, Apr. 1962.
IRE
Trans. Automatic
24.
R. E. Kalman, Y. C. Ho, and K. S. Narendra, "Controllability of Linear Dynamical Systems," Contribution to Differential Equations, Vol. 1, No. 2, pp.
189-213, 1962.
25.
E. G. Gilbert, "Controllability and Observability in Multivariate Control Systems,"/. SIAM Control, Vol. 1, pp. 128-151, 1963.
L. A. Zadeh and C. A. Desoer, Linear System Theory, McGraw-Hill Book Company, New York, 1963.
26.
27.
R. E. Kalman, "Mathematical Description of Linear Dynamical Systems," Soc. Ind. Appl. Math., Vol. II, No. 1, Ser. A, pp. 151-192, 1963.
/.
178
Dynamic Systems
Chap. 4
28.
E.
Kreindler and
P.
ability
of Linear Systems,"
Sarachik, "On the Concept of Controllability and ObservIEEE Trans. Automatic Control, Vol. AC-9, pp.
129-136, Apr. 1964.

29.
A. R. Stubberud,
"A
Controllability Criterion for a Class of Linear Systems,"
IEEE
30.
Trans. Application
and
Industry, Vol. 83, pp. 411-413,
Nov. 1964.
R. W. Brockett, "Poles, Zeros, and Feedback: State Space Interpretation," IEEE Trans. Automatic Control, Vol. AC-10, pp. 129-135, Apr. 1965.
R. D. Bonnell,
31.
"An
Observability Criterion for a Class of Linear Systems,"

p. 135, Jan. 1966.
IEEE Trans.
Automatic Control, Vol. AC-11,
CSMP {Continuous System Modeling Program)

32.
System/360 Continuous System Modeling Program (360A-CX-16X) User's Manual, Technical Publications Dept., International Business Machines Corporation,
White
Plains,
N.Y.
PROBLEMS
4.1.
Write state equations for the
electric
networks shown
in Fig. P4-1
e(t)
4.2.
The following
differential equations represent linear time-invariant systems.

(state
Write the dynamic equations matrix form.
equations and output equation) in vector-
Chap. 4
Problems
179
(a)
*!)
(b)
^
rf
dt 1
+ 3*0
4
rfc(/)
c(t)
r(t)
5c(t)
= =
r(t)
(c)
c(Q
dr(t)
c{t)
(d)
rfM)
(e)
^
<ft
"+
-c(t)
c(T)dT
/(/)
f.
1_u +
"
rf/
6^ +
rfr
5c(0
that
= ,H0 +
<fr
2^
,(/)
4.3.
Using Eq.
(4-42),
show
((>(0
Ar
Klf2 . T\ ji^
-r
J,,
4.4.
The state equations of a linear

iO)
Find the
(a)
time-invariant system are represented by
Ax(0
+ B(0
for the following cases:
<((/)
0"
"1"
-1
(b)
-2_
B =
_1_
r
-2
-3_
0"
"0"
B=
_1_
(c)
-2
-1
-2_
(d)
1
B =
0"
1
"10"
_ 1_
ro
-1
4.5.
B=
l
-1
Find the
for
4.6.
t
state transition equations for the systems described in

It is
Problem 4.4
> 0.
assumed that x(0+)
is
given and u(t)
is
a unit step function.
Given the
where
state equation
(t)
= Ax(0 +
r
-1
1
B(0
~0
A=
B
becomes
_2
0_
find the transformation such that the state equation
y(0
where A! and
4.7.
A,x(/)
B!(0
are in the phase-variable canonical form.
For the
state equation given in
Problem
4.6, if
B=
can the state equation be transformed into the phase- variable form? Explain. Given the state equations of a linear time-invariant system as
x(/)
4.8.
= Ax(?) +
B(0
180
Dynamic Systems
Chap. 4
where
1
0~
1
ro
B=
l
-2
eigenvalues of A.
4.9.
-3.
determine the transfer function relation between X(s) and U(s). Find the
For a linear time-invariant system whose state equations have coefficient matrices given by Eqs. (4-111) and (4-112) (phase-variable canonical form),
show
that
1
adj (si
- A)B =
and the
s"
is
+ ais"
-1
+ a 2 s" -2 +
is
+ aa -is +
a == 0.
4.10.
A closed-loop control
system
(t)
described by
where
r
x(t)
= //-vector,
matrix.
= Ax(0 + Bu(0 u(/) = -Gx(0 u(/) = /--vector, A is n

Show
Let
1
n,
is
r,
and
is
the
x n feedback
that the roots of the characteristic equation are
eigenvalues of
A BG.
0"
1
1
A=
-2
B=
-10_
g*\
-5
gi
G=
[i
g2
Find the characteristic equation of the closed-loop system. Determine the elements of G so that the eigenvalues of A BG are at 1, 2, 1 jl, and
1
4.11.
+/1. Can
all
the eigenvalues of
A BG
be arbitrarily assigned for this
problem?
linear time-invariant system

:
is
described by the following differential equa-
tion
d 2 c(t)
dt 2
(a)
Ml)
dt
c(t)
= r(f)
Find the
<J>(/).
(b) Let c(0)
1,
t(0)
= 0,
and
r(t)
u s (t), the unit step function; find the
state transition equations for the system.

(c)
Determine the characteristic equation of the system and the eigenvalues.

linear multivariable
4.12.
system
is
described by the following set of differential
equations
Chap. 4
Problems / 181
rf'cKQ
rf/
2
+
,
dc,(rt
rf/
+ 2c,(0-2c 2 (0=r,(0
ci(0
dt 2
(a)
c 2 (0
r 2 (f)
Write the state equations of the system in vector-matrix form. Write the output equation in vector-matrix form.
(b)
Find the transfer function between the outputs and the inputs of the system.
state transition
4.13.
Given the
equation (t)
= Ax(/), where
a
A=
a and
(a)
jo
co are real
numbers.
<^(/).
(b)
(c)
Find the state transition matrix Find the eigenvalues of A. Find the eigenvectors of A.
state equations of
4.14.
Given the
a linear system as
(t)
= Ax(/) + B(0
1
where on
1
ro
B=
|_1.
-6
-11
-6J
The eigenvalues of A are A j

x(t)
1,X 2
-2, X 3
Py(f) that will transform
A into
a diagonal matrix
3. Find a transformation A = diag [Xi X 2 X 3 ],

by
4.15.
Given a
where
linear system with the state equations described
1(0
'
= Ax(f) +
1
Bm(0
0'
1
B=
ri
_1_
.-25
The eigenvalues are X
x(/)
x
-35
I, X 2
11_
= Py(/) so that A is transformed state equations are

Find
4.16
5. Find the transformation transformed into the Jordan canonical form. The
5, X 3
HO = Ay(0 + T(0 A
and T.
diagrams for the following systems
Bu(t)
Draw
(a)
state
(0
= Ax(/) +
-3 A = -1 -5
(b) (r)
0"
1
ro
-1
B=
l
-2
-1
Ax(f)
+ Bu(f). Same A as in part (a) but with ~o r

B
4.17.
The block diagram of a feedback control system is shown in Fig.

(a)
P4-17.
Write the dynamic equations of the system in vector-matrix form.
182
Dynamic Systems
Chap. 4
Figure P4-17.
(b)
(c)
Draw
a state diagram for the system. Find the state transition equations for the system. Express the equations in matrix form. The initial states are represented by x(t'b), and the input r{t) is a unit step function, u s {t / ), which is applied at t == t
.
4.18.
Draw
(a)
state
diagrams for the following transfer functions by means of direct

10
s3
decomposition
G(s)
5s 2
+ 4s +
1)
10

W = s(s + 1F+
state
:
6(s
3)
Write the state equations from the state diagrams and express them in the phase-variable canonical form.
4.19.
Draw
(a)
diagrams for the following systems by means of parallel decom6(s
position G(s)
s(s
+ 1) + 2)(s +
3)
<i3P + ^>
Draw
5c(0
-f- +
Write the state equations from the state diagrams and show that the states are decoupled from each other.
4.20.
state
diagrams for the systems in Problem 4.19 by means of cascade
decomposition.
4.21.
Given the transfer function of a
linear system,
iQfr + G(s) UW = (s + 2(s i) 5) +
Draw
4.22.
state
position.
The
diagrams for the system using three different methods of decomstate diagrams should contain a minimum number of integrators.
is
The
state
diagram of a linear system
shown
in Fig. P4-22.
Figure P4-22.
Chap. 4
Problems / 183
(a)
Assign the state variables and write the dynamic equations of the system.
(b)
Determine the transfer function C(s)/R(s).

state
4.23.
Draw
The
diagrams for the
electric
network shown
is
in Fig. P4-1.
4.24.
state
diagram of a linear system
shown
in Fig. P4-24.
Figure P4-24.
Assign state variables on the state diagram; create additional nodes is not altered. (b) Write the dynamic equations for the system.
(a)
if
necessary, as long as the system
4.25.
Given the
where
state equation
(0
= Ax(?)
1
-2
0"
1
-2
.0
(a)
-2_
(b)
Find the eigenvalues of A. Determine the state transition matrix

state equation
<J)(0-
4.26.
Given the where
(/)
=
1
Ax(t)
B(0
on
1
ro
B =
|_1.
3
-2
-4
-3J
A are Ai = 1, A 2 = 1 j\, A = 1 +jl. Find the transformation x(?) = Py</) which transforms A into the modal form
The eigenvalues of "-1
0"
-1 -1
4.27.
=P"iAP
-1_
Given the
linear system
(0
where
(/) is
= Ax(0 +
B(0
generated by state feedback,

u(t)
= -Gx(0
is
1
The
state transition
<J>(/)
matrix for the closed-loop system
e (A-BG)
-![(,,!
_ a + BG)-
Is the following relation valid ?
e (A-BG)t
gAtg-BGt
184
Dynamic Systems
Chap. 4
where
e At e -BGr
= -l[(5I _ A)"'] = -i[(sl + BG)"
Explain your conclusions.

4.28.
Determine the
state controllability of the
system shown
in Fig. P4-28.
Figure P4-28.
(a)
(b)
= 1, b = 2, c = 2, and d=\. Are there any nonzero values for

a
completely state controllable?
a, b, c,
and (/such that the system
is
not
4.29.
Figure P4-29 shows the block diagram of a feedback control system. Determine
the state controllability
and
observability of the system
by the following
methods, whenever applicable
It
\X
3
I
\
.9
x
1
\
+ 2
' '
x2
Fig ure P4 -29.
(a)
Conditions on the A, B, D, and
matrices.
(b) Transfer function.

(c)
Coupling of
states.
is
4.30.
The
transfer function of a linear system
given by
C(s)
s s3
+a
6
is
R(s)~
(a)
+6s 2 + Us +
Determine the value of a so that the system

unobservable.
either uncontrollable or
(b) Define the state variables so that

(c)
one of them
is
uncontrollable.
is
Define the state variables so that one of the states
unobservable.
4.31.
Consider the system described by the state equation

(f)
= Ax(0 + B(0
Chap. 4
Problems
185
where
"
r
a_
"1"
B =
L-l
Find the region
controllable.
4.32.
L*J
such that the system
is
in the a-versus-6 plane
completely
Draw the state diagram of a second-order system that is neither controllable nor
observable.
4.33.
Determine the conditions on
b\,
b2
d u and d2
Bk(/)
so that the following system
is
completely state controllable, output controllable, and observable
(0
= Ax(0 + ~i r
_o
i_
c(0
=
[/,
Dx(0 d2 ]
D=
4.34.
The block diagram of a simplified control system for the Large Space Telescope (LST) is shown in Fig. P4-34. For simulation and control purposes, it would be desirable to represent the system by state equations and a state diagram.
Gimbai
controller
Control moment gyro dynamics

Vehicle
K,
~\+ K
K,
Command
Kp s +
s s
+ Kj
1
H
Js 2
position
-J
JG s
Vehicle
dynamics
KN
1
s
Figure P4-34.
(a)
Draw a state diagram for the system and write the state equations in
matrix form.
vector-
(b)
(c)
Find the characteristic equation of the system. modern control design scheme, called the state feedback, utilizes the concept of feeding back every state variable through a constant gain. In this case the control law is described by
- gjXi g 2 x 2 g]X - g x Xi
3
,
Find the values of gi, g 2 gi, and g^ such that the eigenvalues of the overall system are at s = 100, 200, 1 +/1, 1 jl. The system parameters = 600, Kj = 9700, JG = 2, Jv = 10 5 Kp = 216, and are given as
KN = 300.
All units are consistent.

186
/
Dynamic Systems
Chap. 4
4.35.
The
difference equation of
c[(k
linear discrete-data system
is
given by
2)T]
+ 0.5c[(A: +
1)T]
0.1c(kT)
(a)
Write the state equations for the system.
(b)
The k =
initial
conditions are given as c(0)

.
.
2, 3,
10 by
= 1 and c(T) = 0. Find c{kT) for means of recursion. Can you project the final value of
c(kT) from the recursive results?

4.36.
Given the discrete-data

Xl (k
state equations,
1) 1)
x 2 (k
+ +
= 0.1x 2 (k) = -x^k) + 0Jx

</>(&).
2 (k)
+ r(k)
find the state transition matrix

4.37.
A discrete-data system is characterized by the transfer function

C(z) R(z)
(a)
Kz
(z
l)(z 2
-z
3)
Draw
(b)
a state diagram for the system. Write the dynamic equation for the system
in vector-matrix form..
is
4.38.
The block diagram of a
discrete-data control system
shown
in Fig. P4-38.
>it)
tO ^T
e(t)
- e*(0
z.o.h.
2Q +
s(s
0.5)
+ 0.2)
c(t)
*-
Figure P4-38.
(a)
Draw
(b)
a state diagram for the system. Write the state equations in vector-matrix form,
x[(fc
1)71
= <J>(r)x(/cD + B(T)r(kT)
(c)
Find <^(T) when
T=
0.1 sec.
5
Mathematical Modeling
of Physical
Systems
5.1
Introduction
One
of the most important tasks in the analysis and design of control systems
is
the mathematical modeling of the systems. In preceding chapters
duced a number of well-known methods of modeling linear most common methods are the transfer function approach and the state-variable approach. However, in reality most physical systems have nonlinear characteristics to
we have introsystems. The two
some
extent.
if
A physical system may be portrayed by a linear mathelinearity.
matical model only
the true characteristics and the range of operation of the
system justify the assumption of
linear control systems have been well developed, their counterparts for nonlinear systems are usually quite complex. Therefore, the control systems engineer often has the task of determining not
Although the analysis and design of
how to accurately describe a system mathematically, but, more important, to make proper assumptions and approximations, whenever necessary, so that the system may be adequately characterized by a linear mathematical model.
only
how
important to point out that the modern control engineer should place on the mathematical modeling of the system so that the analysis and design problems can be adaptable for computer solutions. Therefore, the main objectives of this chapter are
It is
special emphasis
1.
2.
To demonstrate the mathematical modeling of control systems and components. To demonstrate how the modeling will lead to computer solutions.
187
188
Chap. 5
The modeling of many system components and control systems will be However, the emphasis is placed on the approach to the problem, and no attempt is being made to cover all possible types of systems
illustrated in this chapter.
encountered in practice.
5.2
Equations of Electrical Networks
The
classical
way of
writing network equations of an electrical network
is
the
loop method and the node method, which are formulated from the two laws of Kirchhoff. However, although the loop and node equations are easy to write,
they are not natural for computer solutions.
network equations
in this section.
is
the state-variable method.
A more modern method of writing We shall treat the subject briefly

equations of electrical
of
illustrate the basic principle
networks
More detailed discussions on the state may be found in texts on network theory. 12
Let us use the
RLC network
R
+
of Fig. 5-1 to
L
T1KP
V\AA<
HO
+
e(t)
-J?
e c (t)
Fig. 5-1.
RLC network.
It is relatively
writing state equations for electric networks.
simple to write the
loop equation of this network:

e(t)
-^l + R d = Ld
is
-f + -L q
(t)
(5-1)
where
q(t)
is
the electric charge and
related to the current

i{-c)dx
i(t)
by
(5-2)
q{t)=\'
It is
shown
in
Chapter 4 that the second-order
differential
equation in
Eq. (5-1) can be replaced by two first-order differential equations called the state equations. In this case it is convenient to define the state variables as
Xl (t)
= ^P =
=
e c (t)
(5-3)
where ec (t)
is
the voltage across the capacitor
and
(5-4)
* 2 (0
/(0
= C^)
Substituting Eqs. (5-3) and (5-4) into Eq. (5-1) yields

e(t)
= L **M + Rx
2 (t)
Xl (t)
(5-5)
Sec. 5.2
Equations of Electrical Networks / 189
Thus, from Eqs. (5-4) and (5-5) the state equations of the network are
dx
(t)
dt
*,<0
(5-6)
^r in the inductor L,
variables.
i(t),
x,(t)
Rx
2 (t)
e(t)
(5-7)
A more direct way of arriving at the state equations is to assign the current
and the voltage across the capacitor C,
e c (t), as the state
Then
the state equations are written by equating the current in
C and
way
the voltage across L in terms of the state variables and the input source. This
the state equations are written by inspection from the network. Therefore,
Current in C:
Voltage across
Since x^t)
C^4^ = dt
L
L di(f)_
i(i), it is
i(t)
(5-8)
-e c (t)
Ri(t)
e(t)
(5-9)
e c (t)
and x 2 (t)
apparent that these state equations are
identical to those of Eqs. (5-6)
and
(5-7).
In general,
it is
appropriate to assign the voltages across the capacitors and
currents in the inductors as state variables in an electric network, although there are exceptions. 12
One must
electric
recognize that the basic laws used in writing state equations for
still the KirchhofFs laws. Although the state equations in Eqs. (5-8) and (5-9) are arrived at by inspection, in general, the inspection method does not always work, especially for complicated networks. However, a general
networks are
method using
Example
5-1
the theory of linear graphs of network analysis
is
available. 1
As another example of writing the state equations of an electric network, consider the network shown in Fig. 5-2. According to the
foregoing discussion, the voltage across the capacitor e c and the cur/, and i2 are assigned as state variables, as shown in Fig. 5-2.
rents in the inductors
Fig. 5-2.
Network
in
Example
5-1.
The state equations of the network are obtained by writing the voltages across the inductors and the currents in the capacitor in terms of the three state variables. The
state equations are
^p- = -RMi) ~ e {t) +

c
e(.t)
(5-10)
L2
dh(t)
dt
-Rihit)
+ e (t)
c
(5-11)
190
Chap. 5
c^ = m-m
Rearranging the constant
canonical form:
coefficients, the state
(5-12)
equations are written in the following
diAtY]
dt
_*i
-+-
u
1
hit)
dhU)
dt
-
C
hit)
e(t)
(5-13)
de c (t)
dt
edt)
5.3
Modeling of Mechanical System Elements 3
Most feedback
ponents.
control systems contain mechanical as well as electrical
From
a mathematical viewpoint, the descriptions of electrical
comand
mechanical elements are analogous. In fact, we can show that given an electrical device, there is usually an analogous mechanical counterpart, and vice versa. The analogy, of course, is a mathematical one that is, two systems are analo;
gous to each other
they are described mathematically by similar equations. The motion of mechanical elements can be described in various dimensions as translational, rotational, or a combination of both. The equations governing the motions of mechanical systems are often directly or indirectly formulated
if
from Newton's law of motion.

Translational
Motion
The motion of translation is defined as a motion that takes place along a The variables that are used to describe translational motion are acceleration, velocity, and displacement. Newton's law of motion states that the algebraic sum offorces acting on a rigid body in a given direction is equal to the product of the mass of the body and its acceleration in the same direction. The law can be expressed as
straight line.
forces
= Ma
(5-14)
denotes the mass and a is the acceleration in the direction considered. where For translational motion, the following elements are usually involved:
1.
Mass: Mass is considered as an indication of the property of an element which stores the kinetic energy of translational motion. It is denotes the analogous to inductance of electrical networks. If
weight of a body, then
is
given by
M
where g
(5-14)
is
W
g
(5-15)
the acceleration of the

fall.
body due
sets
tion of free
Three consistent
to gravity of the acceleraof units for the elements in Eqs.
and
(5-15) are as follows:
Sec. 5.3
Modeling of Mechanical System Elements
191
Units
Mass
Weight
Acceleration
Force
MKS
CGS
British
newtons/m/sec 2
dynes/cm/sec 2
lb/ft/sec 2 (slug)
newton dyne
lb
m/sec 2
cm/sec 2
ft/sec 2
newton dyne
lb
y(t)
Figure 5-3 illustrates the situation where a force

acting
is
is
on a body with mass M. The force equation
M
Fig. 5-3.
fit)
written
fit)
Ma(t)
= M<?M
M-dv(t)
r
(5-16)
Force-mass system.
dt
where
a{t)
is
y(t) represents displacement, v(t) the velocity,

all
and
the acceleration,
referenced in the direction of the
applied force.
2.
Linear spring
to be
A linear spring in practice may be an actual spring or

is
the compliance of a cable or a belt. In general, a spring
considered
an element that
extent.
stores potential energy. It

all
is
analogous to a
is
capacitor in electric networks. In practice,

to
springs are nonlinear

small,
its
However, if the deformation of a spring behavior may be approximated by a linear relationship,

f{t)
some
Ky{t)
(5-17)
where
is
the spring constant, or simply stiffness.
The
three unit
systems for the spring constant are

Units
K
newtons/m dynes/cm
lb/ft
MKS
CGS
British
Equation (5-17) implies that the force acting on the spring

spring.
is
directly
proportional to the displacement (deformation) of the
K
-
y{t)
is
The model representing a shown in Fig. 5-4.

If the spring
is
linear spring element
AAAAA/v-
fit)
preloaded with a preload tension of
T, then Eq. (5-17) should be modified to

Fig. 5-4. Force-spring system
f{t)-T=Ry{t)
Whenever
there
is
(5-18)
Friction for translational motion.
motion or tendency
of motion between two elements, frictional forces exist.
The
frictional forces
encountered in physical systems are usually of a nonlinear nature. The characteristics of the frictional forces between two contacting surfaces often depend
on such factors as the composition of the surfaces, the pressure between the surfaces, their relative velocity, and others, so that an exact mathematical description of the frictional force is difficult. However, for practical purposes,
frictional forces
can be divided into three basic catagories: viscous
friction,
192
Chap. 5
static friction,
and Coulomb
friction.
These are discussed separately in detail
in
the following.
1.
Viscous friction. Viscous friction represents a retarding force that
is
a linear relationship between the applied force and velocity.
The The
schematic diagram element for friction

y(t)
is
often repre-
sented
by a dashpot such
as that shov/n in Fig. 5-5.

friction
is
H
Fig. 5-5.
mathematical expression of viscous

fit)
f(f)
B&
(5-19)
Dashpot
for viscous friction.
where
is
the viscous frictional coefficient.
The dimen-
sions of
in the three unit systems are as follows
Units
B
newton/m/sec
dyne/cm/sec
lb/ft/sec
MKS
CGS
British
Figure 5-6(a) shows the functional relation between the viscous

frictional force
2.
and
velocity.
Static friction. Static friction represents a retarding force that tends
to prevent
motion from beginning. The
static frictional force
can be
represented by the following expression

f{t)
(F,),_
(5-20)
where (^)^,
is
defined as the static frictional force that exists only

stationary but has a tendency of moving.
when
the
body
is
The
sign
of the friction
depends on the direction of motion or the
initial
is
direction of velocity.
The
force-velocity relation of static friction
illustrated in Fig. 5-6(b). Notice that once motion begins, the

frictional force vanishes,
3.
static
and other frictions take over. Coulomb friction. Coulomb friction is a retarding force that has a
f
+ F.
Slope =
(b)
(c)
Fig. 5-6. Functional relationships oflinear

(a)
and nonlinear frictional
forces,
Viscous
friction, (b) Static friction, (c)
Coulomb
friction.
Sec. 5.3
193
constant amplitude with respect to the change in velocity, but the sign of the frictional force changes with the reversal of the direction of velocity. The mathematical relation for the Coulomb friction is
given by
/w-'-GF/ISD
where
<5 - 2,)
is
the
Coulomb
friction coefficient.
is
tion of the friction to velocity relation
The functional descripshown in Fig. 5-6(c).
Rotational Motion
axis.
The rotational motion of a body may be defined as motion about a fixed The variables generally used to describe the motion of rotation are torque; angular acceleration, a; angular velocity, <y; and angular displacement, 6. The
following elements are usually involved with the rotational motion.
Inertia. Inertia, /, is considered as an indication of the property of an element which stores the kinetic energy of rotational motion. The inertia of a given element depends on the geometric composition about the axis of rotation
and
its
density.
For
instance, the inertia of a circular disk or a circular shaft about

is
its
geo-
metric axis
given by
J
where
= \Mr
shaft
(5-22)
r is its radius.
is
the
mass of the disk or
and
Example
5-2
Given a disk that

oz,
its
is 1 in.
in diameter, 0.25 in. thick,
and weighing 5
inertia
is
Wr 2
g
^ =
(5oz)(l
in) 2
386 in/sec 2
(5-23)
0.00647 oz-in-sec 2
given in weight per unit volume. Then, for a inertia is proportional to the fourth
length. Therefore,
if
Usually the density of the material

circular disk or shaft
it
is
can be shown that the

first
power of the radius and the

weight
W
p
is
power of the thickness or
the
is
expressed as
W = p(nr
where
length, then Eq. (5-22)
is
2 h)
(5-24)
the density in weight per unit volume, r the radius,

written
and h the thickness or
pn^ = omQ6p h/
(5-25)
(525)
where h and r are in inches. For steel, p is 4.53 oz/in 3 Eq.

;
becomes
(5-26)
J
For aluminum, p
is
= 0.0184 hr 4
Eq. (5-25) becomes
1.56 oz/in 3
= 0.00636 hr*
(5-27)
194
Chap. 5
When
T(-^
<' >
a torque
is
applied to a body with inertia /,

is
as
shown
in Fig. 5-7, the torque equation
written
(5-28)
no = Mt) = J ^r = J ~$P
The
tities
three generally used sets of units for the quan-
Fig. 5-7. Torque-inertia system,
in Eq. (5-28) are tabulated as follows
Units
Inertia
Torque
Angular Displacement
radian radian
MKS
CGS
English
kg-m 2
g-cm 2
slug-ft 2
newton-m dyne-cm
lb-ft
or lb-ft-sec 2
oz-in-sec 2
oz-m
radian
The following conversion

Angular displacement.
1
factors are often
found useful
rad
= 11? =
57.3
Angular
velocity.
1
rpm rpm
= ? = 0.1047 rad/sec oU
=
6 deg/sec
Torque.
1
= lb-ft = oz-in =
g-cm
0.0139 oz-in
192 oz-in
0.00521 lb-ft
Inertia.
1
g-cm 2
2
1.417
10" 5 oz-in-sec 2
lb-ft-sec
=192
oz-in-sec 2
oz-in-sec 2
g-cm-sec 2
1
lb-ft-sec
= = =
386 oz-in 2 980 g-cm 2

32.2 lb-ft 2
Torsional spring.
As with
the linear spring for translational motion, a
torsional spring constant K, in torque per unit angular
7X0
displacement, can be devised to represent the compliance
of a rod or a shaft
torque.
when
it
is
subject to
an applied
-M/WW
0(0
Fig. 5-8. Torque-torsional spring
Figure 5-8 illustrates a simple torque-spring system that can be represented by the following equa-
tion:
system.
7X0
KB{t)
(5-29)
Sec. 5.3
195
The dimension
for
K is given in the following units

Units
K
newton-m/rad dyne-cm/rad
oz-in/rad
MKS
CGS
British
If the torsional spring is
preloaded by a preload torque of TP, Eq. (5-29)

T(t)
is
modified to
-TP= Kd(t)
(5-30)
Friction for rotational motion.

translational
Eqs. (5-19),
parts
:
The three types of friction described for motion can be carried over to the motion of rotation. Therefore, (5-20), and (5-21) can be replaced, respectively, by their counter-
no _
n dftt)
dt
(5-31)
(5-32) (5-33)
no
where
C\)<to
{F )d=0
s
B is
is
the viscous frictional coefficient in torque per unit angular velocity,
the static friction,
and
is
the
Coulomb
friction coefficient.
Relation
Between
Translational
and Rotational Motions

it is
In motion control problems

tion into a translational one.
often necessary to convert rotational
For
instance, a load
may be
controlled to
momove
along a straight line through a rotary motor and screw assembly, such as that shown in Fig. 5-9. Figure 5-10 shows a similar situation in which a rack and
no,
Motor
HO
W
-x(0
Fig. 5-9. Rotary-to-linear motion-control system.
x(0
/VWWWWWWWWWWWWWVAA
Drive
motor
196
Chap. 5
pinion
control
as that
all
is is
used as the mechanical linkage. Another common system in motion the control of a mass through a pulley by a rotary prime mover, such
in Fig. 5-11.
shown
The systems shown
in Figs. 5-9, 5-10,
and
5-11
can
be represented by a simple system with an equivalent inertia connected
For instance, the mass in Fig. 5-1 1 can be regarded as mass which moves about the pulley, which has a radius r. Disregarding a point the inertia of the pulley, the equivalent inertia that the motor sees is
directly to the drive motor.
/=M/- 2 =
If the radius
(5-34)
is r, the equivalent inertia which the by Eq. (5-34). Now consider the system of Fig. 5-9. The lead of the screw, L, is defined as the linear distance which the mass travels per revolution of the screw. In principle, the two systems in Fig. 5-10 and 5-11 are equivalent. In Fig. 5-10, the distance traveled by the mass per revolution of the pinion is 2nr. Therefore,
of the pinion in Fig. 5-10
motor
sees is also given
using Eq. (5-34) as the equivalent inertia for the system of Fig. 5-9,
2
7
where in the British system
= fte)
2
)
(5 " 35)
= inertia (oz-in-sec W weight (oz) L = screw lead (in) g = gravitational force (386.4 in/sec
/
Mechanical Energy and Power
Energy and power play an important role

systems. Stored energy in the
in the design of electromechanical
and potential energy controls the dynamics of the system, whereas dissipative energy usually is spent in the form of heat, which must be closely controlled. The mass or inertia of a body indicates its ability to store kinetic energy. The kinetic energy of a moving mass with a velocity v is
kinetic
form of
Wk = \Mv
The following
tion:
(5-36)
consistent sets of units are given for the kinetic energy rela-
Sec. 5.3
197
Units
Energy
joule or
Mass
newton/m/sec 2
dyne-cm-sec 2
lb/ft/sec 2
Velocity
MKS
CGS
British
m/sec
cm/sec
ft/sec
newton-m dyne-cm
ft-lb
(slug)
For a rotational system, the
kinetic energy relation
is
written
(5-37)
W = ya>
k
where /
is
the
moment
of intertia and
co the
angular velocity. The following
units are given for the rotational kinetic energy:
Units
Energy
joule or
Inertia
Angular Velocity
rad/sec
MKS
CGS
British
kg-m 2
newton-m dyne-cm
oz-in
gm-cm 2
oz-in-sec 2
rad/sec
rad/sec
work required
by y
Potential energy stored in a mechanical element represents the amount of to change the configuration. For a linear spring that is deformed
in length, the potential energy stored in the spring
is
W = \Ky*
p
(5-38)
where
stored
K
is
the spring constant. For a torsional spring, the potential energy given by
is
Wp = \KQ*
When
(5-39)
dealing with a frictional element, the form of energy differs from the previous two cases in that the energy represents a loss or dissipation by the sys-
tem in overcoming the frictional force. Power is the time rate of doing work. Therefore, the power dissipated in a frictional element is the product of force
and
velocity; that
is,
P=fi>
Since
(5-40)
/=
Bv, where
B
is
is
the frictional coefficient, Eq. (5-40) becomes
P
The
Bv*
(5-41)
MKS
unit for
power
in newton-m/sec or watt; for the

is
CGS
system
it is
dyne-cm/sec. In the British unit system, power
represented in ft-lb/sec or
horsepower
(hp).
Furthermore,
1
hp
= 746 watt = 550 ft-lb/sec

is
(5-42)
Since power
is
the rate at which energy

is
being dissipated, the energy dis-
sipated in a frictional element
W = BJv
d
dt
(5-43)
198
Chap. 5
Gear
Trains, Levers,
and Timing Belts

is
gear train, a lever, or a timing belt over pulleys
a mechanical device
from one part of a system to another in such a way that force, torque, speed, and displacement are altered. These devices may also be regarded as matching devices used to attain maximum power transfer. Two gears are shown coupled together in Fig. 5-12. The inertia and friction of the
that transmits energy
gears are neglected in the ideal case considered.
0,
The relationships between the torques 7^ and T2 angular displacements and 2 and the teeth numbers JV", and N2 of the gear train are derived from
, > ,
the following facts:
The number of teeth on the surface of the gears radii r, and r 2 of the gears; that is,
is
proportional to the
r,N z
2.
=r N
1
(5-44)
is
The distance
Therefore,
traveled along the surface of each gear
the same.
6',!,
3.
62 r2
(5-45)
The work done by one gear is equal is assumed to be no loss. Thus
to that of the other since there
=T
62
JV,
(5-46)
Ti
Ft
r,,,
N,
i
4
Tiy
d7
JV,
*
T, 0,
M^4
JV,
<C2 "2
Fig. 5-12.
Gear
train.
Fig. 5-13.
Gear train with friction and inertia.
If the angular velocities of the

picture, Eqs. (5-44)
two
gears, co 1
and
co 2 , are
brought into the
through (5-46) lead to

(5-47)
0t
T2
teeth
#2
CO!
r2
In practice, real gears do have inertia and friction between the coupled gear which often cannot be neglected. An equivalent representation of a gear
train with viscous friction,
elements
is
shown
in Fig. 5-13.
Coulomb friction, and inertia considered as lumped The following variables and parameters are
defined for the gear train:
Sec. 5.3
199
T=
6 1, 6 2
applied torque
Ti,T2 /, J2
,
= =
angular displacements
torque transmitted to gears
= inertia of gears
F,i,
N u N number of teeth F = Coulomb friction coefficients B u B = viscous frictional coefficients

2
c2
The torque equation
for gear 2
T2 (t) = J2
The torque equation on the
r(0
^ ^
is
written
2
+B
+ Fc2 -^
(5-48)
side of gear
1 is
= /,
^- + *, *M> + F M- + 7\(?)
ei
(5-49)
By
the use of Eq. (5-47), Eq. (5-48)

,
is
converted to
w
T
(a
2
-N, T (t _ (n.Vj rfwo (N y B - \wj Ji -&- + )

t
W ST + n F
ddti)
>
2
if
<>
e2
Nl
(s 50) (5
|^y
Equation (5-50) indicates that it is possible to reflect inertia, friction, (and compliance) torque, speed, and displacement from one side of a gear train to the
other.
Therefore, the following quantities are obtained
when
reflecting
from gear
2 to gear
Inertia:
(i)V2
:
Viscous frictional coefficient
(--^1
B2
Torque:
^T
Angular displacement: Angular velocity:
-jrr-d 2
~co 2
Jy 2
Coulomb
If torsional spring effect
frictional torque:
-rrFc2
c 2
. ,
|a>2l
(NJN2 )
in reflecting
were present, the spring constant is also multiplied by from gear 2 to gear 1. Now, substituting Eq. (5-50) into
Eq. (5-49),
we
get
HO = /,.
where
^0 + B U ^M + T
2 2
x
(5-51)
= Ji + J (jff Bu = B + B
Ju
(jfy
(5-52)
(5-53)
200
Chap. 5
Example
5-3
Given a load that has

through a
1
inertia
of 0.05 oz-in-sec 2 and a
Coulomb
side).
fric-
tion torque of 2 oz-in, find the inertia

:
and
frictional torque reflected
5 gear train
is
reflected inertia
on
the side of JV,
(Ni/N2 = ^ with x 0.05 = 0.002 ()

2
on the load
.
The
oz-in-sec 2
The
reflected
Coulomb
friction is (^)2
= 0.4
oz-in.
Timing
belts
and chain drives
serve the
same purposes
as the gear train
except that they allow the transfer of energy over a longer distance without using
an excessive number of gears. Figure 5-14 shows the diagram of a belt or chain drive between two pulleys. Assuming that there is no slippage between the belt and the pulleys, it is easy to see that Eq. (5-47) still applies to this case. In fact,
the reflection or transmittance of torque, inertia, friction, etc.,
is
similar to that of
a gear train.
*~/i
T2
02
Fig. 5-14. Belt or chain drive.
Fig. 5-15. Lever system.
force in the
shown in Fig. 5-15 transmits translational motion and same way that gear trains transmit rotational motion. The relation between the forces and distances is
The
lever system
A
Backlash and Dead Zone
(5-55)
x{t)
\
role in gear trains
.HO
Backlash and dead zone usually play an important and similar mechanical linkages. In a great majority of situations, backlash may give rise to
In addition,
it
undesirable oscillations and instability in control systems.

"*~
~*~ 2
has a tendency to wear
down the mechan-
Output
ical
elements. Regardless of the actual mechanical ele-
ments, a physical model of backlash or dead zone between

Fig. 5-16. Physical
model of backlash
between two mechanical elements.
an input and an output member is shown in Fig. 5-16. The model can be used for a rotational system as well as
Sec. 5.3
201
for a translational system.
The amount of backlash
is
b/2 on either side of the
reference position.
upon the
motion
In general, the dynamics of the mechanical linkage with backlash depend relative inertia-to-friction ratio of the output member. If the inertia of
the output
is
member
is
controlled predominantly by friction. This
very small compared with that of the input member, the means that the output
is
member
will
not coast whenever there

is
When
stand
the output
driven by the input, the two

reverses
its
no contact between the two members. members will travel together
until the input

still
member
direction; then the output
member
will
it is
until the backlash is taken
up on the other
side, at
which time
assumed that the output member instantaneously takes on the velocity of the input member. The transfer characteristic between the input and the output
displacements of a backlash element with negligible output inertia
Figure 5-17.
is
shown
in
To
illustrate the relative
motion between the input and the output
Fig. 5-17. Input-output characteristic of backlash with negligible output

inertia.
members,
let
us assume that the input displacement
is
driven sinusoidally with
The displacements and velocities of the input and output members are illustrated as shown in Fig. 5-18. Note that the reference position of the two members is taken to be that of Fig. 5-16, that is, with the input member
respect to time.
starting at the center of the total backlash.
For
Fig. 5-18,
it is
when motion
begins, the input
member
is
in contact with the output
assumed that member on
b/2. At the other extreme, if the friction it may be neglected, the inertia of the output member remains in contact with the input member as long as the acceleration is in the direction to keep the two members together. When the acceleration of the input member becomes zero, the output member does not stop immediately but leaves the input member and coasts at a constant velocity that is equal to the maximum velocity attained by the input member. When the output member has traversed a distance, relative to the input member, equal to the full width of the backlash, it will be restrained by the opposite side of the input memthe right, so that x(0)
and y(0)
on the output member
is
so small that
202
Chap. 5
and velocity waveforms of input and output members of a backlash element with a sinusoidal input displacement.
Fig. 5-18. Displacement
Fig. 5-19. Input-output displacement characteristic of a backlash element
without
friction.
ber. At that time the output member will again assume the velocity of the input member. The transfer characteristic between the input and the output displacement of a backlash element with negligible output friction is shown in Fig. 5-19. The displacement, velocity, and acceleration waveforms of the input and output members, when the input displacement is driven sinusoidally, is shown in
Fig. 5-20.
In practice, of course, the output
backlash usually has friction as well as

Figs. 5-18
member of a mechanical linkage with inertia. Then the output waveforms in

lie
response to a sinusoidally driven input displacement should
between those of
and
5-20.
Sec. 5.4
Equations of Mechanical Systems
203
Displacement
Velocity
Acceleration
Output
Input
and acceleration waveforms of input and output members of a backlash element when the input displacement
Fig. 5-20. Displacement, velocity,
is
driven sinusoidally.
5.4
Equations of Mechanical Systems 3
The equations of a linear mechanical system are written by first constructing a model of the system containing interconnected linear elements, and then the system equations are written by applying Newton's law of motion to the freebody diagram.
Example
5-4
Let us consider the mechanical system shown in Fig. 5-2 1(a). The free-body diagram of the system is shown in Fig. 5-21 (b). The force
d 2 y(t)
y)
*-/(/)
(a)
(b)
Fig. 5-21. (a) Mass-spring-friction system, (b)
Free-body diagram.
204
Chap.
equation of the system
is
written
(5-56)
This second-order differential equation can be decomposed into two first-order state equations, using the method discussed in Chapter 4. Let us assign x x = y and jc 2 =
dy/dt as the state variables.
Then Eq.
**(/)
(5-56)
is
written
dxj(t)
dt
(5-57)
T
It is
-i^<)-M^> + ]>>
mechanical system
is
(5-58)
not
difficult to see that this
analogous to a
series
RLC
electric
ly
network. With this analogy
it is
simple to formulate the state equations direct-
from the mechanical system using a different set of state variables. If we consider mass is analogous to inductance, and the spring constant K is analogous to the inverse of capacitance, 1/C, it is logical to assign v(t), the velocity, and f (t), the force k acting on the spring, as state variables, since the former is analogous to the current in an inductor and the latter is analogous to the voltage across a capacitor.
that
Then
the state equations of the system are
Force on mass
M Mp =
l
_ Mt)
-A(0
-i-/(0
(5-59)
Velocity of spring
dfk (t)
dt
K
is
_ v{t)
(5-60)
Notice that the
first state
equation
is
similar to writing the equation
on the voltage
across an inductor; the second
through a capacitor. This simple example further illustrates the points made in Chapter 4 regarding the fact that the state equations and state variables of a dynamic system are not unique.
like that of the current
Example
As a second example of writing equations for mechanical systems, consider the system shown in Fig. 5-22(a). Since the spring is deformed when it is subjected to the force /(f), two displacements, Vi and y 2 must be assigned to the end points of the spring. The free-body diagrams of the system
5-5
,
are given in Fig. 5-22(b).
From
these free-body diagrams the force equations of the
system are written
y 2 U)
VA
yi(0
Md
y 2 (t)
2
dt
y 2 U)
yi(t)
CF
-nptfs-
M
fU)
-nnnnK(y
l
dy 2 (t)
-y 2
/(
~dT-
(a)
(b)
Fig. 5-22.
Mechanical system for Example
5-5. (a)
Mass-spring-friction
system, (b) Free-body diagrams.
Sec. 5.4
205
fit)
= K\y
(t)
- y 2 (t)]
(5-61)
K[yi(t)
(5-62)
Now
let
us write the state equations of the system. Since the differential equation of
is
the system
already available in Eq. (5-62), the most direct
way
is
to
decompose
this
equation into two first-order differential equations.

Therefore, letting
(t)
=y
dt
2 (t)
and x 2 (t)
2 (t)
= dy 2 (t)/dt,
Eqs. (5-61) and (5-62) give
dxi(t)
=x
(5-63)
dt
-*(')
+ 3^/(0
body with mass
state variable, so
(5-64)
As an
alternative,
we can
assign the velocity v(t) of the
M as one
we have
(5-65)
state variable,
and the force f {t) on the spring as the other k

dv(i)
,,,
-,.
and
/*(')
=/(')
(5-66)
One may wonder
at this point if the

it
two equations
in Eqs. (5-65)
and
(5-66) are
seems that only Eq. (5-65) is a state equation, but we do have two state variables in v(t) and f (t). Why do we need only one state equation k here, whereas Eqs. (5-63) and (5-64) clearly are two independcorrect as state equations, since
ent state equations?
The
situation
is
better explained (at least
for electrical engineers) by referring to the analogous electric
Fig. 5-23. Electric
network analogous
to the mechanical system of Fig. 5-22.
network of the system, shown in Fig. 5-23. It is clear that although the network has two reactive elements in L and C and thus there should be two state variables, the capacitance in this case is a "redundant" element, since e c (t) is equal to the applied voltage e(t). However, the equations in Eqs. (5-65) and (5-66) can provide only the solution to the velocity of once /(f) is specified. If we need to find the displacement yît) at the point where f(t) is applied, we have to use the relation
ydt)
= &jp + y 2 (t) = + P
v(t)
dx
+ y 2 (0+)
(5-67)
where
yi(t)
.^(O-l-)
we can
is
displacement of the body with mass M. On the other hand, from the two state equations of Eqs. (5-63) and (5-64), and then determined from Eq. (5-61).
is
the
initial
solve for y 2 (t)
Example
5-6
In this example the equations for the mechanical system in Fig. 5-24(a) are to be written. Then we are to draw state diagrams and derive transfer functions for the system.
for the
The free-body diagrams
reference directions of the displacements
two masses are shown in Fig. 5-24(b), with the y and y 2 as indicated. The Newton's force
t
206
Chap. 5
^^^^^
K-,
M-,
y 2 (f)
K,
*i(>-i
M,
Vlit)
no
(a)
/u)
(b)
Fig. 5-24.
Mechanical system for Example
5-6.
equations for the system are written directly from the free-body diagram:
(5-68)
(5-69)
dt*
dt
differential
We may now
decompose these two second-order simultaneous
equations
into four state equations by defining the following state variables
x,
= yi
dy\
(5-70)
Xl
dx
dt
(5-71)
dt
x 3 =yi xt
(5-72)
dy 2
dt
dx 3
dt
(5-73)
Equations (5-71) and (5-73) form two state equations naturally; the other two are obtained by substituting Eqs. (5-70) through (5-73) into Eqs. (5-68) and (5-69), and
rearranging
we have
dxi dt
= x2
(5-74)
Sec. 5.4
207
dx 2
dt
Xi)
~ Ml {Xz ~
Xi)
Wm
x
(5-75)
dx 3
dt
Xi
(5-76)
dt
If
-M
Xl
A",
X2
+
2
AT2
"3 *3
x
A/ 2
(,
+ Bi )x i
(5-77)
we
are interested in the displacements

yi(t)
and
j^, the output equations are (5-78) (5-79)
written
= *i(0
* = *s(0
x
The state diagram of the system, according to the equations written above, is drawn as shown in Fig. 5-25. The transfer functions Y (s)IF(s) and Y2 (s)/F(s) are
By/Mj
Fig. 5-25. State
diagram for the mechanical system of Fig.
5-24.
obtained from the state diagram by applying Mason's gain formula. The reader should verify the following results (make sure that all the loops and nontouching loops
are taken into account)
m
x
(s)
M
B
t
2 s*
(Bi
+ B )s + A
2
(K
+ K2
(5-80)
MO F(s)
where
+K
(5-81)
A =
MM
x
2 s*
+B
system.
1 (B l
+ [M (B + B2 + B M2 - Bfis* + [M (K + K2 ) + K M2 + B2 ) - BiK^s 2 + [K B 2 + B (K + K2 )]s + K K2

X
(5-82)
The state equations can also be written directly from the diagram of the mechanical The state variables are assigned as v = dy /dt, v 2 = dy 2 /dt, and the forces on the two springs, /x! and f K2 Then, if we write the forces acting on the masses and the velocities of the springs, as functions of the four state variables and the external force,
t x
.
the state equations are
Force on
x :
dv
x
~di
-B lVl
+B v -fK1 +f
x
(5-83)
208
Chap. 5
Force on
M
.
-%*
= fi,î
#,(*>i
(2?i
B2 )v 2 +/ki
fx:
(5-84)
Velocity on
df Ki "^-
v2 )
(5-85)
Velocity
on
K2
^p = K v
2
(5-86)
Example
The rotational system shown in Fig. 5-26(a) consists of a disk mounted on a shaft that is fixed at one end. The moment of inertia of the disk about its axis is /. The edge of the disk is riding on a surface, and the viscous friction coefficient between the two surfaces is B. The inertia of the shaft
5-7
negligible,
is
but the
stiffness is
K.
<s^^^^
^^^^
(a)
(b)
Fig. 5-26. Rotational system for
Example
5-7.
Assume that a torque is applied to the disk as shown; then the torque or moment equation about the axis of the shaft is written from the free-body diagram of Fig.
5-26(b):
T(t) = J 4%P +
Notice that
equations
this
B^ +
K0(t)
(5-87)
system
is
analogous to the translational system of Fig. 5-21. The state

x-i(t)
may be
written by defining the state variables as
6(t)
and dx
{f)\dt
= x 2 (t).
exercise.
The reader may carry out the next
step of writing the state equations as
an
5.5
Error-Sensing Devices
in
Control Systems 4
'
In feedback control systems it is often necessary to compare several signals at a certain point of a system. For instance, it is usually the case to compare the
reference input with the controlled variable; the difference between the two
signals
is
called the error.
The
error signal
is
then used to actuate the system.
The
block-diagram notation for the algebraic
sum of
several signals
is
defined in
Fig. 3-5. In terms of physical
components, an error-sensing device can be a simple
potentiometer or combination of potentiometers, a differential gear, a transformer, a differential amplifier, a synchro, or a similar element. The mathematical
modeling of some of these devices
is
discussed in the following.
Sec. 5.5
in
Control Systems
209
Potentiometers. Since the output voltage of a potentiometer

to the shaft displacement,
is
proportional
when
a voltage
is
applied across
its
fixed terminals,
the device can be used to
compare two
shaft positions. In this case one shaft
may be
fastened to the potentiometer case
and
the other to the shaft of the
potentiometer.
When
a constant voltage
is
applied to the fixed terminals of the
potentiometer, the voltage across the variable and the reference terminals will be proportional to the difference between the two shaft positions. The arrangeing devices
ment shown in Fig. 5-27(b) is a one-potentiometer realization of the error-sensshown in Fig. 5-27(a). A more versatile arrangement may be obtained by using two potentiometers connected in parallel as shown in Fig. 5-27(c). This
(a)
u(0
(b)
o_
-e(0-
(c)
Block-diagram and signal-flow-graph symbols for an error one potentiometer, (c) Position error sensor using two potentiometers.
Fig. 5-27. (a)
sensor, (b) Position error sensor using
t
T
o
Load
e(f)
(a)
Gear
train
dc amplifier
e a (t)
Input
shaft
U >
Permanent-magnet dc motor
Fig. 5-28. (a) Direct current control system with potentiometers as error
detectors, (b) Typical
waveforms of
signals in the control system of (a).
210
Sec. 5.5
in
Control Systems / 211
allows comparison of two remotely located shaft positions.

v(t)
The applied voltage
can be ac or dc, depending upon the types of transducers that follow the error sensor. If v(t) is a dc voltage, the polarity of the output voltage e(t) determines the relative position of the two shafts. In the case of an ac applied voltage,
e(t) acts
the phase of
as the indicator of the relative shaft directions. In either
case the transfer relation of the two error-sensor configurations can be written
e(t)
= K [O (t) s
6 c (t)]
(5-88)
where
e(t)
s
= K =
error voltage, volts

sensitivity
of the error sensor, volts per radian

the applied voltage
if
The value of K, depends upon
and the
total displacement
is
capacity of the potentiometers. For instance,
the magnitude of v(t)
V volts
and each of the potentiometers is capable of rotating 10 turns, Ks = F/2O71 V/rad. A simple example that illustrates the use of a pair of potentiometers as an error detector is shown in Fig. 5-28(a). In this case the voltage supplied to the error detector, v(t), is a dc voltage. An unmodulated or dc electric signal, e(t), proportional to the misalignment between the reference input shaft and the
controlled shaft, appears as the output of the potentiometer error detector. In control system terminology, a dc signal usually refers to an unmodulated signal.
On the other hand, an ac signal in control systems is modulated by a modulation

from those commonly used in electrical and ac indicates alternating. As shown in Fig. 5-28(a), the error signal is amplified by a dc amplifier whose output drives the armature of a permanent-magnet dc motor. If the system works properly, wherever there is a misalignment between the input and the output shafts, the motor will rotate in such a direction as to reduce the error to a minimum. Typical waveforms of the signals in the system are shown in Fig. 5-28(b). Note that the electric signals are all unmodulated and the output displacements of the motor and the load are essentially of the same form as the error signal. Figure 5-29(a) illustrates a control system which could serve essentially the same purpose as that of the system of Fig. 5-28(a) except that ac signals
process. These definitions are different engineering, where dc simply refers to unidirectional
prevail. In this case the voltage applied to the error sensor is sinusoidal.
The
frequency of this signal

signal that
is
is
usually
much
higher than the frequency of the true

signal v(t)
being transmitted through the system. Typical signals of the ac
control system are

carrier signal
shown in Fig. 5-29(b). The whose frequency is co c or

,
is
referred to as the
v(t)=V sin
Analytically, the output of the error sensor
e(t)
co c t
is
(5-89)
given by
(5-90)
= K,0JMt)
where 0,(0 is the difference between the input displacement and the load displacement, 0/0 r (?) c (f). For the 0/0 shown in Fig. 5-29(b), e(t) becomes
a suppressed-carrier modulated'signal.
A reversal in phase of e(t)
occurs whenever
212
Chap. 5
6c (t)
Load
Gear
train
Two-phase ac motor
(a)
Fig. 5-29. (a)
AC control system with potentiometers as error detector,

(a).
(b)
Typical waveforms of signals in the control system of
the signal crosses the zero-magnitude axis. This reversal in phase causes the ac
motor
to reverse in direction according to the desired sense of correction of the
error 6t).
The name "suppressed-carrier modulation" stems from the

6 e (t)
is
fact that
when a
signal
modulated by a
carrier signal v(t) according to Eq. (5-90),
Sec. 5.5
in
Control Systems
213
the resultant signal e(t)

illustrate this, let us
no longer contains the original carrier frequency assume that 8t) is also a sinusoid given by
0,(0
.
co c
To
sin o>X?)
(5-91)
relations, substitut-
where normally, co s <C co c By use of familiar trigonometric ing Eqs. (5-89) and (5-91) into Eq. (5-90) we get
e(t)
$K
V[cos(co c
co s )t
cos (co c
+ co
s )t]
(5-92)
no longer contains the carrier frequency co c or the signal frequency co s but it does have the two side bands co c + co s and co c co s Interestingly enough, when the modulated signal is transmitted through the system, the motor acts as a demodulator, so that the displacement of the load will be of the same form as the dc signal before modulation. This is clearly seen from the waveforms of Fig. 5-29(b).
Therefore,
e(t)
,
.
should be pointed out that a control system need not contain all-dc or components. It is quite common to couple a dc component to an ac component through a modulator or an ac device to a dc device through a demodulaIt
all-ac
tor.
For instance, the dc amplifier of the system in Fig. 5-28(a) may be replaced by an ac amplifier that is preceded by a modulator and followed by a demodula-
tor.
Synchros.
Among
the various types of sensing devices for mechanical
most widely used is a pair of synchros. Basically, a synchro is a rotary device that operates on the same principle as a transformer and produces a correlation between an angular position and a voltage or a set of voltages. Depending upon the manufacturers, synchros are known by such trade names as Selsyn, Autosyn, Diehlsyn, and Telesyn. There are many types and different applications of synchros, but in this section only the synchro transmitter and the
shaft errors, the
synchro control transformer will be discussed.
Synchro Transmitter
synchro transmitter has a Y-connected stator winding which resembles
the stator of a three-phase induction motor.
bell-shaped magnet with a single winding.

transmitter
is
The rotor is a salient-pole, dumbThe schematic diagram of a synchro

is
shown
in Fig. 5-30.
single-phase ac voltage
applied to the
Stator
Slip
*1
ac voltage
R-,
rings
Rotor
Stator
(a)
(b)
Fig. 5-30.
Schematic diagrams of a synchro transmitter.
214
Chap. 5
rotor through two slip rings.

transmitter,
which
is
The symbol G is often used to designate a synchro sometimes also known as a synchro generator.
Let the ac voltage applied to the rotor of a synchro transmitter be

e r (t)
=E
sin co c t
(5-93)
When the rotor is in the position shown in Fig.

electric zero, the voltage
5-30, which is defined as the induced across the stator winding between S 2 and the
is
neutral n
is
maximum and
written
e s,Sf)
= KE
sin cot
(5-94)
where
A"
is
a proportional constant.
The voltages across

cot
the terminals 5[
and
S3 n
are
e Sm (t)
e sm(0
= KE = KE = = =
cos 240 sin
cos 120 sin cot
= 0.5KE, sin cot = 0.5KE, sin cot

sin cot
(5-95) (5-96)
the terminal voltages of the stator are

e SiS , e Sl s, e Sl e Stn e S,n
e S,Si
- es = e Ss = e Sin ~
,
\.5KE
1.5KE,
(5-97)
sin cot
(5-98)
The above equations show
that, despite the similarity
between the construcin
tion of the stator of a synchro
and that of a three-phase
machine, there are only single-phase voltages induced

the stator.
Consider
mitter
is
now
that the rotor of the synchro trans-
allowed to rotate in a counterclockwise direc-
tion, as
shown
will
in Fig. 5-31.
The
voltages in each stator
winding
vary as a function of the cosine of the rotor

is,
displacement 6; that
the voltage magnitudes are

r
ESl = KE
Fig. 5-31.
cos (6
240)
(5-99)
Rotor position
of a synchro transmitter.
Es = KE ESin = KE
cos 9
cos (0
(5-100)
120)
(5-101)
The magnitudes of
the stator terminal voltages

.
become
240)
120)
ESlS = ESin - ESm = ,/TKE, sin (9 +

*J~TKE
r
(5-102)
(5-103)
sin (9
Es
shown
,s<
^fJKE
sin
(5-104)
is
A plot of these terminal voltages as a function

in Fig. 5-32. Notice that
of the rotor shaft position
each rotor position corresponds to one unique set of stator voltages. This leads to the use of the synchro transmitter to identify angular positions by measuring and identifying the set of voltages at the three
stator terminals.
Sec. 5.5
in
Control Systems /
215
Volts
Rotor position 6 (degrees)
Fig. 5-32. Variation of the terminal voltages of a
synchro transmitter as
a function of the rotor position.
is
measured counterclockwise from
the electric zero.
Synchro Control Transformer

Since the function of an error detector
is
to convert the difference of

is
two
shaft positions into an electrical signal, a single synchro transmitter
apparently
A typical arrangement of a synchro error detector involves the use of two synchros: a transmitter and a control transformer, as shown in Fig. 5-33.
inadequate.
Synchro
transmitter
Control transformer
R,
Rotor
Output voltage proportional to

sin (0,
dc )
Fig. 5-33.
Synchro error detector.
For small angular deviations between the two rotor

voltage
is
positions, a proportional generated at the rotor terminals of the control transformer. Basically, the principle of operation of a synchro control transformer is
is
identical to that of the synchro transmitter, except that the rotor
cylindrically
shaped so that the air-gap flux

feature
is
is
uniformly distributed around the rotor. This

electrical device, in
in the rotor
essential for a control transformer, since its rotor terminals are usually
connected to an amplifier or similar

sees a constant impedance.
order that the latter
The change
impedance with rotations of
the shaft position should be minimized.
216
Chap. 5
The symbol
CT
is
often used to designate a synchro control transformer.
Referring to the arrangement shown in Fig. 5-33, the voltages given by

Eqs. (5-102), (5-103), and (5-104) are
now
impressed across the corresponding
stator terminals of the control transformer. Because of the similarity in the
magnetic construction, the flux patterns produced in the two synchros will be the same if all losses are neglected. For example, if the rotor of the transmitter
is
in its electric zero position, the fluxes in the transmitter

(b).
is
and
in the control
transformer are as shown in Fig. 5-34(a) and
When
the rotor of the control transformer
in the position
shown
in Fig.
5-34(b), the induced voltage at its rotor terminals is zero.
The
its
shafts of the
two
is
synchros are considered to be in alignment.

trol
When the
rotor position of the con-
transformer
is
rotated 180 from the position shown,
terminal voltage
again zero. These are
known
as the
is
the control transformer rotor

Synchro
transmitter
at
two null positions of the error detector. If an angle a from either of the null positions,
Control transformer
-~~|
/
L/X a = or
!
180
/f
Rotor voltage =
Flux pattern
(b)
Control transformer
Control transformer
Flux
pattern
Rotor pattern proportional

to sin
Rotor voltage
is
at
maximum
(d)
(c)
Fig. 5-34. Relations
among
flux patterns, rotor positions,
and the rotor
voltage of synchro error detector.
Sec. 5.5
in
Control Systems /
217
such as that shown in Fig. 5-34(c) and

proportional to sin a. Similarly,
is
it
(d), the magnitude of the rotor voltage is can be shown that when the transmitter shaft
in
shift accordingly,
any position other than that shown in Fig. 5-34(a), the flux patterns will and the rotor voltage of the control transformer will be pro-
portional to the sine of the difference of the rotor positions, a.
The rotor voltage
of the control transformer versus the difference in positions of the rotors of the transmitter and the control transformer is shown in Fig. 5-35.
Rotor
voltage
Vr
360
a=(dr -dc
Fig. 5-35.
Rotor voltage of control transformer as a function of the
dif-
ference of rotor positions.
From
device.
Fig. 5-35
it is
apparent that the synchro error detector
is
a nonlinear
However, for small angular deviations of up to 15 degrees in the vicinity of the two null positions, the rotor voltage of the control transformer is approximately proportional to the difference between the positions of the rotors of the transmitter and the control transformer. Therefore, for small deviations,
the transfer function of the synchro error detector can be approximated by a
constant
Ks
K
where
ê~rri
" (5 105)
E=
error voltage
shaft position of synchro transmitter, degrees shaft position of synchro control transformer, degrees
= = = Ks =
Br 9C 9e
error in shaft positions

sensitivity
of the error detector, volts per degree
The schematic diagram of a positional control system employing a synchro error detector is shown in Fig. 5-36(a). The purpose of the control system is to make the controlled shaft follow the angular displacement of the reference input shaft as closely as possible. The rotor of the control transformer is mechanically
mitter
connected to the controlled shaft, and the rotor of the synchro transis connected to the reference input shaft. When the controlled shaft is
angular misalignment
exists,
is zero and the motor does not an error voltage of relative polarity
aligned with the reference shaft, the error voltage

turn.
When an
218
Chap. 5
Two-phase
induction
motor
Reference
input
Controlled output
(a)
or
r
+ ^1
ac
amplifier
em
Motor
Gear
load
ec
(b) Fig. 5-36. (a) Alternating current control system
employing synchro
error detector, (b) Block diagram of system in
(a).
appears at the amplifier input, and the output of the amplifier will drive the motor in such a direction as to reduce the error. For small dev iations between the controlled and the reference shafts, the synchro error detector can be represented by the constant Ks given by Eq. (5-105). Then the linear operation of the positional control system can be represented by the block diagram of Fig. 5-36(b). From the characteristic of the error detector shown in Fig. 5-35, it is clear that Ks has opposite signs at the two null positions. However, in closed-loop systems, only one of the two null positions is a true null; the other one corresponds to an
unstable operating point.
system shown in Fig. 5-36(a), the synchro positions are and the controlled shaft lags behind the reference shaft; a positive error voltage will cause the motor to turn in the proper direction to correct this lag. But if the synchros are operating close to the false null, for the same lag between 9 r and 6 C the error voltage is negative and the motor is driven in
Suppose
that, in the
close to the true null
the direction that will increase the lag.
A larger lag in the controlled shaft posi-
Sec. 5.6
Tachometers / 219
tion will increase the magnitude of the error voltage
still
further
and cause the
motor to rotate
is reached. In reality, the error signal at the rotor terminals of the synchro control transformer may be represented as a function of time. If the ac signal applied to the rotor terminals of the transmitter is denoted by sin a> c t, where co c is known
in the
same
direction, until the true null position
as the carrier frequency, the error signal

e(t)
e
is
given by
c
= Ks O (i) sin a
e(t) is
(5-106)
Therefore, as explained earlier,

signal.
again a suppressed-carrier modulated
5.6
Tachometers 4
Tachometers are electromechanical devices that convert mechanical energy into electrical energy. The device works essentially as a generator with the output voltage proportional to the magnitude of the angular velocity.
In control systems tachometers are used for the sensing of shaft velocity and
improvement of system performance. For instance, in a control system with the output displacement designated as the state variable *, and the output
for the
velocity as the state variable
means of a potentiometer while x 2
Fig. 5-37.
variable may be excessed to by monitored by a tachometer. In general, tachometers may be classified into two types: ac and dc. The simplified schematic diagrams of these two versions are shown in Fig. 5-37. For the ac tachometer, a sinusoidal voltage of rated value is applied to the primary winding. o A secondary winding is placed at a 90 angle mechanically with respect to the primary winding. When the rotor of the tachometer is stationary, the output voltage at the secondary winding is zero. When the rotor shaft is rotated, the output voltage of the tachometer is closely
,
x2
the
first state
is
'
proportional to the rotor velocity. The polarity of the
Schematic diagram of a
tachometer.
The input-output
dependent upon the direction of rotation, relation of an ac tachometer can be represented by a first-order differential equation
volta
is
e l (t)
=K
^jp
and K,
is
(5-107)
where
e,{t) is
the output voltage, 9{t) the rotor displacement,
defined as
the tachometer constant, usually represented in units of volts per
rpm
or volts
per 1000 rpm. The transfer function of an ac tachometer is obtained by taking the Laplace transform of Eq. (5-107); thus
g> =
K,s
(5-108)
described above.
dc tachometer serves exactly the same purpose as the ac tachometer One advantage of the dc tachometer is that the magnetic field of the device may be set up by permanent magnet, and therefore no separate
220
Chap. 5
excitation voltage
is
required. In principle, the equations of Eqs. (5-107)
and
by dc
(5-108) are also true for a dc tachometer.
A dc tachometer can also replace an ac tachometer in

use of a modulator to convert
its
a control system
ac.
dc output signal into

if a
Similarly, a
is
tachometer can be replaced by an ac one to convert the ac output to dc.
phase-sensitive demodulator
used
5.7
DC Motors
in
Control Systems
Direct current motors are one of the most widely used prime movers in industry.
The advantages of dc motors are that they are available in a great variety of types and sizes and that control is relatively simple. The primary disadvantage
of a dc motor relates to its brushes and commutator. For general purposes, dc motors are classified as series-excited, shunt-
and separately-excited, all of which refer to the way in which the field is excited. However, the characteristics of the first two types of motor are highly nonlinear, so for control systems applications, the separately-excited dc motor
excited,
is
the most popular.
The separately-excited dc motor is divided into two groups, depending on whether the control action is applied to the field terminals or to the armature terminals of the motor. These are referred to di% field controlled and armature controlled, where usually the rotor of the motor is referred to as the armature
(although there are exceptions).
In recent years, advanced design and manufacturing techniques, have produced dc motors with permanent-magnet fields of high field intensity and rotors of very low inertia motors with very high torque-to-inertia ratios, in other words. It is possible to have a 4-hp motor with a mechanical time constant as low as 2 milliseconds. The high torque-to-inertia ratio of dc motors has opened new applications for motors in computer peripheral equipment such as tape drives, printers, and disk packs, as well as in the machine tool industry. Of course, when a dc motor has a permanent-magnetic field it is necessarily arma-
ture controlled.
The mathematical modeling of the armature-controlled and field -controlled

dc motors, including the permanent-magnet dc motor,
ing.
is
discussed in the follow-
Field-Controlled
DC Motor
in Fig. 5-38.
The schematic diagram of a field-controlled dc motor is shown The following motor variables and parameters are defined
ea {t)
armature voltage
Ra
0(f)
armature resistance
air-gap flux
e b (t)
Kb
back emf (electromotive force) voltage back emf constant
Sec. 5.7
DC
Motors
in
Control Systems / 221
/.
= constant
diagram of a field-controlled dc motor.
K,
4(f)
i (t)
torque constant
armature current
field
current
e f (t)
field
voltage
Tm (t)
Jm
torque developed by motor

rotor inertia of
motor
Bm
OJt)
viscous frictional coefficient
angular rotor displacement
To
carry out a linear analysis, the following assumptions are
made:
2.
The armature current is held constant, The air-gap flux is proportional to the
0(0
/'
/.
is,
field current; that
= Kf
i {t)
(5-109)
3.
flux
The torque developed by the motor and the armature current. Thus
TJt)
where
is
proportional to the air-gap
= Km IJ(t)
(5-H0)
Km
is
a constant. Substituting Eq. (5-109) into Eq. (5-110)
gives
TJt)
If
= Km Kf IJf {t) Km Kf I =K
t
<t
(5-111)
we
let
Kt
(5-112)
be the torque constant, Eq. (5-111) becomes
TJf)
f {t)
(5-113)
Referring to the motor circuit diagram of Fig. 5-38, the state variables are
assigned as if (t), cojt), and OJt). The first-order differential equations relating these state variables and the other variables are written
L/-^ = -RMt) + e f
(t)
(5-114)
222
Chap. 5
Jn
dcoJt)
dt
= _ BmCOm(t) + = co m (t)
TJf)
(5-115)
dBJf)
dt
(5-116)
in
By proper
equations:
substitution, the last three equations are written
the form of state
'
dif {t)
'
f
~
1
dt
i/O
d(Q m (t)
dt
Kj
J
Bm
J
1
~.
coJJ)
efy)
(5-117)
ddjt)
.
dt
[9Jf)
in Fig. 5-39.
The state diagram of the system is drawn as shown
The transfer
"s-l
ULf
oe
Ki/Jm
-R L f' f
Fig. 5-39. State
~B m Um
diagram of a field-controlled dc motor.
is
function between the motor displacement and the input voltage

the state diagram as
fl-fr)
obtained from
Ef (s)
or
Om(s)
_
Lf Jm s 3
K,
(R,JM
+ Bm Lf )s + R B n s
2
(5-118)
Ef(s)
where
r_
K
R a Bm s(l +
T m s)(l
(5-H9)
x f 8)
-=P-
mechanical time constant of motor
xf
= -= = field electrical time constant of motor K

f
Armature-Controlled
DC Motor
is
The schematic diagram of an armature-controlled dc motor

Fig. 5-40. In this case for linear operation
it is
shown
in
necessary to hold the field current

t
of the motor constant. The torque constant
relates the
motor torque and the
Sec. 5.7
DC
Motors
in
Control Systems
223
+o
WvV
Constant
field
current
diagram of an armature-controlled dc motor.
armature current,
i a (t)
thus
TJt)
where
K,Ut)
is
(f>
(5-120)
is
a function of the air-gap flux, which
constant in this case.

is
Of
course, in the case of a permanent-magnet motor,
constant also.
The back
emf voltage
is
proportional to the motor speed,

e(t)
=K
dOJf)
dt
co m (t)
(5-121)
With reference
to Fig. 5-40, the state equations of the armature-controlled
dc motor are written

diJLO I dt
dco m (t)
dt
Ra
r
=
_
La Bm
1
ao
co m (0
ej,t)
(5-122)
dBJf)
dt
OJt)
The state diagram of the system is drawn as shown in Fig. 5-41 The transfer function between the motor displacement and the input voltage is obtained from
.
the state diagram as
e m (s)
K,
E (s)
a
La Jm s>
(R a Jm
+ B m L )s +
2
(Kb K
+ R Bm )s
a
(5-123)
Although a dc motor is basically an open-loop system, as in the case of the field-controlled motor, the state diagram of Fig. 5-41 shows that the arma-
motor has a "built-in" feedback loop caused by the back emf. back emf voltage represents the feedback of a signal that is proportional to the negative of the speed of the motor. As seen from Eq. (5-123), the back emf constant, Kb represents an added term to the resistance and factional coefficient. Therefore, the back emf effect is equivalent to an "electrical friction," which tends to improve the stability of the motor.
ture-controlled
Physically, the
,
It should be noted that in the English unit system, K, is in lb-ft/amp or oz-in/amp and the back emf constant Kb is in V/rad/sec. With these units,
and
are related by a constant factor.
We
can write the mechanical power
224
Chap. 5
Fig. 5-41. State
Kb IL a
diagram of an armature-controlled dc motor.
developed in the motor armature as
= e (t)i
b
a (t)
watts
(5-124)
e b {t)ia {t)
746
hp
Substituting Eqs. (5-120) and (5-121) into Eq. (5-124),
we
get
p
This power
is
K Tm ddjjt) ~ 146K, dt
h
hp
(5-125)
equal to the mechanical power
P ~ Tm de m (t) 550 dt
Therefore, equating Eqs. (5-125) and (5-126),
hp
(5-126)
we have
b
K =
t
0.737
(5-127)
We
curves.
can also determine the constants of the motor using torque-speed
motor
A typical set of torque-speed curves for various applied voltages of a dc is shown in Fig. 5-42. The rated voltage is denoted by E At no load,
r.
Tm =
0, the
speed
is
given by the intersect on the abscissa for a given applied
voltage.
Then
the back
emf constant
b is
given by
(5-128)
r
K-a
where in
this case the rated values are
used for voltage and angular velocity.
Two-Phase Induction Motor
225
Speed
co m
rad/sec
Fig. 5-42. Typical torque-speed curves of a
dc motor.
When
the
motor
is stalled,
the blocked-rotor torque at the rated voltage
is
designated by
T
,
(t).
Let
blocked-rotor torque at rated voltage T ~~ rated voltage ~Er
K, = K ijj) = Ê
t
_
~~
(5-129)
Also,
{t)
(5-130)
is
Therefore, from the last two equations, the torque constant
determined:
(5-131)
K<
kR a
5.8
Two-Phase Induction Motor 6,7

For low-power applications
in control systems ac
motors
Control phase
are preferred over dc motors because they are
more
rugged and have no brushes to maintain. Most ac motors used in control systems- are of the two-phase induction
r^WS
which generally are rated from a fraction of a watt up to a few hundred watts. The frequency of the motor is normally at 60, 400, or 1000 Hz.
type,
A
motor
6
e l (t)
schematic diagram of a two-phase induction

is
stator with
trical
shown two
in Fig. 5-43.
The motor
consists of a
distributed windings displaced 90 elec-
degrees apart.
Reference phase
Fig. 5-43.
in control applications, a fixed voltage
Under normal operating conditions from a constant-
Schematic diagram of a two-phase
voltage source
reference phase.
is
induction motor.
The other phase,
applied to one phase, the fixed or the control phase, is
226
Chap.
energized by a voltage that

the fixed phase.
amplifier,
is
90 out of phase with respect to the voltage of
voltage is usually supplied from a servo and the voltage has a variable amplitude and polarity. The direction of rotation of the motor reverses when the control phase signal changes its sign. Unlike that of a dc motor, the torque-speed curve of a two-phase induction motor is quite nonlinear. However, for linear analysis, it is generally considered an acceptable practice to approximate the torque-speed curves of a two-phase induction motor by straight lines, such as those shown in Fig. 5-44. These curves are assumed to be straight lines parallel to the torque-speed curve at a rated control voltage (E2 = E = rated value), and they are equally spaced for equal
t
The control-phase
increments of the control voltage.
E 2 > E, > E 22 > E n > E M

,
Speed
cj m
Fig. 5-44. Typical linearized torque-speed curves of a
two-phase induc-
tion motor.
The
motor are determined
as follows. Let
is,
k be the
blocked-rotor torque at rated voltage per unit control voltage; that
blocked-rotor torque at E2 rated control voltage E
=
x
E,
_
~~
7\,
(5-132)
Let
m be a negative number which represents the slope of the linearized torquespeed curve shown in Fig. 5-44. Then
blocked-rotor torque no-load speed
T
fi
is
(5-133)
For any torque

equation
Tm
the family of straight lines in Fig. 5-44
represented by the
Tm {t) = mmjf) +
where cojf)
is
ke t (t)
voltage.
(5-134)
the speed of the
motor and e 2 (t) the control
Now,
if
we
Sec. 5.8
Two-Phase
Induction Motor
227
designate co m (t) as a state variable, one of the state equations
may be
obtained
from
Jm
^P=-B
= <o m
n o, m (t)
+ Tm (t)
and recognizing that
(5-135)
m (t)
is
the
other state variable,
we have
d9 m {t)
dt
the two state equations

(5-136)
(t)
&>-U-K. + $. M
The
state
(5-137)
diagram of the two-phase induction motor
is
shown
in Fig. 5-45.
The
(m-B m )/Jm
Fig. 5-45. State
diagram of the two-phase induction motor.

dis-
transfer function of the
motor between the control voltage and the motor
placement
is
obtained as
e m (s)
k
(Bm
E 2 (s)
or
m (s)
m)s[\
+ JJ(B m -
m)s]
(5-138)
E
where
_
s(l
2 (s)
Km + r m s)
(5-139)
Km = B k = motor gain constant m -m

T
(5-140)
Bm
-m = motor time constant
(5-141)
Since is a negative number, the equations above show that the effect of the slope of the torque-speed curve is to add more friction to the motor, thus
improving the damping or
stability
of the motor. Therefore, the slope of the
228
Chap. 5
torque-speed curve of a two-phase induction motor

effect
is
analogous to the back emf
of a dc motor. However,
if
is
a positive number, negative
damping
occurs for
m > Bm
it
can be shown
that the
motor becomes unstable.
5.9
Step Motors 8
step
motor
is
an electromagnetic incremental actuator that converts
digital
pulse inputs to analog output shaft motion. In a rotary step motor, the output
rotates in equal increments in response to a train of input properly controlled, the output steps of a step motor are equal in pulses. When number to the number of input pulses. Because modern control systems often
shaft of the
motor
have incremental motion of one type or another, step motors have become an important actuator in recent years. For instance, incremental motion control is found in all types of computer peripheral equipment, such as printers, tape
drives, capstan drives,
variety of
and memory-access mechanisms, as well as in a great machine tool and process control systems. Figure 5-46 illustrates the
Fig. 5-46. Paper-drive
mechanism using a
step motor.
application of a step
case the motor
is
motor
in the paper-drive
mechanism of
a printer. In this
coupled directly to the platen so that the paper is driven a increment at a time. Typical resolution of step motors available comcertain mercially ranges from several steps per revolution to as much as 800 steps per
revolution,
and even higher.
come in a variety of types, depending upon the principle of The two most common types of step motors are the variable-reluctance type and the permanent-magnet type. The complete mathematical analysis of these motors is highly complex, since the motor characteristics are very nonlinear. Unlike dc and induction motors, linearized models of a step motor are usually unrealistic. In this section we shall describe the principle of operation and a simplified mathematical model of the variable-reluctance motor. The variable-reluctance step motor has a wound stator and an unexcited rotor. The motor can be of the single- or the multiple-stack type. In the multiplestack version, the stator and the rotor consist of three or more separate sets of teeth. The separate sets of teeth on the rotor, usually laminated, are mounted on the same shaft. The teeth on all portions of the rotor are perfectly aligned. Figure 5-47 shows a typical rotor-stator model of a motor that has three sepaStep motors
operation.
Sec. 5.9
Step Motors
229
Stator
"C
Rotor "A'
Fig. 5-47.
Schematic diagram of the arrangement of rotor and stator teeth
in a multiple-stack, three-phase variable-reluctance step motor.

is
The motor
shown
to have 12 teeth
on each stack or phase.
rate sections
on the rotor, or a three-phase motor. A variable-reluctance step motor must have at least three phases in order to have directional control. The three sets of rotor teeth are magnetically independent, and are assembled to one shaft, which is supported by bearings. Arranged around each rotor section is a stator core with windings. The windings are not shown in Fig. 5-47. Figure 5-48 is a schematic diagram of the windings on the stator. The end view of the stator of one phase, and the rotor, of a practical motor is shown in Fig. 5-49. In this
Phase
Phase
Phase
<
.
'*
<
<
\ ,
,,
diagram of a multiple-stack three-phase variable-
reluctance step motor.
Fig. 5-49.
End view
of the stator of one phase of a multiple-stack variable-
reluctance step motor.
230
Sec. 5.9
Step Motors / 231
case the rotor
is
shown
at a position
where
its
teeth are in alignment with that of
the particular phase of the stator.
The rotor and
stator
have the same number of teeth, which means that the
tooth pitch on the stator and the rotor are the same.
pitch, in the
To make
the
motor
rotate,
the stator sections of the three-phase motor are indexed one-third of a tooth
same
direction. Figure 5-50
shows
this
arrangement for a 10-tooth
"Phase
Fig. 5-50.
Rotor and stator teeth arrangements of a multiple-stack threephase variable-reluctance step motor. The rotor has 10 teeth.
rotor. Therefore, the teeth
on one
stator
the stator phase. Here the teeth of phase
phase are displaced 12 with respect to C of the stator are shown to be aligned
with the corresponding rotor teeth. The teeth of phase of the stator are displaced clockwise by 12 with respect to the teeth of phase C. The teeth of phase B of the stator are displaced 12 clockwise with respect to those of phase A, or
12 counterclockwise with respect to those of phase C. It
is
easy to see that a
minimum
four-
of three phases
is
necessary to give directional control. In general,
and five-phase motors are also common, and motors with as many as eight phases are available commercially. For an n-phase motor, the stator teeth are
displaced by l/ of a tooth pitch from section to section.
forward. Let any one phase of the windings be energized with a dc signal.
The operating principle of the variable-reluctance stepping motor is straightThe

will position the rotor
magnetomotive force setup

phase of the
is
such that the teeth of the

reluctance,
rotor section under the excited phase are aligned opposite the teeth on the excited
stator.
This
is
the position of
minimum
and the motor
in a stable equilibrium.
232
Chap. 5
If
phase
is
is
energized in Fig. 5-50, the rotor would be (in steady state)
positioned as shown. It can also be visualized from the same figure that
signal
if the dc switched to phase A, the rotor will rotate by 12, clockwise, and the
rotor teeth will be aligned opposite the teeth of phase
A of the stator.
Continu-
ing in the same way, the input sequence wise in steps of 12.
CABCAB
will rotate the
motor clockis,
Reversing the input sequence will reverse the direction of rotation. That
the input sequence
tion in steps of 12.
CBACB will rotate the motor in the counterclockwise direc-
The
phase.
Fig. 5-51.
steady-state torque curve of each phase is approximately as shown in The 0 line represents the axis of any tooth of the energized stator
The nearest rotor tooth axis will always lie within 18 on either side of The corresponding starting torque exerted when this phase is energized can be seen in Fig. 5-51. The arrows mark the direction of motion of the rotor.
this line.
Torque
Fig. 5-51.
Torque curve for one phase of a
step motor.
also that phase
Let positive angular displacements represent clockwise motion. Suppose C has been excited for a long time. This means that the initial
condition of the rotor will be as
shown
in Fig. 5-50. If
and
Fig. 5-51 represents the torque variation of phase
phase A is now energized A, the initial position of

the rotor will
friction are
inertia
the rotor teeth will be at 12.

finally settle after
As soon
as phase
A is energized,
such that there

It
is
some oscillations, assuming that the no overshoot beyond the 18 point.
and
may be
is
noticed that the position, 18, also represents an equilibrium

is
point. This
because in that position the deflecting torque

0.
zero. It
is,
however,
a position of unstable equilibrium since the slightest shift from this position will
send the motor straight to

If
on energizing one phase the rotor happens

it
to
lie
exactly at the
8
1
point, theoretically
will stay there. In practice, however, there will always be
some mechanical imperfections
in construction,
and the
resulting
asymmetry
will prevent any locking at the unstable point.
We now look upon the stepping motor from a single-step point of view and
try to develop the equations that govern
will
its
performance. Several assumptions
be made
initially to simplify
the development. Subsequent modifications
Sec. 5.9
Step Motors
233
may be made if any of these assumptions are found to be invalidated. We by writing the equation for the electrical circuit of the stator winding. Let
start
= R= L(0) = i(t) 8(t) =

e(t)
applied voltage per phase
winding resistance per phase winding inductance per phase

current per phase
angular displacement
stator phase
is
The voltage-current equation of one

e(t)
written
= Ri{t) + =
RKt)
[iL(d)]
(5 ' 142)
M d + L{e)f +iji ue)

t
or
e(t)
Ri(t)
L(9)
f+
t
JJgUp)
f
(
(5-143)
The term, L(9)(di/dt) represents transformer electromotive force, or selfinduced electromotive force, and the term i[dL(6)/d9](d6/dt) represents the back emf due to the rotation of the rotor. We have assumed above that the inductance is a function of 9(t), the angular displacement, only. No dependence
getting the torque developed
on the current has been assumed. This will reflect by the motor. The energy in the air gap can be written
directly
on our procedure for
W = \L{9)i\t)
From
elementary electromechanical energy-conversion principles,
is
(5-144)
we know
that the torque in a single excited rotational system
given by
(5-145)
T=s [W(i,0)]
where
6{t).
is
the energy of the system expressed explicitly in terms of
i(i)
and
Therefore,
T = \i\t)j
This torque obtained as
is
[L{e)]
(5-146)
then applied to the rotor and the equation of motion
is
T
where Jm
also
is
= jJ^ + Bj-f
Bm
the viscous frictional coefficient.
(5-147)
the rotor inertia and
Jm and Bm
may include the effects of any load. To complete the torque expression
of Eq. (5-146),
we need
to
know
the
form of the inductance L(d). In practice the motor inductance as a function of displacement may be approximated by a cosine wave; that is,
L(6)
Z,,
L2
cos rd
(5-148)
234
Chap. 5
where L x and L 2 are constants and
r is the
number of teeth on each rotor section. we get

(5-149)
T = -%L 2 ri 2 (t) sin rQ = -Ki\t) sin r6

which
is
the sinusoidal approximation of the static torque curve of Fig. 5-51.

let
Now
us apply these equations to a three-phase motor. Let the equilib-
rium position be the situation when phase and torque for phase A are given by
A is
2
energized.
Then
the inductance
= TA =
LA
L,
+L
cos rO
(5-150) (5-151)
-Ki\
sin rd
^K>
eB
s bB
=K>
/
RB
+ sL B
ebB
~o
Fig. 5-52.
Block diagram of the variable-reluctance step motor.
Sec. 5.10
Tension-Control System
235
respectively.
= 10, phase B has its assuming that the sequence behind the reference point, ABC represents forward motion. Similarly, the equilibrium position of phase C is 12 ahead of the reference point. Therefore, the inductances and the torques
For the
10-teeth rotor considered earlier, r
equilibrium position 12
for phases
B and C
are written as follows
= Lc = TB = Tc =
LB
The
electrical circuits
L,
- 120) L, cos (100 + 120) -Ki\{t) sin (100 - 120) -Kil(t) sin (100 + 120)
+L +L
2
cos (100
(5-152)
(5-153)
(5-154)
(5-155)
its
of the three phases are isolated so that each phase has
differential
equation of the form of Eq. (5-143).
The
total torque
developed on the rotor
is
the algebraic
sum of
torques
of the three phases. Thus
T = TA + TB + Tc
The
for the portrayal of a step motor. Therefore, realistic studies of a step
(5-156)
nonlinearity of the torque equations precludes the use of linearized models
motor
using the equations presented above can be

tion.
block-diagram representation
digital
analog or
computer simulation,
made only through computer simulaof the motor, which may be used for is shown in Fig. 5-52.
5.10
Tension-Control System
exists in a great variety of winding and unwinding industrial processes. Such industries as paper, plastic, and wire all have processes that involve unwinding and rewinding processes. For example, in the paper industry, the paper is first wound on a roll in a form that is nonsaleable, owing to nonuniform width and breaks. This roll is rewound to trim edges, splice breaks, and slit to required widths. Proper tension during this rewinding is mandatory for several reasons slick paper will telescope if not wound tightly enough and the width will vary inversely as the tension. Conversely, during
:
The problem of proper tension control
storage, a roll
wound
at varying tensions has internal stresses that will cause
it
to explode. Similar examples could be cited, but the need for proper tension
control
is
relatively simple to understand.
Most rewind systems contain an unwind roll, a windup roll driven by a motor, and some type of dancer and/or pinch-roller assemblies between the two. Some systems employ spring-with-damper idlers with feedback to motor drives to control tension. Some use tension-measuring devices and feedback to a motor-generator or brake on the unwind reel to hold tension at a constant
value.
In this section a specific type of tension-control system for unwind processes

is
investigated.
reel.
As shown in Fig. 5-53, the system has a dc-motor-driven windup The tension of the web is controlled by control of the armature voltage ea {i)
of the motor.
236
Chap. 5
+ o
Pinch
rolls
Fig. 5-53. Tension-control system for a winding process.
The mathematical modeling of the system

equations of the dc motor.
is
conducted by writing the
Armature:
eJLQ
=
b
R.Ut)
+ L **p + K co m {t)
a
h
(5-157)
where
co m (t)
K = = =
back emf constant of motor angular velocity of motor
Torque equation:
TJf)
where
^Vnetojt)]
+ BmeCOm (t) +
nrT(f)
(5-158)
= effective radius of windup reel Tm {t) = motor torque = K,i (t) n = gear-train ratio T(t) = web tension n JL = equivalent inertia at motor shaft jme = Jm Bme = Bm + n BL = equivalent viscous friction coefficient
r
a
-\-
at
motor
shaft
= BL =
JL
Since the
ceeds, the
effective inertia
of windup reel
viscous friction coefficient of

is
windup
reel
web material inertia JL and the

if
taken up by the windup reel as the process pro-
radius r of the windup reel increase as functions of
time. This explains the reason the derivative of
Jme co m
is
taken in Eq. (5-158).
Furthermore,
h denotes the thickness of the web,

dr
(5-159)
Jr=&>
Thus
(5-160)
Ti =
where
dJ,
W
i
dr
(5-161)
Tt
mass density of the web material per width
Sec. 5.11
Edge-Guide Control System
237
Assume now
that Hooke's law
that the
is
obeyed.
web material has Then
a coefficient of elasticity of
C and
(5-162)
%p =
where v s {t)
is
C[v w (t)
- ,(/)]
Assuming
s.
the
web
velocity at the pinch rolls.
that the pinch rolls
are driven at constant speed, v,(f) = constant = V Also, vjt) = roojt) = nrajf)
It is
is
(5-163)
apparent
now
that because r
and JL are functions of time, Eq. (5-158)

if
a time-varying nonlinear differential equation. However,
the
web
is
very
thin,
stant.
~ 0, we may consider that over a certain time period r and JL are con^dF = - r>(0 "
Then, the linearized state equations of the system are written
T aJf) + T
m
e - (t)
(5 " 164)
%^ =
}
jt-Ut)
*^
*"
j^cojf)
me
"17X0
me
(5-165)
me
^
5.11
Cnrmjt)
- CV
(5-166)
Edge- Guide Control System
Whenever there
trol.
is
a tension-control problem there
is
a desire for edge-guide con-
become very important in modern paper manufacturing, steel strip processing lines, flexographic and textile industries, and similar fields. To maintain optimum sheet quality and maximum process line speed, the moving web must be maintained at a constant lateral-edge position. In general, there are many different ways of measuring and tracking the edge of a moving web. However, to achieve stable and accurate
Therefore, the problem of edge guiding has
edge guiding, a feedback control system should be used. The schematic diagram of an edge-guide system using the pivot-roll method is shown in Fig. 5-54. The pivot roll is controlled to rotate about the pivot point in guiding the direction of the web. The source of controlling the motion
of the pivot
roll
may be a dc motor
coupled to a lead screw or rack and pinion,
or a linear actuator.
rollers
Figure 5-55 shows the side view of the edge-guide system. The axes of the 1 and 2 are assumed to be fixed or uncontrolled. S^ and S 2 represent
sensors that are placed at the indicated points to sense the centering of the at the respective points.
web
Let
v(t)
^r(0 Z;(0
= linear velocity of web = initial error of web position in the z direction at roll = error of web position in the z direction at the leading
side of the pivot roll (see Figs. 5-54
and
5-55)
Roll 2
diagram of an edge-guide control system.
Fig. 5-55. Side view of
an edge-guide system.
238
Sec. 5.1
Edge-Guide Control System
239
Assuming
that there
is
is
no slippage when the web moves over the pivot

x
roll,
the following equation
written for v(t) and z
(t):
^2 = t<0tana
at
If the angle
(5-167)
is
small,
from Fig. 5-54

tan a
it is
seen that
(5. 1 68)
~ z (0 - *i(0
m,
z R (t)
Thus Eq.
(5-167) can be written approximately as
dzgt)
ox
If the linear velocity
in 1
z.(f)
v(t)
(5 . 169)
of the web
is
constant, v(t)
v,
and Eq.
(5-169) is
written
^
at
t
+ *<'> = *<'> Wj m
x
(5 " 170)
relation
Taking the Laplace transform on both between z (t) and z R (t) is
sides of Eq. (5-170), the transfer
^rr\ Z x(j)
where
Tj = mjv. Assuming that
= T-r Ti5 +
1
(5
"
171 )
there
is
no
stretching in the web,

Zl(t)
from
Fig. 5-55,
zz(t)
w
2
z R (t)
{t)
(5-172)
or
zz(t)
(t)
+ ^[zR (t) - z,(0] m. n

(5-173)
ZR {s),
Taking the Laplace transform on both we have
and solving
for
Z
Substitution of
tion between
^=
+ \lZ)r,s
(5
" 174
>
(s) x
and
ZR (s) from Eq. (174) into Eq. (171) Z (s), z i(J ) = Z 2 (s) + (mJm^TtS
2 \ 1
gives the transfer rela-
(5-175) v
When the pivot roll is rotated

web over
the pivot
roll,
error z 3 (t) will be affected by approximately
by an angle L from its reference position, the D sin 9L (t). With no slippage of the the error z 3 (t) due to the error z {f) is written
x
z 3 (t)
= Zl -T)(t
DOAt)
is
(5-176)
where
T=
nD/2v, and for small
L {t), sin
L (t)
the inverse Laplace transform
on both
approximated by 9 L{t). Take which yields

(5-177)
Z,(j)
e- T 'Z t (s)
D6 L (s)
x ,
Similar to the relationship between zR and z
the transfer function between
240
Chap. 5
z 3 {t)
and z 5 (t)
is
Z Z
where t 3 = z 3 and z 4 is
5 (s) 3 (s)
(5-178)
r3s
3 /v.
Also, in analogy to Eq. (5-174), the transfer relation between
Z 4 (s) = Z {s)
3
+ (mjm )z +rs
3
3s
(5-179)
is
Now consider that
the drive
motor of the system
an armature-controlled
is
dc motor with negligible inductance. The equation of the motor armature
Us)
where Ia{s)
resistance,
Ejjs)
- sK
OJs)
(5-180)
is the armature current, Kh the back emf constant, R a the armature and 6m (s) the motor displacement. The torque is given by
Tm(s)
where
= KJJ^s)
is
(5-181)
is
the torque constant.
The torque equation of the motor and load
TJs)
where
(Jm s 2
+ Bm s)9 m (s) +
LF(s)
(5-182)
Jm
= =
inertia of
motor
Bm = L
F(s)
viscous frictional coefficient of motor

lead of screw
transform of force in the x direction
and
F(s)
= 2^(-^ + B^ s + klWl(s)
2
(5-183)
where
= inertia of pivot roll about pivot point = viscous frictional coefficient at pivot point KL = spring constant at pivot roll due to tension
JL
BL
of
web
Combining Eqs.
(5-182)
and
(5-183),
we have
1
BJs)
TJs)
where
'
/me s 2
me
"
+ B me s + Kme
\2nr)
(5-184)
(5-185)
B,me
B *~m
(4)^
Kl
(5-186)
K- = (^)
Also,
(5-187)
X(s)
r9 L {s)
(5-188)
(5-189)
9 L (s)
= *(,)
A block diagram of the overall system is drawn as shown in Fig.
5-56 using
T3 J*
5
M
241
242
Chap. 5
Eqs. (5-175), (5-177), (5-179), (5-180), (5-181), (5-184), and (5-189).
The blocks
with transfer functions

lers
Hp {s) and H (s) represent possible locations of controlc
of the edge-guide system.
The design problem may involve

c (s),
the determination
of the transfer functions

z3
is
Hp (s) and H
so that for a given error z 2 the error
minimized.
5.12
Systems with Transportation Lags
Thus
far a great majority of the systems considered
have transfer functions that
are quotients of polynomials. However, in the edge-guide control system of
Section 5.11, the relation between the variables z
(t)
and z 3 (t)
is
that of a pure
time delay. Then

.
(s)
and
3 (s)
are related through an exponential transfer
function e' Ts In general, pure time delays
may be encountered
in various types
of systems, especially systems with hydraulic, pneumatic, or mechanical transmissions. In these systems the output will not begin to respond to an input until
after a given time interval. Figure 5-57 illustrates
examples in which transporta-
Metering point
s
(
S~^
[*
d
(a)
^>
Valve
Solution
/I
Roller ( o 3)
^-\
Solution
Thickness measuring gauge
II
\
zs
~*
Steel plate
Roller ( o
5)
d
(b)
Fig. 5-57. Physical systems with transportation lags.
tion lags are observed. Figure 5-57(a) outlines

different fluids are to
an arrangement
in
which two
be mixed in appropriate proportions. To assure that a homogeneous solution is measured, the monitoring point is located some distance from the mixing point. A transportation lag therefore exists between the mixing point and the place where the change in concentration is detected. If the rate of flow of the mixed solution is v inches per second and dis the distance
between the mixing and the metering points, the time lag
is
given by
(5-190)
T= d
-
sec
at the
If it is
is
assumed that the concentration
mixing point
is c(t)
and that
it
reproduced without change
seconds later at the monitoring point, the
Sec. 5.13
Sun-Seeker System
243
measured quantity
is
6(0
c(t
T)
is
(5-191)
The Laplace transform of the
last
equation
B{s)
e~ *C(s)
(5-192)
Thus the
transfer function
between
b(t)
and
e
c(i) is
m
The arrangement shown
between the thickness at the
(5-193).
~ Ts
(5 - 193)
in Fig. 5-57(b)
may be
thought of as a thickness
is
control of the rolling of steel plates.

rollers
As
in the case above, the transfer function
and the measuring point
given by Eq.
Other examples of transportation lags are found in human beings as control systems where action and reaction are always accompanied by pure time delays. The operation of the sample-and-hold device of a sampled-data system closely resembles a pure time delay; it is sometimes approximated by a simple time-lag
term, e~ Ts
.
In terms of state variables, a system with pure time delay can no longer be described by the matrix-state equation
^p- =
Ax(?)
Bu(0
(5-194)
A general state description of a system containing time lags is given by the following matrix differential-difference equation
^
UL
states.
= t=l A,Ht t
77)
+ j=l Bju(t
Tj)
(5-195)
where T, and Tj are fixed time delays. In this case Eq. (5-195) represents a general situation where time delays may exist on both the inputs as well as the
5.13
Sun-Seeker System
In this section
we
shall
model a sun-seeker control system whose purpose

it
is
to
sun with high accuracy. In the system described, tracking of the sun in one plane is accomplished. schematic diagram of the system is shown in Fig. 5-58. The principal elements of the error discriminator are two small rectangular silicon photovoltaic cells
will track the
control the attitude of a space vehicle so that
mounted behind a rectangular slit in an enclosure. The cells are mounted in such a way that when the sensor is pointed at the sun, the beam of light from the slit overlaps both cells. The silicon cells are used as current sources and connected in opposite polarity to the input of an operational amplifier. Any difference in the short-circuit current of the two cells is sensed and amplified by the
operational amplifier. Since the current of each cell
is
proportional to the
illu-
mination on the
when
the light
an error signal will be present at the output of the amplifier from the slit is not precisely centered on the cells. This error
cell,
244
Chap. 5
Error discriminator
dc tachometer
Fig. 5-58.
Schematic diagram of a sun-seeker system.
voltage,
when
fed to the servoamplifier, will cause the servo to drive the system
back into alignment.

Coordinate System
A description of each part of the system

is
is
given as follows.
The
center of the coordinate system

is
considered to be at the output gear
of the system. The reference axis
taken to be the fixed frame of the dc motor,
and all rotations are measured with respect to this axis. The solar axis or the line from the output gear to the sun makes an angle d r with respect to the reference axis, and 9 denotes the vehicle axis with respect to the reference axis. The objeca, near tive of the control system is to maintain the error between 6 r and O
,
zero:
6r
(5-196)
Figure 5-59 shows the coordinate system described.

Error Discriminator
When
or Ia
the vehicle
is
aligned perfectly with the sun, a
0.
and Ia
Ib
I,
Ib
0.
From
the geometry of the sun's rays and the photovoltaic cells
shown
in Fig. 5-58,
we have
oa
w = -^- + L tan a ^
Ltana
(5-197)
(5-198)
Sec. 5.13
Sun-Seeker System
245
Center of output gear
Fixed axis of dc motor frame
Fig. 5-59.
Coordinate system of the sun-seeker system.
where oa denotes the width of the sun's ray that shines on cell A, and ob is the same on cell B, for a given a. Since the current Ia is proportional to oa, and Ib to ob, we have
/
+ ^tan a
2LI
IT
(5-199)
and
I
= It
t -jp- tan
(5-200)
for
< tan a < W/2L.

on
cell
For W/2L
pletely
J
A, and
= 21,
Ib
= 0.
decreases linearly from 21 to
< tan a < (C - W/2)/L, the sun's ray comFor (C - W/2)/L < tan a < (C + W/2)/L, = I = for tan a > (C + W/2)/L. zero.
is
Therefore, the error discriminator

teristic
may be
represented by the nonlinear charac-
of Fig. 5-60, where for small angle a, tan a has been approximated by a
abscissa.
on the
Fig. 5-60.
is
tan a but
Nonlinear characteristic of the error discriminator. The abscissa is approximated by a for small values of a.
246
Chap. 5
Operational Amplifier
Summing the currents any current, we have
The schematic diagram of the operational amplifier is shown in Fig. 5-61. at point G and assuming that the amplifier does not draw
/.
-h-
7f
e + -SLjrI* = j
(5-201)
-VWV-
WWR
-JvVW-
1
1Fig. 5-61. Operational amplifier.
Since e
= Aee
eg
= e
/- /
'
/A, Eq. (5-201)
becomes
+ (i + i +
e
i>
I)
=
A may
" (5 202)
If
approaches
is
infinity, as in
operational amplifiers,
reach 10 6
then
Eq. (5-202)
written
= -R F(I a
(5-203)
This equation gives the transfer relationship between Ia

Servoamplifier
Ib
and e
The gain of
the servoamplifier
is
is
a.
With
reference to Fig. 5-58, the
output of the servo amplifier
expressed as
= -K e
a
.
(5-204)
s
Tachometer
the
The output voltage of the tachometer eT is related to the angular motor through the tachometer constant KT that is,
;
velocity of
eT
= KT co m
is
(5-205)
the gear ratio l/n.
The angular position of the output gear Thus

On
related to the
motor position through
9,
(5-206)
00
247
248
Chap. 5
Armature-Controlled DC Motor
The armature-controlled dc motor has been modeled

are
earlier.
The equations
(5-207) (5-208)
(5-209)
= RJa + e e = Kco m Tm = KJ.

ea
b
Tm =
where / and
shaft.
J^ +
Bco m
(5-210)
B are
the inertia
in the
The inductance
in Fig. 5-62.
and viscous friction coefficient seen at the motor motor armature is neglected in Eq. (5-207).
A block diagram that characterizes all the functional relations of the system
is
shown
REFERENCES
State-Variable Analysis of Electric Networks
1.
B. C.
Kuo, Linear
Circuits
and Systems, McGraw-Hill Book Company,
New
York, 1967.
2.
R. Rohrer, Circuit Analysis: An Introduction to the State Variable Approach, McGraw-Hill Book Company, New York, 1970.
Mechanical Systems
3.
R. Cannon, Dynamics of Physical Systems, McGraw-Hill Bock Company, York, 1967.
New
Control System Components

4.
W. R. Ahrendt, Servomechanism Practice, McGraw-Hill Book Company, York, 1954.

J.
New
5.
E. Gibson and F. B. Tuteur, Control System Components, McGraw-Hill Book Company, New York, 1958.
Two-Phase Induction Motor

6.
W. A. Stein and G. J. Thaler, "Effect of Nonlinearity in a 2-Phase Servomotor," AIEE Trans., Vol. 73, Part II, pp. 518-521, 1954.
B. C.
7.
Vol. 7,
Kuo, "Studying the Two-Phase Servomotor," Instrument No. 4, pp. 64-65, Apr. 1960.
Soc. Amer.
J.,
Step Motors
8.
B. C.
1972.
Kuo (ed.),
Proceedings,
I,
Symposium on Incremental Motion Control Systems

111.,
and Devices, Part
Step Motors and Controls, University of Illinois, Urbana,
9.
B. C.
Kuo
(ed.),
Proceedings, Second Annual
Symposium on Incremental Motion

111.,
Control Systems and Devices, University of Illinois, Urbana,
1973.
Chap. 5
Problems / 249
10.
B. C.
St.
Kuo, Theory and Applications of Step Motors, West Publishing Company,
Paul, Minn., 1974.
PROBLEMS
5.1.
P5-1. Write the state equations
Write the force or torque equations for the mechanical systems shown in Fig. from the force or torque equations.
K
Af,
B,
777777m777m777m7777mm7m7777MM77M7M777,
(a)
M,
B,
F(t)
*- Fit)
WW///////////////////
(b)
(c)
Figure P5-1.
5.2.
Write a
set
On
the
first try,
of state equations for the mechanical system shown in Fig. P5-2. one will probably end up with four state equations with the
2,
state variables defined as
0} 2 , 0i,
are only three energy-storage elements in /j, K,
and ,. However, it is apparent that there and /2 so the system has a

,
minimum
order of three.
no,
h
6l
co
h
t
62
cj 2
Figure P5-2.
250
Chap. 5
(a)
Write the state equations in vector-matrix form with the state variables defined as above.
Redefine the state variables so that there are only three state equations.
(b)
(c)
Draw
state
diagrams for both cases.

(o 2 (s)/T(s) for
(d)
Derive the transfer function

results.
each case, and compare the
(e)
Determine the controllability of the system. Does the fact that the system can be modeled by three state equations mean that the four-state model is
uncontrollable? Explain.
in Fig. P5-3,
5.3.
For the system shown
determine the transfer function
(s)/Tm (s).
The potentiometer
rotates through 10 turns,

is
and the voltage applied across the
potentiometer terminals
E volts.
I
Tm it)
Potentiometer
i_
is
B2 =
viscous friction coefficient of potentiometer contact
Figure P5-3.
5.4.
Write the torque equations of the gear-train system shown in Fig. P5-4. The
moments of inertia of the gears and shafts are Jit J2 and J 3 Tit) torque. N denotes the number of gear teeth. Assume rigid shafts.
,
.
the applied
Chap. 5
Problems
251
5.5.
Figure P5-5 shows the diagram of an epicyclic gear train.
Figure P5-5.
(a)
Using the reference directions of the angular velocity variables as indicated,

write algebraic equations that relate these variables.
(b)
Draw a signal flow graph to relate output co 6

.
among
the inputs 0i a
and i and the

.
(c)
Find the transfer function relation between
(o s
and
(O x
and (O a
5.6.
The block diagram of the automatic braking control of a high-speed shown in Fig. P5-6a, where
train
is
^
>
e
.
Amplifier
eb
Brake
v(t)
Train
Tachometer
(a)
(Sec)
(b)
Figure P5-6.
252
Chap. 5
= voltage representing desired speed = velocity of train K = amplifier gain = 100 M = mass of train = 5 x 10* lb/ft/sec K, = tachometer constant = 0.15 volt/ft/sec e, = K,v
V,
The force characteristics of

(Neglect
(a)
the brake are
shown
in Fig.
P5-6b when e b
volt.
all frictional forces.)
a block diagram of the system and include the transfer function of each block. (b) Determine the closed-loop transfer function between V, and velocity v of
the train.
(c)
Draw
If the steady-state velocity
of the train
is
to
be maintained at 20
ft/sec,
what should be the value of

5.7.
Figure P5-7 illustrates a winding process of newsprint. The system parameters
and variables are defined as follows
Figure P5-7.
ea
= applied voltage R = armature resistance of dc motor L = armature inductance of dc motor

4
b
= armature current
ia
K = back emf of dc motor Tm = motor torque = Km

= motor inertia Bm = motor friction coefficient JL = inertia of windup reel co m = angular velocity of dc motor co = angular velocity of windup reel TL = torque at the windup reel r = effective radius of windup reel V = linear velocity of web at windup reel T = tension V = linear velocity of web at input pinch rolls
Jm Assume
elasticity
that the linear velocity at the input pinch rolls,
s,
is
constant.
is,
The
of the
web
material
is
is
assumed to
satisfy
Hooke's law; that
the dis-
tortion of the material
directly proportional to the force applied,
and the
proportional constant
is
K (force/displacement).
Chap. 5
Problems
253
(a)
Write the nonlinear state equations for the system using

state variables.
i,
co m ,
and T as
(b)
Assuming
that r
is
constant,
draw a
state
diagram of the system with ea and
V
5.8.
as inputs.
Write state equations and output equation for the edge-guide control system whose block diagram is shown in Fig. 5-56.
5.9.
The schematic diagram of a
steel rolling
process
is
shown
in Fig. P5-9.
Two-phase
induction motor
Om
U),Tm {t)
Gear box and

linear actuator
Steel
plate
bit)--
ait)--
M0
Figure P5-9.
Ks dt)
Describe the system by a set of differential-difference equation of the form of Eq. (5-195). (b) Derive the transfer function between c(t) and r{t).
(a)
5.10.
Figure P5-10a shows an industrial process in which a dc motor drives a capstan and tape assembly. The objective is to drive the tape at a certain constant speed.
Another tape driven by a separate source is made to be in contact with the primary tape by the action of a pinch roll over certain periods of time. When the two tapes are in contact, we may consider that a constant frictional torque of
TF is
seen at the load.
The following system parameters
are defined
e, = applied motor voltage, volts 4 = armature current, amperes = back emf voltage = K com volts K = back emf constant = 0.052 volt/rad/sec Km = torque constant = 10 oz-in./amp Tm = torque, oz-in.
et,
254
Chap. 5
'm
'm
"m
^_
00
<
:
^ J
>
e,
um
G
l
(s)
G 2 (s)
Integral
control
volt/rad/s
Feedback transducer
(b)
Figure P5-10.
(O m
= motor displacement, rad = motor speed, rad/sec Ra = motor resistance = Q Jm = motor inertia = 0.1 oz-in./rad/sec 2 (includes capstan inertia) Bm = motor viscous friction = 0.1 oz-in./rad/sec KL = spring constant of tape = 100 oz-in./rad (converted to rotational) JL = load inertia = 0.1 oz-in./rad/sec 2
8m
1
(a)
Write the equations of the system in vector-matrix state equation form.
(b)
(c)
a state diagram for the system. Derive the transfer function for C0 L (s) with E (s) and TF (s) as inputs. (d) If a constant voltage e,(t) = 10 V is applied to the motor, find the steadystate speed of the motor in rpm when the pinch roll is not activated. What
t
Draw
is
the steady-state speed of the load ? the pinch roll

is
(e)
When
speed
activated,
making the two tapes

Find the change
torque 7>
it
in contact, the
constant friction torque

cojr, when e, To overcome the
TF
is 1
oz-in.
in the steady-state
10 V.
is
(f)
effect of the frictional
suggested that a
closed-loop system should be formed as
shown by
the block diagram in
Chap. 5
Problems
255
Fig. P5-10(b). In this case the
motor speed
is
fed back and
compared with
the reference input.

control,
The
closed-loop system should give accurate speed
and the
integral control should give better regulation to the fric-
(g)
a state diagram for the closed-loop system. Determine the steady-state speed of the load when the input is 1 V. consider that the pinch roll is not activated, and then is activated.
tional torque.
Draw
First
5.11.
This problem deals with the attitude control of a guided missile.
When traveling
through the atmosphere, a missile encounters aerodynamic forces that usually tend to cause instability in the attitude of the missile. The basic concern from the
flight
control standpoint
is
the lateral force of the
air,
which tends to rotate the

is
missile
about
its
center of gravity. If the missile centerline
not aligned with

Fig. P5-1
the direction in which the center of gravity
C is traveling, as shown in
Figure P5-11.
with the angle 6 (9 is also called the angle of attack), a side force is produced by the resistance of the air through which the missile is traveling. The total force
Fa may
be considered to be centered at the center of pressure P. As shown in Fig. P5-11, this side force has a tendency to cause the missile to tumble, especially if the point is in front of the center of gravity C. Let the angular accelera-
tion of the missile about the point C,
due to the side
Normally, a F
is
directly proportional to the angle

a, F
force, be denoted by of attack 6 and is given by
Ct F .
= ad
where a
is
a constant described by
Kr
is a constant that depends on such parameters as dynamic pressure, velocity of the missile, air density, and so on, and
= d =
J
t
missile
moment
of inertia about
distance between
C and P
is
The main
object of the flight control system
to provide the stabilizing action
to counter the effect of the side force.
One of the standard
control
means
is
to
256
Chap. 5
use gas injection at the
tail
of the missile to deflect the direction of the rocket
engine thrust T, as shown in Fig. P5-1 1

(a)
parameters.
(b)
Write a torque differential equation to relate Assume that S is very small.
among T,d,9, and
the system
Assume
S.
that
T is
constant and find the transfer function 9(s)/S(s) for small
(c)
Repeat
(a)
and
(b)
with the points
C and P interchanged.
and
(5-166).
5.12.
(a)
Draw
a state diagram for the tension-control system of Fig. 5-53, using the
state equations of Eqs. (5-164), (5-165),
(b)
Write the relation
among Ea (s), Vs and

,
T(s), with
EJs) and
as inputs
and
T(s) as the output.

5.13.
The following equations

system
describe the motion of an electric train in a traction
x(t)
i,(t)
= =
v{t)
-k(v)
- g(x) +
T(t)
where
x(t)
v(t)
k{v)
g{x)
T{t)
= linear displacement of train linear velocity of train = train resistance force [odd function off, with the properties and dk(v)\dv > 0] k(0) = = force due to gravity for a nonlevel track or due to curvature of track = tractive force
motor
that provides the traction force
is
The
electric
described by the following
relations
e(t)
T(t)
= Kb ^>(t)v{t) + = Km <f>{t)ia (t)
Ria {t)
where
R =
<j>(t)
armature resistance
i
= magnetic flux = Kf f (i) e(t) = applied voltage Km Kb = proportional constants a {t) = armature current i/(f) = field current
,
(a)
Consider that the motor

k{v)
is
is
= Bv(t), and R =
x(t)
0.
a dc series motor so that a {t) = i(t); g(x) = 0, The voltage eU) is the input. Show that the system
i
described by the following set of nonlinear state equations
v(t)
(b)
Consider that
system. g{x)
ia (t)
f (t)
is
the input
and derive the
0,
k(v)
= Bv(t).
0, k(v) =
Bv{t),
(c)
Consider that
<f>(t) is
the input, g(x)
and derive the
state
equations of the system.

5.14.
Figure P5-14 shows a gear-coupled mechanical system. (a) Find the optimum gear ratio n such that the load acceleration,
(b)
<X L ,
is
maximized. Repeat part
(a)
when
the load drag torque
TL
is
zero.
Chap. 5
Problems
257
=
1
N,
\
Jl
V
1
/
4
V
N, EE
Figure P5-14.
5.15.
(a)
Write the torque equations of the system
in Fig.
P5-15 in the form
j-'k8
where 8 is a 3 x 1 vector that contains all the displacement variables, 9 U J is the inertia matrix and K contains all the spring constants. 2 and 8 3 Determine J and K.
,
.
7
(b)
7
%
Figure P5-15.
Show
that the torque equations can be expressed as a set of state equations
of the form
i
where
= Ax
A=r-o--L!.i _-j-'k o_
;
(c)
Consider the following
set
of parameters with consistent units:
K2 =
5.16.
3000, Ji
1,
J2
5,
J3
2,
and
K =
3
A", 1000, 1000. Find the matrix A.
Figure P5-16 shows the layout of the control of the unwind process of a cable reel with the object of maintaining constant linear cable velocity. Control is
established by measuring the cable velocity,
signal,
comparing
signal.
it
with a reference
and using the error to generate a control
A tachometer is used to
sense the cable velocity. To maintain a constant linear cable velocity, the angular reel velocity 9 R must increase as the cable unwinds; that is, as the effective radius of the reel decreases. Let
D=
jR
cable diameter
= 0.1
2
f
ft
W = width of reel
=
effective radius of reel
(empty
reel)
2 f
258
Chap. 5
v:
Motor
'OrIM^
Tachometer
+
em
+
Amplifier
e
+
~
/
Figure P5-16.
Rf = R=
JR
vR
effective radius effective radius
of reel of reel
(full reel)
= moment of inertia of reel = 18 J? 4 = linear speed of cable, ft/sec e, = output voltage of tachometer, volts Tm (t) = motor torque, ft-lb emit) = motor input voltage, volts K = amplifier gain
Motor
inertia
200
ft-lb-sec 2
and
friction are negligible.

E,{s)
The tachometer
1
transfer function
is
VR(s)
and the motor
transfer function
is
+ 0.5s
50
s
Tm (s)
Em {s)
(a)
.
Write an expression to describe the change of the radius of the reel R as a function of 6 R (b) Between layers of the cable, R and JR are assumed to be constant, and the system is considered linear. Draw a block diagram for the system and indicate all the transfer functions. The input is e r and the output is vR
.
(c)
Derive the closed-loop transfer function
VR (s)/E (s).
r
6
Time-Domain Analysis
of Control
Systems
6.1
Introduction
is used as an independent variable in most control systems, it is usuof interest to evaluate the time response of the systems. In the analysis problem, a reference input signal is applied to a system, and the performance of the system is evaluated by studying the response in the time domain. For
Since time
ally
instance, if the objective of the control system
is
to have the output variable
follow the input signal as closely as possible, and the output as functions of time.
the transient response
it is
necessary to compare the input

divided, into
The time response of a control system is usually and the steady-state response.
it
two
parts:
If c(t) denotes a time
response, then, in general,
may
be written
c(t)
c,(t)
c(t)
(6-1)
where
= transient response c n(t) = steady-state response

c,(t)
The
definition of the steady state has not

it is
analysis
been entirely standardized. In circuit sometimes useful to define a steady-state variable as being a constant
with respect to time. In control systems applications, however, when a response has reached its steady state it can still vary with time. In control systems the steady-state response is simply the fixed response when time reaches infinity.
Therefore, a sine wave
ior
is
fixed for
is
a response
is considered as a steady-state response because its behavany time interval, as when time approaches infinity. Similarly, if described by c(t) = t, it may be defined as a steady-state response.
259
260
of Control Systems
Chap. 6
Transient response
as time
is
defined as the part of the response that goes to zero
becomes
large. Therefore, c,(t)
has the property of
lim
c,(f)
=
is
(6-2)
It can also be stated that the steady-state response which remains after the transient has died out.
that part of the response
All control systems exhibit transient
phenomenon
to
some
extent before a
reached. Since inertia, mass, and inductance cannot be avoided in physical systems, the responses cannot follow sudden changes in the input instantaneously, and transients are usually observed.
steady state
is
The
transient response of a control system
is
of importance, since
it is
part
of the dynamic behavior of the system; and the deviation between the response
and the input or the desired response, before the steady state is reached, must be closely watched. The steady-state response, when compared with the input, gives an indication of the final accuracy of the system. If the steady-state
response of the output does not agree with the steady state of the input exactly,
the system
is
said to have a steady-state error.
6.2
Typical Test Signals for Time Response of Control Systems
many electrical circuits and communication systems, the input excitations to many practical control systems are not known ahead of time. In many cases, the actual inputs of a control system may vary in random fashions with respect
Unlike
to time.
and speed of the an unpredictable manner, so that they cannot target to be tracked may be expressed deterministically by a mathematical expression. This poses a prob-
For
instance, in a radar tracking system, the position
vary in
lem for the designer, since it is difficult to design the control system so that it will perform satisfactorily to any input signal. For the purposes of analysis and design, it is necessary to assume some basic types of input functions so that the performance of a system can be evaluated with respect to these test signals. By selecting these basic test signals properly, not only the mathematical treatment
of the problem is systematized, but the responses due to these inputs allow the prediction of the system's performance to other more complex inputs. In a design problem, performance criteria may be specified with respect to these test
signals so that a system
may be designed to meet the criteria. the response of a linear time-invariant system is analyzed in the frequency domain, a sinusoidal input with variable frequency is used. When the input frequency is swept from zero to beyond the significant range of the system
When
characteristics, curves in terms
of the amplitude ratio and phase between input
and output are drawn as functions of frequency. It is possible to predict the time-domain behavior of the system from its frequency-domain characteristics. To facilitate the time-domain analysis, the following deterministic test
signals are often used.
Step input function. The step input function represents an instantaneous change in the reference input variable. For example, if the input is the angular
Sec. 6.2
Typical Test Signals for Time Response of Control Systems
261
position of a mechanical shaft, the step input represents the sudden rotation of
the shaft.
The mathematical representation of a
step function
is
K0 =
where
>0 <0
(6-3)
R is
a constant.
Or
r{t)
Ru
s (t)
(6-4)
is
where u s (t)
is
The
is
step function
not defined at
0.
The
step function as a function of time
shown
in Fig. 6-l(a).
(a)
(b)
Fig. 6-1. Basic
time-domain
test signals
for control systems, (a) Step
function input, r(t)

(c)
= Ru
s (t).
(b)
Ramp
function input, r(t)
Rtu s {t).
Parabolic function input, r(t)
Rt 2 u s (t).
Ramp
a
input function. In the case of the
ramp
function, the signal
is
con-
sidered to have a constant change in value with respect to time. Mathematically,
ramp
function
is
represented by
K0 =
or simply
/(f)
L [0
\Rt
t>0 ." ?<0

Rtu s (0
(6
-5
(6-6)
The ramp function
is
shown
in Fig. 6- 1(b). If the input variable is of the
form of
the angular displacement of a shaft, the
ramp input
represents the constant-
speed rotation of the shaft.

Parabolic input function.
The mathematical representation of a parabolic

, ,
input function
is
\Rt 2
>
262
of Control Systems
Chap. 6
or simply
<0 =
The
These
test signals all
Rt*ut)
is
(6-8)
graphical representation of the parabolic function
shown
in Fig. 6-l(c).
have the
common
feature that they are simple to de-
scribe mathematically,
and from the
step function to the parabolic function they
become progressively
as a test signal since
faster with respect to time.

its initial
instantaneous
The step function is very useful jump in amplitude reveals a great
deal about a system's quickness to respond. Also, since the step function has, in
principle, a
wide band of frequencies in

it
its
spectrum, as a result of the jump dis-
continuity, as a test signal
is
equivalent to the application of numerous
sinusoidal signals with a wide range of frequencies.
The ramp function has
the ability to test
how
the system
would respond to
a signal that changes linearly with time.
A parabolic function is one degree faster
than a ramp function. In practice, we seldom find it necessary to use a test signal faster than a parabolic function. This is because, as we shall show later, to track or follow a high-order input, the system is necessarily of high order, which may mean that stability problems will be encountered.
6.3
Time-Domain Performance of Control Systems Steady-State Response

In this section
we
shall discuss the typical criteria
used for the measurement of
the time-domain performance of a control system.
The time response of a control
system
may be
characterized by the transient response and the steady-state
response or,
following.
alternative, by a performance index that gives a qualitative measure on the time response as a whole. These criteria will be discussed in the
as an
Steady-State Error
It
was mentioned
earlier that the steady-state error is a
measure of system
accuracy
when a
specific type
of input
is
applied to a control system. In a phy-
sical system, because of friction and the nature of the particular system, the steady state of the output response seldom agrees exactly with the reference input. Therefore, steady-state errors in control systems are almost unavoidable,
and in a design problem one of the objectives is to keep the error to a minimum or below a certain tolerable value. For instance, in a positional control system, it is desirable to have the final position of the output be in exact correspondence with the reference position. In a velocity-control system, the objective is to have
the output velocity be as close as possible to the reference value. If the reference input r{t) and the controlled output c(t) are dimensionally the same, for example, a voltage controlling a voltage, a position controlling a
position,
and so on, and

is
are at the
same
level
or of the same order of magnitude,
the error signal
simply
e(t)
= r(t) -
c{t)
(6-9)
Sec. 6.3
Time-Domain Performance
of Control
Systems
263
However, sometimes
reference input that
is
it
may be
same
it
impossible or inconvenient to provide a
at the
level or
controlled variable. For instance,

velocity-control system
may
even of the same dimension as the be necessary to use a low-voltage
source for the control of the output of a high-voltage power source; for a
it is
more
practical to use a voltage source or position
input to control the velocity of the output shaft.
Under
these conditions, the
error signal cannot be defined simply as the difference between the reference
input and the controlled output, and Eq. (6-9) becomes meaningless. The input
and the output

in the
signals
must be of the same dimension and

is
at the
same
level
before subtraction. Therefore, a nonunity element, H(s),
usually incorporated
feedback path, as shown in Fig.
6-2.
The
error of this nonunity-feedback
r(t)
/\
e(0
>
cit)
G(s)
R(s)
as)
bit)
H(s)
Bis)
Fig. 6-2.
Nonunity feedback control system.
control system
is
defined as
e (0
= =
r{t)
b(t)
(6-10)
or
&{s)
R(s)
is
B(s)
R(s)
H(s)C(s)
(6-1 1)
For example,
is
if
a 10-v reference
is
used to regulate a 100-v voltage supply,

the output voltage
is
a constant and
is
equal to
0.1.
When
exactly 100
v,
the
error signal
f(0= 10-0.1-100 =
As another example
let
(6-12)
in Fig. 6-2
us consider that the system

is
velocity-control system in that the input r(t)
shown is a used as a reference to control the
output velocity of the system. Let
c(t)
denote the output displacement. Then,
we need a
device such as a tachometer in the feedback path, so that H(s)

in velocity
is
K,s.
Thus the error
defined as
e (0
r{t)
b{t)
r{t)
k;-
dc(t)
(6-13)
dt
The error becomes zero when the output velocity dc(i)\dt is equal to r(i)\K The steady-state error of a feedback control system is defined as the error when time reaches infinity; that is,
t
.
steady-state error
lim
e(t)
(6-14)
264
of Control Systems
Chap. 6
With reference
to Fig. 6-2, the Laplace-transformed error function
is
^ = r+W)W)
lim
e(t)
(6 ' 15)
By use of the
final-value theorem, the steady-state error of the system

e ss
is
lim s&(s)
axis
(6-16)
where
s&(s) is to
have no poles that
lie
on the imaginary
and
in the right half
of the s-plane. Substituting Eq. (6-15) into Eq. (6-16),

e ss
we have
(6-17)
lim
*fffr).
,
,
>
which shows that the steady-state error depends on the reference input R(s) and the loop transfer function G(s)H(s). Let us first establish the type of control system by referring to the form of
G(s)H(s). In general, G(s)H(s)
may
be written
i
G(s)H(s) {)
KV+T s){l + T s)...{l + T m

2
s)
s'(l
+ T s)(l + T s)
a b
(1
+ T s)
n
(6m
{t 1V)
where
to the order of the pole of G(s)H(s) at s
K and all the Ts are constants. The type of feedback control system refers = 0. Therefore, the system that is described by the G(s)H(s) o(Eq. (6-1 8) is of type/, wherey = 0, 1,2, ... The values
.
of m,
and the Ts are not important to the system type and do not affect the value of the steady-state error. For instance, a feedback control system with
n,
G <*M*>
is
= /+^(1+1)
(6 " 19)
of type
1,
since j
1.
Now let us consider the effects of the types of inputs on the error. We shall consider only the step, ramp, and parabolic inputs.
system of Fig. 6-2
input
is
steady-state
Steady-state error due to a step input. If the reference input to the control
is a step input of magnitude R, the Laplace transform of the Equation (6-17) becomes
R/s.
i:
"
sR(s)
1
~~
+ G(s)H(s)
R
1
G(s)H(s)
~~
1
R_ lim G(s)H(s)
fi
?m
'
For convenience we define
Kp =
where K
is
lim G(s)H(s)
(6-21) (6-20)
is
the positional error constant.

e
Then Eq.
written
(6 " 22)
"
= TTK,
the input
is
We
see that for e ss to be zero,
when
a step function,
see that for
Kp
must be
infinite. If
G(s)H(s)
is
described by Eq. (6-18),
we
to be infinite,
j must be at least equal to unity; that is, G(s)H(s) must have at least one pure integration. Therefore, we can summarize the steady-state error due to a step
Sec. 6.3
of Control
Systems
265
input as follows: type type
system
1
-"
e ss
(or higher) system:
~ + =
1
R
K,
constant
Steady-state error due to a
ramp
r(t)
input. If the input to the control
system
of Fig. 6-2
is
Rtu,(t)
r(t) is
(6-23)
where
is
a constant, the Laplace transform of
(6-24)
we have
ss
Mm
V"o s
sG(s)H(s)
R
lim sG(s)H(s)
(6-25)
If
we
define
K =
v
lim sG(s)H(s)
velocity error constant
(6-26)
Eq. (6-25) reads

(6-27)
K.
which is the steady-state error when the input due to a ramp input is shown in Fig. 6-3.
c(t)
i
is
ramp
function.
typical e s
Reference input
r(l)
e ss
R/Kv
= Rtu s (t)
Fig. 6-3. Typical steady-state error
due to a ramp input.
function,
Equation (6-27) shows that for e ss to be zero when the input Kv must be infinite. Using Eq. (6-18) and (6-26),
is
ramp
K =
v
lim sG(s)H(s)
s-0
lim
J s-0 S
j=
0,1,2,.
(6-28)
Therefore, in order for
to be infinite, j
must be
at least equal to two, or the
system must be of type 2 or higher. The following conclusions
may be
stated
266
of Control Systems
Chap. 6
with regard to the steady-state error of a system with ramp input:

type type
1
system
system:
e ss e ss e ss
= = =
oo
--
constant
type 2 (or higher) system:
Steady-state error due to a parabolic input. If the input

r(t)
is
described by
(6-29)
= \u 2
s {t)
the Laplace transform of
r(t) is
R(s)
= -J
is
(6-30)
The
steady-state error of the system of Fig. 6-2
R
"
lim s 2 G{s)H(s)
(6-31)
Defining the acceleration error constant as
K =
a
lim s 2 G(s)H(s)
(6-32)
the steady-state error
is
e ss
e ss e ss
(6-33) to the steady-state error of
The following conclusions can be made with regard

a system with parabolic input:
type
system:
1
type
system:
= = =
=
oo
oo
type 2 system: type 3 (or higher) system

:
e
e ss
= constant
among the
error constants,
As
summary of the error analysis,

is
the relations
the types of the system, and the input types are tabulated in Table 6-1.
transfer function of Eq. (6-18)
The
used as a reference.
Table 6-1
Summary
of the Steady-State Errors
Due
to Step,
Ramp,
and Parabolic Inputs

Step
Ramp
Input,
^**
Parabolic
Input,
^ SS
Type of System
J
Input,
Ap
-is
Ay
js
Aa
v-
&ss
_
\
R
if 1 ~r Jy p
\
_ R
A;,
is
_ R
T^~ Aa
K
1
=
1
"
+K
e ss e ss e 3S
oo oo oo
K
oo oo
= = =
= = =
^
e ss
2
3
K
oo
e ss
e ss
Sec. 6.3
of Control
Systems
267
should be noted that the position, velocity, and acceleration error constants are significant in the error analysis only when the input signal is a step function, a ramp function, and a parabolic function, respectively.
It It
is
should be noted further that the steady-state error analysis in this section
conducted by applying the final-value theorem to the error function, which is defined as the difference between the actual output and the desired output signal. In certain cases the error signal may be defined as the difference between the output and the reference input, whether or not the feedback element is unity. For instance, one may define the error signal for the system of Fig. 6-2 as
e(t)
lit)
c(t)
(6-34)
Then
() and
e
G(s)[H(s)
l]
R()
(6 . 35)
-lims l
G(s)[H(s)
l]
R(s)
(6-36)
It
here
relies
should be kept in mind that since the steady-state error analysis discussed on the use of the final-value theorem, it is important to first check to
see if sE(s) has
any poles on the ja>
axis or in the right half of the j-plane.
is, of course, that they do not give information on the steady-state error when inputs are other than the
One
of the disadvantages of the error constants
three basic types mentioned. Another difficulty error

is
is
that
when
the steady-state
a function of time, the error constants give only an answer of infinity,

varies with time.
and do not provide any information on how the error

sentation of the steady-state error.
We shall
present the error series in the following section, which gives a
more general repre-
Error Series In this section, the error-constant concept

is
generalized to include inputs
of almost any arbitrary function of time.

function of Eq. (6-15),
We
start
with the transformed error
S ^>
r+Mm
w e (t)r{t
(6 " 37)
or of Eq. (6-35), as the case may be. Using the principle of the convolution integral as discussed in Section
the error signal e(t)
3.3,
may be
written
(r)
J" _
- t) dx
(6-38)
where
we (r)
is
the inverse Laplace transform of
W^= +G \s)H(s)
l
<
W9
>
which
is
known
as the error transfer function.

all
If the first
n derivatives of r(t) exist for
values of
/,
the function r(t
t)
268
of Control Systems
Chap. 6
can be expanded into a Taylor

r(t
series; that
is,
T)
r(t)
xr(t)
|if(/)
- ^r(t) +
...
(6-40)
where
first derivative of r(t) with respect to time. considered to be zero for negative time, the limit of the convolution integral of Eq. (6-38) may be taken from to t. Substituting Eq. (6-40)
r(t)
represents the
r(t) is
Since
into Eq. (6-38),
we have
= =
J
lit)
w.(T)[r(0
*H?)
+ ff (0 - yj'C) +
xw e (x) dx
J
is
.]
rfr
(6-41)
w e (r) dx
J
r(t)
r(t)
f ^w.(i) dx
e(t) as
As
before, the steady-state error

infinity;
obtained by taking the limit of

lim
approaches
thus
= lim e(t) =
e,(f)
(6-42)
is
where et) denotes the steady-state part of e (t) and

e.(t)
given by
r,(t)\
w e (x)dx-f
(t)\
xw e (x)dx
r s (t)\
~^\{x)dx
(6-43)
and
r,(t)
^(0
^w,(x)dz
denotes the steady-state part of
r(t).
Let us define
C =
Ci
{x)
dx
=
J
xwx) dx
x 2 w e (x) dx
C2 =
(6-44)
= (-l)TT"W (TVT J
e
Equation (6-42)
e,(0
is
written
=C
r,(t)
C,r,(0
+ ^(f) +
and the
+ ^r(/) +
,
(6-45)
which
is
called the error series,
coefficients,
C C C2
];
C are
defined as the generalized error coefficients, or simply as the error coefficients.
The
error coefficients
may be
readily evaluated directly
from the error
transfer function, W,(s). Since W,(s)
and w e (x) are
related through the Laplace
transform,
we have
W. is)
= P w,(t>-" rft
J
(6-46)
Sec. 6.3
of Control
Systems
269
Taking the
limit
on both
sides of Eq. (6-46) as s approaches zero,
we have
lim
sô
e (s)
lim
i-o
>
f w (T)e"" dx
e
(6-47)
=C
The
derivative of
Ws) of Eq.
(6-46) with respect to s gives
-f^ =
ds
Tw e (r)e " di Jo
(6-48)
= de'"
from which we
get
C,
lim
.-o
4EMds Therefore,
(6-49)
The
rest
of the error coefficients are obtained in a similar fashion by taking sucs.
cessive differentiation of Eq. (6-46) with respect to
Cz = C =
3
lim
,ô
^M
ds 2
3
(6-50)
lim) ds
*ô
(6-51) v
The following examples

and
its
illustrate the general application
of the error
series
advantages over the error constants.

6-1
Example
In this illustrative example the steady-state error of a feedback control system will be evaluated by use of the error series and the error coefficients.
Consider a unity feedback control system with the open-loop
transfer function given as
G(s)
= j^-j
(6-53)
Since the system
is
of type
0, the error constants are
Thus the
follows
steady-state errors of the system
= K, Kv = 0, and a = 0. p due to the three basic types of inputs are as
unit step input, u,(t):

unit
e ss e ss
2
=
1
ramp
input, tu s (t)
t
unit parabolic input,
u s (t):
e ss
= =
oo oo
Notice that
state error
is
when
the input
is
either a
it
ramp or a
parabolic function, the steadyIt is
infinite in
magnitude, since
apparently increases with time.
apparent
that the error constants fail to indicate the exact
manner
in
which the steady-state
function increases with time. Therefore, ordinarily,
if the steady-state response of this system due to a ramp or parabolic input is desired, the differential equation of the system must be solved. We now show that the steady-state response of the system can
actually be determined
from the error
series.
^
Chap. 6
270
of Control Systems
Using Eq.
(6-39),
we have for
this
system
(6 " 54)
^> = r+W) = rFXTT

The
error coefficients are evaluated as
C = c
lim W.(s)
j^.0
=K+ jr-x-f
I
(6
55 >
<=il-T = (rTTF C = ~d^- = + *)3

>
l
(6 " 56)
(6 " 57)
(1
Although higher-order
coefficients
can be obtained, they
will
is
become
written
>
"''
less significant
as their values will be increasingly smaller.

<?.(0
The
error series
= YTK r*W +
the input signal
r,(f)
(1
+K)*
W+
=
(1
+^)
(?)
(6 " 58)
Now
let
us consider the three basic types of inputs.

1
When
tives
is
a unit step function,

series gives
r s (t)
=u
(t),
and
all
deriva-
of
are zero.
The error
*,(0
(6-59)

2.
result given
is
by the error-constant method.
When
and
is
the input signal
all
a unit ramp function, r s (t) = tu s (t), r s {t) = u s (t), higher-order derivatives of r s (t) are zero. Therefore, the error series
- (0
_1
TTT-F t + K'
+ TTZTÎ (1 +KY
-(')
(6
60)
which indicates that the steady-state error increases
linearly
with time.
The error-constant method simply

error
3.
is
yields the result that the steady-state
infinite
but
fails
to give details of the time dependence.
For a parabolic
all
input, rt)
(t
/2)u s (t), r s (t)
tu s (t), r s (t)
u s {t), and
higher derivatives are zero. The error series becomes

*.(0
= [y^k T + (TTkT - inhcy] ' w 2

'
(6 " 61)
4.
In this case the error increases in magnitude as the second power of /. Consider that the input signal is represented by a polynomial of t and an
exponential term,
r(f)
[o
+a +
t
^+
s (t)
e-~jujf)
(6-62)
where a
a it a 2 and a 3 are constants. Then,

,
r,(f)
[a
+ <M + ^],(0
s
(6-63) (6-64)
(6-65)
fit)
rXt)
= (i + a 2 t)u = a 2 u (t)
K
(1
In this case the error series becomes

e,0)
=
1
+ K n(t) +
+K)
M-
K
(i
+^)3 ^(f)
(6
" 66
>
Sec. 6.4
of Control Systems / 271
Example
6-2
In this example
stant
is
we
shall consider
a situation in which the error cona solution to the steady-state

system described in Example
totally inadequate in providing
error. Let us consider that the input to the
6-1
is
a sinusoid,
r(t)
sin (D
(6-67)
where
(D
= 2. Then = sin (D = (D cos (D r,(t) = -Oil sin (D r (t) = -G>1 cos (D

r,(i)
t
rjit)
(6-68)
t
The
e,(t)
error series can be written
= [c -
2y C0
4T o
sin
V +
[Cio
-yfcoS
cos (D
(6-69)
vergence of the series

(D
Because of the sinusoidal input, the error series is now an infinite series. The conis important in arriving at a meaningful answer to the steadyconvergence of the error K to be 100. Then
series
state error. It is clear that the
depends on the value of
and K. Let us assign the value of
C =
Cl
YTH = 00099
K +Ky = 0000194
5.65
= (1 +K? = 00098
c* = ~ (i
3
" C = (i 6K, = + xy
x 10" 8
Thus, using only the
first
four error coefficients, Eq. (6-69) becomes
et) =i ro.0099
L
9 + a002 194 -4l sin It + 0.0196 cos It J
(6
70 )
=
or
e,(0
0.01029 sin It
0.0196 cos It
(6-71)
~ 0.02215 sin {It + 62.3)

is
Therefore, the steady-state error in this case
also a sinusoid, as given
by Eq.
(6-71).
6.4
Time-Domain Performance of Control Systems

Transient Response
The
transient portion of the time response
is
that part which goes to zero as
time becomes large. a stable system

diminish and
is is
Of course,
the transient response has significance only
when
referred to, since for an unstable system the response does not
out of control.
272
of Control Systems
Chap. 6
The
transient performance of a control system
is
usually characterized by
the use of a unit step input. Typical performance criteria thai are used to characterize the transient response to
rise time,
and
settling time.
a unit step input include overshoot, delay time, Figure 6-4 illustrates a typical unit step response of
Maximum
overshoot
Fig. 6-4. Typical unit step response of a control system.
a linear control system. The above-mentioned

the step response:
1.
criteria are defined
with respect to
Maximum
sient state.
overshoot.
The maximum overshoot
is
defined as the
largest deviation of the output over the step input during the tran-
measure of the
shoot
is
The amount of maximum overshoot is also used as a relative stability of the system. The maximum overis,
often represented as a percentage of the final value of the
step response; that
per cent
maximum
overshoot
= maximum overshoot
final
value
X 100%
(6-72)
2.
Delay time. The delay time

Rise time.
Td is
r
defined as the time required for the

its final
step response to reach 50 per cent of

3.
value.
The
rise
time
is
defined as the time required for the

to 90 per cent of
its final
from 10 per cent Sometimes an alternative measure is

step response to rise
value.
to represent the rise time as a
Sec. 6.5
Transient Response of a Second-Order System /
273
reciprocal of the slope of the step response at the instant that the
response
4.
is
equal to 50 per cent of
its final
value.
Settling time.
The
settling
time
is
defined as the time required for

5 per cent.
the step response to decrease and stay within a specified percentage
of its
final value.
A frequently used figure is
The four
sure
tities
quantities defined above give a direct measure of the transient
characteristics of the step response.
These quantities are
relatively easy to
mea-
when
a step response
is
already plotted. However, analytically these quan-
are difficult to determine except for the simple cases.
Performance Index
Since the general design objective of a control system is to have a small overshoot, fast rise time, short delay time, short settling time, and low steadyit is advantageous to use a performance index that gives a measure of the overall quality of the response. Let us define the input signal of a system as r(t) and the output as c(t). The difference between the input and the output
state error,
is
defined as the error signal, as in Eq. (6-9). Sometimes
r(t) is
referred to as
the desired output.
signal
In trying to minimize the error signal, time integrals of functions of the error may be used as performance indices. For example, the simplest integral
is
function of the error
dt
J
(6-73)
is used to designate performance index. It is easy to see that Eq. (6-73) not a practical performance index, since minimizing it is equivalent to minimizing the area under e{t), and an oscillatory signal would yield a zero area and
where /
is
thus a zero
/.
Some of the
J o
practical integral performance indices are
\"\e{f)\dt
[te{t)dt Jo
JO
f e\t)dt
and there are many

performance indices
others.
is
The subject of the design of control systems using covered in Chapter 11.
6.5
Transient Response of a Second-Order System
Although true second-order control systems are rare in practice, their analysis generally helps to form a basis for the understanding of design and analysis
techniques.
state
Consider that a second-order feedback control system is represented by the diagram of Fig. 6-5. The state equations are written
"x (0i
1
"*i(0"
r(t)
(6-74)
Ji(t)J
\_-<ol
-2Cco,
where and
co
are constants.
274
of Control
Systems
Chap. 6
x 2 (0+)/s
x,(0+)/s
Fig. 6-5. State
diagram of a second-order feedback control system.

is
The output equation
c(0
colx^t)
(6-75)
Fig. 6-5, the state transi-
Applying the gain formula to the

tion equations are written
's
state
diagram of
2Cco
*i(0+)"
-col
R(s)
(6-76)
s_\ix 2 (0+)
where
A=
The
the Laplace transform table.
s2
2cos
col
is
(6-77)
inverse Laplace transform of Eq. (6-76)
carried out with the help of
For a
unit step function input,

2
1
we have
2 1
*l(0
sin (co*s/l
C
1
+
2
y/)
co n
sin
awT-
*i(0+)
.* 2 (0+)J
x 2 (t) J
Vi -C
co sin g>V
1
sin
(eoV 1
$)
+
where
col
yi-c
1
e^-'sinKVl -C 2 'sin
co,,
(6-78)
<t>\\
r>0
VI -C 2
,
w*J\
=e"
fo "'
'
y/
=
=
tan
yi-c
c
(6-79)
2
tan
-,yi-c
(6-80)
Although Eq.
terms of the
(6-78) gives the complete solution of the state variables in
initial states
and the unit step input,
it is
a rather formidable-looking
is
expression, especially in view of the fact that the system
only of the second
order. However, the analysis of control systems does not rely completely on the
evaluation of the complete state and output responses.

linear control theory allows the study of control system
The development of performance by use of
Sec. 6.5
275
and the
characteristic equation.
We shall show that
a great
deal can be learned about the system's behavior by studying the location of the
roots of the characteristic equation.
The closed-loop transfer function of the system is determined from

C() R(s)
Fig. 6-5.
. 81
=
s
col
2
2gv
is
+ col
=
(6 K
) }
The
zero

;
obtained by setting Eq. (6-77) to
that
is,
A=
is
2Ccos
col
(6-82)
For a unit step function input, R(s) I Is, the output response of the system determined by taking the inverse Laplace transform of
C(s)
=
s{s
+
2
*
f' 2cos
+ col)
2
t
(6-83)
Or,
c(t) is
determined by use of Eqs. (6-75) and (6-78) with zero

-CoJnf
initial states
c(0
= +
1
7r=c sSin
co*/l
tan -,-v/l-C
-c
c(t).
>
(6-84)
study the relationship between the roots of the characteristic
equation and the behavior of the step response

are
The two
roots of Eq. (6-82)
su
s2
= =
-fco jco a/1
-C
and
co is
(0-83)
a.jco
, co n , a,
The
physical significance of the constants
now
described
as follows:
As
seen from Eq. (6-85),

t
multiplied to
rate of rise
in the exponential
a>, and a appears as the constant that is term of Eq. (6-84). Therefore, a controls the
and decay of the time response. In other words, a controls the "damping" of the system and is called the damping constant or the damping
factor.
The
inverse of a, 1/a,
is
proportional to the time constant of the system.
When
call the
the two roots of the characteristic equation are real and identical
critically
we
damping occurs when f = 1. Under this condition the damping factor is simply a = co. Therefore, we can regard as the damping ratio, which is the ratio between the actual damping factor and the damping factor when the damping is critical. co is defined as the natural undamped frequency. As seen from Eq. (6-85),
system
damped.
From
Eq. (6-85)
we
see that critical
when
the damping is zero, 0, the roots of the characteristic equation are imaginary, and Eq. (6-84) shows that the step response is purely sinusoidal. Therefore, con corresponds to the frequency of the undamped sinusoid.
Equation (6-85) shows that

co
= aw^ -
(6-86)
However, since unless C
0,
tion. Therefore, strictly, co is
the response of Eq. (6-84) is not a periodic funcnot a frequency. For the purpose of reference co is
sometimes defined as conditional frequency.
276
of Control
Systems
Chap. 6
l'u
Root
) ;,
s-plane
/
e
i
\
\ N
= >/!--r 2
"
/
*-a =
$u
Root
Fig. 6-6. Relationship
second-order system and a,
between the characteristic equation roots of a C, co, and to.
Figure 6-6 illustrates the relationship between the location of the characteristic
equation roots and a,

a> is
C> cu,
and
ca.
shown,
the radial distance from the roots to the origin of the s-plane.
For the complex-conjugate roots The
damping factor a is the real part of the roots; the conditional frequency is the imaginary part of the roots, and the damping ratio is equal to the cosine of
the angle between the radial line to the roots and the negative real axis; that cos 9
is,
(6-87)
Figure 6-7 shows the constant-cw

loci,
loci,
the constant-^
loci,
the constant-a
and the constant-cu loci. Note that the left-half of the j-plane corresponds to positive damping (i.e., the damping factor or ratio is positive), and the right-half of the j-plane corresponds to negative damping. The imaginary axis corresponds to zero damping (a = 0, = 0). As shown by Eq. (6-84), when the damping is positive, the step response will settle to its constant final value because of the negative exponent of e~ Ca*. Negative damping will correspond to a response that grows without bound, and zero damping gives rise to a sustained sinusoidal oscillation. These last two cases are defined as unstable for
linear systems. Therefore,
teristic
we have demonstrated that the
location of the charac-
equation roots plays a great part in the dynamic behavior of the transient
response of the system.
The effect of the characteristic-equation roots on the damping of the second-
Sec. 6.5
Transient Response of a Second-Order System
277
s-plane
Positive
damping
\ ^ \\ XyA J
'
/to
s-plane
f = o
>N
Negative
damping
A
/
Positive
/] 1
J
r = o
Negative
damping
damping
'
1
(b)
f2>fl
/CO
/OJ
,
s-plane
s-plane
co 2
Positive
Negative
damping
damping
00,
-2
-t-
-Oij
-3
-to,
Positive
Negative
damping
damping
-co 2
a2
>a >0
l
<*
(c)
(d)
Fig. 6-7. (a) Constant natural
damping
ratio loci, (c) Constant
undamped frequency loci, (b) Constant damping factor loci, (d) Constant condi-
tional frequency loci.
is further illustrated by Figs. 6-8 and 6-9. In Fig. 6-8, co is held oo to +oo. The following constant while the damping ratio C is varied from classification of the system dynamics with respect to the value of is given
order system
<C<
s u s2
-Ccon
j(O *J\~
n
underdamped case
critically
damped
case
case
C>i C = o
overdamped case
Si, s 2
s
t ,
C<o
s2
= /cu = Ca> jco^/l
undamped
C
2
negatively
damped
case
/oo
x-plane
r=o
_^
<?<!/'
r>i
5l
0>f>-l
?=
*t-
f<-I
f-
yo>r>-i
r
=o
Fig. 6-8.
damping
Locus of roots of Eq. (6-82) when +oo. ratio is varied from -o to

,.
a> is
held constant while the
/"
c(,t)
s-plane
-X
*-
f>l
/OJ
x-plane
f=l
x-plane
/
c(/)
o<r~ct
f =
/CO
s-plane
0>f>-l
/CO
s-plane
r<-i
Fig. 6-9 (Cont.).
locations.
Figure 6-9 illustrates typical step responses that correspond to the various root
In practical applications only stable systems are of interest. Therefore when f is positive are of particular interest. In Fig. 6-10 is plotted the variation of the unit step response described by Eq. (6-84) as a function of the normalized time cot, for various values of the damping ratio f. It is seen that the response becomes more oscillatory as decreases in value When r i there is no overshoot in the step response; that is, the output never exceedsThe value of the reference input.
the cases
>
The exact relation between the damping ratio and the amount of overshoot can be obtained by taking the derivative of Eq. (6-84) and
zero.
Thus
setting the result to
dc(t)
tcoe
-Zcon t
dt
-CcOnt
sin (cot
t4)
(6-88)
CQa
~ /i
_^
^/1
cos (a>t
4>)
t>0
280
of Control
Systems
Chap. 6
Fig. 6-10. Transient response of a second-order system to a unit step function input.
where
(j>
tan
-,
yi-c
(6-89)
Equation (6-88)
dc(t)
is
simplified to
co
dt
Jl -
e "
-&,<
si n
q^ î
t
_
=
2,
>
(6-90)
Therefore, setting Eq. (6-90) to zero,
we have
n
oo
and
(6-91)
cVl-C 2 ' =
0,1,2,...
Sec. 6.5
Transient Response of a Second-Order Systems
281
or
nn
The first maximum value of the step response c(t) occurs at n the time at which the maximum overshoot occurs is given by
max
/,
..,
1.
Therefore,
(6-93)
In general, for all odd values of n, that is, n 1 3, 5, Eq. (6-92) gives the times at which the overshoots occur. For all even values of n, Eq. (6-92) gives the times at which the undershoots occur, as shown in Fig. 6-11. It is interesting to note that, although the maxima and the minima of the response occur at periodic intervals, the response is a damped sinusoid and is not a periodic function.
,
.
c(t)
v7~p vT^p"
vT^T1
vT^F
at
Fig. 6-11. Step response illustrating that the periodic intervals.
maxima and minima occur
substituting Eq. (6-92) into Eq. (6-84).
The magnitudes of the overshoots and the undershoots can be obtained by Thus
Im.x or
<\0
or
mm
r Vi -C 2
,
==- sin (
nn
tan"
^ZI^-)
[
il
"=1,2,3,...
(6-94)
C(OIorml.
= +
1
(-I)""'* "f=F
is
(6-95)
The maximum overshoot

and
per cent
obtained by letting n
overshoot
maximum
= = c max =
in Eq. (6-95). Therefore,
e -'C/-/T=c
5
(6-96) (6-97)
maximum
overshoot
lOOer*^ 1
282
of Control
Systems
Chap. 6
0.4
0.6
0.8
ratio f
1.0
1.2
Damping
Fig. 6-12. Per cent overshoot as a function of
damping
ratio for the step
response of a second-order system.
Note that
response
is
for the second-order system, the
maximum
overshoot of the step
only a function of the damping ratio. The relationship between the
per cent
is
maximum
overshoot and damping ratio for the second-order system

it is
shown
in Fig. 6-12.
From
Eqs. (6-93) and (6-94)
seen that for the second-order system under

it
consideration, the
maximum
overshoot and the time at which
occurs are
all
For the delay time, rise time, and settling time, however, the relationships are not so simple. It would be difficult to determine the exact expressions for these quantities. For instance, for the delay time, we would have to set c(t) = 0.5 in Eq. (6-84) and solve for /. An easier way would be to plot cotd versus as shown in Fig. 6-13. Then, over the range of < < 1 .0 it is possible to approximate the curve by a straight line,
exactly expressed in terms of
and
co.
^~l+0.7
Thus the delay time
is
(6-98)
U
For a wider range of
,
+ 0-7C
1
(6-99)
co
a second-order equation should be used. Then

,
id
_1 = + 0.6 + 0.15
CO
is
(6-100)
For the
directly
rise
time
tr ,
which
the time for the step response to reach from
10 per cent to 90 per cent of its final value, the exact values can again be obtained
from the responses of
Fig. 6-10.
The
plot of
cot r
versus
is
shown
in
Fig. 6-14. In this case the rise time versus relation
can again be approximated
by a
straight line over a limited range of . Therefore,
0.8
+
COn
2.5
o<<
(6-101)
better approximation
may be
obtained by using a second-order equation;
Sec. 6.5
283
^
H'rf
= l+0.7f
<%) _
R (s)
0.5
<
s2+2$us +
2 wn
0.2
0.4
0.6
0.8
1.0
1.2
1.4
1.6
f
Fig. 6-13.
Normalized delay time versus f for a second-order control
system.
5.0
"i
4.0
2.0
-I
L
0.8
J_
1.0
1.2
0.2
0.4
0.6
?
Fig. 6-14.
Normalized
rise
time versus C for a second-order system.
then
,_
~ +
l
l-K+lAC 2
co
(6-102)
clear that the expression for the
From
the definition of settling time,
it is
settling time is the
most difficult to determine. However, we can obtain an approx-
imation for the case of

soid, as
<f<
by using the envelope of the damped sinu-
shown
in Fig. 6-15.
284
Time- Domain Analysis of Control Systems
Chap. 6
Fig. 6-15.
Approximation of settling time using the envelope of the decay-
ing step response of a second-order system (0
<
<
1).
From
the figure
it is
clear that the
same
-CcOnl.
result is
obtained with the approxis
imation whether the upper envelope or the lower envelope

c(t)
used. Therefore,
1.05
(6-103)
Solving for
cot s
from the
last equation,
1
we have
(6-104)
<oj,= -4-ln[0.05yi-C]
For small values of f, Eq. (6-104)
CO n t s
is
simplified to
= -y - c<
o<c<i
rise time,
(6-105)
or
s
(6-106)
Now
time,
it is
reviewing the relationships for the delay time,
and
settling
seen that small values of f would yield short rise time and short delay time. However, a fast settling time requires a large value for . Therefore, a compromise in the value of should be made when all these criteria are to be
satisfactorily
met
in a design problem. Together with the
consideration on
maximum
overshoot, a generally accepted range of damping ratio for satisfactory all-around performance is between 0.5 and 0.8.
6.6
Time Response of
a Positional Control
System
we shall study the time-domain performance of a control system whose objective is to control the position of a load that has viscous friction and inertia. The schematic diagram of the system is shown in Fig. 6-16.
In this section
Sec. 6.6
Time Response of a Positional Control System
285
dc motor
dc
amplifier
;
if
= constant
*
Error detector
t ^Q09
Fig. 6-16. Direct current positional control system.
form the error detector with sensitivity The error detector sends a signal to the dc amplifier which is proportionafto *e dtfference between the angular positions of the reference input shaft anS he C UtPUt f he dC ""***" is USed to contro1 the armature of a dcmot ,! dc motor. TH current The the field of the dc motor is held constant The parameters of the system are given as follows:
set
of potentiometers
Sensitivity of error detector
Gain of dc amplifier
Resistance of armature of motor Inductance of armature of motor
of rotor of motor Friction of motor shaft

Inertia
Friction of load shaft

Inertia of load
Gear ratio Torque constant of motor
K = 1/57.3 volt/deg = A (variable) * = 5Q L = negligible Jm = 10" lb-ft-sec* Bm = negligible BL = 0.1 lb-ft-sec = 0.11b-ft-sec = NJN 1 = TV K = 0.5 lb-ft/amp
s
volt/rad
/z,
The
first
step in the analysis
is
to write the equations for the system

s
This
cause-
1.
Error detector:
9eQ)
e(t)
= e (t) - exo = KftJit)

r
(6-107) (6-108)
2.
DC amplifier:
ea {t)
= Ae(t)
(6-109)
286
of Control
Systems
Chap. 6
3.
Armature-controlled dc motor:
LjMl = - RJ {t) +
a
e a (t)
e b (t)
(6-1 10)
e{t)
= K co m {t)
b
(6-111)
where
b is
the back
emf constant of the motor
TJf)
Km
(t)
(6
112 )
jj-^- = -Bme co m +
where Jme and
TJt)
(6-113)
Bme
are the equivalent inertia and viscous frictional

respectively,
coefficients seen
by the motor,
3
and
(6-114)
(6-1
1
= Jm + Bme = Bm
Jme
4.
n 2 JL
-\-
= lO' + 0.01(0.1) = 2 n*BL = 10" lb-ft-sec

3
10- 3 lb-ft-sec 2
5)
Output:
^
0c(t)
t
.
= =
co m {t)
(6-116) (6-117)
n8Jt)
,
The value of the back emf constant, Kb is not given originally, but a definite relationship exists between Kb and K In the British unit system, K, is given in lb-ft/amp and the units of the back emf constant are volts/rad/sec. With these units, Kb is related to K, through a constant ratio. The mechanical power
developed in the motor armature
Pit)
is
{see Sec. 5.7)
e b {t)i a {t)
watts
(6-118)
=
Substituting Eqs. (6-111)
ê
b (t)it)
hp
and
(6-112) into Eq. (6-118),
we have
(6-119)
P(f)
= ^TJfyoJt) = -^Tjfajt)
hp
Also,
it is
known
that
Pit)
hp
(6-120)
Therefore, equating Eq. (6-119) to Eq. (6-120) gives
A,
or
= 2a = /40
1.36*;
0.737A.
(6-121)
K =
b
(6-122)
Thus, given K, to be 0.5 lb-ft/amp, K is found to be 0.68 volt/rad/sec. Using Eqs. (6-107) through (6-116), the state equations of the system are
written in the matrix
form
as follows:
Sec. 6.6
Time Response
dia {ty
of a Positional Control
System
287
K
=
J me
nAK,
r us)
[AK.1
dt
dco m (t)
dt
Bme
'me
co m (t)
0,(0
(6-123)
dBJf)
L
dt
J
is
[0(O
is
The output equation drawn as shown in
given by Eq. (6-117). The state diagram of the system
Fig. 6-17.
9<a (0+)A
9 B m (0
+)/s
"AK.IL.
Fig. 6-17. State
diagram of the positional control system
in Fig. 6-16.
When
the initial states are

is
assumed to be
function of the system
zero, the closed-loop transfer
obtained as
0,(0
M
where
K AK n
s
t
*A.4l + V>U +
?.
W) + K K
b
lS
+ K.AK,n
(6 " 124)
negligible
^ me
~n
^ SeC
The
error between the reference input
and the output
is
denned
as
0.(0
0,(0-0,(0
is
(6-125)
The open-loop
obtained by use of Eq. (6-124).
G(s)
= JsW =
K,AK n
K ^meS{l +
t.j)(1
r me s)
+KK
b
(6-126)
lS
transition equations of the system can be obtained from the state diagram by use of the gain formula, in the usual fashion. However, the main objective of this problem is to demonstrate the behavior
The
state
of the time response of
288
of Control
Systems
Chap. 6
the positional control system with respect to the system parameters, and sufficient to assume that all the initial states of the system are zero.
it
is
Since
(6-124)
is
La
is
negligible, t
0,
and the closed-loop

K,AK,n
transfer function in Eq.
simplified to
OJs)
d,{s)
R.Jm
y + (K K
t
+ R aB m .)s +
K,AK n
l
(&l27) v
of the second order; thus it can be written in the standard form of Eq. (6-81). The natural undamped frequency of the system is
Equation (6-127)
is
AK,n w = V K m i R.J
s
"
(6-128) v
The damping
ratio
is
_ K K, + RB me _ K K, + R B m 2jK AK,RJme n 2R Jme(o

b b
(6-129)
When
the values of the system parameters are substituted into Eq. (6-127), the
closed-loop transfer function of the system becomes
JA G
5A
34.5s
VJs)-s 1 +
undamped frequency and
the
5A
(6-130) ' l
Suppose that the gain of the dc amplifier is
arbitrarily set at 200.
The natural
damping
ratio are, respectively,
= C =
The
s
2
31.6rad/sec
0.546
is
(6-131) (6-132)
34.5s
1000
(6-133)
whose roots are

s u s2
-17.25 j26.5
(6-134)
Time Response to a Step Input

Consider that the reference input is a unit step function, 9,{t) then the output of the system, under zero initial state condition, is
u s (t) rad;
^=
or
fl
'
1
W
1
1000
+ 3^7+
17
(6 " ,35)
1000) J
t -i-i-
rA =-
4-
9 <,-o.5 4 6<r
^ n rn.R17m
ir.
tan"
1.53)
=
normalized time
the gain
1.2e-
"'
sin (26.4?
is
(6-136)
236.8)
The output response of the system

cot.
plotted in Fig. 6-18 as a function of the
study the effects on the time response
when
the value of
the gain
A is varied. Note that in Eq. (6-128) and in A increases the natural undamped frequency oj> but decreases the damping ratio . For A = 1500, = 0.2, and = 86.2 rad/sec. The output response to a unit step displacement input for A = 1500 is plotted as shown in
Eq. (6-129), an increase in
Sec. 6.6
Time Response
System
289
Bc {t)
Fig. 6-18.
Time response of the positional control system

is
in Fig. 6-16
the input
when
a unit step displacement.
Fig. 6-18. In this case the overshoot is very high, although the rise time and delay time are apparently reduced. The settling time is also shortened by the increase in A, although the responses in Fig. 6-18 do not show this because the time axis is normalized by .. In fact, in Fig. 6-18 the step response for A 1500 seems to take a longer time to reach the steady state than that for A 200 This is distorted by the normalized time axis; for A 1500, co 86 2 rad/sec as compared to a> 31.6 rad/sec for A 200.
low value, 13.5, the damping ratio and the are f 2.1 and 8.22 rad/sec, respectively . fcince is greater than one, the step response corresponding to A 13 5 is overdamped. Table 6-2 gives the comparison of the time responses of the system for the three different values of A used.
natural
When A
is set
at a relatively
undamped frequency
m =
Table 6-2
Comparison of Transient Response of a Second-Order Positional Control System When the Gain Varies
Damping
Gain
Maximum
(On
Ratio C
2.1
Overshoot
Tt
0.325
Tr
1.02
Ts
1.51
'max
13.5
8.22 31.6 86.6

0.13
200 1500
0.546
0.2
0.043 0.013
0.064
0.015
0.174
0.17
0.119
0.037
0.52
290
of Control
Systems
Chap. 6
When
the value of
is set
at 13.5
and 200, the roots of the
characteristic
equation are determined
and
listed as follows:
s u s2
A =
13.5
,4=200
as
jj 2
= =
-2.1, -32.4
-17.25 y26.
shown
These roots, together with the ones for A = 1500, are located in the s-plane in Fig. 6-19. In general, for any value of A, the roots of the characterequation are given by
Sl
teristic
,s 2
-17.25
1 -j-*/U90-20A
(6-137)
A
.s-plane
= 1500
/86
^
<-
-2.1 = 135
.4
= 200
;26.5
A<0
,4
= 13.5
A =
A<0
-/26.5
Root
loci
A = 1500 A
/86
Fig. 6-19.
Root locus diagram of
the system in Fig. 6-14.
Therefore, for values of
A between
zero and 59.5, the two roots are real and
lie
and the system is overdamped. For values of A greater than 59.5, the roots are complex conjugate; the real parts of the roots are equal to 17.25 and are not affected by the value of A. Therefore, as A approaches infinity, the damping factor of the second-order system is always -1 When A varies continuously between -co and o, the equal to 17.25 sec two roots of the characteristic equation trace out two continuous loci in the s-plane, as shown in Fig. 6-19. In general, these are called the root loci of
on the negative
real axis in the s-plane,
.
the characteristic equation or of the control system. In control system studies a root-locus diagram can be very useful for analysis and design once the relation-
ship between the root location

finite positive values of A.
and the
is
transient behavior has been established.

is
In this case Fig. 6-19 shows that the second-order system
always stable for

is
all
When A
negative, one of the roots
positive,
eC
' '
Time Response
System
291
which corresponds to a time response that increases monotonically with time and the system is said to be unstable. The dynamic characteristics of the transient response as determined from the root-locus diagram of Fig. 6-19 are summarized
as follows
Amplifier Gain
Characteristic Equation Roots
System Dynamics
<A<
A
59.5
Two Two
negative distinct real roots negative equal real
Overdamped
Critically
(
>
1)
59.5
damped
(
roots
59.5
= n
<A < <A<
oo
Two complex
Two
conjugate roots with negative real parts

distinct real roots,
Underdamped
<
1)
-oo
positive
one and one negative
Unstable system
(f
< 0)
Since the system under consideration is of type 1, the steady-state error of is zero for all positive values of A, when the input is a step function in other words, for a step input, the positional error constant K, is to be used Substituting the open-loop transfer function G(s) for the system and H(s) 1 into Eq. (6-21), we have
the system
K v
j>
= lim
"i? 5(s
is
5A
34.5)
(6
'
138 )
Therefore, the steady-state error
given by Eq. (6-22) as
= T+X =
( 6 -139)
The
unit step responses of Fig. 6-18 verify this fact.
Time Response to a
Ramp input
input 0,(0
is
When
tem
a unit
ramp function
ot hig. 6-16, the output response
= /.(/) is applied to the control sys+ coi)

(6-140)
described by
0,(0
JB-'
UV +
2Cto.fi
is
From
the Laplace transform table, Eq. (6-140)
written
U0 = ~ S + aWl'-C^
'
'
Sin [(a
^TZ=T
2 '
(6-H1)
where
he nSeS f r P re ' f, Fig. 6-20 Notice that in this case the steady-state error of the system As seen from Eq. (6-141), the last term will decay to zero as
nT
= 2tan->Vl^ = 115 20' and 150 are sketched as

is
. (6 142)
shown
in
infinity.
nonzero time approaches Therefore, the steady-state response of the system due to a unit ramp
292
of Control Systems
Chap. 6
4.0
e(A = 200)
3.0
ea (A
= 1500) s
e ss
A
0,(0 = tu s (t)
2.0
= 1500
(A = 13.5)
A A
= 13.5
= 200
Fig. 6-20.
Output response (normalized) of the control system

is
in Fig. 6-16
when
input
is
the input
a unit
ramp
function.
lim 6 c {t)
It is
lim
_2f
<w.
(6-143)
simple to see that the steady-state error due to the unit 2

a>
ramp input
is
34.5
5A
(6-144)
which
is
a constant.
error to a
A more systematic method of determining the steady-state input is to use the velocity error constant K From Eq. (6-26),
v.
ramp
K,
lim sG(s)H(s)
lim
^3 = ^
(6-145)
Therefore, from Eq. (6-27),

1
34.5
(6-146)
result
of Eq. (6-144).
to the magnitude of A. However,
Equation (6-146) shows that the steady-state error is inversely proportional if we choose to improve the steady-state accuracy of the system by increasing the forward gain, the transient response becomes
oscillatory.
more
This phenomenon
if
is
rather typical in
is
all
control systems. For
higher-order systems,
the loop gain of the system
too high the system
may
become
unstable.
Time Response
System
293
Transient Response of a Third-Order System

in the last section that if the armature inductance L of the neglected, the control system is of the second order and is stable for all positive values of A. Suppose now that we let La 0.1 henry in the system in Fig. 6-16 and keep the other parameters unchanged. The
It
was shown
is
dc motor
constant To
(6-124)
is
is
now
0.02 sec.
The closed-loop
now
transfer function given
armature time by Eq y 4
'
&)
9 r (s)
or
*(*)
__
U.005<1
0.05,4
0.02j)(1
+ 2s) +
+
250,4
34s
0.05,4
(6 " 147 >
250,4
js
0M
The open-loop
50.5**
1725^
(6
"
148 )
transfer function
is
G (A {S)
The
flcfr)
~W)~
+
50.5s 2
250,4
s(s>
50.5,
is
1725)
(6
"
149 )

s3
\725s
250A
is
(6-150)
It is
apparent that when the armature inductance

If we let
of the third order.
restored, the system is
now
13.5, the closed-loop transfer function
of Eq. (6-147) becomes

(6_151 )
G)
ris)
=
(1
0.48 j)(l
0.0298j
0.000616* 2 )
The
at
characteristic equation has a real root at s -2.08 and two complex roots 24.2 j 32.2. For a unit step function input the output response is
characteristic root at s -2.08. The response due to the last term of Eq. (6-152) decreases to zero very rapidly with the increase of t. Comparing Eq. (6-152) with Eq. (6-136) we see that the damping factor for the second-order system (L 0) is 17 25 whereas for the third-order system (L. 0.1) the output response is governed by the exponential term, which has an equivalent damping factor of 2.08 Thus the third-order system will have a slower rise time. This result is expected, since the presence of inductance will slow down the buildup of the armature current thus slowing down the torque development of the motor. However, higher inductance will cause a higher overshoot in the step response, as shown in Fig 6-21
0.0667e--* sin(32.2< 1.88) (6-152) In Eq. (6-1 52), since the time constant of the pure exponential term is more than 10 times greater than that of the damped sinusoid term, the transient response of 8t) is predominantly governed by the
1
fl e
(0
= -
I.06e-""
With
La -
0.1
H, and A
factored as
348, the characteristic equation of Eq. (6-150) J
is
(*+50.5)(j*
1725)
(6-153)
two imaginary roots at s = ;41 5 The response corresponding to these imaginary roots is an undamped sinusoid. The
characteristic equation has
Thus the
l.O
1
1 1 1 i
1.4
/~\
/L
\
"
=0A
1.2
^=0.01^.^^
1.0
0.8
v/
i
^
i
0.6
0.4
0.2
0.1
0.2
0.3
0.4
0.5
0.6
Time (second)
Fig. 6-21.
Unit step response of the positional control system of Fig. 6-16
with varying inductance,
A =
200.
s-plane
A
A= A=
13.5
= 348
/41.5
<**-
A
25.25
= 13.5
2.08
A =0
-/41.5 = 348
Fig. 6-22.
is
Root
loci of the characteristic
equation of Eq. (6-150) when
varied from zero to infinity.
294
Sec. 6.7
on the Time Response
295
From this illustrative example we have learned that a second-order system always stable as long as the loop gain is finite and positive; third- and higherorder systems may become unstable if the loop gain becomes high.
is
frequency of the sinusoidal response is 41.5 rad/sec. When the roots of a characequation lie on the imaginary axis of the s-plane, such as in the present situation, the linear system is said to be on the verge of instability. Figure 6-22 shows the root loci of the characteristic equation of Eq (6-150) when A is varied from zero to infinity. For all values of A greater than 348 the two complex roots are found in the right-half of the *-plane, and, with time the step response of the third-order system will increase without bound.
teristic
6.7
Effects of Derivative Control on the
Time Response of
The
control systems considered thus far in this chapter are all of the proportional type, in that the system develops a correcting effort that is
to the
has the limitation or disadvantage that it is often difficult to find a proper forward path gain so that the steady-state and the transient responses satisfy their respective requirements Often, in practice, a single gain parameter is seldom sufficient to meet the design requirements on two performance criteria.
to perform other operations, in addition to the proportional signal. In terms of signal processing, we may perform a time derivative of the actuating signal. Figure 6-23 shows the block diagram
control,
It is logical
magnitude of the actuating signal only. The illustrative example given in Section 6.6 shows that a proportional type of control system
proportional
on the actuating
Qs)
Fig. 6-23.
Feedback control system with derivative control.
of a typical second-order feedback control system with derivative control added to the proportional control. In this case the constant x d represents the amount of derivative control used in proportion to the ordinary proportional control The open-loop transfer function of the system is now
E(s)-s(s
Analytically, Eq. (6-154)
2tco)
<6
"
154 )
shows that the derivative control
addition of a simple zero at s
-i/ T,
is equivalent to the to the open-loop transfer function.
296
of Control
Systems
Chap. 6
de(t)
dt
(c)
Fig. 6-24.
tive control, (a)
Waveforms of c(/), e(t), and de(t)ldt showing the effect of derivaStep response, (b) Error signal, (c) Time rate of change of
error signal.
The
effect
of the derivative control on the transient response of a feedback

is
control system can be investigated by referring to Fig. 6-24. Let us assume that
the unit step response of a proportional type of system
shown
in Fig. 6-24(a).
The corresponding error signal e(t) and the time derivative of e{t) are as shown in Fig. 6-24(b) and (c), respectively. Notice that under the assumed case the step response exhibits a high peak overshoot. For a system that is driven by a motor of some kind, this large overshoot is due to the excessive amount of torque < t < t u during which the error developed by the motor in the time interval signal is positive. For the time interval f < t < t 3 the error signal is negative, and the corresponding motor torque is negative. This negative torque tends to reverse the direction of motion of the output, thus causing c(t) to undershoot during t 3 < t < t 5 During the time interval t 3 < t < t 5 the motor torque is again positive, thus tending to reduce the undershoot in the response caused by the negative torque in the previous interval. Since the system is assumed to be stable, the error amplitude is reduced with each oscillation, and the output
,
eventually
is
settled to its final desired value.
Considering the explanation given above,
we can
say that the contributing
Sec 6 7
'
297
factors to a high overshoot are as follows: (1)
The
positive correcting torque
in the interval
interval
t,
< < is too large, and (2) the retarding torque in the time < < is inadequate. Therefore, in order to reduce the overshoot
/
/,
t t2
approach is, to decrease the amount of positive correcting torque and to increase the retarding torque. Similarly, in the time interval t 2 t r 4 , the negative corrective torque should be reduced, and the
in the step response, a logical
< <
retarding torque, which
is
now
in the positive direction, should
be increased in
order to improve the undershoot.
The
cisely the
derivative control as represented
by the system of
Fig. 6-23 gives pre-
compensation
effect described in the last
paragraph. Let us consider
is proportional r d de(t)/dt. In other words, in addition to the error signal, a signal that is proportional to the time rate of change of error is applied to the motor. As shown in Fig. 6-24(c), for t r the time derivative of e(t) is negative; this will reduce the original torque developed due to e(f) alone. For
that the proportional type of control system whose signals are described in Fig. 6-24 is now modified so that the torque developed by the motor
to the signal e(t)
< <
r, r2 both e?(r) and de(t)/dt are negative, which means that the negative retarding torque developed will be greater than that of the proportional case. Therefore, all these effects will result in a smaller overshoot. It is easy to see that e(/) and de(t)Jdt have opposite signs in the time interval r2 t t3 therefore, the negative torque that originally contributes to the undershoot
,
<t <
< <
is
reduced
also!
Since de(t)jdt represents the slope of e{i), the derivative control is essentially an anticipatory type of control. Normally, in a linear system, if the slope of e(t) or c(f) due to a step input is large, a high overshoot will subsequently occur.
The derivative control measures the instantaneous slope of e(t), predicts the large overshoot ahead of time, and makes a proper correcting effort before the overshoot actually occurs.
It is apparent that the derivative control will affect the steady-state error of a system only if the steady-state error varies with time. If the
steady-state error
constant with respect to time, the time derivative of this error is zero, and the derivative control has no effect on the steady-state error. But if the
is
of a system
to de(t)jdt,
steady-state error increases with time, a torque is again developed in proportion which will reduce the magnitude of the error. Consider that the positional control system of Fig. 6-16 is
modified by
replacing the dc amplifier with derivative control so that the open-loop transfer function is now
ee (s) 9e (s)
_ -
saq.
s(s
+ td s) + 34.5)
(6
" 155
Figure 6-25 illustrates the unit step responses of the closed-loop system 13.5 and r d 0.01, 0.1, and 1.0. Notice that in the case of the low value for A, an increasing value of t has the effect of slowing d down the response and the damping is increased. Figure 6-26 illustrates the unit step responses when A 1500. In this case the damping is noticeably improved by
when A
tive control.
When
When
xd
0, Fig.
A =
1500, whereas with % d
14 per cent.
%d
= = 0.1, the overshoot is completely eliminated, but the step
the deriva6-18 shows that the overshoot is 52 per cent for 0.01, the overshoot is reduced to approximately
,4
= 13.5
1.0
Td =
O.OlX^s.
^=0.1 A = 13.5
0.8
// //
Tj=1.0
0.6
A=
13.5
0.4 ~
II
0.2
1.0
2.0
3.0
4.0
(Seconds)
Fig. 6-25. Step responses of the positional control system of Fig. 6-16 with
derivative control;
A =
13.5.
^=0.01
0.02
0.03
0.04
(Seconds)
0.05
0.08
Fig. 6-26. Step responses of the positional control system of Fig. 6-16 with
derivative control
A =
500.
298
Sec 6 7
-
299
response
is
slow in reaching
its final value.
response for r d
Figure 6-26 also shows the step
1.0.
The effect of derivative control on the transient response of a feedback control system can also be studied by referring to the open-loop transfer function of Eq. (6-154). The corresponding closed-loop transfer function of the
system
is
*(*)
(2fa
+
is
xi(ol)s
+ oil
(6_156)
The

s
2
(2c0
+ tco1;)s + =
2
(6-157)
Notice that the derivative control has the effect of increasing the coefficient of the s term by the quantity Td coJ. This means that the damping of the system is increased. Using the values as represented by Eq. (6-155), the characteristic equation becomes
s
2
(34.5
5Ard)s
5A
=
=
(6-158)
Figure 6-27 shows the loci of the roots of Eq. (6-158) when A 13.5 and x d is varied from to oo. The improvement on the system damping due to the derivative control is illustrated by the root loci of Fig. 6-28 with A set at 1500. Notice that for small values of r, the roots of the characteristic equation are still complex, although they are farther away from the imaginary axis than those when
Td
0.
For
large values of z d , the roots
become
real.
/w
i-plane
'
Td
rd =0 -*
32.4
rd
fc
=Q **-
Td ='
-2.1
Fig. 6-27.
Root loci of the characteristic equation of positional control system with derivative control,* 2 + (34.5 5Ax d)s 5A 0,A = 13.5.
It
should be pointed out that although the derivative control as fashioned
by the scheme shown in Fig. 6-23 generally improves the damping of a feedback control system, no considerations have been given here on the practicability of the configuration. In practice, however, the transfer function of (1 + xd s) cannot be physically realized by passive elements. Furthermore, derivative control has
the characteristics of a high-pass
filter which tends to propagate noise and disturbances through the system. Practical controllers which are used to improve
300
of Control
Systems
Chap. 6
-/86
s-plane
*d
J<
--
-/86
Td
=0
Root loci of the characteristic equation of positional control system with derivative control; s 2 + (34.5 + 5Azd)s + 5 A --= 0, <4 1500.
Fig. 6-28.
the performance of control systems usually have
more complex
transfer func-
tions than that of the derivative controller illustrated here.
6.8
Effects of Integral Control on the
Time Response of
The counterpart of
derivative control
is
the integral control that introduces a
signal in proportion to the time integral of the error. Figure 6-29 illustrates the
basic scheme for the integral control applied to a second-order system.
The
signal
applied to the process consists of two components: one proportional to the
instantaneous error signal, the other, to the time integral of the error.
The
parameter
the system
K
is
is
a proportional constant. The open-loop transfer function of
C(s)_
E(s)
(oljs
s (s
2
+ Kj + 2Ca>)
or
s(j
(6-159)
R(s)
>l
.
y
*1
HgH
i
,
C(s)
+ 2?<o)
[ Jo
dr
Integral contro
Fig. 6-29.
Feedback control system with
integral
com rol.
Sec. 6.8
Effects of Integral Control
301
tem by
One obvious effect of the integral control is that it increases the order of 1 More important is that it increases the type of the
.
the sys-
system by
tore, the steady-state error
There-
improved by an order of 1. P U S Constant the inte S ^ cm the system will nowral contrl educes it to zero. In the case of Eq (6-159), have a zero steady-state error when the input is a ramp function. However, because the system is now of the third order it tends to be less stable than the original second-order
'
of the original system without integral control is In other words, if the steady-state error to a given
system. Tn fact,
if
ot the system
the loop gain
is
high, the system
may
be unstable.
With the comes

0.
Let us consider the positional control system of Fig. 6-16 again, with L integral control, the open-loop transfer function of the system be-
ec {s)
0e(s)
_ 5A(s + K ) ~ ~s\s + 34.5)

t
(6
" 16
The
j3
is
34.5s 2
5As
5AK,
(6-161)
of the value of K, on the transient behavior of the system may be investigated by plotting the roots of Eq. (6-161) as a function of A. Figure 6-30
effect
1
The
OO t t
4 ;co
s-plane
A
s-plane
A =0 34.5
A =oo
-
,A
=0
=
A
AT,
|
A =0
A=0
34.5 +
1
(a)
(b)
(a) Root loci of the characteristic equation of a feedback control system with integral control, s * + 34.5*2 + SAs + 5AKi = 0, K t < 34.5. (b) Root loci of the characteristic equation of a feedback control system with integral control, + 34.5*2 5As =
Fig. 6-30.
+ 5AK
0,
Ki
34.5.
302
of Control
Systems
Chap. 6
s-plane
A =
.4=0
-34.5
\
-*i
1-34.5 +
AT!
T
ooll
(c)
Fig. 6-30 (Cont.). (c)
Root
loci
of the characteristic equation of a feedback
control system with integral control, s 3
34.5.S 2
5As
5AK\ =
0,
K >
x
34.5.
illustrates the root loci
of Eq. (6-161) for three different values of AT t and

l
when A
34.5, the
varies
between zero and infinity. Notice that when K

all lie
lies
between
and
roots of the characteristic equation

34.5, the system
in the left half s-plane.
When
K =
t
values of A
becomes second order and the two roots lie on the yea-axis for all between and oo, and the system is on the verge of instability. When
the value of
all
exceeds 34.5, the system with the integral control
is
unstable for
values of A.
As an alternative, we can fix the value of A and show the effect of varying on the roots of the characteristic equation. Figure 6-3 1 shows the root loci K < oo. of Eq. (6-161) with A = 13.5 and
t
<
To
verify the analytical results obtained in the preceding sections, Fig. 6-32
x
As predicted by the
is
shows the step responses of the system with A = 13.5 and K = 1, 10, and 34.5. root loci of Figs. 6-30 and 6-31, the response for K = 34.5
x
a pure sinusoid.
6.9
Rate Feedback or Tachometer Feedback Control
The philosophy of using the derivative of the actuating signal to improve the damping of a system can be applied to the output signal to achieve a similar
s-plane
K,
AT,
=0
K
-32.4
Fig. 6-31. Root loci of the characteristic equation of a feedback control system with integral control, + 34.5*2 + 5 As + 5AK
= 0, A =
13.5.
1_
ATj
= M).
=34.5
1.0
2.0
3.0
4.0
5.0
Time (seconds)
La =
Fig. 6-32. Step responses of the positional control system of Fig 6-16 with and integral control, 13.5.
A=
303
304
of Control Systems
Chap. 6
In other words, the derivative of the output signal is fed back and compared with the reference input. In practice, if the output variable is mechanical displacement, a tachometer may be used which converts the mechanical displacement into an electrical signal that is proportional to the derivative of the
effect.
displacement. Figure 6-33 shows the block diagram of a second-order system with a secondary path that feeds back the derivative of the output. The transfer
function of the tachometer is denoted by K,s, where K,

usually expressed in volts/unit velocity.
is
the tachometer constant,
R(s)
>, <),/\ ?)
w2
s(.s
^9
t
i
*-
C(s)
+ 2?oo)
K,s
Fig. 6-33. Second-order system with tachometer feedback.
The closed-loop
transfer function of the system of Fig. 6-33
is
<M
R(s)
s*
col
(2{a>
K,col)s
+ col =
(6-162)
and the
s
1
is
(2co
Kfi>l)s
col
(6-163)
(6-163) with Eq. (6-157), which is the characteristic equation of the second-order system with derivative control, we see that the two equations are of the same form. In fact, they are identical if % d is interchanged with
Comparing Eq.
K,.
Therefore,
we conclude
that the rate or tachometer feedback also imit
proves the damping of a feedback control system. However,
should be noted
that the closed-loop transfer function of Eq. (6-162) does not have a zero, and thus the responses of the two systems will not be identical even if K,
equals x d
The open-loop
transfer function of the system with tachometer feedback
is
obtained from Fig. 6-33

col
E(s)
s(s
2co B
(6-164)
K,col)
The system
is
is still
of type
1,
so the basic characteristic of the steady-state error
not altered. However, for a unit ramp function input, the steady-state error to
Sec. 6.10
Control by State-Variable Feedback /
305
the system of Fig. 6-23 which has the derivative control of the system in Fig. 6-33 is (2 K,(a)/co
is 2Clco,
whereas that
n.
6.10
Control by State-Variable Feedback 45
One of the
design techniques in
modern control theory
is
that instead of using
dynamics and feedback from the output variable, flexibility can be gained by feeding back some or all of the state variables to control the
process. In the system with tachometer feedback, shown in Fig. 6-33, if we decompose the process in the forward path by direct decomposition, we can show that the system is actually equivalent to having state feedback. Figure 6-34(a) shows the state diagram of the process
controllers that have
C() E(s)
=
s(s
+ 2Cca)
(6-165)
which
ically accessible,
x t and x2 are physfeed back these variables through individual gains, as shown in Fig. 6-34(b), to give closed-loop control of the process. The closed-loop transfer function of the system in Fig. 6- 34(b) is
we may
C(s)
is
decomposed by
direct decomposition. If the states
col
s*
(2Co>,
+ g )s +T>
t
(6 " 166)
CO
-O
c
2f"
(a)
-Si
(b)
Fig. 6-34. Control of
a second-order system by
state feedback.
306
of Control
Systems
Chap. 6
Comparing
if
this transfer function
with that of the system with tachometer feed-
two transfer functions would be identical and g 2 = K,col. In fact, in selecting the feedback gains g^ and g 2 in order to have zero steady-state error for a step input, g should equal col. The value of g 2 is selected to satisfy the damping requirements of the system. The significance of this illustration is that, if all the state variables are available for feedback, we can achieve at least the same or better control with state feedback as with dynamic controllers and feeding back only the output. Note that the system with tachometer feedback shown in Fig. 6-33 has only the output variable available for feedback. If we regard the output as one of the states, it is fed back through a unity gain. The second state needed for feedback is actually "reconstructed" by the dynamics of the tachometer. In other words, the tachometer acts as an "observer" (see Chapter 11), which recovers the state variable from the output variable. In modern control theory, certain types of design algorithm, such as the
back, Eq. (6-162),
we
notice that the
col
linear regulator theory, naturally lead to state-variable feedback.
Since the
eigenvalues (or the poles of the closed-loop transfer function) of a linear system
directly control the transient response of the system,
it
would be
desirable
if
the
designer
is
able to place the eigenvalues according to the performance specifica-
tions. It is
shown
in
Chapter 11 that
gives
if
a system
is
completely controllable, the

state
eigenvalues of the system can be placed arbitrarily.
an
illustration
on how the
feedback and
eigenvalue assignment affect the time response of a linear control system.
Example
6-3
Consider that the transfer function of a linear process

G(s) v
'
is
= i^ = E(s)
s 2 (s
2 ,
,, 1)
(6-167)
Figure 6-35(a) shows the state diagram of G(s), and Fig. 6-35(b) shows the state diagram with feedback from all three states. The closed-loop transfer function of the sys-
tem
is
W)
Let us assume that
step function,
=
*
+ (g +
3
I)* 2
+ Sis + gl
(6 " 168)
we desire to have zero steady-state error with the input being a unit and in addition, two of the closed-loop poles must be at s = 1 +j and s = 1 j. The steady-state requirement fixes the value of gi at 20, and only #2 and - 3 need to be determined from the eigenvalue location.
The
s
3
is
(g 3
Ds
+ Sis +
g2
20
=
and
-j)(s
-/)(>
+ a)
we
(6-169)
Equating
the coefficients of the corresponding terms in the last equation,
get
=22
g3
11
and the
pole
is
third pole
is
at s
10.
Since the complex closed-loop poles have a

quite far to the
left
damping
ratio of 0.707,
and the
third
of these poles, the system acts like a second-order system. Figure 6-36 shows that the unit step response has an overshoot of 4 per cent.
20
oe
-O
O-
(a)
(b)
Fig. 6-35. Control of a third-order system
by
state feedback.
Fig. 6-36. Unit step response of the control system in
Example
6-3.
307
308
of Control Systems
Chap. 6
REFERENCES
Time- Domain Analysis
1.
O. L. R. Jacobs, "The Damping Ratio of an Optimal Control System," Trans. Automatic Control, Vol. AC-10, pp. 473-476, Oct. 1965.
IEEE
2.
G. A. Jones, "On the Step Response of a Class of Third-Order Linear Systems," IEEE Trans. Automatic Control, Vol. AC-12, p. 341, June 1967.
R. A. Monzingo,
trol,
3.
"On Approximating
the Step Response of a Third-Order
Linear System by a Second-Order Linear System,"

Vol. AC-13, p. 739, Dec. 1968.
IEEE
Trans. Automatic Con-
State- Variable Feedback

4.
W. M. Wonham, "On Pole Assignment tems," IEEE Trans. Automatic Control,

J.
in Multi-input Controllable
Linear Sys-
Vol. AC-12, pp. 660-665, Dec. 1967.
5.
C. Willems and S. K. Mitter, "Controllability, Observability, Pole Allocation, and State Reconstruction," IEEE Trans. Automatic Control, Vol. AC-16, pp.
582-595, Dec. 1971.
PROBLEMS
6.1.
A pair of complex-conjugate poles in the j-plane is required to

specifications below.
meet the various
For each
specification, sketch the region in the j-plane in
which the poles may be located.

(a)
(b)
(c)
(d)
6.2.
^ 0.707, co !> 2 rad/sec (positive damping) < C < 0.707 CO < 2 rad/sec (positive damping) C ^ -5, 2 < <o < 4 rad/sec (positive damping) 0.5 < < 0.707, co < 2 rad/sec (positive and negative damping)
velocity,
Determine the position,

given by
(a)
and acceleration error constants for the follow-
ing control systems with unity feedback.
The open-loop
transfer functions are
G(s)
50
(1
,
(b) G(s)
(c)
G(s)
+ 0.1.s)(l + 2s) K = 5(1 + 0.l5)(l + 0.5s) K = z s(s +4s + 200)

in
6.3.
For the systems

input, a unit
ramp
Problem 6.2, determine the steady-state error input, and an acceleration input t 2 /2.
for a unit step
6.4.
The open-loop transfer function of a control system with unity feedback
is
riA
500
Evaluate the error series for the system. Determine the steady-state error of the system when the following inputs are applied:
Chap. 6
Problems / 309
(a) r{t)
(b) r(t)
= ,(r)/2 = (1 + It + t*)u,0)
f 2
that the steady-state error obtained from the error series is equal to the inverse Laplace transform of E(s) with the terms generated by the poles of E(s)IR(s) discarded.
6.5.
Show
In Problem
/
- 0,
for co
6.4, if a sinusoidal input #(/) = sin cot is applied to the system at determine the steady-state error of the system by use of the error series
5 rad/sec.
What
are the limitations in the error series
when
r(t) is
sinusoidal?
6.6.
A machine-tool contouring control system is to cut the piecewise-linear contour
shown in Fig. P6-6 with a two-axis control system. Sketch the reference input of each of the two-axis systems as a function of time.
= 4.5 sec
7 sec
12
IS
6.7.
machine-tool contouring control system is to cut a perfect circular arc with a two-axis control system. Determine the reference inputs of the two systems that will accomplish this.
6.8.
A step motor gives a single step response shown in Fig. P6-8 after a pulse
exci-
Step position
Step position
0.005 sec
Figure P6-8.
310
of Control Systems
Chap. 6
tation
is
applied.
Find a
linear second-order transfer function to
model the
motor
6.9.
for this operation.
vectoring.
The attitude control of the missile shown in Fig. P5-1 1 is accomplished by thrust The transfer function between the thrust angle 5 and the angle of
can be represented by
attack
(refer to
trol
Problem
is
5.1 1)
where
K and a are positive constants.
The
attitude con-
system
represented by the block diagram in Fig. P6-9.
attitude
Or
-P~
.
-^c^ J
5
.
Gp (s)
Attitude rate sensor K,s
Attitude sensor Ks
Figure P6-9.
(a)
In Fig. P6-9, consider that only the attitude sensor loop

{K,
is
in operation
(b)
(c)
Determine the performance of the overall system with respect to the relative values of K, Ks and a. Consider that both loops are in operation. Determine the minimum values oiK, and K, in terms of A' and a so that the missile will not tumble. It is desired that the closed-loop system should have a damping ratio of and a natural undamped frequency of w. Find the values of K, and K, in terms of , co, a, and K.
,
= 0).
6.10.
A controlled process is represented by the following state equations Xj = X\ 3X2 x = 5xi + u

2
The
control
is
obtained from state feedback such that
glXi
giX 2
where gi and g 2 are real constants. (a) Find the locus in the gi versus g 2 plane on which the overall system has a natural undamped frequency of ^/2" rad/sec.
(b)
Find the locus
in the gi versus
g 2 plane on which
the overall system has a
damping
(c)
ratio of 70.7 per cent.
Find the values of gi and g 2 such that

is
= 0.707
and
co
= V/T rad/sec.
6.11.
Given a linear time-invariant system which
described by the state equations
= Ax + Bw
Chap. 6
Problems / 311
where
1
B
-1
-2
The input u
satisfies
is
Ax + B =
a unit step function. Determine the equilibrium state which

0.
6.12.
Repeat Problem
6.11
when
1
0"
1
B
shown
-2
6.13.
-3
is
The block diagram of a

control
is
missile attitude control system

u(t),
in Fig. P6-13
represented by
and the dynamics of the

d(s)
missile are represented
by
U(s)
L
Js*
^r\
+
e Gc (s)
U
L/Js 2
8o
Desired output
-*-
Figure P6-13.
312
of Control Systems
Chap. 6
The attitude controller is represented by

output.
(a)
G c (s), and
(s) is
the actual heading or
(b)
(c)
With Gc (s) = 1, determine the response of the system, 9 a (t), when the input 6 r {t) is a unit step function. Assume zero initial conditions. Discuss the effects of L and / on this response. Let Gc (s) = (1 + Td s), L = 10, and J = 1000. Determine the value of Td so that the system is critically damped. It is desired to obtain an output response with no overshoot (see Fig. P6-13); the response time may not be minimum. Let Gc (s) = 1, and the system is controlled through the input 6 r (t), which is chosen to be of the form shown. Determine the values of k and f so that the desired output is obtained. Use the same values of L and / as given before.
i
6.14.
The block diagram of a simple servo system
is
shown
in Fig. P6-14.
R(s)
A V
.
C(s)
.
Amplifiei
gain
Motor I
s
2
as
+o
Figure P6-14.
(a)
For 10, determine the values of a and b to give an overshoot of 16 per cent and a time constant of 0.1 sec of the system response to a unit step
input.
K=
Time constant
is
defined here as the inverse of the

slightly,
(b) If the value of
is
decreased
how
does
it
affect the
damping factor. damping ratio
of the system?
(c)
Plot several points

as
on
the loci of roots of the system characteristic equation

infinity.
K is varied from zero to

load inertia load viscous friction
6.15.
The parameters of
below:
the positioning servo system
shown
1
in Fig.
P6-15 are given
JL
Jm
ft-lb/rad/sec 2
BL = Bm = Rf =
Lf R
t
= motor inertia
motor viscous
generator
total
0.00143 ft-lb/rad/sec 8 x 10"* ft-lb/rad/sec 2

negligible
friction
field resistance
50
5
= =
generator field inductance
henry
armature resistance of generator and

48.8 2
K Kg = generator constant
La =
(a)
motor motor torque constant

total
0.812 ft-lb/A
200 volts/amp
negligible
armature inductance of generator and
motor For an amplifier gain of K For
100, find the roots of the characteristic equa-
tion of the system. Locate these roots in the s-plane.

(b)
K=
100, evaluate the output response
L (,O
when 0,(0
is
a unit step
displacement input. Sketch the waveform of 6 L (t)
Chap. 6
Problems
313
-A/VWr-
WW*
Amplifier
gain
Rf
'f
,
Ik
~T~ "
eb
'/
= :onstan1
'
+
J
(
e f
Lf
(g\ eg
iflZ>
Motor
to load gear
ratio
i 50
Load
to potentiometer
gearratio =1/1
Figure P6-15.
(c)
(d)
Repeat parts Repeat parts

ot
(a)
(a)
and (b) for K = 60.7. and (b) for K = 50. How does the
for the servo system
VL {t) compare with the reference input 0,(0 ?
steady-state response
6.16.
The following parameters are given
shown
in Fig.
P6-16
motor
Demodulator
ed
'f
~ constant
dc amplifier
60 Hz
ac
o-
Synchros
Figure P6-16.
314
of Control
Systems
Chap. 6
K = sensitivity of error detector JL = load inertia BL = load viscous friction Jm = motor inertia
s
volt/rad
0.05 ft-lb/rad/sec 2
0.005 ft-lb/rad/sec
0.05 ft-lb/rad/sec 2
negligible
1
= motor viscous friction Ki = motor torque constant L = motor armature inductance Ra = motor armature resistance Kd = gain of demodulator Gear ratio n = Ni/N 2
B;
(a)
ft-lb/amp
negligible
ion
1
volt/volt
1
1:
Write the characteristic equation of the system and determine the value of the dc amplifier gain A for a critically damped system.
(b)
For a
value of
what should be the minimum 9 L (t) will follow the reference input with a positional error not exceeding 0.0186 rad? With this gain setting, evaluate the output response 9 L (t).
unit
ramp function input 9 r {t)
= tu {t),
s
so that the steady-state value of the response
6.17.
In the feedback control system shown in Fig. P6-17, the sensitivity of the synchro error detector is 1 V/deg. After the entire system is set up, the transfer function of the two-phase motor is determined experimentally as
Km
s(l
+ Tm s)
where
Km
10 volts-sec, and
Tm =
0.1 sec.
/
/
2-phase
servomot
ec
=eL
,e m
=iooei
Figure P6-17.
(a) If the
load on the output shaft

is
is
to be driven in
its
steady state at a constant
speed of 30 rpm, what

3
the
minimum
value of gain
of the amplifier in
order that the deviation between output and input positions will not exceed
(b)
when the steady state is reached ? The gain of the amplifier is given by A = 35. Determine C and the undamped natural frequency of the system.
the
damping
ratio
Chap 6
'
Problems
315
(c)
The
amplifier
is
modified to differentiate the error signal so that the output

is
of the amplifier
written
e 2 {t)
Ae(t)
+ ATd d -îs
where
A 35. Determine the value of Td so that the damping ratio per cent. Repeat part (a) with the modified amplifier.
40
7
Systems
7.1
Introduction
It
system
was shown in Chapter 6 that the transient response of a linear feedback control is governed by the location of the roots of the characteristic equation.
Basically, the design of linear feedback control systems
may be
regarded as
a problem of arranging the location of the characteristic equation roots in such
a way that the corresponding system will perform according to the prescribed
specifications.
We shall learn in
Chapter
1 1
that there are conditions the system
must
satisfy before its characteristic
equation roots can be arbitrarily assigned.

specifications used in the design
Among
the
many forms of performance
is that the system must be However, there are various ways of defining stability, especially when we include all types of systems, such as linear and nonlinear. In any case, the notion of stability is used to distinguish two classes of systems: useful and useless. From a practical standpoint, a stable system may be useful, whereas an unstable system is useless. In essence, the analysis and design of linear control systems is centered on stability studies. The notion of stability may be expanded to include absolute stability and relative stability. Absolute stability refers to the condition of stable or unstable. Once the system is found to be stable, it is of interest to determine how stable it is, and the degree of stability is measured by relative stability. Parameters such as overshoot and damping ratio used in relation to the transient response in Chapter 6 provide indications of the relative stability of a linear time-invariant system in the time domain.
of control systems, the most important requirement

stable at all times.
316
Sec 7
'
'
Stability. Characteristic
Equation, and the State Transition Matrix /
317
In this chapter
we
control systems, which
is
are concerned with the subject of absolute stability of simply a yes or no proposition.
From the illustrative examples of Chapter 6 we may summarize the relation between the transient response and the characteristic equation roots as follows:
1.
all the roots of the characteristic equation are found in the half of the j-plane, the system responses due to the initial conditions will decrease to zero as time approaches left
When
infinity.
2.
one or more pairs of simple roots are located on the imaginary axis of the j-plane, but there are no roots in the right half of the j-plane, the responses due to initial conditions will be undamped
If
sinusoidal oscillations.
3.
one or more roots are found in the right half of the j-plane, the responses will increase in magnitude as time increases.
If
sponses.
In linear system theory, the last two categories are usually defined as Note that the responses referred to in the above conditions are due to initial conditions only, and they are often called the zero-input re*
unstable conditions.
7.2
Stability, Characteristic Equation, and the State Transition Matrix
We can show from a more rigorous approach that the zero-input stability of a linear time-invariant system is determined by the location of the roots of the characteristic equation or the behavior of the state transition matrix <h(t) Let a linear time-invariant system be described by the state equation
x(0
where x(t)is the
satisfies the
= Ax(t) + Bu(r)
the input vector. For zero input x(t) equation x(0 Ax(f ) and is defined
(7
.jx
state vector
and u
homogeneous
state
equd&num state of the system. The zero-input stability is defined as follows If the zero-mput response x(t\ subject to finite initial state
as the
emkbnum state x(t) =
x(t
is
),
returns to the
tzz-jzsr
A
I
is
approaches infinity, the system mstabie type fstaMity is

t
-
as
ms
said to bistable-
* k
*"
//^\ near Ume-mvanant

)
m0re mathematical manner

system
is
uutud state x(,

(1)
there
is
the foregoing definition may be statedsaid to be stable {zero input) if for any finite a positive number [which depends x(l)] sZhthat
>
\\x(t)\[<M
for all
t>t
rj_ 2
and
(2)
lira
t-">3
||
x(r)
||
(7-3)
318
Systems
Chap. 7
where
\ \
x(t)
|
represents the
norm* of the
l*(OII
state vector x(t), or
=r
11/ (7-4)
_(=1
The condition
(>
as represented
(7-3) states
infinity.
any by the norm of the vector x(r) must be bounded. Equation that the system must reach its equilibrium state as time approaches
stated in Eq. (7-2) implies that the transition of state for
is
The
interpretation of the stability criterion in the state space
illustrated
by the second-order case shown in Fig. 7-1. The state trajectory represents the transition of x(t) for t > t from a finite initial state x(r ). As shown in the figure, x(t ) is represented by a point that is the tip of the vector obtained from the forms the upper bound vector sum *i(r ) and x 2 (t ). A cylinder with radius for the trajectory points for all t > t and as t approaches infinity, the system
reaches
its
equilibrium state x(t)
0.
*2<>o)
Fig. 7-1. Stability concept illustrated in the state space.
Next we
shall
show
systems given above leads to the
that the definition of stability of linear time-invariant same conclusion on the condition of the roots
of the characteristic equation. For the zero-input condition, the state transition equation of the system is
x(f)
<J>(r
(.W,)
(7-5)
where {t t ) is the state transition matrix. Taking the norm on both sides of Eq. (7-5) gives
|x(OII
IIW-'o)x('o)l
||x|| is
(7-6)
The norm
number.
of a vector
is
the generalization of the idea of length.
always a real
Sec. 7.3
Systems with Inputs
319
An important property
which
of the
norm of a
vector
is
l|x(0||<||<K'-'o)l|||x(f
is
)|[
(7-7)
analogous to the relation between lengths of vectors. Then the condition in Eq. (7-2) requires that l|x(f )|| be finite \\tft Thus, if x(/ ) ||is finite as postulated, <j>(t /) must also be finite for / t Similarly, Eq. (7-3) leads to the condition that
1
||
- OH
>
lim
||
Mt-t) =
')
(7. 8 )
or
! *'& i,j
=
<f>(t
(7-9)
n, where 1, 2, (t , /) is the yth element of <f>u In Eq. (4-42) the state transition matrix is written
.
. .
- /).
(7 .10)
<(>(0
- [(iI-A)-']
1
Since si A| is the characteristic equation of the system, Eq (7-11) implies that the time response of ft/) is governed by the roots of the characteristic equation. Thus the condition in Eq. (7-8) requires that the roots of the
|
must
all
have negative
real parts.
7.3
Systems with Inputs
systems given in the for the zero-input condition, we can show that, in general the stability condition for this class of systems is independent of the inputs An alternative way of defining stability of linear time-invariant
Although the
stability criterion for linear time-invariant

is
preceding section
systems
is
system
as follows
is
stable if its output is
In other words, let c(t) with a single input-output. If then

c(t)
I
bounded for any bounded input be the output and r(t) the input of a linear system
K0l<JV<oo
|
for/>/
for
/
(7 . 12)
t
< M < oo
>
(7_ 13 )
subjected to a unit steo function input. In this case the amplitude of the input is bounded but the amplitude of the output is not, since an impulse is
However, there are a few exceptions to the foregoing definition. gives rise to an impulse response at / = t when it is
A differentiator
have
a'n infinite
known
to
However, since a differentiator and useful systems, they are defined as stable systems and are exceptions to the stability condition defined above. shall show that the bounded input-bounded output definition of stability again leads to the requirement that the roots of the characteristic equation be located in the left half of the j-plane an integrator are
all
amplitude. Also, when a unit step function the output is an unbounded ramp function.
is
applied to a perfect integrator
We
320
Systems
Chap. 7
Let us express the input-output relation of a linear system by the convolution integral
c(t)
= T r{t - z)g(r) dr
J
(7-14)
where g(r) is the impulse response of the system. Taking the absolute value on both sides of Eq.
\c(t)\
(7-14),
we
get
(7-15)
= \r r{t-x)g{x)dx
I
J is
Since the absolute value of an integral
not greater than the integral of

is
the absolute value of the integrand, Eq. (7-15)
written
rfr
\c(t)\<
I""
r(f
- t)1
*<t)
|
(7-16)
Now
if r{i) is
a bounded signal, then, from Eq. (7-12),

c{t)
I
" < Jo N
f
g(z) dx
|
= N f" JO
g(r) dx
|
(7-17)
Therefore,
if c{t) is
to be a
bounded output,
N
or
[\g{T)\dT<M<oo
I
(7-18)
r|g(T)|^T<
J o
P<oo
(7-19)
A physical interpretation of Eq.

curve of the impulse response
finite.
(7-19)
is
that the area under the absolute-value

t
g(t),
evaluated from
to
oo,
must be
shall now show that the requirement on the impulse response for can be linked to the restrictions on the characteristic equation roots. By definition, the transfer function G{s) of the system and the impulse response g{i) are related through the Laplace transform integral
stability
We
G(s)=
f g(t)e'"dt
left
(7-20)
Taking the absolute value on the
side of Eq. (7-20) gives
\G(s)\<r\g(t)\\e-"\dt
-I
(7-21)
The
e~"
is
|
takes on these values, \G(s)\
roots of the characteristic equation are the poles of G(s), and when s oo. Also, s a +jco; the absolute value of
e~"
\.
Equation (7-21) becomes

oo <C F\g(t)\\e-'\dt
J
(7-22)
one or more roots of the characteristic equation are in the right half or 0, and thus \e~'"\<N= 1. Thus on the imaginary axis of the s-plane, a
If
>
Sec. 7.4
Methods
of Determining Stability of Linear Control
Systems
321
Eq. (7-22)
is
written
for Re(s)
<f N\g(t)\dt = j\ g
Q
(t)\dt
(7-23)
> 0.
Since Eq. (7-23) contradicts the stability criterion given in Eq (7-19) we conclude that for the system to be stable, the roots of the characteristic equation must all he inside the left half of the s-plane. The discussions conducted in the preceding sections lead to the conclusions that the stability of linear time-invariant systems can be determined by checking whether any roots of the characteristic equation are in the right half or on the imaginary axis of the *-plane. The regions of stability and instability in the splane are illustrated in Fig. 7-2. The imaginary axis, excluding the origin, is included in the unstable region.
]<x>
v
Stable
s-plane
region
^/ \
/
Unstable
region
Stable
region
^ l Oy
K
'*
Unstable
region
\/
Fig. 7-2. Stable
and unstable regions
in the .s-plane.
7.4
Methods of Determining
Systems
Although the
stability
of linear time-invariant systems
may
by finding the roots of the characteristic equation, these criteria are difficult to implement in practice. For instance, the impulse response is obtained by taking the inverse Laplace transform of the transfer function, which is not always a simple taska similar process is required to evaluate the state transition matrix Mt) The solving of the roots of a high-order polynomial can only be carried out' by a digital computer. In practice, therefore, the stability analysis of a linear system
investigating the
lm pulse response, the
be checked by
state transition matrix, or
322
Systems
Chap. 7
is
tion matrix, or even
seldom carried out by working with the impulse response or the state transiby finding the exact location of the roots of the characteristic
equation. In general,
to apply
we
are interested in algorithms that are straightforward
and which can provide answers to stability or instability, without excessive computations. The methods outlined below are frequently used for
the stability studies of linear time-invariant systems.
1.
Routh-Hurwitz criterion an algebraic method that provides information on the absolute stability of a linear time-invariant system. The criterion tests whether any roots of the characteristic equation
1
:
lie
in the right half of the s-plane.
The number of
roots that
lie
on
the imaginary axis

cated.
2.
and
in the right half of the .?-plane is also indi-
Nyquist criterion 6
a semigraphical method that gives information
between the number of poles and zeros of the closed loop transfer function by observing the behavior of the Nyquist plot of the loop transfer function. The poles of the closed-
on the
difference
loop transfer function are the roots of the characteristic equation. This method requires that
we know
8):
the relative location of the zeros
of the closed-loop transfer function.

3.
Root locus plot (Chapter

varies.
represents a diagram of loci of the
roots
lie
when
a certain system parameter
When
the root loci

is
in the right half of the s-plane, the
closed-loop system
4.
unstable.
Bode diagram (Appendix A): the Bode plot of

function G(s)H(s)
the loop transfer used to determine the stability of the may be closed-loop system. However, the method can be used only if G(s)
5.
H(s) has no poles and zeros in the right-half s-plane. Lyapunov's stability criterion: a method of determining the stability of nonlinear systems, although it can also be applied to linear systems. The stability of the system is determined by checking on the
properties of the Lyapunov function of the system.
7.5
Routh-Hurwitz Criterion
1"
The Routh-Hurwitz
criterion represents a
method of determining the
location
of zeros of a polynomial with constant real coefficients with respect to the left half and the right half of the j-plane, without actually solving for the
zeros.
The method can be applied to systems with and with multiple inputs and outputs, as well as
single input
and output
single- or multiple-loop
systems.
Consider that the characteristic equation of a linear time-invariant system

is
of the form
F(s)
s"
a,5"-'
a z s"' 2
an _
an
(7-24)
where
all
the coefficients are real numbers.
Sec. 7.5
Routh-Hurwitz
Criterion /
323
it is
In order that there be no roots of the last equation with positive real parts necessary but not sufficient that*
1.
2.
All the coefficients of the polynomial have the same sign. None of the coefficients vanishes.
These two necessary conditions can easily be checked by inspection

ever, these conditions are not sufficient;
it is
How-
with
quite possible that a polynomial

still
all its coefficients
nonzero and of the same sign
halfofthej-plane.
the left half
have zeros in the right s

lie in
The necessary and sufficient condition that all the roots of Eq. (7-24) of the s-plane is that the polynomial's Hurwitz determinants, 1>2 n, must be all positive. The Hurwitz determinants of Eq. (7-24) are given by
Dk
D =
t
ai
D2 =
0
a3 a2
a,
a3 a2
*3
do
a\
o3 a2
a,
a5
2-l
a4
2-2 02-3
a3
a2
"t
2-4
2-5
(7-25)
where the
coefficients with indices larger
replaced by zeros.
than n or with negative indices are
At first glance the application of the Hurwitz determinants may seem to be formidable for high-order polynomials, because of the labor involved in evaluating the determinants in Eq. (7-25). Fortunately,
mtoa
the rule
was
simplified
tabulation, so one does not have to
by Routh
work with
the determinants of Eq.
in
e/S
C baSfC
kWS f a
'
gebra
'
f0U Wing rektions
obse
d for the polynomial
~=
all
roots
^ = X products of the roots taken 2

(73
at a time
Zl
= -* Products of the roots
taken 3 at a time
~
AH
the ratios
=(-!)"
products of
all
roots
at least
must be
positive
and nonzero unless
p&rt.
one of the roots has a positive
real
324
Systems
Chap. 7
The
first,
first
step in the simplification of the
arrange the polynomial coefficients into two rows. The

third, fifth,
.
. .
the fourth, sixth,
Routh-Hurwitz criterion is to first row consists of the coefficients, and the second row consists of the second, coefficients, as shown in the following tabulation
ao
a\
az
a-$
a\
as
a& an
as
09
... ...
The next
step
is
to form the following array of
numbers by the indicated
operations (the example
shown
is
for a sixth-order system)
s" 55 s*
ao
a\
ai a3
^
<H a5
a6
a\a 2
a\
a az
a\a*
a\
aoa; a\a6
=B =
n
06
aia *
a\
i-
S3
s2
Aai
a\B
c
_ E
Aai
xO A
= a6 x0 _
BC - AD c ED Cat, E Fa 6 - E x
A Ca 6 - A x
CxO-/ixO =
c
F
r.
a6
tabulation or the
The array of numbers and operations given above is known as the Routh Routh array. The column of ^s on the left side is used for Once Routh tabulation has been completed, the last step in the Routhis to investigate the signs of the numbers in the first column tabulation. The following conclusions are drawn The roots of the polythe
:
identification purpose.
Hurwitz criterion
of the nomial are all in the left half of the s-plane if all the elements of the first column of the Routh tabulation are of the same sign. If there are changes of signs in the elements of the first column, the number of sign changes indicates the number of
roots with positive real parts.
The reason for the foregoing conclusion is simple, based on the requirements on the Hurwitz determinants. The relations between the elements in the first column of the Routh tabulation and the Hurwitz determinants are:
a
a,
=a =D
a
t
D
D
E-S
3
'-a
Sec 7 5
' -
Routh-Hurwitz
Criterion /
325
Therefore, if all the Hurwitz determinants are positive, the elements in the first column would also be of the same sign. The following two examples illustrate the application of the Routh-Hurwitz
criterion to simple problems.
Example
7-1
Consider the equation
- 2)(s +
1)0
3)
= s - 4s 2 + s +
3
(7-26)
which has two negative coefficients. Thus, from the necessary condition, we know without applying the Routh-Hurwitz test that the equation has at least one root with positive real parts. But for the purpose of illustrating the Routh-Hurwitz criterion, the Routh tabulation is formed as follows:
s3
Sign change
*2
-4
(-4)W-(6)(1)
Sign change
=25
=
6
Q Q
(2-5X6)
-(-4)(0)
Since there are two sign changes in the first column of the tabulation, the polynomial has two roots located in the right half of the j-plane. This agrees
result, as
= 3.
with the known Eq. (7-26) clearly shows that the two right-half plane roots are ats 2 and
Example
7-2

2s*
+ s + 3s + 5s +
3
10
(7-27)
Since the equation has

sign,
it
no missing terms and
the coefficients are all of the
same
the necessary condition for not having roots in the right half of the 5-plane or on the imaginary axis. However, the sufficient condition must still be checked. The Routh tabulation is made as follows
satisfies
2
1
10
5
2)(5)
Sign change
)(
Sign change
V
10
=-7
=
643
10
(-7)(5)_-dX10)
in the right half
Since there are two changes in sign in the of the .s-plane.
first
column, the equation has two roots
Special Cases
The two illustrative examples given above are designed so that the RouthHurwitz criterion can be carried out without any complications. However depending upon the equation to be tested, the following
difficulties
may
occur
326
Systems
Chap. 7
occasionally
when
carrying out the
Routh
test:
1.
The
first
element in any one row of the Routh tabulation

in
is
zero,
but the other elements are not.

2.
The elements
first
one row of the Routh tabulation are
all zero.
In the
in the next
case, if a zero appears in the first position of a row, the elements

will all
row
situation
may be
is
become infinite, and the Routh test breaks down. This corrected by multiplying the equation by the factor (s a),
where a
any number,* and then carry on the usual tabulation.

Example
7-3
that at least
1)
2
2
2)
is
= s* zero,
3s
(7-28)
Since the coefficient of the s
term one root of the equation
we know from
the necessary condition
determine
how many
is located in the right half of the j-plane. To of the roots are in the right-half plane, we carry out the Routh
tabulation as follows
.$3
-3
2
s2 Sl
Because of the zero in the

third
first
element of the second row, the
first
element of the
row
is infinite.
To
correct this situation,
the factor
one's
(s
+
1
a),
mind
is 1.
choose a to be
where a is However, for reasons that will become apparent or 2. Let a = 3; then Eq. (7-28) becomes
multiply both sides of Eq. (7-28) by an arbitrary number. The simplest number that enters
later,
we
we do not
(7-29)
(s
l)\s
+ 2)(s +
3)
- si +
is
3s 3
-3s 2 -7s +
=0
The Routh
tabulation of Eq. (7-29)
-3 -7
2
3
Sign change
-?
3
+ 7_ ~
~
6
18
Sign change
(- jX-7)
2Q
Since there are two changes in sign in the first column of the Routh tabulation, the equation has two roots in the right half of the f-plane.
As an
alternative to the
replace the zero element in the
remedy of the situation described above, we may Routh tabulation by an arbitrary small positive
*If
the right half of the j-plane,
one chooses to use a negative number for a, the (s + a) term will contribute a root in and this root must be taken into account when interpreting the
Routh
tabulation.
.:
Sec 7 5
-
Routh-Hurwitz
Criterion
327
number
and then proceed with the Routh
given in Eq. (7-28),
we may
;
test. For instance, for the equation replace the zero element in the second row of the
Routh tabulation by e then we have -3

2 2
Sl
Sign change
~3e Sign change

s
Since e is postulated to be a small positive number, ( 3e 2)/e approaches -2/e, which is a negative number; thus the first column of the last tabulation has two sign changes. This agrees with the result obtained earlier.
On
the
other hand,
we may assume
e to be negative,
and we can
easily verify that the
is still two, but they are between the first three rows. In the second special case, when all the elements in one row of the Routh tabulation are zeros, it indicates that one or more of the following conditions
number of sign changes
may
exist
2.
3.
Pairs of real roots with opposite signs. Pairs of imaginary roots. Pairs of complex-conjugate roots forming symmetry about the origin of the s-plane.
The equation that is formed by using the coefficients of the row just above row of zeros is called the auxiliary equation. The order of the auxiliary equation is always even, and it indicates the number of root pairs that are equal in magnitude but opposite in sign. For instance, if the auxiliary equation is of the second order, there are two equal and opposite roots. For a fourth-order auxiliary equation, there must be two pairs of equal and opposite roots. All these roots of equal magnitude can be obtained by solving the auxiliary equation. When a row of zeros appear in the Routh tabulation, again the test breaks down. The test may be carried on by performing the following remedies:
the
1.
2.
3.
derivative of the auxiliary equation with respect to s. Replace the row of zeros with the coefficients of the resultant equation obtained by taking the derivative of the auxiliary equation. Carry on the Routh test in the usual manner with the newly
Take the
formed
tabulation.
Example
7-4
Consider the same equation, Eq. (7-28), which is used in Example 7-3. In multiplying this equation by a factor (s + a), logically the first
number
that
comes
into one's
(s
both sides of Eq. (7-28) by

(s
mind would be a 1), we have

3^2
=
2
I.
Multiplying
l) 2 (s
2)(s
1)
= j* + ^ _
_^+
(7 . 30)
328
Systems
Chap
The Routh
tabulation
is
made
as follows:
s4 s3
V ^
1 1
ax 3) ax
j
-10
-3
.
, --2
^_2=0
Since the s 1
row contains
1,
all zeros,
the
Routh
test
terminates prematurely.
The
difficulty in this case is
due to the multiplication of the original equation, which already

(s
has a root
(2).
at s
by the factor
is,
1).
To remedy
this situation,
we form
the
contained in the s 2 row, that equation is written
row
This makes the new equation fit special case the auxiliary equation using the coefficients preceding the row of zeros. Thus the auxiliary
A(s)
-2s 2
+2=0
s gives
(7-31)
Taking the derivation of A(s) with respect to

dA(s) ds
-4.s
is
(7-32)
Now,
the
row of zeros
in the
Routh
tabulation
replaced by the coefficients of Eq.
(7-32),
and the new tabulation reads as follows:

s*
1 1
s>
-3 -1
2
(coefficients of auxiliary equations)
Sign change
s2 i1
-2 -4
2
[coefficients of dA(s)jds]
Sign change
s
Since the preceding tabulation has two sign changes, the equation of Eq. (7-28) has two roots in the right-half plane. By solving the roots of the auxiliary equation in Eq. (7-31), we have
s1
or
= 1
These are also the roots of the equation in Eq. (7-30). It should be remembered that the roots of the auxiliary equation are also roots of the original equation, which is under the Routh test.
Example
7-5
In this example we Consider

(s
shall consider equations
with imaginary roots.
+ 2)(5 - 2)(.s +j)(s -JXs +s + l) = s + s 2s* 3i - Is ~

2 6
s
As
(7-33)
which
s
is
known
to have
two pairs of equal roots with opposite

is
signs at i
= 2
and
j. The Routh tabulation
1
1 1
-2 -3 -3
-7 -4 -4
-4
Sec 7
-
329
Since a
row of
coefficients
zeros appears prematurely, we form the auxiliary equation using the of the s* row. The auxiliary equation is
A(s)
= s* is
3s 2
(7-34)
The
derivative of A(s) with respect to 5
-jf = 4s -6s =
3
(7-35)
in the
from which the coefficients 4 and -6 are used to replace the row of zeros tabulation. The new Routh tabulation is
Routh
1 1
-2 -3 -3 -6 -4
-7 -4 -4
[coefficients of
4
Sign change
-1.5
16.7
^^]
-4
Since there is one change in sign in the first column of the new Routh tabulation, Eq. (7-33) has one root in the right half of the j-plane. The equal, but opposite roots that caused the all-zero row to occur are solved from the auxiliary equation. From Eq. (7-34) these roots are found to be
1
+2, 2, +j, and
frequent use of the Routh-Hurwitz criterion is for a quick check of the and the simple design of a linear feedback control system. For example, the control system with integral control shown in Fig. 6-29 has the characteristic equation
stability
s3
34.5s 2
7500s
7500/^,
(7-36)
The Routh-Hurwitz
criterion
may
is
which the closed-loop system

3
be used to determine the range of AT, for stable. The Routh tabulation of Eq. (7-36) is
7500
7500ATi
j2
,.,
34.5
258,750
7500A-,
341
s
7500ATi
For the system
to be stable, all the coefficients in the first column of the last tabulation should be of the same sign. This leads to the following conditions:
258,750
7500/sT,
343
7500*,
> >
(7-37)
7_ 38)
From
the condition in Eq. (7-37)
we have
AT,
< 34.5
(7.39)
330
Systems
Cn ap 7
in Eq. (7-38) gives
and the condition
Ki
Therefore, the condition for stability
>
that A^ must satisfy
34.5
x
(7-40)
is
<K <
Example
7-6
(7-41)
Consider the characteristic equation of a certain closed-loop control

system,
s3
3Ks 2
(K
2)s
+4=
is
(7-42)
stable.
It is
desired to determine the range of Kso that the system

is
The Routh
tabula-
tion of Eq. (7-42)
s3 s2
(K
+
4
2)
3K
so
4
is
From
the s 2 row, the condition of stability
K>
and from the
s 1 row, the condition of stability
is
3K + 6K - 4 >
2
or
K<
Thus
-2.528
or
K>
it
0.528
is
When
the conditions of
K>
and
K>
one.
0.528 are compared,
apparent that the
latter limitation is the
more stringent
for the closed-loop system to be stable,
K must satisfy
K>
The requirement of K
It
0.528
<
2.528
is
disregarded since
K cannot be negative.
is
should be reiterated that the Routh-Hurwitz criterion

is
valid only
if
the characteristic equation
algebraic and
all
the coefficients are real. If any
one of the coefficients of the characteristic equation is a complex number, or if the equation contains exponential functions of s, such as in the case of a system
with time delays, the Routh-Hurwitz criterion cannot be applied.
Another limitation of the Routh-Hurwitz criterion is that it offers information only on the absolute stability of the system. If a system is found to be stable by the Routh's test, one still does not know how good the system is
in other words,
how
closely the roots of the characteristic equation roots are
located to the imaginary axis of the s-plane.
On
the other hand,
if
the system
is
shown
to be unstable, the
Routh-Hurwitz
criterion gives
no indication of how
the system can be stabilized.
7.6
Nyquist Criterion 615
Thus
far,
two methods of determining
stability
by investigating the location of
the roots of the characteristic equation have been indicated

1.
The
roots of the characteristic equation are actually solved. This
Sec. 7.6
Nyquist Criterion
331
step can be carried out
on a
digital
computer by means of a rootimaginary
finding subroutine.
2.
The
relative location of the roots with respect to the
axis of the j-plane is determined

criterion.
by means of the Routh-Hurwitz
These two methods are not very useful for design purposes. It is necessary to devise stability criteria that will enable the analyst to determine the relative stability of the system. It would be desirable if the criterion indicates how the stability of the system might be improved.
The Nyquist criterion possesses the following features that for the analysis as well as the design of control systems
1
make
it
desirable
2.
3.
provides the same amount of information on the absolute stability of a control system as the Routh-Hurwitz criterion. In addition to absolute system stability, the Nyquist criterion indicates the degree of stability of a stable system and gives an indication of how the system stability may be improved, if needed. It gives information on the frequency-domain response of
It
the system.
4. It
5.
It
can be used for a stability study of systems with time delay. can be modified for nonlinear systems.
formulate the Nyquist criterion by first using modern control state equations. Let a linear control system with a single input be represented by the following set of equations:
notation, that
is,
We may
x(?)
= Ax(0 + Be(t) c{t) = Dx(r) - c(t) e(t) =

/(/)
(7.43) (7.44) (7.45)
block diagram that gives the transfer relations of the system is shown in Fig. 7-3. This is known as a closed-loop system with unity feedback. The openloop transfer function of the system is defined as
G{s)
= H(sl ~ A) "'I*
(7 . 46)
When
the feedback
is
nonunity, with the feedback dynamics represented by the
G(s)
>
D
C(s)
R(s)
"V*?
(si--
A) IB
Fig. 7-3.
Block diagram of a closed-loop control system with unity feed-
back.
332
Systems
Chap. 7
*~ C(s)
Fig. 7-4.
Block diagram of a closed-loop control system with unity feed-
back.
transfer function H(s), the system block
diagram is modified as shown in Fig.

is
7-4.
The closed-loop
transfer function of the system of Fig. 7-4
CO)
R(s)
1
G(s)
G(s)H(s)
(7-47)
Let the denominator of the closed-loop transfer function be represented
byFO). Then
F(s)
It is
= +
1
G(s)H(s)
= + D(sl - A)-'B#(s)
1
(7-48)
easy to see that the zeros of F(s) are the roots of the characteristic equation of the system, if there is no pole-zero cancellation in G(s)H(s).
Let us assume that G(s) and H(s) are rational functions; that is, G(s)H(s) a quotient of two polynomials with constant coefficients. In general, F(s) can be written
is
+ z,)(j + z ) (2 + z m ) (7-49) + pMs + p )...(s + p where z,(i = 1,2, ... ,m) &ndp k (k = n) are either real or in complex2, conjugate pairs. Then the roots of the characteristic equations are s = z
F(s)
K(s
s J (s
n)
1,
t ,
z 2
zm
For the closed-loop system
to be stable,
it is
required that none
of these roots has a positive real part. There is no particular restriction on the location of the poles of F(s), which are at s , p. 0, It is p l7 p z important to note that the poles of F(s) are the same as those of G(s)H(s). If
any one of the poles of G(s)H(s)

loop system
is
lies in
the right half of the s -plane, the open-
still be of F(s) are found in the left half of the ,?-plane. This is a very important feature of a feedback control system. In preceding chapters it has been pointed out that a high forward-path gain generally reduces the steady-
said to be unstable; however, the closed-loop system can
stable, if all the zeros
state error
of a feedback control system. Consequently,
it is
desirable to use high
gain in multiple-loop control systems. Although this practice
may
result in
an
unstable inner-loop system, the entire closed-loop system can be
made
stable
by proper design. Before embarking on the fundamentals of the Nyquist criterion, it is essential to summarize on the pole-zero relationships with respect to the system
functions.
Sec. 7.6
Nyquist Criterion
333
1.
Identification of poles
and zeros:
loop transfer function zeros loop transfer function poles

closed-loop poles
= zeros of G(s)H(s) = poles of G(s)H(s) = +

1
= = =
poles of C(s)/R(s) zeros of F(s)
G(s)H(s)
transfer
2.
The
poles of F(s) are the
same as the poles of the loop
function G(s)H(s).
3.
location of the poles
For a closed-loop system to be stable, there is no restriction on the and zeros of the loop transfer function G(s) H(s), but the poles of the closed-loop transfer function must all be
located in the
left half-
of the
.s-plane.
"Encircled" versus "Enclosed"

It is important to distinguish between the concepts encircled and enclosed, which are used frequently with the Nyquist criterion.
Encircled.
the path.
since
A point is said to be encircled by a closed path if it is found inside For example, point A in Fig. 7-5 is encircled by the closed path T, is found inside the closed path, whereas point B is not encircled. In
it.
the application of the Nyquist criterion, the closed path also has a direction
associated with
As shown
all
in Fig. 7-5, point
is
said to be encircled
by
in the counterclockwise direction.
When
considering
the points inside the closed path,
we can
say that
the region inside the closed path
T is encircled in the indicated direction.
Fig. 7-5. Illustration of the definition of encirclement.
334
Systems
Chap. 7
said to be enclosed by a closed path if it is when the path is traversed in the prescribed found to lie to the left of the path direction. Putting it another way, enclosure is equivalent to counterclockwise encirclement. For instance, the shaded regions shown in Fig. 7-6(a) and (b) are considered to be enclosed by the closed path I\ In other words, point A in Fig. 7-6(a) is enclosed by I\ but point A in Fig. 7-6(b) is not. However, in Fig. 7-6(b), point B and all the points in the region outside T are considered to be enclosed.
Enclosed.
point or region
is
(a)
(b)
Fig. 7-6. Definition of enclosed points
and
regions, (a) Point
is
enclosed
by T.
(b) Point
is
not enclosed but
B is enclosed
by the locus T.
Number of
encirclement
and
enclosure.
When
point
is
encircled or
enclosed by a closed path, a
number
to
N may be
be.
assigned to the
number of
en-
circlement or enclosure, as the case
by drawing a vector from

then
let s t
The value of N may be determined any arbitrary point s on the closed path r and
may
follow the path in the prescribed direction until it returns to the starting point. The total net number of revolutions traversed by this vector is N. For example, point A in Fig. 7-7(a) is encircled once by T, and point B is
(a)
(b)
Fig. 7-7. Definition of the
number of encirclement and
enclosure.
Sec. 7.6
Nyquist Criterion / 335
encircled twice,
all in
the clockwise direction. Point
in Fig. 7-7(b) is enclosed
once; point
is
enclosed twice.
Principle of the
Argument
The Nyquist criterion was originated as an engineering application of the well-known principle of the argument in complex variable theory. The principle is stated as follows, in a heuristic manner. Let F(s) be a single-valued rational function that is analytic everywhere in a specific region except at a finite number of points in the s-plane. For each point at which F(s) is analytic in the specified
region in the s-plane, there
is
a corresponding point in the F(s)-plane.
Suppose that a continuous closed path r, is arbitrarily chosen in the splane, as shown in Fig. 7-8(a). If all the points on I\ are in the specified region
,,
](X>
ly'ImF
s-plane
F(s)-plane
*-
ReF
(a)
(b)
Fig. 7-8. (a) Arbitrarily
chosen closed path
in the s-plane. (b)
Correspond-
ing locus
TF
in the
FO)-plane.
in
which F(s)
is
is
analytic, then curve
F(s)-plane
also a closed one, as
rF mapped by the function F(s) into the shown in Fig. 7-8(b). If, corresponding to
located in the F(s)-plane, then as the r,
point s
locus
in the s-plane, point
F(s
) is
is
traversed starting from point Si in the arbitrarily chosen direction
and then returning to jj after going through all the points on the shown in Fig. 7-8(a)], the corresponding F P locus will start from point F(sj) and go through points F(s 2 ) and F(s 3 ), which correspond to s 2 and s 3 respectively, and return to the starting point, F(Ji). The direction of traverse of r F may be either clockwise or counterclockwise; that is, in the same direction or the opposite direction as that of r s depending on the particular function
(clockwise)
locus [as
F(s).
In Fig. 7-8(b) the direction of
rP
is
shown, for
illustration purposes, to
be
counterclockwise.
It
the F(j)-plane
should be pointed out that, although the mapping from the j-plane to is one to one for a rational function F(s), the reverse process is
usually not a one-to-one mapping.
For example, consider the function
336
Systems
Chap. 7
which is analytic in the finite .s-plane except at the points s = 0, 1, and 2. For each value of s in the finite .s-plane other than the three points 0, 1 and 2, there is only one corresponding point in the F(.s)-plane. However, for each
,
point in the F(V)-plane, the function

the .s-plane.
maps
into three corresponding points in
The simplest way to
illustrate this is to write
Eq. (7-50) as
(7-51)
s{s+l)(s
The
F(s)
left side
is
+ 2)=-^
of Eq. (7-51)
is
a third-order equation, which has three roots when

stated: Let F(s) be a single-valued
chosen to be a constant.
principle of the
is
The
argument can be
that
rational function that
analytic in a given region in the s-plane except at a finite
number ofpoints. Suppose

so that F(s)
is
an arbitrary closed path
is
chosen
in the s-plane
analytic at every point on
s;
the corresponding F(s) locus
mapped
by
in the F(s)-plane will encircle the origin as
many
times as the difference between

thai are encircled
the
number of
the zeros
and
the
number of poles of F(s)
the s-plane locus
IV
In equation form, this statement can be expressed as
N= Z - P
where
(7-52)
N=
Z=
P
number of encirclement of the

locus
origin
made by
the F(s)-plane
rF
encircled by the s-plane locus
number of zeros of F(s)

s-plane
T
T
in the
number of poles of F(s)

.s-plane
encircled
by the
.s-plane locus
in the
can be positive (Z > P), zero (Z In general, These three situations will now be described.
1.
= P),
or negative (Z
< P).
N>
wise),
(Z
> P).
If the .s-plane locus encircles
more zeros than poles
of F(s) in a certain prescribed direction (clockwise or counterclock-
is
encircle the origin of the F(s)-plane
a positive integer. In this case the F(s)-plane locus will times in the same direction
as that of 1%.
2.
/V
=
<
(Z
= P). If the .s-plane locus encircles as many poles as zeros,

F F will not encircle
or no poles and zeros, of F(s), the F(.s)-plane locus

the origin of the F(s)-plane.
3.
TV
(Z
< P).
If the .s-plane locus encircles

is
more poles than zeros
of F(s) in a certain direction, TV

F(.s)-plane locus,
a negative integer. In this case the
FF
will encircle the origin TV times in the opposite

s
.
direction
from that of T
A convenient way of determining N with respect to the origin (or any other
point) of the F(s) plane
is
to
draw a
line
from the point
in
any direction to
Sec. 7.6
Nyquist Criterion
337
F(s)-plane
F(s)-p\ane
N=-2
F(s )-plane
N=
Fig. 7-9.
Examples of the determination of
N in the F(i)-plane.
infinity; the
number of net
intersections of this line with the F(s) locus gives the
magnitude of N. Figure 7-9 gives several examples of this method of determining N. It is assumed that the T s locus has a counterclockwise sense. A rigorous proof of the principle of the argument is not given here. The
following illustration
ciple.
may be considered as a heuristic explanation of the prinLet us consider the function F(s) given by
F(s)
+ />i)C* + Pi)
(7-53)
where
K is a positive
number. The poles and zero of F(s) are assumed to be as

written
shown in Fig. 7- 10(a). The function F(s) can be

F(s)
\F(s)\/F(s)
+ Pi
+p
Us
2
Is
+ Pi js + p
(7-54)
2)
338
Systems
Chap. 7
x-plane
ReF
Fig. 7-10. (a) Pole-zero configuration of F(s) in Eq. (7-53)
trajectory 1%. (b) F(j)-plane locus, IV,
and the j-plane which corresponds to the I\ locus
of
(a)
through the mapping of Eq.
(7-53).
Figure 7-10(a) shows an arbitrarily chosen trajectory r, in the s-plane,
with the arbitrary point

is
5^
on the path. The function F(s) evaluated

K(s
0*1
at s
st
given by
F( Sl )
zt)
+ />i)C*i + Pi)
x t
(7-55)
The factor s + z can be represented graphically by the vector drawn from z, to s Similar vectors can be defined for {s + p,) and (s + Pi)Thus F(s ) is represented by the vectors drawn from the given poles and zero to the point s u as shown in Fig. 7-10(a). Now, if the point s- moves along the
t x
x
.
locus r\ in the prescribed counterclockwise direction until

starting point, the angles generated
it
returns to the
by the vectors drawn from the poles (and
Sec. 7.6
if there were any) that are not encircled by T s when Si completes one round trip are zero; whereas the vector (j, + z,) drawn from the zero at z u which is encircled by I\, generates a positive angle (counterclockwise sense) of 2n rad. Then, in Eq. (7-54), the net angle or argument of F(s) as the point Si travels around T s once is equal to 2n, which means that the corresponding F(s) plot must go around the origin 2n radians or one revolution in a counterclockwise direction, as shown in Fig. 7-10(b). This is why only the poles and zeros of F(s), which are inside the JT, path in the j-plane, would contribute to the value of N of Eq. (7-52). Since poles of F(s) correspond to negative phase angles and zeros correspond to positive phase angles, the value of depends only on the difference between Z and P.
zeros
In the present case,
Z=
Thus
F=0
1
N = Z- P=
which means that the F(y)-plane locus should encircle the origin once in the same direction as the s-plane locus. It should be kept in mind that Z and P refer only to the zeros and poles, respectively, of F(s) that are encircled by r and not the total number of zeros and poles of F(s). In general, if there are more zeros than poles of F(s), which are encircled by the j-plane locus r, in a prescribed direction, the net angle traversed by the .F(j)-plane locus as the s-plane locus is traversed once is equal to
2n(Z
in the
-P) = 2nN
(7-56)
This equation implies that the F(s)-plane locus will encircle the origin
N times
same direction as that of r,. Conversely, if N more poles than zeros are encircled by T s in a given prescribed direction, N in Eq. (7-56) will be negative, and the F(s)-p\ane locus must encircle the origin times in the opposite direction
,
to that of
IV
all
A
is
summary of
the possible outcomes of the principle of the argument
given in Table 7-1.
Table 7-1
Summary
of All Possible Outcomes of the
Principle of the
Argument
F(s)-Plane Locus
N=ZP
Sense of the
s-Plane Locus
Number of Encirclements
of the Origin
Direction of
Encirclement
N>
N <0
Af
Clockwise Counterclockwise
N N
Clockwise
Counterclockwise Counterclockwise Clockwise
Clockwise
Counterclockwise
Clockwise Counterclockwise
No encirclement No encirclement
340
Systems
Chap. 7
Nyquist Path
At
this point the reader
should place himself in the position of Nyquist
many
years ago, confronted with the problem of determining whether or not

1
the rational function
G{s)H{s) has zeros in the right half of the j-plane.

the j-plane locus,
Apparently, Nyquist discovered that the principle of the argument could be
used to solve the stability problems,
if
is
taken to be one
that encircles the entire right half of the .r-plane.
Of
course, as an alternative,
I\ can be chosen to encircle the entire left-half s-plane, as the solution is a relative one. Figure 7-11 illustrates a T s locus, with a counterclockwise sense, which encircles the entire right half of the s-plane. This path is often called the
Nyquist path.
Since the Nyquist path
the small semicircles
that the path should go
must not pass through any shown along the^'co axis in Fig. 7-11
singularity of F{s),
are used to indicate

It is
around these singular points of F(s).
apparent that
s-plane
Poles of F(s)
Fig. 7-11. Nyquist path.
Sec. 7.6
if
any pole or zero of F(s)
lies inside
the right half of the s-plane,
it
will
be
encircled by this Nyquist path.
For the convenience of analysis, the Nyquist path is divided into a miniof three sections. The exact number of sections depends upon how many of those small semicircles are necessary on the imaginary axis. For the situation illustrated in Fig. 7-1 1, a total of eight sections needs to be denned. The order + of numbering these sections is entirely arbitrary. The notations j co\, j co~i, +j0 + j0 ja>U and jcoj are used to identify the starting and ending points of
mum
the small semicircles only.
Section 1 from s +j to jcot along they'co axis. Section 2: from +jcot to +jcoT along the small semicircle around
:
=j bi-
section 3
Section 4: Section 5
:
from 5 = jco~[ to +J0 + along the jco axis. from +j0 + to y'0 + along the small semicircle around s = from s = j0 + to year along the jco axis (mirror image
of section
3).
Section 6: from j
s
jco~[
to
j cot along
the semicircle around
ja>i (mirror image of section 2). j along the jco axis (mirror Section 7: from s jco\ to s
Section 8: from
image of section s = joo

infinite radius.
1).
to
+jo along
the
semicircle
of
Nyquist Criterion and the G(s)H(s) Plot
The Nyquist criterion is a direct application of the principle of the argument when the j-plane locus is the Nyquist path. In principle, once the Nyquist path
is specified,
the stability of a closed-loop system can be determined by plotting

1
the F(s)
G(s)H(s) locus
when
j takes
on values along the Nyquist path,
and
investigating the behavior of the F(s) plot with respect to the origin of the
is
However, since usually the approach is to construct the Nyquist plot of G(s)H(s), and the same result of F(s) can be determined from the behavior of the G(s)H(s) plot with respect to the (l,jO) point in the G(s)H(s)F(s)-plane. This
called the Nyquist plot of F(s).
given, a simpler
function G(s)H(s)
is
plane. This
is
because the origin of the F(s)-p\anc corresponds to the
l,y'0)
if
point (or the
point on the real axis) of the G(s)H(s)-plane. In addition,

is
the location of the poles of G(s)H(s)
not known, the stability of the open-loop
system can be determined by investigating the behavior of the Nyquist plot of

G(s)H(s) with respect to the origin of the G(s)//(s)-plane.
Let us define the origin of the G(s)H(s)-plane or the origin of the
G(s)H(s)-p\anc, as the problem requires, as the critical point.
ested basically in
1
We
are inter-
two types of
stability
stability of the
open-loop system, and
stability of the closed-loop system.

It is important to clarify that closed-loop stability implies that 1 G(s) H(s) has zeros only in the left half of the j-plane. Open-loop stability implies
that G(s)H(s) has poles only in the left half of the j-plane.
342
Systems
Chap. 7
With
two
sets
this
added dimension to the
stability
problem,
it is
necessary to define
of N, Z, and P, as follows
G(s)H(s)
N = number of encirclements of the origin made by

Z =
P = number
N_
Z_
P_
t
number of zeros of G(s)H(s) that are encircled by the Nyquist path, or in the right half of the j-plane
of poles of G(s)H(s) that are encircled by the Nyquist path, or in the right half of the j-plane
= =
number of encirclements of the ( l,y'0) point made by G(s)H(s)
number of zeros of 1 G(s)H(s) that are encircled by the Nyquist path, or in the right half of the j-plane
Nyquist path, or in the right half of the j-plane
= number of poles of G{s)H(s) that are encircled by the

become
clear
Several facts
and should be remembered

Po
at this point
P-i
(7-57)
since G(s)H(s)
and
G(s)H(s) always have the same poles. Closed-loop
stability implies or requires that
Z_!
but open-loop stability requires that
(7-58)
P =
The crux of
the matter
is
(7-59)
is
that closed-loop stability
determined by the
stability studies
properties of the Nyquist plot of the open-loop transfer function G(s)H(s).
The procedure of applying the

is
principle of the
argument for
summarized as follows
1.
Given the control system, which
is
represented by the closed-loop

is
transfer function of Eq. (7-47), the Nyquist path
defined according
to the pole-zero properties of G(s)H(s).

2. 3.
The Nyquist plot of G(s)H(s) is constructed. The values of N and JV_, are determined by observing the behavior of the Nyquist plot of G(s)H(s) with respect to the origin and the
( \,j0)
4.
point, respectively.
1
Once N and N- are determined, the value of P a known) is determined from
(if it is
not already
N =Z -P
if
(7-60)
,
Z
[
is is
given.
Once
P
t
is
determined, P_
=P
[Eq. (7-57)],
and
Z_
determined from
N. =
Since
it
Z_,
/>_!
(7-61)
has been established that for a stable closed-loop system Z_

JV_,
must
(7-62)
be zero, Eq. (7-61) gives
-P_,
Sec. 7.6
Therefore, the Nyquist criterion
may
be formally stated: For a closed-
loop system to be
point as
the s-plane,
stable, the
Nyquist plot ofG(s)H(s) must encircle the (l,jO)
many times as
and
it is
the encirclement, if any,
In general,
number of poles of G(s)H(s) that are in the right half of must be made in the clockwise direction. not always necessary to construct the Nyquist plot which
the
fact, a great
corresponds to the entire Nyquist path. In
majority of the practical
problems can be solved simply by sketching the part of G(s)H(s) that corresponds to the +yco-axis of the s-plane. The condition when this simplified procedure is
possible
is
when P
0; that
is,
G(s)H(s) has no poles in the right half
of the
.y-plane.
In this case Eq. (7-61) becomes

JV-i
Z_,
(7-63)
which means that the Nyquist plot of G(s)H(s) can encircle the ( l,j0) point only in the counterclockwise direction, since N_ in Eq. (7-63) can only be zero
i
or positive. Since counterclockwise encirclement
is
equivalent to enclosure,
we
can determine closed-loop

point
is
stability
by checking whether the ( l,y'0)
critical
enclosed by the G(s)H(s) plot. Furthermore,

1
whether N.
only the
.y-plane.
if we are interested only in we need not sketch the entire Nyquist plot for G(s)H(s), portion from s = +yoo to s = along the imaginary axis of the
is
zero,
The Nyquist
criterion for the

in the right
G(s)H(s) has no poles
P_ case may be stated: If the function half of the s-plane, for the closed-loop system to
t
be stable, the Nyquist plot of G(s)H(s) must not enclose the critical point ( 1J0). Furthermore, if we are not interested in the number of roots of the characteristic
stability,
equation that are in the right-half plane, but only the closed-loop only the G(s)H(s) plot that corresponds to the positive imaginary axis of the j-plane is necessary. Figure 7-12 illustrates how the s /oo to s
Im
GH
G(s)#(s>plane
ReGH
Fig. 7-12.
Nyquist plot of G(s)H(s), which corresponds to s

is
= jco to s
0,
to indicate whether the critical point
enclosed.
344
Systems
Chap. 7
portion of the Nyquist plot

at
may
be used to determine whether the
critical
point
( l.y'O)
is
enclosed.
7.7
The following examples serve
to illustrate the practical application of the Nyquist
criterion to the stability of control systems.
Example
7-7
Consider a single-loop feedback control system with the loop transfer

function given by
W = rh)
It is
(7 - 64)
where
K and a are positive constants.

it is
apparent that G{s)H{s) does not have any
pole in the right-half s-plane; thus,

closed-loop system,
Pa =
P_i
= 0.
To determine
see
if it
the stability of the
necessary only to sketch the Nyquist plot of G(s)H(s) that
corresponds to j
=/co
to s
on the Nyquist path and
encloses the
1,7*0)
point in the G(s)H(s)-p\ane. However, for the sake of illustration,

the entire G(s)H(s) plot for this problem.
we
shall construct
The Nyquist path necessary
for the function of Eq. (7-64)
is
shown
in Fig. 7-13.
s-plane
Fig. 7-13. Nyquist path for the system in
Example
7-7.
Since G(s)H(s) has a pole at the origin,

small semicircle around s
it is
necessary that the Nyquist path includes a

is
0.
The entire Nyquist path

is
divided into four sections, as
shown
in Fig. 7-13.
Section 2 of the Nyquist path

this section
magnified as shown in Fig. 7-14(a). The points on
may be
represented by the phasor

5
e">
(7-65)
where { 0) and 9 denote the magnitude and phase of the phasor, respectively. As the Nyquist path is traversed from +j0 + to jO* along section 2, the phasor of
Sec. 7.7
Application of the Nyquist Criterion /
345
i /
Im
GH
GCs)i/(s)-plane
s-plane
80 counterclockwise
rotation
*~
*-
ReGH
(a)
co
(b)
Fig. 7-14. (a) Section 2 of the
Nyquist path of Fig. 7-13. (b) Nyquist plot of

2.
G(s)H(s) that corresponds to section
Eq. (7-65) rotates in the clockwise direction through 180. Also, in going from
to
+j0 +
to The corresponding Nyquist plot of , 9 G(s)H(s) can be determined simply by substituting Eq. (7-65) into Eq. (7-64). Thus
varies
0.
y'0 +
from +90
90 through
G(s)H(s)
s=ee )o
K
ee">(ee">
+ a)
(7-66)
Since e
0,
the last expression
is
simplified to
G(s)H{s)
K
aeeJ<>
ooe -je
(7-67)
which indicates that all points on the Nyquist plot of G(s)H(s) that correspond to section 2 of the Nyquist path have an infinite magnitude, and the corresponding phase is opposite that of the j-plane locus. Since the phase of the Nyquist path varies from +90 to 90 in the clockwise direction, the minus sign in the phase relation of Eq. (7-67) indicates that the corresponding G(s)H(s) plot should have a phase that varies from 90 to +90 in the counterclockwise direction, as shown in Fig. 7-14(b).
In general,
plots, the
when one has acquired

For
proficiency in the sketching of the Nyquist
determination of the behavior of G(s)H(s) at s

instance, in the present
is
carried out by inspection.
corresponding to section 2 of the Nyquist path

lim G(s)H(s)
1^0
= and s = oo may be problem the behavior of G(s)H(s) determined from

i.
lim , s ô s(s
K + a)
.
lim
#
=
is
(7-68)
From this equation it is clear that the behavior of G(s)H(s) at s

tional to
s.
inversely propor-
As
the Nyquist path
is
traversed by a phasor with infinitesimally small
1 80, the corresponding G(s)H(s) plot is traced out by a phasor with an infinite magnitude, 180 in the opposite or counterclockwise direction. It can be concluded that, in general, if the limit of
magnitude, from
+/0 + to
/0 + through a clockwise rotation of
346
Systems
Chap. 7
G(s)H(s) as * approaches zero assumes the form

lim G(s)H(s)
lim Jfo"
is
(7-69)
the Nyquist plot of G(s)H(s) that corresponds to section 2 of Fig. 7-14(a)
traced out
by a phasor of
direction
if
infinitesimally small
is
the plus sign
magnitude n x 180 degrees in the clockwise used, and by a phasor of infinite magnitude n x 180 in the
if
counterclockwise direction
the negative sign
is
used.
The technique described above may

path.
also be used to determine the behavior of the

infinite radius
is
G(s)H(s) plot, which corresponds to the semicircle with
The
large semicircle referred to as section
in Fig. 7-13
isolated, as
on the Nyquist shown in
Fig. 7-1 5(a).
The
points
on the
semicircle
5
may
be represented by the phasor

(7-70)
Rei*
plane
Re/*
l
Im
GH
G(,s)i/(.s)-plane
180
counterclockwise
rotation
360 clockwise
rotation
ReG
Radius
(b)
Fig. 7-15. (a) Section
4 of the Nyquist path of Fig. 7-13.

4.
(b)
Nyquist plot
of G(s)H(s) that corresponds to section
where
oo. Substituting
Eq. (7-70) into Eq. (7-64) yields
G(s)H(s)
-_
Re j*
K ~ RW* = Oe-i
1*
(7-71)
which implies that the behavior of the G{s)H{s) plot at infinite frequency is described by a phasor with infinitesimally small magnitude which rotates around the origin 2 x 1 80
360 in the clockwise direction. Thus the G(s)H(s) plot that corresponds to section
4 of the Nyquist path is sketched as shown in Fig. 7-1 5(b). Now to complete the Nyquist plot of the transfer function of Eq. (7-64) we must consider sections 1 and 3. Section 1 is usually constructed by substituting s = jca into Eq. (7-64) and solving for the possible crossing points on the real axis of the G(s)H(s)-
Sec. 7.7
347
plane. Equation (7-64)
becomes
G(jOi)H(jOi)
K
jco(jco
+ a)
(7-72)
which
is
rationalized
by multiplying the numerator and denominator by the complex

2 _ = K(co jaco) co* + a 2 co 2
conjugate of the denominator. Thus
G(jco)HUco)
(7-73)
The
intersect of
G(jco)HQco) on the
real axis is
part of G(jCO)H(jco) to zero.

real axis is
Thus the frequency
determined by equating the imaginary at which G(jCo)H(jco) intersects the
found from
Im G(jCO)H(jco)
which gives
plane
is
=
co*
-Kaco + a 2 C0 2
-Ka
co(cb 2
+a
2 )
(7-74)
co
co. This
means that
the only intersect
on the real
axis in the G(s)H(s)-
Nyquist criterion is not concerned with the exact shape of the G(s)H(s) locus but only the number of encirclements, it is not necessary to obtain an exact plot of the locus. The complete Nyquist plot of the function of Eq. (7-64) is now sketched in Fig. 7-16 by connecting the terminal points of the loci
at the origin with co
co. Since the
i /
Im
GH
G(s)H(s)-p\ane
ReGH
Fig. 7-16.
Complete Nyquist plot of G(s)H(s)
K/ls(s
a)].
348
Systems
Chap. 7
that correspond to sections 2

axis.
and
4,
without intersecting any
finite
part of the real
It is of interest to check all the pertinent data that can be obtained from the = iV-i = 0. By inspection of Eq. (7-64), Z = Nyquist plot of Fig. 7-16. First, andP = 0, which satisfy Eq. (7-60). SinceP = P-u Eq. (7-61) leads to
Z_!
Therefore, the closed-loop system
is
N-i
+P_!
=0
is
(7-75)
stable.
This solution should have been anticipated,

simply
(7-76)
since for the second-order system, the characteristic equation

s
1
as
+K=
whose roots will always lie in the left half of the i-plane for positive a and K. Figure 7-16 also shows that for this problem it is necessary only to sketch the
portion of G(s)H(s) that corresponds to section
that the
1
of the Nyquist path.
It is
all
apparent
positive
( 1, y'O)
point will never be enclosed by the G(s)H(s) plot for
values of K.
Example
7-8
Consider that a control system with single feedback loop has the loop
transfer function
<*>" =
The
s
2
WTTY
(7 " 77)
is
(1
+ K)s - K =
all
(7-78)
positive K.
which has one root

of Fig. 7-13
is
in the right half
of the s-plane for
The Nyquist path
applicable to this case.

s
Section 2.
e ie
lim G(s)H(s)
= lim
ooe-^< + )
(7-79)
This means that the Nyquist plot of G{s)H{s) which corresponds to section 2 of the Nyquist path is traced by a phasor with infinite magnitude. This phasor starts at an
+90 and ends at 90 and goes around the origin of the G(s)H(s)-p\ane counterclockwise a total of 180.
angle of
Section
4.
Re'*
lim G{s)H{s)
= lim =
0e~'*
(7-80)
Thus
the Nyquist plot of G(s)H(s) corresponding to section 4 of the Nyquist path goes around the origin 180 in the clockwise direction with zero magnitude. Section 1. s =jCO:
G(j<d)H(jco)
JooUm
1}
o4
+W
-A
a>(co*
1)
(7-81)
Setting the imaginary part of G(jOi)HU'CO) to zero,

CO
we have
(7-82)
real axis.
= 1
rad/sec
which are frequencies
at
which the G(jCO)H{j03) locus crosses the
Then
(7-83)
GUl)H(jl)
Based on the information gathered
=K
in the last three steps, the
complete Nyquist
Sec. 7.7
Application of the Nyquist Criterion /
349
lm
GH
G(s)H(s)
plane
AL, =
ReGH
Fig. 7-17.
Complete Nyquist plot of G(s)H(s)

sketched as
K(s
l)/[s(s
1)].
plot of G(s)H(s)
is
shown
in Fig. 7-17.
We can conclude that, by inspection,
Z =1
P =p_,
Figure 7-17 indicates that Ao Figure 7-17 also gives A/_j =
=o
agreement with the Nyquist
criterion.
=
1.
1,
which
is
in
Then
Z_, =AT_,
+P_, =
( 7 _84)
which means that the closed-loop system is unstable, since the characteristic equation has one root in the right half of the 5-plane. The Nyquist plot of Fig. 7-17 further
indicates that the system cannot be stabilized by changing only the value of A'.
Example
7-9
Consider the control system shown in Fig. 7-18. It is desired to determine the range of for which the system is stable. The open-loop
is
C(s)
Grrt
10*(j
2)
(7-85)
Since this function does not have any pole or zero
on the jco
axis, the
Nyquist path
350
Systems
Chap. 7
R(s)
-N
E( S )
K(s + 2)
Y^
.S
10
2
(.5
C() C
+ 3)
>
Fig. 7-18.
Block diagram of the control system for Example
7-9.
.s-plane
Fig. 7-19.
Nyquist path for the transfer function of Eq.

in Fig. 7-19.
(7-85).
can consist of only three sections, as shown Nyquist plot of G(s) is outlined as follows
Section 4.
s
The construction of
the
Re 1 *
lim G(s)
10K
0e -j2 *
(7-86)
As
the phasor for section 4 of the Nyquist path is traversed from 90 to +90 through 180 counterclockwise, Eq. (7-86) indicates that the corresponding Nyquist plot of G(s) is traced by a phasor of practically zero length from +180 to 180
through a
total of 360 in the clockwise sense.

1.
Section
=jco:
GUco) -(l0-3co*)-jcoi
Rationalizing, the last equation becomes
l0K(ja>
2)
(7-87)
G(jco)
10 AT[2(10
3CQ 2 )
-co* +7CQ(10
3co 2 ) +./2CQ 3 ]
(10
3co 2 ) 2
co 6
(7-88)
Sec. 7.7
351
Setting the imaginary part of G(jco) to zero gives

co
rad/sec
and
co
= VlO rad/sec
which correspond to the frequencies at the intersects on the real axis of the G(s)-plane. In this case it is necessary to determine the intersect of the G(s) plot on the imaginary axis. Setting the real part of G(jG>) to zero in Eq. (7-88), we have
co 4
6co 2
20
(7-89)
which gives
co
1.54 rad/sec
Therefore, the intersects on the real axis of the G(.s)-plane are at
C(/0)
2 AT
and
C(yVlO)
and the
intersect
= -K
on the imaginary
axis
is
G(j^/T) =j]0/TK/3
With the information gathered
of Eq. (7-85)
is
in the
sketched as shown
in Fig. 7-20.
1
preceding steps, the Nyquist plot for G(s) The information on the imaginary axis
be determined without actually plotting
is needed so that the direction of section the locus point by point.
may
../ImC
G(s)-plane
Fig. 7-20.
Nyquist plot of G(s)
\QK(s
2)/(s 3
3s 2
10).
352
Systems
Chap. 7
Inspection of the Nyquist plot of Fig. 7-20 reveals that

(7-85)
A = 2.
.s-plane,
Since Eq.
this
shows that G(s) has no zeros inside the

that
right half
of the
Z = 0;
means
P =
2.
Thus P_
=2. Now,
t
applying the Nyquist criterion,

2
we have
(7-90)
t
JV_,
= Z_ - P_t = Z_, -
Thus for the closed-loop system to be stable, Z_i = 0, which requires that JV_ = 2. With reference to Fig. 7-20, the stability criterion requires that the ( 1,;0) point must
be encircled twice in the clockwise direction. In other words, the be to the right of the crossover point at K. Thus, for stability,
critical
point should
K>
The reader can
easily verify this solution
(7-91)
by applying the Routh-Hurwitz
criterion
to the characteristic equation of the system.
It
should be reiterated that although the Routh-Hurwitz criterion
is
much
simpler to use in stability problems such as the one stated in this illustrative
example, in general the Nyquist criterion leads to a more versatile solution, which also includes information on the relative stability of the system.
7.8
Effects of Additional Poles and Zeros of G(s)H(s) on the
Shape of the Nyquist Locus

Since the performance and the stability of a feedback control system are often
influenced by adding and
is
moving poles and zeros of
the transfer functions,
it
informative to illustrate
how the Nyquist locus is affected when poles and zeros
added to a typical loop transfer function G{s)H{s). This investigation will also be helpful to gain further insight on the quick sketch of the Nyquist locus of a
are
given function.
Let us begin with a first-order transfer function
G(s)H(s)
T1
(7-92)
Ti
is
The Nyquist locus of G(jco)H(jco)

in Fig. 7-21.
for
< ca <
a semicircle, as
shown
ImGH
G(s)H(s)-p\ane
CO
co
ReGH
Ik
Fig. 7-21.
Nyquist plot of G(s)H(s)
Kj(\
+ T lS
).
Sec. 7.8
and Zeros of G{s)H(s)
353
Addition of poles at s
0.
transfer function of Eq. (7-92) ; then
Consider that a pole at s we have
is
added to the
G(s)H(s)
K
is
(7-93)
The effect of adding this pole is that the phase of G(jco)H(ja>) 90 at both zero and infinite frequencies.
In other words, the Nyquist locus of G(j(o)H(joo)
that of Fig. 7-21 at co
is
reduced by
rotated by
90 from
and
a,
oo, as
shown
Im
in Fig. 7-22. In addition, the
GH
G(s)H(s)-phne
*-ReGH
Fig. 7-22.
Nyquist locus of G(s)H(s)
K/[s(l
Tis)].
magnitude of G(jco)H(j(o) at
becomes infinite. In general, adding a pole co of multiplicity j at s to the transfer function of Eq. (7-92) will give the following properties to the Nyquist locus of G(s)H(s)
lim IG(j<B)H(jco)
-(j
Z
1)
(7-94)
lim /GUco)H(jco)
co~.0
= -j* =
= K
(7-95) (7-96)
(7-97)
lim|GO'a>)#C/e>)|
\im\G{jm)H{j(o)\
Figure 7-23 illustrates the Nyquist plots of
G(s)H(s)
(7-98)
and
G(s)H{s)
In view of these illustrations
will affect the stability adversely,
it is
s\\
K +T
s)
(7-99)
apparent that addition of poles at s
and systems with a loop transfer function of
more than one pole
at s
are likely to be unstable.
354
Systems
Chap. 7
G(s)#Cs)-plane
ReGH
Fig. 7-23. Nyquist loci for (1) G(s)H(s)
= K/[s 2 (l + TlS
)].
(2)
G(s)H(s)
K/[sHl
Tis)].
Addition of finite poles.
When
a pole at s
l/T2
is
added to the G(s)
H(s) function of Eq. (7-92), we have
The Nyquist locus

pole, since
+ of G(s)H(s) at co =
(1
G{s)H(s)
K
7V)(1
is
+T
(7-100)
2 s)
not affected by the addition of the
lim GUco)H(joi)
=K
(7-101)
The Nyquist locus
at co
is
lim G(jco)HUco)
<-.a
lim
-K = ~"
2
2.0)
/-180
(7-102)
m ->o 1 \1
Im
GH
G(s)H(s)-p\ane
*-
Re Gtf
Fig. 7-24. Nyquist loci for (1) G(s)H(s)
Kj[{\
+ TlS)(l + T2 s)].
(2)
G(s)H(s)
#/[(!
Tis)(l
+ T2 s)(\ + T
3 s)].
Sec. 7.8
and Zeros of G(s)H(s)
355
Thus the
Eq. (7-92)
is
effect
of adding a pole at
= \/T
to the transfer function of

fre-
to shift the
quency, as shown in
phase of the Nyquist locus by 90 at infinite Fig. 7-24. This figure also shows the Nyquist locus of
G(s)H(s)
(1
7V)(1
K + 7(1 + T
(7-103)
3 s)
These examples show the adverse effects on stability that result from the addition of poles to the loop transfer function.
Addition of zeros.
derivative control
stable.
It was pointed out in Chapter 6 that the effect of the on a closed-loop control system is to make the system more In terms of the Nyquist plot, this stabilization effect is easily shown,
since the multiplication of the factor (1
increases the phase of G(s)H(s)
by 90
at co
+ 7 to = oo.
the loop transfer function
Consider that the loop transfer function of a closed-loop system
is
given
by
^>^
It
,( i
+ ri(i + r
2 ,)
(7
104>
can be shown that the closed-loop system is stable for < (7, + T2 )/ T2 Suppose that a zero at s \\Td is added to the transfer function of Eq. (7-104), such as with a derivative control. Then
T,
.
<K
G(s)H(s)
s(l
K{\
T,5)(l
+ 7 + TV)
(7-105)
are sketched as
The Nyquist loci of the two transfer functions of Eqs. (7-104) and (7-105) shown in Fig. 7-25. The effect of the zero in Eq. (7-105) is to add
,
.
Im
GH
G(s)H(s)-p\ane
T T2 K{T + T2 )
t
-*-
KeGH
-<(&.- T)
(2)
co
Fig. 7-25.
Nyquist
loci for (1)
G(s)H(s)
G(s)H(.s)
K(l
+ Tds)/[s(l +
TisXl
= K/[s(l + T^Xl + T2 s)]. + T2 s)].
(2)
356
Systems
Chap. 7
90 to the phase of G(Jco)H(jco) at <y
=
is
oo while not affecting the locus at co

is
The crossover point on

t
the real axis

),
moved from K(Ti
= 0. + T )/T T to
2
1
-K(T + TÎTîl + Td
plane.
which
closer to the origin of the G(jco)H(jco)-
7.9
Stability of Multiloop
Systems
The
stability analyses conducted in the preceding sections are all centered toward systems with a single feedback loop, with the exception of the RouthHurwitz criterion, which apparently can be applied to systems of any conis
figuration, as long as the characteristic equation

trate
known
We
shall
now
illus-
how
the Nyquist criterion
is
applied to a linear system with multiple feed-
back loops.
In principle, all feedback systems with single input and output can be reduced to the basic system configuration of Fig. 7-4. Then it would seem that
the Nyquist criterion can be applied in a straightforward
lent
manner
to the equiva-
loop transfer function G(s)H(s). However, owing to the multiloop nature of the original system, the poles and/or the zeros of G(s)H(s) may be unknown,
to the
and a systematic approach

control system by
problem may be adopted.
Let us illustrate the procedure of applying Nyquist criterion to a multiloop
means of a specific example. Figure 7-26 gives the block diagram of a control system with two loops. The transfer function of each
block
is
indicated in the diagram. In this case
it is
simple to derive the open-
loop transfer function of the system as

C)
G(s)
(s
= - Gi(j)G(j) + G (s)H(s) K(s + 2) + 10)[j(j + 1)0 + 2) +

2
(7-106)
5]
The
stability
of the overall system can be investigated by sketching the Nyquist
H(s) = 5
Fig. 7-26.
Multiloop feedback control system.
Sec. 7.9
Systems
357
locus of G(s), except that the poles of G(s) are not entirely known.
the construction of the entire Nyquist locus of G(s),
in
To avoid
we can
attack the problem
two stages, as there are two feedback loops. First, consider only the inner whose loop transfer function is G 2 (s)H(s). We shall first sketch the Nyquist locus of G z (s)H(s) for co < oo. The property of the G 2 (s)H(s) plot with respect to the ( l,jO) point gives an indication of the number of zeros of 1 + G 2 (s)H(s) that are in the right half of the J-plane. Having found this information,
loop,
<
we then proceed
co
to sketch the Nyquist locus of G(s) of Eq. (7-106) only for
<
<
oo to determine the stability of the overall system.
Figure 7-27 shows the Nyquist locus of
G 2 (s)H(s)
5 s{s
+
,.
1)(j
(7-107)
2)
j\mG 2 H
G 2 (sW(s)-plane
ReG 2 //
Fig. 7-27.
Nyquist plot of
G 2 (s)H(s) =
Ms +
i)(s
2)].
Since the
itself,
( l,y'0)
point
1
is
not enclosed by the locus, the inner loop

is
is
stable
by
and the zeros of
+ G 2 is)His) are all in the left half of the j-plane. Next,

sketched as shown in Fig. 7-28. Since
left
the Nyquist locus of C7(j) of Eq. (7-106)

all
the poles and zeros of G(s) are found to be in the
half of the j-plane,
we
be
only have to investigate the crossover point of the G(s) locus with respect to the
( l.v'O)
point to determine the requirement on
stable. In this case the
range of
K for
stability is
is
K for the overall system to < K < 50.
Now,
7-26.
let
us consider a system that
a slightly modified version of Fig.
Use the same block diagram, but with

G,(j)
__ s
+2 s+
1
(7-108)
Gl{s)
His)
~ sis + =5
K
IX*
(7-109)
2)
(7-110)
368
Systems
Chap. 7
jlmG
G(i)-plane
*-
ReG
Fig.
7-28. Nyquist plot of G(s)
[K(s
2)]/{U
10)[s(s
+-
l)(j
2)
5]}.
In this case
we cannot use
the
method
outline above, since the

still
parameter
is
in the inner loop.
However, we may
unknown gain use the Nyquist criterion

is
to solve this problem.
The open-loop
G(S )
_ W~
G.(j)Ga(j)
1
+G +
2 (s)H(.
s
(s
(7-111)
I0)[s(s
l)(j
+ 2) +
5tf]
as a gain factor of G(s), Nyquist locus of G(s)/K. However, we can write the characteristic equation of the overall system as
it
Since the
unknown parameter ^Tdoes not appear

avail to sketch the
would be of no
s(s
10)(j
1)(*
2)
+s+2+
5K(s
10)
(7-112)
In order to create an equivalent open-loop transfer function with

multiplying factor,
K as
we
divide both sides of Eq. (7-112) by terms that
do not
contain K.
We have
1
+ s(s +
is
SK(s + 10) 10Xs + l)(s + 2)

1
Since this equation

teristic
of the form
+ s + 2~ + G (s) = 0, the roots

3
(7 " 113)
of the charac-
by sketching the Nyquist locus of G 3 (s). However, the poles of G 3 (s) are not known, since the denominator of G 3 (s) is not in factored form. The zeros of the polynominal s(s + 10)(s + l)(s + 2) -f s + 2 may be studied by investigating the Nyquist plot of still another function G 4 (j), which we create as follows
equation
investigated
may be
to the right of the
Figure 7-29 shows that the Nyquist locus of G 4 (s) intersects the real axis ( 1, y"0) point. Thus all the poles of G 3 (s) are in the left half
of the 5-plane. The Nyquist plot of G 3 (s) is sketched as shown in Fig. 7-30. Since
Sec. 7.9
Systems
359
,.
/Im C 4
G 4 (s )-plane
0.009
ReC,
r
\
Fig. 7-29. Nyquist locus of
G4 (s) =
/
(s
2)/[s(s
10)(j
1)(*
2)].
,.
Im G 3 (s)
C 3 0?)-plane
*-
ReG,
Fig. 7-30. Nyquist locus of
(s)
[5K(s
+s+
W)]J[ s (s
I0){s
l)(s
+ 2)
2].
the intersect of the locus

is
<K<
on the
real axis
is
at
-O.IK, the range of K for
stability
10.
In this section we have investigated the application of the Nyquist criterion to multiloop control systems. For analysis problems, the stability of the system can be investigated by applying the Nyquist criterion in a systematic fashion from the inner loop toward the outer loops. For design problems when a system parameter to be determined for stability, it is sometimes necessary to start with the characteristic equation, which may be written in the form
Kh
P{s)
KQ{s)
Q
is
(7 _ 115)
where P(s) and Q(s) are polynomials. The stability of the system sketching the Nyquist plot of the equivalent open-loop transfer
studied by
function
(7-116)
<*)-3gj!
360
Systems
Chap. 7
Thus we have
locus represents a
also indicated a
method of applying
the Nyquist criterion
to design a stable system by using the characteristic equation.
The Nyquist more convenient approach than the Routh-Hurwitz criterion,

an inequality equation in the high can be determined from the
since the latter often involves the solution of
order of K, whereas in the Nyquist approach
intersection of the G(s) locus with the real axis.
The
is still
stability analysis discussed thus far in this
chapter can be applied to
linear multivariable systems. Since the characteristic equation of a multivariable
written
|*I-A|
the Routh-Hurwitz criterion
is
=
manner outlined
(7-117)
applied in the usual manner.
We can also
is
apply
the Nyquist criterion to Eq. (7-117) in the

(7-116).
in Eqs. (7-115)
and
On
the other hand, since the stability of a linear system
independent
all
of the inputs and outputs of the system,

inputs to zero, as long as the system
we can apply
the Nyquist criterion to
a multivariable system between any input-output pair while setting

is
other
completely controllable and observable.
7.10
Systems with Time Delays
Systems with time delays and their modeling have been discussed in Section 5.12. In general, closed-loop systems with time delays in the loops will be subject
to
more
stability
problems than systems without delays. Since a pure time delay

transfer function relationship e~ TdS , the characteristic equa-
Td is modeled by the
no longer have constant coefficients. Therefore, the RouthHurwitz criterion is not applicable. However, we shall show in the following that the Nyquist criterion is readily applicable to a system with a pure time
tion of the system will
delay.
tem with pure time delay
Let us consider that the loop transfer function of a feedback control sysis represented by
G(s)H(s)
ê- T G
's
(s)H, (s)
(7- 1
8)
G^H^s) is a rational function with constant coefficients; Ta is the pure time delay in seconds. Whether the time delay occurs in the forward path or the
where
feedback path of the system
is
immaterial from the stability standpoint.
In principle, the stability of the closed-loop system can be investigated by sketching the Nyquist locus of G(s)H(s) and then observing its behavior with
reference to the
( l,j0) point of the complex function plane.
is that it rotates the phasor by an angle of coTd radians in the clockwise direction. The amplitude of G^jcoJH^jco) is not affected by the time delay, since the magnitude of e~' mT' is unity for all frequencies. In control systems the magnitude of GiO'cw)îO'co) usually approaches zero as co approaches infinity. Thus the Nyquist locus of the transfer function of Eq. (7-118) will usually spiral toward the origin as co approaches infinity, and there are infinite number of intersects on the negative real axis of the G(s)H(s)-ip\a.ae. For the closed-loop system to be stable, all the intersects of the G(jco)H(jco) locus with the real axis must occur to the right of the (-IJ0) point.
The
effect
of the exponential term in Eq. (7-118)
GyfJo^Hiijco) at each co
Sec. 7.10
Systems with Time Delays
361
Im
GH
G(s)#(s)-plane
^ReGH
T,=4
0.16
Fig. 7-31. Nyquist plots of G(s)H(s)
e- T "/[s(s
l)(.s
2)].
Figure 7-31 shows an example of the Nyquist plot of
G(s)H(s)
for several values of
e-'-'G^H^s)
=
s(s
IX*
(7-119)
2)
Td
It is
observed from this diagram that the closed-loop
system
is
stable
when
is
the time delay
Td is zero,
but the stability condition dete-
riorates as
Td
increases.
Td =
point.
sec.
This
The system is on the verge of becoming unstable when shown with the Nyquist plot passing through the ( l,y0)
points on the real axis of the G(y).ff(.s)-plane
Unlike the rational function case, the analytical solution of the crossover is not trivial, since the equations that govern the crossings are no longer algebraic. For instance, the loop transfer
function of Eq. (7-1 19)

its
may be rationalized in the usual manner by multiplying numerator and denominator by the complex conjugate of the denominator.
result
is
< cos <>>
The
GUcomjco)
T
<
ffi
ff i - Lt
(
/CQ(2
~ G)2)1
<
7 - 120)
362
Systems
Chap. 7
The condition
for crossings
3co
2
on the
coTd
real axis
co(2
.
of the G(s)H(s)-p\ane
2
is
sin
Td
co
cos coTd
=
1
which
is
not easily solved, given
Since the term e~ lmT " always has a magnitude of
for
all
frequencies, the
crossover problem
is
readily solved in the
Bode
plot
domain (Appendix A).
Since the time-delay term affects only the phase but not the magnitude of G(jco)
H(jco), the phase of the latter
is
obtained in the Bode plot by adding a negative
angle of
coTd
to the phase curve of GifJoc^H^jco).

is
The frequency at which the
phase curve of G{ja>)H(jca) crosses the 180 axis

involving pure time delays are
the place where the Nyquist
locus intersects the negative real axis. In general, analysis and design problems
more
it
easily carried out graphically in the
Bode
diagram.
If the time delay is small,
is
possible to approximate the time delay

is,
transfer function relation by a truncated power series; that
e~
T"
-Ts+
d
Tjs*
2!
3!
(7-121)
Figure 7-32 shows the Nyquist plots of the transfer function of Eq. (7-119)
Im
GH
G(s)//(i)-plane
KeGH
Two-term
approximation
Fig. 7-32.
Approximation of Nyquist plot of system with time delay by
truncated power-series expansion.
Sec. 7.11
Stability of Nonlinear
Systems Popov's
Criterion /
363
with
Td =
0.8 sec,
and
G(s)H(s)
=
s(s
l-7>
+
l)(s
(7-122)
2)
which
is
the result of truncating the series of Eq. (7-121) after two terms
7.11
Systems Popov's
Criterion 16
was mentioned in Section 7.1 that the stability analysis of nonlinear systems is a complex subject, and unlike the linear time-invariant case, no single method can be applied to all nonlinear systems. Although the major emphasis of this book is on linear systems, we shall show in the following that a certain class of nonlinear systems can be studied with stability criteria that are quite
It
similar to the Nyquist criterion.
When
a system
is
nonlinear,
it
does not have a characteristic equation,
and therefore there are no eigenvalues to speak of. The Routh-Hurwitz criterion becomes useless in this case. The kind of stability that we are concerned with here is asymptotic stability, which means that the equilibrium state x e is asymptotically stable if every motion starting at an initial state x will converge
to
x e as time approaches
Popov's
infinity.
stability criterion applies to a closed-loop control
system that con-
tains one nonlinear element, as
shown
in Fig. 7-33.
The
nonlinearity is described
Fig. 7-33.
Nonlinear closed-loop control system.

in the first
by a functional relation that must

in Fig. 7-34.
lie
and third quadrants,
as
shown
Many nonlinear control systems in practice can be modeled by the block diagram and nonlinear characteristic of Figs. 7-33 and 7-34. For instance, Fig 7-35 illustrates several common-type nonlinearities, which are encountered often in control systems that fit the characteristic specified by Fig. 7-34. Popov's stability theorem is based on the following assumptions:
1.
The
2.
is described by the transfer function which has more poles than zeros, and there are no cancellations of poles and zeros. The nonlinear characteristic is bound by k and k 2 as shown in Fig.
linear part of the system
G(s),
7-34; or
< N(e) < k
(7-123)
Me)
Fig. 7-34.
Nonlinear characteristics.
N(e)
1%)
/'
/
k,
=0
_z_
-D
/
/ /
/
/
/
/
i
=0
/
(b)
Relay with deadzone
7
(c) Saturation
/
k,
=0
(d) Saturation with dead
zone
Fig. 7-35. Several
common
nonlinearities encountered in control sys-
tems, (a) Ideal relay, (b) Relay with dead zone, (c) Saturation. Id) Saturation with
dead zone.
364
Sec. 7.11
Systems
Popov's Criterion
The
365
The theorem
loop system
is
is
stated in the following without giving the proof:
closed-
asymptotically stable if the Nyquist plot of G(jco) does not intersect or enclose the circle that is described by
*i
~t~
k2
=
_
*."
(7-124)
LK^Ki
where x and y denote the real and imaginary coordinates of the G(ja>)plane, respectively.
It
should be noted that the Popov stability criterion

if
is sufficient
but
is
not
necessary. In other words,

circle, the
the G(jco) locus does not intersect or enclose the

is
system
is
stable,
if
although the criterion

is
usually overly conservative.

it
On
the other hand,
the above condition

is
violated,
does not necessarily
mean
that the system
unstable.
The
possible implications are illustrated in
Fig. 7-36.
Im G
G(/oj)-plane
ReG
Fig. 7-36. Interpretation of Popov's stability criterion.
observe that
if
circle degenerates to the
( 1
y'O)
point,
the system is linear, k = k 2 = k, the and Popov's criterion becomes Nyquist's

s
criterion. Figure 7-35
shows that a great majority of the nonlinearities in practice
are with
A:,
0.
In these cases, the circle of Eq. (7-124) becomes a straight line
x
For
stability,
(7-125)
the Nyquist locus of G(jco) must not intersect this
line.
366
Systems
Chap. 7
The following example Popov stability criterion.

Example 7-10
serves to illustrate the practical application of the
Consider that the block diagram shown in Fig. 7-37 represents a feedback control system that has a saturation element in the forward path. The system could be a position control system using a motor as an actuator. The saturation is in the power amplifier of the motor controller, with representing the gain of the linear portion of the amplifier characteristic.
-1
Fig. 7-37.
Nonlinear system with a saturation characteristic.
The
linear transfer function
of the system
is
G(s)
=
s(s
1)0
(7-126)
2)
It can be shown that if the saturation characteristic were absent, the closed-loop < 6. It is desired to determine the value of so system would be stable for that the nonlinear system is assured of stability. Notice that the Popov criterion is of such a nature that for the saturation nonlinearity, the result of the criterion is inde-
<K
pendent of the level of saturation, which is in a way a qualitativeness of the test. The Nyquist locus of GO' CO) is sketched as shown in Fig. 7-38. For stability of the closed-loop system, the G(joi) locus must not intersect the vertical line, which passes
through the point (1/K,j0).
The maximum value of K is determined by finding
the
maximum magnitude of the
real part of G(jco). Rationalizing G(yco), the real part is written
Re GU<o)
The frequency
at
9co2+{2
is
_ (0
2 2 )
(7-127)
which Re G(Jco)
is
maximum
[9co
2
determined from
2
)] 2 2 2 ) ]
d Re
which gives
G(jco)
_ <a[-18 + 4(2 - co
~~
dm
(O
(2
- o>
(7-128)
= 0. Thus
Max. Re
G(j<x>)
= -f
(7-129)
and the closed-loop system
is
stable for
K<
which
is
(7-130)
considerably less than the critical value of
K = 6 for the linear system.
Chap. 7
References
367
/'
Im G
ReC
Fig. 7-38. Application of the
Popov
stability criterion to the nonlinear
system in Fig. 7-37.
REFERENCES
1.
E.
J.
& Co.
2.
Routh, Dynamics of a System of Rigid Bodies, Chap. Ltd., London, 1905.
6,
Part
II,
Macmillan
N. N. Puri and C. N. Weygandt, "Second Method of Liapunov and Routh's Canonical Form,"/. Franklin Inst., Vol. 76, pp. 365-384, Nov. 1963.
G. V.
trol,
3.
S. S.
Raju, "The Routh Canonical Form,"
IEEE
Trans. Automatic Con-
Vol. AC-12, pp. 463-464, Aug. 1967.

Stability
4.
V.
Krishnamurthi, "Correlation Between Routh's
Criterion
and
Relative Stability of Linear Systems,"
IEEE
AC-17, pp. 144-145, Feb. 1972.

5.
V. Krishnamurthi, "Gain Margin of Conditionally Stable Systems from Routh's Stability Criterion," IEEE Trans. Automatic Control, Vol. AC-17, pp. 551-552,
Aug. 1972.
368
Stability or Control
Systems
Chap. 7
General Linear Stability

6.
Nyquist
J.,
H. Nyquist, "Regeneration Theory," Bell System Tech.

Jan. 1932.
Vol. 11, pp. 126-147,
7.
C. H. Hoffman,
teristic
"How To Check Linear Systems Stability
I.
Solving the Charac-
Equation," Control Engineering, pp. 75-80, Aug. 1964.

II.
8.
C. H. Hoffman,
"How To Check Linear Systems Stability: Roots by Algebra," Control Engineering, pp. 84-88, Feb. 1965
Locating the
9.
C. H. Hoffman, "How To Check Linear Systems Stability: III. Locating the Roots Graphically," Control Engineering, pp. 71-78, June 1965.
10.
M. R. Stoji6 and D. D. Siuak, "Generalization of Hurwitz, Nyquist, and Mikhailov Stability Criteria," IEEE Trans. Automatic Control, Vol. AC-10, pp.
250-254, July 1965.
11.
R.
Part I,"
12.
W. Brockett and J. L. Willems, "Frequency Domain Stability Criteria IEEE Trans. Automatic Control, Vol. AC-10, pp. 255-261, July 1965. W. Brockett and J. L. Willems, "Frequency Domain Stability CriteriaIEEE Trans. Automatic Control, Vol. AC-10, pp. 407-413, Oct. 1965.
p. 317, April 1966.
R.
Part II,"
13.
D. D. Siljak, "A Note on the Generalized Nyquist Criterion," IEEE Trans.

Automatic Control, Vol. AC-11,
14.
L. Eisenberg, "Stability of Linear Systems with Transport Lag,"
IEEE
Trans.
Automatic Control, Vol.

15.
AC-U,
pp. 247-254, April 1966.

to the
T. R. Natesan,
rion,"
"A Supplement
Note on the Generalized Nyquist
Crite-
IEEE
Trans. Automatic Control, Vol. AC-12, pp. 215-216, Apr. 1967.
Popov's Criterion
16.
V.
M. Popov, "Absolute Stability of Nonlinear Systems of Automatic Control," Automation and Remote Control, Vol. 22, pp. 961-978, Aug. 1961.
17.
Z. V. Rekasuis,
Element,"
18.
"A Stability Criterion for Feedback Systems with One Nonlinear IEEE Trans. Automatic Control, Vol. AC-9, pp. 46-50, Jan. 1964. "A
"On
Generalization of the
C. A. Desoer,
Popov
Criterion,"
IEEE
Trans. Auto-
matic Control, Vol. AC-10, pp. 182-185, Apr. 1965.

19. S.
C. Pincura,
the Inapplicability of the
Popov
Stability Criterion in Certain
Classes of Control Systems,"
IEEE
AC-12, pp.
465-466, Aug. 1967.

20.
Y. S. Cho and K. S. Narendia, "An Off-Axis Circle Criterion for the Stability of Feedback Systems with a Monotonic Nonlinearity," IEEE Trans. Automatic Control, Vol. AC-13, No. 4, pp. 413-416, Aug. 1968.
J.
21.
B.
Moore, "A
Circle Criterion Generalization for Relative Stability,"
IEEE
Trans. Automatic Control, Vol. AC-13,

22.
No.
1,
pp. 127-128, Feb. 1968.
C. A. Desoer,
Control, Vol.
"An Extension
to the Circle Criterion,"
IEEE
Trans. Automatic
AC-13, pp. 587-588, Oct. 1968.
23.
E. Y.
Shapiro, "Circle Criterion for Nonlinear System Stability," Control
Engineering, Vol. 17,
No.
3,
pp. 81-83, Mar. 1970.
Chap. 7
Problems
369
24.
A. C. Tsoi and H. M. Power, "Equivalent Predictions of the Circle Criterion and an Optimum Quadratic Form for a Second-Order System," IEEE Trans. Automatic Control, Vol. AC-17, pp. 565-566, Aug. 1972.
C. E. Zimmerman and G. J. Thaler, "Application of the Popov Criterion to Design of Nonlinear Systems," IEEE Trans. Automatic Control, Vol. AC-16, pp. 76-79, Feb. 1971.
25.
26.
H. M. Power and A. C. Tsoi, "Improving the Predictions of the Circle Criterion by Combining Quadratic Forms," IEEE Trans. Automatic Control, Vol. AC-18,
pp. 65-67, Feb. 1973.
PROBLEMS
7.1.
By means of
the
Routh-Hurwitz
criterion,
determine the
stability
of systems
that have the following characteristic equations. In each case, determine the
number of roots of the equation which

(a) s 3 (b)
(c)
3
are in the right-half s-plane.
(d)
(e)
+ 20s + 9s + 100 = s + 20s + 9s + 200 = 3s* + 10s + 5s + s + 2 = s* + 2s + 6s 2 + 8s + 8 = s + 2s + 8s 4 + 12s + 20s 2 +

2 1
3
16s
16
=
that correspond to a stable
7.2.
The
characteristic equations for certain feedback control systems are given
below. In each case, determine the values of

system.
(a) s*
(b) s*
(c)
s3
+ + +
+ \0s 2 +2s + K = + 5s 2 + (10 + K)s + (K + 0.5)s 2 + AKs + 50 =

22s 3
20Ks 3
15
7.3.
The conventional Routh-Hurwitz The open-loop
criterion gives only the location of the roots

left
of a polynomial with respect to the right half and the
half of the s-plane.

is
transfer function of a unity feedback control system
given as
G(S)
It is
= s(l+7s)
lie
desired that
left
all
the roots of the system's characteristic equation
in the
region to the
of the line s
= a.
This will assure not only that a stable
is obtained, but also that the system has a minimum amount of damping. Extend the Routh-Hurwitz criterion to this case, and determine the values of K and T required so that there are no roots to the right of the line s = a.
system
7.4.
The loop
transfer function of a feedback control system
is
given by
^^- s(i+
1)
rsxi
h2s)
The parameters K and Tmay be represented in a plane with K as the horizontal axis and T as the vertical axis. Determine the region in which the closed-loop
system
7.5.
is
stable.
The open-loop
is
given by
GM =
y '
K{s
s 3 {s
+ 5X* + 40) + 200)(s + 1000)
370
/ Stability of Control
Systems
Chap. 7
Discuss the stability of the closed-loop system as a function of K. Determine

the values of
K that will cause sustained oscillations

is
in the closed-loop system.
What
7.6.
are the frequencies of oscillations ?
A controlled process
represented by the following state equations
x2
The
control
is
= Xi 3X2 = 5X\ + u
obtained from state feedback such that

"
= ^1*1 + glXl
and gz are real constants. Determine the region in the gz versus î t plane in which the overall system is stable.
where g
7.7.
Given a
linear time-invariant system that
is
described by the following state
equations
(t)
= Ax(?) + B(?)
(T
1
where
1
-o
A=
.0
B =
_1
state feedback so that
-3
-2
The closed-loop system
is
implemented by
u(t)
where
G is the feedback matrix,

is
= -Gx(t) G = [gi gz
gi\ with
g u g 2 and g 3 equal
,
to
real constants.
Determine the constraints on the elements of

asymptotically stable.
so that the
overall system
7.8.
Given the system i
= Ax +
1
B, where
on
A=
Consider that state feedback state feedback?
7.9.
-2
3_
B =
_1
Is the
may
be implemented.
system stabilizable by
functions, sketch the Nyquist diagrams that correspond to the entire Nyquist path. In each case check the values of N, P, and with respect to the origin in the Gfl-plane. Determine the values of N, P, and Z with respect to the 1 point, and determine if the closed-loop system is stable. Specify in which case it is necessary to sketch only the Nyquist plot for Co = to oo (section 1) on the Nyquist path to investigate the stability of the
For the following loop gain
closed-loop system.
(a)
G(s)H(s)
= s{l = j2(1 j(1
+ Q J)(1 + Q2s) +
+
Q
5(
(b) G(s)H(s)
25s){l
( \ <CJ
r<\n<\ U(S)H(S)
100(1
]i)(1
+ Q5s) + s)
0.25s)
+ a5j)(1 + Q8s)
(d) G(s)H(s)
= 5(1 + oa7 5 )(
1
Chap. 7
Problems
371
(e)
G(s)H(s)
G(s)H(s)
=
j(1
10
+ 02s)(s -
1)
(f)
ffi+ffi
of the systems.
7.10.
Sketch Nyquist diagrams for the following loop transfer functions. Sketch only the portion that is necessary to determine the stability of the closed-loop system.
Determine the
(a)
stability
G(s)H(s)
= =
100
s(s 2
+2s +
50
2)0
4)
1)
(b) G(s)H(s)
s(s
(c)
+
s
2)(s 2
G(s)H(s)
1
- 0.2s
7.11.
Figure P7-1 1 shows the entire Nyquist plots of the loop gains G(s)H(s) of some feedback control systems. It is known that in each case, the zeros of G(s)H(s)
/
Im
oo cj
-0
= +
Arrows on diagram
correspond to defined sense of the Nyquist
path
"".^
G//-plane
j-- Re
372
Systems
Chap. 7
co
= -
+
.
"""
/Im ~~ " ^^
/
(
W *Ju
(-1./0)
X /
/?-*
(///-plane
\
|
= -=
/**'
Re
=+
1
co
/
'
CO= +
(c)
Figure P7-11 (Cont.).
are
all
located in the
left
half of the s-plane; that
is,
Z=
with respect to the

in
origin in the GH-plane.
Determine the number of poles of G(s)H(s) that are

is
the right half of the s-plane. State the stability of the open-loop systems. State
whether the closed-loop system
stable ;
if
not, give the
number of roots of the

is
characteristic equation that are in the right half of the s-plane.

7.12.
The
characteristic equation of a feedback control system

s
3
given by
5Ks
+ (2K +
3)s
10
Apply the Nyquist criterion to determine the values of K for a stable closedloop system. Check the answer by means of the Routh-Hurwitz criterion.
7.13.
The Nyquist
criterion
was
originally devised to investigate the absolute stability
sketching the Nyquist plot of G(s)H(s) that corresponds to the Nyquist path, it is possible to tell whether the system's characteristic equation has roots in the right half of the i-plane. (a) Define a new Nyquist path in the j-plane that may be used to ensure that all the complex roots of the characteristic equation have damping ratios
of a closed-loop system.
By
greater than a value i(b) Define

all
a new Nyquist path

than a t
.
in the .y-plane that
may
left
be used to ensure that
the characteristic equation roots are in the
half of the i-plane with
real parts greater
7.14.
The block diagram of a feedback control system is shown

(a)
in Fig. P7-14.
Determine the values of a so that the system
is
stable.
R(s)
*- as)
Figure P7-14.
Chap. 7
Problems
373
(b)
Determine the values of a so that the eigenvalues of the system

left
all lie
to the
of the Re(s)
line in the s-plane.

is
7.15.
The block diagram of a multivariate control system
shown
in Fig. P7-15.
*,(*)
*-C.
(s)
R 2 (s)
*~C 2 (s)
Figure P7-15
The
transfer function G(s)
is
given by
K
(j
IX*
2)
and
(a)
K is
a positive constant. Determine the range of
K so
that the system
is
asymptotically stable.
(b)
Use the Routh-Hurwitz criterion. Use the Nyquist criterion.
7.16.
Figure P7-1 6 shows the block diagram of a control system in which the amplifier
u
Amplifier
G(s)
Amplifier
characteristic
G(s)s(l
+0.1
,s)(l
+0.2s)
Figure P7-16.
374
Systems
Chap. 7
has a nonlinear saturation characteristic. Determine the
maximum
value of
such that the overall system

7.17.
will
be absolutely
stable.
Figure P7-17 shows a control system that has a synchro control transformer as an error transducer. The output of the synchro is proportional to the sine of the
input shaft position. Assuming that the synchro operation
is
limited
to
n/1
<9 < nil, the input-output characteristic of the device may be repree
sented by the sine wave
shown
in Fig. P7-17.
Determine the limiting value of
K so
that the system
is
absolutely stable.
Y% J
Synchro
control
u
G(s)
transformer
G(s) =
s(\
K
+0.5s)(l +.s)
Synchro
10
characteristic
Figure P7-17.
8
8.1
Introduction
In the design of control systems
it is
often necessary to investigate the perfor-
mance of a system when one or more parameters of

dynamic behavior of
systems theory
teristic
is
the system varies over
a given range. Since the characteristic equation plays an important role in the
linear systems,
an important problem
in linear control
the investigation of the trajectories of the roots of the charac-
varies. In fact, the
when a certain system parameter examples of Chapter 6 already have illustrated the importance of the root loci in the study of linear control systems. The root locus technique is not confined to the inclusive study of control
equation, or simply, the root loci,
systems.
The equation under
investigation does not necessarily have to be the
characteristic equation of a linear system.

assist in the
The technique can
also be used to
determination of roots of high-order algebraic equations.
In general, the root locus problem for one variable parameter can be defined by referring to equations of the following form
F(s)
s"
ai s"->
+...
a n _ lS
an
where
cients
K is
the parameter considered to vary between

a,
oo
and
oo.
The
coeffi-
b m are assumed to be fixed. These coefficients can be real or complex, although our main interest here is in real coefficients.
!,...,
x ,
...
bm _
t ,
The root
locus problem of multiple-variable parameters will also be considered
in this chapter.
Although the
loci
of the roots of Eq. (8-1)
when
K varies between
-co and
375
376
Chap. 8
oo are generally referred to as the root loci in control system literature, the follow-
ing categories are defined

1.
Root
loci: the
is,
portion of the root loci
when
A'
assumes positive
values; that
2.
< K<
oo.
Complementary root
loci: the
is,
portion of the root loci
when
assumes negative values; that

3.
oo <
K<
0.
Root contours:
loci of roots
when more than one parameter
varies.
The complete
root loci refers to the combination of the root loci

loci.
and the
complementary root
8.2
Basic Conditions of the Root Loci Since our main interest

transfer function
is
in control systems, let us consider that Eq. (8-1)
is
the characteristic equation of a linear control system that has the closed-loop
C(s) ~~ R(s)
_
1
G(s) G(s)H(s)
,
v
2>
The
characteristic equation is obtained

left side
G(s)H{s) to zero. In other words, the

the numerator of
also satisfy
1 1
by setting the numerator of 1 + of Eq. (8-1) should correspond to
G(s)H(s). Or, the roots of the characteristic equation must
G(s)H(s)
(8-3)
The reader should have a special understanding of the relationship between G(s)H(s) = 0, and the function the characteristic equation, the equation 1 these relationships are very simple to understand, one can G(s)H(s). Although
easily overlook these
important concepts when deeply entangled in the
intri-
cacies of the construction of the root loci.

If
we
divide both sides of Eq. (8-1) by the terms that
do not contain K, we
get
,
K(s m
s-
+ 6, J""' + ... + b m . s + b m = + ,*- + ... + _,* + a.

i
(S
'
Comparing Eqs.
lished
:
(8-3)
and
(8-4)
we
see that the following relation
can be estab-
G(s)H(s)
+ bm + w w = K(s + b^+...+ a_i5 ++a bJ +

- lS
s"
aiS"
where G(s)H(s) is known as the loop transfer function of the control system. Since we have mentioned that the root locus technique is not limited to control systems, in general, given Eq. (8-1), we can regard G(s)H(s) of Eq. (8-5) as the loop transfer function of an equivalent control system. The control system
is
equivalent in the sense that
it
has Eq. (8-1) as
its
characteristic equation.
Later
we
shall discover that the step in obtaining Eq. (8-4)
from Eq.
(8-1) is a
very useful one in
many
other analysis and design situations. For lack of a better
Sec. 8.2
Basic Conditions of the Root Loci
377
name, we
shall refer to the
procedure of dividing both sides of the characteristic
equation by the terms that do not contain
K as
the Golden Rule.
We
can
now
define the complete root loci as the loci of the points in the
s-plane that satisfy Eq. (8-3) as
is
varied between
Now we
satisfied.
are ready to establish
and oo the conditions under which Eq.
oo
(8-3) is
Let us express G(s)H(s) as
G(s)H(s)
= KG^H^s)
(8-6)
where
G^H^s) no longer contains the variable parameter A'. Then Eq. (8-3) is
written
G^H^s)^-^
To
satisfy this equation, the following conditions
(8-7)
must be met simultaneously
(?,(*)#,(*)
= pL
l)w
-co
<
tf
<
oo
(8-8)
/G,(j)ff,(j)
= (2k + /GiWH^s) = 2kn

.
K>
(8-9)
K<0
and then
the values
(8-10)
where k
0,
1, 2,
(all integers).
In practice, the complete root loci are constructed by finding all points in
the s-plane that satisfy Eqs. (8-9)
loci are
and
(8-10),
of
K along
the
determined using Eq.
(8-8).
is
The construction of the root loci some of the rules of construction are
basically a graphical problem, although
arrived at analytically.
is
The
(8-5)
starting point
of the graphical construction of the root loci

written*
based on knowledge of the poles
and zeros of the function G(s)H(s). In other words, Eq.
must
first
be
G(*\H(*\
W W-K + ~ (s+
(s
J + z ") + z *) Xs+p )...(s+ Pn Pl = KG^H^s)
Z 'X J
(8-11)
where the poles and zeros of G(s)H(s) are real or complex-conjugate numbers. Using Eq. (8-11), the conditions stated in Eqs. (8-8), (8-9), and (8-10)
become
m
\G (s)H {s)\=i
l 1
= rlT
I*
-co<tf<co
(8-12)
and
/GMH^s) =
'=i
H +z
ls
-^ ls+
j=i
Pj
(8-13)
= We shall
first
(2k
+
is
l)7i
<K<
.
oo
consider that G(s)H(s)
a rational function of
s.
For systems with time
delays, G(s)H(s) will contain exponential terms such as e~ Ts
378
Chap. 8
/G^HM = 2 + - S
/s
z,
/s
i=i
j-
(8-14)
=
for
A:
2kn
-oo<K<0
and
(8-14)
It
0, 1, 2, was mentioned
earlier that Eqs. (8-13)
may
be used for the a point
construction of the complete root loci in the s-plane. In other words, Eq. (8-13)
implies that for any positive value of AT, a point
(e.g., Si) in
the s-plane
is
on the root loci if the difference between the sums of the angles of the vectors drawn from the zeros and the poles of G(s)H(s) to s, is an odd multiple of 180. Similarly, for negative values of A", Eq. (8-14) shows that any point on the complementary root loci must satisfy the condition that the difference between the sums of the angles of the vectors drawn from the zeros and the poles to
the point
is
an even multiple of 180, or

us consider
0.
To
root
illustrate the
use of Eqs. (8-13) and (8-14) for the construction of the
loci, let
G(s)H(s)
=
s(s
K(s + z ) + PiKs + Pi)

t
(8-15)
The locations of the poles and the zero of G(s)H(s) are arbitrarily assumed, as shown in Fig. 8rl. Next, we select an arbitrary point, s in the .y-plane and draw vectors directing from the poles and the zero of G(s)H(s) to the point j,. If j,
t ,
s-plane
Fig. 8-1. Pole-zero configuration of G(s)H(s)
[K(s
zi)]/[s(s
U+p
+ p 2)
3 )].
Sec. 8.2
Basic Conditions of the Root Loci /
379
is
indeed a point on the root loci (0

1
<K<
oo)
it
represent the loci of zeros of
G(s)H(s)],
[remember that the root loci must satisfy the following two
conditions simultaneously: from Eq. (8-12),
.\_?j_IiL |jllkl+/2ll*l+/j|
L
l*|
1)tt
fc
(8-16)
and from Eq.

ISj
t
(8-13),
2 )
+ z - (/?, + /*, + p + M + Pz = (2fc +

Similarly, if s t
is
0,
1,2,...
(8-17)
to be a point
on the complementary root

is,
loci
( oo
<K
<
0), it
must
satisfy
Eq. (8-14); that

zi
/j
(/i.
M+
J?2
/Ji
+
,
;>, )
= Ikn
(8-18)
for&
= 0, 1, 2, As shown in Fig.
become
tl
8-1, the angles
ri ,
0,,,
d P2 and
0,,,
are the angles of the
vectors measured with the positive real axis as zero reference. Equations (8-17)
and
(8-18)
(0 Pl
+e +d
p!
P3 )
= =
(2k
l)n
0<K<oo
(8-19)
and
0.i
~ (K +
d pi )
2kn
-co<K<0
is
(8-20)
respectively.
If s t is found to satisfy either Eq. (8-19) or Eq. (8-20), Eq. (8-16) determine the value of AT at the point. Rewriting Eq. (8-16), we have
used to
|ff
kilbi
\
+ Pi\\s, + p s + z
i i
I
(8
_ 21
where the factor

the point s^
If,
^x
zx
is
the length of the vector
drawn from the zero
z to
as in Fig. 8-1, the vector lengths are represented by A, B, C, and
D, Eq. (8-21) becomes

\K\
= B^-
(8-22)
complementary root
following two steps
depends on whether Sx is on the root loci or the Consequently, given the pole-zero configuration of G(s)H(s), the construction of the complete root locus diagram involves the
sign of K, of course,
loci.
The
1.
search for
all
the
*,
points in the j-plane that satisfy Eqs. (8-9)

loci
2.
and (8-10). The determination of the values of K at points on the root the complementary root loci by use of Eq. (8-8).
and
From
the basic principles of the root locus plot discussed thus far,
all
it
may
seem that the search for
the s x points in the s-plane that satisfy Eqs. (8-9)
380
Chap. 8
and
(8-10)
is
a very tedious task. However, aided with the properties of the root
are going to assemble in the next section, the actual sketching of
loci that
we
the root locus diagram in
most cases
is
not so formidably complex. Normally,
with some experience on the part of the analyst, the root loci can be sketched by
following through the "rules" of construction.
since the Spirule
special graphical aid, called
the Spirule, can also be used to help plot the root locus diagram. However,
is
simply a device that assists in adding and subtracting angles

it
of vectors quickly, according to Eq. (8-13) or Eq. (8-14),

only
if
can be used
effectively
set
we
already
know
x
the general proximity of the roots. Indeed,

loci,
when we
out to find a point s on the root
we must first have some
general knowledge
we select a trial point and test it in Eqs. (8-13) not close to any point on the root loci, the search procedure can be frustrating, even with the aid of a Spirule. " Digital and analog computer programs 32 34 can be prepared for the plotting
of the location of this point; then
(8-14). If the trial point is
and
of the root locus diagram. Analytical procedures 26

for obtaining the root loci. In fact, a
have also been developed computer or the analytical method must
~ 29
be used
if the poles and zeros of G(s)H(s) are not known a priori. The material presented in this chapter will emphasize the principle of construction of the root loci, since one must obtain a thorough understanding of
the basic principles
before
any engineering implementation or numerical
methods can be applied
successfully.
8.3
The following
rules of construction are developed

1
from the
relation between
the poles and zeros of G(s)H(s) and the zeros of
+ G(s)H(s). These rules should
be regarded only as an aid to the construction of the root loci and the complementary root loci, as they do not give the exact plots.
K=
Points
Theorem
ofG(s)H(s).
Proof:
8-1.
The
K=
points on the complete root loci are at the poles
From
Eq. (8-12),
m
GMH^s) =
I
^
J=i
= r^
(8-23)
As
s
approaches zero, the value of Eq. (8-23) approaches infinity, and,
correspondingly, s approaches the poles of
G^H^s)
or of G(s)H(s); that
the sign of
is,
approaches
(j =
1, 2,
n). It is
apparent that this property applies

loci, since
to both the root loci
and the complementary root
K has
no bearing
in Eq. (8-23).
Sec. 8.3
381
Example
8-1
Consider the following equation

s(s
2)(j
3)
K(s
1)
(8-24)
When K =
(8-24)
0,
the three roots of the equation are at s
three points are also the poles of the function
by the terms that do not contain
AT (the
= 0, j = 2, and s = 3. These G(s)H (s) if we divide both sides of Eq. Golden Rule) and establish the relationK(s
ship
1
G(s)H(s)
+
1)
1)
s(s
2)C$
+
3)
=
3)
(8-25)
Thus
G(s)H(s)
s(s
K(s
2)(j
(8-26)
The
three
points
on the complete root
loci are as
shown
in Fig. 8-2.
.s-plane
;cj
K=
K=Q
K=
Fig. 8-2. Points at

(s
which
K=
loci
of s(s
3)
K(s
1)
2)
0.
K = oo
Points
8-2.
Theorem
The
K = oo
points on the complete root loci are at the
zeros of G{s)H(s).
Proof: Referring again to Eq. (8-23), as K approaches co, the equation approaches zero. This corresponds to i approaching the zeros of G{s)H{s); or "> ^ * {i= s approaching z t '' 1,2, ...,m).
'
Example
8-2
Consider again the equation

s(s
+ 2)(s + 3) + K(s + 1) = (8-27) It apparent that when K is very large, the equation can be approximated by K(s+l) = (8-28) which has the root s = -1. Notice that this is also the zero of G(s)H(s) in Eq. (8-26). Therefore, Fig. 8-3 shows the point j = 1 at which K = oo. However, G(s)H(s) in
is
this case also
has two other zeros located at
infinity,
because for a rational function,
382
Chap. 8
s-plane
/to
A>
-2
other K = points at infinity
Two
Fig. 8-3. Points at

(.s
which
K=
<*>
loci
of s(s
2)
3)
K(s
1)
0.
the total
co,
number of poles and zeros must be equal
if
the poles
and zeros
at infinity are
1
included. Therefore, for the equation in Eq. (8-27), the
K = co points are at j =
and
co.
Number of Branches on
the Complete Root Loci
values between
loci
A branch of the complete root loci is the locus of one root when K takes on oo and oo. Since the number of branches of the complete root
must equal the number of roots of the equation, the following theorem
results
Theorem
8-3.
the greater of n
The number of branches of the root and m.
loci
of Eq. (8-1)
is
equal to
Example
8-3
The number of branches on

sis
the complete root loci of

(8-29)
is
is
three, since
must have three
roots,
and and therefore three root
+ 2)(s + 3) + Kis + 1) = m = 1. Or, since the equation

loci.
of the third order in
s, it
Symmetry of the Complete Root Loci

Theorem 8-4. The complete root loci are symmetrical with respect to the real axis of the s-plane. In general, the complete root loci are symmetrical with respect to the axes of symmetry of the poles and zeros ofG(s)H(s).
Proof:
cients in Eq. (8-1), the roots
The proof of the first statement is self-evident, since, for real coeffimust be real or in complex-conjugate pairs.
The reasoning behind the second statement is also simple, since if the poles and zeros of G(s)H(s) are symmetrical to an axis other than the real axis in the j-plane, we can regard this axis of symmetry as if it were the real axis of a new complex plane obtained through a linear transformation.
Sec. 8.3
383
Example
8-4
Let us consider the equation

s(s
1)(*
2)
+K=
(8-30)
Dividing both sides of the equation by the terms that do not contain G(s)H(s)
K leads
to
(8-31)
=
s(s
K
+
l)(.s
2)
The complete root
loci
of Eq. (8-30) are sketched as
shown
in Fig. 8-4.
Notice that
loci are
since the poles of G(s)H(s) are symmetrical with respect to the s

to being always symmetrical with respect to the real symmetrical to the j = 1 axis and the real axis.
axis), the
axis (in addition
complete root
.s-plane
K<0
< +-
1-1
)!
I
/
/ K<0
A
Fig. 8-4.
Axis of
symmetry
Root
loci of s(s
l)(s
2)
+K=
0,
showing the properties
of symmetry.
Example
8-5
When
the pole-zero configuration of G(s)H(s)
is
symmetrical with
respect to a point in the j-plane, the complete root loci will also be symmetrical to that point. This is illustrated by the root locus plot of
s(s
2)(.s
+ +/X* +
1
~j)
+K=
(8-32)
as
shown
in Fig. 8-5.
384
Chap. 8
s-plane
Fig. 8-5.
Root
loci of s(s
2)(s
+y")0
-y)
A: == 0,
showing
the properties of symmetry.
Asymptotes of the Complete Root Loci (Behavior of Root Loci at s
co)
The
properties of the complete root loci near infinity in the j-plane are
important, since
the j-plane.
when n^tn, 2\n
m\ of the
loci will
approach
infinity in
Theorem 8-5. For large values ofs, the root loci for straight lines or asymptotes with angles given by
ek
.
K>0 are asymptotic to

(8-33)
= (?KDz n m K<
n
1.
m\ 1* and n and m are defined in Eq. (8-1). ,\n where k = 0, 1, 2, 0, the angles of the asymptotes are For the complementary root loci,
.
.
9,
2kn
m
=
(8-34)
where k
0, 1, 2,
,\n
m\
According
|
to the defining equations of the root loci,
0,
since there are only \n
m\ asymptotes
for each type of root loci,
1, 2, we need
However,
to assign only
values to k.
Sec. 8.3
385
Equations (8-33) and (8-34) imply that the asymptotes of the complementary root loci are linear extensions of the asymptotes of the root loci, and vice versa. When the asymptotes of one type of root loci are determined, those of the other type are found without further calculation.
Proof:
Let us divide both sides of Eq. (8-1) by

s^
b.s"-
...
bm .
bm
We
then have
S"
j"
... + a-iJ + a. + !?" = + 6,5' + ... + b m ^s + b n + K
(8-35)
Carrying out the fraction of the left side of Eq. (8-35) by the process of long division, and for large s neglecting all but the first two terms, we have
s"-
+
1
(a l
- b )s n m
l
^ -K = (-*)"<is
(8-36)
or
a
'
'
(8-37)
The
factor
[1
(a,
-b
1
)/sy /l
"- m>
in Eq. (8-37)
expanded by binomial expan-
sion,
and Eq.
(8-37)
becomes
+ (
m)s
t"vl/(n-m) = (-*)
(8-38)
Again,
if
only the
first
two terms
in the last series are retained,
we
get
'
Now
let s
+ jco,
ai
and, using DeMoivre's algebraic theorem, Eq. (8-39)
is
written
o +jco
for
bi m
and
cos
(2k
n
+ l)n m +
cos
sin
(2k n
+ \)n m
2kn m -^ n
(8-40)
<K<
-oo
oo,
1/( "~ m)
I
2kn
n
sm
(8-41)
for
<
A:<0, and&
real
Equating the
for
0< K<
= 0, 1, 2, and imaginary parts of both +

J
we
have,
oo,
a
and
î
~ Ki/<-m) cos-(2k +
,
\)n
(8-42)
<a^*'
Solving for AT I/( "- m) from Eq. (8-43),
/(
-->sin
(2 *
m
t
+1) *
(8-43)
we have o
b m 2k+\ n cos 2k + sin n n m n m

a>
a n
(8-44)
386
Chap. 8
or
CO
~ tan
2k
n
ZUZi) + V* m (g + n m I \
line in the j-plane,
(8-45)
Equation (8-45) represents a straight

the
and the equation
is
of
form
co
= M{a - a
we have
(8-46)
where
M represents the slope of the

o
axis.
straight line or the asymptote,
and a
is
the intersect with the
From
Eqs. (8-45) and (8-46)
M = tan?îirc n m
0, 1, 2,
. .
.
(8-47)
\n
m\
1,
and
a, M
b,
m
Note that these properties of the asymptotes are
only.
Similarly,
(8-48)
for the root loci (0
< K < oo)
from Eq.
(8-41)
we can show
that for the complementary root
loci(-oo
< K<G),
M = tan -^n m
k
(8-49)
as in
0, 1, 2,
\n
m\
1,
and the same expression
Eq. (8-48)
is
obtained for
Therefore, the angular relations for the asymptotes, given by
Eqs. (8-33) and (8-34), have been proved. This proof also provided a byproduct, which is the intersect of the asymptotes with the real axis of the
j-plane,
and therefore
resulted in the following theorem.
Intersection of the Asymptotes (Centroid)
m\ asymptotes of the Theorem 8-6. (a) The intersection of the 2\n plete root loci lies on the real axis of the s-plane. (b) The intersection of the asymptotes is given by
com-
~
where a u b u
Proof:
n,
fc
'
-g m
'
(8-50)
and
are defined in Eq. (8-1).

(a) is straightforward, since
it
The proof of
has been established
that the complete root loci are symmetrical to the real axis. The proof of (b) is a consequence of Eq. (8-48). Furthermore, a function G(s)H(s) as in Eq. (8-5), Eq. (8-50) may be written as
b_
if
we
define
xZL a A
_ finite poles of G(s)H(s) - finite zeros of G(s)H(s) ~ number of finite poles of G(s)H(s) number of finite zeros of G(s)H(s)
(8
' 51
Sec. 8.3
Construction of the Complete Root Loci / 387
since
from the law of algebra,
a,
= = b =
t
sum of the sum of the
roots of s"
finite
+
+
a,s"' x
+
l
+
.
a_,s
a.
=
(8-52)
poles of G(s)H(s)
b,s m
~
sum
of the roots of s m
finite
b^^s
bm
=
(8-53)
sum of the
zeros of G(s)H(s)
Since the poles and zeros are either real or complex-conjugate pairs, the imagi-
nary parts always cancel each other. Thus in Eq. (8-51) the terms in the summations
may
be replaced by the real parts of the poles and zeros of G(s)H(s),

valid for the root loci as well as the
respectively.
It
should be noted that Eq. (8-51)

loci.
is
complementary root
Example
8-6

s(s
4)(s 2
2s
2)
K(s
1)
(8-54)
This equation corresponds to the characteristic equation of a feedback control system
with the loop transfer function
<*'>*
The pole-zero
+
is
w VL
shown
+ 2)
From
<8
55 >
configuration of G(s)H(s)
in Fig. 8-6.
the six theorems
on the construction of the complete root loci described so far, the following information concerning the root loci and the complementary root loci of Eq. (8-54) is obtained
1
K=
The
:
K=
=
0, s
points
loci are at the poles
of
2.
= -4, s = -1 +j\, and s = -1 -yl. K = co The K = co points on the complete root loci are at the zeros of G(s)H(s): s = 1, s = co, j = co, and s =
G(s)H(s): s
<x>.
3.
4.
5.
of the fourth order, there are four complete root loci. The complete root loci are symmetrical to the real axis. For large values of s, the root loci are asymptotic to straight lines with angles measured from the real axis Root loci {K 0), Eq. (8-33)
is
:
Since Eq. (8-54)
>
k
k
= = =
l
^
3
60
d,=~ =
92
900 =^- =
180
20O
The angles of byEq. (8-34):
the asymptotes of the complementary root loci are given
A:
=0
=
=
1
=^ = o
120
6^^ = =^ =
2
24O
388
Chap. 8
s-plane
Asymptotes of complementary root
\
loci
\
Fig. 8-6.
Asymptotes of the complete root

1)
loci of s(s
4)0 2
-r
Is
2)
K(s
0.
The asymptotes of the complementary root loci may be obtained by extending the asymptotes of the root
6. loci.
The
<r,
six
asymptotes of the complete root

of G(s)H Q)
loci intersect at
= S finite poles
S finite zeros
of G(s)H(s)
(8-56)
- (o-4-i
+yi -l -yi)-(-i)
4-1
_ _a
3
The asymptotes are sketched
as
shown
in Fig. 8-6.
Example
8-7
are
The asymptotes of the complete root loci for several shown in Fig. 8-7.
different equations
Root Loci on the Real Axis

be found in the section only if the total number of real poles and zeros of G(s)H(s) to the right of the section is odd. (b) Complementary root loci: On a given section of the real axis, complementary root loci (K 0) may be found in the section only if the total number of real poles and zeros of G(s)H(s) to the right of the section is even. Alternatively,
0)
{K >
Theorem
8-7. (d)
Root
loci:
On a
given section of the real axis, root loci
may
<
Asymptotes of
/CO
s-plane
i-plane
Asymptote of
root locus
Asymptote of complementary root locus

'l
_~(Pi + P 2 +P3) ,
4
"l
="Pi/2
/|V
I
45
/
/
\
\
\ \
I
/
/
G(s)H(s) =
s(s
K
+p
x
G(s)H(s) =
)
s(s+p l )(s+p 2 )(s + p i )
s-plane
\
'
Asymptotes of complementary
\
/
'
/CO
/"
s-plane
root loci
^ Asymptotes of
root loci
'(Pi
Asymptotes of Asymptotes of complementary! root loci
/ /
/
root loci
\
i\
\
/
\ vX/\
\|
1
i
'
/\
/
\
45
+P2+P3)^*7V^
X
\
o,
-(pi+P2+p 3 )-(-^) ^n\ / N /

-.
r
45
c
/
/ /
\
\
/
/
/
\
I
G(s)H(s)=
s
2
l
K
(s+p )(s+p 2 )(s+ p 3 )
Fig. 8-7.
G(s)H(s)
i 2(i
-v ->
K(s + zi)
+p
)( J
+ p 2 )( s + p 3
Examples of the asymptotes of root
loci.
389
390
Chap. 8
we can state that complementary root loci will be found in sections on the real axis not occupied by the root loci. In all cases the complex poles and zeros ofG{s)H{s) do not affect the existence properties of the root loci on the real axis.
Proof:
1
The proof of
the theorem
t
is
based on the following observations:
At any point (e.g., s ) on the real axis, the angles of the vectors drawn from the complex-conjugate poles and zeros of G(s)H(s) add up to
be zero. Therefore, the only contribution to the angular relations in
Eqs. (8-13) and (8-14)
is from the real poles and zeros of G(s)H(s). and zeros of G(s)H(s) that lie to the right of the may contribute to Eqs. (8-13) and (8-14), since real poles
2.
Only the
point
St
real poles
3.
and zeros that lie to the left of the point contribute zero degrees. Each real pole of G(s)H(s) to the right of the point j, contributes 180 and each zero to the right of the point contributes 180 to Eqs. (8-13) and (8-14).
t
The last observation shows that for s to be a point on the root loci, there must be an odd number of poles and zeros of G(s)H(s) to the right of s u and for Si to be a point on the complementary root loci the total number of poles and
s-plane
Complementary
root loci
Root
loci
Fig. 8-8. Properties of root loci
on the
real axis.
Sec. 8.3
391
zeros of G(s)H(s) to the right of s t must be even.

trates the properties of the
complete
loci
root loci
The following example illuson the real axis of the s-plane.

shown in No-
Example
8-8
The complete root

Fig. 8-8 for
on the
real axis in the s-plane are
two
different pole-zero configuraions of G(s)H(s).
tice that the entire real axis is
occupied by either the root loci or the
complementary root
loci.
Angles of Departure (from Poles) and the Angles of Arrival (at Zeros) of the Complete Root Loci
The angle of departure

loci
{arrival)
of the complete root locus at a pole (zero)

(8-13).
it is
ofG(s)H(s) denotes the behavior of the root loci near that pole (zero). For the root
(K >
0) these angles
can be determined by use of Eq.
For
instance, in
the pole-zero configuration of G(s)H(s) given in Fig. 8-9,
desired to deter-
-<*><-
AT
Fig. 8-9.
Complete root
loci of s(s
3)0 2
2s
2)
+ K=
to illus-
trate the angles of departure or arrival.
392
Chap. 8
which the root locus leaves the pole at 1 +jl. Notice that is measured with respect to the real axis. Let us assume that s is a point on the root locus leaving the pole at 1 + j 1 and is very near the pole. Then s must satisfy Eq. (8-13). Thus
mine the angle
at
the
unknown
l
angle 9 2
/GjsjHjSj)
Since s,
is
-(0,
62
very close to the pole at
+ + + j\,
3
0)
(2k
1)180
(8-57)
the angles of the vectors

Fig. 8-9,
from the other three poles are determined from

-(135
and Eq. (8-57)

1)180
is
drawn becomes
(8-58)
92
90
26.6)
(2k
We can
simply set k equal to zero, since the same result
obtained for
all
other values. Therefore,
92
-431.6
of G(s)H(s)
determined,
which
is
the
same
as 71.6.
is
When the angle of the root locus at a pole or zero

the angle of the complementary root loci at the
same point
differs
from
this
angle by 180, since Eq. (8-14) must

Intersection of the
now
be used.
Root Loci with the Imaginary Axis
The points where the complete root loci intersect the imaginary axis of the and the corresponding values of K, may be determined by means of the Routh-Hurwitz criterion. For complex situations with multiple intersections, the critical values of K and co may be more easily determined approximately from the Bode diagram.
s-plane,
Example
8-9
The complete root

s(s
loci
of the equation
2)
3)(s 2
+2s +
+K=
(8-59)
The root loci intersect the /(W-axis at two conjugate points. Applying the Routh-Hurwitz criterion to Eq. (8-59), we have, by solving the auxiliary equation, Kc = 8.16 and co c = 1.095 rad/sec.
are
in Fig. 8-9.
drawn
Breakaway Points (Saddle Points) on the Complete Root Loci Breakaway points or saddle points on the root loci of an equation correspond to multiple-order roots of the equation. Figure 8- 10(a) illustrates a case in which two branches of the root loci meet at the breakaway point on the real axis and then depart from the axis in opposite directions. In this case the breakaway point represents a double root of the equation to which the root loci belong. Figure 8- 10(b) shows another common situation where a breakaway
point
may
occur.
In general a breakaway point

8-11 illustrates a situation
root.
may involve more than two root loci. Figure where the breakaway point represents a fourth-order
A root locus diagram can, of course, have more than one breakaway point. Moreover, the breakaway points need not always be on the real axis. However, because of the conjugate symmetry of the root loci, the breakaway points must either be real or in complex-conjugate pairs.
Sec. 8.3
393
s-plane
s-plane
K=Q
K
point
<
e
Breakaway
point
Breakaway
(a)
(b)
Fig. 8-10.
Examples of breakaway points on the
real axis in the s-plane.
/'co
s-plane
Fig. 8-11. Fourth-order
breakaway point.
in Fig. 8-10(a)
Because of the symmetry of the root loci, it is easy to see that the root loci and (b) break away at 180 apart, whereas in Fig. 8-11 the four < oo) root loci depart with angles 90 apart. In general, if n root loci ( oo <
approach or leave a breakaway point, they must be 180/ degrees apart.
394
Chap. 8
Several graphical and analytical methods are available for the determination
of the location of the breakaway points. be the most general are presented below.
Two
analytical
methods that seem to
Method
1.
KG
Theorem 8-8. The breakaway points on the complete root (s)H (s) = must satisfy
x
loci
of 1
dG^sJH^s)
Proof:
(86Q)
Let Eq. (8-1) be written

Q(s)
KP(s)
(8-61)
Then Eq.
(8-5)
may
be written
GW" =
(5)
w
AK, Eq.
(8-61)
* (8 62)
If
we
consider that A"
is
varied by an increment
becomes
(8-63)
Q(s)
(K +AK)P(s)
=
we have
Dividing both sides of Eq. (8-63) by Q(s)
KP(s),
which can be written

1
AKF(s)
=
S)
(8-65)
where
F(S)
Since the denominator of F(s) a breakaway point of n
is
Q(s)+ KP(s)
same
(*-<>V
the
as the left-hand side of Eq. (8-61), at

s t of Eq. (8-61),
points very close to an wth-order root s

loci,
which corresponds to
F(s) can be approximated by
where
=
t
(F*i? = (0r
<
8 - 67 >
is
a constant.
1+^ =
from which we obtain
Taking the have
limit
(8-68)
on both
sides
of the
last
equation as
AK approaches
zero,
we
lim
Ajc-o
* =
As
^=
as
it is
(8-70) v /
We have shown that at a breakaway point on the root loci, dKjds is zero.*
*The quantity (dsjs)l(dKIK)
is
defined as the root sensitivity 44 " 6 of an equation with
respect to incremental variation of the parameter K. In this case
proved that
at the break-
away
points of the root loci, the roots have infinite sensitivity.
Sec. 8.3
395
Now,
or
since the roots of Eq. (8-61)

1
must
also satisfy
(8-71)
+ KG^H^s) =
it is
simple to see that dK/ds
is
equivalent to
ds
It is important to point out that the condition for the breakaway point given by Eq. (8-73) is necessary but not sufficient. In other words, all breakaway points must satisfy Eq. (8-73), but not all solutions of Eq. (8-73) are breakaway points. To be a breakaway point, the solution of Eq. (8-73) must also satisfy Eq. (8-71);
or,
Eq. (8-73) must be a factor ofEq. (8-71) for some real K. In general, the following conclusions can be made with regard to the solu-
tions of Eq. (8-73):

1.
All real solutions of Eq. (8-73) are breakaway points on the root
loci
( oo
<K<
if
oo), since the entire real axis

loci.
of the s-plane
are
is
occupied by the complete root

2.
The complex-conjugate
points only
solutions
of Eq.
(8-73)
breakaway
they also satisfy Eq. (8-1). This uncertainty does not
cause difficulty in the effective use of Eq. (8-73), since the other properties of the root loci are usually sufficient to provide information
on the general proximity of the breakaway

trial
points. This infor-
mation may also be helpful
in solving for the roots of a high-order
equation, as a result of Eq. (8-60), by
and
error.
The following examples are devised
to illustrate the application of Eq.

loci.
(8-60) for the determination of breakaway points on the root
Example 8-10
Consider that
equation
it is
desired to sketch the root loci of the second-order
s(s
2)
K(s
4)
(8-74)
Based on some of the theorems on root loci, the root loci of Eq. (8-74) are easily shown in Fig. 8-12. It can be proven that the complex part of the loci is described by a circle. The two breakaway points are all on the real axis, one between and 2 and the other between 4 and -co.
sketched, as
When we divide both sides

the identity
of Eq. (8-74) by
s(s
2) (the
Golden Rule), we obtain

(8-75)
C,(5)ff,(5)
= g^ +
2(s
Therefore, from Eq. (8-60), the breakaway points must satisfy
dG&Wiis)
ds
= *fr +
s2
2)
s 2 (s
or
Ss
+ l)(s + 4) = + 2) =
2
(8-77)
loci are at s
Solving Eq. (8-77),
we
find that the
two breakaway points of the root
396
Chap. 8
s-plane
Fig. 8-12.
Root
loci
of s(s
2)
K(s
4)
0.
the root loci
1.172 and s = 6.828. (K > 0).

8-11
Note also
that the
breakaway points happen to occur
all
on
Example

s2
2s
+ K(s +
K(s
s2
2)
=
(8-78)
(8-78)
The equivalent G(s)H(s) is obtained by dividing both sides of Eq.

G(s)H(s)
by s
2s
2,
2)
+2s +
(8-79)
Based on the poles and zeros of G(s)H(s), the complete root loci of Eq. (8-78) shown in Fig. 8-13. The diagram shows that both the root loci and the complementary root loci possess a breakaway point. These breakaway points are determined from
are sketched as
<iWgi()
ds
...
d
ds s 2
s
2
(s
+
2s
2)
2
(8-80)
2)
+2s + 2-2(s + !)(.? + 2 2 (s +2s + 2)
Sec. 8.3
397
/CO
x-plane
Fig. 8-13.
Root
loci of s 2
2s
K(s
2)
0.
or
s2
4s
+ =
= =
is
(8-81)
Upon
and
loci,
solving Eq. (8-81), the breakaway points are found to be at j
0.586
3.414. Notice that in this case s
3.414
a breakaway point on the root

loci.
whereas s
8-12
0.586
is
a breakaway point on the complementary root
Example
Figure 8-14 shows the complete root loci of the equation

s(s
+ 4)(s 2 + 4s +
20)
+K= K =
20)
(8-82)
Dividing both sides of Eq. (8-82) by the terms that do not contain K,
1
we have
(8-83)
G(s)H(s)
s(s
4)(s 2
+4s +
Since the poles of G(s)H(s) are symmetrical about the axes a 2 and ca in the i-plane, the complete root loci of the equation are also symmetrical with respect to these two axes.
=
get
Taking the derivative of Gi(s)Hi(s) with respect
to
s,
we
2
ddJsW^s)
ds
=
+
4s 3
[s(s
+ 24s 2 + 12s + 80 _ + 4)(s +4s + 20)] ~ u

2
(8 " 84)
or
s3
6s 2
18s
20
(8-85)
398
Chap. 8
x-plane
Fig. 8-14.
Complete root
loci of s(s
4)0 2
4s
20)
+K
=--
0.
Because of the symmetry of the poles of G(s)H(s), one of the breakaway points is determined to be at s = 2. The other two breakaway points are found by solving Eq. (8-85) using this information; they are s = 2 +j2.45 and s = 2
easily
j2A5.
Example
8-13
In this example
we
shall
show
that the solutions of Eq. (8-60)

loci.
do not
necessarily represent
breakaway points on the root

equation
The complete root

s(s*
loci of the
2s
+ 2) + K =
loci
(8-86)
are
shown
in Fig. 8-15; neither the root loci in this case.
breakaway point
nor the complementary root However, writing Eq. (8-86) as

1
have any
+ KGMH^s) =
+ s(s 2 +
K
2s
+ 2)
(8-87)
Sec. 8.3
399
Fig. 8-15.
Complete root
loci
of s(s*
2s
2)
+K=
0.
and applying Eq.
(8-60),
we have
1
ds
ds s{s 2
3s 2
+25 +
2
=
2)
(8-88)
which gives
4s
(8-89)
The roots of Eq. (8-89) are s = -0.677 +./0.471 and* = -0.677 -yO.471. These two roots do not represent breakaway points on the root loci, since they do not satisfy Eq. (8-86) for any real values of K. Another way of stating this is that Eq. (8-89) is not a
factor of Eq. (8-86) for any real K.
Method
loci
2.
An
algorithm for finding the breakaway points on the root
was introduced by Remec. 17 The method is derived from the theory of equations, 11 and the proofs of its necessary and sufficient condioo)
( co
<K<
tions are given in the literature.
400
Chap. 8
The breakaway-point algorithm using a tabulation Routh tabulation for stability study is described below:
1.
that resembles the
Let the equation for which the root loci are desired be written as
F(s)
=A
.
s"
A,si ,
A n _ lS
-+
Am
(8-90)
2.
A n _ A are constant coefficients and the variable where A ,A parameter K is considered to be contained in the coefficients. Obtain the function F'(s) which is the derivative of F(s) with respect to s. Let F'(s) be of the form
t ,
.
.
= Bvs"- + B,5"- + + where B = nA B = (n 1)A U

F'(s)
1
B. 2 s
,
B_,
(8-91)
etc.
3.
Arrange the
coefficients of F(s)
and
F'(s) in
two rows as follows
Ap
Bo
4.
Al Si
A2
... ...
An- 1
U_i
An
B2
Form
numbers obtained by the indicated not a Routh tabulation, although the cross-multiplication operation is the same as in the Routh tabulation. The illustrated tabulation is shown for a fourth-order
the following array of
operations. Notice that this
is
equation, that extended.
is,
for n
4.
Higher-order cases can be easily
s*
s*
,
Ap
Ai
Bi
BoAi
Bo
A2 B2
At
Bo
BiAo
n _ BpAi BjAg
Bo
Bi
r _ B A 3 B 3 Ap
Bo
r _
B, Bq A* Bi
_
_
Am
Ho
Cp
j3
2 s
B2
n Do
BqC\
To
BiCo
n
'
BqCi
B 2 Cp
To
n Ul
_ BpC B
3
To
n3
_B ~~
Ei
Bo
OCp
ft
ft
S2
s2
E =
DqBi
Dp
DiBp
= D B2 - D 2 Bq
Dp
Di
= D B3 - D 3B
Dp
=0
Dp
D2 F2 =0
,i
,i
j>
F = D Ei ~ DjE G = F Di D Fl
<>
Fi
= DoEi ~ DlE
Fo
Gi= F D *- F* D 'o
Ft
F
ôG ff0==
l
sp
-F Go
1
Several important features of this tabulation must be mentioned at this

point.
1.
The
, ri) terms assigned to each s 1 (J 0, 1, 2, tion are used for reference purposes.
.
row of the
tabula-
Sec. 8.3
401
2.
The
1.
s' terms repeat for three consecutive rows for/ There is only one s" row and one s" row.
(n
1),
3.
If
we
regard the rows of coefficients in the tabulation that have the

s J as a group, then
it is
same
noticed that the coefficients in the last

first
row of a group same group.
are always a repeat of those in the
row of the
If F(s) has multiple-order roots, which means that the root loci will have breakaway points, a row of the tabulation shown above will contain all zero
elements. In other words, the tabulation process will terminate prematurely.
The multiple-order
roots,
solving the equation formed
which are the breakaway points, are obtained by by using the row of coefficients just preceding the
row of zeros.
Let us use the following numerical examples to illustrate the application
of the tabulation method of finding the breakaway points.
Example 8-14
F(s)
(s
1) C$
2)
s*
6i 3
13s 2
12s
(8-92)
We have stated the problem in such a way that the equation is known to have two double roots at s = 1 and s = 2. We are merely going to demonstrate the properties
of the tabulation when the multiple-order-root situation occurs.

sides of Eq. (8-92) with respect to
3
Taking the derivative on both

F'( s )
s,
we have
(8-93)
= 4s +
l&s
26s
12
=
in the following
The tabulation using the coefficients of F(s) and F'(s)

s*
S
3
is
made
13
manner:
6 18
12
4
(4)(6)
s3
S3
4 4
_i
4
(D(18)
(4X13)
4
18
26
(D(26) _
13
12
(4X12)
0X12)
4 26
4
12
S2
S2
_3
18
-i
12
S2
jl
6 _i
_3
"i
a row of zero elements in the tabulation before the tabulation process equation F(s) has multiple-order roots. The equation that needs to be solved is formed with the coefficients taken from the row just above the row of zeros. The order of the equation is given by the power of s in the reference column. Therefore, we have
Since there
is
is
completed,
this indicates that the
-\s 2
or
s2
- Is +
3s
(8-94)
The
roots of Eq. (8-95) are s
= 1
and
+2= s = 2,
(8-95)
which are the roots of F(s) with
multiple order.
402
Chap. 8
Example
8-15
Let us consider a root locus problem, that is, the determination of the breakaway points on the root loci. The equation, Eq. (8-74), considered in
Example 8-10
will
be used here. The equation
is
rewritten
(8-96)
F(s)
=j +
2
(2
K)s
+ 4K =
Then
F'C?)
2s
(2
+ K) =
(8-97)
The following
tabulation
is
made
1
J2
2 2
2
sl si
+K +K
4K
4K
+K
2 2
2
+K
-< 2 +4
*> 2
None of the rows can be made

set
to contain
all
zeros except the last one. Then,
we
4K- (2
or
4-
JQ 2
(8-98)
-K +
2
12^:
4=
(8-99)
Solving for
K from the last equation, we have K = 0.344
and
K= 11.656
When
contain
in the
all
K equals either one of these

the s row.
two
values, the s
row of
the tabulation will
zeros, thus signifying a multiple-order root for F(s).

is
The equation from

coefficients
which the roots or breakaway points can be obtained
formed by using the

is
row preceding
The equation
2s
thus formed
Now substituting K =
0.344 and
+ (2 + K) = K = 11.656 into Eq.
(8-100)
(8-100) in turn,
we find
the
two breakaway points on the root

s
loci at
= =
-1.172
-6.828
K = 0.344
and
s
It is
K= 11.656
apparent that these answers agree with those obtained in Example 8-10. Furthermore, a by-product of the tabulation method is that the values of K at the breakaway points are also determined. In fact, the values of K are always determined first before the breakaway points are found.
Example 8-16
Now
(8-82)
consider the root locus problem of Example 8-12. Equation

is
written as
K= (8-101) The root loci of Eq. (8-101) have three breakaway points at s = 2, 2 + J2.45, and 2 y'2.45. Let us now determine the breakaway points by the tabulation method.
F(s)
Ss 3
= s* +
+36s 2 +80s +
Sec. 8.3
Construction of the Complete Root Loci /
403
We
have
F'( s )
= 4s + 24s +
3
12s
18s
+ 80 =
+
20
(8-102)
6s 1
(8-103)
The following tabulation
is
made
36 80 20
6 18 6
18
2
1
60
18
isT
#
20
6 2 18
24
-40
20
- K-40
6
24
#-40
10- #-40
20
#-40
elements
We would like to interrupt the tabulation at this point to remark that the
in the first
group can be made zero by setting K = 100. Therefore, F(s) = 100. The breakaway points are found from the has multiple-order roots when
row of the
s1
equation
6s 2
24s
+
2
(K
- 40) =
+
10
K=
100
(8-104)
or
s
4s
=
s
(8-105)
= 2 +y'2.45 and which are the solutions of Eq. (8-105). In order to complete the tabulation, we must now consider that
Therefore, the two breakaway points occur at s
the coefficients in the subsequent
fact, since
= 2 y'2.45,
100, so that
K^
finite. In 100 are already determined, should there be any additional multiple-order roots, they would have to occur at different values of K than 100. Therefore, in the remaining three rows of tabulation it is implied that
row
(the second
row of
the s l group) are
the multiple-order roots at
K=
K ^
100.
Resuming
the tabulation,
we have
12
10
_ #-40
6
#-40 #-40 20
K^ 100
K=
KNow
the only
64
row
that can be
is
all
zero
is
the s row,
and only when

64 into
64. Therefore,
the breakaway point
found by substituting
10
K=
^)-+(
s
40
')=
(8-106)
which gives
= -2
to factor out the
An
factor 10
alternative
(#
40)/6 in the last
way of completing the tabulation is row of the s group, and

1
common
the tabulation
is
as follows
404
Chap. 8
12
1
K-40
2
K-64
Therefore, the
same
results,
K=
64 and s
= 2,
show
are obtained.
Example
8-17
In this example
8-13, does not
we
shall
that the tabulation
indicates explicitly that the root locus
diagram
in Fig. 8-15,
method actually Example
have any breakaway
points.
Equation (8-86)
is
written
F(s)
s3
+ 2s +
2
2s
+K=
2
(8-107) (8-108)
Then
F'(s)
3s 2
4s
The following
tabulation
is
made
K
2
K
2
K-%
1
- 21K
K-
*-(*--)('-)
It is
last
apparent that only the elements of the
row of the tabulation can be made
zero for any K. Therefore,
we
set
2-\(k-)(i-^)=0
which
is
(8-109)
simplified to
811s: 2
However, there are no

conclusion
real values of
- 4SK + 16 = K that will satisfy this
(8-110)
equation. Therefore, the

loci
is that F{s) does not have any multiple-order roots, or the root have any breakaway points.
do not
Comparison of the two methods of calculation of breakaway points.

1
The condition
sary but not
stated in Eq. (8-60) for the
breakaway point
is
neces-
sufficient.
The method
involves solving for the possible
breakaway points as roots of Eq. (8-60). For higher-order systems with a large number of breakaway points, the amount of work involved in solving a higher-order equation in Eq. (8-60) may be
excessive.
2.
The tabulation method gives a necessary and sufficient condition for the breakaway points. In general, the procedure still involves
the solving of the roots of an equation, but the order of the equation
may be
method
lower than that involved in the first method. The tabulation at the breakaway points. also gives the values of
Sec. 8.3
405
These methods also represent ways of solving for the multiple-order root
of an equation.
Calculation of
K on
the Root Loci
Once the root loci have been constructed, the values of K at any point s^ on the loci can be determined by use of the denning equation of Eq. (8-8); that
is,
|r|
If G,(j)#i(j) is of the
iwwi
1),
<!M1,)
is
form shown
in Eq. (8-1
Eq. (8-12)
written
1*1
ni*i+/j ^
(8-112)
or
l-i
product of lengths of vectors drawn from the poles of G^H^s) to s product of lengths of vectors drawn from the zeros of dls^H^s) to s t
(8-113)
Equations (8-112) and (8-113) can be evaluated either graphically or analytically.
Usually,
is
method
if the root loci are already drawn accurately, the graphical more convenient. For example, the root loci of the equation
are
shown
in Fig. 8-16.
+ 2s + 2 + K(s + 2) = The value of K at the point s,

s2
(8-114)
is
given by
(8-115)
*=^
t
.
where A and B are the lengths of the vectors drawn from the poles of G(s)H(s) = K{s + 2)/(s 2 + 2s + 2) to the point j, and C is the length of the vector drawn from the zero of G{s)H(s) to s In the illustrated case s is on the root
t
loci,
so
K is positive.
sign.
If j, is
a point on the complementary root
loci,
K should
have a negative
The value of at the point where the root loci intersect the imaginary axis can also be found by the method just described. However, the Routh-Hurwitz
criterion usually represents a
more
direct
method of computing
this critical
value of K.
The eleven rules on the construction of root locus diagrams described above should be regarded only as important properties of the root loci. Remember that earlier it was pointed out [Eq. (8-11)] that the usefulness of most of these rules of construction depends on first writing Eq. (8-1) in the form
(s
+ Pl )(s +p
)...(s+
p)
K(s
z t )(s
z2 )
(s
zm )
(8-116)
Then, except for extremely complex cases, these rules are usually adequate for the analyst to make a reasonably accurate sketch of the root loci just short of plotting them point by point. In complicated situations, one has to rely on a computer as a more practical means of constructing the root loci.
406
Chap. 8
.s-plane
Fig. 8-16. Graphical
method of finding
the values of
K on the root loci.

on the application of the
serves as an illustration
rules of construction of the root loci.
Example
8-18

s(s
The complete root
loci
+ 6)(s 2 + 2s + 2) + K(s + 3) = ( oo < K < co) of the system are to be

5)(s
(8-117)
constructed. Using
the rules of construction, the following properties of the root loci are determined:
1.
j1,
The K = points on the complete root loci are at s =- 0, 5, 6, 1 + and 1 j 1 Notice that these points are the poles of G(s)H(s), where
.
G(s)H(s)
2.
=
s(s
K(s
3)
5)(s
6)(s 2
+2s +
(8-118)
2)
-3, oo, oo,
3. 4.
co points on the complete root loci are at s which are the zeros of G(s)H(s). There are five separate branches on the complete root loci. The complete root loci are symmetrical with respect to the
The
oo, oo,
K=
real axis of
the s-plane.
5.
The
angles of the asymptotes of the root loci at infinity are given by [Eq.
(8-33)]
6k
for
= SJ3 = Q!LTE n m 5 -1
Thus the four root
o<*<co
approach
(8-119)
infinity in the
= 0,
1, 2, 3.
loci that
j-plane as
K approaches
+oo should approach asymptotes with
angles
Sec. 8.3
407
of 45, -45, 135, and -135, respectively. The angles of the asymptotes of the complementary root loci at infinity are given by [Eq. (8-34)]
ek
Therefore, as
2kn
2kn
1
-co
<K<0
(8-120)
K approaches
approach
6.
infinity
-co, four complementary root loci should along asymptotes with angles of 0, 90, 180, and 270.
is
The
intersection of the asymptotes
given by [Eq. (8-51)]
- i S Poles of G(s)H(s) - zeros of G(s)H(s) m = n m (0-5 -6 1 +/1 -1 -jp-(-3) _ -2.5 =

\
(8-121)
The
results
from these
six steps are illustrated in Fig. 8-17.
;w
s-plane
-n
+-K
K=
-6
K=
AT= +
oo\ y'45A
-3' \~
2
K=
_1
= X
AT->--
\\ K -2.5 \
--/l
Fig. 8-17. Preliminary calculations of the root loci of s(s
5)(s
6)(s 2
2s
2)
K(s
3)
0.
408
Chap. 8
In general, the rules on the asymptotes do not indicate on which side of the asymptote the root locus will lie. Therefore, the asymptotes indi-
7.
more than the behavior of the root loci as s < oo. The complete root loci portions can be correctly sketched as shown in Fig. 8-17 only if the entire solution to the root loci problem is known. Complete root loci on the real axis There are root loci (0 K < oo)
cate nothing
:
<
on the
between s = There are complementary root

real axis
is,
and
loci
=
s
3,
s ==
( oo
portion of the real axis, that
between
< K< = 3
5, and s = 6. 0) on the remaining and s = 5, and * =
and
-co
(see Fig. 8-18).
s-plane
Complementary
root loci
K=
x
Fig. 8-18.
+
8.
2)
Complete root K(s + 3) = 0.
loci
on the
real axis of s(s
5)0
6)0 2
2s
the pole at
Angles of departure: The angle of departure, 9, of the root locus leaving 1 + / 1 is determined using Eq. (8-13). If s is a point on the
t
root locus leaving
1 +jl, and
St is
very close to
-1
+jl
as
shown
in
Fig. 8-19, Eq. (8-13) gives

1st
+3 -
(/j,
Is,
+yl +
/s t
1
+5 +
=
/.
sv
+
i-plane
-;1)
(Ik
1)180
(8-122)
Fig. 8-19.
(s
6)0 2
Computation of angle of departure of the root + 2s + 2) + K(s + 3) = 0.
loci
of s(s
5)
Sec. 8.3
409
or
26.6
(135
90
14
11.4
+ 9) s;
(2k
1)180
(8-123)
for
A:
= 0,
1, 2,
Therefore,
9 =* -43.8
(8-124)
Similarly, Eq. (8-14) is used to determine the angle of arrival of the complementary root locus arriving at the point 1 +jl. If this angle is
designated as
9',
it is
easy to see that 9' differs from 9 by 180; that
is,
9'
9.
180
43.8
136.2
is
(8-125)
The
intersection of the root loci with the imaginary axis

is
determined by
the Routh-Hurwitz criterion. Equation (8-117)

ss
rewritten
(8-126)
13s*
54s 3
is
82s 2
(60
+ K)s + 3K =
The Routh tabulation
13
54 82
60
+K
3K
47.7
65.6 65.6
.s
60
0.769-ST
0.212A:
3K
3940- 105A:-0.163*:2
0.212K
3K
For Eq. same
sign.
quantities in the first
no roots in the right half of the s-plane, the column of the Routh tabulation should be of the Therefore, the following inequalities must be satisfied:
(8-126) to have
3940
- 0.212#> - 105K - 0.1 63^ >

65.6
or or
K< K<
309
35
(8-127) (8-128) (8-129)
K>0
Hence
if
of Eq. (8-126) will stay in the left half of the j-plane and 35, which means that the root loci of Eq. (8-126) cross the imaginary axis when K = 35 and K = 0. The coordinate at the crossover point on the imaginary axis that corresponds to K = 35 is determined from the auxiliary equation
all
the roots
K lies between
A(s)
Substituting
(65.6
- 0.212A> + 3K =
2
(8-130)
K=
35 into Eq. (8-130),

58.2s
2
we have
105
(8-131)
which
yields s
/1.34
10.
Breakaway points Based on the information obtained from the preced:
ing nine steps, a
trial
sketch of the root loci indicates that there can be
only one breakaway point on the entire root
loci, and the point lies between the two poles of G(s)H(s) at s = 5 and 6. In this case, since there is only one breakaway point for this fifth-order system, the value of at the point is obtained from the s row of the breakaway-point tabulation, which would contain a total of 14 rows if carried out. In this case
410
Chap. 8
it is
actually easier to solve for the
since
we know
s3
that the desired root
breakaway point by trial and is between - 5 and 6.
error,
Applying dK/ds
= +
to Eq. (8-126) gives

66.s
3
13.55*
142s 1
123s
45
= =
5.53.
After a few trial-and-error calculations, the root of the last equation that
corresponds to the breakaway point
is
found to be
From
is
the information obtained in these 10 steps, the complete root locus diagram
sketched as shown in Fig. 8-20.
In this section we have described 1 1 important properties of the root loci. These properties have been regarded as rules when they are used in aiding the
Fig.
8-20.
Complete root
loci
of s(s
5)(s
6)0 2
2s
2)
K(s
3)
0.
Sec. 8.3
Construction of the Complete Root Loci / 411
construction of the root locus diagram.

erties
Of course,
there are other
minor propit is
of the root loci which are not mentioned here. However, in general,
1 1
found that these sketch of the complete root For easy reference, the
rules are adequate in helping to obtain a reasonably accurate

loci just short of actually plotting
them.
11 rules of construction are tabulated in
Table
8-1.
Table 8-1
Rules of Construction of Root Loci
K=
points
The
K=
points
the poles of
infinity.)
2.
on the complete root loci are G(s)H (s). (The poles include those
at
at
K=
oo
points
The
K = oo
points
loci are
at the zeros of G(s)H(s).

infinity.)
(The zeros include those at
3.
Number
root loci
of separate
The
total number of root of the equation F(s) = 0.
loci is
equal to the order
4.
Symmetry of root
loci
The complete root

transfer functions
loci
of systems with rational

s-
with constant coefficients are
symmetrical with respect to the real axis of the

plane.
5.
Asymptotes of root
loci as i
For
large values of
s,
the root loci
(K
>
0) are
>
oo
asymptotic to straight lines with angles given by
and
for the
complementary root
a Ok
loci
(K
<
0)
2kn
where
6.
A:
0,\,2,...,\n
m\
\.
Intersection of the
(a)
The
intersection of the asymptotes lies only
on
on
asymptotes
(centroids)
(b)
the real axis in the j-plane.
The point of
the real axis
intersection of the asymptotes
is
given by (for
all
values of
K)
2 real parts of
a
7.
_ 2 real parts
of
poles of G(s)H(s)
zeros of G(s)H(s)
Root
loci
on
the
real axis
a given section on the real axis in the s-plane, in the section only if the total number of real poles and real zeros of G(s)H(s) to the right of the section is odd. If the
root loci are found for
On
K>
total
number of real poles and zeros to the right of a given section is even, complementary root loci
(^< 0)
8.
are found in the section.
Angles of departure
and
arrival
The angle of departure of the root locus (K 0) from a pole or the angle of arrival at a zero of
G(s)H(s) can be determined by assuming a point si that is on the root locus associated with the pole, or
zero,
>
and which
is
very close to the pole, or zero,
412
Chap. 8
Table 8-1 (Cont.)
and applying
/GfriV/fri)
the equation
- 1=1
=
(2k
Ai
z,
- 2 =
J
Ai
l
+ P;
1, 2,
...
\)n
0,
The
angle of departure or arrival of a complemenis
tary root locus
determined from
z,,/s
,
9.
Intersection of the
= S Ai + - +/>,;=i j=i = 2A:ji = 0, 1, 2, The values of co and K at the crossing points

/G(ii)H(si)
fc
.
.
of the
root loci with the
root loci on the imaginary axis of the j-plane
may
imaginary axis
be obtained by use of the Routh-Hurwitz
criterion.
The Bode
10.
plot of G(s)H(s)
may
also be used.
loci
Breakaway points
(saddle points)
The breakaway
or dG(s)H(s)/ds
points
are determined by finding the roots of dK/ds
0,
These are necessary conditions only. Alternatively, the breakaway points are determined from a tabulation using the coefficients of the characteristic equations F(s) --= and F'(s) = 0. The conditions are necessary and sufficient.
0.
1 1
Calculation of the
values of
The
absolute value of
is
1
K at any point s
on the corn-
K on the
plete root loci
determined from the equation
root loci
\G(si)H{ Sl )\
product of lengths of vectors drawn
from the poles of G{s)H(s) to
s\
product of lengths of vectors drawn from the zeros of G(s)H(s) to s\
8.4
Application of the Root Locus Technique to the Solution of Roots of a Polynomial
Although the root locus diagram is primarily intended for the portrayal of the trajectory of roots of a polynomial when a parameter, K, varies, the technique
may
also be used for the solution of the roots of a polynomial
when
all
the coefficients are known.

sider that
it is
The
principle
is
best illustrated
by an example. Con-
desired to find the roots of the polynomial
F(s)
s3
3s 2
45
20
=
first
(8-132)
To
formulate this as a root locus problem, we should
convert Eq.
Since Eq. (8-132) does not have a variable parameter K, the step of conversion is generally not unique. In other words,
(8-132) into the
(8-4).
form of Eq.
K. However, in general, the selection of a

result in simpler construction
we can regard any one of the four coefficients of the polynomial as the parameter number of these coefficients as K will
of the root
loci.
In this case
it is
not
difficult to
see that
it is
more
preferable to divide both sides of Eq. (8-132) by s 3
3s 2
Thus Eq.
(8-132) leads to

Sec. 8.4
Application of the Root Locus Technique to the Solution
413
+
which
is
of the form of Eq. (8-4),
A* + 3) with K = 4.
(8-133)
Furthermore,
it is
apparent that
must also satisfy Eq. (8-133). Now the problem of solving Eq. (8-132) becomes that of a root locus problem, based on the pole-zero
the roots of Eq. (8-132)
configuration of
_ bWW - K + s\s +
G(s)H(s)
(s
5)
(8-134)
3)
The desired roots are then found by setting K = 4. From a logistic standpoint, we have embedded a specific problem in a more general one by first solving for
the solution to the general problem.
The root locus diagram based on the function G(s)H(s) of Eq. (8-134) for K is shown in Fig. 8-21. When K = 4, the real root of Eq. (8-132) lies between 3 and 5, while the other two roots are complex with positive real
positive
s-plane
K -5
=
K=
-*
X
K=
K=
Fig. 8-21.
Root locus diagram
for the solution of the roots of s 3
4s
20
3s 2
0.
414
Chap. 8
A few trial-and-error steps 3.495. Thus the complex roots s = 0.2475 -./2.381.
parts.
easily established the real root to be at s
are found to be at s
0.2475
+ y2.381
and
Example
8-19
Consider the problem of finding the roots of

s*
5s 3
2s 2
+s+
10
=
first
(8-135)
Since this
its
is
a fourth-order polynomial,
it is
expected that the problem of solving for

divide both
roots will be
more
difficult
by the
first
than that of the last example. Let us two terms of the equation; we have
2(s 2
s*(s
+ 0.5j + + 5)
5)
"
(8_136)
or G(s)H(s)
âfr+y
5>
K=2
(8-137)
The root locus diagram based on the poles and zeros of G(s)H(s) is constructed as 0. However, from this root locus diagram it is not shown in Fig. 8-22 for oo > K
>
s-plane
Fig. 8-22.
Root locus diagram

10
for the solution of the roots of s*
5s 3
2s 2
+s+
= 0.
Sec. 8.4
Application of the Root Locus Technique to the Solution
415
clear
where the roots are when
K = 2. Next let us divide both sides of Eq.

we have
s s 2 (s 2
(8-135) by
the
first
three terms of the equation ;

1
+ 10 + 5s +
+ 10) + 5s +
=
2)
(8-138)
The root
locus plot of
G(s)H(s)
K(s
s 2 (s 2
2)
K=
(8-139)
with co
The purpose of constructing the second root two root locus diagrams, since the roots of Eq. (8-135) must be found at the same points on both diagrams. Comparing the two root locus diagrams, we may conclude that if Eq. (8-135) has real roots, there must be two, and they must lie between 0.44 and 4.56 on the real axis. Once this range has been established, the real roots can be found by trial and error from
is
> K>
shown
in Fig. 8-23.
locus diagram
is
to establish a cross reference between the
Eq. (8-135).
(8-135) by (s
One
real root
is
found to be
3.425.S 2
at s
= +
1.575. Dividing both sides of Eq.
1.575),
we have
s
3
the remainder,
3.394.T
6.346
=
right of s
(8-140)
Now we
repeat the procedure to find the roots of Eq. (8-140). Since one of the
three roots must be real,
we can reason
that
it
must be to the
4.56 on
/CJ
s-plane
Fig. 8-23.
Root
10
locus diagram for the solution of the roots of s*
2s 2
+s+
5s 3
0.
416
Chap. 8
the real axis. However,
sides of the equation by the first
we may acquire more information on two terms. We have

1
this
root by dividing both
-3.3940?
s 2 (s
1.87)
3.425)
G(s)H(s)
K(s
s 2 (s
- 1.87) + 3.425)
-3.394
(8-141)
The complementary root

sketched in Fig. 8-24 for
loci
-co
< K<
of Eq. (8-140) with the G(s)H(s) of Eq. (8-141) are 0. Investigation of this complementary root locus
'
/w
s-plane
K<0
K<0
Fig. 8-24.
Root locus diagram
for the solution of the roots of
3.425.S 2
3.3945
6.346
0.
diagram and the root loci of Fig. 8-24 reveals that the real root must lie between 3.425 and 4.56. To find the real root of Eq. (8-140), which is at s = 4.493, is a simple matter. The two complex roots are subsequently found to be at 5 = 0.534 + j 1.057 and s = 0.534 / 1.057. Thus the roots of Eq. (8-135) are now all determined:
5 s
s
.y
= = = =
-1.575
-4.493
0.534 0.534
+/ 1.057
-y 1.057
In summarizing, we have used two examples to illustrate the application of the root locus method to the solution of the roots of a high-order equation,
F(s)
(8-142)
Sec. 8.5
Some
a polynomial in
417
where F(s)
is
s.
The general procedure

G(s)H(s)
is
to convert the equation
to be solved into the
form
by dividing both sides of the equa(8-142) as (8-143)
tion by a certain appropriate portion of the equation.

In other words,
we should express Eq.

P(s)
+ GO) -
Then, G(s)H(s) = Q(s)/P(s), or G(s)H(s) = P(s)/Q(s). The selection of the polynomials P(s) and Q{s) from F(s) is more or less arbitrary, although in general the orders of P(s) and Q{s) should be close so that the root locus problem is made
many circumstances it may be desirable to use more than one choice of division of F{s) into P{s) and Q(s). This will usually provide additional information on the location of some of the roots of the equation, so that the trial-and-error procedure can be simplified. Example 8-19 illustrates
as simple as possible. In
how
this is
done.
In essence, the
method of root
finding presented here
is
that of utilizing
the root locus technique to give an indication of the general location of
some
of the roots. The basic method of finding the exact roots is still cut-and-try. For high-order equations, and for equations only with complex roots, the root
locus
still
method of root
finding
may
not be effective, and a computer solution
is
the most preferable one.
8.5
Some Important Aspects
of the Construction of the Root Loci
aspects of the root locus techniques is that for most consystems with moderate complexity, the analyst or designer may conduct a quick study of the system in the s-plane by making a sketch of the root loci using some or all of the rules of construction. In general, it is not necessary to
trol
One of the important
make an exact plot of the root loci. Therefore, time may be saved by skipping some of the rules, and the sketching of the root locus diagram becomes an art
that depends to
In this section
loci
some extent on the experience of the analyst. we shall present some of the important properties of the root
in the
which may be helpful
construction of the root locus diagram.

to G(s)H(s)
Effect of Adding Poles
and Zeros
In Chapter 6 the effects of the derivative and integral control were illustrated
by means of the root locus diagram.

investigate the effects to the root loci
From
the fundamental viewpoint
we may
when
poles and zeros are added to G(s)H(s).

state that
Addition of poles. In general we
may
adding a pole to the funcdifficult to
tion G(s)H(s) in the left half of the s-plane has the effect of pushing the original
root loci toward the right-half plane. Although
it is
make
a precise
statement and provide the necessary proof,
we can
illustrate the point
by several
examples.
Let us consider the function
G(s)H(s)
K
,
,
>
(8-144)
The zeros of
8-25(a).
These root
G(s)H(s) are represented by the root locus diagram of Fig. loci are constructed based on the poles of G(s)H(s) at s
OO
s-plane
s-plane
K=Q
l
K=
a
2
<
K
i
(a)
(b)
(c)
(d)
Fig. 8-25.
Root locus diagrams
that
show
the effects of adding poles to
G(s)H(s).
418
Sec. 8.5
Some
419
and
= a. Now
let
us introduce a pole at
-b so that
G(s)H(s)
=
s(s
~|-
K
a)(s
b)
b>
(8- 1 45)
Figure 8-25(b) shows that the additional pole causes the complex part of the
The angles of the asympchanged from 90 to 60. The breakaway point is also moved to the right. For instance, if a = and b = 2, the breakaway point is moved from 0.5 to 0.422 on the real axis. If G(s)H(s) represents the loop transfer funcroot loci to bend toward the right half of the s-plane.
totes are
l
tion of a feedback control system, the system with the root loci in Fig. 8-25(b)
may become
unstable
if
the value of
loci
K exceeds
the critical value, whereas the
system represented by the root
of Fig. 8-25(a) is always stable. Figure 8-25(c) shows the root loci when another pole is added to G(s)H{s) at s = c.
The system
is
now
of the fourth order, and the two complex root
loci are
moved
45.
farther to the right.
The angles of
the asymptotes of these

stability condition
two
loci are
For a feedback control system, the
of the system becomes
even more restricted. Figure 8-25(d) illustrates that the addition of a pair of complex-conjugate poles to the original two-pole configuration will result in
we may draw a general conclusion that the addition of poles to the function G(s)H(s) has the effect of moving the root loci toward the right half of the .y-plane.
a similar effect. Therefore,
moving
Addition of zeros. Adding zeros to the function G(s)H(s) has the effect of the root loci toward the left half of the j-plane. For instance, Fig. 8-26(a)
/CJ
OO
i
/CO
s-plane
6 =
<
is
5-plane
K = --^
/
/
/
-o
\
\
\
\
\
\
\ -a/2
1
a:
= o
-*
T
/
*
)
tf
K=0
-
K=
-a
K=
o
-a/2
~b
/
'
'
K =
b = <*>^
(a)
%
i
(b)
Fig. 8-26.
G(.s)H(s).
Root locus diagrams
that
show
the effects of adding a zero to
420
Chap. 8
71
JCO
7 K/
f
<
s-plane
4
1
J
AT
K=Q K =
b
u
\
\
A'
\ \
w A
(c)
\\
-\
Fig. 8-26 (Cont.).

azerotoG(.s)//(.f).
Root locus diagrams
that
show
the effects of adding
shows the root locus diagram when a zero

G(s)H(s) of Eq. (8-144), with b
left
at 5
= b
is
>
if
a; the resultant root loci are bent
added to the function toward the
and form a
circle.
Therefore,
G(s)H(s) represents the loop transfer function
is improved by the addition of the zero. Figure 8-26(b) illustrates that a similar effect will result if a pair of complex-conjugate zeros is added to the function of Eq. (8-144). Figure 8-26(c) shows the root locus diagram when a zero at v = c is added to the transfer function of Eq. (8-145).
of a feedback control system, the relative stability of the system
Effects of
Movements of Poles and Zeros
It was mentioned earlier that the construction of the root locus diagram depends greatly on the understanding of the principle of the technique rather
than just the rigid rules of construction. In this section we show that in all cases the study of the effects of the movement of the poles and zeros of G{s)H(s) on the root loci is an important and useful subject. Again, the best way to
illustrate the subject is to
use a few examples.
II
o
c
"E.
u,
o
II
:
e c
:=;
E
.a S
">
+
^ "
II II
f}
II
"
O ,
o , aS O Q
^
S3
N
M
as a> 00
*,
II
o
Q
.fa tt
421
o
II
422
Sec. 8.5
Some
423
/CJ
5-plane
K=
K=
(e)a=
Fig. 8-27 (Cont.).
Example 8-20
^(s
which
is
a)
K(s
1
b)
(8-146)
easily
converted to the form of
G(s)H(s)
= 0,
with
(8-147)
G(s)H(s)
Let us set b
--=
*^
=
= 1 and investigate the root loci of Eq. (8-146) for several values of a. Figure 8-27(a) illustrates the root loci of Eq. (8-146) with a = 10 and b 1. The two breakaway points are found at s = 2.5 and 6.5. It can be shown that for arbitrary a the nonzero breakaway points are given by
a
-1-
^Vo 2
10a
(8-148)
When
at j
= 9, Eq. (8-148) indicates that the breakaway points converge to one point 3, and the root locus diagram becomes that of Fig. 8-27(b). It is interesting to note that a change of the pole from 10 to 9 equals a considerable change to the root loci. For values of a less than 9, the values of s as given by Eq. (8-148) no longer satisfy the equation in Eq. (8-146), which means that there are no finite, nonzero, breakaway points. Figure 8-27(c) illustrates this case with a = 8. As the pole at s a is
a
------
424
Chap. 8
farther to the right, the complex portion of the root loci is pushed farther toward the right-half plane. When a = b, the pole ats = a and the zero at b cancel each other, and the root loci degenerate into a second-order one and lie on the imaginary axis. These two cases are shown in Fig. 8-27(d) and (e), respectively.
moved
Example
8-21

s(s 2
2s
1
which
is
converted to the form of
+ +
a)
K(s
G(s)H(s)
+ 2) = = 0, with +
2
(8-149)
(8-150) l a) The objective is to study the complete root loci (-co < K < co) for various values of a{> 0). As a start, let a = so that the poles of G(s)H(s) are at s = 0, 1, and 1.
s{
G(s)H(s)
The complete root loci for

to zero, the
this
case are sketched in Fig. 8-28(a).
By
setting dG(s)H(s),lds
breakaway points are found at * = 0.38, 1, and - 2.618. As the value of a is increased from unity, the two double poles of G(s)H{s) at s = 1 will move vertically up and down. The sketch of the root loci is governed mainly by the knowledge of the breakaway points. We can show that dG(s)H(s)lds
leads to
3
.y
4s 2
As
(8-151)
As the value of a increases, the breakaway points at s = 0.38 and s = 2.618 move to the left, whereas the breakaway point at s = 1 moves toward the right.
Figure 8-28(b) shows the complete root
loci
with a
1.12; that
is,
Since the real parts of the poles and zeros of G(s)H(s) are not affected by the value
of
a,
the intersect of the asymptotes
is
away points when a

by solving Eq.
1.12 are at s
always at the origin of the .j-plane. The break0.493, 0.857, and 2.65. These are obtained
(8-151).
By
shown
solving for a double-root condition in Eq. (8-151)
when
1.185,
it
can be
and s = 1 converge to a point. The root loci for this situation are sketched as shown in Fig. 8-28(c). When a is greater than 1.185, Eq. (8-151) yields one real root and two complexconjugate roots. Although complex breakaway points do occur quite often in root loci, we can easily show in the present case that these complex roots do not satisfy the original equation of Eq. (8-149) for any real K. Thus the root loci have only one breakaway point, as shown in Fig. 8-28(d) for a = 3. The transition between the cases in Fig. 8-28(c) and (d) should be apparent.
that the
two breakaway points that
lie
between s
8.6
Root Contour Multiple-Parameter Variation

locus technique discussed thus far is restricted to only one variable parameter in K. However, in many control systems problems, the effects of varying several parameters must be studied. For example, when designing
The root
a controller that
is
represented by a transfer function with poles and zeros,

values.
it is
necessary to investigate the effects on the performance of the overall system
when
these poles
and zeros take on various
^
-'
I!
&
""
ft
C o
XI
ll
"3
o
-C
(1)
+
r
J3 **
fc
+
r*i
II II
.S
3 *
3 O '4
o
&5
<3
& ^
90 .
00
11 11
v^2II
as a;
DC
H. "b
425
>t
t
-*
if
3
8
*-
k o
II
./
H ^
+
2 * 7
8
/^"^
(
""
-*
o
x
t^r
T
7
^
I
l
\
1
\
a) to
2'
/
en
1
v.: \^y
k
e
8
1
426
Sec. 8.6
Root Contour Multiple-Parameter Variation
427
In Section 8.5 the root locus diagrams of equations with two variable parameters are studied by assigning different values to one of the parameters. In this section the multiparameter problem is investigated through a more systematic method of embedding. When more than one parameter varies continuously from
It will
oo to oo, the loci of the root are referred to as the root contours. be shown that the same conditions and rules of the root loci are still applicable to the construction of the root contours. The principle of the root contours can be illustrated by considering the
equation
Q(s)
t
K.PAs)
+KP
2
2 (s)
(8-153)
where K and K2 are the variable parameters and Q(s), P^s), and P2 (s) are polynomials of s. The first step involves the setting of one of the parameters equal to zero. Let us set K2 equal to zero. Then Eq. (8-153) becomes
Q(s)
+ Kîs) =
(8-154)
loci of this equation may be obtained by dividing both sides of the equation (the Golden Rule) by Q(s). Thus
The root
Kx
Z^=
1
(8-155)
or
1
G,(j)ff,(s)
(8-156)
The
construction of the root loci depends on the pole-zero configuration of
G^H^s) =
Next,
^^
We
have
(8-157)
we
restore the value of
2,
and again apply the Golden Rule to Eq.
(8-153), with
as the variable parameter.
or
1
+G
(s)H2 (s)
=
upon the
(8-159)
Now the root contours of Eq.

zeros of
(8-153) are constructed based
poles and
^'^ ^HW)
is
(8 - 160)
However, one important feature
that the poles of
G 2 (s)H2 (s)
are identical to
the roots of Eq. (8-156) or of Eq. (8-154).
Thus the root contours of the original equation must all start {K 2 = 0) at the points that lie on the root loci of Eq. (8-156). This is the reason why one root contour problem is considered to be embedded in another. The same procedure may be extended to more than two
variable parameters.
Example 8-22

i
3
+ K s 2 + K iS + K =0
2
x
(8-161)
lie
where
KA
and
are the variable parameters and with values that
between
and
oo.
428
Chap. 8
As a
which
first
step
we
let
K =
2
0; Eq. (8-161)
.y
becomes
K^s
Ki
=0
(8-162)
is
converted to
(8-163)
The root
loci of
Eq. (8-162) are drawn from the poles and zeros of

(8-164)
as
shown
in Fig. 8-29(a).
Next, we let 2 vary between zero and infinity while holding Ki at a constant nonzero value. Dividing both sides of Eq. (8-161) by the terms that do not contain K2 we have
,
K s*
2
K,s
+K
2
(8-165)
t
Thus the root contours of Eq.

configuration of
(8-161)
when
K
1
varies
may
be drawn from the pole-zero
G 2 (s)H2 (s)
=
s
KiS
K,
(8-166)
iu
f
AT,
s-plane
K, =
AT,
=0
0.5
(a)
Fig. 8-29. (a)
Root contours
for s 3
+ K2 s 2 + K
+K =
t
0,
K2 =
Sec. 8.6
Root Contour
Multiple-Parameter Variation
429
s-plane
K2
/
=0(0.4+/1.74)
K, = 2.56
(b)
Fig. 8-29 (Cont.). (b)
Root contours
for s 3
-\
K2S i + K iS + K
K2
The
varies,
K =
t
constant.
zeros of
G 2 (s)H2 (s)
are at s
0, 0;
but the poles are the zeros of
G^H^s)
8-29(a).
which have been found on the contours of Fig. 8-29(a). Thus for fixed A"i the root contours when K2 varies must all emanate from the root contours of Fig.
Example
8-23
Consider the loop transfer function

G{s)H{s)
s{[
K +
Ts)(s z
2s
(8-167)
1)
of a closed-loop control system.

characteristic equation with
It is
desired to construct the root contours of the

variable parameters.
is
K and T as
+
Ts)(s
2
The

s(l
written
2s
2)
+K=
(8-168)
430
Chap. 8
First,
we
shall set
T equal
this
to zero.
s(s
2
The
becomes
(8-169)
2s
The root contours of

zeros of
equation when
+ 2) + K = K varies are
rf . s(s 2
.l.
drawn based on the poles and

(8
"
Gi(s)Hds)
as
A, + ^ + 2s
2)
..
17 )
shown
in Fig. 8-30(a).
fU)
s-plane
/CO
s-plane
+/1
*>%_
/t = o / K=\0
K=
4
K=
^K
]
K=
<
T= oo
k=io
T=
o"t = ~
K=
T=
oo
K=4 K=
\\
(a)
a:=io
\ T=
\
(b)
Fig. 8-30. (a)
Root
loci for s(s 2
2s
+
2s
2)
+K=
2)]/s(s 2
0. (b)
Pole -zero con-
figuration of
G 2 (s)H2 (s) =
[Ts 2 (s 2
2s
2)
K].
For the root contours with

1
T varying and K held constant, we
4-
G^tfaCs)
Ts
s(s 2
(s
2s
+ 2s + 2) + 2) + K
(8-171)
from the pole-zero on the root contours are at the poles of G 2 (s)H 2 (s), which are the points on the root loci of Eq. (8-169), as shown in Fig. 8-30(b) for K = 10. The T = oo points on the root contours are at the zeros of G 2 (s)H 2 (s), and these are at s = 0, 0, 1 +j\, and 1 y'l. The root contours for the system are sketched in Figs. 8-31, 8-32, and 8-33 for three different values of K; when K 0.5 and T = 0.5, the characteristic equation has a quadruple root at s -1.
varies are constructed
Therefore, the root contours
when T
0,
configuration of
G 2 (s)H2 (s). When T =
the points
Example 8-24
As an example
illustrating the effect
of the variation of a zero of
G(s)H(s), consider
G(s)H(s)
K(l
s(s
+
1)(*
Ts)
+ 2)
(8-172)
The problem may be regarded as a study of the effect of derivative control, in Section 6.7, on the root locations of the characteristic equation. The characteristic equation of the system is
s(s
as discussed
l)(s
2)
K(l
+Ts)=0
T=
in
(8-173)
Let us
first
consider the effect of varying the parameter K. Setting
Eq. (8-173)
Sec. 8.6
Root Contour
Multiple-Parameter Variation
431
s-plane
Fig. 8-31.
Root contours
for s(l
sT)(s 2
2s
2)
+K=
0;
K>
4.
s-plane
/
r=i
o<-r
1
i s-plane
/
r-^-oo
/
o
/ T=0
T^KX>
'o
v" r =
O^T
^\.
T=0
r->
CO
r-K
7^0^
^ MJ
r=0
jT-^-oo
T'-*
f
oo
r->-=c
\
+
X
\
\
+
2s
Fig. 8-33.
\
\
Root contours
0; for
,j(l
Fig. 8-32.
Root contours
for s(l
sT){s 2
2)
+ K = 0; K = 0.5.
yields
*(j
\ + sT)(s 2 + 2s
2)
+K=
K<
0.5.
l)(s
2)
+K= + =
2)
(8-174)
which leads to
s(s
l)(s
(8-175)
The root
ration of
loci
of Eq. (8-174) are sketched in Fig. 8-34, based on the pole-zero configu-
When T varies
between zero and

1
infinity,
we
+ G 2 (s)H2 (s) =
+ s(s +
TKs
l)(s
+ 2)+K
(8-177)
432
Chap. 8
/CO
s-plane
K=
*-AT
K=0
-K-
K=0
-*
K=
\',K
= 6
Fig. 8-34.
Root
loci for s(s
1)0
2)
+K=
0.
/OJ
/
/
5-plane
,*K =20
0.425 +/2. 235
AT
= 20
iHt-
+H^
1
-3.85
\
X
0.425-/2.235
K=
20
\\
+
1)0
Fig. 8-35. Pole-zero configuration of
G 2 (s)H2 (s) =
TKs/[s(s
+ 2)
+
s(s
K],
K=
20.
The points that correspond to T = on the root contours are at the roots of + 1)0 + 2) + K = 0, whose loci are sketched as shown in Fig. 8-34. If we choose K = 20, the pole-zero configuration of G (s)H2 (s) is shown in Fig. 8-35. The root contours of Eq. (8-173) for < T < co are sketched in Fig. 8-36 for three values of
2
Sec. 8.6
Root ContourMultiple Parameter-Variation
433
s-plane
\a:=20, r=o
Fig. 8-36.
Root contours of s(s
l)(s
2)
+K+
is
KTs
0.
K. The intersection of the asymptotes of the root contours

that
is,
obtained from Eq. (8-51);
-3.85
0.425
1
+ 0.425 =
-1.5
(8-178)
Therefore, the intersection of the asymptotes
of the poles of Gt{s)Hi{s)
is
is always at s = 1.5 because the sum always equal to 3, regardless of the value of K, and the
sum
of the zeros of G2(s)H2(s)
is
zero.
434
Cna _
The root contours shown in Fig. 8-36 verify the well-known fact that the derivative control generally improves the relative stability of the closed-loop system by moving the characteristic equation roots toward the left in the s-plane. The root contours also clearly indicate an important characteristic of the derivative control in that the bandwidth of the system is increased. In certain cases the contribution to the increase in bandwidth by increasing the value of T far exceeds the improvement made on the
relative stability of the system.
bilized for all values of
As shown
in Fig. 8-36, for
K = 20,
largest
the system
is
sta-
r greater than 0.2333.
However, the
damping
ratio that
the system can have by increasing Tis approximately 30 per cent.
8.7
Root Loci of Systems with Pure Time Delay 51

In Chapter 5 we investigated the modeling of systems with pure time delays and pointed out that the time delay between signals at various points of a system can be represented by the exponential term e~ Ts as its transfer function, where
is
the delay in seconds. Therefore,
we
shall
assume that the characteristic
equation of a typical closed-loop system with pure time delay

Q{s)
may be
written
(8-179)
KP{s)e' T '
s.
=
An
where Q(s) and P(s) are polynomials of

(8-179)
is
1
alternative condition of Eq.
JK? (j)tf,(e- r '

1
(8-180)
where
G.fr)^) =
Thus, similar to the development in Section
the following conditions must be
gg
8.2, in
(8-181)
order to satisfy Eq. (8-180),
met simultaneously:
e~ r ' G,(5)ff ,(j)

|
where
point s
Note that the condition for any on the complete root loci is given in Eqs. (8-183) and (8-184), which differ from the conditions of Eqs. (8-9) and (8-10) by the term coT. When 0, Eqs. (8-183) and (8-184) revert to Eqs. (8-9) and (8-10). Since co is a variable in the j-plane, the angular conditions of Eqs. (8-183) and (8-184) are no longer constant in the s-plane but depend upon the point at which a root of Eq. (8-179) may lie. Viewing the problem from
s
=a = 5] in
= j~ IG^Hjjs) = (2k +1)ti + /G^H^s) = 2kn + (oT + joo and k = 0, 1, 2,

|
- oo < K <
coT
co
(8-1 82)
K>0 K<0
(8-183) (8-184)
the 5-plane to be a point
T=
another standpoint,
it is recognized that if T 0, given a value of K, there are only n points in the s-plane that will satisfy either Eq. (8-183) or Eq. (8-184), for all possible values of k, where n is the highest order of P(s) and Q{s). How-
ever, for
I?t0,
the angular conditions in Eqs. (8-183) and (8-184) depend on

vertical axis in the .s-plane.
co,
which varies along the
Thus, for a given K, there
may
Sec. 8.7
Root Loci of Systems with Pure Time Delay
435
takes
be more than n points which satisfy the angular conditions in the s-plane, as k on all possible integral values. In fact, there are an infinite number of
these points, since Eq. (8-179), which
infinite
is
transcendental,
is
known
to
have an
is
number of roots. The difficulty with the construction of
the root loci of Eq. (8-179)
that
many
of the rules of construction developed originally for systems without time
no longer valid for the present case. It is of interest to investigate how some of the rules of construction given in Section 8.3 may be modified to apply
delay are
to the time-delay case.
K=
Points
Theorem
8-9.
The
K=
points on the complete root loci of Eq. (8-180) are
at the poles ofGi(s)Hi(s)
and a
= .
Proof:
Equation (8-182)
is
repeated,
e-ÎG^)/^)^^
Thus,
if
(8-185)
equals zero, s approaches the poles of

s,
G^H^s),
or a, which
is
the real part of
approaches -co.
The
K co
Theorem
Points
8-10.
The
are at the zeros of Gi(s)H
K = points on the complete root loci of Eq. (8-180) (s) and a = co.
t
Proof:
evident.
Referring again to Eq. (8-185), the proof of this theorem becomes
Number of Branches on
the Complete Root Loci

(8-179)
is infinite,
the equation has an infinite
The number of branches on the root loci of Eq. number of roots.
since
Symmetry of the Complete Root Loci

The complete root
the i-plane. This
(8-179) again order.
is
loci are
symmetrical with respect to the real axis of

real coefficient
explained by expanding e~ Ts into an infinite series; then Eq.
becomes a polynomial with a
but with
infinite
Asymptotes of the Complete Root Loci

Theorem 8-11. The asymptotes of the root loci of Eq. (8-179) are infinite in number and all are parallel to the real axis of the s-plane. The intersects of the asymptotes with the imaginary axis are given by
o>
(8-186)
where
is
tabulated in Table 8-2 for the various conditions indicated.
436
Chap. 8
= m=
n
number of finite number of finite
poles of
zeros of
G^H^s) G^H^s)
Table 8-2
K=
= N= = N= = N= =
0,
Asymptotes
K =
Asymptotes
>o
Odd
Even
N = even integers
2, 4, odd integers 1, 3, 5,...
.
.
N odd integers
.
<o
Odd
Even
odd integers 1, 3, 5,
even integers
0,
...
2, 4,
= 1, :t3, 5,... = odd integers = 1, .b3, 5,... N = even integers = 0, 2, 4, N = even integers = 0, 2, t4,..
iV
. .
:
> oo on the root loci, K either approaches zero or oo, Theorems 8-9 and 8-10 show that the asymptotes are at a = oo (K = oo) and cr = oo (K = 0). The intersections of the asymptotes with the ./co-axis and the conditions given in Table 8-2 are arrived at by use of Eqs. (8-183) and
Proof:
Since as s
(8-184).
Root Loci on the Real Axis
stated in
The property of the root loci of Eq. (8-179) on the real axis is the same as Theorem 8-7, because on the real axis, co = 0, the angular conditions of Eqs. (8-183) and (8-184) revert to those of Eqs. (8-9) and (8-10), respectively.
Angles of Departure and Arrival

Angles of departure and arrival are determined by use of Eqs. (8-183) and
(8-184).
Intersection of the
Root Loci with the Imaginary Axis
Since Eq. (8-179) is not an algebraic equation of s, the intersection of its with the imaginary axis cannot be determined by use of the Routh-Hurwitz criterion. The determination of all the points of intersection of the root loci with the^'cD-axis is a difficult task, since the root loci have an infinite number of
loci
branches. However,
we
shall
show
in the following section that only the inter-
sections nearest the real axis are of interest for stability studies.
Breakaway Points
Theorem
must
satisfy
8-12.
The breakaway points on the complete root
loci
ofEq. (8-179)
Sec. 8.7
437
dG
(.s)H 1 (s)e-
T'
_
Theorem
(8-187)
ds
Proof:
The proof of this theorem
is
similar to that of
8-8.
Determination of the Values of K on the Root Loci
The value of K at any point

(8-182); that
is,
st
on
the root loci
is
determined from Eq.
l*l
= Tr77^T771T |Gl(Sl)lC5l)l
(8
"
188)
where
<r
is
the real part of s
Example
8-25

s
+ Ke- T *=0
s,
(8-189)
It is
desired to construct the complete root loci of this equation for a fixed value of T.
Dividing both sides of Eq. (8-189) by

1
we
get
+ s
Kp~ Ts
=
y
K=
at s
(8-190)
which
is
of the form of Eq. (8-180) with
CPifj) =
The following
1.
(8-191)
properties of the root loci of Eq. (8-189) are determined:

points:
The
K=
From Theorem
8-9,
and
at
-co.
Using Theorem 8-11 and Table
8-2,
we have
K > 0: K approaches zero as a

47t/r,
.
.
approaches
-co
at co
= 0,
=
at
2a/T,
K < 0: K approaches
571 IT,
2.
. .
zero as
a approaches -co
at co
n/T,
371/7",
The K = o points: From Theorem 8-10, Theorem 8-11 and Table 8-2, we have
K=
oo
a
at
=
ft)
co.
Using
K>0: K
approaches
. .
+oo
as
approaches
+co
nlT,
37t/r,
K< 0:
A"
approaches
.
co as a approaches +oo at co =
points,
0,
.1njT,
47r/r;
The K = shown in Fig.

of the root
3.
0,
K=
oo
is
and the asymptotes of the root

+
is
loci are
8-37.
The notation of
for the
used to indicate the asymptotes

loci.
loci,
and 0~
complementary root
The root The
loci
tary root loci

4.
(K > 0) occupy the negative real axis, and (K 0) occupy the positive real axis.
the
complemen-
<
intersections of the root loci with the jco axis are relatively easy to
this
determine for
Since
simple problem.
G i(s)Hi(s)
has only a simple pole at j
0, for
any point
si
on
438
Chap. 8
/CO
s-plane
^K
j4ir/T
K^-oo
K~>+
oo
0-^K
+
Pn/T
I2v/T
^K
K^
-oo
<*>
0-+-K
+
MT
K^+
K^
->
^K
dzi^.
-jn/T
-oo
+
Q-^K
+
+-
-J2*IT
a:-*
-oo
0-^K
+ <-K
-miT
-j4*/T

K-* +oo
-o
Fig. 8-37.
Asymptotes of the complete root
loci
of the equation s
Ke~ Ts
0.
the positive jco axis,
/GifoWifri)
and for any point
s^
-axis,
(8-192)
on the negative j CO
/gi(Ji)tfifri)
=4r
loci
(8-193)
Thus, for
axis (co
K>
0),
0,
Eq. (8-183) gives the condition of root
on they CO
>
-~ = (2k +
k
l)7t
+coT
(8-194)
= 0, 1,
2,
The values of co
that correspond to the points at which
the root loci cross the positive jco axis are

f co
n_ 5n_ 9n_
27" 27" 27"
(8-195)
Sec. 8.7
439
For
K > 0,
and
<a
< 0,
~-
=
. .
(2k
l)w
+ coT
(8-196)
and for k
= 0,
1, 2,
CO
the crossover points are found to be at

(8-197)
= -jj, ~2j,
~2j;,
...
Similarly, for
K < 0,
the conditions for the complementary root loci
to cross the yco axis are
-y = 2ta +cor
y=
The crossover
the last
2A:7t
co>0
co
(8-198)
+ cor
<
k
(8-199)
points are found by substituting
= 0,
1, 2,
into
two equations.
We have
(8-200)
G>=f|,2y,^,..5.
Breakaway points: The breakaway points on the complete root determined by the use of Eq. (8-187). Thus
loci are
dG (s)H
i
(s)e-Ts
d^\
ds\
s
}
ds
(8 . 201)
or
Te~ Ts s
from which we have
e~ T '(Ts
e~ T =
at s
(8-202)
1)
(8-203)
Therefore, the finite breakaway point

6.
is
IjT.
The
values of
Eq. (8-188).
K at the crossover point on they'd) axis are found by using = 0on they co axis, we have Since
<7
where COc is a crossover point. Based on the properties accumulated above, the complete root
are sketched as
loci
of Eq. (8-189)
shown
in Fig. 8-38.
infinite number of roots, and therenumber of branches, from the system analysis standpoint, only the branches that lie between njT < co < n\T are of interest. We shall refer to these as the primary branches. One reason is that the critical value of K at the crossover point on this portion of the root loci is equal to 71/27', whereas the critical
Although the equation of Eq. (8-179) has an
fore the root loci have an infinite
value of
fore,
K at the next branch at co = 5nj2T 571/2T, which much greater. ThereK = 7C/Tis the critical value for stability. Another reason for labeling the primary that for any value of K less than the critical value of branches as the dominant loci
is
is
is
7t/2r, the
corresponding roots on the other branches are
all
far to the left in the j-plane.
440
Chap. 8
s-plane
+ <-K
+ <-K
Fig. 8-38.
Complete root
loci for j
Ke~ Ts
0.
Therefore, the transient response of the system, which has Eq. (8-189) as its characteristic equation, is predominantly controlled by the roots on the primary branches.
Example 8-26
As a
loci
slightly
more complex problem

The loop
in the construction of the root

let
of a system with pure time delay,

in Fig. 8-39.
us consider the control sysis
tem shown
G(s)H(s)
Ke~ T
s(s
1)
The
is
Sec. 8.7
441
r(t)
^ 9
.
K
s{s+
l)
cU)
-Ts
Fig. 8-39.
Feedback control system with a pure time delay
in the
feedback
path.
s2
+s+
8-9
Ke~ Ts
In order to construct the complete root
loci,
the following properties are assembled
by using the
1.
rules given in
Theorems
through 8-12.
K = points: From Theorem 8-9, K = at s = 0, s = \, and = co. Using Theorem 8-11 and Table 8-2, we have K > 0: K approaches zero as a approaches -co at CO = 7t/T, 3/nT,
The
5n /T,
K<0: K
2.
approaches zero as
. .
approaches
co
at co
= 0, =
co
2tc/T,
4n/r,
The K = c points: From Theorem Theorem 8-11 and Table 8-2, we have
8-10,
K = oo
at
a
at
co.
Using
K>0: K
K<0:
A'
approaches
. .
+co
as
approaches
+co
at co
njT,
37t/T,
approaches
. .
co
as
a approaches +co
=0,
27t/r,
4a/T,
3.
Notice that the asymptotes depend upon n m, which is even in this case, but the K = <x> asymptotes depend only on the sign of and not on n m. 1 on The root loci (K> 0) occupy the region between s = and s
K=
the real axis.
The
0).
rest
of the real axis
is
occupied by the complementary

loci are
root loci
4.
(AT
<
Breakaway points: The breakaway points of the complete root found from Eq. (8-187); that is,
from which we have the two breakaway points
at
s=jf [-(T+2)*/T*
1
+4]
For
T=
sec the
two breakaway points are

j
at
-0.382
-2.618
442
Chap. 8
s-plane
^K
+ <-K
Fig. 8-40.
Complete root
loci for s 2
+s+
Ke~ T
0,
T=
1.
where it is easily verified that one belongs to the root is on the complementary root loci.
loci,
and the other
The complete root loci of the system are sketched as shown in Fig. 8-40 for T 1 Notice that from the system analysis standpoint, only the portion of the root loci that lies between CO and CO = n is of significance. The closed-loop system of
sec.
=n
Fig. 8-39
is
stable for
<:
K<
1.157. Therefore, the other root loci branches, including
the complementary root loci, are perhaps only of academic interest.
Approximation of Systems with Pure Time Delay
Although the discussions given

atic
way of
in the preceding section point to a systemconstructing the root loci of a closed-loop system with pure time
delay, in general, for
complex systems, the problem can
still
be quite
difficult.
Sec. 8.7
443
We shall investigate ways of approximating the time delay term, e~

nomial or a rational function of
follows
e
5.
Ts
,
by a polyTs
,
One method
1
is
to approximate e'
as
"
=
[1
(8-205)
(Tsln)Y
Since e' Ts has an infinite number of poles, the approximation is perfect when n becomes infinite. Figure 8-41 illustrates the effect of the approximation when
the input to the pure time delay
is
(b)
Fig. 8-41.
time delay by
Waveforms that illustrate the finite number of poles.
effect
of approximating a pure
If
Eq. (8-205)
is
used as the approximation for the root locus problem, only
the primary branches of the root loci will be realized. However, this will be
adequate for the great majority of practical problems, since only the primary branches will contain the dominant eigenvalues of the system. Let us approximate the exponential term of Eq. (8-189) by the right side of
2, 3, and Eq. (8-205). Figure 8-42 illustrates the dominant root loci for n together with the primary branch of the exact root loci. The approxi4; T 1,
mating root loci approach the exact ones as n becomes large. Another way of approximating the pure time delay transfer relation
use a power series; that
is,
is
to
= 1
Ts
s + T2!
2
7V +
3!
(8-206)
in the former, the accuracy
and that of Eq. (8-205) is that improves as the order n becomes larger, whereas in the present case, the validity of the approximation depends on the smallness of T. It is apparent that Eq. (8-206) can be conveniently applied if only a few
The
difference between this approximation
terms of the
series are used.
Chap. 8
/oo
s-plane
Fig. 8-42.
(1
Approximation of the root
loci
of 5
Ke~ s
by those of
s/n)"
+K=
0.
8.8
Relationship
Between Root
Loci
and the Polar Plot
In Chapter 7 the polar plot of a transfer function G(s)H(s) is shown to be a mapping of the imaginary axis of the s-plane onto the G(s)H(s) plane. In general,
other trajectories in the s-plane can be
mapped onto
the G(s)H(s)-plane through
the function G(s)H(s), such as in the case of a system with pure time delay.
upon the function G(s)H(s), we can regard the root loci as a mapping from the G(s)H(s) plane to the .y-plane. Since
Since the properties of the root loci depend
the points on the complete root loci of the equation
Sec.
8.i
Relationship
Between Root Loci and the Polar
Plot /
445
G(s)H(s)
= + KG ^H i{s) =
1
(8-207)
satisfy the conditions
KGi(s)Hi(s)
KG
onto the j-plane. In
(s)Hi(s)
= =
(2k
+l)n
2kn
K>0 K<0
real axis
(8-208) (8-209)
the root loci simply represent a

fact, for
mapping of the
loci,
of the G(s)H(s) plane

loci,
the root
K > 0,
for the
the
mapping points are on
the negative real axis of the j-plane;
and
complementary root
K < 0, the mapping points are on the positive real axis of the j-plane.
It
was shown
in
Chapter 7 that the mapping from the j-plane to the G(s)H(s)

is
plane via the polar plot or the Nyquist plot

a point cw
single-valued. In other words,
0Ji
on the imaginary
axis of the s-plane is
point, G(ja>i)H(jcoi), in the G(s)H(s)-plane.
which
is
a reverse process, the mapping

1
is
mapped onto only one However, in the root locus case, multivalued. As an illustration, the
is
polar plot of a type
transfer function of the third order
shown
in Fig. 8-43.
Im
GH
s-plane
/CO
Mapping from
s to
GH-pXsme
ReGH
Fig. 8-43. Polax plot of G(s)H(s)
K/[s(s
a)(s
b)]
interpreted as a
mapping of the /to
axis of the s-plane onto the G(j)i/(i)-plane.
ja> axis of the j-plane.
is interpreted as the mapping of the entire The complete root locus diagram for the same system is shown in Fig. 8-44 as a mapping of the real axis of the G(s)H(s)-plam onto the j-plane. Note that in this case each point of the G(s)H(s)-plans corresponds to three points in the -y-plane. For instance, the ( 1,/0) point of the G(s)H(s)plane corresponds to the two points where the root loci intersect the jco axis and a point on the real axis. The polar plot and the root loci each represents the mapping of only a very limited portion of one domain to the other. In general, it would be useful to consider the mapping of points other than those on the jco axis of the s-plane and on the real axis of the G(s)H(s)-plam. For instance, we may use the mapping
The
entire polar plot in the G(s)H(s)
446
Chap. 8
/'
.
Im
GH
G(s)H(s)-p\ane
/ Rp ( lGH=2kv^ ReGH
lGH=(2k+
1)tt
Fig. 8-44.
preted as a
Root locus diagram of G(s)H(s) = Kj[s(s + a)(s + b)] intermapping of the real axis of the G(s)H(s)-p\ane onto the j-plane.
of the constant-damping-ratio lines onto the G(s)H(s)-plane for the purpose of determining relative stability of the closed-loop system. Figure 8-45 illustrates
the G(s)H(s) plots that correspond to different constant-damping-ratio lines in
the j-plane.
As shown by curve
Im
(3) in Fig. 8-45,
when
the G(s)H(s) curve passes
GH
s-plane
/CO
G(s)H(s)-pUne
root of the
ReGH
Fig. 8-45. G(s)H(s) plots that correspond to
constant-damping ratio
lines
in the s-plane.
Sec. 8.9
Root Loci of Discrete-Data Control System
447
through the ( l,y"0) point, it means that Eq. (8-207) is satisfied, and the corresponding trajectory in the j-plane passes through a root of the characteristic equation. Similarly, we may construct root loci that correspond to straight
lines rotated at various angles
from the
real axis in the G(s)H(s)-p\ane, as
shown
by
Fig. 8-46.
Notice that these root
loci
now
satisfy the
condition of
0.
/KG^H^s) =
(2k +1)ti
-6
=
K>
(8-210)
Or, the root loci of Fig. 8-46 satisfy the equation

1
G(s)H(s)e je
(8-211)
for the various values of 8 indicated.
Im
GH
s-plane
Fig. 8-46.
Root
loci that
G(s)H(s)-p\a.ne. (The
complementary root
correspond to different phase-angle loci in the loci are not shown.)
It is of interest to note that Eq. (8-210) is very similar to the condition of Eq. (8-183), which is for the root loci of systems with pure time delays. In Eq. (8-183), the angle that is added to (2k \)n is a function of the fre-
quency
co.
8.9
Root Loci of Discrete- Data Control System 4
The root
locus technique for continuous-data systems can be readily applied
to discrete-data systems without requiring any modifications.
The
characteristic
equation roots of the discrete-data system having the block diagram of Fig. 8-47
448
Chap. 8
Fig. 8-47. Discrete-data control system.
must
satisfy
1
GH*(s)
=
=
(8-212)
if
the roots are defined in the s-plane, or

1
GH{z)
(8-213)
if
the z-plane
is
referred to.
Since
GH*(s)^-L
J
n=-o
G(s
+ jnca )H(s + jnto.)

s
(8-214)
an infinite series, the poles and zeros of GH*(s) in the j-plane will be number. This evidently makes the construction of the root loci of Eq. (8-212) more difficult. However, as an illustrative example of the difference between the characteristics of the root loci of continuous-data and discretewhich
is
infinite in
data systems,
let
us consider that for the system of Fig. 8-47,
G(s)H(s)
s(s
(8-215)
1)
Using Eq.
(8-214),
we have
GH*(s)
= -L^
A
(s
s
which has poles at s = jnco s 1 s between -oo and oo. The pole configuration of GH*(s) is shown in Fig. 8-48(a). Using the rules of construction outlined earlier, the root loci of + GH*(s) =
, 1
+ jncOs)(s + jna> + 1) and s = jnco where n takes on all integers

8-48(b) for
(8-216)
for positive
tain
K are drawn as shown in Fig.

number of branches, and
unstable for
all
is
T=
The root
loci
con-
an
infinite
these clearly indicate that the closed-
loop system
well
values of
K greater than
is
is
4.32. In contrast,
it is
known
that the
same system without sampling
stable for all positive
values of K.
The root
locus problem for discrete-data systems
simplified if the root
Sec. 8.9
449
.s-plane
,/co
s-plane
X--
:;-
'_JL
/2co s
^K
Koo<-
I
^K = 4.32
X
a:-*
--)r
3co s 2
K-too
/" s
xit
oo<-a:
^K = 4.32
x,
,K =
K-k*>
K=
7
T
3 co t
<~*-K
.
^-K = 4.32
L
--X
it
,K =
'V
--*
/2cos
it
ooâ:
^-K = 432
K=
*:->>
-/-
5co.
<-a:
.
^K = 4.32
K^-<*>
-;3cos
(a)
(b)
Fig. 8-48. Pole configuration of

.s-plane
for
1)],
the
discrete-data
1
GH*(s) and the root locus diagram in the system in Fig. 8-47 with G(s)H (s) =
K/[s(s
T=
sec.
loci are constructed in the z-plane using
Eq. (8-213). Since Eq. (8-213)
is,
in
general, a polynomial in z with constant coefficients, the

finite,
number of root
loci is
and the same rules of construction for continuous-data systems are directly
illustrative
applicable.
As an
example of the construction of root

let
loci for discrete-data
us consider the system of Fig. 8-47 with T 1 sec, and G(s)H(s) as given by Eq. (8-215). Taking the z-transform of Eq. (8-215), we have
systems in the z-plane,
which has a zero at z
and poles at z 1 and z 0.368. The root loci for the closed-loop system are constructed based on the pole-zero configuration of
Eq. (8-217) and are shown in Fig. 8-49. Notice that when the value of AT exceeds one of the roots of the characteristic equation moves outside the unit
4.32,
circle in the z-plane,
and the system becomes unstable.
450
Chap. 8
Imz
z-plane
f-path (f =
50%)
Rez
Unit
circle
Fig. 8-49.
discrete-data control system without
zero-order hold. G(s)H(s)
K/[s(s
+
, ,
1)],
T=
z
sec.
Im
z-plane
Unit
circle
Rez
Fig. 8-50.
Root
locus diagram of discrete-data control system without
zero-order hold. G(s)H(s)
Kl[s(s
1)],
T=
5 sec.
For the same system,
if
the sampling period
is
changed to
T=
5 sec, the z-
transform of G(s)H(s) becomes
GH(z)
=
(z
0.993Kz
l)(z
0.0067)
(8-218)
Sec. 8.9
451
The root
loci for this case are
drawn as shown
in Fig. 8-50. It should
that although the
complex part of the root
loci for
T=
be noted 5 sec takes the form of

is
a smaller circle than that
when T
1
sec, the
system
actually less stable.
The marginal value of
K for marginal K of 4.32 for T =
stability for
sec.
T=
5 sec is 2.02 as
compared
to the
The constant-damping-ratio path 48 may be superimposed on the root loci to determine the required value of K for a specified damping ratio. In Fig. 8-49 the constant-damping-ratio path for = 0.5 is drawn, and the intersection with the root loci gives the desired value of K = 1 Thus for all values of K less than 1 the damping ratio of the system will be greater than 50
. ,
per cent.
As another example, let us consider that a zero-order hold is inserted between the sampler and the controlled process G(s) in the system of Fig. 8-47. For the loop transfer function of Eq. (8-2 1 5), the z-transform with the zero-order hold is
GM GH{z) _ K[(T
sec are
+
(z
e~ T )z
Te~ T
l)(z
+ 1
e~ T ]
(8-219)
e-*)
The root loci of the system with sample-and-hold for T = 1 sec and T = 5 shown in Fig. 8-5 1(a) and (b), respectively. In this case the marginal
/Iraz
z-plane
Rez
(a)
Root
loci for
T=
(a)
sec
Fig. 8-51.
Root
locus diagrams of discrete-data control system with sam-
ple-and-hold. G(s)H(s)
= K/ls(s +
1)].
Root
loci for
T=
sec. (b)
Root
loci for
T=
5 sec.
452
Chap. 8
z-plaue
(b)
Root
loci for
T=
5 sec
Fig. 8-51 (Cont.).
value of stability for
K is
2.3 for
T=
sec
and 0.66
for
T=
5 sec.
This
illus-
trates the well-established fact that the zero-order
hold reduces the stability
margin of a discrete-data system.
REFERENCES
General Subjects
1.
W.
R. Evans, "Graphical Analysis of Control Sytems," Trans. AIEE, Vol. 67,
pp. 547-551, 1948.

2.
W. R. Evans,
"Control System Synthesis by Root Locus Method," Trans. AIEE,
Vol. 69, pp. 66-69, 1950.

3.
W. R. Evans, Control System Dynamics, McGraw-Hill Book Company, York, 1954.

Y.
New
4.
Chu and
V. C.
M. Yeh, "Study
Trans.
of the Cubic Characteristic Equation by the

Vol. 76, pp. 343-348, Apr. 1954.
Root Locus Method,"

5.
J.
ASMS,
pany,
6.
G. Truxal, Automatic Feedback Systems Synthesis, McGraw-Hill Book ComNew York, 1955.
K.
S. Narendra, "Inverse Root Locus, Reversed Root Locus, or Complementary Root Locus," IRE Trans. Automatic Control, pp. 359-360, Sept. 1961.
Chap. 8
References /
453
7.
P.
Mosner,
J.
Vullo, and K. Bley,
"A
Possible Source of Error in Root-Locus
Analysis of
Nonminimum Phase
Systems,"
IRE
AC-7, pp. 87-88, Apr. 1962.

8.
B.
J.
Matkowsky and A. H. Zemanian, "A
Contribution to Root-Locus Tech-
niques for the Analysis of Transient Responses,"

Vol. AC-7, pp. 69-73, Apr. 1962.
9.
J.
IRE Trans.
Automatic Control,
D.
S.
Muhlenberg, "Quartic Root Locus Types," IEEE

AC-12, pp. 228-229, Apr. 1967.
Trans. Automatic
Control, Vol.
10.
H. M. Power, "Root Loci Having a Total of Four Poles and Zeros," IEEE Trans. Automatic Control, Vol. AC-16, pp. 484-486, Oct. 1971.
Construction and Properties of The Root Locus

11.
C. C.
MacDuffe, Theory of Equations, John Wiley
& Sons, Inc., New York, pp.
29-104, 1954.
12.
G. A. Bendrikov and K. F. Teodorchik, "The Laws of Root Migration for Third and Fourth Power Linear Algebraic Equations as the Free Terms Change Continuously," Automation and Remote Control, Vol. 16, No. 3, 1955.
J.
13. 14.
E. Gibson, "Build a
Dynamic Root-Locus
Plotter," Control Eng., Feb. 1956.
C. S. Lorens and R. C. Titsworth, "Properties of
Root Locus Asymptotes,"
IRE
15.
Trans. Automatic Control,
AC-5, pp. 71-72, Jan. 1960.
K. F. Teodorchik and G. A. Bendrikov, "The Methods of Plotting Root Paths of Linear Systems and for Qualitative Determination of Path Type," Proc. IFAC
Cong., Vol.
1,
pp. 8-12, 1960.
16.
C. A. Stapleton,
Control, Vol.
"On Root Locus Breakaway Points," AC-7, pp. 88-89, Apr. 1962.
IRE
Trans. Automatic
17.
M. J. Remec, "Saddle-Points of a Complete Root Locus and an Algorithm for Their Easy Location in the Complex Frequency Plane," Proc. Natl. Electronics
Conf, Vol.
21, pp. 605-608, 1965.
18.
C. F. Chen,
July 1965.
"A New Rule
for Finding Breaking Points of
Root Loci Involving
Complex Roots," IEEE
Trans. Automatic Control, Vol. AC-10, pp. 373-374,
19.
V. Krishnan, "Semi-analytic Approach to

Control, Vol.
Root Locus," IEEE
Trans. Automatic
AC-U,
pp. 102-108, Jan. 1966.
20.
R. H. LaBounty and C. H. Houpis, "Root Locus Analysis of a High-Gain Linear System with Variable Coefficients; Application of Horowitz's Method,"

21.
Control, Vol. AC-11, pp. 255-263, Apr. 1966.
R.
J.

22.
Fitzgerald, "Finding Root-Locus Breakaway Points with the Spirule," Control, Vol. AC-11, pp. 317-318, Apr. 1966.
J. D. S. Muhlenberg, "Synthetic Division for Gain Calibration on the Complex Root Locus," IEEE Trans. Automatic Control, Vol. AC-11, pp. 628-629, July
1966.
23.
J.
Feinstein and A. Fregosi,
"Some
Invariances of the
Root Locus," IEEE
AC-14, pp. 102-103, Feb. 1969.
454
Chap 8
24.
A. Fregosi and J. Feinstein, "Some Exclusive Properties of the Negative Root Locus," IEEE Trans. Automatic Control, Vol. AC-14, pp. 304-305, June 1969.
25.
H. M. Power, "Application of Bilinear Transformation to Root Locus IEEE Trans. Automatic Control, Vol. AC-15, pp. 693-694, Dec. 1970.
Plotting,"
Analytical Representation of Root Loci

26.
Root
27.
G. A. Bendrikov and K. F. Teodorchik, "The Analytic Theory of Constructing Loci," Automation and Remote Control, pp. 340-344, Mar. 1959. K. Steiglitz, "An Analytical Approach to Root Loci," Control, Vol. AC-6, pp. 326-332, Sept. 1961.
IRE
Trans. Automatic
28.
C. Wojcik, "Analytical Representation of Root Locus," Trans.

Engineering, Ser.
ASME,
J.
Basic
D, Vol.
86,
Mar. 1964.
29.
C. S. Chang, "An Analytical Method for Obtaining the Root Locus with Positive and Negative Gain," IEEE Trans. Automatic Control, Vol. AC-10, pp. 92-94,
Jan. 1965.
30.
B. P.
J.
Control, Vol.
Bhattacharyya, "Root Locus Equations of the Fourth Degree," 1, No. 6, pp. 533-556, 1965.
S.
Internat.
31.
J.
D.
Muhlenberg, "Some Expressions
IEEE
for Root Locus Gain Calibration," AC-12, pp. 796-797, Dec. 1967.
Computer-Aided Plotting of Root Loci

32.
D.
J.
Doda, "The
1958.
Digital
Computer Makes Root Locus Easy," Control
Eng.,
May
33.
Klagsbrunn and Y. Wallach, "On Computer Implementation of Analytic Root-Locus Plotting," IEEE Trans. Automatic Control, Vol. AC-13, pp. 744-745,
Z.
Dec. 1968.
34.
Newton-Raphson Technique," IEEE

576-582, Oct. 1968.
R. H. Ash and G. R. Ash, "Numerical Computation of Root Loci Using the Trans. Automatic Control, Vol. AC-13, pp.
Root Locus Diagram for Design

35.
Chu, "Synthesis of Feedback Control Systems by Phase Angle Loci," AIEE, Vol. 71, Part II, 1952.
Y. F.
Trans.
36.
Design," Trans.
1956.
37.
J.
M. Reza, "Some Mathematical Properties of Root Loci for Control Systems AIEE Commun. Electronics, Vol. 75, Part I, pp. 103-108, Mar.
A. Aseltine, "Feedback System Synthesis by the Inverse Root-Locus Method,"

Convention Record, Part
2,
IRE Natl.
38.
pp. 13-17, 1956.
G. A. Bendrikov and K. F. Teodorchik, "The Theory of Derivative Control in Third Order Linear Systems," Automation and Remote Control, pp. 516-517, May
1957.
39.
R. J. Hruby, "Design of Optimum Beam Flexural Damping in a Missile by Application of Root-Locus Techniques," IRE Trans. Automatic Control, Vol. AC-5, pp. 237-246, Aug. 1960.
Chap. 8
Problems
455
40.
A. Katayama, "Semi-graphical Design of Servomechanisms Using Inverse RootLocus," /. IEE, Vol. 80, pp. 1140-1149, Aug. 1960.
41.
D. A. Calahan, "A Note on Root-Locus Synthesis," IRE Trans. Automatic Control, Vol. AC-7, p. 84, Jan. 1962.
A. Katayama, "Adaptive Control System Design Using Root-Locus," Trans. Automatic Control, Vol. AC-7, pp. 81-83, Jan. 1962.
J.
42.
IRE
43.
R. Mitchell and
ing Technique,"
1970.
W. L. McDaniel, Jr., "A Generalized Root Locus FollowIEEE Trans. Automatic Control, Vol. AC-15, pp. 483-485, Aug.
Root
44.
Sensitivity
J.
Synthesis," Proc. Second
G. Truxal and I. M. Horowitz, "Sensitivity Considerations in Active Network Midwest Symposium on Circuit Theory, East Lansing,
Mich., Dec. 1956.

45.
R. Y. Huang, "The Sensitivity of the Poles of Linear Closed-Loop Systems,"

Trans.
AIEE Appl.
Ind., Vol. 77, Part 2, pp.
182-187, Sept. 1958.
46.
H. Ur, "Root Locus Properties and Sensitivity Relations in Control Systems," IRE Trans. Automatic Control, Vol. AC-5, pp. 57-65, Jan. 1960.
Root Locus for Discrete- Data Systems

47.
M. Mori, "Root Locus Method

Control Systems,"
1963.
of Pulse Transfer Function for Sampled-Data
IRE
Trans. Automatic Control, Vol. AC-3, pp. 13-20,
Nov.
48.
B. C.
Hall, Inc.,
49.
Kuo, Analysis and Synthesis of Sampled-Data Control Systems, Englewood Cliffs, N.J., 1963.
1974.
Prentice-
B. C.
Kuo, Discrete-Data Control Systems, Science-Tech, P.O. Box

111.
2277, Station
A, Champaign,
Root Locus for Nonlinear Systems

50.
M.
J.
Abzug, "A Root-Locus Method
for the Analysis of Nonlinear Servomech-
anisms,"
1959.
IRE
AC-4, No.
3,
pp. 38-44, Dec.
Root Locus for Systems with Time Delays

51.
Y. Chu, "Feedback Control System with Dead-Time Lag or Distributed Lag by
Root-Locus Method," Trans. AIEE, Vol.
70, Part II, p. 291, 1951.
PROBLEMS
8.1.
Sketch the root locus diagram for each of the following feedback control systems. In each case determine everything about the locus of roots for oo <
K<
co and sketch the root loci. Indicate on each locus the starting point, the ending point, and the direction of increasing value of K. The poles and zeros
of G(s)H(s) of the systems are given as follows:
456
chap
(a) Poles at 0,
(b) Poles at 0, 0,
(c)
-2, and 3; zero at -5. -2, and -3; zero at -5.
Poles at Poles at Poles at
-2 +j2, and -2
-j2; zero
at
-3.
(d) Poles at 0,
(e) (f)
-10 +7IO, and -10 -ylO; zero at -20. 0, -20, -10 + /10, and -10 -yiO; no finite zeros. -20, -10 +yi0, and -10 -ylO; zero at -30.
-12;
zeros at
(g) 8.2.
Poles at 0, 0, -12, and
-4
and -8.
is
The open-loop
transfer function of a unity-feedback control system
given by
K '
s(s 2
2s
2)(s
5)(s
6)
Sketch the root locus diagram as a function of K( 00 < K < 00). (b) Determine the value of that makes the relative damping ratio of the closed-loop complex poles equal to 0.4.
(a)
8.3.
A unity feedback control

C(
system has an open-loop transfer function
K w\- s\l
Sketch the complete (00

of
8.4.
+ - 2s)( + 0-0255) + 0.001.0(1 + 0.0050 < K < co) root locus diagram for the system. Indi<1
1
cate the crossing points of the loci
on the j CO
axis,
and the corresponding values
K and co
at these points.
unity feedback control system has an open-loop transfer function

G(i)
=
s(\
+ 0.020(1 + 0.010
(a)
(b)
(c)
Sketch the root locus diagram of the system (0 < K < co). Determine the marginal value of K that will cause instability. Determine the value of K when the system is critically damped.
transfer functions of a feedback control system are given as
8.5.
The
G(S)
(a)
= s\s +
2)(s
and
5)
"W =
'
Sketch the root locus diagram for the system. Indicate the crossing points of the loci on they axis and the corresponding values of and co at these
points (positive values of

(b)
K only).
is
The
H(s)
transfer function of the feedback loop element
now changed
to
= 1+2^. Determine the stability of the modified system as a function
of K. Investigate the effect on the root locus diagram due to this change in
H{s).
8.6.
The
characteristic equation of a feedback control system

s
3
is
given by
3.s
+(K +
2)s
+ 10K =
Sketch the root locus diagram (positive

8.7.
K only) for this
system.
function of
For the following loop transfer function, sketch the root locus diagram as a T (T varies from to 00). Determine the value of T so that the damping ratio of the complex roots of the characteristic equation is 0.2.
ww =
G(s)H(s)
s(l
1000(1 + Ts) + 0.10(1 + 0.0010
Chap. 8
Problems
457
8.8.
For the following loop transfer function, sketch the root locus diagram as a function of T. Determine the value of Tso that the damping ratio of the complex
is
0.2.
G(s)H(s)
8.9.
=
j(1
30
Q U)(1
+ a2j)(1 +
Ts)
For the bridged-T network of Fig. P8-9,
C2
+ o-
-VW\r
-VW\r-
-o +
C,
-oFigure P8-9.
(a)
Sketch the root locus diagrams of the zeros and poles of E1 jE l as a function
to oo). (C, varies from of (b) Sketch the root locus diagrams of the zeros and poles of tion of C 2
.
2 /i
as a func-
8.10.
The open-loop
given by
transfer function of a control system with positive feedback
is
G(s)
s(s 2
+ 4s + 4)
K (0 < K <
oo).
Sketch the root locus diagram of the system as a function of

8.11.
It is
desired that the closed-loop transfer function of a control system be
C(s)
R(s)
(1
+ 0.03*)(1 + 0.2s + 0.02s
2
)
Determine the open-loop transfer function G(s) of the system. Assume that the
system has unity feedback.
8.12.
Given the equation

s3
It is
as 1
Ks
+K= oo < K <

co and
desired to investigate the root loci of this equation for
for several values of a.

(a)
(b)
loci (-co < K < oo) for a = 10. Repeat for a = 3. (c) Determine the value of a so that there is only one nonzero breakaway point on the complete root loci. Sketch the loci. In sketching the root loci you should apply all known rules whenever they are
Sketch the root
applicable.
8.13.
The open-loop transfer function of a control system with unity feedback is given
by
G(s)
K{s
s 2 (s
+ +
a)
1)
458
Chap. 8
Determine the values of a so that the root locus diagram will have zero, one, and two breakaway points, respectively, not counting the one at s = 0. Sketch
the root loci for
8.14.
co < K <
co for
all
three cases.
in Fig. P8-14,
For the sampled-data control system shown

G(s)
=
s(l
is:
+ 0.2s)
G(s)
r(t)
z.o.h.
c(t)
Figure P8-14.
(a)
Sketch the root

hold, for
loci for the
system (0
1
<K<
co) without the zero-order
T=
0.1 sec
and
T=
sec.
Determine the marginal value of
for stability in each case.

(b)
Repeat part
(a)
when
the system has a zero-order hold.

in z represents the characteristic equation of a certain
(
8.15.
The following polynomial
discrete-data control system. Sketch the root loci
oo < K <
co) for the
system. Determine the marginal value of

z3
8.16.
K for
stability.
Kz 2
\.5Kz
-(K+\)=0
Sketch the root
loci (0
<K<
co) in the z-plane for the discrete-data control
system shown in Fig. P8-16.
r(t)
^
j-/
.
^
T=
0.
1
z.o.h.
Ke -0.is
s(s
sec
)(s
c(t) 3
Figure P8-16.
9
Frequency-Domain Analysis
of Control
Systems
9.1
Introduction
was pointed out earlier that in practice the performance of a feedback control is more preferably measured by its time-domain response characteristics. This is in contrast to the analysis and design of systems in the communication field, where the frequency response is of more importance, since in this case most of the signals to be processed are either sinusoidal or periodic in nature. However, analytically, the time response of a control system is usually difficult
It
system
to determine, especially in the case of high-order systems. In the design aspects,
there are no unified ways of arriving at a designed system given the time-domain
specifications,
such as peak overshoot,

is
rise time,
delay time, and settling time.
On
a wealth of graphical methods available in the frequency-domain analysis, all suitable for the analysis and design of linear feedback control systems. Once the analysis and design are carried out in the
the other hand, there
frequency domain, the time-domain behavior of the system can be interpreted
based on the relationships that exist between the time-domain and the frequency-domain properties. Therefore, we may consider that the main purpose
of conducting control systems analysis and design in the frequency domain is merely to use the techniques as a convenient vehicle toward the same objectives
as with time-domain methods.
The
starting point in
frequency-domain analysis
is
the transfer function.
We shall first discuss transfer function relations based on, first, the state variable
representation and, second, the classical approach.
In Section 3.3 the transfer function of a multivariable closed-loop control
system
is
derived. Referring to Fig. 3-9, the closed-loop transfer function matrix
459
460
of Control
Systems
Chap. 9
relation
is
written [Eq. (3-44)]
CO)
where CO)
is
[I
G(j)H(j)]- G(j)R(j)
is
(9-1)
a9
x
is
vector
and R0)
ap X
vector.
The closed-loop transfer
function matrix
defined as
MO) =
which
is
[I
G(j)H(*)]" G(*)
(9-2)
a q
x p
matrix.
Under the
sinusoidal steady state,

M(./ca)
we
set s
= joa; then Eq. (9-2) becomes

(9-3)
[I
+ GUaWVmfi-iGUm)
The yth element of M(jca)
is
defined as
MM =
where
1
^
1X J\JU')
(9-4)
all
other inputs=0
represents the
row and j
the
column of M(jco).
State-Variable Representation
For a system that
is
represented by state equations,

x(r)
c(0
= =
+ Bu(r) Dx(?) + Eu(0

Ax(f)
is
(9-5) (9-6)
For the present case we assume that the feedback

u(?)
described by
(9-7)
= r(0 - Hc(0
state vector
where
x(?)
= nxl UW = P X c(0 = 9 X r 0) = x
1
control vector
output vector
input vector
/>
A, B, D, and
p X g
E are constant matrices of appropriate dimensions, and feedback matrix. The transfer function relation of the system is
CO)
is
the
[DOI
- A)"B + E]U0)
is
(9-8)
The open-loop
transfer function matrix
defined as
(9-9)
GO)
The closed-loop
= DOI - A)-B + E
is
transfer function relation
described by the equation

1
CO)
Thus
[I
+
+
G0)H]" G0)R0) G0)H]-'G0)

(9-1 1)
(9-10)
MO) =
It
[I
(9-11)
should be noted that the matrix
H in Eq.
has only constant elements.
Sec. 9.1
Introduction / 461
tions of s. In Chapter 4
In general, the elements of the transfer function matrices are rational funcit is proved that if the system is completely controllable
and observable, there will be no pole-zero cancellations in the transfer functions. Under this condition the poles of the transfer function will also be the
eigenvalues of the system.
The
analysis techniques in the frequency
domain discussed
in the following
sections are conducted with the single-variable notation. Because linear systems
satisfy the principle
of superposition, these basic techniques can
all
be applied
to multivariable systems.
For a single-loop feedback system, the closed-loop

written
transfer function
is
^>=)= r+wm
Under
the sinusoidal steady state,
(9 " 12)
we
set s
= jco; then Eq. (9-12) becomes

(
M( fm) MUC0)
The
G Jc) - C^^ ~ RUa>) ~ + GUcoWJco)

1
(9-13) {*
U)
sinusoidal steady-state transfer relation M(jca), which
is
a complex
function of co,
may be expressed in terms of a real and an imaginary part; that is,

M(jco)
Re
[M(jco)]
+ j Im [M(jco)]
(9-14)
Or, M(jco) can be expressed in terms of its magnitude and phase as
M(jco)
M{Q>) l<t> m {(o)
(9-15)
where
G(jco)
1
+ GUco)HUa>)
Gjjco)
(9-16)
and
<l>m(co)
+ G(j(o)HUco) = IG{jg>) - /l + GUa>)H{j<o)

1
(9-17)
Since the analysis
is
now
in the frequency
domain, some of the terminology
used in communication systems

characterization.
may be
applied to the present control system
For
instance, M(co) of Eq. (9-16)
may be
regarded as the
amplifier.
magnification of the feedback control system.

control system
is
The
significance of M(a>) to a
similar to the gain or amplification of
an electronic
is
In an audio amplifier, for instance, an ideal design criterion
that the amplifier
must have a flat gain for all frequencies. Of course, realistically, the design criterion becomes that of having a flat gain in the audio frequency range. In
control systems the ideal design criterion
unity for
frequencies.
is
similar. If
all
it is
desirable to keep
the output C(jco) identical to the input R(jco) at

all
frequencies, M(ja>)
it is
must be
However, from Eq.
(9-13)
apparent that M(jco)
462
of Control
Systems
Chap. 9
can be unity only when G(joi) is infinite, while H(jco) is finite and nonzero. An infinite magnitude for G(jco) is, of course, impossible to achieve in practice, nor would it be desirable, since most control systems become unstable when its loop gain becomes very high. Furthermore, all control systems are subjected to
noise. Thus, in addition to responding to the input signal, the system should be
and suppress noise and unwanted signals. This means that the frequency response of a control system should have a cutoff characteristic in
able to reject
and sometimes even a band-pass characteristic. The phase characteristics of the frequency response are also of importance. The ideal situation is that the phase must be a linear function of frequency within the frequency range of interest. Figure 9-1 shows the gain and phase
general,
characteristics of
ically.
an ideal low-pass filter, which is impossible to realize physTypical gain and phase characteristics of a feedback control system are shown in Fig. 9-2. The fact is that the great majority of control systems have
the characteristics of a low-pass
filter,
so the gain decreases as the frequency
increases.
M(a>)
*m(")
Fig. 9-1.
Gain-phase characteristics of an ideal low-pass
filter.
M(u)
Fig. 9-2. Typical gain
and phase
characteristics of a feedback control system.
9.2
Frequency-Domain Characteristics
If a control system is to
be designed or analyzed using frequency-domain of specifications to describe the system performance. The following frequency-domain specifications are often used in practice.
techniques,
we need a
set
Sec. 9.2
Frequency-Domain Characteristics
463
Peak resonance
value of M(co) that
p.
The peak resonance
as the p is defined
maximum
is
given in Eq. (9-16). In general, the magnitude of
gives
an indication of the relative stability of a feedback control system. Normally, large peak overshoot in the step response. For a large p corresponds to a
most design problems it is generally accepted that an optimum value of should be somewhere between 1.1 and 1.5.
Resonant frequency <a r The resonant frequency quency at which the peak resonance p occurs.
.
co p is defined as the fre-
Bandwidth. The bandwidth, BW, is defined as the frequency at which the magnitude of M(jco), M(co), drops to 70.7 per cent of its zero-frequency level, or 3 dB down from the zero-frequency gain. In general, the bandwidth of a
control system indicates the noise-filtering characteristics of the system. Also,
bandwidth gives a measure of the transient response properties, in that a large bandwidth corresponds to a faster rise time, since higher-frequency signals are passed on to the outputs. Conversely, if the bandwidth is small, only signals of relatively low frequencies are passed, and the time response will generally be slow and sluggish.
Cutoff rate. Often, bandwidth alone
is
inadequate in the indication of the
characteristics of the system in distinguishing signals
from
noise.
Sometimes
it
may be necessary
frequencies.
to specify the cutoff rate of the frequency response at the high
panied by a large
are illustrated
However, in general, a steep cutoff characteristic may be accomcorresponds to a system with a low stability margin. p which The performance criteria defined above for the frequency-domain analysis
on the closed-loop frequency response,

criteria that
as
shown
in Fig. 9-3.
There are other
may be used
to specify the relative stability

in the ensuing
and performance of a feedback control system. These are defined

sections of this chapter.
M(cj)
0.707
Fig. 9-3. Typical magnification curve of a feedback control system.
464/
Frequency- Domain Analysis of Control Systems
Chap. 9
9.3
p . CO,,
and the Bandwidth of a Second-Order System
For a second-order feedback control system, the peak resonance p the resonant frequency co p and the bandwidth are all uniquely related to the damping ratio and the natural undamped frequency co of the system. Consider the second-order sinusoidal steady-state transfer function of a closed-loop system,
, ,
M(jco)
= C Jco) =
(
1
^
(a/a*) 2
+ Aeo/aOC by
We may
becomes
simplify the last expression
letting u
cojco n
Then, Eq. (9-18)
The magnitude and phase of M(jco)

|
are
M(yM)
= M(M) =
[(1
m2)2
(9-20)
(2Cm)2]1/2
and
MM =
^^ =
from which
0()
-tan-
'
^Lj
(9-21)
The resonant frequency is determined first by taking the derivative of M(u) with respect to u and setting it equal to zero. Thus
-i-[(l
u 2) 2
(2u) 2 ]- 3/2 (4u 3
- 4 +
8C
(9-22)
4m 3
- 4m +
u,
SuC 2
(9-23)
The roots of Eq.
(9-23) are
= = J\2 2
(9-24)
and
u,
(9-25)
The
curve
solution in Eq. (9-24) merely indicates that the slope of the M(co) versus co is zero at co 0; it is not a true maximum. The solution of Eq. (9-25)
gives the resonant frequency,

co,
= co.Vl - 2
(9-26)
Since frequency
2 a real quantity, Eq. (9-26) is valid only for 1 2 or <; 0.707. This means simply that for all values of greater than 0.707, the solution of (o p becomes the valid one, and p 1
is
>
Sec. 9.3
MB
a>,
and the Bandwidth of a Second-Order System
465
and
1
simplifying,
we
get
M =
It is
2CV1
important to note that
(9-27)
M is
a function of only, whereas
co p is
a function
of and a>. It should be noted that information on the magnitude and phase of M(jco) of Eq. (9-18) may readily be derived from the Bode plot of Eq. (A-51), Figs.
A-10 and A-12. In other words, Fig. A-12 is an exact representation of Eq. (9-21). The magnitude of M(jco), however, may be represented in decibels versus frequency, which is the Bode plot in Fig. A-10, or it may be plotted in absolute magnitude, M(co), versus co. Figure 9-4 illustrates the plots of M(u) of Eq. (9-20)
u = to/co
Fig. 9-4. Magnification-versus-normalized frequency of a second-order
closed-loop control system.
466
Chap. 9
Damping
Fig.
9- 5.
ratio f
p -v ersus-damping
2 ).
ratio
for a
second-order system,
1/(2{V1
Mp
if
versus u for various values of f

increase
Notice that
the fre-
quency scale were unnormalized, the value of
co p
would
(9-26).
when
decreases, as indicated
by Eq.
When
u
0, co p
and
co
become
identical. Figures 9-5
and 9-6
illustrate the relationship
between
and
and
of a
the
co p /co
and f
respectively.
As
system
cent of
defined in Section 9.2, the bandwidth,

is
BW,
the frequency at which
(<y)
drops to 70.7 per
its
zero-frequency value, or 3 d B
down from
zero-frequency gain. Equating Eq. (9-20) to 0.707,
we
have
M(u)
0.5
0.707
ratio J
[(i
1.0
u*y
0.707
(2t;uyy
(9-28)
Damping
Fig. 9-6.
Thus
[(i
(l
Normalized resonant frequencyversus-damping ratio for a second-order

system, u p
u*y
+
2
(2{k) 2
F
4
(9-29)
This equation leads to w2
*/\
2 2
2C
V4C -
4 2
(9-30)
In the last expression the plus sign should be chosen, since u must be a positive real quantity for any f. Therefore, from Eq. (9-30), the bandwidth of the
second-order system
is
determined as
2
BW = a>.[(l - 2C + V4C - 4 +
4
2
2]>
(9-31)
Figure 9-7 gives a plot of BW/co as a function of f It is of interest to note that for a fixed co, as the damping ratio decreases from unity, the bandwidth
.
and the resonance peak p also increases. For the second-order system under consideration, we easily establish some simple relationships between the time-domain response and the frequencydomain response of the system.
increases
Sec. 9.4
Effects of
Adding
Zero to the Open-Loop Transfer Function
467
2.0
0.4
0.6
ratio f
Damping
Fig. 9-7.
Bandwidth/evversus-damping ratio for a second-order system,

2
)
BW = <[(1 - 2C + </4f-4f 2 + 2]i/2.

1
2.
3.
The maximum overshoot of the unit step response in the time domain depends upon only [Eq. (6-96)]. The resonance peak of the closed-loop frequency response M depends upon only [Eq. (9-27)]. The rise time increases with , and the bandwidth decreases with
the increase of
,
for a fixed con , Eq. (6-102), Eq. (9-31), Fig. 6-14,
and
4.
5.
Fig.
9-7.
Therefore, bandwidth and rise time are inversely
proportional to each other.
Bandwidth is directly proportional to co. Higher bandwidth corresponds to larger
9.4
Effects of Adding a Zero to the
Open-Loop Transfer Function

established between the time-domain
The relationships domain responses

more parameters
and the frequency-
arrived at in Section 9.3 are valid only for the second-order
closed-loop transfer function of Eq. (9-18).

the frequency-domain responses are altered
interest to consider the effects
When
other transfer functions or
are involved, the relationships between the time-domain and
and may be more complex. It is of on the frequency-domain characteristics of a feedback control system when poles and zeros are added to the open-loop transfer function. It would be a simpler procedure to study the effects of adding
BW
Fig. 9-8.
Bandwidth of a second-order system with open-loop
transfer
function G(s)
1.2
1
1
(1
Ts)l[s(s
1.414)].
G(s)'
1.0
(1
Ts)
s(s+ 1.414)
X
0.8
vv
^\5
-~L_
0.707
0.6
3
5=
0.4
r=o.i
^^
^.
T=0.0l
^^4
0.2
^2rr^"
~
1 i
i
i 1 1 I 1
co
rad/sec
Fig. 9-9. Magnification curves for a second-order system with an openloop transfer function G(s).
468
Sec. 9.4
Effects of
Adding
a Zero to the
Open-Loop
Transfer Function /
469
cj rad/sec
Fig. 9-10. Magnification curves for a second-order system with
an open-
loop transfer function G(s)
(1
Ts)/[s(s
0.4)].
poles and zeros to the closed-loop transfer function. However, it to consider modifying the open-loop transfer function directly.
is
more realistic
The closed-loop
transfer function of Eq. (9-18)
may be
considered as that
of a unity feedback control system with an open-loop transfer function of

G(s)
s{s
ml
(9-32)
2co)
Let us add a zero becomes
at s
1/Tto
the last transfer function so that Eq. (9-32)

2 ft) (l
<?(*)
Ts)
s(s
(9-33)
2c0)
This corresponds to the second-order system with derivative control studied in Section 6.7. The closed-loop transfer function of the system is given by Eq.
(6-156),
and
is
repeated here:
M(s)
In principle,
_Qs)
R(s)
s
2
coljl
(2c
+ Ts) + TcoDs + ml
all
(9-34)
p , cop ,
and
BW
of the system can
be derived using the
470
1.2
of Control
Systems
Chap. 9
r=o
0.8
" y^T = L414 ^^r^
7^2-^^^=sa^^
0.6
0.4
/T=0A /y\
Iff
r=
o.oi
0.2
Fig. 9-11. Unit step responses of a second-order system with
an open-loop
transfer function G(s)
(1
Ts)/[s(s
1.414)].
However, since there are now three and T, the exact expressions for and BW are p co p difficult to obtain even though the system is still of the second order. For instance, the bandwidth of the system is
steps as illustrated in Section 9.3.
> ,
same
parameters in
BW =
where
b
It is difficult
(^ + {^ + 46,:)'
2
(9-35)
4C
co
4Cco T
2col
o>
(9-36)
to see how each of the parameters in Eq. (9-35) affects the bandwidth. Figure 9-8 shows the relationship between and T for = 0.707 and o> 1. Notice that the general effect of adding a zero to the open-loop transfer function is to increase the bandwidth of the closed-loop system. However, for small values of T over a certain range the bandwidth is actually
BW
decreased. Figures 9-9
and 9-10 give the plots for M(co) for the closed-loop system that has the G(s) of Eq. (9-33) as its open-loop transfer function; co 1, n Tis given various values, and 0.707 and 0.2, respectively. These curves
show
that for large values of
the bandwidth of the closed-loop system
is
Sec. 9.5
Effects of
Adding
a Pole to the
Open-Loop
Transfer Function / 471
"i
I
i I
r=
o.2
0.6
Time (second)
Fig. 9-12. Unit step responses of a second-order system with an open-loop
transfer function G{s)
(1
Ts)j[s(s
0.4)].
increased, whereas there exists a range of smaller values of

is
T in
which the
BW
decreased by the addition of the zero to G(s). Figures 9-11 and 9-12 show the
corresponding unit step responses of the closed-loop system. The time-domain

responses indicate that a high bandwidth corresponds to a faster rise time.
However, as which is at s
is
T becomes very large, the zero
of the closed-loop transfer function,
= l/T, moves very close to the origin, causing the system to have
rise
a large time constant. Thus Fig. 9-11 illustrates the situation that the
fast
time
but the large time constant of the zero near the origin of the s-plane
state.
causes the time response to drag out in reaching the final steady
9.5
Effects of Adding a Pole to the
Open-Loop Transfer Function

to the open-loop transfer function generally has the
The addition of a pole

effect
of decreasing the bandwidth of the closed-loop system. The following

is
transfer function
(9-32):
arrived at
by adding
(1
Ts) to the denominator of Eq.
G(s)
= s(s
co
2Cco)(l
(9-37)
Ts)
472
Chap. 9
3.0
"i
s(s+ I.414)(1 + Ts)
Fig. 9-13. Magnification curves for a third-order system with
an open-
loop transfer function G(s)=
\j[s(s
1.414)(1
Ts)].
The
derivation of the bandwidth of the closed-loop system which has the

its
G(s) of Eq. (9-37) as
open-loop transfer function
is
quite difficult. It can be
shown
that the
BW
4
2
is
2
the real solution of the following equation: (4

2
T 2 co s
(1
co
r 2 )co* +
a>
2<a
4cw
2> - co =
2
(9-38)
We may
referring to Fig. 9-13,
obtain a qualitative indication on the banciwidth properties by which shows the plots for M(co) for co 0.707, 1,
and various values of
T. Since the system
is
now
of the third order,
it
can be
unstable for a certain set of system parameters. However, it can be easily shown by use of the Routh-Hurwitz criterion that for co 1 and 0.707, the system
is
stable for all positive values of T.
The M(co) versus
co
curves of Fig. 9-13

is
show
but
that for small values of T, the bandwidth of the system
slightly increased
is
also increased.
When T becomes
effect
large, the pole
added to G{s) has the

p
.
effect
of decreasing the bandwidth but increasing

is
Therefore,
we may
conclude that, in general, the

function
to
make
of adding a pole to the open-loop transfer the closed-loop system less stable. The unit step responses
of Fig. 9-14 clearly show that for the larger values of
T,T=\
and
T=
5,
the
Sec. 9.6
Relative Stability
Gain
Margin, Phase Margin, and
Mp
473
1.4 -
1.0
T=0.s//
0.6
-**^
l
10
12
14
16
Time (seconds)
Fig. 9-14. Unit step responses of a third-order system with transfer function G{s)
an open-loop
\\\s(s
1.414)(1
Ts)].
rise
time increases with the decrease of the bandwidth, and the larger values of
also correspond to greater
peak overshoots
in the step responses.
important to point out that the correlation between shoot is meaningful only when the closed-loop system
it is
However, and the peak overstable.
is
When
the
magnitude of G(jco) equals unity,

is
(co) is infinite,
but
if
the closed-loop system
unstable with G(jco)

|
>
at IG(jco)
180, M(a>) is finite
and can assume an
arbitrarily small
number.
tionships between the bandwidth
two sections is to demonstrate the simple relathe timeand p and the characteristics of domain response. The effects of adding a pole and a zero to the open-loop transfer function are discussed. However, no attempt is made to include all
The
objective of these last
general cases.
9.6
Relative Stability Gain Margin. Phase Margin, and
Mp
We have demonstrated in the last three sections the general relationship between
the resonance peak
of the frequency response and the peak overshoot of
the step response. Comparisons and correlations between frequency-domain and time-domain parameters such as these are useful in the prediction of the
performance of a feedback control system. In general, we are interested not only in systems that are stable, but also in systems that have a certain degree of
stability.
The
latter is often
termed
relative stability. In
many
situations
we may
use
relative stability of a feedback control system. p to indicate the
Another
474
Chap. 9
relative stability of a closed-loop system is by means of the Nyquist plot of the loop transfer function, G(s)H(s). The closeness of the G(j(o)H{joi) plot in the polar coordinates to the ( 1, y'O) point gives an indication of how stable or unstable the closed-loop system is. To demonstrate the concept of relative stability, the Nyquist plots and the corresponding step responses and frequency responses of a typical third-order
way of measuring
G(/co)//0'cj)-plane
Im
GH
RtGH
K=K
(a)
Stable and well-damped system.
G(/co)//(;co)-plane
I /
Im
GH
(b)
Stable but oscillatory system.
Fig. 9-15. Correlation
among Nyquist
plots,
step responses,
and
fre-
quency responses.
Sec. 9.6
Relative Stability Gain Margin, Phase Margin, and
Mp
475
C(/'cjM/w)-plane
i I
Im
GH
(c)
Marginally unstable system.
G(/co)#(/a))-plane
Im
GH
c(/)l
ReGH
(d)
Unstable system.
Fig. 9-15 (Cont.). Correlation
among Nyquist
plots, step responses,
and
frequency responses.
consider the case
system are shown in Fig. 9-15 for four different values of loop gain K. Let us shown in Fig. 9- 15(a), in which the loop gain K is low, so the Nyquist plot of G(s)H(s) intersects the negative real axis at a point (the phasecrossover point) quite far
away from
the
response
point
is
shown
to be quite well behaved,
1, JO) point. The corresponding step and Mp is low. As K is increased,

is
Fig. 9-1 5(b)

;
shows that the phase-crossover point

is still
moved closer to the (
1 ,
jO)
the system
stable,
but the step response has a higher peak over-
476
Chap. 9
for <j> m does not give as good an indicaexcept that one should note the slope of the <f> m p curve which gets steeper as the relative stability decreases. The Nyquist plot of Fig. 9-15(c) intersects the ( 1, jO) point, and the system is unstable with conp
is
shoot,
and
larger.
The phase curve
tion of relative stability as
stant-amplitude oscillation, as
If AT
is
shown by
the step response;
becomes
infinite.
increased
is
still
further, the
Nyquist plot
will enclose the
( l,/0)
point,
and the system
unstable with
unbounded response,
as
shown
in Fig. 9-1 5(d).
In this case the magnitude curve M(co) ceases to have any significance, and the only symptom of instability from the closed-loop frequency response is that the phase curve now has a positive slope at the resonant frequency.
Gain Margin
To
give a quantitative
G(s)H(s) plot and the

gain margin.
way of measuring the ( \,j0) point, we define

margin
is
relative distance
between the
is
a quantity that
called the
Specifically, the gain
a measure of the closeness of the phase-
crossover point to the
( l,yO)
point in the G(s)H(s)-p\ane, With reference to

is
|
Fig. 9-16, the phase-crossover frequency
denoted by
co c ,
|.
G(joo)H(j(o) at co
co c is
designated by G(jco c )H(jco c )
and the magnitude of Then, the gain margin
Im
GH
G(/co)//(/co) -plane
Phase crossover
CO
CO
ReGH
Fig. 9-16. Definition of the gain
margin
in the polar coordinates.
Sec. 9.6
Relative Stability
Gain
Mp
477
of the closed-loop system that has G(s)H(s) as

defined as
its
loop transfer function
is
gain margin
G.M.
20 log,
^^j,
|
dB
(9-39)
On
the
the basis of this definition,

is
|
it is
noticed that in the G(jco)H(jco) plot of
Fig. 9-16, if the loop gain
increased to the extent that the plot passes through

|
( 1, y'0)
point, so that G(ja> c )H(jco c ) equals unity, the gain margin

if
becomes
dB.
On
the other hand,
the G(jco)H(jcoi) plot of a given system does not

|
intersect the negative real axis,
G(jco c )H(ja> c ) equals zero, and the gain margin

in decibels.
Based on the above evaluation, the physical significance of gain margin can be stated as follows Gain margin is the amount of gain in decibels that can be allowed to increase in the loop before
denned by Eq.
(9-39)
is infinite
the closed-loop system reaches instability.
is
G(jco)H(jco) plot goes through the ( 1 jO) point, the gain margin dB, which implies that the loop gain can no longer be increased as the system is already on the margin of instability. When the G(jco)H(jco) plot does not intersect the negative real axis at any finite nonzero frequency, and the Nyquist stability criterion indicates that the ( 1 jO) point must not be enclosed
, ,
When the
for system stability, the gain margin

theoretically, the value of the
instability occurs.
is infinite
in decibels; this
means
that,
loop gain can be increased to
infinity before
When
the
( 1
jO) point
is
to the right of the phase-crossover point, the
magnitude of G{jooc)H(jco c) is greater than unity, and the gain margin as given by Eq. (9-39) in decibels is negative. In the general case, when the above mentioned condition implies an unstable system, the gain margin is negative in decibels. It was pointed out in Chapter 7 that if G(s)H(s) has poles or zeros in the right half of the j-plane, the ( 1, jO) point may have to be encircled by the G(jco)H(jco) plot in order for the closed-loop system to be stable. Under this condition, a stable system yields a negative gain margin. In practice, we must first determine the stability of the system (i.e., stable or unstable), and then the magnitude of the gain margin is evaluated. Once the stability or instability condition is ascertained, the magnitude of the gain margin simply denotes the margin of stability or instability, and the sign of the gain margin becomes
insignificant.
Phase Margin
is merely one of many ways of representing the relative of a feedback control system. In principle, a system with a large gain margin should be relatively more stable than one that has a smaller gain margin. Unfortunately, gain margin alone does not sufficiently indicate the relative
The gain margin
stability
stability
of
all
systems, especially
if
parameters other than the loop gain are
variable.
Fig.
For instance, the two systems represented by the G(jco)H(jco) plots of 9-17 apparently have the same gain margin. However, locus A actually
478
Frequency- Domain Analysis of Control Systems
Chap. 9
i /
Im
GH
G(/cj)//(/to) -plane
*-
ReGH
Fig. 9-17. ferent
Nyquist plots showing systems with same gain margin but

stability.
dif-
amount of relative
corresponds to a more stable system than locus B. The reason is that with any change in a system parameter (or parameters) other than the loop gain, it is easier for locus B to pass through or even enclose the ( 1, jO) point. Furthermore, system B has a much larger p than system A.
In order to strengthen the representation of relative stability of a feedback control system, we define the phase margin as a supplement to gain margin.
Phase margin
is
defined as the angle in degrees through which the G(jco)H(jco)

point. Figure 9-18
plot must be rotated about the origin in order that the gain-crossover point on the
locus passes through the
(/,/))
shows the phase margin as
the angle between the phasor that passes through the gain-crossover point and the negative real axis of the G(jco)H(jco)-plane. In contrast to the gain margin,
which
gives a measure of the effect of the loop gain on the stability of the closedloop system, the phase margin indicates the effect on stability due to changes of system parameters, which theoretically alter the phase of G(joS)H(jco) only.
The
analytical procedure of
computing the phase margin involves
first
the calculation of the phase of G(jco)H(jco) at the gain-crossover frequency, and then subtracting 180 from this phase; that is,
phase margin
= 0.M. = IGUco )H{j(o

g
g)
,
180
;0) point
is
(9-40)
where
co g
denotes the gain-crossover frequency. If the
( 1
encircled
Sec.
9.1
Relative Stability
Gain
Mp
479
i/ImGff
G(/'co)//(/a>) -plane
*-
ReGH
Fig. 9-18.
Phase margin defined
in the GO'ct>)//(y'co)-plane.
by the G(jco)H(j(o) plot, the gain-crossover point would be found in the second quadrant of the G(y'co)//(jca)-plane, and Eq. (9-40) would give a negative phase
margin.
Graphic Methods of Determining Gain Margin and Phase Margin
Although the formulas for the gain margin and the phase margin are it is more convenient to evaluate these quantities graphically from the Bode plot or the magnitude-versus-phase plot. As an illustrative example, consider that the open-loop transfer function of a control system with unity feedback is given by
simple to understand, in practice
G(s)
=
s(l
10
0.02j)(1
(9-41)
0.2s)
The Bode
tion of
|
plot of G(j(o)
|,
G(jco)
is shown in Fig. 9-19. Using the asymptotic approximathe gain-crossover and the phase-crossover points are deter-
mined as shown in the figure. The phase-crossover frequency is approximately 16 rad/sec, and the magnitude of G(jco) at this frequency is about 1 5 dB. This means that if the loop gain of the system is increased by 15 dB, the magnitude curve will cross the 0-dB axis at the phase-crossover frequency. This condition
480
of Control
Systems
Chap. 9
20
.^^
Gain crossover
1
^v^
20
^>^- 15dB
Gain margin
-
40
60 80
\.
^^
00
in
i i ! i
^^
10
1
1 i
w rad/sec
.,
50
i
100
1000
-90
Phase margin
180
^-s^f
Phase crossover
T
270
i 1 I
10
16
co rad/sec
50
100
1000
Fig. 9-19.
Bode
plot of G(s)
10/[j(l
0.2s)(l
0.02s)].
corresponds to the Nyquist plot of G(jco) passing through the ( 1, jO) point, and the system becomes marginally unstable. Therefore, from the definition of
the gain margin, the gain margin of the system
is
15 dB.
To
is
determine the phase margin,
we note
that the gain-crossover frequency

is
at co = 7 rad/sec. The phase of Gfjco) at this frequency approximately 125. The phase margin is the angle the phase curve must be shifted so that
it
will pass
through the 180 axis at the gain-crossover frequency. In
this case,
0.M.
180
125
55
(9-42)
In general, the procedure of determining the gain margin and the phase margin from the Bode plot may be outlined as follows
1.
The gain margin
is
measured
at the phase-crossover frequency co c

e
G.M.
-|GCA )#(M)l
dB
(9-43)
Sec. 9.6
Relative Stability Gain Margin. Phase Margin, and
481
u=l7
/
\ 5
Gain crossover
vGain margin
Phase margin
^^
yr*
XQ
jT
20
^r
>^30
<^40
16
/ cj rad/sec
40
A60
fioo
60
T300
80
OO
00
1 1
1
-270
225
180
Phase (degrees)
135
90
Fig. 9-20.
0.02s)].
Magnitude-versus-phase plot of G(s)
10/[i(l
0.2s)(l
2.
The phase margin
is
measured
at the gain-crossover frequency co g
0.M.
180
IG(jcQ g )H(jg} g )
(9-44)
The gain and phase margins
are even better illustrated on the magnitude-
versus-phase plot. For the transfer function of Eq. (9-41), the magnitudeversus-phase plot is shown in Fig. 9-20, which is constructed by use of the data
from the Bode plot of

gain crossover
Fig. 9-19.
is
On
the phase crossover point
where the locus
the magnitude-versus-phase plot of G(jco), intersects the 180 axis, and the
margin
is
is where the locus intersects the 0-dB axis. Therefore, the gain simply the distance in decibels measured from the phase crossover to
CO
o
"3,
a
D.
a 3
fa-
4>
.
t/i
.S
as
so
fa
o
83
<s .
J3
E
IS
J--
^ c
>
2? TO
C e
cS
*o '5b "8
.
"o
1-.
c c
cs
cs
CS
BO 00
.
_2 .a
c % g
"5
&
482
Sec. 9.7
Relative Stability as Related to the Slope /
483
- 180
Phase
(c)
Magnitude-versus-phase plot.
Fig. 9-21 (Cont.). Polar plot,

plot,
Bode diagram, and magnitude-versus-phase

in these
showing gain and phase margins
domains.
the critical point at
dB and
80,
and the phase margin

to the
is
the horizontal
distance in degrees measured
from the gain crossover
critical point.
In summarizing, the relations between the measurements of the gain margin
in the polar plot, the
Bode
plot,
and the magnitude-
versus-phase plot are illustrated in Fig. 9-21.
9.7
Relative Stability
As Related to the Slope of the Magnitude
Curve of the Bode Plot

In general, a definite relation between the relative stability of a closed-loop
the gain crossover can be established. For example, in Fig. 9-19,
system and the slope of the magnitude curve of the Bode plot of G(jco)H(ja>) at if the loop gain
of the system
is
decreased from the nominal value, the gain crossover
may
be
which the slope of the magnitude curve is only 20 dB/decade the corresponding phase margin of the system would be increased.
moved
to the region in
;
On
tem
the other hand, if the loop gain

will deteriorate,
is
increased, the relative stability of the sysis
and
if
the gain
increased to the extent that the gain

is
crossover occurs in the region where the slope of the magnitude curve
60
is a dB/decade, the system will definitely be unstable. magnitude curve decreases monotonically as simple one, since the slope of the
The example
cited
above
co increases.
Let us consider a conditionally stable system for the purpose of
484
of Control
Systems
Chap. 9
-20 -40
40 dB/decade
V~ 60 dB/decade
1000
1000
Fig. 9-22.
(1
Bode
plot of
GO)
[K(l
0.2s)(l
0.025s)]/[s 3 (l
0.01s)
0.005.S)].
illustrating relative stability.
Consider that a control system with unity feedback
has the open-loop transfer function
~
The Bode
frequency
is
is 1
+ M _ s*(1 + 0.01j)(1 + 0.025s) + 0.005s)

0.2j)(1
yj
plot of G(s)
rad/sec,
~~
(9-45)
(l
is
shown
in Fig. 9-22 for

is
K= =
negative.
1 The gain-crossover The closed-loop system

.
unstable even for a very small value of K. There are
wo phase
crossover
points: one at co
characteristics
lies in this
15 rad/sec and the other at a>
12C rad/sec.
The phase
between these two frequencies indicate that if the gain crossover is stable. From the magnitude curve of the Bode plot, the range of K for stable operation is found to be between 60 and 90 dB. For values of K above and below this range, the phase lag of G(jco) exceeds 180 and the system is unstable. This system serves as a good example of the relation between relative stability and the slope of the ma gnitude curve at the
range, the system
gain crossover.
As observed from
Fig. 9-22, at
both very low and very high
Sec. 9.8
Constant
M Loci
in
the G(/)-Plane /
485
magnitude curve is 60dB/decade; if the gain crossover falls in either one of these two regions, the phase margin becomes negative and the system is unstable. In the two sections of the magnitude curve
frequencies, the slope of the
that have a slope of
40 dB/decade,
the system
is
stable only if the gain cross-
about half of these regions, but even then the resultant phase margin is small. However, if the gain crossover falls in the region in which the magnitude curve has a slope of 20 dB/decade, the system is stable. The correlation between the slope of the magnitude curve of the Bode plot
over
falls in
at the gain crossover
and the
relative stability
can be used in a qualitative way
for design purposes.
9.8
Constant
M Loci
in
the G(/CO)-Plane
In previous sections
it
was shown
that the resonance
peak
of the closed-loop
frequency response is directly related to the maximum overshoot of the transient response. Normally, the magnification curve of M(co) versus co may be con-
method if the closed-loop transfer function M(s) is given and if its numerator and denominator are in factored form. Unfortunately,
structed by the
Bode
plot
not the usual case, as the open-loop transfer function G(s) is normally given. For the purpose of analysis we can always obtain the magnification curve by digital computation on a computer. However, our motivation is to be able
this is
to predict
M specified M
p
p
.
from the
plots of G(jco),
and eventually to design a system with a
Consider that the closed-loop transfer function of a feedback control system with unity feedback is given by
M(s)
^G(jco) G(jco)
is
G^
written
(9-46)
For sinusoidal steady
state,
G(s)
G(jai)
= =
Re
*
+ j Im G(jco)
(9-47)
+jy
G(jco)
1
Then
M(fi))
\MUco)\
+
y
1
G(jco)
(9-48)
Jx*
V(i
For
simplicity, let
+ x? +
M = M(co); then Eq. (9-48) leads to

MV(1 +
x) 2
= V* +
2
(9-49)
Squaring both sides of the last equation gives
[(l
+ xY +
2
]
x2
(9-50)
486
of Control
Systems
Chap. 9
Rearranging
this
equation yields
(1
M )x + - M )y ~ 2M x = M
2 2
(1
(9-51)
1
This equation
is
term
[M 2 /(l x2
2
conditioned by dividing through by

2
)]
(1
and adding the
on both
sides.
We
2
have
+y +v
x V V + dîp) i-m 2X + ( {t=W) = r=m (
2Afl
M1
M1
M2
,o -52) 9
(
which
is finally
simplified to
For a given M, Eq. (9-53) represents a circle with the center at x = - 2 ), y = 0. The radius of the circle is r = M/( - 2 ) Equation (9-53) is invalid for = 1. For = 1, Eq. (9-50) gives
/(l
|.
=~j
(9-54)
which is the equation of a straight line parallel to they through the ( , JO) point in the G(;co)-plane.
Im G(jco) axis and passing
When takes on different values, Eq. (9-53) describes in the G0'co)-plane a family of circles that are called the constant loci or the constant circles. The coordinates of the centers and the radii of the constant loci for various
values of
Mare given
in Table 9-1,
and some of the

Constant
2 2
loci are
shown
in Fig. 9-23.
Table 9-1
Circles
M
0.3
Center
0.33
M M
2
\
0.01
0.5 0.7
1.0
1.1
0.33
0.67
1.37
CO
0.96
oo
1.2
1.3
1.4
1.5
1.6
1.7 1.8
1.9
2.0
2.5
3.0
4.0
5.0
6.0
-5.76 -3.27 -2.45 -2.04 -1.80 -1.64 -1.53 -1.46 -1.38 -1.33 -1.19 -1.13 -1.07 -1.04 -1.03
5.24
2.73 1.88 1.46
1.20
1.03
0.90
0.80
0.73
0.67
0.48 0.38
0.27
0.21
0.17
Sec. 9.8
Constant
Loci in the G(y'a>)-Plane /
487
Im G
G(/co)-plane
M = 0.833
ReG
Fig. 9-23. Constant
circles in the polar coordinates.
Note that when

critical point,
M becomes
infinite,
the circle degenerates into a point at the
This agrees with the well-known fact that when the Nyquist plot of G(jco) passes through the ( 1 jO) point, the system is marginally loci in the Figure 9-23 shows that the constant unstable and p is infinite.
( l,y'0).
M and the M= to the of the M = locus correspond to values of M greater than The than are for M of the M = and those to the give Graphically, the intersections of the G(jco) plot and the constant M desired to the value of M at the frequency denoted on the G(jco) curve. than a certain value, the G(jco) curve must not keep the value of M the same time must not enclose any point, and the corresponding M with the smallest radius that tangent point. The constant M the ( read to the G(jco) curve gives the value of M and the resonant frequency
M
G(7'co)-plane are symmetrical with respect to the
circles
left
1 1
line
real axis.
1,
right
line
less
1.
loci
If
it is
p less
intersect
circle at
at
1, j'0)
circle
is
p,
co p is
off at the tangent point
on the
G(ja>) curve.
Figure 9-24(a) illustrates the Nyquist plot of G(jco) for a unity feedback loci. For a given loop gain control system, together with several constant loci give the intersects between the G(jco) curve and the constant u
K= K
The peak resonance p is found by locating the smallest circle that is tangent to the G(jco) plot. The resonant frequency is found at the point of tangency and is designated as co pl If the loop circle with gain is increased to K 2 and if the system is still stable, a constant
the points
on the M(co)-versus-co
curve.
a smaller radius that corresponds to a larger
is
found tangent to the G(jco)
488
of Control
Systems
Chap. 9
1/
G(/'cj) -plane
Im G
M=M M >M
2
ReG
Fig. 9-24. Polar plots of G(s) and constant loci showing the procedure of determining p and the magnification curves.
curve,
shown
to be co p2 ,
so that the G(jco) curve passes through the (-1, JO) point, the system is marginally unstable, co c In all p is infinite, and co pl cases the bandwidth of the closed-loop system is found at the intersect of the G(jco) curve and the 0.707 locus. For values of beyond 3 the system is unstable, and the magnification curve and p no longer have any meaning. When enough points of intersections between the G(Jco) curve and the constant loci are obtained, the magnification curves are plotted as shown in Fis
3
When
K is increased
and thus the peak resonance p is larger. The resonant frequency is which is closer to the phase-crossover frequency co than co c pl
to
M=
9-24(b).
'
Sec. 9.9
Constant Phase Loci
in
the G(/)-Plane
489
9.9
Constant Phase Loci
in
the G(/(0)-Plane
of constant phase of the closed-loop system may also be determined in loci. the G(jco)-p\ane by a method similar to that used to secure the constant closed-loop system With reference to Eqs. (9-46) and (9-47), the phase of the
The
loci
is
written as
<t>
m (co)
/Mijco)
tan"
(X) -
tan"
'
(j-f^)
and
letting
</>
(9-55)
Taking the tangent on both
<f>
m (co),
we have
W- ^ + S +
tan
(f>
j,
(^6)
Let
N=
then Eq. (9-56) becomes
xi
+ y*-- =
(9-57)
Adding the term
(1/4)
(1/4N 1 ) to both sides of Eq. (9-57) yields
l
which
is
^y --l+-An=^ + Ai
2
(9-58)
regrouped to give
2
(*
+ ) +
(1/2,
{y
-2^ = 4 + 4^
The
radii are given
<9
59 >
When
assumes various values,
this
equation represents a family of circles
with centers at (x, y)
1/2AT)-
by
(*&r
The
centers
(N 2
iy /2
<>
and the
radii
of the constant
loci are
N circles for various values of N

in Fig. 9-25.
are tabulated in Table 9-2,
and the
shown
Table 9-2
180 n
Constant
N Circles
= -^-, y = 2"
-0.289 -0.500 -0.866 -1.866
OO
AT
0,1,2...
tan
m rm
Center x
jtt 2N
Radius
= J\ AN 2
-90 -60 -45 -30 -15

15
oo
-1.732 -1.000 -0.577 -0.268
0.268
0.500
0.577
0.707
1.000
1.931
OO
1.866
1.931
30
45 60
0.577
1.000
1.732
OO
0.866 0.500 0.289
1.000
0.707
0.577
90
0.500
490
of Control
Systems
Chap. 9
,,/ImG
<t>=
15 (- 165)
G(/to)-plane
*-
ReG
Fig. 9-25. Constant
N circles in the polar coordinates.
9.10
Constant
Plane
The Nichols Chart

we need both the magnitude and the phase of the closed-loop frequency response to analyze the performance of the system. However, we have
In principle
that the magnitude curve, which includes such information as p co p and BW, normally is more useful for relative stability studies. A major disadvantage in working with the polar coordinates for the G(jco) plot is that the curve no longer retains its original shape when a simple modification such as the change of the loop gain is made to the system. In design problems, frequently not only the loop gain must be altered, but series or feedback controllers are to be added to the original system which require the complete reconstruction of the resulting G(jco). For design purposes it is far more convenient to work in the Bode diagram or the magnitude-versus-phase domain. In the Bode diagram the magnitude curve is shifted up and down without dis,
,
M and N Loci
in
the Magnitude-Versus-Phase
shown
tortion
when
the loop gain
is
varied; in the magnitude-versus-phase plot, the
Sec. 9.10
Constant
M and N Loci
in
the Magnitude-Versus-Phase Plane
491
.,/Im
G
G0'co)-plane
M=
*-ReG
20 log 10 C
Phase
(b)
Fig. 9-26. (a)
Constant
circles in the G(/a>)-plane. (b)
Nichols chart in
the magnitude-versus-phase coordinates.
entire G(jcai) curve
is
shifted
up or down
vertically
addition, the
tions
Bode
plot can be easily modified to

in the
when the gain is altered. In accommodate any modificazeros.
made to G(jco) The constant

to
form of added poles and

constant
this
M and
how
loci in the polar coordinates
may
be
transferred
the
magnitude-versus-phase
is
coordinates
without
difficulty.
Figure 9-26 illustrates
done. Given a point on a constant
circle
in the G(ya))-plane, the
plane
may
corresponding point in the magnitude-versus-phase be determined by drawing a vector directly from the origin of the
Phase
Fig. 9-27. Nichols chart (for phase
from -180
to 0).
G(/a>)-plane to the particular point on the constant circle; the length of the vector in decibels and the phase angle in degrees give the corresponding point in the magnitude- versus-phase plane. Figure 9-26 illustrates the process of locat-
ing three arbitrary corresponding points on the constant
loci in the
magni-
tude-versus-phase plane.
The
critical point,
( 1,/)),
in the G(y'o))-plane corre-
sponds to the point with

492
dB and 180
in the
magnitude- versus-phase plane.
dB
12
270
- 260 - 240
220'
140
Phase
120
- 100 -90
Fig. 9-28. Nichols chart (for phase
from -270
to -90).
loci are also Using the same procedure as described above, the constant constant and transferred into the magnitude-versus-phase plane. These were originated by Nichols 2 and loci in the magnitude-versus-phase coordinates
called the Nichols chart.
typical Nichols chart
is
constructed in Fig. 9-27 for
the phase angle that extends from 180 to 0. The chart that corresponds to the phase from 360 to 180 is a mirror image of that in Fig. 9-27 with
493
494
of Control
Systems
Chap. 9
respect to the
180
axis.
In Fig. 9-28 the Nichols chart of phase for

loci are
is
shown
for
90
to
270, which is the useful region

The values of
bandwidth, the
M on these constant M
3-dB locus
many
practical control systems.
given in decibels.
To determine
should be used.
The following example will illustrate the relationships among the analysis methods using the Bode plot, the magnitude- versus-phase plot, and the Nichols
chart.
Example
9-1
When
Let us consider the positional control system discussed in Section 6.6. the inductance of the dc motor is 0.1 H, the open-loop transfer
is
function of the system

G{s)
given by Eq. (6-149) and
is
repeated here
25QA
s(s 2
50.5s
1725)
(9-61)
The Bode
plot for G(s)
is
drawn
as
shown
in Fig. 9-29 for
200.
The gain
dB
41.5
100
463
co rad/sec
Fig. 9-29.
Bode
plots of the system in
Example
9-1
respectively.
margin and the phase margin are determined from the Bode plot to be 5 dB and 40, The data on the magnitude and phase of G(jco) are transferred to the
magnitude-versus-phase plot of Fig. 9-30. From Fig. 9-30, the peak resonance p is found to be approximately 5 dB (or 1.78), the resonant frequency is 40 rad/sec, the bandwidth of the system is 48 rad/sec, and the results for the gain and phase margins
are as given above.
When
the
motor inductance
is
reduced to 0.01 henry, the open-loop transfer
Sec. 9.10
Constant
and
Loci
in
the Magnitude-Versus-Phase Plane
495
dB
-4
-180
-160
-140
-120
-100-90
Example
9-1
Phase (degrees)
Fig. 9-30. Magnitude-versus-phase plots for the system in
function of the system becomes

2500,4
G(s)
s(.s
500s
(9-62)
17270)
With
A =
200,
and
for the purpose of constructing the
Bode
plot, G(s)
is
written
G{s)
=
*(1
29
0.00216s)(l
0.0268j)
(9-63)
496
of Control
Systems
Chap. 9
The Bode
is
inductance, the gain margin
about
50.
shown in Fig. 9-29. It is shown that by decreasing the improved to approximately 24 dB, and the phase margin The magnitude-versus-phase plot in Fig. 9-30 indicates that the bandwidth
plot of G(s)
is
is
is not noticeably changed, but p is reduced to approximately 1 .4 dB, or 1.18. The frequency-domain results obtained in this example for the two values of inductance correlate quite well with the time-domain analysis that resulted in the time responses of Fig. 6-21 Table 9-3 gives a comparison of the time-domain and frequency.
of the system
domain parameters.
Table 9-3
Comparison of the Time-Domain and Frequency-Domain Performances of the System in Example 9-1 Peak
Rise
L
(henrys)
Overshoot
Time
(sec)
Delay Time
(sec)
BW
(radjsec)
Gain Margin
Phase
Margin
(deg)
(%)
41
11.5
M
1.78
<o p
(dB)
0.1
0.4
0.6
0.5
48 50
40
35
4p
50
0.01
0.4
1.18
24
9.11
Closed-Loop Frequency Response Analysis of Nonunity Feedback Systems
The constant
function
is
M and N
loci
sections are limited to closed-loop systems with unity feedback,
and the Nichols chart analysis discussed in preceding whose transfer

is
When a system has nonunity feedback, the closed-
loop transfer function
M(s)
the constant
Q)
<M
f9-64)
and TV loci derived earlier and the Nichols charts of Figs. 9-27 and 9-28 cannot be applied directly. However, we can show that with a slight
modification these loci can
still
be applied to systems with nonunity feedback.
Let us consider the function
P( S )
G (s)H(s)
we have
M(s)H(s)
(965)
Comparing Eq.
(9-64) with Eq. (9-65),
P(s)
(9-66)
(9-64)
Information on the gain margin and the phase margin of the system of Eq. can be obtained in the usual fashion by constructing the Bode plot of
G(s)H(s). However, the G(jca)H(jco) curve and the Nichols chart together
give the magnitude
and phase plots
for M(jco), but forP(jco). Since M(jco)
P(jco) are related through Eq. (9-66), once the plots for P(co)
/Pijoo) versus co are obtained, the curves for M(co)
do not and versus co and

versus co are
and
<f>,(co)
determined from the following relationships:
Sec. 9.12
Frequency Domain
497
m (co)
9.12
IPjjco)
/H(jco)
(9-68)
Sensitivity Studies in the Frequency
Domain 4
in
The frequency-domain study of feedback control systems has an advantage

be clearly interpreted.
tivity considerations.
that the sensitivity of a transfer function with respect to a given parameter can
We
shall
show how the Nyquist
plot
and the Nichols
chart can be utilized for analysis and design of a control system based on sensi-
Consider that a control system with unity feedback has the transfer function
M^ = W)=TTW)
The
sensitivity
(9 ' 69)
of M(s) with respect to G(s)
is
defined as
q (y /U)
,
*"
or
om,"^
{S)
_ ~ _
dM{s)jM(s)
dG(s)IG(s)
qm(\
dM(s) G(s)
(Q-iu
Substituting Eq. (9-69) into Eq. (9-71) and simplifying,
we have
(9 " 72)
^ = r+W)
is
Clearly, the sensitivity function
a function of the complex variable
s.
In general,
it is
desirable to keep the sensitivity to a small magnitude.

it is
From
a design standpoint,
possible to formulate a design criterion in the following
form:
'
5*<'>l
iT+Wl^*
is
is
(9 " 73)
In the sinusoidal steady state, Eq. (9-73)
easily interpreted in the polar
coordinate by a Nyquist plot. Equation (9-73)

\l
written
G(jco)\>l
(9 . 74)
Figure 9-31 illustrates the Nyquist plot of a stable closed-loop system.
The
constraint on sensitivity given in Eq. (9-74)
is
interpreted as the condition
that the G(jco) locus
must not enter the circle with radius k. It is interesting to note that the sensitivity criterion is somewhat similar to the relative stability specifications of gain and phase margins. When the value of k is unity, the G(jco) locus must be tangent or outside the circle with a unity radius and centered
at the
( 1, jO)
point. This corresponds to a very stringent stability requirement,
margin is infinite. On the other hand, if the Nyquist plot of G(jco) passes through the ( 1, yO) point, the system is unstable, and the sensitivity is
since the gain
infinite.
498
of Control
Systems
Chap. 9
/ImC
G(.s)-plane
Fig. 9-31. Interpretation of sensitivity criterion with the
Nyquist
plot.
Equation (9-74) and Fig. 9-31 also indicate clearly that for low
This again points to the need of compromise
control systems.
sensitivity,
the magnitude of G(jco) should be high, which reduces the stability margin.
among
the criteria in designing
Although
Fig. 9-31 gives a clear interpretation of the sensitivity function
in the frequency
domain,
in general, the
Nyquist plot
is
is
design purposes. In this case the Nichols chart

the purpose of analysis
sensitivity.
again
awkward to use more convenient
for
for
and design of a feedback control system with a prescribed

is
Equation (9-72)
written
TO)
g-'(Jto)
1
G-^ja)
(9-75)
which clearly indicates that the magnitude and phase of Sffijco) can be obtained by plotting G'^jco) in the Nichols chart and making use of the constant loci
for constant sensitivity function. Since the vertical coordinate of the Nichols
chart
is
in decibels, the
G'^jco) curve in the magnitude-versus-phase coordinates

if
can be easily obtained
the G(ja>)
is
already available, since
G"
'
C/co)
dB
/g-'(ja>)
= - G(jco) = - /G(jco)
1
dB
(9-76)
(9-77)
example, the function G'^jco) for Eq. (9-61), Example Nichols chart as shown in Fig. 9-32, using the G(jco) plot in Fig. 9-30. The intersects of the G _1 (yto) curve in the Nichols chart with the constant loci give the magnitudes of Sg(jco) at the corresponding frequencies.
illustrative
9-1, is plotted in the
As an
Sec. 9.12
Frequency Domain
499
dB
Fig. 9-32.
Determination of the
sensitivity function
Sq
in the Nichols chart.
function of the feedback control system.
Figure 9-32 indicates several interesting points with regard to the sensitivity The sensitivity function Sg approaches
dB
or unity as co approaches infinity. Sg becomes zero as co approaches zero.

8
peak value of
dB
is
reached by
is
S%
at co
the closed-loop transfer function
most
sensitive to the
42 rad/sec. This means that change of G(jeo) at this
frequency and more generally in this frequency range. This result is not difficult to comprehend, since from the Nichols chart of Fig. 9-30 it is observed that
the stability and dynamic behavior of the closed-loop system
is
more
directly
governed by the G(jco) curve near

portions of G(jco) at frequencies
are not going to have a great effect
co p ,
much
40 rad/sec. Changes made to higher and much lower than 40 rad/sec
which
is
on the
relative stability of the system directly.

is
When
the loop gain of the system increases, the G(jco) curve
raised in the
Nichols chart domain, and the
G _1 (yco) curve must be lowered. If the G(ja>) curve

dB and
passes through the critical point at
80, the
system becomes mar-
500
of Control
Systems
Chap. 9
ginally unstable; the

tivity is infinite.
G'
{ja>) also
passes through the same point, and the sensi-
In this section
we have simply demonstrated
the use of the Nichols chart
for the analysis of the sensitivity function of a closed-loop system. In a design
problem, the objective
may be
is
to find a controller such that the sensitivity due

small.
to certain system parameters
REFERENCES
1.
Y. Chu, "Correlation Between Frequency and Transient Response of Feedback Control Systems," AIEE Trans. Application and Industry, Part II, Vol. 72, p. 82,
1953.
2.
H. M. James, N. B. Nichols, and R. S. Phillips, Theory of Servomechanisms, McGraw-Hill Book Company, New York, 1947.
B. H. Willis and R.
lator Problems,"
3.
W. Brockett, "The Frequency Domain Solution IEEE Trans. Automatic Control, Vol. AC-10, pp.
of Regu262-267,
July 1965.
4.
A. Gelb, "Graphical Evaluation of the Sensitivity Function Using the Nichols Chart," IRE Trans. Automatic Control, Vol. AC-7, pp. 57-58, July 1962.
PROBLEMS
9.1.
The pole-zero configuration of a closed-loop

Fig. P9-l(a).
(a)
transfer function
is
shown
in
Compute
the bandwidth of the system.
(b)
A zero
is
is
added to the closed-loop system,
as
shown
in Fig.
P9-l(b);
how
the bandwidth affected ?
../
x-plane
.)">
s-plane
\
45
s*
4?
-O-
-2
(a)
(b)
Figure P9-1.
Chap. 9
Problems
501
(c)
Another pole
is
inserted
on the negative
real axis in Fig. P9-l(b),
but at a
distance 10 times farther from the origin than the zero;
how
is
the band-
width affected ?
9.2.
The
(a)
specification given
on a
certain second-order feedback control system
is
that the overshoot of the step response should not exceed 25 per cent.
What
are the corresponding limiting values of the
damping
.
ratio
and peak
resonance
(b)
9.3.
p? (o p
Determine the corresponding values for

|
and
|
/ max
Sketch the closed-loop frequency response M(jco) as a function of frequency for the systems and responses shown in Fig. P9-3.
o-As
-<><H
X^_
i
i
xT~~
10
s(s
C
2)
(b)
~~x
A \r*
,
+2s
10
s(s
C
2)
jy
(c)
+0.5x
10
s(s
+ 2)
(d)
Figure P9-3.
502
of Control
Systems
Chap. 9
(e)
Sketch the unit step response for the system whose shown. Assume that the system is of second order.
|-versus-co
curve
is
as
\M\
|1.5
0.8
^*~~~
a.
rad/sec
(e)
Figure P9-3 (Cont.).

9.4.
The closed-loop
is
given by
(s)
R(s)
(1
+ 0.01s)(l + 0.055 + 0.0ls T
(a) Plot the
frequency response curve for the closed-loop system.
(b)
Determine the peak resonance peak

the system.
and the resonant frequency
a> of
(c)
Determine the damping ratio and the natural undamped frequency co of the second-order system that will produce the same M and (O p determined
for the original system.
9.5.
The open-loop
is
G(i)
(a)
=
s(\
it
+ 0As)(l + s)
Determine the value of

equal to
1.4.
K so
that the resonance peak
of the system
is
(b)
(c)
Determine the value of so that the gain margin of the system is 20 dB. Determine the value of K so that the pliase margin of the system is 60.
is
9.6.
The open-loop
G(s) = uw s(l + s)(l + 0.01s)
+ tS )
Determine the smallest possible value of

gain margin.
9.7.
T so
that the system has
an
infinite
The open-loop
is
G(i)
=
s(l
+ 0.ls)(.l + 0.0015)
Determine the value of K if the steady-state error of the output position must be less than or equal to 0.1 per cent for a ramp function input With this value of K, what are the gain margin and the phase margin of the system? Plot G(s) in the gain-phase plot and determine the resonance peak p and the resonant
frequency
9.8.
a>.
A random compensation
in
network
is
added
to the forward path of the system
Problem
9.7,
so that
now the open -loop transfer function
reads
Chap. 9
Problems
503
G(s)
=
5(1
K(l + 0.01675) + 0.00222j)(1 + 0.1s)(l + 0.0015)

Plot the gain-phase diagram
where
K is determined in part (a) of Problem 9.7.
of G(s). Evaluate
p , 0i p , the gain
margin, the phase margin, and the band-
width of the compensated system.

9.9.
The Bode diagram of the open-loop transfer function control system is shown in Fig. P9-9.
G(s) of a unity feedback
co(rad/sec
0.1
10 3
10 4
Same
to cj
slope
-0
/G(/co)
Figure P9-9.
(a)
(b) If the
(c)
Find the gain margin and the phase margin of the system. open-loop transfer function is changed to e~ Ts G(s), find the value of T so that the phase margin of the system is 45. Then find the value of T so that the gain margin is 20 dB. What is the velocity error constant of the system in part (a) ? in part (b) ?
10
Introduction to Control
Systems Design
10.1
Introduction
Design of control systems represents an interesting and complex subject in control systems studies. In a simplified manner the design problem of control systems can be described with the aid of the block diagram of Fig. 10-1. The figure
u(0
Control vector
Fig. 10-1.
Controlled process G
p
c(f)
Controlled variable
vector (output vector)
Block diagram of a controlled process.
variables,
is
shows a controlled process whose output vector c(f) represents q controlled and the control vector u(f) represents p control signals. The problem
to find a set of "appropriate" signals, u(7), so that the controlled variable
c(f)
vector
simplified
behaves as desired. The description of the basic design problem by overlooking the possible existence of external disturbances.
the desired control vector u(f) for satisfactory control
is
is
a controller
and
is determined, usually needed to generate this control from the reference inputs the state vector x(r) or output c{i). Figure 10-2 illustrates the block diagram
Once
of a control system whose control vector

the state vector. This type of system
is
is
derived from the input vector and
also referred to as one with state feed-
back.
The block diagram of
Fig. 10-2
is
trating the philosophy of designing control systems,

it
intended only for the purpose of illusand no attempt is made for
to include all possible configurations.
504
Sec. 10.1
Introduction
505
lit)
u(0
Controller
Controlled
process
c(0
x(f)
Fig. 10-2. Block
diagram of a control system with
state feedback.
It is interesting to give
trol
system design theory, which
a brief review on the history of development of conmay help gain perspective in the understanding
of the subject.
The early stage of the theoretical development of the design of control systems was characterized by the works of Nyquist, Hall, Nichols, 2 and Bode, who developed such classical methods as the Nyquist plot, Bode diagram, and Nichols chart. A unique feature of these methods is that they are all graphical techniques which are conducted in the frequency domain. As was pointed out earlier that in the design of control systems, it is the time response that is of
1
importance, rather than the frequency response. The use of the frequencydomain techniques is simply due to the fact that the graphical techniques are
convenient to apply.
The
classical design
methods are characterized by
first fixing
the configura-
tion of the system to be designed. In other words, the designer
a suitable system configuration. For instance, Fig. 10-3(a) diagram of a system with the controller located in the forward path of the system. This is a very common practice because of the versatility of the scheme, and
is said to have a cascade or series compensation. Figure 10-3(b) shows another scheme of compensation by having a controller in the feedback path, and this is often referred to as the feedback compensation. In general, other configurations, such as having controllers in both the forward path and the feedback path, may be used if desired. In practice, the controllers or compensators used in control systems may assume a great variety of forms. In the simple cases, the controller may be passive networks in the form of low-pass, high-pass, or band-pass filters, or networks with active elements. In elaborate cases, the controller may even be a mini-computer.
must first choose shows the block
the system
The proper
selection of the system configuration as well as the contents of
the controller depend to a great extent
on the experience and ingenuity on the
part of the designer. In the frequency-domain design, the design specifications usually are given in terms of such criteria as gain margin, phase margin, peak
resonance, and bandwidth. These criteria, however, should be related to the time-domain specifications, such as rise time, overshoot, and settling time,
which are more
direct
measurements of the system's performance.
position. This
of control systems is very much a trial-and-error proa distinct disadvantage of the method, since it does not indicate whether a solution even actually exists for the design problem at the outset. It
The
classical design
is
506
Chap. 10
r(f)
-6/\
e(0
Controller
u(t)
Controlled
process
c(r)
(a)
r(0
e(f)
/\
,
u(f)
Controlled
process
c(0
Gp
Controller
Gc
(b)
Fig. 10-3.
of compensation,
Block diagrams of control systems with two different schemes (a) Series compensation, (b) Feedback compensation.
is entirely possible that the design requirements are so stringent or may even be contradictory so that they cannot be satisfied by any system configuration or controllers that are physically realizable. Even when a solution does exist, the
system that is very seldom the best by any standards. margin and phase margin are measures of the relative stability of a control system. A system having a gain margin of, say, 20 dB or a phase margin of 45 does not imply that it is optimal in any sense.
classical design yields a
For
instance, gain
in 1950 made posof control systems to be carried out in the ,?-plane. The main advantage of the root locus method is that information on frequency-domain as well as time-domain characteristics can be derived directly from the pole-zero
sible the design
The introduction of the root locus technique by Evans 4
With the knowledge of the closed-loop transfer function poles and zeros, the time-domain response is determined readily by
configuration in the j-plane.
means of inverse Laplace transform, and the frequency response is obtained from the Bode plot. However, the root locus design is still basically a trial-anderror procedure, and it relies on the reshaping of the root loci to obtain a satisfactory pole-zero configuration for the closed-loop transfer function.
The work by Norbert Wiener 3 in the late 1940s opened a new horizon to the design of control systems. Wiener introduced not only the statistical considerations of control systems but also the idea of the performance index. For the first time, the design engineer was able to start from a set of design criteria
Sec. 10.1
Introduction
507
and carry out the design by means of a completely

able to design a control system that
to a given performance criterion.
is
analytical procedure.
He
is
optimum
or the best possible with respect
In
many
practical applications of control systems, the actual signals
and
disturbances subjected by a control system
may be random
in nature.
Unlike
the deterministic signals, such as the step function
and the sinusoidal function
considered in the preceding chapters, random signals can be adequately described only by their statistical properties. For instance, in the problem of controlling
the antenna of a radar system, the wind force acting
on the antenna
is
best
described by some probabilistic function rather than by a sine wave or any other deterministic signals. The main difference between a deterministic signal and
a
is
random
signal
is
that the magnitude of the latter can only be described as

it
what
a given time. The principle of Wiener's optimization technique is demonstrated by the block diagram shown in Fig. 10-4. The design objective is to determine the
the probability that
will lie in a certain range at
closed-loop transfer function C(s)/R(s) of the system such that the error between the desired output and the actual output is minimized. In Wiener's statistical
design technique, the mean-square value of the error e(t)
is
used as the perfor-
mance
index, /; that
is,
= lim
\t) dt
(10-1)
r(0
Noise
7\
Controller
Process
Gp
'
c(0
r
/x
(0
rs
Signal
Desired system
(model)
Fig. 10-4.
Block diagram of control systems designed by Wiener's optimi-
zation technique.
for using the mean-square error as the performance index is that the minimization of this particular performance index induces an analytical design procedure which makes use of the mathematical functions already defined in the theory of probability and statistics. However, in practice, a system that is
The reason
optimum
in the sense of
minimum mean-square
it is
error
may be
ideal only for
certain situations but not for others. In fact,
not
difficult to see
from Eq.
(10-1) that the mean-square-error criterion places heavier
emphasis on large
errors than
on smaller
ones.
508/
Chap. 10
In reality, the configuration

cal design of systems with
shown in Fig. 10-4 can be used for the analytirandom inputs as well as systems with deterministic
is
inputs.
When
the input signal
considered to be deterministic, other perfor-
mance
indices such as those listed

2
below can be treated mathematically:

[t\e{t)\dt Jo
f"
(0<ft
Jo
f\<t)\dt
first of these criteria is known as the integral-square error (ISE) and most popular one used for the analytical design of control systems. The reason for this popularity is due to the fact that the integral is directly related to the Laplace transform domain through Parseval's theorem. The importance of Wiener's work and the analytical design is not so much because the techniques have found significant applications in control systems
In fact, the
is
the
practice, but because these represent a revolution in design principle
from the
conventional trial-and-error methods.
At approximately the same time the analytical design principle and techniques were being developed, Truxal 5 proposed a synthesis procedure through pole-zero configuration in the j-plane. The synthesis still makes use of the conventional design specifications, such as the relative
damping ratio
error constants,
Based on the design specifications, the closed-loop transfer function of the control system is first determined, and then the corresponding open-loop transfer function is
signals are deterministic.
bandwidth, and
rise time,
and the input
found. The advantage of this synthesis method over the classical frequencydomain design is that the designer is able to determine if the given set of specifications are consistent at the beginning of the design, so the amount of guesswork
and
trial and error are cut to a minimum. Furthermore, Truxal' s synthesis starts with the closed-loop transfer function and then works toward the transfer func-
tion of the controller, whereas the frequency-domain design starts out with the controller and then works toward the closed-loop transfer function to see if the design specifications are satisfied.
It is very difficult to pinpoint exactly when the modern control systems theory was inaugurated. In fact, the mathematical foundation of certain aspects of modern control theory can be traced far back to works that were completed some seventy years ago. For instance, the state-variable approach to linear sys-
tems
is
well
known
to mathematicians as the theory of solutions of first-order
Liapunov's method on stability was based on his Ph.D which was completed in 1892. The linear programming technique, which has significant impact on modern control theory and practice, was developed about 1939. These significant contributions, among many others, did not become
differential equations.
thesis,
widely
time.
known
until recent years because they
were
much
too far ahead of their
The launch of the space age has placed a challenge to the control engineer new methods of design of more complex control systems and to meet more rigid requirements. The control engineer soon discovered that the conventional design was no longer adequate and rigorous enough to handle the complicated problems encountered in modern fire control systems, autopilot systo find
Sec. 10.1
Introduction
509
terns, missile
guidance systems, spacecraft rendezvous control systems, and
many
others.
Modern
societal systems are
modeled by complex models with
multiple inputs
trol theory.
and outputs which
are difficult to handle even with optimal con-
Consequently, not only new design principles have been developed, many of the mathematical contributions that have long been neglected were rediscovered and made applicable to the practical control problems. In a sense,
but
the classical control system design
is
truly
an engineering endeavor, and the
modern control design contains, first, the development and formulation of the mathematical theory, and second, the application of the mathematical principles to practical design problems. Indeed, at present,
many areas of the advanced

generally recognized that
control theory are
still
at the theoretical stage,
and
it is
a gap
between theory and practice in the design of control systems. The objective of modern control design can be described by two words optimal control. In other words, a system is to be designed so that it is optimum
still
exists
in a prescribed sense.
multivariable controlled process
For instance, with reference to the block diagram of the shown in Fig. 10-2, one of the common probis
lems in optimal control

interval
x(/
) t
to determine the control vector u(r) over the time
f so that the state vector x(t) is brought from the initial state to the desired final state x(^) in the shortest possible time, subject to the
t t
< <
given controlled process and possibly other constraints.
The problem
is
usually
referred to as the minimal-time problem or time-optimal problem.
In general, the performance index

integral
/ can be
represented by the following
/=
CF[x(t),u(t),t]dt
(10-2)
set at unity, so
where Fis a scalar function. For the minimal-time problem, Fis
r
initial
dt
ta
(10-3)
Minimizing / is therefore equivalent to minimizing the time interval between the
and the
final times.
if it is
x,,
As another example,
desired to drive the state vector x(t) as close as
possible to the desired state
(t t ), while keeping the f magnitudes of the controls within reason, the following performance index may be used
,
over the time interval
f
where
" [x(0 f
xJ'Q[x(/)
xj
u'(0Ru(0} dt
(10-4)
Q and R are symmetric matrices. The extensive use of applied mathematics in modern control theory has made it difficult for one to make a quick transition from the classical design to the modern. The classical design is characterized by such terminology and tools as transfer function, poles and zeros, frequency response, root loci, Bode plot, and Nyquist plot. In optimal control studies we shall find a set of new terms such
as state variables, state equations, state transition matrix,
principle, Liapunov's
maximum or minimum
methods, gradient technique, linear programming, dyna-
mic programming,
controllability,
and
observability.
510/
Chap. 10
In this section
of control systems theory. The discussions and reference

exhaustive. It
is
we have given a brief discussion of the historical development made are by no means hoped that these introductory remarks will give the reader a
on the subject of design. The remaining part of
this
general idea of the basic problems involved in the design of control systems before entering the details
chapter will contain subjects
on
the classical design methods.
The
analytical
1 1
design method and certain aspects of optimal control are covered in Chapter
10.2
Systems
In this section the classical design of control systems will be carried out in the
frequency domain and the .-domain. The designs are mainly affected by means of Bode plot, Nichols chart, and the root locus.
To
illustrate the basic principle
of the classical design,
let
us consider the
following example. Let us begin by considering the transfer function of a controlled process
,(1
+ ,X
*+
0-0125.)
10 " 5 >
The closed-loop system is considered to have a unity feedback. It is required that when a unit ramp input is applied to the closed-loop system, the steady-state
error of the system does not exceed
1
per cent of the amplitude of the input ramp,

in
which is
unity.
Thus when we use the approach discussed

find the
Chapter 6 on steadyfulfill this
state error,
we can
minimum
value of
K in
=
order to
error
requirement
steady-state error
e ss
lim
_ < 0.01
it is
(10-6)
Therefore,
K must be greater than
100.
However, applying the Routh-Hurwitz

easy to
criterion to the characteristic equation of the closed-loop system
show that the system is unstable for all values of A" greater than 81. This means that some kind of compensation scheme or controller should be applied to the system so that the steady-state error and the relative stability requirements can be satisfied simultaneously. It is apparent that this controller must be able to
keep the zero-frequency gain of s times the open-loop transfer function of the compensated system effectively at 100 while maintaining a prescribed degree of
relative stability. illustrated
The
principle of the design in the frequency
domain
is
best
by the Nyquist plot of Gp (s) shown in Fig. 10-5. In practice, we seldom use the Nyquist plot but rather the Bode plot for design, because the latter is easier to construct. When K = 100, the system is unstable, and the Nyquist plot of G p (s) is shown to enclose the ( 1,7*0) point. Let us assume that we desire to realize a resonance peak of p = 1.25. This means that the Nyquist plot of = 1 .25 from below. If Gp(s) must be tangent to the constant-M circle for is the only parameter that we can adjust to achieve the objective of p = 1.25, Fig. 10-5 shows that the desired value of K is 1. However, with this value of K,
Sec. 10.2
Systems
511
G-plane
i/ImC
Constant
M locus, M =
.25
ReG
Fig. 10-5.
Nyquist plot for
Gp{s) =
sec" 1 ,
K/[s(l
s)(l
0.01255)].
the velocity error constant

is
and the steady-state error requirement Since the steady-state performance of the system is governed by the characteristics of the transfer function at the low frequency, Fig. 10-5
is
only
not
satisfied.
shows that in order to simultaneously satisfy the transient and the steady-state requirements, the Nyquist plot of Gp (s) has to be reshaped so that the highfrequency portion of the locus follows the 1 plot and the low-frequency portion follows the 100 locus. The significance of this locus reshaping is
K=
K=
that the compensated locus

circle at
shown in Fig. 10-5 will be tangent to the 1.25 a relatively high frequency, while the zero-frequency gain is maintained at 100 to satisfy the steady-state requirement. When we inspect the loci of Fig.
10-5,
it is
M=
clear that there are
two
alternative approaches in arriving at the
com-
pensated locus
1.
from the 100 locus and reshaping the locus in the region near the resonant frequency ca while keeping the low-frep quency region of Gp(s) relatively unaltered.
Starting
,
K=
2.
Starting
from the
K=
locus and reshaping the low-frequency
portion of
Gp (s)
to obtain a velocity error constant of
K =
v
100
while keeping the locus near co
co p relatively
unchanged.
512
Chap. 10
is pushed in the added to the system in the positive direction in the proper frequency range. This scheme is basically referred to as phase-lead compensation, and controllers used for this purpose are often of the high-pass-filter type. The second approach apparently
In the
first
approach, the high-frequency portion of
G p (s)
is
counterclockwise direction, which means that more phase
involves the shifting of the low-frequency part of the
K=
trajectory in the
clockwise direction, or alternatively, reducing the magnitude of
G p (s)
with
K=
100 at the high-frequency range. This scheme
is
often referred to as phase-lag
compensation, since more phase lag

is
is
introduced to the system in the lowis
frequency range. The type of network that

often referred to as low-pass
filters.
used for phase-lag compensation
Figures 10-6 and 10-7 further illustrate the philosophy of dssign in the frequency domain using the Bode diagram. In this case the relative stability of the system is more conveniently represented by the gain margin and the phase
ofG p (jco) show that when K = 100, the gain and phase margins are both negative, and the system is unstable. When K = 1, the gain and phase margins are both positive, and the system has quite a comfortable safety margin. Using the first approach, the phase-lead compensation, as described earlier, we add more phase lead to G p {jcS) so as to improve the phase margin. However, in attempting to reshape the phase curve by use of a highpass filter, the magnitude curve of Gp {jco) is unavoidably altered as shown in
margin. In Fig. 10-6 the Bode plots
Fig. 10-6. If the design is carried out properly,
in relative stability using this
it is
possible to obtain a net gain

Fig. 10-7 serves
approach. The Bode diagram of
aa
80
60
^
'A
40
^>
o u a 3
a.
20
<
-20
-40
-90
^
ft.
180
-270
<*
O
<o rt
J=
.0*
0.01
co rad/sec
10
100
1000
Fig. 10-6.
Bode plot of G p (s)
K/[s(l
?)(!
0.0125.$)]
with phase-lead
compensation.
Sec. 10.2
Systems
513
CQ
80 60 40
^
3
<1
o
<D
20
T)
a H <
- 20
-40
-90
^-v
J
d.
180
IS
-270
o
5
-360
0.01
cj rad/sec
43
a.
1000
Fig. 10-7.
Bode
plot of
Gp (s) =
#/[,$( I
s)(\
0.0125.*)]
with phase-lag
compensation.
to illustrate the principle of phase-lag compensation.

positive phase to
If,
instead of adding
more
the amplitude
G p (jco) at the high-frequency range as in Fig. 10-6, we attenuate of Gp {jco) at the low frequency by means of a low-pass filter, a
is
similar stabilization effect can be achieved.
that if the attenuation
affected at a sufficiently
The Bode diagram of Fig. 10-7 shows low frequency range, the effect
on the phase
shift
crossover frequency.
due to the phase-lag compensation is negligible at the phaseThus the net effect of the compensating scheme is the
relative stability of the system.
later that the transfer function
improvement on the It will be shown
of a simple passive network
controller can be represented in the
form of
s
G
where for a high-pass
this transfer function,
filter,
it is
{s)
s
z,,
+ z, + Pi
filter,
(10-7)
p^
>
and for a low-pass
<
z,.
Using
now
possible to explain the two basic approaches of
compensation using the root locus diagram. The root locus diagram of the closed-loop control system which has the Gp (s) of Eq. (10-5) as its open-loop transfer function is shown in Fig. 10-8. The root loci clearly indicate the instability condition when K = 100. Using the phase-lead compensation, with the transfer function of Eq. (10-7), p > z,, the resulting root loci are shown in Fig. 10-8. If the values of z and;?, are chosen
x
x
appropriately, the complex roots of the closed-loop system with
K=
100
may
be
moved
into the left half of the j-plane.
514
Chap. 10
i-plane
No compensation
K=0
K
-80
Fig. 10-8.
(s)
Root locus diagrams of
GMGp = [K(s + Zi)V[s(s +/iXl

The root locus diagram of
compensation
Gp (s) = K/[s(l + s)(l + 0.0125,?)] + s)0 + 0.0125.*)] (/>, > z,).
and
Fig. 10-9 illustrates the principle of phase-lag

/, is
in the s-domain. In this case
chosen to be
less
than z u but
for effective control, the two values are chosen to be very close to each other
and
are relatively small. Because of the closeness of z, and p u the portion of the root
loci that represents the
dominant eigenvalues of the system are not much affected by the compensation. However, the stability of the compensated system is im= 100 are shifted into the left half of the proved since the points at which j-plane. Details of the design using the above mentioned techniques are given in the following sections. One should not be misled that any given control system can always be compensated satisfactorily by either of the two schemes discussed here. It will be shown that, for systems with certain characteristics, satisfactory

Sec. 10.3
Phase-Lead Compensation
515
700
s-plane
No
compensation
//
With 'compensation
/(
K=
100
K
-
K=
X
K=
*
K=
*
-80
Fig. 10-9.
Gc(s)G(s)
Root locus diagrams of G p (s) = [K(s + ziflMs +pi)(l +
Kl[s(\
+ s)(l + 0.0125.$)]
<
r
t
and
5)(1
0.0125*)] (Pi
).
compensation cannot be accomplished by phase-lead networks alone. However, this does not mean that proper compensation may then be achieved by using phase-lag networks, for it is quite common that neither scheme is feasible, and
some combination of lead and
lag characteristics
is
needed.
10.3
In Chapter 6 a simple phase-lead compensation scheme using the transfer function (1 Ts) was described under the name "derivative control." Although this
transfer function represents the simplest configuration for a phase-lead scheme,

in practice, (1
Ts) cannot be realized as a transfer function by any passive
and simple phase-lead network is shown in Fig. 10-10. Although the network may be simplified still further by eliminating R such a
network.
practical
l ,
516
Chap. 10
Sees zero
-WW
Sccs
infinite
impedance
impeda
ice
Fig. 10-10. Passive phase-lead network.
network would block dc signals completely and cannot be used as a

pensator for a control system.
series
com-
The
transfer function of the network
is
derived as follows by assuming that

is
the source impedance which the lead network sees
zero,
and the output load
impedance
is infinite.
This assumption
is
necessary in the derivation of the
any four-terminal network.
E
or
2 {s)
E,{s)
Ri
R 2 + R,R 2 Cs R R 2 Cs +R
2
t
(10-8)
E2 (s)
E^s)
Let
/?,
R,Cs
2
Ri
+R
+ r7Tr~
_i_
RjR 2 r Cs
(10-9)
+R
R2
a>
(10-10)
and
R,
then Eq. (10-9) becomes
1 1 1
R^R 2 c
+R
(10-11)
(s)
+ aTs + Ts
>
(10-12)
In the following sections, the characteristics of the
RC phase-lead
network
and various design considerations are considered.

Characteristics of the
RC Phase-Lead Network
(10-12), the transfer function

s
Pole-zero configuration of the phase-lead network. As seen from Eq. of the phase-lead network has a real zero at \/aT and a real pole at s l/T. These are represented in the s-plane as
RC
shown
zero
is
in Fig. 10-1
1.
By varying
the values of a and T, the pole and zero
may be
1,
located at any point on the negative real axis in the s-plane. Since a
>
the
is
always located to the right of the pole, and the distance between them determined by the constant a.
Polar plot of the RC phase-lead network. When using the RC phase-lead network of Fig. 10-10 as a compensator for control systems, the attenuation, l/a, of Eq. (10-12) is overcome by the amplifier gain of the system, so it is neces-
Sec. 10.3
617
/"
s-plane
Pole
Zero
- i/r
- \/aT
Fig.
10-11. Pole-zero configuration of a passive phase-lead network.
E2 (j)/,(s)
=(l/a)(l
a7S)/(l
Ts).
sary only to investigate the transfer function
E E
2 (s)
x
1 1
{s)
is
+ aTs + T5
(10-13)
The polar
plot of Eq. (10-13)
shown
in Fig. 10-12 for several different
values of a. For any particular value of a, the angle between the tangent line
drawn from the

phase lead
,
origin to the semicircle
and the
real axis gives the
maximum
m which the network can provide. The frequency at the tangent point, co m represents the frequency at which <f> m occurs. It is seen that, as a increases, the maximum phase lead, <j> m> also increases, approaching a limit of 90
<f>
as a approaches infinity.
The frequency
co m
decreases with the increase in
a.
0\
<aj< "3
J Im
a
E 2 (fu) E (/co)
x
plane
03
\
CO
CO
\
<t>m\
s\
1
\
aTs)l(l
/^^^l/^
| co
1
mX
co - \
CO -V ool
\
CO -*oo|
\
Re
a,
a2
i
a3
Fig. 10-12. Polar plot of
a[E 2 (.s)IE
(s)\
(1
Ts).
518
Chap. 10
Bode plot of the RC phase-lead network. In terms of the Bode plot, the network of Fig. 10-10 has two corner frequencies: a positive corner frequency at co = 1/aT and a negative corner frequency at at == \\T. The Bode diagram of aE2 (jco)/E (jco) is shown in Fig. 10-13.
RC
aE-,
20 dB/decade
slope
20 log 10 a
dB
J_ aT
aE-,
Fig. 10-13.
(1
Bode plot of the phase-lead network aE2 (s)/Ei(s)
=- (I
aTs)/
Ts) (a
>
1).
Analytically,
is
0 and
co m
may
the geometric
mean of the two corner

log io co m
be related to the parameters a and T. Since frequencies, we can write
co m
yflogio
^j,
log 10
y)
(10-14)
Thus
(10-15)
To determine
E^jco) as
the
maximum
phase lead,
<f>
we
write the phase of
aE 2 (jco)/
(10-16)
Arg
-
2 (jcoT EiUco)-
tan'
aTco
tan"
To
from which we have

tan
1
aTco
Tco
(10-17)
(aTco)(Tco)
Sec. 10.3
519
When
q>
a),,
= -JL-
VaT
(10-18)
Therefore, Eq. (10-17) gives tan
ia-mUa) = a_^
1
2v
or
sin
= JTI
(10 " 20)
This
last
expression
is
a very useful relationship in the proper selection of the
value of a for compensation design.
Design of Phase-Lead Compensation by the Bode Plot Method Design of linear control systems in the frequency domain is more prefBode plot. The reason is simply because the effect of the compensation network is easily obtained by adding its magnitude
erably carried out with the aid of the
and phase curves,
respectively, to that of the original process.
For the phasespecifications

re-
lead compensation employing the
RC network of Fig.
It is
10-10, the general outline
of the design procedure
is
as follows.
assumed that the design
simply include a steady-state error and phase margin-versus-gain margin quirements.
1.
The magnitude and phase-versus-frequency curves

pensated process
for the
uncom-
Gp (s)
are plotted with the gain constant
set
according to the steady-state error requirement.

2.
The phase margin and the gain margin of the original system are read from the Bode plot, and the additional amount of phase lead
needed to provide the required degree of relative stability is determined. From the additional phase lead required, the desired value of m is estimated accordingly, and a is calculated from Eq.
<j)
(10-20).
3.
Once a is determined, it is necessary only to obtain the proper value of T, and the design is in principle completed. The important step is
to place the corner frequencies of the phase-lead network, 1/aT,
4.
and \/T such that m is located at the new gain-crossover frequency. The Bode plot of the compensated system is investigated to check
(/>
that all performance specifications are met;
if
not, a
new value of
<f>
must be chosen and the

5.
steps repeated.
If the specifications are all satisfied, the transfer function of the
phase-lead network
is
established
from the values of a and
T.
The following numerical example

phase-lead design.
will illustrate the steps involved in the
Ic
, 1
.5
a s
OS
î
3
'
5"
+
xf
u
CQ
e o
o
0/
u
<u
5 O
o
M
o
520
Sec. 10.3
Phase- Lead Compensation
521
Example
10-1
Consider the sun-seeker control system described in Section 5.13. The block diagram of the system is shown in Fig. 10-14. It is assumed that for small signal, the error discriminator can be approximated
is,
by a
linear gain ; that
~7
(X
'
=K =
s
constant
(10-21)
The tachometer
problem.
in the original system has also been eliminated for the present design block representing the controller, in case it is needed, is inserted between the two amplifiers. The parameters of the system are given as
RF =
b
10,000 Q.
K = 0.0125 volt/rad/sec Km = 0.0125 newton-m/amp

Ra =
/
s
6.25
Q
kg-m 2
10" 6
K =0.1 amp/rad K = variable

B= n =
The open-loop
Oq(s)
800

s
uncompensated system
is
written
Kl "~^>
a(s)
_ K RF KKm jn ~~ RaJs 2 + Km K s
b
,. -.,
Substituting the numerical values of the system parameters, Eq. (10-22) gives
6
The
(s)
Ws)
_ 2500* ~ s(s + 25)
no' Li) KW ,
specifications of the system are given as
2.
The phase margin of the system should be greater than 45. The steady-state error of a(/) due to a unit ramp function input should be
less
than or equal to 0.01 rad per rad/sec of the
final steady-state
output
velocity. In other
be
less
words, the steady-state error due to a ramp input should than or equal to 1 per cent.
The following
1
.
steps are carried out in the design of the phase-lead
compensation
Applying the final-value theorem, we have

lim ait)
l^~
lim s*(s)
j-,0
lim s
s-0
1
/*\ + [Po(s)/(j)]
(10-24)
Since 9 r (s)
1/s 1 ,
using Eq. (10-23), Eq. (10-24) becomes

lim a(0
0.01/*
(10-25)
Thus we see that if K = 1, we have the steady-state error equal to 0.01. However, for this amplifier gain, the damping ratio of the closed-loop system is merely 25 per cent, which corresponds to an overshoot of over
522
Chap. 10
1.5
Without compensation
With phase-lead compensation, GJs) =
+
',
+ 0.0106s
"'2?^ 2s
MO
With phase-lead compensation,
Gc (s) =
tn^tlir
0.2
0.3
0.4
Time (seconds)
Fig. 10-15. Step responses of the sun-seeker system in
Example
10-1.
44.4 per cent. Figure 10-15 shows the unit step response of the closed-loop
system with
2.
K=
1. It is
seen that the step response
is
quite oscillatory.
3.
6 (s)loi,(s) of the uncompensated system, with K = 1, is sketched as shown in Fig. 10-16. The phase margin of the uncompensated system, read at the gain-crossover frequency, <a c = 50 rad/sec, is 25. Since the phase margin is less than the desired value of 45, more phase lead should be added to the open-loop
The Bode
plot of
system.
4.
Let us choose to use the phase-lead network of Fig. 10-10 as the controller. Then, the transfer function for the controller of Fig. 10-14 is
E
As mentioned
lead network
is
= G (s)
c
1
1
+aTs
(.s)
Ts
(10-26)
accompanied by the phaseby the other amplifier gains. Since the desired phase margin is 45 and the uncompensated system has a phase margin of 25, the phase-lead network must provide the additional 20 in the vicinity of the gain-crossover frequency. However, by inserting the phase-lead network, the magnitude curve of the Bode plot is also affected in
earlier, the attenuation, 1/a,
assumed
to be absorbed
Sec. 10.3
S23
40
I
I I I I I
I
II
0) _
a(s)
100
s(l+ 0.04s)
20
dB
., GcW-(i+ 0.0106s)
100(1 + 0.0262s)
s(l
(1+ 0.0262s)
20
+ 0.04s)(l + 0.0106s)
I
Phase of lead network
^^
Phase of compensated system
-90
Phase of original system
Phase margin of compensated system
Phase margin of original system
180
_l
Itl
-'
'''I
1000
L_
10
50
60
100
co rad/sec
Fig. 10-16.
Bode
plots of
compensated and uncompensated systems
in
Example
10-1.
such a way that the gain-crossover frequency is shifted to a higher frequency. Although it is a simple matter to adjust the corner frequencies, IjaT&nd \jT, so that the maximum phase of the network, m falls exactly at the new gain,
crossover frequency, the original phase curve at this point
is
no longer
25,
and could be considerably
less.
This represents one of the main

if
difficulties in
the phase-lead design. In fact,
the phase of the uncompensated system
decreases rapidly with increasing frequency near the gain-crossover frequency,
phase-lead compensation
may become
ineffective.
In view of the above mentioned
difficulty,
amount of phase
selecting a
lead,
it is
essential to include
when estimating the necessary some safety margin to account
for the inevitable phase dropoff. Therefore, in the present design, instead of
m of 20,
we let
m be 25. Using Eq. (10-20), we have

sin 25
sin0
= 0.422 = a+
2.46
(10-27)
1
from which we
get
(10-28)
To determine the proper location of the two corner frequencies, 1/aTa.nd ljT, it is known from Eq. (10-18) that the maximum phase lead m occurs at the geometrical mean of the corners. To achieve the maximum phase margin with the value of a already determined, m should occur at the new gain-crossover frequency a>' which is not known. Thus the problem now c
<j> <f>
,
524
Chap. 10
is to locate the two corner frequencies so that accomplished graphically as follows:
(f>
m occurs
at co' c
This
may be
calcu-
(a)
The zero-frequency attenuation of

lated:
the phase-lead network
is
20 log 10 a
(b)
20 logi 2.46
7.82
dB
(10-29)
The geometric mean
co m of the two corner frequencies \/aT and \\T should be located at the frequency at which the magnitude of the
uncompensated transfer function 9 (jco)la(jco) in decibels is equal to the negative value in decibels of one half of this attenuation. This way, the magnitude plot of the compensated transfer function will pass through the 0-dB axis at co = co m Thus CO m should be located at the frequency where
.
floC/Q>)
~ =
7 oo
-3.91 dB
is
(10-30)
co m
--=
From
Fig. 10-16, this frequency
found to be
60 rad/sec.
Now
using Eq. (10-15),
we have
x 60
-j
= VaOJm = \/2A6
94 rad/sec
(10-31)
Then
^j,
38.2 rad/sec
(10-32)
The parameters of
the phase-lead controller are
now
determined. Figure 10-16

is
shows that the phase margin of the compensated system transfer function of the phase-lead network is
17(f)
approximately 48. The
1 1
+aT,9
11+ 0.02625
2.46
1
(s)
Ts
+ 0.0106*
(10-33)
Since it is assumed that the amplifier gains are increased by a factor of 2.46, the open-loop transfer function of the compensated sun-seeker system becomes
flofr)
6150(5
s(s
38.2)
*{s)
25){s
94)
u "-34)
In Fig. 10-17 the magnitude and phase of the original and the compensated systems are plotted on the Nichols chart. These plots are obtained by taking the data
directly
p
,
from the Bode plot of Fig. 10-16. From the Nichols chart, the resonance peak, of the uncompensated system is found to be 1 .88, or 5.5 dB. The value of p with
compensation
the bandwidth
is
1.175, or 1.4 dB.

is
One more important
point
is
that the resonant
frequency of the system

is
decreased from 50 rad/sec to approximately 37 rad/sec, but

in Fig. 10-15.
increased from 70 rad/sec to 110 rad/sec.
The unit step response of the compensated system is shown

the response of the system with the phase-lead controller
that of the original system.
cent,
is
Note
that
far less oscillatory than
and the
rise
time
is
also reduced.
The overshoot is reduced from 44.4 per cent to 24.5 per The reduction of the rise time is due to the
increase of the bandwidth by the phase-lead controller.
On
the other hand, excessive
bandwidth may be objectionable

signals
in certain systems
where noise and disturbance
may
be
critical.
In the present design problem,
we
notice that a specification of 45 for the phase

in the step response.
margin yields an overshoot of 24.5 per cent

capability of the phase-lead controller,
we
select
To demonstrate the a to be 5.828. The resulting controller
-160
-140
Phase (degrees)
-120
Fig. 10-17. Plots of
GO)
in Nichols chart for the system in
Example
10-1.
52S
1.0
300
Example
Fig. 10-18. Closed-loop frequency responses of the sun-seeker system in 10-1.

oo t
'/CO
K
5-plane
,
/sT=2500-
/48.3
K=
-25
a:
= o
K =25001
'
/48.3
K
oo
(a) G(s)
=
s(s
+ 25)
in
Fig. 10-19.
(a)
Root locus diagrams of the sun-seeker system Uncompensated system.
Example
10-1.
526
Sec. 10.3
527
/to
s-plane
A:
250oY (-36.7+/61.7)
I
K=
94
AT
=2500
I
K=
14.7
AT
=2500
I I
(-36.7-/61.7)
(b) G(s)
s(s
K{s + 38.2) + 25)(s + 94)
Fig. 10-19 (Cont.). (b)
Compensated system with phase-lead
controller.
has the transfer function

Gc
^ " 5.828
1
1
+ 0.03427* + 0.00588J
(10-35)
The
cent.
unit step response of the

is
In this case the rise time
shorter
compensated system is plotted as shown in Fig. 10-15. still, and the peak overshoot is reduced to 7.7 per
Using the magnitude-versus-phase plots and the Nichols chart of Fig. 10-17, the
closed-loop frequency responses for the sun-seeker system, before and after compensation, are plotted as
shown
after
in Fig. 10-18.
To show
the effects of the phase-lead compensation, the root locus diagrams of
the system, before
and
compensation, are shown in Fig. 10-19.
It is clear
from
these diagrams that the phase-lead compensation has the effect of bending the complex
root loci toward the left, thus improving the stability of the system. The eigenvalues of 45.5, 36.7 the compensated closed-loop system are at s j61.7, and 36.7
y"61.7. Therefore,
system
is
the
damping
ratio of the
complex eigenvalues of the compensated
approximately 50 per cent.
it is difficult to visualize how the phase-lead design can be carried out with the root locus method independently. The root loci of Fig. 10-19 are drawn based
In general,
on the results of the Bode plot design. In the following section, we shall illustrate a procedure of designing phase-lead compensation using the root contour method.
528
Chap. 10
Design of Phase- Lead Compensation by the Root Locus Method
The root contour method can be used for the design of control systems. Let us use the sun-seeker system studied in Example 10-1 to illustrate the design
procedure.
The open-loop
250
is
0M = G(s) = {}
a(j)
s(s
+ =
HO-36^ (1UJ&)
is
25)
The
characteristic equation of the closed-loop system

s
2
+ 25s +
2500
(10-37)
and the eigenvalues are Si = 12.5 + j'48.4 and s 2 = 12.5 y'48.4. The open-loop transfer function of the system with phase-lead compensation is written
^G(s)
2500(1
s(s
25)(1
aTs) Ts)
" (1 Q 38)
The problem is to determine the values of a and Tso
that the system will perform
as desired. In this case, rather than using the frequency-domain specifications,
such as the phase margin and gain margin, it is more convenient to specify the relative positions of the complex eigenvalues. To begin with the root contour design, we first set a to zero in Eq. (10-38).
Then, the characteristic equation of the compensated system becomes

s(s
25)(1
Ts)
2500
=
(10-39)
(10-39)
Since Tis the variable parameter,

that
we divide both sides of Eq.
by the terms
do not contain
T.
We
have
1+
This equation
is
^+lL + 2 500 -
25
10 " 4 )
of the form of
transfer function that
1 + G^s) = 0, where G^s) is an equivalent can be used to study the root loci of Eq. (10-39). The root
is drawn as shown in Fig. 10-20, starting with the poles and zeros of G^s). Of significance is that the poles of G (s) are the eigenvalues of the system when a = and T = 0. As can be seen from the figure, the factor 1 + Ts in the denominator of Eq. (10-38) alone would not improve the system performance at all. In fact, the eigenvalues of the system are moved toward the right half of the s-plane, and the system becomes unstable when T is greater than 0.0133. To achieve the full effect of the phase-lead compensation, we must restore the value of a in Eq. (10-38). The characteristic equation of the compensated system now becomes
contour of Eq. (10-39)
s(s
25)(1
Ts)
2500(1
aTs)
(10-41)
Now we
This
is
must consider the effect of varying a while keeping T constant. accomplished by dividing both sides of Eq. (10-41) by the terms that do
a.
not contain
We
have
2500aTs 1+ s(s U + + 25)(1 + Ts) + 2500 ~ Q
1Q (iU 4Z)
Sec. 10.3
529
ico
i-plane
F=0*
-/48.4
/43.3(r = 0.0133)
o<-r
T=cc
25
r=oo
7"=oo
^=0*-
-/43.3(r= 0.0133)
/48.4
Fig. 10-20.
0,
and
Root contours of the sun-seeker system of Example T varies from 0to<.
10-1 with
This equation
loci of
is
again of the form of
+G
2 {s)
0,
and for a given
T, the root
Eq. (10-41) can be obtained based upon the poles and zeros of
'
2500aTs
s(s
25X1
+
is
Ts)
2500
(10-43)
Notice also that the denominator of

(10-39),
G 2 (s)
identical to the left side of Eq.

lie
which means that the poles of G 2 (s) must
10-20, for a given T. In other words, the root contours of Eq. (10-41) as
on the root contours of Fig. a varies
must start from the points on the trajectories of Fig. 10-20. These root contours end at ^ = 0, oo, oo, which are the zeros of G 2 (s). The complete root contours
of the system with phase-lead compensation are
now
sketched in Fig. 10-21.
From
the root contours of Fig. 10-21,
we can
see that for effective phase-
lead compensation, the value of
T should
be small. For large values of T, the

increases, while very
little
bandwidth of the system increases very rapidly as a
530
Chap. 10
oo
oo
00
/'<0
\\
Nt
36.7
A
a =
a
\
(
s-plane
2.46\ \ +/61.7_S*_J^^v\
- 12.5+/48.4^5?
a =
1
,T=0.0106 /\--T = 0.0133
\
'
J 7"= 0.05
T=0
/
a<\
1
ly\
/^</
/
Root contour on
real axis
<
(t=2.5 7 = 0=
1
-25
r==
/
'*.
/48.4
Fig. ip-21.
troller,
c (s)
Root contours of the sun-seeker system with a phase-lead con= (1 + aTs)l(l + Ts), Example 10-1.
improvement
is
these remarks are
made on the damping of the system. We must remember that made with respect to the phase-lead design that corresponds
to values of a greater than unity.
Effects
and Limitations of Phase-Lead Compensation

the results of the last illustrative example,
From
general effects of phase-lead compensation
we may summarize the on the performance of control sys-
tems as follows
1.
The phase of the open-loop

gain-crossover frequency
usually improved.
is
transfer function in the vicinity of the
increased.
Thus the phase margin
is
2.
The slope of the magnitude curve representing the magnitude of the

is
reduced at the gain-crossover
fre-
Sec. 10.3
531
quency. This usually corresponds to an improvement in the relative

stability
of the system. In other words, the phase and gain margins
are improved.
3.
The bandwidths of the open-loop system and the closed-loop system

are increased.
4.
5.
The overshoot of the step response is reduced. The steady-state error of the system is not affected.
It was mentioned earlier that certain types of systems cannot be effectively compensated satisfactorily by phase-lead compensation. The sun-seeker system studied in Example 10-1 happens to be one for which phase-lead control is effective and practical. In general, successful application of phase-lead compen-
sation
is
hinged upon the following considerations

1.
Bandwidth considerations:
If the original
system
is
unstable, the
additional phase lead required to obtain a certain desirable phase
margin may be excessive. This requires a

for the compensated system,
relatively large value
in Eq. (10-12), which, as a result, will give rise to a large
of a bandwidth
and the transmission of noise may

the value of a becomes too large, the
become
objectionable. Also,
if
values of the network elements of the phase-lead network
may
be-
come
disproportionate, such as a very large capacitor. Therefore, in
2.
is seldom chosen greater than 15. If a larger sometimes two or more phase-lead controllers are connected in cascade to achieve the large phase lead. If the original system is unstable or has low stability margin, the
practice, the value of a

is
value of a
justified,
phase plot of the open-loop transfer function has a steep negative slope near the gain-crossover frequency. In other words, the phase decreases rapidly near the gain crossover. Under this condition, phase-lead compensation usually becomes ineffective because the
additional phase lead at the
new
gain crossover
is
added to a much
smaller phase angle than that at the old gain crossover.
The
desired
phase margin may be realized only by using a very large value of a. However, the resulting system may still be unsatisfactory because a portion of the phase curve may still be below the 180 axis, which
corresponds to a conditionally stable system.
In general, the following situations
rapidly near the gain-crossover frequency
may
also cause the phase to change
2.
The open-loop transfer function has two or more poles that are close to each other and are close to the gain-crossover frequency. The open-loop transfer function has one or more pairs of complex
conjugate poles near the gain-crossover frequency.

lead compensation
will illustrate
a typical situation under which phase-
is ineffective.
532
Chap. 10
Example
10-2
Let the open-loop transfer function of a control system with unity
feedback be
G> (s) =
It is
,(1
.1*X1
+ 0.25)
(1(M4)
desired that the system satisfies the following performance specifications:

1.
100; or the steady-state error of the system due to a unit

is
ramp
function input
2.
0.01 in magnitude.
Phase margin
> 40.
dB
1000
Phase curves of phase-lead
compensated system
II
000
Fig. 10-22.
effects
Bode plots of G p {s) = 100/[i(l of using phase-lead compensation.
0.l5)(l
0.2j)]
and the
Sec. 10.3
533
From
the steady-state error requirement,
G p (s) when K
100
is
shown
in Fig. 10-22.
we set K = 100. The Bode plot of As observed from this Bode plot, the phase
is
margin of the system

In fact, the system
is
is
approximately 40, which means that the system

all
unstable.
unstable for
values of
K greater than
15.
The rapid decrease of
phase at the gain-crossover frequency, co c = 17 rad/sec, implies that the phase-lead compensation may be ineffective for this case. To illustrate the point, the phase-lead network of Fig. 10-10 and Eq. (10-12) with a = 4.6, 14, and 100, respectively, is used to compensate the system. Figure 10-22 illustrates the effects of phase-lead compensation when the values of Tare chosen according to the procedure described in Example
10-1.
more phase lead is being added, the gainpushed to a higher value. Therefore, for this case, in which the uncompensated system is very unstable at the outset, it may be impossible to realize a phase margin of 40 by the phase-lead network of Fig. 10-10. In a similar fashion, we may use the root contour method to illustrate why the phase-lead compensation is ineffective in this case of a highly unstable system. Figure 10-23 shows the root locus diagram of the uncompensated system with the process described by the transfer function of Eq. (10-44). When A^ = 100, the two complex eigenvalues of the closed-loop system are at s = 3.8 +/14.4 and 3.8 j 14.4.
It is
clearly
shown
is
in Fig. 10-22 that as
crossover frequency
also being
s-plane
/15
K=
100
'/7.07
(K=
15)
/5
K=100
1
1
a:
rf
= o
10
K=
K=
-22.6 -20
-5
-/5
-/7.07(AT = 15)
-/is
\ K= \ K
\
0.
100
Fig. 10-23.
Root
loci
of s(s
5)(s
10)
50AT
534
Chap. 10
Let the controller be represented by
1 1
+ aTs + Ts
a>
(10-45)
Then, the open-loop transfer function becomes
Gc (s)Gp (s)
5000(1
s(s
5)(s
+ aTs) 10)(1 +
(10-46)
Ts)
s-plane
r=o
Fig. 10-24.
Root contours of
s(s
5)(s
10)(1
+
0.
Ts)
5000
0,
and
of s(s
5)(s
10)(1
Ts)
5000(1
aTs)
Sec. 10.4
Phase-Lag Compensation
535
First,
we
set
while
we vary rfrom
5)(s
zero to
Ts)
infinity.
The
characteristic equa-
tion
becomes
s(s
10)(1
5000
(10-47)
The root contours of Eq.
(10-47) are constructed
from the pole-zero configuration of
l{s) ~
Gi(s) are points at which
s(s
5)(s
10)
5000
(1(M8)
points,
Thus, in Fig. 10-24 the poles of Gt(s) are labeled as
T=
and the zeros of

(10-47)
T=
oo.
Next,
we restore the value of a

on which a
is
in Eq. (10-46),
and the root contours of Eq.
become
the trajectories
= 0. In other words, the characteristic equation of +

Ts)
the overall system
written
s(s
5)(.s
10)(1
5000(1
aTs)
(10-49) (10-49)
When a is considered the variable parameter, we divide both sides of Eq.

terms that do not contain a;
1
by the
we have
5000aTs
5)(s
+ s(s ^ +
10)(1
Ts)
+ 5000
=o V
start (a
(iv-W) (lO-SO)
Thus, as
we have
stated, the root contours with
a varying,
= 0) at the poles of
uuol)
r /x_ U2W
that, since for phase-lead
5000ar,r
s(s
5)(.s
10)(1
Ts)
5000
loci of Eq. (10-49) is sketched in Fig. 10-24. Notice compensation the value of a is limited to greater than 1, the root contours that correspond to this range are mostly in the right-half plane. It is apparent from this root contour plot that the ineffectiveness of phase-lead compensation, in this case, may be attributed to the eigenvalues of the uncompensated system
The dominant part of the root
being in the right-half plane.
We shall
is
far
show in the following that for the system considered in this example, it more effective to compensate it by a phase-lag network, or by means of an auxil-
iary feedback loop.
10.4
In contrast to using a high-pass
filter
as a compensator for control systems,
we
may
use a low-pass
filter
for similar purposes. Figure 10-25 shows a simple
RC
network that may be used for the low-pass or phase-lag compensation of control systems. If we assume that the input impedance of the network is zero and that the output impedance which î the network sees is infinite, the transfer function of the + 1 network is E^> 1 + R Cs nf , llU - 1 + (*, +t R 2 )Cs ,(*)
.
b2
Let
C^
and
Fig. 10-25.
aT
a
=RC
2
(10-53)
RC phase-lag network.
R* p D R + R2
t
<
(10-54) K '
536
Chap. 10
aTs Ts
<
(10-55)
Characteristics of the
RC Phase-Lag Network
Pole-zero configuration of the

pole at s
RC phase-lag network.
a
is less
The
s ==
transfer function
of the phase-lag network of Fig. 10-25 has a real zero at
1/aT and a real

is
is
=
a.
l/T. As shown in
Fig. 10-26, since
than unity, the pole
always located to the right of the zero, and the distance between them
deter-
mined by
iu>
5-plane
aT
Fig. 10-26. Pole-zero configuration of the transfer function
(1
aTs)j(l
Ts),
<
of a phase-lag network.
Polar plot of the
RC phase-lag
transfer function of the phase-lag
network. As seen from Eq. (10-52), the network does not have any attenuation at
zero frequency, contrary to the case of the phase-lead network.
When we
let s
= jco,
Eq. (10-55) becomes

1
E2 (jco) =
EiUm)
The polar
values of a,
1
+ jooaT
is
l+ja>T
<
(10-56)
in Fig. 10-27 for three
plot of this transfer function
shown
>
(a
>
a2
>a
Just as in the case of the phase-lead network, for
any value of a
<
1),
the angle between the tangent line

real axis gives the
drawn from the

<f>
origin
to the semicircle
and the
of the network.
As
the value of a decreases,
maximum phase lag m m < 0) the maximum phase lag m becomes

(<f>
<f>
more
negative, approaching the limit of
90
as a approaches zero.
,
As
the
is,
value of a decreases, the frequency at which

in Fig. 10-26, co m ,
m occurs, co m
increases; that
>
co ml
>
oo ml
Sec. 10.4
537
*-
Re
-/
Im
Fig. 10-27. Polar plots of
E2 (s)IE
(s)
(1
aTs)/(l
Ts)(a
<
1).
Bode plot of
tive
the
RC phase-lag
is
network. The
function of Eq. (10-56)
shown
in Fig. 10-28.
Bode plot of the transfer The magnitude plot has a posi-
and a negative corner frequency at co = l/T. Since the transfer functions of the phase-lead and phase-lag networks are identical in form except for the zero-frequency attenuation and the value of a, it can
corner frequency at
<a
1/aT,
T
90
i
aT
^ ~ "^
*
'
'i
*
90
u **?
"~
K
= +
Fig. 10-28.
Bode plot of the phase-lag network E 2 (s)/Ei(s)

1).
(1
aTs)l(\
Ts) (a
<
538
Chap. 10
readily be
satisfies
shown that the maximum phase
lag
<f>
m of the phase curve of Fig. 10-28
the following relation
Design of Phase-Lag Compensation by Bode Plot

Unlike the design of phase-lead compensation, which utilizes the maximum phase lead of the network, the design of phase-lag compensation utilizes the attenuation of the network at the high frequencies. It was pointed out earlier
that, for phase-lead
compensation, the function of the network
is
to increase
the phase in the vicinity of the gain-crossover frequency while keeping the
magnitude curve of the Bode plot relatively unchanged near that frequency. However, usually in phase-lead design, the gain crossover frequency is increased because of the phase-lead network, and the design is essentially the finding of a compromise between the increase in bandwidth and the desired amount of relative stability (phase margin or gain margin). In phase-lag compensation, however, the objective is to move the gain-crossover frequency to a lower frequency while keeping the phase curve of the Bode plot relatively unchanged at
the gain-crossover frequency.
The design procedure

outlined as follows:
1.
for phase-lag compensation using the
Bode
plot
is
The Bode
plot of the open-loop transfer function of the

is
uncomis
pensated system
2.
made. The open-loop gain of the system
set
according to the steady-state error requirement.
The phase margin and the gain margin of the uncompensated system are determined from the Bode plot. For a certain specified phase
margin, the frequency corresponding to this phase margin
is
found
on the Bode
plot.
The magnitude
plot must pass through the 0-dB
axis at this frequency in order to realize the desired phase margin.
In other words, the gain-crossover frequency of the compensated
system must be located at the point where the specified phase margin
is
found.
bring the magnitude curve
co' , c
3.
To
the
down
to
dB
at the
new
prescribed
gain-crossover frequency,
the phase-lag network must provide
at the
amount of attenuation equal to the gain of the magnitude curve new gain-crossover frequency. In other words, let the open-
loop transfer function of the uncompensated system be
Gp (s);
then
\G P Uo>'c)\
= -20 log,
dB
a
<
(10-58)
from which
a
4.
=
is
io-io>.ow>i/2o
<
(10-59)
Once the value of a

proper value of
determined, it is necessary only to select the complete the design. Up to this point, we have assumed that although the gain-crossover frequency is altered by
T to
attenuating the gain at
c,
the original phase curve
is
not affected.
Sec. 10.4
539
This
is
not possible, however, since any modification of the magnito the phase characteristics of the phase-lag
10-28,
it is
tude curve will bring change to the phase curve, and vice versa.
With reference shown in Fig.

quency, 1/aT,
cd' , c
network
apparent that
if
the positive corner fre-
is
placed far below the
new
the phase characteristics of the compensated system will not be

co' c
appreciably affected near
other hand, the value of 1/aT should not be too
by phase-lag compensation. On the much less than co'c or

,
the bandwidth of the system will be too low, causing the system to
be too sluggish. Usually, as a general guideline, it is recommended that the corner frequency 1/aT be placed at a frequency that is
approximately
co' c
;
decade below the new gain-crossover frequency,
that
is,
aT
Therefore,
rad/sec
10
(10-60)
T
5.
10
rad/sec
(10-61)
The Bode
plot of the phase-lag compensated system
is
investigated
to see if the performance specifications are met.

6.
If all the design specifications are met, the values of a
and
T are
sub-
stituted in Eq. (10-55) to give the desired transfer function of the
phase-lag network.
Example
10-3
a phase-lag controller for the sun10-1. The open-loop transfer function of the sun-seeker system is given by Eq. (10-23),
this
In
example we
shall design
seeker system considered in
Sift flC(s)
s(s
S
+
1 is
Example
25)
dO-62) '
The
specifications of the system are repeated as follows
1.
2.
The phase margin of the system should be greater than 45. The steady-state error of 0C(/) due to a unit ramp function input should be
less
than or equal to 0.01 rad/rad/sec of the
final steady-state
output
velocity. This is translated into the
requirement of
K>
The Bode
margin
is
plot of d a (s)/a,(s) with
K=
let
shown
in Fig. 10-29.
As
seen, the phase
only 25.
For a phase-lag compensation,

transfer function
is
us choose the network of Fig. 10-25, whose
E^7)
= G^S) = T +
<
(10 " 63)
From
Fig. 10-29
it is
observed that the desired 45 phase margin can be obtained if the co' is at 25 rad/sec. This means that the phase-lag controller c
must reduce the magnitude of 6 Q {j(0)l<l{j<a) to dB at co = 25 rad/sec, while it does not appreciably affect the phase curve in the vicinity of this frequency. Since, actually, a small negative phase shift is still accompanied by the phase-lag network at the new
540
Chap. 10
60
ii
i i
a(s)
s(l+0.Q4s)
dB

|
Phase margin of
180
J
0.1
compensated system
I
i_i
i_i_
J-U
100
0.4
1.0
2.0
co rad/sec
Fig. 10-29.
Bode
plots of
in
Example
10-3.
it is a safe measure to choose this new gain-crossover frequency somewhat less than 25 rad/sec, say, 20 rad/sec. From the magnitude plot of {jco)l,{jco), the value of 6 (jco)/tx,(jco) at Co'c = 20
1 |
rad/sec
is
of 14
CO' c
dB
14 dB. This means that the phase-lag controller must provide an attenuation at this frequency, in order to bring the magnitude curve down to dB at
= 20 rad/sec. Thus, using Eq. (10-59), we have a = 1()-1oOW)/(./i>'>1/20 = lO" =0.2

-
(10-64)
The value of a indicates
the required distance between the two corner frequencies of the
phase-lag controller, in order that the attenuation of 14
dB
is
realized.
In order that the phase lag of the controller does not appreciably affect the phase at the new gain-crossover frequency, we choose the corner frequency 1/aT to be at 1 20 rad/sec. Thus decade below co' c
CO' c
5r=To
which gives
-=
==
20 Io
2rad/sec
,,
(10-65)
= 0.4 rad/sec
(10-66)
Sec. 10.4
541
The
transfer function of the phase-lag controller
is
U(s)
E
and the open-loop
(s)
= + 0.5^ + 2.5s
1
(10-67)
compensated system
is
0q(s)
a(s)
_
s(s
5(M.s + 2) + 0.4)(j + 25)
nft (iv-ob)
-_.
The Bode plot of the open-loop transfer function of the compensated system is shown in Fig. 10-29. We see that the magnitude curve beyond CO = 0.4 rad/sec is attenuated by the phase-lag controller while the low-frequency portion
is
not affected. In the
meantime, the phase curve
is
not
much affected by the phase-lag characteristic near the
new
gain-crossover frequency, which

is
pensated system
is at 25 rad/sec. The phase margin of the comdetermined from Fig. 10-29 to be about 50.
The magnitude-versus-phase curves of

resonant peak,
the uncompensated
and the compensated

It is
systems are plotted on the Nichols chart, as shown in Fig. 10-30.
seen that the
M of the compensated system
is
approximately 1.4 dB. The bandwidth
of the system
is
reduced from 70 rad/sec to 32 rad/sec.
The unit step responses of the uncompensated and the compensated systems are shown in Fig. 10-31. The effects of the phase-lag controller are that the overshoot is
The
reduced from 44.4 per cent to 22 per cent, but the rise time is increased considerably. latter effect is apparently due to the reduction of the bandwidth by the phase-lag
controller. Figure 10-31 also gives the step responses of the system
7* of
when
the value of
the phase-lag controller
of jfgive only slight pointed out that the value of T is not critical when T = 5, it is equivalent to setting \jaT at 20 times below the gain-crossover frequency of co'c = 20 rad/sec. Similarly,
;
changed to 5 and then to 10. It is seen that larger values improvements on the overshoot of the step response. Earlier it was
is
T=
10 corresponds to placing 1/aTa.t 40 times below
CO' . c
Phase-Lag Compensation by the Root Locus Method
The design of phase-lag compensation is best illustrated by the root locus diagram of the system considered in Example 10-3, which is shown in Fig. 10-32. In this figure the root loci of the uncompensated system and the compensated system are shown. It is important to note that since the simple pole and zero of
the phase-lag controller are placed close together
and are very near the
origin,
they have very
little effect
on the shape of the
original root loci, especially near
the region where the eigenvalues should be located to achieve the desired per-
K that correspond to similar points on the For example, when K = 1, which gives the desired steady-state response, the eigenvalues of the uncompensated system are s = 12.5 +y48.4 and s = 12.5 y'48.4, which correspond to a damping ratio of 25 per cent. The comparable points to these eigenvalues on the compensated root loci correspond to K = 5, which is 5 times greater. In fact, when K = 1 on the root loci of the compensated system, the eigenvalues are at s = 11.6 + 11.6 j 18, which correspond to a damping ratio (for these comj 18 and s =
formance. However, the values of
two root
loci are different.
plex roots) of 56.2 per cent.
dB
-160
-140
Phase (degrees)
-120
Fig. 10-30. Plots of G(s) in Nichols chart for the system in
Example
10-3.
542
Sec. 10.4
Phase- Lag Compensation
543
1.5
Without compensation
With phase-lag controller, GJs) =
'
+
, I
+ Ts
I,
Ts
0.2
0.3
0.4
Time (seconds)
Fig. 10-31. Step responses of the sun-seeker system in
Example
10-3.
on the root loci of the compensated It is simple to show that the values of system at points relatively far away from the origin are 5 times greater than those values of at similar points on the root loci of the uncompensated system. For
instance, at the root s

10-32, the value of
is
=
1
;
11. 6+ j 18 on the compensated root
loci
of Fig.
K is
the comparable point on the uncompensated root loci

is 0.2. The Bode diagram on the values of K, since the
= 12.5 + j'18.4, and the value of KaX that point

is
result of Fig. 10-29 already reflects this relation
phase-lag network hardly altered the phase plot near the gain-crossover fre-
quency, but reduced the gain by 14 dB, which

tion of the relation between the values of
a factor of
5.
Another explana-
K of the uncompensated loci and those

K
j
of the compensated
the root loci for the
may he
functions of the two systems.
From
obtained by referring to the open-loop transfer Eq. (10-62), the value of at a point s on
is
1*1
written
(10-69)
I*,
+25|
2500
Assuming that a point
s, is
pole and zero of the phase-lag network at
on the compensated root loci and is far from the s = 0.4 and s = 2, respectively,
544
Chap. 10
the value of
K at s
is
given by ,,
1
l_
._
lg,|lJ 1
+0.4|lj +25|
1
500|j,+2|
|J,||J,
(10-70)
or 1*1
since the distance
Si to
+25|
be approximately the same as that from
500
from
s t to
0.4
will
2. This argument also points to the fact that the exact location of the pole
and the zero of the phase-lag network is not significant as long as they are close to the origin, and that the distance between the pole and the zero is a fixed desired quantity. In the case of the last example, the ratio between 1 jaT and l/T
is 5.
Based on the discussions given above, we may outline a root locus design procedure for the phase-lag design of control systems as follows
Since the design will be carried out in the s-plane, the specifications on the
dampand other quantities such as rise time, bandwidth, and maximum overshoot, which can be correlated with the location of
transient response or the relative stability should be given in terms of the
ing ratio of the dominant roots,
the eigenvalues.
/CO
.s-plane
? = 0.562 \
K
t
= 0.707
\\
\
= 25
\
^
a:
= 0.2
;18
\
K = 0.125X
K = 0.0625
/12.5
\
12.5
a:
= o
4e
(a)
Fig. 10-32. (a)
Root
loci of G(s)
250OK/[s(s
25)]
of the sun-seeker
system.
Sec.
0.4
545
s-plane
r
= 0.562\
^-|
f =
0.707^
(b)
Fig. 10-32 (Cont.). (b)
Root loci of G(s)
500(5
2)/[s(s
25)(s
+ 0.4)]
of the sun-seeker system.
Sketch the root loci of the characteristic equation of the uncompensated system.
2.
Determine on these root

the value of
loci
where the desired eigenvalues should be
located to achieve the desired relative stability of the system. Find
3.
K that corresponds to these eigenvalues. K required for steady-state performance and the K found in the last step. The ratio of these two Ks a (a < 1),
Compare
the value of
is
which is the desired

lag controller.
4.
ratio
between the pole and the zero of the phasecritical as
The exact value of
T is
not
long as
it is
relatively large.
We may choose
the value of 1/aTto be
many
orders of magnitudes
smaller than the smallest pole of the process transfer function.
Let us repeat the design of the system in Example 10-3 by means of the
root locus method just outlined. Instead of using the phase-margin specification, we require that the damping ratio of the dominant eigenvalues of the closed-
loop system be approximately 56.2 per cent. This value of the damping ratio is chosen so that we can compare the result of the root locus design with that which was obtained independently by the Bode diagram method. The root locus
diagram of the original uncompensated system is drawn as shown in Fig. 10-32(a), based on the pole-zero configuration of Eq. (10-62). The steady-state performance specification requires that the value of K should be equal to 1 or
546
Chap. 10
greater.
From
the root loci of Fig. 10-32(a),
it is
found that a damping
ratio of
56.2 per cent
may be
attained by setting
Therefore, the ratio of the two values
K of the of K is
02
1
original system equal to 0.2.
T=T
K to
500
s(s
(10 " 71)

0.2 in the open-loop
The
desired relative stability
is
attained by setting
transfer function of Eq. (10-62) to give
(s)
a(s)
_ ~
+ +
{W ' U)
is
25)
The open-loop

fl
compensated system
aTs)
given by
Q) _
_
2500^(1
s{s
a(s)
25)(I
Ts)
(10-73)
2500a^(j+ 1/aD
s(s
+ 25)(s +
1/T)
is
If the values of
aT and T are chosen

a(j)
to be large, Eq. (10-73)
approximately
< ;
(Us)^2500aK_ =
j(j
25)
from the transient standpoint. Since K is necessarily equal to unity, to have the right sides of Eqs. (10-72) and (10-74) equal to each other, a = 1/5, as is already
determined in Eq. (10-71). Theoretically, the value of T can be arbitrarily large. However, in order that the bandwidth of the closed-loop system is not too small, we must not make Ttoo large. By setting T 2.5, the root loci of the compen-
sated system will be identical to that of Fig. 10-32(b).
As an alternative, the root locus design can also be carried out by means of the root contour method. The root contour method was applied to the sunseeker system earlier in the phase-lead design. The design carried out by Eqs.
and 10-21 is still valid for phase-lag I. Thus in Fig. 10-21 only the portions of the root contours that correspond to a < 1 are applicable for phase-lag compensation. These root contours show that for effective phase-lag control,
Figs. 10-20
(10-38) through (10-43)
and
control, except that in the present case a
<
T should be relatively large. In Fig. 10-33 we illustrate further that the complex eigenvalues of the closed-loop system are rather insensitive to the value of T when the latter is relatively large.
the value of
Example
10-4
Consider the system given in Example 10-2 for which the phase-lead compensation is ineffective. The open-loop transfer function of the original system and the performance specifications are repeated as
follows
The performance
1.
specifications are
K =
v
100 sec"
1
.
2.
Phase margin
> 40.
Sec. 10.4
Phase-Lag Compensation / 547
i-plane
;Q.2
(- 12.3 +/1 8.4) (- 12.08 +/18.3) (- 11.6+/18)
r=2.5 T = 5.0
(0.525 +/6. 15)
(0.28+/4.4)
(0.145 +/3. 135)
r=10
T=2.S
T=5
25.76
26.45
T= 10 T=5 T= 2.5
(-0.51) (-1.04) (-2.2)
Fig. 10-33.
Root contours of
s(s
K=
1.
25)(1
Ts)
2500A:(1
aTs)
0;
1.
The phase-lag design procedure
is
as follows
2.
3.
The Bode plot of Gp(s) is made as shown in Fig. 10-34 for K = 100. The phase margin at the gain-crossover frequency, CO c = 17 rad/sec, is approximately 45, and the closed-loop system is unstable. The desired phase margin is 40; and from Fig. 10-34 this can be realized if the gain-crossover frequency is moved to approximately 4 rad/sec. This means that the phase-lag controller must reduce the magnitude of G p (jco) to dB, while it does not affect the phase curve at this new gain crossover
frequency,
G>' c
.
Since actually a small negative phase

co' , it is c
the phase-lag controller at
is still introduced by a safe measure to choose the new gain-
crossover frequency
alternative,
4.
somewhat less then 4 rad/sec, say at 3.5 rad/sec. As an we may select a larger phase margin of 45. From the Bode plot, the magnitude of Gp (ja>) at (o'c = 3.5 rad/sec is 30 dB, which means that the controller must introduce 30 dB of attenuation at this frequency, in order to bring down the magnitude curve of Gp (jCo) to
dB. Thus, from Eq. (10-59),
lQ-\oMo>c')\no
10 -i.5
= o.032
(10-76)
This equation implies that the two corners of the phase-lag controller
548
80
Chap. 10
G" (S ) = y '
10Q
s{\
0.1 s)(l
+ 0.2s)
cj c
7 rad/sec
-180270'
Phase margin of
J_ 0.01 0.0112
0.1
0.35
1.0
2.5
cjI
100
w rad/sec
Fig. 10-34.
Bode
plots of
in
Example
10-4.
must be placed
of attenuation.
5.
1.5
decades apart, in order to produce the required 30
dB
Using the guideline that the upper corner frequency of the controller, 1/aT, is placed at the frequency of 1 decade below the new gain-crossover frequency, we have
^ = To=To =a35rad/sec
which gives
(o' c
3.5
,,
(10-77)
T=
by
1
89.3
6.
The Bode
plot of the compensated system, with the phase-lag controller
transfer function given
Gc (s) =
is
+ aTs +Ts
It is
1 1
+ +
2.86j
89.3s
(10-78)
sketched in Fig. 10-34.

is
seen that the phase margin of the compen-
sated system
7.
approximately 40.
The open-loop transfer function of the compensated system is

G(s)
= G (s)Gp (s)
c
100(1
s(l
0.ls)(l
+ 2.865) + 0.2^(1 +
89.3*)
(10-79)
The magnitude-versus-phase curves of
the compensated and the uncompensated
systems are plotted on the Nichols chart, as shown in Fig. 10-35, These curves
show
260
240
220
180
- 160
140
120
100
Phase (degrees)
Fig. 10-35. Plots of G(i) of the
compensated and the uncompensated
sys-
tems
in the
Nichols chart for Example 10-4.
549
550
Chap. 10
uncompensated system is unstable, but the compensated system has the following performance data as measured by the frequency-domain criteria:
that the
resonant peak
dB
(1.41)
phase margin
gain margin
bandwidth
= 40 deg = 10 dB = 6 rad/sec
When 100, the open-loop transfer function of the uncompensated system and the compensated system may be written
G{s)
s(s
K=
5000 5)0 + 10)
(10-80)
G0)
=
s(s
160Q
5)0
10)0
+ 0.35) + 0.0112)
(10-81)
s-plane
/7.07(A = 15) /6.73 (A = 420)

(AT
= 3.2)
- 1.53+/3.335 (K= 100)1.44
+/2
K=0
10
K=0
G(s)
s(s
50K
+ 5)(s+ 10) + 0.35)
+ 0.0112)
G(s)s(s
1.6A"(s
+ 5)(s+
10)(s
Fig. 10-36.
Root
loci
of compensated and uncompensated systems in
Example
10-5.
Sec. 10.4
551
respectively.
These transfer functions give indication of the improvements made on the
system's performance from the root locus point of view.
The gain constant of
G(s) in
Eq. (10-80)
is
5000, whereas that of G(s) in Eq. (10-81)

is
5000
is
the constant, a, which
only 160; the ratio of 160 to determined earlier to be 0.032. This means that since
is
the pole and zero of the phase-lag controller are very close to the origin, as compared 5 and 10, the controller effectively reduced the loop gain of with the poles at s
the system by a factor of 0.032. Figure 10-36 shows the root loci of the uncompensated and the compensated systems. Again, the loci of the complex roots are very close to
for the uncompensated system is each other for the two cases. The critical value of = 100, the compensated 15, whereas for the compensated system it is 420. When system has eigenvalues at s = 11.33, s = 0.8, s = 1.436 +j2, and j = 1.436 j2. The unit step response of the system with the phase-lag controller is shown in Fig. 10-37. The peak overshoot of the system is approximately 35 per cent.
Time (seconds)
Fig. 10-37. Unit step response of the system with phase-lag
in
compensation
Example
10-4.
Effects
and Limitations of Phase-Lag Compensation

results of the preceding illustrative examples, the effects
From the
tations of phase-lag compensation
and limion the performance of a control system may
be summarized as follows:
1
2.
For a given relative stability, the velocity error constant is increased. The gain-crossover frequency is decreased; thus the bandwidth of
the closed-loop system
is
decreased.
transfer
3.
For a given loop gain, K, the magnitude of the open-loop
552/
Chap. 10
function
is
attenuated at the gain-crossover frequency, thus allowing

in the phase margin, gain margin,
improvement
of the system.
4.
and resonance peak

is
The
rise
time of the system with phase-lag compensation

is
usually
slower, since the bandwidth
usually decreased.
For additional
reduction in the overshoot, the
rise
time
is
further increased.
10.5
Lag-Lead Compensation
We
have learned from the preceding sections that phase-lead compensation

it is effective for systems without too severe the other hand, phase-lag compensation improves the
usually improves the rise time and the overshoot but increases the bandwidth
of a feedback control system, and

a stability problem.
On
overshoot and relative stability but often results in longer rise time because of reduced bandwidth. Therefore, we can say that each of these two types of control has its advantages and disadvantages. However, there are many systems
that cannot be satisfactorily improved by the use of either scheme. Therefore,
it is
natural to consider the use of a combination of the lead and the lag con-
trollers, so that the
advantages of both schemes
may
be utilized; at the same
time,
some of the undesirable
features in each are eliminated in the
combined
structure.
The
written
transfer function of such a lag-lead (or lead-lag) controller
may
be
g
where a
tion if
--(t^)(ttt#)
I
<
1M2 >
<- lead ->
1 1
<- lag
/a
>
and b
<
1,
and the attenuation factor

is
is
not shown in the equa-
we assume
that adequate loop gain
available in the system to
compen-
sate for this loss.
Usually it is not necessary to cascade the lead and the lag networks of Figs. 10-10 and 10-25 for the realization of Eq. (10-82) if a and b need not be specified
independently.
A network that has lag-lead characteristics, but with fewer numis
ber of elements,
shown
in Fig. 10-38.
The
network
is
-vwv-
R2
C2
Fig. 10-38. Lag-lead network.
Sec. 10.5
553
G A) _ e 2 (s) ~ M ~ ,(j)
Comparing Eq.
(i
1
(J?,C,
+ *,c,jX1 + R c s) + * ,C + tf C > + R^C^s

1
(10 . 83) v
(10-82) with Eq. (10-83),
we have
(10-84) (10-85)
2
= ^C, AT = * C T T =R R CC
7\
2
2
(10-86)
From
Thus
Eqs. (10-84) and (10-85),
we have
1
abT T 2
RiRiCiCt
(10-87)
ab
(10-88)
which means that a and A cannot be

Example
10-5
specified independently.
we shall design a lag-lead controller for the control system considered in Examples 10-2 and 10-4. The open-loop transfer function of the original system is repeated as
In this example
W
.
= ,(1 + 0.1 *(1 + 0.2.)
< 10
- 89
>
The performance
1.
specifications are
K =
2.
100 sec" v Phase margin
> 40.
These requirements have been satisfied by the phase-lag controller designed in 10-4. However, it is noted that the phase-lag controller yielded a step response that has a relatively large rise time. Tn this example we shall design a lag-lead controller
Example
so that the rise time
is reduced. Let the series controller be represented by the transfer function
r<\ = GM
For the
first
(1 (1
+ aT,s)(l + bT s) + ri ,xl + TlS)

2
no9m 10 - 9 )
(
part
we
consider that the lag-lead controller
is
realized
by the network of
Fig. 10-38, so that the coefficients
a and b are related through Eq.
(10-88).
In general, there
is
no
fixed procedure available for the design of the lag-lead
controller. Usually, a trial-and-error procedure, using the design techniques outlined for the phase-lag and the phase-lead controllers, may provide a satisfactory design
arrangement.
Let us
first
proper values of
frequency of
desired
determine the phase-lag portion of the compensation by selecting the T2 and b of Eq. (10-90). The Bode plot of Gp (s) of Eq. (10-89) is
sketched in Fig. 10-39 for
K=
100.
We
arbitrarily
choose to move the gain-crossover
Gp (ja>)
from 17 rad/sec
to 6 rad/sec. Recall that in

is
Example
10-4, the
new
used.
3.5 rad/sec
when
phase-lag compensation
alone
is
With the gain-crossover frequency
at 6 rad/sec, the phase
margin of the
system should be improved to approximately 10. Using the phase-lag design technique, we notice that the attenuation needed to bring the magnitude of G{jco) down to dB at co' = 6 rad/sec is 22 dB. Thus using Eq. (10-59), we have c
b
' io- 22 20
10- 1
'
=0.08
(10-91)
554
Chap. 10
80
60
gpXS ) ( '
40
20
s(l+0.\s)(l+0.2s
dB
-20
- 40 s(\
100(1 + 0.32s)(l +1.667^) +0.1s)(l + 0.2s)(l +0.0257i)(l + 20.83*)
-60
90
h-
Phase margin of
180
-270 J_
0.048
0.1
">,.
0.6
1.0
tj rad/sec
3.11
38.9
100
Fig. 10-39.
Bode
plots of
uncompensated system and compensated system
with lag-lead controller in Example 10-5.
Placing \jbT2 at
decade of frequency below

j-jt
co' c
6 rad/sec,
we have
(10-92)
-j-jj
0.6 rad/sec
Thus
20.83
(10-93)
and
T2
The phase-lag portion of the
controller
1
0.048
described by
(10-94)
is
+ 1.667j + 20.83.?
is
Now we
turn to the phase-lead part of the controller. Since a
equal to the
found to be 12.5. From Eq. lead that corresponds to this value of a is

inverse of b, the value of
is
(10-20), the
maximum
phase
sin0
or
(f>
aa+ = 0.8518
1
1
(10-95)
58.3 deg
controller
is
The zero-frequency attenuation of the phase-lead
Sec. 10.5
555
20 Iog,
20 log,
12.5
21.9
dB
is
(10-96)
at co
Using the procedure outlined earlier, the new gain-crossover frequency = 11 rad/sec. Then, using Eq. (10-15), we get
found to be
r,
V
3.11
y
a>m
38.:
(10-97)
and
aT
The
transfer function of the lag -lead controller
is
determined as
(10-98)
G
where as a usual
dropped.
(1
c (s)
+0.32s)(l
(1
0.0257j)(1
+ 1.6675) + 20.83*)
practice, the attenuation factor in the phase-lead portion has
been
Figure 10-39 shows that the phase margin of the compensated system is approximately 40. The open-loop transfer function of the compensated system with K = 100
is
G(s)
= G (s)Gp (s)
c
4981(*
s(s
3.11)(j
5)(s
10)(.s
is
38.88) (s
+ 0-6) +
(10-99)
0.048)
is
The
unit step response of the
compensated system
shown
in Fig. 10-40. It
apparent
1.5
System with phase-lag

controller
1.0
^._-"
System with
lag-lead
controller
0.5
I
1
Time (seconds)
Fig. 10-40.
Unit step response of the system in Example 10-5 with lag-lead
controller.
566
Chap. 10
5-plane
(- 4.159 +/1 0.556)
/K=
4981
AT
= 4981
-
K=
42.627
X
38.88
Fig. 10-41.
the system in
Example 10-5 with
lag-
lead controller.
that the step response of the system with the lag-lead controller is much improved over that of the phase-lag compensated system. Not only the overshoot is smaller, but
is also greatly reduced. We may attribute these improvements to the addition of the phase-lead portion of the controller. It can be easily verified that the bandwidth of the closed-loop system is now approximately 18 rad/sec, which is 3
the rise time
times that of the system with the phase-lag controller alone. The root locus diagram of Fig. 10-41 shows that the dominant complex roots of the lag-lead compensated system correspond to a much larger natural undamped frequency than that of the system with only the phase-lag controller designed in Example 10-4, Fig. 10-36. This accounts for the fact that the lag-lead compensation gives a wider bandwidth and thus a shorter rise time. The root locus diagram of Fig. 10-41 also shows that for all practical purposes, the transfer function of the closed-loop
system with the lag-lead controller can be approximated by

C(s) R(s)
=
(*
5487
+ 42.627X* +
4.159 +/10.556)(j
+ 4.159
-7T0556)
10 - 10)
at
where the closed-loop poles at 0.616 and -2.76 are 0.6 and 3.11, respectively.
It
effectively canceled
by the zeros
should be pointed out that
we have been
fortunate to have found a solution to
the design problem
on the
first trial.
In general, any trial-and-error design scheme
may
Sec. 10.6
Bridged-T Network Compensation / 557
not be as straightforward, especially since there is a constraint between a and b of Eq. (10-90). In other words, once we selected a value for b, a is also determined. It is entirely possible that the combination does not satisfy the design specifications.
10.6
Bridged-T Network Compensation
Many
pairs of complex-conjugate poles.
controlled processes have transfer functions that contain one or more One of the distinct features of a pair of comis
plex poles
that the gradient of the phase with respect to frequency near the
is
large. This is similar to the situation
when two or
more simple poles of the transfer function are placed close to each other. With reference to the system considered in Examples 10-2 and 10-4, the reason the
phase-lead controller
is
ineffective in
improving the relative
stability
of the sys-
tem is
because the phase of the process has a steep negative slope near the gain-
crossover frequency (see Fig. 10-22). When a process has complex poles, especially if the poles are close to the imaginary axis, the design problem may become more acute. We may suggest the use of a controller that has a transfer function
with zeros so selected as to cancel the undesired complex poles of the original process, and the poles of the controller are placed at the desired locations in the s-plane. For instance, if the transfer function of a process is
G
in
= ^ +* +
io)
stability
1(M01)
which the complex-conjugate poles are causing
closed-loop system, the suggested series controller

tion
may
problems in the have the transfer func-
Gc{s)
= /'+/+]
(1(W 02)
to the performance
The constants and are determined according

specifications of the system.
Although the transfer function of Eq. (10-102) can be realized by various types of passive networks, the bridged-T networks have the advantage of containing only RC elements. Figure 10-42 illustrates two basic types of the bridged-T RC networks. In the following discussion, the network shown in Fig. 10-42(a) is referred to as the bridged-T type 1, and that of Fig.
10-42(b)
is
referred to as type 2.
With
the assumption of zero input source impedance

1
impedance, the transfer function of the bridged-T type
and infinite output network is given by

(10-103)
v
2 (s)
_
1
E^s)
+ 2RC s + R C,C s + (C, + 2C )s + R C C s

2 2
1
and that of the bridged-T type 2 network
is
E
When
these
2 (s)
_
1
Ei(s)
2R.Cs + C2 R,R 2 s 2 C(R 2 + 2R,)s + C 2R,R 2 s 2
(10-104) ' v
two equations are compared,
it is
apparent that the two net-
568
Chap. 10
H(-
R
-\MAr-
^c,
(a)
R2
-WAr-
C
-K-
(b)
Fig. 10-42.
Two
basic types of bridged-T network, (a)
Type
network, (b)
Type 2 network.
works have similar transfer characteristics. In fact, if R, C,, and C in Eq. 2 (10-103) are replaced by C, R 2 and R u respectively, Eq. (10-103) becomes the transfer function of the type 2 network given by Eq. (10-104). It is useful to study the behavior of the poles and zeros of the transfer functions of the bridged-T networks of Eqs. (10-103) and (10-104) when the network parameters are varied. Owing to the similarity of the two networks, only
,
type
1 will be studied here. Equation (10-103) is written as
Ms)
'
T^S + RCi ^ R C^C Cj+2C s RC^ + RtCtCz

%
2
(10-105)
'
If
both the numerator and the denominator polynomials of Eq. (10-105) are
written in the standard
form
2Ccos
+
-
col
(10-106)
we
have, for the numerator,

co 2
=+
R*JC C2
X
(10-107)
(10-108)
Sec. 10.6
559
and fdr the denominator,

<o
=
'
RjC.C,
2C2
= co
1
(10-109)
r *"
-C +
2C 2 /C,
2tf
2yc,C 2
2VQ/C,
l
(10-110)
2,
The loci of the poles and zeros of Ez (s)IE {s) of Eq. (10-105) when C u Ci, and R vary individually are sketched in Fig. 10-43. When R varies, the numerator and the denominator of Eq. (10-105) contain R in the form of R\ and the root locus method cannot be applied directly to this nonlinear problem. Fortunately,
Root locus of zeros
s-plane
Root locus of poles

s-plane
/CO
0-C,
*-
C, -> oo
c, =
O
/?C2
X >
I
<
>
2/?C2
s-plane
o
ii '
/CO
/CO
s-plane
C2 ^
2
C2
10
'
I
-*o
"*
c2
C2
e
2
C2
=
**-<>
RC
II
RCy
__J_
RCy
o
s
-_
/^Z^
>C
1
,.
i_A
C2
(C*<
1)
/?-oo
s-plane
/CO
0*-/?\
/?C,
/?-*oo
RC
RC,
C2 <
C,
(C
>
1)
Fig. 10-43. Loci of poles
and zeros of the bridged-T type
network.
560
Introduction to Control Systems Desiign
Chap. 10
equations that are of the form of Eq. (10-106) are of the second easily. Therefore, the pole and zero loci of Fig. 10-43 show that the two zeros of the bridged-T network type can be either real or
in this case, the
order and can be solved
complex; for complex zeros, C 2 must be less than function always lie on the negative real axis.
C The
.
poles of the transfer
transfer function of the type 2
parameters of the denominator and the numerator of the network may be obtained by replacing R, C,, and in Eqs. (10-107) through (10-1 10) by C, R 2 and R u respectively. Thus
co
,
The and
COnz
C*/R R 2
1
(10-111)
(10-112)
(o
(o 2
(10-113)
2*.
2
v /?i/?2
still
(10-114)
The root
network
if
loci
shown
in Fig. 10-43
can
be used for the type 2 bridged-T
the corresponding symbols are altered.
Example
10-6
The control system shown
in Fig. 10-44
is
selected to demonstrate
and the principle of improving system performance by pole-zero cancellation.
the use of the bridged-T network as a controller
R(s)
3>\ *M
,
Controller
5(1
K(\ +
lO.s)
)
C(s)
+ 0.2s + 0.25s 2
Fig. 10-44.
Feedback control system
for
Example
10-6.
The controlled process has the

G,(s)
transfer function
=
.5(1
ATO+JOs)
0.2* -f 0.25.S 2 )
is
(10-115)
The root
10-45. It
locus diagram of the uncompensated closed-loop system

is
shown
in Fig.
always stable, the damping of the system is very low, and the step response of the system will be quite oscillatory for any positive K. Figure 10-47 illustrates the unit step response of the system when = 1. Notice that the zero &\ s = 0.1 of the open-loop transfer function causes the
is
shown
that although the closed-loop system
closed-loop system to have an eigenvalue at *
constant of
oscillate
1 1
sec.
Thus
this small
0.091, which corresponds to a time eigenvalue causes the step response of Fig. 10-47 to
it
about a
level that is
below unity, and
would take a long time
for the response
to reach the desired steady state.
Sec. 10.6
561
/CJ
t
Let us select the type 1 bridged-T network as series compensation to improve the relative stability of the system. The
K=
0.354 +/6.62
complex-conjugate zeros of the network should be so placed that they will cancel the undesirable poles of the controlled
process. Therefore, the transfer function of the bridged-T net-
work should be
i-plane
j' 2
GAs)
S
2t P co op s
+ 0.8s + 4 + CO
(10-116)
Using Eqs. (10-107) and (10-108), we have

/3
-0.4+ /1. 96
/?V C\Cz
(10-117)
(10-118)
K
One root
-
From
and
Eqs. (10-109) and (10-110),
W
at
1)
1
co,
(10-119)
0.093
(K=
K = o:
-0.4-/1.96
;3
c,=
The
+ 2E =
1
2.7
(10-120)
transfer function of the type
bridged-T network
is
Gc (s) =
(J
-/5
The open-loop
0.354
/6.62
^ BC
The root loci of the compensated system are sketched as shown in Fig. 10-46. The root loci show that for K greater
Root loci of the feedback control system in Example 10-6 with G (s) = p
Fig. 10-45.
[AC(1
^ > XU
+ 0.8s + 4 + 0.384)(j + 10.42)

s1
(10-121)
compensated system
is
(10 " I22)
than 0.64, two of the eigenvalues of the system are complex. However, the dynamic response of the system is still dominated by the eigenvalue that lies near the origin of the s-plane.
sated system
10s)]/[.s(l
Figure 10-47 illustrates the unit step response of the compenwhen 1 In this case the complex eigenvalues of the compensated system cause the response to oscillate only slightly, but the eigenvalue at s -0.093 causes the system response to take a very long time in reaching its steady state of unity. It is apparent that the relative stability of the system is greatly improved by the bridged-T controller through pole-zero cancellation.
0.2s
0.25^)].
K=
Although the preceding design is carried out on the basis that the undesirable poles of the controlled process are exactly canceled by the zeros of the controller, in practice this ideal situation is difficult to achieve. One of the difficulties lies in the fact that we cannot design the controller so that its poles and zeros will fall exactly at the specified locations. Another problem is lack of knowledge
as to exactly where the poles of the process are. Usually, in the determination of the transfer function of a process, assumptions and approximations have to be made, so that the mathematical description of the system is never precise. In
562
Chap. 10
/cj
s-plane
K=\
S.33+/3.8
K=
10.4
--o
One
-
root at
0.093 when
K=
K=
5.33-/3.8
Fig. 10-46.
Root
loci
of feedback control system in Example
0-6 with
bridged-T controller.
view of these practical considerations, in practice, a more

the attempt of the pole-zero cancellation design
is
realistic situation in
at best a "near cancellation."
Let us consider that the design of the bridged-T compensation of the system 10-6 resulted in an inexact pole-zero cancellation, so that the transfer function of the controller is
in
Example
c (s)
=
(s
s1
+ 0.76s + 3.8 + 0.366)0 + 10-4)
(10-123)
of
Since the complex poles of the controlled process are not canceled by the zeros G c (s), the open-loop transfer function of the system becomes
G(s )
w=
40K(s
s(s
0.366)0
0J6s 3.8) Q.1Xj 0.8j 10.4)0 2 4)
(10-124)
For
all practical
purposes, the complex poles and zeros of G(s) of Eq. (10-124)
can still be considered as close enough for cancellation. For loop transfer function is
K=
1,
the closed-
Sec. 10.6
563
Uncompensated system
c(t)
10
Seconds
Fig. 10-47. Unit step responses of the
compensated and the uncompen-
sated systems in
Example
40(,y
10-6.
C() R(s)
0-l)Cr
0-76a
2
(s
0.093)O
0.81 ^
3.805)O
+ 3.8) + 10.66.S +
(10-125)
42.88)
Since the zeros of the open-loop transfer function are retained as zeros of the closed-loop transfer function, Eq. (10-125) verifies that near cancellation of
poles and zeros in the open-loop transfer function will result in the
tion for the closed-loop transfer function. Therefore,
the transient response standpoint, the
same situawe may conclude that from effectiveness of the cancellation com-
not diminished even if the pole-zero cancellation is not exact. we can show that if the partial-fraction expansion of Eq. (10-125) 2 0.8 Is is carried out, the coefficients that correspond to the roots of s 3.805 will be very small, so that the contribution to the time response from
pensation
is
Alternatively,
these roots will be negligible.

If the undesirable poles of the open-loop transfer function are very close to or right on the imaginary axis of the .s-plane, inexact cancellation may result in a conditionally stable or an unstable system. Figure 10-48(a) illustrates a situation
in
which the
relative positions
of the poles and zeros intended for cancellation
564
Chap. 10
/CO
X?fC=o
s-plane
K=
(a)
'
/'co
>
5-plane
K=
K=
K=Q
(b)
P. = K
Fig. 10-48.
Root
locus diagrams showing the effects of inexact pole-zero
cancellations.
result in a stable system,
whereas in Fig. 10-48(b), the inexact cancellation is unacceptable, although the relative distance between the poles and zeros intended for cancellation is small. Normally, the two situations may be distinguished simply by the use of the angles of departure properties of the root loci.
REFERENCES
1
H. W. Bode, Network Analysis and Feedback Amplifier Design, D. Van Nostrand Reinhold Company, New York, 1945.
H. M. James, N. B. Nichols, and R. S. Phillips, Theory of Servomechanisms, McGraw-Hill Book Company, New York, 1947.
2.
Chap. 10
Problems
565
3.
Series,
4.
N. Wiener, Extrapolation, Interpolation, and Smoothing of Stationary Time Technology Press, MIT, Cambridge, Mass., 1949.
W.
J.
R. Evans, "Control System Synthesis by Root Locus Method," Trans. AIEE,
Vol. 69, pp. 66-69, 1950.

5.
G. Truxal, Automatic Feedback Control System

1955.
Synthesis,
McGraw-Hill
Book Company, New York,
PROBLEMS
10.1.
The open-loop
is
given by
G(s)
=
s(l
jr
+ 0.2i)(l + 0.5s)
is
The feedback
(a)
is
unity.
The output of the system
to follow a reference
ramp
input to yield a velocity of 2
rpm with a maximum steady-state error of 2.
Determine the smallest value of
K that will satisfy
the specification given
above. With this value of K, analyze the system performance by evaluating

the system gain margin, phase margin,
(b)
M, and bandwidth.
(1
lead compensation with the transfer function
+ 0As){\ + 0.08*)
is
inserted in the forward path of the system. Evaluate the values of the gain
margin, phase margin,
p,
and bandwidth of the compensated system.
Comment on
(c)
the effects of the lead compensation of the system perfor-
mance. Sketch the root
loci
of the compensated and the uncompensated systems.

is
10.2.
A
(a)
type-2 control system
shown
a
in Fig. P10-2.
The system must meet
the
following performance specifications:
Acceleration constant
(b)
The resonance peak
K = 5 sec -2
p <
1.5.
*-C(s)
Figure P10-2.
Design a
series phase-lead controller to satisfy these requirements.
Sketch the
root loci for the uncompensated and compensated systems.

sated system ?
10.3.
What are the values
of the damping ratio (of the complex roots) and the bandwidth of the compen-
Figure P10-3
illustrates the
block diagram of a positioning control system.
The system may be used for the positioning of a shaft by a command from a remote location. The parameters of the system are given as follows:
ze
= 0.01 / = 0.05
sec
oz-in-sec 2
566
Chap. 10
Motor
electric
circuit
Motor and
load
Ka
Gc (s)
1
Km
+Te S
Figure P10-3.
= 0.5 oz-in-sec Km = 10 oz-in/volt

B
TL =
(a)
disturbance torque
Determine the minimum value of the error sensor and amplifier gain Ka so that the steady-state error of 9 due to a unit step torque disturbance is
less
than or equal to 0.01
(1
per cent).
(b)
Determine the stability of the system when mined in part (a). Design a phase-lead controller in the form
Ka
is set
at the value deter-
c {s)
+aTs
Ts
a>
so that the closed-loop system has a phase margin of approximately 40. Determine the bandwidth of the compensated system. Plot the output
10.4.
response O (O when the input r (t) is a unit step function. (TL = 0.) Repeat the design problem in Problem 10-3 with a phase-lag controller
G
10.5.
1
c (s)
+aTs
+Ts
<
Human
entire body.
beings breathe in order to provide the means for gas exchange for the respiratory control system is needed to ensure that the body's
needs for this gas exchange are adequately met. The criterion of control is adequate ventilation, which ensures satisfactory levels of both oxygen and
carbon dioxide in the

cavity
arterial blood. Respiration is controlled by neural impulses that originate within the lower brain and are transmitted to the chest
tidal volume. One source of the the chemoreceptors located near the respiratory center, which are sensitive to carbon dioxide and oxygen concentrations. Figure P10-5 shows the
and diaphragm to govern the rate and

is
signals
block diagram of a simplified model of the
human
respiratory control system.
The
objective
is
to control the effective ventilation of the lungs so that satisis
factory balance of concentrations of carbon dioxide and oxygen

in the
(a)
maintained
blood circulated at the chemoreceptor. A normal value of the chemoreceptor gain margin and the phase margin of the system.
to 1.
Kf
is 0.
Determine the gain
(b)
Assume
that the chemoreceptor is defective so that its gain K is increased f Design a controller in the forward path (to be inserted in front of the block representing the lungs) so that a phase margin of 45 is maintained.
Chap. 10
Problems
567
Lungs
Circulatory system
Concentration
0.1
CO)
Desired
ventilation
+ 0.5)0 + 0.1)0 + 0.2)
V
Chemoreceptor
Figure PI 0-5.
10.6.
This problem deals with the cable-reel unwind process described in Problem 5-16 and shown in Fig. P5-16. The inertia of the
reel is
JR
where
(a)
187?*
200 ft-lb-sec 2
the effective radius of the cable reel. that and JR are constant between layers of the cable. Determine the maximum value of the amplifier gain so that the entire unwinding process is stable from beginning until end.
R is
Assume
(b) Let
K = 10 and indicate the variation of the roots on the loci as unwind process progresses. It should be noted that the treatment of this problem by a transfer function is only an approximation;
process with
the
strictly,
= 10. Design a series controller so that the system has a phase margin of 45 at the end of the unwind process {R = 2 ft). With this controller, what are the phase and gain margins of the system at the beginning of the unwind process? Sketch the root loci of the compensated
the
process
10.7.
is
nonlinear as well as time varying.
Figure P10-7 shows the block diagram of the speed control system for an power generating system. The speed governor valve controls the steam flow input to the turbine. The turbine drives the generator, which puts out electric power at a frequency proportional to the generator speed co The g
electrical
Speed governor
valve
Power system
generator
Reference input
voltage
Tachometer
Figure PI0-7.
568
Chap. 10
desired steady-state speed of the generator
output voltage
(a)
is 1200 rpm, at which the generated 60 Hz. / = 100. Let the speed governor valve gain K be set at 10 rad/volt. Determine the tachometer gain so that the complex eigenvalues of the closed-loop system correspond to a damping ratio of 0.707. Sketch the root loci as a function is
(b)
KT and indicate the location of the roots with the desired damping. Determine the desired reference input voltage, with the value of KT set at the value determined in (a), so that the generator speed is 1200 rpm
of
(TL
(c)
= 0).
TL denotes a load change. Determine the per cent change in the steady-state speed due to a constant load change when T is as deterIn Fig. P10-7,
in (a).
mined
(d) It is desired to
keep the frequency variation due to load change within At the same time, the relative damping of the complex eigenvalues of the overall system must be approximately 0.707. Can both requirements be satisfied by only changing the values of A" and KT 1 If not, design a series controller in the forward path for this purpose. Sketch the root locus for the compensated system with K = 10, with KT as the
0.1 per
cent.
variable parameter.
10.8.
The phase-lock loop technique is a popular method for dc motor speed control. A basic phase-lock loop motor speed control system is shown in Fig. P10-8.
Reference speed
Eo
Motor
control
circuit
ym
Motor
speed
<0
Counter
Encoder
I
l i
MM
*2
C
1(-
vwv-
Em
t>
Filter
Figure P10-8.
The encoder produces

train
digital pulses that represent motor speed. The pulse from the encoder is compared with the reference frequency by a phase comparator or detector. The output of the phase detector is a voltage that is
proportional to the phase difference between the reference speed and the actual motor speed. This error voltage upon filtering is used as the control
signal for the motor.
The system parameters and
transfer functions are as
follows:
Chap. 10
Problems
569
Phase detector
Motor Motor
control circuit gain

transfer function
Encoder gain
Filter transfer function
Kp = 0.0609 volt/rad Ka = K" = (K -tor {Km - I0 T Vm (s) s(\ + Tm s) K = 5.73 pulses/rad Ea_ __ R Cs + E RiCs *i = 1.745 x 10 Q, C, = fiF
1
QM
e
in
<
">
0.04)
Counter
1_
system bandwidth. Sketch the root locus diagram for the characteristic equation roots as R 2
varies.
Determine the value of R 2 so that the complex roots of the closed-loop system have a damping ratio of approximately 0.707. If the problem has more than one solution, use the one that corresponds to the smallest
10.9.
a system with tachometer feedback. Choose the tachometer gain constant K, so that the relative damping ratio of the system is 50 per cent. How does the tachometer feedback affect the bandwidth of the system ?
Tachometer feedback is employed frequently in feedback control systems for the purpose of stabilization. Figure P10-9 shows the block diagram of
R(s)
X^
, *
10 s(s+ I)
a*)
K,s
Tachometer
F
10.10.
gure P10-9.
The block diagram of a control system is shown in Fig. P10-10. By means of the root contour method, show the effect of variation in the value of T on the
location of the closed-loop poles of the system.
R(s)
E(s)
KX^
-T
1
10
s(l +0.1.S) 2
C(s)
+ Ts
Figure P10-10.
570
Chap. 10
10.11.
shown
and
computer-tape-drive system utilizing a permanent-magnet dc motor is in Fig. P10-ll(a). The system is modeled by the diagram shown in Fig.
The constant L represents the spring constant of the elastic tape, denotes the viscous frictional coefficient between the tape and the capstans. The system parameters are as follows
P10-ll(b).
BL
Ra
36 oz-in/volt
6.92 oz-in/rad/sec
0.023 oz-in-sec 2
K = BL =
e
KL =
=
2857.6 oz-in/rad
2
10 oz-in-sec
where
(a)
K =
b
in oz-in/amp,
back emf constant, K, and B, motor viscous

JL = 7.24 oz-in-sec K K IR + Bm Ka = torque

b a a
,
constant
friction constant.
in Fig.
Write the
Q>l,
,
system shown
P10-ll(b) with 9 L ,
m and
co m as the state variables in the prescribed order.
Derive the
transfer functions
Tm'U m e
,
+ o
WW
(b)
Amplifier
Controller
Motor
rr,
i>
'
*o,
9m
Speed
transducer
(c)
Figure P10-11.
Chap. 10
Problems
571
a>m(s)
and
is
co L(s)
Ea {s)
,
(b)
The
objective of the system
to control the speed of the load, co L accu-
rately.
Figure P10-ll(c) shows a closed-loop system in which the load speed is fed back through a speed transducer and compared with the reference input, with f = 0.01. Design a controller and select the ampli-
fier
gain so that the following specifications are satisfied: (1) no steady-state
speed error
when
;
the input e r
is
a step function;
(2) the
dominant roots of
ratio of approximately 0.707 and (3) what should be the value of the input e r if the steadystate speed is to be 100 rpm? Sketch the root loci of the designed system with as the variable parameter.
the characteristic equation correspond to a
damping
10.12.
The computer-tape-drive system described

system parameters
in
Problem
10-1
has the following
Ra
36 oz-in/volt
b
c
Jm
6.92 oz-in/rad/sec
= 0.023
oz-in-sec 2
_ K K + Bm = Ra
BL =
KL = 28,576
JL
(a)
oz-in/rad
2
Kf =
0.01
7.24 oz-in-sec
Show that
the closed-loop system without compensation has an oscillatory
response in co L for any positive K.

(b) In
order to reduce the speed oscillations, a bridged-T network
is
proposed
to cancel the undesirable poles of the open-l6op transfer function. Figure
controller preceding the bridged-T controller
P10-12 shows the block diagram of the overall system. The phase-lag is for the purpose of ensuring zero steady-state speed error when a step input is applied. Determine the
transfer function of the bridged-T
network and the amplifier gain so that
the dominant roots of the characteristic equation correspond to a damping

ratio of approximately 70.7 per cent.
Phase-lag
Amplifier
network
>
s
+ 0.953
5
-j-VVW-n
*-
Bridged-T
network
Speed
transducer
Figure P10-12.
11
Introduction to Optimal
Control
11.1
Introduction
From the discussions given in Chapter 10 we realize that the conventional design of feedback control systems has many limitations. The most important disadvantage of the conventional design approach
rigorous and rely heavily on
trial
is that these methods are not For a system with multiple inputs and outputs and a high degree of complexity, the trial-and-error approach may
and
error.
not lead to a satisfactory design.
The optimal control design is aimed at obtaining a system that is the best possible with respect to a certain performance index or design criterion. The state-variable formulation is often used for the representation of the dynamic process. Since the optimal control problem is more of a mathematical development, the problem is stated as Find the control u(t) that minimizes the performance index,
J =['' F[x{t),n{t),t]dt
J
to
(11-1)
given the initial state x(/
x and i(0
subject to the constraint that the process
is
described by
f[x(r), u(r),
t]
(11-2)
The performance index is a scalar quantity that consists of an integral of a scalar function of the state vector and the control vector. Notice that the
which describe the dynamics of the system to be controlled are interpreted as constraints to the design problem. In general, additional constate equations
straints
on the
state variables
and/or the control are often used.
572
Sec. 11.1
Introduction
573
In the optimal control design, the performance index

tional design criteria such as
J replaces the conven-
peak overshoot, damping ratio, gain margin, and phase margin. Of course, the designer must be able to select the performance index properly so that the resulting system from the design will perform satisfactorily according to physical standards which are more easily interpreted by conventional performance criteria. It must be noted that the control u(r) is usually not what has been referred
to as the reference input in conventional design terminology. Since the state
equation of Eq. (11-2) describes the controlled process only, the statement of the
optimal control problem
may give one the misconception that the problem deals

it
with the design of an open-loop system. However, when the design

plished, usually, the optimal control will be of such a nature that
is accomdepends on is
the output or the state variables, so that a closed-loop control system
naturally
formed.
To
illustrate the various possible
formulations of the performance index /,
the following examples are given.
Minimum-Time Problem
One of the most

to the final state in
(1 1-1),
frequently encountered problems in optimal control

its states
is
the
design of a system that will be able to drive
from some
initial
condition
minimum
time. In terms of the performance index of Eq.
the minimum-time problem
may be
stated so as to minimize
f
>
dt
(11-3)
to
Thus, in Eq.
(1 1-1),
F[x(t), u(r),
t]=\.
Linear Regulator Problem
Given a linear system, the design objective may be to keep the
states at the
equilibrium state, and the system should be able to return to the equilibrium
from any problem is

state
initial state.
The performance index

J
for the linear regulator
=$
[" x'Qxdt
(11-4)
where
Q is a
symmetric positive-definite matrix. Or,
/
where a constraint
is
[" [x'Qx
*
u'Ru] dt
(1 1-5)
to
placed on the control vector
called the weighting matrices, as their
u. The matrices Q and R are components put various weights on the
elements of x and u in the optimization process.

Tracking Problem
If it is desired that the state
x of a given system track, or be as close as possible

,
to a certain target trajectory
x d the problem may be formulated by minimizing

f"
I
<<,
(x
x)'Q(x
-x )dt
d
(11 -6)
574
Chap. 11
In addition to these examples, there are the minimum-energy criterion,
minimum-fuel
criterion,
and many
others.
11.2
Analytical Design
One of the
is
first
design methods that eliminates the trial-and-error uncertainties
analytical design, sometimes

is
known
it
as
minimum
integral-square-error design.
The design
forms a bridge between the conventional design philosophy and the modern optimal control principle. For the first time, the designer can simply set up the performance index and then carry out the
significant in that
complete design in a mathematical and analytical way. The only problems the designer has to be concerned with are: (1) if the design has a solution, and (2) if
the solution can be physically implemented.
to the conventional
The
similarity of analytical design
approach
is
that the design
is
carried out in the frequency
domain
or,
more appropriately
stated, the ^-domain.
However, none of the

11-1.
is
frequency-domain graphical techniques is necessary. We first begin with the system configuration of Fig.
are that the system
is linear,
The assumptions
time invariant, and that there
only one input and
one output. Systems with multivariables may be designed by the analytical method, but the procedure is much more involved. Therefore, in the current
discussion
we
are restricted to single-variable systems.
KO
~\
eit)
Linear
controller
,
uit)
Linear process G(s)
*-
cit)
Fig. 11-1.
Block diagram of a linear system with a controller.

is described by the and the output is c(t). Notice not an algebraic one in that the controller
The
linear controlled process of the system in Fig. 11-1
transfer function G(s).
The control
1
signal
is u{i),
that the block diagram of Fig.

is
1-1 is
portrayed in such a way that its specific input-output configuration is not yet defined. This allows the flexibility of selecting the final controller configuration, such as a series controller or a feedback controller, once the design is completed.
The performance index J is composed of the following two

ye Ju
where
e(t) is
integrals:
= C e\t)dt
J
(11-7)
Cu\t)dt
J
(11-8)
the error signal
integral square error (ISE)
and u(t) is the control signal. J is and / is the integral square control
referred to as the
(ISC).
Sec. 11.2
Analytical Design /
575
Je is that this performance index gives a flexible peak overshoot, rise time, and relative stability. If the error between the output and the reference input is large, the value of Je will be large. The ISC index Ju may be regarded as a measure of the energy required by the control. Since u 2 (t) is proportional to the power consumed for control, the time integral of u 2 (t) is a measure of the energy consumed by the system. Ordinarily, the analytical design problem may be formulated as one that desires the minimization of Je while keeping Ju within a certain limit, or minimizing / while keeping Je not greater than a certain value. Using the calculus-of-variation method, the problem of minimizing one function while constraining another function to a constant value can be solved by adjoining the constraint to the function to be minimized (see Appendix C). For instance, if the optimization problem is
significance of using
restriction
The
on such
criteria as
minimize Je
and
Ju
the problem
is
K= constant
e
equivalent to
minimize J
=J +
k 2 Ju
(11-9)
where k
is
a parameter yet to be determined and is called the Lagrange multiplier.

if
On
and
the other hand,
we wish
to
minimize Ju
Je
then the problem
is
=K
constant
equivalent to minimizing
Ju
k 2Jt
(11-10)
The major development of the analytical design is the use of an equivalent frequency-domain expression for Eq. (11-9) or Eq. (1 1-10) in terms of the system transfer function through the use of Parseval's theorem. The version of the Parseval's theorem that is applied to the present problem is
[
e 2 (t)dt
= ~. f
e{t).
E(s)E(-s)ds
(H-H)
where E(s)
is
the Laplace transform of
Let us formulate the problem as being that of finding the optimal control for the system of Fig. 11-1 so that
J
is
=J +
e
k 2 Ju
= P [e
J
(t)
k 2 u\t)] dt
(H-12)
minimized.
Applying Parseval's theorem to Eq. (11-12), we have
= ^p
'
\E{s)E{-s)
k 2 U(s) U(-s)] ds
(1 1-13)
576
Chap. 11
With reference
to Fig. 11-1,
E(s)
= R(s) -
G(s)U(s)
(1 1-14)
we
get
[R(s)
G(s)U(s)][R(-s)
G(-s)U(-s)]ds
(11-15)
+ 2nj)_
U(s)U(-s) ds
J
,
Let Uok (s) be the optimal control, subject to the determination of k 2 can write any arbitrary U{s) as
We
U(s)=UJs)
where A
the
left
is
{s)
(11-16)
a constant and U^s)
is
half of the s-plane.
The
2
last condition is
any arbitrary function thai: has only poles in due to the requirement that u(t)
(11-16) into Eq. (11-15) yields
2
must be bounded. Substitution of Eq.
J
where
Jl
= J + k Ju = /, + X(J + /,) + A V
e
(11-17)
= = =
db |
(**
~ R k ~ RGU k +
k * U*V*
+ G GVBk Uok
ds
(11-18)
Jl
5T I
2^7 /
(<kl ^
~ G* + GGVtWi ds
t1
M9
>
J%
{ -
klUok
-GR + GGUokWi ds
GCftUiUi ds
for G(s),
(1
1-20)
/4
= _L
simplicity,
(k*
(11-21)
For
we have used G
Uok
for
Uok (s), Uok
for
Uok {s),
and
so on.
/.
is
In Eq. (11-17), J t is the optimum performance index, that is, the minimum J3 since the integrand of J2 Equations (11-19) and (11-20) indicate that J2 identical to that of J3 with s replaced by s. Also, J4 is always positive, since
its
integrand
is
symmetrical with respect to the imaginary axis of the j-plane.

(1 1-17) to
The
are
necessary and sufficient conditions for /in Eq.
be a
minimum
(11-22)
dJ
A=0
and
d 2J
dk 2
>o
-1=0
(11-23)
Applying Eq. (11-22) to Eq. (11-17) leads to
J2
and Eq.
(11-23) gives
+J = 2J =
} 3
(11-24)
J*
>o
(11-25)
Sec. 11.2
Analytical Design /
577
which
is
always
satisfied.
Therefore, the necessary and sufficient conditions for

(1
minimum J are
obtained from Eqs.

(k 2 Uok
1-24)
and
(1 1-20),
-GR + GGU
U
%
ok
)U ds
1
(11-26)
Since
we have assumed
C7, is
that
all
the poles of
are inside the left half of the
j-plane, the poles of
must
all lie
in the right half of the s-plane.
One solution
left
of Eq.
(1
1-26)
that
all
the poles of the integrand are in the right half of the
j-plane,
and the
line integral is evaluated as
a contour integral around the

(11-26)
is
half of the s-plane. Since the contour does not enclose any singularity of the integrand, the contour integration
is
zero.
Thus J3 of Eq.
2
identically
zero
if all
the poles of
X(s)
= GGUok -GR + k Uok

is
(1 1-27)
are located in the right half of the j-plane. Equation (11-27)
written
(1
X(s)
(k 2
+ GG)Uok - GR = YY=k 2 + GG
1-28)
The function
j-plane.
{k 2
GG)
is
symmetrical with respect to the imaginary axis in the
We let
Y(s)
Y(-s)
(1
1-29)
where Y is a function that has only poles and zeros in the left half of the j-plane, and Fis Y with s replaced by s and has only right-half-plane poles and zeros.
The following notation
is
defined:
Y={k 2 + Y={k 2 +
The process of finding Y and
GG} +
GG}~
(11-30)
(11-31)
Y is
called spectral factorization; this is relatively

is
straightforward for scalar functions but
quite complex for multivariable
systems since matrix functions are involved.
Equation (11-28)
is
now
written
X=YYU -GR
ok
(11-32)
We must now separate the right side of Eq. (1 1-32) into two parts,
poles only in the
plane. This
is
one with
and one with poles only in the right-half accomplished by dividing both sides of the equation by Y, yielding
left
half of the s-plane,
4 = YU
GR
Y
where
ak
-^
rGRT
(11-33)
For convenience, we assume that R has no poles in the right-half plane. Performing partial fraction of GRjY in Eq. (1 1-33), the result is written
CGR~
.
_Y + + _ Y _
(11-34)
GR
_Y
.
expansion with poles in left-half plane
(11-35)
GK
Y
.
expansion with poles in right-half plane
(11-36)
578
/ Introduction to Optimal Control
Chap. 11
Then, Eq. (11-33) becomes

X_
GR
GR YUok -
(11-37)
In this equation, the left-side terms have only poles in the right-half plane, and the right-side terms have only poles in the left-half plane. Therefore, the left-side
terms must be independent of the right-side terms, or
Uak =T7 GR
Note that
(11-38)
and it is the optimal control that minimizes the performance index of Eq. (11-12) for a given k 1 To find the absolute
A:
.
Uok is still a function of

for
optimum value
Uok
which
is
we must
use the constraint condition
= j_
to determine
U(s)U(-s) ds
=K
(11-39)
k 2 The
.
integral of Eq. (11-39)
may
be evaluated with the aid of
Table
11-1.
Table 11-1
Tabulation of the Definite Integral
N(s)N(-s) ds D(s)D{-s)
. .
N{s)
D(s)
Jl
j
= N-is-i + N- 2 s"- 2 + + Nts + N = Dn s" + Dn-is"- + ... + DiS + D

.
IDoDt
1
_ N\D a + NlD 1 2 2D D D 1 2 j _ NjDoDj + (N - 2NoN1 )D D + NID 2 D 2DoD (-DoD + O1/J2) 2 / = Nl(-DjD + DoD,D 2 + (N - 2N N )DqD D 4 + (N\ - 2NqN 2 )DoD 2DoD^-DoD\ - D\D* + DiD 2 D
i 3 3 3
.
D4
+ Nl(
-D\D\
-O2O3P4)
3)
Once
Uok (s)
is
determined,
if desired,
the optimal closed-loop transfer
function can be easily determined. Let
M
which
is
ok {s)
C(s)
R(s)
.
(11-40)
the optimal closed-loop transfer function subject to finding k 2 Since

C(s)
G(s)Uok (s)
(11-41)
(11 " 42)
M
or
k{s)
W)
u k{s)
ok
= R-y ~GRT
(11-43)
Sec. 11.2
Analytical Design /
579
Equations
(1 1-38)
and
(1 1-43) are
made more
useful
by defining
(11-44)
G(s)
where N(s) and D(s) are polynomials of s.

Then,
Y=
{k 2
\ 1
=
and
k2
+ GG} + DD + NN DD
-
+
)
_ {k DD + NN} + D
2
(11-45)
_ ~~
{k 2
DD + NN}D
(11-46)
Equation
(1
1-38)
now
U k
gives
=
=
{k 2
D NR DD + NN} + L{k DD + NN}-J +

2
(11-47)
Similarly, Eq. (11-43) leads to
M
which
finding
is
N
R{k 2 DD
2
NR
nk
+ NN} + l{k DD + NN}
(11-48)
the optimal transfer function of the closed-loop system, subject to

.
k1
Example
11-1
Referring to the block diagram of Fig. 11-1, consider that
n
and the input transform
is
10
(11-49)
>-
(11-50)
transfer function
Determine the optimal control

(s)
(s)
and the optimal closed-loop
so that
(1)
Je
/
=
J
e 2 (t) dt
= minimum
(11-51)
(2)
f~ u\t) dt
J o
< 2.5
2
(11-52)
Since
10 and
D = s 2 we have
,
{k 2
DD + NN}* = [k
s*
100} +
(11-53)
To carry out
the spectral factorization of the last equation,
we
write
)
k 2 s*
100
= {a t s 2 + a,5 + Oo)(2* 2 - a lS + a = als* - (a\ - 2a a )s 2 + a 2

2
(11-54)
Equating
like coefficients
on both
a\=k
(11-55)
$80
Chap. 11
a2
a\
2
2a o a\ = 100
aQ
=k =
(11-56)
(11-57)
(11-58)
which gives
10
(11-57),
(11-59)
Substituting the results of a
and a 2 into Eq.

/
tf t
we
get
= v 20fc
2s 2
(11-60)
Therefore,
[k 2
DD + NN} + = (a
=
ks 2
2
+as+a + */20ks +
t
(11-61)
10
and
{k 2
DD + NN}~ = to - */Wcs +
is
10
(11-62)
The second term on
the right side of Eq. (11-47)
.{k 2
NR DD + NN}-} +
10(0.5/.?)
Iks 2
0.5
- */20ks +
10_
(11-63)
where we have considered that the pole plane. Equation (11-47) now gives
- 2
at the origin
is
slightly over in the left-half
ok
~ ks 2 + +/20ks +
0.5
10
~=
0.5.$
ks 2
+ */2Qk7+
0.5s
(11-64)
10
Substituting
Uok
into Eq. (11-39) for U,
we have
\0ks 2
^^=f - */20ks +
0.5s
s
i-L. ks
o
+ >j20ks +
2
rry
10
(11-65)
This integral
is
evaluated by use of the formula in Table 11-1.
From Table
-1,
/.= N D + N D 2 2D D D 2
2
1
(11-66)
where
N = 0.5, N = 0, D =
t
10, Z>,
= /20, D 2 = k. Thus
0.125
S= W20k
from which
2.5
(11-67)
k
The optimal
control
is
= 0.05
0.5 s
given by
UoKS>
tt s
\
- 0.05s 2 + s +
is
10
(11-68)
and the optimal closed-loop
transfer function
M^=W) Uo{s) = 0.05s 'His)

G(s)
+S+
10
(11-69)
200
;
+ 20s + 200
, .
'
Sec. 11.2
Analytical Design / 581
The
following features of the design should be noted
The performance index is the integral square error with constraint on the control signal in the form of integral square control. No specifications are given in the form of overshoot, bandwidth, rise time, gain margin, and
so on.
2.
The optimal control and
the optimal closed-loop transfer function are

final
determined without specifying the
system configuration.
It is interesting to note that the optimal system represented by the transfer function of Eq. (11-69) has a damping ratio of 0.707 and a bandwidth of 14.14 rad/sec. There is a great deal of flexibility in arriving at the final system configuration and the transfer function of the controller. Figure 11 -2(a) shows the system with a series controller. The transfer function of the series controller is determined as
c (s)
G(s)
- AfoCs)
(11-70)
(s)
20s 20 s
As an
alternative, Fig. 11 -2(b)
shows the system with a feedback controller which
is
tachometer, and series controller, with
G
and
c (s)
=
=
20
0.1s
H(s)
lit)
f-
~\
e(0
.s
20s
u(t)
10
s2
*-
c(t)
+ 20
(a)
iiO
~\
e)
rA
+L
"(O
,
10
S^
+-
c(t)
0.1s
(b) Fig. 11-2. (a) Analytically designed system in

controller, (b) Analytically designed system in
Example 11-1 with a series Example 11-1 with a feed-
back
controller.
582
Chap. 11
Example
11-2
Referring to the system of Fig. 11-1, consider that
^)= î
The input
is
(11-71)
transfer function
M 0) so
It is
desired to determine the optimal closed-loop

1
that
Je
Using the notation of Eq.
= minimum and / < (11-44), N = s 1, D = s 2

2
Then,
D = s2
The
N = s
and
{k 2
DD + NN} + = [k
is
1
s*
- s2 +
1}
(11-72)
spectral factorization of Eq. (11-72)
carried out by writing

t
s*
s2
= (a2 s + a^ + a )(a 2 s 2 - a s + = als* - (a\ - 2a 2 a )s + a 2

2
2
aQ )
(11-73)
Equating
like terms
on both
sides
of Eq. (11-73) yields

a2
d!
=k = */2k + =
1
(11-74)
1
(11-75)
(11-76)
Thus
{k 2
DD + NN}+ = ks 2 + Jlk +
1,5
(11-77)
and
[k 2
DD + NN}- = ks ~ */2k
2
1,5+
(11-78)
The second term on
the right side of Eq. (11-47)
is
\_{k
NR -Or + 1) _ DD + NNj'X LsVcs - ^/W+ls +

2
=:
1)J +
~T
left
(11 " 79)
where we have considered that the pole at the origin is slightly to the nary axis. The optimal control is now found from Eq. (1 1-47),
of the imagi-
Uok =
subject to the determination of k.
s
ks 2
+ V2A: +
Is
(11-80)
1
Using Eq.
(11-39),
and evaluating the
integral with the help of Table 11-1,
we have
= 0.378
is
The optimal closed-loop
transfer function
found by use of Eq.
(1 1-48),
It is worth noting that the closed-loop transfer function contains the right-halfplane zero of G(s). This is a necessary condition for u(t) to be bounded. In other words, if (s) does not contain the term (s - 1) in its numerator in this problem, it would not be possible to satisfy the Ju requirement. However, the analytical design
<\
formulation derived in this section naturally leads to the proper solution for this case.
It
should be pointed out that the analytical design can yield a physically
realizable solution only if
process transfer function G(s), a
Je and Ju are finite. Given an arbitrary input and minimum integral-square-error solution may
Sec. 11.3
583
not
exist.
is
For instance,
it is
well
known
that the steady-state error of a type-0

infinite if G(s) is
system
nonzero for a step input. Thus J would be
of the
form
<**
(s
a)(s
t)(s
a> b C
'
c)
(I1 " 82)
11 .3
The
analytical design
method introduced
in Section
1 1
.2 is restricted
to single-
input systems only. For multivariable systems, the spectral factorization problem
causes the solution to be a great deal
analytical design
is
more complex. The advantage with

is is
the
that the configuration of the system to be designed

result
semi-
fixed, so that the
end
of the design
the optimal closed-loop transfer
function.
As a
variation to the analytical design,
we may
consider a fixed-configura-
tion system but with free parameters that are to be optimized so that the fol-
lowing specifications are
satisfied:
Je Ju
= C e \i)dt
J
(11-83)
= Cu\i)dt<K J
we
consider the case
(11-84)
As
in the analytical design,
when
/ == K,
and the
problem becomes that of minimizing the following performance index
J
where k
system
2
=J +
e
k 2Ja
is
(11-85) to be determined.
is
the Lagrange multiplier whose value
The
is
optimized with respect to a given reference input.
applied to systems with multiple inputs.
The advantage with the parameter optimization method is that it can be The disadvantage is that the actual
is
implementation of the design

use of a digital computer.
quite tedious for complex systems without the
Consider that the control system to be designed has a fixed configuration

for the process
K.
and the controllers that contain n free parameters, u Kz These parameters are to be determined so that J of Eq. (1 1-85) is minimized,
,
. .
subject to the constraint
JU
=K
11-1, the
;
(11-86)
Applying Parseval's theorem and Table
performance index
that
is,
is
expressed as a function of the n free parameters and k 2
= J(Ku K ,...,K ,k
2
n
(11-87)
is
The necessary condition
for
/ to be a minimum
^=
i=l,
2,...,
ii
(11-88)
584
Chap. 11
and the
definite
sufficient
condition
is
that the following Hessian matrix
is
positive
d 2J
d 2J
d 2J
" '
'
3K dK2
x
dK
dK
2
d J
V2/
dK2 6K
d J 6K\
2
d
'
'
J
(11-89)
dK
dK
d 2J _dKn dK,
Since d 2 JldK, dKj
d 2J
dKMi
'
"
d 2J dKl
is
d 2 J/dKj dK the Hessian matrix
always symmetric. In
addition to the necessary and sufficient conditions of Eqs. (11-88) and (11-89), the equality constraint of Eq. (1 1-86) must be satisfied.
The following examples

is
illustrate
how
the parameter optimization design
carried out.
11-3
Example
Consider the control system of Example 11-1. Let us use the cascade controller configuration of Fig. 11-2, with the controller parameters set as Ki and 2 The block diagram of the system is shown in Fig. 11-3. The problem is to determine the optimal values of and K2 such that
minimum
J o
(11-90)
J=
The reference input
to the system
{" u 2 (t)dt
J o
is
2.5
(11-91)
a step function with an amplitude of 0.5.
Kt)
.
r v
K lS + K2
u(t)
c(t)
10
S2
Gc (s)
Gp (s)
Fig. 11-3. Control system for parameter optimization.
The problem
is
equivalent to that of minimizing

2
=J +k
e
Ju
2^7
f
R(s)
[E(s)E(-s)
k 2 U(s)U{-s)] ds
(11-92)
From
Fig. 11-3
we have
E(S)
=1
:
+ G {s)Gp {s)
c
j2
0.5(s + K + K2 s + 10Ki
2)
(11-93)
and
U(s)
E(s)G c (s)
OSKiS
s2
+ K2 s +
10Ki
(11-94)
Substituting Eqs. (1 1-93) and (1 1-94) in Eq. (1 1-92), and using Parseval's theorem and
Table 11-1,
we have
Sec. 11.4
Design of System with Specific Eigenvalues
585
= 0.25(10*, +
lOKi^
Kl)
j_
k2
,v
2.5K1
lOK^z
(U "95)
Applying the necessary condition for J to be a minimum, we get from setting the
necessary conditions and the equality constraint,
dJ
dK
-0.25KJ
5k 2 Kj
=
*?
(11-96)
dJ -L
dK2
Ju
The
last three
=o =
2.5
Kl K\
10AT,
lOA: 2
(11-97)
20K2
(11-98)
simultaneous equations give the solutions
Ki which are
=20
K =
2
20
A:
= 0.05
11-1. It
is
(11-99)
identical to the results

is
Hessian matrix
found
in
Example
is
can be shown that the

also satisfied.
positive definite, so that the sufficient condition
The
one
free
fact that
Ki equals
in this
problem
purely coincidental.
x
We
could have
formulated a
less flexible
problem by assigning
K =K
Then
there
parameter to optimize. The solution for such a situation
would be only would be quite
simple for the design criteria given in Eqs. (1 1-90) and (11-91), since the optimal value of the parameter can be obtained by using only the constraint requirement of Eq.
(11-91).
11 .4
Design of System with Specific Eigenvalues An Application

of Controllability 3
-
An
interesting
and
useful application of state controllability
is
the design of a
linear feedback control system with specific eigenvalues. The system under consideration may be represented by the block diagram of Fig. 11-4. The linear
process
is
i
where
the scalar control
is
= Ax +
(11-100)
=-Gx + r
matrix.
(11-101)
The matrix
is
an
X n feedback
is
Combining Eqs. (11-100) and
(11-101), the closed-loop system
represented by the state equation
(A
BG)x
Br
(11-102)
x =
Ax + Bu
Fig. 11-4. Linear system with state feedback.
586
Chap. 11
It can be shown that if [A, B] is a controllable pair, then a matrix exists that will give an arbitrary set of eigenvalues of (A BG). In other words, the roots of the characteristic equation
|AI-(A-BG)| =
(11-103)
can be arbitrarily placed. It has been shown in Section 4.7 that if a system is state controllable, it can always be represented in the phase- variable canonical form; that is, in Eq.
(11-100),
1
1
~0
A=
1
=
1
a
The
reverse
is
-*-!
tf-2
a.
is
also true in that if the system

it is
represented in the phase-
variable canonical form,
always state controllable.
To show
this,
we form
the following matrices
"
AB =
AB=
2
AB=
3
a. _a\ - 2_
- a\
-
a2 a x
a 3j
Continuing with the matrix product through A" 'B, it will become apparent that what the values of a,, a 2 a, are, the determinant of S = [B AB A 2 B A" _1 B] will always be equal to 1, since S is a triangular matrix with Is on the main diagonal. Therefore, we have proved that if the system is represented by the phase-variable canonical form, it is always state
regardless of
,
.
. .
controllable.
The feedback matrix

Then
G can be written G = fci g 2

1
gn]
(11-104)
.. ..
BG
(11-105)
gi
a-i
g2
gn.
Sec. 11.4
Design of System with Specific Eigenvalues
587
The eigenvalues of A
|AI
(A
BG)|
= A" =
BG are then found from the characteristic equation + (a, + gJA"" + (a + g^M"' +...+( + Si)
1
(11-106)
Clearly, the eigenvalues
can be arbitrarily chosen by the choice of g u g 2

is
g.
Example
11-4
Consider that a linear process
described by the transfer function

(11-107)
2)
()_. ~
U(s)
It is
10
s(s
l)(s
of the closed-loop system are at does not have
desired to design a feedback controller with state feedback so that the eigenvalues 2,-1 +;'l,and 1 jl. Since the transfer function
common poles and zeros,

"o
the process
is
completely state controllable.
By
direct decomposition, the state equations for

i
Eq. (11-107) are written
T*ii
1
r~
x2
L*3.
x2
+
|_1_
(11-108)
_0
-2
-3J|_* 3 J
Since this
is
a third-order system, the feedback matrix
G is of the form
(11-109)
G=te, g 2 g
The
A3
3]
is
(3
+g
A
3
3 )k*
(2
+g
2 )X
+g,=0
(11-110)
and with the prescribed eigenvalues
it is
+4A 2 +6A +4 =
last
(11-111)
Equating the
like coefficients
of the
two equations, we have
g\
g2
=4
4
1]
gi
or
G=
The
state
[4
is
(11-112)
in Fig. 11-5.
diagram of the overall system
shown
Fig. 11-5. Linear control system with state feedback for
Example
11-4.
Stabilizability*
We have shown that if a system is completely controllable, its eigenvalues can be arbitrarily located by complete state feedback. This also implies that any unstable system can be stabilized by complete state feedback if all the states are
588
Chap. 11
On the other hand, if the system is not completely controllable, as long as the uncontrollable states are stable, the entire system is still stabilizable.
controllable.
11.5
Design of State Observers'
Another area of design of control systems concerned with the concepts of controllability and observability is the design of state observers. Suppose that in
the design of the state feedback controller discussed in Section 11.4, mined the feedback matrix so that
we
deter-
u(t)
-Gx(r)
r(t)
(11-113)
However, in order to implement the state feedback, we still need to feed back all the state variables. Unfortunately, in practice, not all the state variables are accessible, and we can assume that only the outputs and the inputs are measurable. The subsystem that performs the observation of the state variables based on information received from the measurements of the input u{t) and the output c(t) is called an observer. Figure 11-6 shows the overall system structure including the observer. The scalar control is ordinarily given by
u{t)
Er(t)
Gx(t)
1
(11-114)
1-6
where
E and G are matrices

is
of appropriate dimensions. Figure

c{t)
the inputs to the observer are the output the observer
and the control
u.
shows that The output of

is
the observed state vector x e (r). Therefore, the actual control

u{t)
Er{t)
Gx,(r)
(11-115)
exists.
is
We
must
establish the condition
under which an observer
The
following theorem indicates that the design of the state observer

related to the condition of observability.
closely
^X
\e
State-
observer
Fig. 11-6. Linear system with state feedback
and
state observer.
Theorem 11-1. Given an nth-order linear described by the dynamic equations,

(t)
time-invariant system
that
is
c(0
= =
Ax(?)
Bu(t)
(11-116) (11-117)
Dx(/)
where x
is
an n-vector, u
is
the scalar control,
and c
is
ap-vector. The state vector
Sec. 11.5
Design of State Observers
589
may
tives
be constructed from linear combinations of the output c, input of these variables if the system is completely observable.
Proof:
u,
and deriva-
Assuming that the system
is
completely observable, the matrix

.
. .
T=
is
[D'
A'D'
(A') 2 D'
(A')"
_1
D']
(11-118)
of rank
n.
We
shall
show
that the states can be expressed as linear combinau{t),
tions of the output

(1 1-1 17),
c(f),
the input
and
their derivatives. Starting with Eq.

/.
we take the
derivative
on both
sides with respect to
We have
(11-119)
c(0
or
t(t)
Dx(0
= DAxO) +
DBw(f)
DBm(0
DAx(f)
(11-120)
Repeating the time derivative process to Eq. (11-120), we get

c(0
DBti(0
= DAx(0 = DA
DABm(0
x(0
+ DAB M (?)
2
(11-121)
Rearranging the
last
equation yields c(0
DBii(r)
= DA
x(/)
(1
1-122)
Continuing the process, we have, after taking n derivatives,

c<">(/)
= DBm'"-
^)
- DABm<"- 2 >(0-
...
- DA-^BmO) = DA"-'x(0
D DA DA
(11-123)
In matrix form, Eqs. (11-117) c

c c
and (11-120) through (11-123) become
DBh - DBri
DABw
(11-124)
DB^"
'
DABm<"- 2
DAnl B
x
DA"
in terms of
c, u,
Therefore, in order to express the state vector

derivatives, the matrix
and
their
T=
[D
[D'
DA DA
A'D'
2
. . .
DA"
. . .
]'
=
must be of rank
n.
(A')
D'
(A')"-'D']
There are many ways of designing a state observer, and there is more than one way of judging the closeness of x e (0 to x(f). Intuitively, the observer should have the same state equations as the original system. However, the observer should have u(t) and c(r) as inputs and should have the capability of minimizing the error between x(t) and x c (f). Since we cannot measure x(/) directly, an alternative is to compare c(t) and c e (t), where
c c (0
Dx(r)
(H-125)
is
shown
Based on the above arguments, a logical arrangement for the state observer in Fig. 11-7. The state observer design is formulated as a feedback
590
Chap. 11
"^
\+
*e
Xe
Ge
Fig. 11-7.
Block diagram of an observer.
control problem with
as the feedback matrix.
The
design objective
is
to select
the feedback matrix G such that c,(0 will approach
c(f) as fast as possible.
When
which
c e (0 equals
c(/),
the dynamics of the state observer are described by
xjj)
is
= Ax (?) +
e
Bu(t)
(11-1 26)
identical to the state equation of the system to be observed. In general,

c(f) as
with u and
resented by
inputs to the oberver, the dynamics of the observer are rep-
.(0
(A
G.D)x.(0
*(0
G.c(0
is
(1
1-127)
1
The block diagram of the

written as
overall system with the observer
shown
in Fig.
is
1-8.
Since c(t) and x(f) are related through Eq. (11-117), the last equation
also
.(0
= Ax.(0 +
is
Bu(t)
+ G D[x(0 e
x,(01
(1
1-128)
The
significance of this expression
that if the initial values of x(t)
identical, the equation reverts to that of Eq. (11-126),
and xe (t) are and the response of the
observer will be identical to that of the original system. Therefore, the design of
the feedback matrix
tions to x(t)
for the observer
is
significant only if the initial condi-
and
x(t) are different.
There are
matrix
Section
many
possible
One way is to utilize 11.4. If we subtract Eq.

e.
ways of carrying out the design of the feedback the eigenvalue assignment method discussed in (11-128) from Eq. (11-116), we have
(A
[x(f)
- ,(0] =
- G D)[x(/) e
x.(0]
(1
1-129)
which may be regarded as the homogeneous state equation of a linear system with coefficient matrix A G C D. The characteristic equation of A G e D and
of the state observer
is
then
|AI-(A-G D)| =
e
(11-130)
Since
we
are interested in driving
x e (t) as
close to x(t) as possible, the objective
be stated as to select the elements of G e so that the natural response of Eq. (11-129) decays to zero as quickly as possible. In other of the observer design
may
Sec. 11.5
591
X)
Observer
State feedback
System
-ÔH
HO
Block diagram of a linear feedback system with observer.
Fig. 11-8.
words, the eigenvalues of

x(t) rapidly.
AGD
C
should be selected so that x e (t) approaches

in
However,
all
it
must be kept
mind
that the approach of assigning
the eigenvalues of
A G^D may
not always be satisfactory for the purpose
of matching
the observed states to the real states, since the eigenvalues
control only the denominator polynomial of the transfer relation, while the
numerator polynomial
established.
is
not controlled. In Section 11.4 the condition for the
arbitrary assignment of the eigenvalues of
(A
BG)
given
and
has been
We must first condition

may
be established.
Eq. (11-129) so that the similarity between

It is
the two cases
easy to see that the eigenvalues of

e
(A
G D) are identical to those of (A G D)'. The latter matrix is written (A - G,D) = (A - D'C;) (11-131)
e
Thus, invoking the results of Section 1 1.4, the condition of arbitrary assignment of the eigenvalues of (A GD) or of (A' D'G^) is that the pair [A', D'] be completely controllable. This is equivalent to requiring that the pair [A, D] be
completely observable. Therefore, the observability of [A, D] ensures not only that a state observer can be constructedfrom linear combinations of the output c, input
592
Chap. 11
u,
and
the derivatives of these, but also that the eigenvalues of the observer can
be arbitrarily assigned by choosing the feedback matrix G.
At
this point
an
illustrative
example
may
be deemed necessary to show
the procedure of the observer design.
Example
11-5
Consider that a linear system
is
described by the following transfer
function and dynamic equations
W)
i(0
c(0
=
(s
IX*
(11-132)
2)
= Ax(0 + = Dx(0
o
Bu(t)
(11-133)
(11-134)
where
r
-3_
[2
.-2
B
0]
|
D=
It is
desired to design a state observer so that the eigenvalues of Al
(A
G D) =
e
|
are at
-10, -10.
Let the feedback matrix be designated as
G =
e
gel
(11-135)
LSel.
xi
O*io
Fig. 11-9. State
diagram of the observer and the original system
for
Exam-
ple 11-5.
Sec. 11.5
593
Then, the characteristic equation of the state observer
is
+ 2g " ~ + 2g e2 A + 3 (11-136) = A 2 + (2g + 3)A + (6* + 2 + 2g. ) = For the eigenvalues to be at A = 10, 10, the characteristic equation should be
|AI-(A-GJ!=
X
2
l
el
A2
Equating
like
+20A +
100
(11-137)
terms of Eqs. (11-136) and (11-137) gives

gel
gel
= =
8.5
23.5
is
The
11-9.
state
diagram for the observer together with the original system

earlier, if the initial values
shown
in Fig.
As was mentioned
of x(0 and
x(?) are identical, the
responses of the observer will be identical to those of the original system, and the feedback matrix G will have no effect on the responses of the observer whatsoever.
Figure 11-10
illustrates the unit step
responses of Xi(t) and
xe i(t)
for the following
1.2.
n
gel
= 8.5
xl
gel
= 23.5
0.8
0.6
*el(t)
(el=ge2=D
0.4
0.2
'
i 1 1
Time (seconds)
Fig. 11-10. State x\(f)
11-5.
and the observed
states
of the observer in Example
594
Chap. 11
initial states:
x(0)
"0.5
*.(0)
Shown in the same figure is the response of x el (t) when the state observer is designed for eigenvalues at A = -2.5, -2.5, in which caseg-,1 = 1 and^ 2 1. Since the state observer dynamics are now slower, it is seen from Fig. 11-10 that the x (t) ei
response deviates
more from
the state
(t).
Figure 11-11
design.
The
responses x 2 (t) and x e2 (t) for the two cases of observer reason that both x e2 (t) responses are not very close to the actual state
illustrates the
,
x 2 (t)
due to the fact that the elements of the feedback matrix, g el and g e2 appear in the numerator of the transfer function relation between X2 (s) X {s) and x (0) e2 2 - x e2 (0), but not in the relation between (s) eX (s) and x (0) - jcI (0). Taking the Laplace transform on both sides of Eq. (11-129) and rearranging, we have
is
X(s)
- X(J) =
[si
(A
-G
s
D)]-'[x(0)
3
- Xc (0)]
(11-138)
where
-
[si
(A
- G D)]"
e
-2-
2ge2
2gelJ
|a-(A-G.D)|
(11-139)
Time (seconds)
Fig. 11-11. State
11-5.
x 2 (t) and
the observed states of the observer
in
Example
Thus, we notice from Eq. (11-139) that selecting larger values for g el and ge2 to numerator terms of the e i(s) response. However, a larger value of g e2 will increase the gain factor between 2 (s) e2 (s) and x 2 (0) - x e2 (0). This explains the fact that in Fig. 11-11 the x e2 (t) response for ge2 = 1 is a better observation of x 2 {t) than the one for g,, 2 =23.5.
give faster transient response for the observer will not affect the
X X
Sec. 11.5
595
of a performance index on the error between x and x e index is the quadratic form,
A more versatile design method for the observer may be effected by the use A popular performance
.
J
The matrix
\" {x
J
x.)'Q(x
x.) dt
(11-140)
is
symmetric and positive semidefinite. The elements of
may be
selected to give various weightings
on the observation of the
states.
Closed-Loop Control with Observer
We
11-8.
are
now
ready to investigate the use of an observer in a system with
state-variable feedback.
The block diagram of such a system
is
shown
in Fig.
From
Fig.
1-8 the state equations
of the entire system are written

(11-141)
= Ax - BGx + BEr i. = (A - DG - BG)x +

x
e e
DG,x
BEr
(11-142)
diagram for the system is drawn as shown in Fig. 11-12 using Eqs. and (11-142). The initial states are included on the state diagram, and the branch gains are matrix quantities. It can be easily shown that the system with the observer is uncontrollable (state) but observable. However, the lack of controllability is in all the states x and x e The reason for this is simple; the main objective is to control x while keeping x e close to x. It is not necessary to control x and x e independently.
state
(11-141)
OXe (fJ)
= X e0
Fig. 11-12. State
diagram of the system shown
in Fig. 11-8.
596
Chap. 11
From
X(s)
Fig. 11-12 the transfer relations of the state vector
and the observed
state vector are derived.
These are
e
[si
- (A - BG)]-'BE/?(s) - BGA-'x, + [si - (A - G D - BG)]A-'x

(11-143)
e (s)
=
5 2I
[si
(A
BG)]- BE/?(i)
]
+ (si - A)A-'x e0 +
e
G.DA-'x,,
(11-144)
where
- (2A - G D - BG)j + [G DBG + A(A - G D - BG)] When x = xe0 it can be shown that X(j) = X,(j) = [si - (A - BG)]-BEi!(j) + [si - (A - BG)]-%
A=
e e
,
(1
1-145)
(1
1-146)
Therefore, when the observer
and
the system have the
same
initial conditions, the

is
two systems
will
have identical state and output responses.

is
More important
the
fact that the transfer relation in Eq. (11-146)

is
identical to that
when the observer
absent; that
that
is,
the true state variables are fed back for control purposes. This
means
matrix
when
the
initial states
identical, the responses
of the original system and the observer are of the system will not be effected by the feedback
e.
Since, in general, x,
^ x,
the design of the observer,
and subse-
quently of
e,
will affect the
system response through the initial-condition term
due to x
to the
as indicated
first
by Eq. (1 1-143). However, the steady-state response is due term on the right side of Eq. (1 1-143), and the eigenvalues of A BG
are not functions of G,.
Example
11-6
As an example of
function
the design of a closed-loop system with observed

that has
state feedback, consider the linear process
the transfer
C(s)
100
s(s
U(s)
(11-147)
5)
The dynamic equations of
the process are written (/)

c(t)
= Ax(/) + = Dx(r)
r
-5_
Bu(t)
(11-148)
(11-149)
" "
where
"0
A=
Lo
B=
LlOOJ
D=
It is
[l
0]
is
desired to design a state feedback control that
given by
(11-150)
= r-Gx
]
where
G=fr, g 2
(11-151)
The eigenvalues of the closed-loop system should be located at; A = 7.07 y'7.07. The corresponding damping ratio is 0.707, and the natural undamped frequency is
10 rad/sec.
Assuming
that the states
x and x 2 are
t
inaccessible so that a state observer

is
is
to
be designed, the overall system block diagram
identical to that of Fig. 11-8, with
=1.
Sec. 11.5
Design of State Observers / 597
First, the pair [A, B] is
can be
arbitrarily assigned. Also,
BG completely controllable, so the eigenvalues of A it is simple to show that the pair [A, D] is completely
may be constructed from
c
observable, so that an observer
and
u.
is
The
or
characteristic equation of the closed-loop system with state feedback
|Al-(A-BG)|
A2
=0
=
(11-152)
(5
lOOgÂ
KXte,
(11-153)
To
realize the desired eigenvalues stated earlier, the coefficients of
Eq. (11-153) must
satisfy the following conditions
100^ 2
= K%! =
14.14
100
Thus gx 1 and g 2 = 0.0914. The state diagram of the overall system, which includes the observer,
is
shown
in
Fig. 11-13.
rO
Fig. 11-13. State
diagram of the system with observer
in
Example
11-6.
The
teristic
design of the observer may be carried out in the usual manner. The characequation of the observer is
|AI-(A-G.D)]
where
=0
(11-154)
G =
e
~ge\ (11-155)
i-gel-
598
Chap. 11
Let us assume that the eigenvalues of the observer must be at A = 50, 50. These eigenvalues are of much greater magnitude than the real parts of the eigenvalues
of the system. Therefore, the transient of the observer due to the difference between the initial states x and x c0 should decay very rapidly to zero. The corresponding values of gei and g e2 are found to be
g.i
gel
indicated above.
= 95 = 2025
(11-156)
The system of Fig. 11-13 is simulated on a digital computer with G and G as The responses of x (t) when r{t) is a unit step function are computed and plotted as shown in Fig. 11-14 for x c0 = x = 0, and x = 0, x e = [0.5 0]'.
t
0.4
0.5
0.6
0.7
0.8
0.9
Time (second)
Fig. 11-14. Unit step responses of xi(t)
11-6.
and x el (t) of the system
in
Example
When x e o = x
that with the real state-variable feedback. When x are as given in Eq. (11-156), the step response of *i(f) is faster than the ideal Xi(t), and the overshoot is greater. Also shown in Fig. 11-14 is the step response of x^t) when the observer is designed to have its eigenvalues at
,
the response
is
^x
e0 ,
and the elements of
= 10 and
much
the observer are again given by
10, which correspond tog ei =15 andg e2 = 25. The initial states of x e0 = [0.5 0]'. Note that since the observer dynamics
is
are
slower in this case, the corresponding step response of x^t)
also slower
Sec. 11.6
Optimal Linear Regulator Design
599
than the true response, but the overshoot

state of
is still
greater.
The xi(t) responses are shown

from the
initial
to follow their corresponding x\(t) responses very closely, starting
*e i(0) =0.5.
to investigate the effect of having various differences in the initial
It is interesting
practice, the initial value of Xi(t) (as well as that of not fixed and could be of any value. The initial values of the observed states must be set so that they are as close to that of the real states as possible. For illustrative purposes, we set x(0) = x = and x e2 (0) = but vary x el (0). Figure
values between Xi(t)
and x ei (t). In
is
the other state variables)
11-15 shows the unit step responses of xi(t)
G =
e
[15
illustrate
when x e i(0) The case with ^(O) = *i(0) = is the the importance of making x<, as close to x as
25]'.
= 0,
0.25, 0.5,
and
ideal response.
0.8, with These curves
possible.
1.2
x el =0.25
*10 ~*el0 ~
0.4
0.5
0.6
0.7
0.8
0.9
Time (second)
Fig. 11-15. Unit step responses of x\{t) of the system in
Example 11-6 with
various values of x e \<y.
11.6
Optimal Linear Regulator Design 1
One of
the
modern optimal
is
control design methods that has found practical
applications
linear regulator design theory.
The
design
is is
based on the minithe optimal control
mization of a quadratic performance index, and the result
through
state feedback.
The
basic advantages of optimal linear regulator design
600
Chap.
are as follows
1.
The
solution
is
carried out without cut-and-try; a mathematical
algorithm leads to a unique solution.

2.
Can be used
Guarantees
to design linear time-varying or time-invariant systems
with multivariables.
3.
stability.
Consider that an nth-order linear system

(t )
is

(1
1-1
= AxO) + Bu(
and
u(r) is the r
57)
where
x(r) is the
state vector
control vector;
A and B
B may
are coefficient matrices of appropriate dimensions. In general,
and
contain time-varying elements.

state x(r
),
The design
objective
is
that given the initial
determine the optimal control
u(r) so that the
performance index
(11-1 58)
/
is
x'C^Px^)
f J H
" [x'(7)Qx(0
is
u'(?)Ru(0] dt
minimized. The performance index J
known
as a quadratic performance
and R are required to be symmetric matrices. In addition, it is required that P and Q be positive semidefinite and R be positive definite. The first term on the right side of Eq. (1 1-158) is the terminal cost, which is a constraint of the final state, \(t f ). The inclusion of the terminal cost in the performance index is desirable since in the finite-time problem, t f is finite and
index, since P, Q,
x(t f )
may
The
first
not be specified. term under the integral sign of / represents a constraint on the
state variables.
unless
The simplest form of no constraint is placed on the
that one can use
is
a diagonal matrix,
states, in
which case
Q = 0.
For an nth-
order system, a diagonal
Q may be defined as
"?, ...
0"
q1
...
Q=
.0
?j
...
(11-159)
...
qn _
the designer places on x (t). The larger the value of q relative to the other qs, the more limiting is placed on the state x,(0- The second term under the integral of Eq. (1 1-158) places a constraint on the control vector u(f). Therefore, the weighting matrix R has the same significance for u(f ) as Q has for x(f). Physically, the time integral of u'(r )R U (0 has the dimension of energy. Thus the
rth entry
The
of
Q represents the amount of weight

t
the constraint on the state variable
minimization of the performance index of Eq. (11-158) has the physical interpretation of keeping the states near the equilibrium state x = 0, while holding
the energy consumption to a reasonable level. For this design, the reference
input
still
is not considered and is set to zero, although the designed system may be subject to nonzero inputs. The term "regulator" simply refers to the
Sec. 11.6
601
condition that the primary purpose of the design
is
that the system
is
capable of
damping out any
initial state x(f )
quickly without excessive overshoot and
oscillations in the state responses.
The
derivation of the necessary condition of the optimal control

this section
may be
of
carried out in a number of ways. In optimality 16 and the Hamilton- Jacobi

Principle of Optimality
we
shall use the principle
equation as development tools.
Many
algorithms and solutions in optimal control theory follow basic
laws of nature that do not need complex mathematical development to explain their validity. One of these algorithms is the principle of optimality An optimal
:
control strategy has the property that whatever the initial state
and
the control
law of the
initial stages, the
remaining control must form an optimal control with
respect to the state resulting from the control of the initial stages.
state trajectory of a second-order system.
Figure 11-16 gives a simple explanation of the principle in the form of a Let us consider that the control
is
objective
to drive the system
from
x(t
to x(t f ), with x(f
given, in such a
way
that the performance index
=
is
fV(x,u)
dt
(11-160)
(1 1-157).
minimized. The state equations of the system may be that given in Eq.
t
x
Let
be some intermediate time between
and
f (t
<
f,
<
t ), f
and
t
x^)
t
is
the corresponding state, as illustrated in Fig.
11-16.
We
can break up the

tx
performance index in Eq. (11-160) so that for the time interval

expressed as
/,
< <
f , it is
f"F(x,u)A
(11-161)
Xx(?
-- *1
Fig. 11-16. Principle of optimality.
602
Chap. 11
The
x0,) at
last
t
principle of optimality states that regardless of
how
the state reaches
u once
x^)
is
known, then using
x(/,) as the initial state for the
optimal in the sense of minimum
portion of the state transition, in order for the entire control process to be /, the control for the time interval t
x
<t <tf
of an
must be so chosen that J

optimal trajectory
is
a minimum. In other words, the also an optimal trajectory.

x
is
last section
Using another more readily understandable example, we may consider that a track star desires to run a 440-yard distance in the shortest possible time. If he plans his strategy based on dividing the total distance into four parts, the
optimal strategy for this minimum-time control problem, according to the principle of optimality, is
matter what the control laws of the first n parts, n 1, 2, 3, are, the n parts must be run in the shortest possible time, based on the state of the physical condition at the time of the decision. remaining 4
No
Hamilton-Jacobi Equation
In this section
we
shall use the principle of optimality to

is
derive the
Hamilton-Jacobi equation, which

design.
then used to develop the linear regulator
To show
that the theory
is
generally applicable to time-varying
and non-
linear systems,
we
shall use the following state equation representation

x(/)
=
an
f(x,u,?)
r-vector.
(11-162)
where
x(t)
is
an n-vector and
is
u(() is
The problem
to determine the control u(?) so that the performance index
J
is
f"F(x,u,T)A
**
(11-163)
to
a minimum. Let us denote the performance index over the time interval
t
<x<
by
/=JV(x,u,T)rfr
and
its
(11-164)
minimum
value by
S[x(t),
t]
= =
Min /
u
Min
u
\" F(x, u, x) dx
J
t
(1
1-165)
Then
S[x(t
), t ]
Min J
u
Min
n
\" F(x, u, x) dx
J
to
(1
1-166)
When
S[x(t f ), t f ]
Min f " F(x,

u J
tr
u, t)
dx
=
t
(11-1 67)
Now let us break up
the time interval from

t
+A
and
+A<x<
S[x(t),
t]
Then Eq.
(11-165)
to t f into two intervals: is written
<x<t
(1
Min
Q"
F(x, u, t) dx
j" F(x,
u, x)
dx)
1-168)
Sec. 11.6
603
Applying the principle of optimality we have

S[x(t),
t]
j" +A
Min
(
F(x, u, t) dx
+ 5[x(f + A), +
t
A])
(1
1-169)
where, according to Eq. (11-165),

S[x(t
A),
+ A] =
0A +
Min
D
\"
J
f
F(x, u, t) dx
(1
1-170)
+A
Let
be a very small time interval; then Eq. (11-168) can be written

S[x(t),
t]
Min
o
(F(x, u,
S[x(t
A),t
A])
+e
(A)
(1
1-171)
where e (A)
is
the error function.
The next step involves the expansion of S[x(t + A), f + A] into a Taylor series. This would require the expansion of x(t + A) into a Taylor series about A = first. Thus
x(t
+ A) = x(t) + +
S[x(t)
Â +
. . .
(11-172)
Thus Eq. (11-171)

S[x(t),
t]
is
written
u, t)\
Min(F(x,
u
+ (t)A +
+ A]) +
e(A)
(1
1-173)
The second term

form
S[x(t)
inside the minimization operation in the last equation
is
of the
+
t
h(j), t
+ =
A],
which can be expanded into a Taylor
series as
follows
S[x(t)
+ h(r), +
A]
S[x{t),
t]
^!k(() + *W>.f] A at
ox(.t)
(11-174)
+
Therefore,
S[x(t
higher-order terms
A),
A]
= S[x(t) +
=
S
f (x, u, f)A
+ A]
>
^>
*>
ti
-Trf x
< -
u
'
** +
dJ}
HM A
(11-175)
higher-order terms
f(x, u, t)
where we have replaced x by

S[x(t),
t]
we have
t]
t
Min(F(x,
'
u, r)A
}:*' + S[x(t), + dSdm f (x, u, t)\

t]
'-
+
where eÂ)
is
^Â) +
t] is
(11-176)
fl (A)
the error function, which includes the higher-order terms in Eq.
(11-175) and e (A).
Since S[x(0,
not a function of the control
u{t),
Eq. (11-176)
is
sim-
plified to the following
form
after cancellation
and dropping the common
factor
A
t]
- dS[
f^'
Min
(F(x,
ii,
/)
+ ^gg^TXx, , /)) +
e 2 (A)
(1
1-177)
604
Chap.
As A approaches
zero, Eq. (11-177)
becomes
which
is
^P
= Min F(x, u,
(
+ S^/X*, -, 0)
(1
1-178)
known
as Bellman's equation.
The necessary condition for the last equation to be a minimum is determined by taking the partial derivative on both sides of the equation with respect to u, and setting the result to zero. We have
<^(x,u,0
(?u(f)
f. ^h
.
dSMt),t]dftx,v,t)
dx,(t)
ft
(11-179)
du(t)
or in matrix equation form,
dF(x,u,t)
""
dt(x, u,
du(t)
Q <7S[x(t),
dx(t)
t]
__
du(t)
(11-180)
where
that
<?f(x, u, t)/du(t)
denotes the matrix transpose of the Jacobian of f(x, n,
t);
is.
'Mi
du
df (x,
u,
t
Mi
dui
Ml'
du
t
M
Mi
du r
Mi
du 2
Mn
du 2
du 2
du(t)
(Jacobian of
f)'
(11-181)
Mi
du T
Ml
du r _
Once the optimal control

dS[x '
t]
u(t) is
determined or known, Eq. (11-178) becomes

t]
+ Fix", u, + dS
t)
}$jJj
m, u,
known
=
as the
(1
1-182)
where
H(x,
all
the variables with superscript zeros indicate optimal quantities.

last
The
sum of the
u, t).
two terms in the last equation Thus Eq. (11-182) is written

dS[x\t),
t]
is
also
Hamiltonian
+ H(x
o^
o f)
=
is
(11-183)
which
is
known
as the Hamilton-Jacobi equation
and
the necessary condition

/.
for the control to be optimal in the sense of
minimum
Derivation of the Differential Riccati Equation (Finite-Time Problem)
Now we
are ready to use the Hamilton-Jacobi equation to derive the solu-
tion of the linear regulator problem. Consider the system

x(t)
=
x
Ax(r)
.
Bu(?)
is
(11-184)
to find the optimal
with the
initial
condition, x(f)
The design problem
control u(t) such that the performance index
= $x'(tf )Px(tf +
)
\" [x'(t)Qx(t)
u'(f)Ru(0] dt
(1
1-185)
Sec. 11.6
605
is
a minimum. The matrices
P and Q
are symmetric
and
positive semidefinite,
and
R is
symmetric and positive
definite.
Let the
control
ment of the
is
minimum of/ be represented by 5[x(?), t]. Then, from the developlast section we know that the necessary condition of optimal
must be
satisfied.
that the Hamilton- Jacobi equation
For the present
case, Eq. (11-178) is written
_ dS[x(t),t]
To
==
M in ^_ x (/)Qx(0 + ^_u'Ru(/) + [Ax(r) + Bu(0r^|^)

<
(11-186)
carry out the minimization process,
we
differentiate
both sides of Eq.

after setting the
(11-186) with respect to u(f),

result to zero
and we have the optimal control
u(0
It
-R-'B' dy//^
ox
(t)
(11-187)
the optimal control. Substituting Eq. (11-187) into Eq. (11-186),

dS[x(t),t]
1
remains to solve for dS[x{i), t]/dx(t) in order to complete the expression of we have
_o
Yrto
_o,
rt
dS[x(t),
?]
V BR -, B
t]
>
dS[x(t),
t] \
YfYA
dS[x(t),
t]
( dS[x(t),
Y BR _ 1R
dS[x(t),
t] \
(11-188)
The
last
equation
1
is
simplified to
dS[x(t),t]
_o,
rrt0x
o,
rt
'
dS[x(t),tT\
-i
W dS[x(t),t]
v
(11-189)
+ X WA
Since
dx(t)
it
Q is a symmetric matrix,
we
let
t]
can be shown that S[x(t ),
t] is
a quadratic
function of x(/). Thus
S[x(0,
x'(t)K(t)x(t)
(1
1-190)
where K(/)
an n x n symmetric matrix. control is determined in terms of K(t) by substituting Eq. (11-190) in Eq. (11-187). We have
is
The optimal
u(0
-R-'B'K(0x(/)
(11-191)
Substitution of Eq. (11-190) in Eq. (11-189) yields
j x'(t)^x(t) = i-x'(0Qx(0 + x'(f)A'K(f)x

The
last
o
^-x'(r)K(0BR- B'K(0x (0
|
(0
(11-192)
term in Eq. (11-192) can be written
x'(0A'K(0x(0
x'(0[A'K(0
+ K(0A]x(0
(1
1-193)
606
Chap. 11
since
(11-193) and comparing both sides of Eq. (11-192),
both sides of the equation represent scalar quantities. Thus, using Eq. we have
dKjt)
dt
K(0BR-B'K(0
- K(0A - A'K(f) - Q
(11-194)
which
is
known
is
Riccati gain matrix.
equation
The matrix K(t) is sometimes called the The boundary condition needed to solve the Riccati obtained from Eq. (11-190) by setting / = t f Then
as the Riccati equation.
.
K(t f )
=P
(11-195)
Another important property of K(t) is that it is positive definite, since otherwise, S[x(t), t] would be negative. In summarizing the solution of the optimal linear regulator problem, the optimal control is given by Eq. (1 1-191) in the form of state feedback; that is,
u(r)
= =
-G(r)x(0
(11-196)
where
G(0
is
R-'B'K(0
(11-197)
is
the time-varying feedback gain matrix.
The
Riccati gain matrix K(t)
solved
from the Riccati equation of Eq. (11-194), with the boundary condition of K(? r ) = P. The state equation of the optimal closed-loop system is given by
x(0
[A
BR-B'K(r)]x(0
is
(1
1-198)
The block diagram of the feedback system
shown
in Fig. 11-17.
^ J
X x =
Ax + Bu
R-'B'K(f)
Fig. 11-17.
Implementation of the optimal linear regulator design.
A few remarks may be made concerning the solution of the linear regulator
problem.
time
t
It
and nothing
should be noted that the present consideration has a finite terminal is required on the stability, the controllability, or the
(11-184).
observability of the system of Eq.
Indeed, the finite-time linear
regulator problem does not require that the process be observable, controllable,
or stable.
The
matrix
is
Riccati equation of Eq. (11-194)
is
a set of n 2 nonlinear differential

1)
equations. However, there are only n(n
unknowns
in K(t), since the
symmetric.
Sec. 11.6
607
We shall postpone the

that
is, t
discussion
on the solution of the
differential Riccati
equation, Eq. (11-194), until

f
we have
investigated the infinite-time problem;
oo.
Infinite-Time Linear Regulator Problem
Now
let
us consider the infinite-time regulator problem for which the
performance index becomes
= $ P [x'(0Qx(0 +
is
u'(/)Ru(01 dt
t
(1
1-199)
Notice that the terminal cost

infinity, the final state
eliminated from /, since as

necessary.
approaches
x(^) should approach the equilibrium
state 0, so that the
terminal constraint
semidefiniteness
is
no longer
and
positive definiteness are placed

still
The same conditions of positive on Q and R, respectively,

valid.
and
all
the derivations of the last section are
However, the
infinite-
time linear regulator problem imposes additional conditions on the system of Eq. (11-184):
1.
2.
The pair [A, B] must be completely controllable. The pair [A, D] must be completely observable, where n x n matrix such that DD' = Q.
is
any
The
process
is
solution of the linear regulator problem does not require that the
stable; in the finite-time case, controllability is
t
not a problem, since

state is unstable.
for finite
f,
J can
still
be
finite
even
if
is
an uncontrollable
On
the other hand, an unstable state that
uncontrollable will yield an
unbounded
performance index if t f is infinite. The observability condition is required because the feedback system of Eq. (11-198) must be asymptotically stable. The requirement is again tied in with the controllability of the system in ensuring
that the state vector x(t) approaches the equilibrium state as
infinity,
t
approaches
litera-
since observability of [A,
D]
is
equivalent to the controllability of
[A', D'].
" ture. 13 16
complete proof of these requirements
may
be found in the
For the
set
infinite-time case, the Riccati equation in Eq. (11-194)
becomes a
of nonlinear algebraic equations,
KBR^B'K - KA - A'K - Q =
(1
1-200)
since as t f approaches infinity, dK(t)/dt 0, the Riccati gain matrix becomes a constant matrix. The solution of the Riccati equation, K, is symmetric and
positive definite.
Solution of the Differential Riccati Equation
A great deal of work has been done on the solution of the Riccati equation,
both for the
differential
form and
for the algebraic form. In general, the algeis
braic Riccati equation of Eq. (11-200)

ential equation of Eq. (11-194).
more
difficult to solve
than the
differ-
608
Chap. 11
The
methods:
differential Riccati
equation
is
generally solved by one of the following
1.
Direct numerical integration.
2.
3.
Matrix iterative solution.

Negative exponential solution
The direct numerical integration method simply involves the solution of the nonlinear differential equations backward in time on a digital computer,
knowing K(^). The matrix
iterative
method
K(f
is
effected
by writing dK(t)/dt as
(11-201)
lim
dt
A)
K(0
Equation (11-194) can be approximated by a

are then solved iteratively
set
of difference equations which
backward
in time.
Negative Exponential Solution

Let us define the vector dS(x, t)/dx(t) as the costate vector
dS(x,
t)
y(t);
that
is,
dx(t)
y(0
Mi)
is
(11-202)
From
K(t)
Eqs. (11-187), (11-196),

state vector x(t)
and
(11-197), y(t)
related to the Riccati gain
and the
through the following relation:

y(t)
= K(t)x(t)
(1 1-203),
(11-203)
Taking the derivative on both sides of Eq.

y(0
we have
(1
= =
K(t)x(t)
+ -
K(t)x(t)
1-204)
Substituting Eqs. (11-194) and (11-184) in Eq. (11-204) and simplifying,
we have
(11-205)
y(0
which
is
-Qx(?)
A'y(f)
referred to as the costate equation.
Equations (11-198) and (11-205) are combined to form the canonical state
equations,
x(0"
BR'B' -A'
x(0
(11-206)
Ly(0J
which represent 2 linear homogeneous differential equations. The 2 boundary conditions needed to solve Eq. (1 1-206) come from the n initial states, x(? ), and
y(t f )
K(t f )x(h)
= P*^)
(1
(1
-207)
Let the coefficient matrix of the canonical state equations in Eq.

represented by
1-206) be
"
-BR-'B"
(11-208)
Sec. 11.6
609
The matrix
1.
M has the following properties

an eigenvalue of M, then the negative complex conjugate of
;
M has no purely imaginary eigenvalues.

If A, is
A,-
2.
is
also an eigenvalue
that
t
is,
k Let
=-X?
(11-209)
W be the 2 X
In similarity transformation matrix which transforms
into a diagonal matrix T.
Then
T
where
= W-'MW
A
(11-210)
is
an n X n diagonal matrix that contains the eigenvalues of
M with
positive real parts (in the right-half plane).
W be partitioned as follows w W w w v ; where W n W W and W are n x n matrices. The transformed

Let
"
12
(11-211)
state
12 ,
21
22
and
costate variables are denoted by

original variables
1(0 and y(0,
respectively,
and are
related to the
through the following relation

x(0"
12
i(0*
(11-212)
i(0.
lWV wV,
Equation (11-207) leads to the following boundary condition for the transformed state equations
Htf)
= -(W 22 - PW I2 )">(W 21 - PW n )i(f,)

state equations are written
(H-213)
The transformed canonical
"1(0"
= -A
_
0" "1(0"
!
(11-214)
i(0_
6 1 "a. i(0.
quation are
(t)
y(
e- A *-'.(t f )
(11-215) (11-216)
== e^'-'îtf )
Since
it is
variable, t,
awkward to work in backward time, let us introduce a time which represents the time from t until the final time tf
:
tr
Let
1(0
y(0
= X(t) = X(tf = t(r) = ?(*, 5fc(T)
(11-217)
(11-218)
Equations (11-215) and (11-216) become
= e At^(0) -A $(t) = e 't(0)
(11-219) (11-220)
610
Chap. 11
Since
represents a diagonal matrix with eigenvalues that have positive
real parts, the solutions of Eq. (1 1-219) will increase with r.
Thus we rearrange
get
Eq.
(1 1-219),
and when
it is
combined with Eq.

"e At
"
(1 1-220),
we
(or
f(T)_
"X(T)
e" At
M)
(11-221)
Eq. (11-221) represents solutions that have only negative exponentials. Using the boundary condition of Eq. (11-213), the relation between "(0) and X(0) can be written
Now
t(0)
= -(W 22 - PW 12 )~'(W 2I - PW u )X(0)
(11-222)
X(t)
Substitution of Eq. (11-222) into Eq. (11-221), the relation between (t) is established:
and
?(t)
Let
-e~ A '(W 22
- PW
12
)-'(Wai
- PW M )r A i(t)
(11-223)
H(t)
-e~ *(W 22
- PW 12 )-'(W 21 - PW n >-^ = H(t)X(t)
(11-224)

t(t)
(11-225)
In order to return to the variables x(t) and y(0, we substitute Eq. (1 1-225) in Eq. (11-212) and using Eqs. (11-217) and (11-218), we have the relationship between
y(0 and x(0, y(0
[W 21
+ W^H^fW, + W I2 H(r)]-'x(r)
,
(1
1-226)
is
Comparing the
written
last
equation with Eq. (11-203), the Riccati gain matrix
K(0
or
= [W 21 +
22
H( ?/
0][W
12 H(r,
t)Y
(11-227)
K(r,
t)
[W 21
+ W 22 H(t)][W u + W.jHCt)]-
(11-228)
Although we have a noniterative solution for K(f), because it is time dependent, in general, for high-order systems, even a computer solution will be quite complex.
Solution of the Algebraic Riccati Equation

In the infinite-time case, the Riccati equation
is
a matrix algebraic equation
given by Eq. (11-200). Based

finite-time
problem obtained in
on the negative exponential solution for the Section 11.5, we can obtain the solution of the
algebraic Riccati equation by simply taking the limit as t approaches infinity,

since
=
t
oo
~ t=oo
(1
1-229)
Thus, from Eq. (11-224),

lim H(t)
lim H(t f
-0 =
WjjWr,
1
(1
1-230)
andEq.
(11-228) gives
K=
lim K(f f
t)
(11-231)
Sec. 11.6
611
Although the above solution is of a very simple form, in general, to determine the matrices and W, requires the solution of the eigenvalues and the 2 eigenvectors of the 2 x In matrix M. For high-order systems, a computer solution becomes necessary.
In order to illustrate the solution of the Riccati equation,
we
shall first
consider the optimal linear regulator design of a first-order system and carry
out the design by pencil and paper. Then a higher-order system will be designed
with the aid of a digital computer.
Example
11-7

state equation
is
described by the
x(t)
-2x(0
).
(/)
(11-232)
with the
u(t)
initial
condition given as x(t
It is
desired to determine the optimal control
such that
\xKtf)
+
1,
f" t* (0
2 (0]
* = min.
R=
1.
(1
1-233)
We shall first consider that the final time //

we
identify that
is finite.
From
and
Eqs. (11-232) and (11-233),
A = 2, B =
we form
P=
I,
exponential method,
the matrix
M in Eq. (11-208),
l
2=
1,
Using the negative
M=
The eigenvalues of
found to be
Pi
~BR-
B'~
_
~-2
_-l
-r
(11-234)
2_
M are X
-A' Q = V^T and

r
i
A2
= +/T.
r
i
The eigenvectors of
~|
M are
P2
=
_
(11-235)
_0.235_
_-4.235_
1
1
Then
W = r^n w w j\
y%x
xz
"
(11-236)
jo.:>35
2 2-
-4.:>35j
that they It is important to note that the eigenvectors should be so arranged in correspond to the requirement of the matrix T in Eq. (11-210). Substituting the ele= X 2 = */3~ in Eq. (11-224), we get ments of W, P = 1, and
H(X)
-0.146<?" 2
(11-237)
The time-varying
Riccati gain
is
obtained by substituting H(x) in Eq.
Kit,
T) =
=0,
0.235
1
We
note that when
t,,x
Kit,)
+ 0.6189e" - 0.146e- ^3' = P = 1, which

2 2
r
(1 1-228).
Thus
(11-238)
agrees with the boundary
condition
Kit)
on
K(t,).
Figure 11-18 gives a plot of Kit) as a function of /. The steady-state solution of co. is obtained from Eq. (11-238) by setting t For the infinite-time problem, t, = co. Since the system in Eq. (11-232) is com-
pletely controllable, the optimal solution exists,
and the constant Riccati gain
is
solved from Eq. (11-238) by setting t
= oo. Thus # = 0.235
(11-239)
which
is
also the steady-state value of Kit).
'
612
Chap. 11
1.0
Steady-state value of K(t)
0.52
K{t)
0.5
0.245
0.235
|
0.306
I
I
,
'/-I
0.5
t
t,
0.3
Fig. 11-18. Time-varying Riccati gain.
The optimal control
for the finite-time

u(t)
l
problem
is
= -R- B'K(t)x(t) = -K(t)x(t) <

t
(11-240)
tf
and that of the
infinite-time
problem
u(t)
is
-0.23540
(11-241)
is
The state diagram shown in Fig. 11-19.
for the feedback system designed for the infinite final time
-0.235
Fig. 11-19.
Optimal linear regulator system
in
Example
11-7.
Example
11-8
this example we consider the linear regulator design of the control of a simplified one-axis model of the Large Space Telescope (LST).
In
The LST, which will be launched into orbit in 1980, is an optical space telescope aimed at observing stars that cannot be observed by ground-stationed telescopes. One of the major control problems in the design of the LST control system
is
the pointing stability of the vehicle. In addition to the accuracy requirement, the
is
LST vehicle should

This
be maintained at its equilibrium attitude position during operation. a typical regulator design problem. The block diagram of the simplified one-axis model of the system is shown in Fig. 11-20. An equivalent state diagram of the system is shown in Fig. 11-21, from which are written the state equations
(/)
= Ax(/) + B(0
(11-242)
Sec.
1 1
.6
Optimal Linear Regulator Design / 613
Control
moment
Gimbal controller
u(t)
Vehicle
gyro
1
dynamics
*
K,
K.s + K,
J* 2
Fig. 11-20.
Block diagram of a simplified one-axis model of the LST.
Fig. 11-21. State
diagram of the simplified
LST
system.
where
1
"
H
J.
A=
-Kj
0"
J.
-K
j
B
IKj.
The system parameters
are defined as:
H = 600 ft-lb-sec
= 2.1 ft-lb-sec K, = 9700 ft-lb/rad Kp = 216 ft-lb/rad/sec / = 10 ft-lb/rad/sec
Jg
2
s
control
moment gyro
angular
momentum
gimbal inertia
gimbal-rate loop integral gain gimbal-rate loop proportional gain
vehicle inertia
The design
objective
is
to find the optimal control that minimizes the following
performance index:
J=\" [x'(0Qx(0 + Ru
(<)]
dt
(1
1-243)
614
Chap. 11
where
Qi
0"
1z
(11-244)
93
1iSince the states xi and x 2 represent the vehicle displacement and velocity, respectively,
and are of primary
interest,
more weights
t
are placed on these variables in the
specification of the elements of Q.
We let q = =
R=
x 10 7 q 2
,
5000, q 3
</ 4
1,
and
l.
The optimal
control
is
given by
u\t)
-.R->B'Kx(0
(11-245)
where
K is the positive definite solution of the algebraic Riccati equation, -KA - A'K + KBR'B'K - Q =
(11-246)
digital
The
solutions of the Riccati equation
and the optimal control are obtained on a
computer. The eigenvalues of the feedback system are
-2.75
-9700
-1.375
+ /2.33
10.6
-1.375 -J2.33
The feedback matrix
is
G=
The
11-22.
state
[7071
5220
0.99]
state feedback
is
(11-247)
diagram of the feedback system with
shown
in Fig.
An input is added to the system through a gain of 7071. The latter is included so
1
that the output of the system will follow a step function input without steady-state
error. Figure
1-23
shows the responses of x
(0)
and x 2 (0 V ) when the input

initial
is
a step
function with a magnitude of 5

set to zero.
x 10" 8
rad.
The
conditions of the system are
10.6
Fig. 11-22. State
diagram of the
LST
system with state feedback from
linear regulator design.
Sec. 11.7
Design with
Partial State
Feedback
615
0.05 r
0.00
1.50
3.00
4.50
6.00
(sec)
7.50
9.00
Time
0.08 r
o
X
0.041-
J_
0.00
1.50
_L
6.00
(sec)
3.00
4.50
7.50
9.00
Time
Fig. 11-23.
Time responses of xi(t) and
xi(t) of the
LST
system when the
input
is
a step function.
11.7
Design with Partial State Feedback

It is
demonstrated in Section 11.5 that an observer can be designed for an

in general, the
is
observable system to observe the state variables from the output variable.
However,
system. Tt
complexity of the observer
is
comparable to that of the

It
natural to seek a design procedure that relies on the use of feedback

accessible state variables
is
from only the
through constant feedback gains.
should be pointed out that control
achieved by feedback through constant

the
gains from the accessible states, and no dynamics are involved in the controller.
Of
course, the design problem

is
would only have a meaningful solution
if
system
stabilizable with
feedback from the accessible state variables.
Given the
linear time-invariant system
H.0
where
x(?)
u{t)
it is
Ax(f)
B(0
(1
1-248)
= n x state vector = scalar control

1
assumed that the system

n),
is
completely controllable.
y(?)
Let the accessible state variables be denoted by the vector
(m x
i,
m<
and
y(0
Cx(?)
(11-249)
616
Chap.
where
full
C is
an
m
is,
X n matrix with
the rank of
is
constant coefficients.
It is
assumed that
has
rank; that
should be at least equal to m.
The design problem
to find the partial state feedback control
u(t)=-Fy(t)
where
(11-250)
is
an
certain performance index.
feedback matrix such that the designed system satisfies a The performance index chosen for this design is
/
where
= P [x'(0Qx(0 +
>
Ru*(t)] dt
(11-251)
to
Q is a symmetric positive semidefinite matrix and R is a positive constant.
The design objective is to find the optimal control u(t) such that / is minimized. The reason for the choice of this performance index is that the design can be
associated with the linear regulator design.
Substitution of Eq. (11-249) in Eq. (11-250) yields
w(0=-FCx(f)
or
(11-252)
i/(0=-Gx(0
where
(11-253)
G = FC =
It
fe I
g2
...
(1
g]
(11-254)
is
has been shown 13 that the control in Eq.

(1
1 1 -25 1 ) for
1-253)
optimal in the sense

if
(1
of minimizing the J in Eq.
some
Q and R
B
|
if and only
1
+ G(joil = -
A)"
>
1-255)
for all real
co.
note that the transfer relation between

X(s)
(si
x(?)
and
u(t) is
(1
A)-'Bf7(^)
is
1-256)
1
The loop
G(sl
transfer
function
of the
system
G(sl
A) _1 B.
Thus
A) -1 B is equivalent to the function 1 notation, and the condition of Eq. (11-255)
+
is
G(s) in the classical control
equivalent to the sensitivity
relation of Eq. (9-74). In other words, the optimal system designed in the sense
of minimizing / in Eq. (11-251) is that the Nyquist locus of G(j'coI A)~'B must not intersect or enclose the unit circle centered at ( 1, y0) in the complex function plane. Therefore, the system designed based on the optimal linear regulator theory must all satisfy Eq. (11-255).
The design
strategy here
is is
to utilize the condition of Eq.

positive semidefinite.
(1
1-255) to select
G is then considered as the optimal feedback gain corresponding to that Q. The approach follows that of the inverse problem 11 of the linear regulator design, which
a weighting matrix
that
The
resulting
involves the determination of the weighting matrices once the feedback matrix
is
1, since it is relative to the magnitudes of the elements of Q. Let p(s) represent the characteristic equation of the closed-loop system with partial state feedback; that is,
known. For convenience, we
let
R=
Sec.
1 1
.7
Design with
Partial State
Feedback
617
p(s)
=
I
si
(A
BG)
(1
|
1-257)
Since the system
is
controllable,
it
can be represented in phase-variable canonical
form.
The matrices
A and B are
1 1
written
... ...
1
"0
...
B
1
(11-258)
0..
-a,
...
a
2
.
The
characteristic equation of
q(s)
A is denoted by = \sl-A\ = s* + as-~' + a^s"- +

is
.+
a,
(11-259)
The
written
p(s)
= s +
(a.
+ ^>"- +
]
...+
(a l
+g
(1
1-260)
Then
(si
- A)'B
'?(')
(11-261)
and
G(sl
- A)
>B
.g*s"
g_
5- 2
1
...
g,
(11-262)
q(s)
Thus
[l+G(*I-A)-'B]=2g
In view of Eq. (11-255),
1
(11-263)
we can
2
write
GC/col
A)-'B|
[1
G(;coI
A)-'B][1
j
G(-jcol
- A)~'B]
(1
= p(Jco)p(-jco) >
q(Jco)q(-jco)
1-264)
Subtracting
from both
sides of the last equation,
we have
(11-265)
qUco)q(-jco) -^ q pUa>)p(JG>) qUoj)q(-Jo>)

Let the numerator of the
last
equation be factored as
p(Joi)p(.-Jco)
- q(j(o)q(-j<o) = d(jco)d(-jco) +
d^s"- 2
(11-266)
where
d(s)
a>"-'
a",
(11-267)
Equation
(1
1-267)
is
of the (n
l)st
order since the
s"
terms in p(s) and q(s) are
618
Chap. 11
canceled in Eq. (11-266). Let
d2
D=
(11-268)
Then
D(sl
- A)~'B
^-J^) = + q(joj)q(jco)
1
(11-269)
Equation (11-264)
[1
is
written as
G(jcol
- A)"B][1 +
1
G(-yo)I
A)~'B]
^l
(H-270)
= +
It
B'(-ycoI
- AT'O'DOoI Moore
12
A)"'B
to be the optimal
has been shown by Anderson and feedback matrix, it is necessary that

[1
that for
G(jcoI
- A)-B][1 + G(-jcoI - A)"'B] = + B'(-ycoI - AT 'QCAol l
(11-271)
A)"'B
Comparing Eqs. (11-270) and
(11-271),
we have
(11-272)
is
Q = DD
definite
Equations (11-266), (11-272), and the condition that Q form a design procedure for the partial state feedback.
that since the system
exist,
positive semi-
It
should be kept
in
mind
does not
may not be stabilizable, or the inverse problem an optimal solution may not always be possible.
Consider the dynamic equations of a linear time-invariant system,
Example
11-9
i(0
where
= Ax(0 + X')=* 2 (0
Ba(0
(11-273) (11-274)
"or
L-i
o_
"0"
B=
L
i
It is
desired to design a closed-loop system by feeding back only
x 2 (t) through a
constant gain, so that the performance index
/
is
!""
[x'(0Qx(0
uHt)] dt
(11-275)
minimized. The control
is
u(t)
= Gx(t).
of A
is
The
q(s)
|il- A|
=s +
2
(11-276)
and the
characteristic equation of the closed-loop system with feedback

p(s)
from x 2
is
\sl
(A
- BG)| = s + g 2 s +
2
(11-277)
where
G=[0
g2 ]
(11-278)
Sec.
1 1 .7
Design with
Partial State
Feedback
619
For the second-order system,

d(s)
= dz s + di
[rf,
(11-279)
D=
Then
the weighting matrix
d2 ]
(11-280)
is
of the form
Q=
From
Eq.
(1
1
D'D
-d\
-d\di
did
,
(11-281)
-266)
we have
(11-282)
1
p(s)p(-s)
= s* + (2 - gi)s 2 + 1 = q(s)q(-s) + d(s)d(-s) =

d
t
s*
(2
dl)s*
+ d\ +
Therefore,
=0
"0
_0
d\
= gi
"0
and
0"
d\\
0"
(11-283)
Lo
gi\
be of the form defined in Eq. (11-283), or the optimal it does not mean that given any other positive semidefinite Q an optimal linear regulator solution does not
This result shows that
solution does not exist for the problem given here. However,
exist.
Q must
The nonzero element of Q,

derivative of x x
.
d\, represents a constraint

if
on the
state x 2
,
which
is
the
It is
reasoned that
we place more constraint on x 2

verified
the overshoot of
the system will be reduced. This
is
by assigning
different values to
d2 and
,
observing the effect on the roots of the characteristic equation of the feedback system.
d\ d\ d\
p(s) p(s) p(s)
=2: =4:
=s +s+1 = s 2 + *fls = s + 2s + 1
2 2
damping ratio C damping ratio damping ratio
= 0.5 = 0.707 = 1.0
that
In more complex systems, Eq. (1 1-266) leads to a set of nonlinear equations must be solved to obtain the elements of D and G. The problem is simplified
last
by observing that the elements in the already represent feedbacks from the
row of the matrix
in Eq. (11-258)
it is
state variables. Therefore,
logical to
absorb these coefficients in the feedback matrix G. Then the modified matrix
A would
be
"0
1
...
1
0"
A*
=
0...
...
1
(11-284)
The
state equations
of the system become

x(/)
= A*x(r) +
u(t)
Bu(t)
(11-285)
and the
state
feedback control
is
-G*x(r)
(11-286)
620
Chap. 11
where
G*
= G-[0 = igi i
q(s)
...
1]A
a2
.
(11-287)
gi
s"
A*
a]
It is
simple to see that the characteristic equation of
will
always be
(11-288)

Example 11-10
where
will illustrate this simplified procedure.
Consider the linear time-invariant system
(0
= Ax(0 + B(0
1
0"
1
"0"
A=
-2
B =
_1_
[g
t
-3.
We
wish to find the feedback gain matrix index
G=
0]
such that the performance
/
is
f~ J to
[x'(0Qx(0
2 (01 dt
.vi
minimized. The form of
given indicates that only the state
is
fed back for
control. Using Eq. (11-287),
G*
=
(A
3.s
fc,
3].
is
From
Eq. (11-284), the characteristic equation of the closed-loop system

p(s)
= =
\sl
- BG)| = + 2s + g
\sl
(A*
- BG*)|
(11-289)
Let
d(s)
= d S 2 + d2 S + d,
3
(11-290)
From
Eq. (11-266),
we have
p(s)p(-s)
- q(s)q(-s) = 5s 4 + (6g - 4)s 2 + g\ = dls* + (Idtds - di)s 4

t
(11-291)
d\
Thus equating the
coefficients of corresponding terms in the last equation,
we have
(11-292) (11-293)
d\=g\ d\ = 5
2did3
~dl=6g -4
1
(11-294)
Substitution of Eqs. (11-292) and (11-293) into Eq. (11-294) yields
d\
1.5278^
(11-295)
Since d\ must be positive, Eq. (11-295) leads to

di
<
1.5278
2.618
(11-296)
From
Eq. (11-292),
g,
< 2.618
Routh-Hurwitz
(11-297)
criterion to the charac-
It is interesting
to note that applying the
teristic
equation of Eq. (11-289) shows that the closed-loop system with feedback from
Xi
is
stable for #i
< 6.
However, for the optimal
partial state feedback control,
Chap.
References
621
must be less than or equal to 2.618. The margin of relative stability. The weighting matrix is given by
difference between the
two values of î
is
the
d\
didz
d^df d2 d3
d\
_
D'D
did2
-did 3
d\
dzdi
(11-298)
whose elements have
to satisfy Eqs. (11-292) through (11-294).
REFERENCES
Analytical Design
1
G. C. Newton, Jr., L. A. Gould, and J. F. Kaiser, Analytical Design of Linear Feedback Controls, John Wiley & Sons, Inc., New York, 1957.
2.
Chang, Synthesis of Optimum Control Systems, McGraw-Hill Book Company, New York, 1961.
S. S. L.
Design by Pole Assignment

3.
W. M. Wonham, "On Pole Assignment in Multi-input Controllable Systems," IEEE Trans. Automatic Control, Vol. AC-12, pp. 660-665, Dec.
F.
Linear
1967.
4.
M. Brasch and
tors,"
5.
IEEE Trans.
J. B. Pearson, "Pole Placement Using Dynamic CompensaAutomatic Control, Vol. AC-15, pp. 34-43, Feb. 1970.
E.
J.
Feedback,"
6.
Davison, "On Pole Assignment in Linear Systems with Incomplete State IEEE Trans. Automatic Control, Vol. AC-15, pp. 348-351, June 1970.
E. J. Davison and R. Chatterjee, "A Note on Pole Assignment in Linear Systems with Incomplete State Feedback," IEEE Trans. Automatic Control, Vol. AC-16, pp. 98-99, Feb. 1971.
J.
7.
C. Willems and
tion,
S. K. Mitter, "Controllability, Observability, Pole Allocaand State Reconstruction," IEEE Trans. Automatic Control, Vol. AC-16,
pp. 582-593, Dec. 1971.

8.
and D. P. Lindorff, "A Note on Pole Assignment," Automatic Control, Vol. AC-17, pp. 822-823, Dec. 1972.
B. Sridher
IEEE
Trans.
Design of Observers
9.
D. G. Luenberger, "Observing the State of a Linear System," IEEE Military Electronics, Vol. MIL-8, pp. 74-80, Apr. 1964.
Trans.
10.
D. G. Luenberger, "Observers for Multivariate Systems," IEEE Trans. Automatic Control, Vol. AC-11, pp. 190-197, Apr. 1966. D. G. Luenberger, "An Introduction to Observers," IEEE Trans. Automatic Control, Vol. AC-16, pp. 596-602, Dec. 1971.
B. D. O.
Inc.,
11.
12.
Anderson and
J.
B.
Moore, Linear Optimal
Control, Prentice-Hall,
Englewood
Cliffs, N.J.,
1971.
622
Chap.
Linear Regulator Design

13.
R. E. Kalman,
J.
"When
Is
a Linear Control System Optimal?" Trans.
ASME,
Basic Eng., Ser. D, Vol. 86, pp. 51-60, Mar. 1964.
14.
R. E. Kalman, "Contributions to the Theory of Optimal Control," Bol. Soc. Mat. Mex., Vol. 5, pp. 102-119, 1960.
15.
M. Athans and
P. L. Falb, Optimal Control,
McGraw-Hill Book Company,
New
16.
York, 1966.
Inc.,
A. P. Sage, Optimum System Control, Prentice-Hall,

N.J., 1968.
Englewood
Cliffs,
PROBLEMS
11.1.
Prove that the "integral of
e\t) criterion,"
f"
2
j
can be expressed as
e\t) dt
J
where F(s)
11.2.
= -
*'
F(s)F(-s) ds
J -j.
= dE(s)/ds.
system
is
A unity-feedback control
shown
in Fig.
PI 1-2.
r(t)
/\ /\
\/
e(t)
s(s
K
+ a)
c(t)
Figure Pll-2.
(a)
Determine the integral square error (ISE),
J=
when
e 2 (t)\dt
i
(b)
(c)
(d)
= 10, r(t) = u s (t) (unit step input), and a = 2. Find the value of a as a function of so that the ISE is minimized, when r(t) = u s (t). Determine the damping ratio of the optimal system. If K is variable but a is held constant, find the optimal value of K so that the ISE is a minimum. Repeat part (a) when the input is a unit ramp function, r(t) = tu s (t).
11.3.
The
linear process
is
U(s)
s2
Chap. 11
Problems
623
Determine the optimal closed-loop transfer function C(s)/R(s) such that

Je
KO ~
J
c(t)]
dt
= minimum
dt<l
-i
The
11.4.
reference input r(t)
is
a unit step function,
A linear process is
described by
x2
t
= x2 =u
is
where x and x 2 are state variables and u mize the quadratic performance index
'xt
2
the control. It
is
desired to mini-
j-i J> - av) +

,
] rfc
where jcd = constant. Determine the optimal control as a function of x it x 2 and xd by means of the integral-square-error design. Draw a block diagram
,
for the completely designed system.

11.5.
For the control system shown in Fig. PI 1-5, the input r{t) is a unit step function.
Figure Pll-5.
(a)
Determine Ki and
subject to
K2
f~
so that the integral square error
Je
is
minimized,
Ju
<
=
The
noise signal n(t)
/(/)
e\t) dt
Ju
["
d 2 (t)
dt
(b) If
= 0,
is assumed to be zero. and the values of K and K2 are as determined

t
in part (a),
find the
maximum
strength of the impulse disturbance n(t)
Nd(f) that
(c)
can be applied to the system such that / Repeat part (a) with the following design
<
criteria:
Je<\
(d)
Ju
minimum
N such that /
Repeat part (b), and find the maximum strength of the impulse disturbance is less than or equal to the minimum value found in (c).
624
Chap. 11
11.6.
The
control system
shown
in Fig.
Determine the values of
and
PI 1-6 has two free parameters in K\ and K2 by parameter optimization such that
Je
= =
J"
e 1 {t) dt
minimum
J"
The
reference input
is
" 2(/) dt
-25
'
a step function with an amplitude of 0.5.
*~c(t)
Figure Pll-6.
11.7.
Consider the linear process
x(0
c(t)
= Ax(0 + B(0 = Dx(r)

"1"
where
"1
0"
B=
L
i
D=
J
[2
Lo
0_
-U
Design a state observer so that x(0
characteristic equation of the observer
x e(t) will decay as fast as <r 10t Find the and the feedback matrix G. Write the
.
state equation of the observer in matrix form.
11.8.
A linear time-invariant process described by the state equation x(t) = -0.5x(t) + u(t)
is
with the
initial state x(t )
Find the optimal control
u(t) that
minimizes
the performance index
J
where
11.9.
t
=
I
i J\"[2x\t) to
sec.
uHt)]dt
and
tf
Solve Problem 11.8 with t f
oo.
11.10.
Consider the linear process

x{t)
It is
= 0.5x(t) +
u(t)
desired to minimize the performance index
rr T
(\e~<x 2
e~'u 2 ) dt
Chap. 11
Problems
625
Show
that the optimal control
is
1
given by
1
_ ptp-T
11.11.
A second-order process is described by the state equations *i(t) = x 2 (t) x 2 (t) = u(t)
Find the optimal state-feedback control that minimizes
i.
X\
2x lXz
4x\
u 1 ) dt
Draw
11.12.
a block diagram for the closed-loop system. Find the damping ratio of
the system.
Consider the linear time-invariant process
(0
where
"0
= Ax(/) + B(0
1
A=
l_4 It is
B =
1J
-4
1.
desired to find the feedback gain matrix
G = [#i
g 3 ] such
that the
performance index
[x'(0Qx(0
u 2 (t)] dt
= minimum
to
Formulate the problem using the method described by Eqs. (11-284) through (11-288). Find the bounds on g^ and g 3 such that solutions to the optimal linear regulator problem with the specific partial state feedback exist.
APPENDIX
A
Plots
Frequency-Domain
Consider that G(s)H{s)

system.
is
the loop transfer function of a feedback control
is obtained by setting in G(s)H(s). In control systems studies, frequency-domain plots of the open-loop transfer function G(jco)H(jco) are made for the purpose of analysis of
The
sinusoidal steady-state transfer function
= jco
the performance of the closed-loop control system. The function G(jco) is generally a complex function of the frequency co and can be written
G(jco)
\G(jco)\
/GUa>)
(A-l)
where G(jco) denotes the magnitude of G(jco) and /G(jco) is the phase of G(jco). The following forms of frequency-domain plots of G(jco) [or of G(jco)H(jco)] versus co are most useful in the analysis and design of feedback control systems in the frequency domain.
|
|
1.
2.
Polar plot: a plot of the magnitude versus phase in the polar coordinates as co is varied from zero to infinity. Bode plot (corner plot): a plot of the magnitude in decibels versus
co (or
log 10
co) in
the semilog (or rectangular) coordinates.
3.
Magnitude- versus-phase plot: a plot of the magnitude in decibels versus the phase on rectangular coordinates with co as a variable parameter on the curve.
These various plots are described in the following sections.

626
A.1
Polar Plots of Transfer Functions /
627
A.I
Polar Plots of Transfer Functions
The polar
infinity.
plot of a transfer function G(s)
is
a plot of the magnitude of G(jco)

is
versus the phase of G(jco) on the polar coordinates, as co
varied
from zero
to
From
a mathematical viewpoint, the process
may be regarded as a map-
ping of the positive half of the imaginary axis of the .s-plane onto the plane of the
function G(jco).
A simple example of this mapping is shown in Fig. A-l. For any

x ,
the magnitude and phase of G(jcoi) are represented by a co phasor that has the corresponding magnitude and phase angle in the G(jco)-
frequency
co
i/CO
s-plane
./co 2
-jOJ l
,,/ImC
G(/co)-plane
*-ReG
Fig. A-l. Polar plot

in the .s-plane
shown as a mapping of the positive half of the/co axis onto the G(yeB)-plane.
628
Frequency-Domain
Plots
App.
plane. In measuring the phase, counterclockwise
is
referred to as positive,
and
clockwise as negative.
To
illustrate the construction
of the polar plot of a transfer function, con-
sider the function

1
G(s)
1
+Ts
(A-2)
where
T is
a positive constant.
Putting s
= jco,
we have
G(jco)
=
1
+jcoT
expression
is
(A-3)
In terms of magnitude and phase, the

1
last
written
G(jco)
*J\
+ <o r
2
/-tan-' coT
(A-4)
When a> is zero, the magnitude of G(jco) is unity, and the phase of G(jco) is at 0. Thus, at co 0, G(jco) is represented by a phasor of unit length directed in the 0 direction. As co increases, the magnitude of G(jco) decreases, and the phase
becomes more negative. As co increases, the length of the phasor in the polar coordinates decreases, and the phasor rotates in the clockwise (negative) direction. When co approaches infinity, the magnitude of G(jco) becomes zero, and the phase reaches 90. This is often represented by a phasor with an infinitesimally small length directed along the 90 axis in the G{ j'co)-plane. By substituting other finite values of co into Eq. (A-4), the exact plot of G(jco) turns out
to be a semicircle, as
shown
in Fig. A-2.
As
a second illustrative example, consider the transfer function

G(jco)
= + jcoT
1 1
2
1
+jcoT
(A-5)
where 7^ and
T2
are positive constants. Equation (A-5)
is
written
/ImC
G(/'co)-plane
ReC
V
Fig. A-2. Polar plot of G(jco)
w2 T 2
1/(1
+jcoT).
A.1
629
G(jco)
= yy +
or
co
2
/tan"
T]
coT 2
tan~' coT
(A-6)
The polar T2 and r,

tive. If
plot of G(jco), in this case, depends

.
upon the
relative
is
magnitudes of
posi-
If
is
is
T2
is
greater than T, the magnitude of G(jco)

,
always greater than

less
unity as co
varied from zero to infinity,

less
,
and the phase of G(ja>) is always
the phase
than Tj the magnitude of G(jco) is always always negative. The polar plots of G(j(o) of Eq. (A-6) that correspond to the two above-mentioned conditions are shown in Fig. A-3.
is
T2
than unity, and
/ImG
G(/co)-plane
co
T2
*-ReG
(T2
> T,
,,/ImG
G(/co)-plane
zyr,
+-ReG
(T2
<T
Fig. A-3. Polar plots of C(Jco)
(1
+j<oT2 )/(l +ja>Ti).
It is
tion
is
generally a tedious process, especially if the transfer function
apparent that the accurate plotting of the polar plot of a transfer funcis of high
order. In practice, a digital
computer can be used to generate the data, or even

it is
the final figure of the polar plot, for a wide class of transfer functions. However,
from the analytical standpoint,
essential that the engineer
be completely
computer data may be properly interpreted. In some cases, such as in the Nyquist stability study, only the general shape of the polar plot of G(jo})H(ja>) is needed, and often a rough
familiar with the properties of the polar plot, so that the
sketch of the polar plot
is
quite adequate for the specific objective. In general,
630
Frequency-Domain
Plots
App.
the sketching of the polar plot

1.
is
facilitated
by the following information:
The behavior of the magnitude and the phase at co == and at co = oo. 2. The points of intersections of the polar plot with the real and imaginary axes, and the values of co at these intersections. The general shape of the polar plot may be determined once we have information on the two items listed above.
Example A-l
Consider that it is desired to of the transfer function
make a rough
sketch of the polar plot
co
Substituting s jco in Eq. (A-7), the magnitude oo are computed as follows:
and phase of G(jco)
at co
and
lim G(jco)
|
= lim ^ =
oo
(A-8)
lim IG(jco)
= lim /-) =
= =
lim
<0-oo
-90
(A-9)
lim G(jco)
|
-^
CO
=
-180
and
co
(A-10)
lim /G(jco)
lim
A^L =
=
(A-ll)
Thus the properties of the polar

Next,
plot of G(jco) at CO
if
oo are ascertained.
we determine
the intersections,
any, of the polar plot with the two axes of the
G(y'C0)-plane. If the polar plot of G(yCO) intersects the real axis, at the point of intersection, the
imaginary part of G(/co)
is
zero; that
is,
Im[G(/co)]
= + j Im[G(/co)]
(A-l 2)
In order to express G(jco) as

G(yco)
Re[G(yco)]
(A-13)
we must
rationalize G(jco)
its
plex conjugate of
by multiplying its numerator and denominator by the comdenominator. Therefore, G(y'co) is written
10(-yco)(-/CO + 1) + l)(-jco)(-jco
C(im\ KJ
'
jcoO'co
1)
_ -10C0 ~ co* + co
l
2
2
10C0
co*
co 2
lA" 14
,.
'
which gives
mGUco)]= (o(
and
Re[G(7co)]
l)
(A-15)
^^L
=
oo,
(A-16)
When we
set
Im[G(yco)] to zero,
we
get CO
meaning
is
that the only intersect
that the G(jco) plot has with the real axis of the plane
at the origin.
Similarly, the intersection of the polar plot of G(jco) with the imaginary axis is found by setting Re[G(yco)] of Eq. (A-16) to zero. The only real solution for co is also co = co, which corresponds to the origin of the G(/co)-plane. The conclusion is that the polar plot of G(yco) does not intersect any one of the two axes at any finite nonzero
A.1
631
l/lmG
G(/co)-plane
--Re
Fig. A-4. Sketch of the polar plot of G(s)
I0l[s(s
1)].
frequency. Based
at co
upon
this
and
co
= co, the polar plot of G(jo>) is easily sketched,

Given the transfer function
G(s)
information, as well as knowledge on the angles of GO') as shown in Fig. A-4.
Example A-2
10
'
s(s
l)(.s
+ 2)
and phase of G(joo)
at co
(A-17)
it is
desired to
make a rough
sketch of the polar plot ofG(jco).
The following calcula-
tions are
co
made
for the properties of the magnitude
and
oo:
lim GC/eo)
|
= =
lim
cu->0
5
CO
(A-18)
HJ-.0
lim /Gt/c)
OJ-.0
t-0 /
lim 14JCO
-90
(A-19)
Km
G(yco)
= lim -g = = lim
(A-20)
lim /GC/OJ)
/^j
-270
(A-21)
To
find the intersections of the G(jco) curve
on the real and the imaginary axes of the
G(ya>)-plane,
we
rationalize G(jco) to give
G( iC0 ) u
'
=
jcoUco
m-jco)(-jco
l)(jco
is
+ 1)(-/cq + 2) + 2)(-jco)(-jco + IK-jco +

JlOaKZ
2 2
)
2)
(A " 22)
After simplification, Eq. (A-22)

G(ico) w
'
written
=
9co*
-30a> 2
co 2 (2
- co
9co*
- a)>) + co 2 (2 - co
2 2
)
(A-23)
632
Frequency-Domain
Plots
App.
We set
Re[G(/co)]
-30
9co 2
(2
- co
-
2 2
)
(A-24)
and
Im[G(/w)]
Equation (A-24)
is
-10(2
co 2 )
9 3 +
CO
co(2
- CO
1 2 )
(A-25)
satisfied
when
oo
which means that the G(jco) plot

tion (A-25)
is
intersects the
imaginary axis only at the origin. Equa-
satisfied
when
CO 2
=2
which gives the intersection on the real axis of the G(/C0)-plane when co = *J~2 rad/sec. Substituting co = /2~ into Eq. (A-23) gives the point of intersection at
G(yV2)=-j
it
(A-26)
The result of co = ^/2 rad/sec has no physical meaning, but mathematically simply represents a mapping point on the negative jco axis of the j-plane. In general, if G(s) is a rational function of 5 (a quotient of two polynomials of .0, the polar plot of G(jco) for negative values of CO is the mirror image of that for positive co, with the
mirror placed on the real axis of the G(y'co)-plane. With the information collected above, it is now possible to make a sketch of the polar plot for the transfer function in Eq. (A-17), and the sketch is shown in Fig. A-5. Although the method of obtaining the rough sketch of the polar plot of a transfer
function as described above
is
quite straightforward, in general, for complex transfer
i/IraC
G(/oo)-plane
Re G
Fig. A-5. Sketch of the polar plot of G(s)
= lOMs +
l)(s
2)].
Bode
Plot (Corner Plot) of a Transfer Function /
633
functions that
may have multiple crossings on

is
fer function plane, the algebraic
manipulation
the real and imaginary axes in the transmay again be quite involved. Furtherit is
more, the polar plot
basically a tool for analysis;
somewhat awkward
for design
purposes. We shall show in the next section that approximate information on the polar plot can always be obtained from the Bode plot, which is usually sketched without any computations. Thus, for more complex transfer functions, other than using the digital computer, sketches of the polar plots are preferably obtained with the help of the
Bode
plots.
A.2
Bode
The
discussions in the last section
show that the polar

its
plot portrays a function
magnitude and phase as functions of co. The Bode plot, on the other hand, contains two graphs, one with the magnitude of G(jco) plotted in decibels versus log co or co, and the other with the phase of G(jco) in degrees as a function of log co or co. The Bode plot is also known sometimes as the corner plot or the logarithmic plot of G(jco)- The name,
G(jco) in the polar coordinates in
terms of
corner plot,
is
used since the Bode plot
is
basically
that the magnitude of G(jco) in decibles as a function of co

straight-line segments.
an approximation method in is approximated by
In simple terms, the
Bode
plot has the following unique characteristics:
1.
Bode plot is expressed in deciproduct and division factors in G{jco) become additions and bels, the subtractions, respectively. The phase relations are also added and
Since the magnitude of G(jco) in the
subtracted from each other in a natural way.

2.
The magnitude
plot of the
Bode
plots of
most
G(jco) functions enstraight-line
countered in control systems
may be approximated by
segments. This makes the construction of the Bode plot very simple.
Since the corner plot
is
relatively easy to construct,
and usually without
used to generate data necessary for the other frequency-domain plots, such as the polar plot, or the magnitude-versus-phase
point-by-point plotting,
it
may be
plot,
which
is
discussed later in this chapter.
In general,
we may
represent the open-loop transfer function of a feedback
control system without pure time delay by
0(5)
+ ^+^ + +
s-(s
*>/
pj(s
p2 )
{' (s
+ *-> + p)
written
(A-27)
where As an
is
a real constant and the zs and the/?s
may be real or complex numbers.

is
alternative, the
G{S)
s'(l
Ta sKl+Tb s)---(l+Ts)
(A 28)
where A" is a real constant, and the Ts may be real or complex numbers. In Chapter 8, Eq. (A-27) is the preferred form for root loci construction. However, for Bode plots, the transfer function should first be written in the form
634
Frequency-Domain
Plots
App A
of Eq. (A-28). Since practically all the terms in Eq. (A-28) are of the same form, without loss of generality, we can use the following transfer function to illustrate the construction of the
Bode diagram
s(l
+T
1
,
s)(l
+ j2{/u -
ju
2
)
where K,
T T 2 Ta
t ,
f,
and
2^/j.
ju
are real coefficients.

/i
//
order polynomial,
co/co n ,
is
It is assumed that the secondhas two complex-conjugate zeros.
The magnitude of G(jco)

to the base 10 of G(joi)
| I |
in decibels
obtained by multiplying the logarithm
by 20; we have
|
G(jco) |
20 log.o G(jco)
+ -
20 log, o
20 log,
is
= 20 log I0 K + 20 log, + jcoT (A-30) + j(oT - 20 log, ja> - 20 log 10 + J2{ M - y}\ + joaT.\
I I |
The phase of G(j(o)

/G(jco)
written
2
+ /l+ jcoT, + /l + Jq}T - /I + JmT - /l+j2j M -^

/K
m
jjco
In general, the function G(jco)
may
be of higher order than that of Eq.
(A-29) and have
many more
factored terms. However, Eqs. (A-30) and (A-31)
would simply produce more' similar terms in the magnitude and phase expressions, so that the basic method of
indicate that additional terms in G(jco)
construction of the
in general, G(jco)
Bode
plot
would be the same.
We
have also indicated
that,
may
contain just four simple types of factors:
Constant factor
Poles or zeros at the origin Poles or zeros not at co
K
(jco)
(1 (1
2.
3.
4.
Complex
poles or zeros
+ jcoT) q + j2/z
2 r fi )
where p, q, and r are positive integers. Equations (A-30) and (A-31) verify one of the unique characteristics of the Bode plot in that each of the four types of factors listed may be considered as a separate plot; the individual plots are then added or subtracted accordingly to yield the total magnitude in decibels and phase plot ofG(jco). The curves may be done on semilog graph paper or linear rectangular coordinate graph paper, depending on whether co or log I0 co is used as the abscissa.
We
shall
now
investigate the sketching of the
Bode
plot of the different
types of factors.
Constant Term,
Since
KiB =
and
20 log I0
K=
constant
(A-32)
W
(0
K>
*<o
(A " 33)
A.2
Bode
Plol (Corner Plot) of a Transfer
Function
635
20 log 10 K
dB
Magnitude
indB
0dBf_
90
Phase in degrees
0
ArgK
1
-90 - 180
0.1
10
co rad/sec
100
Fig. A-6.
Bode
plot of constant K.
the
Bode
plot of the constant factor
is
shown
in Fig.
A-6
in semilog coordi-
nates.
Poles and Zeros at the Origin, (jm) p
The magnitude of (jco) p

201og,
for
ctJ
in decibels
is
given by
co
|Oco)
'|=
20/7 log,
dB
(A-34)
> 0. The last expression for a given p represents the equation of a straight
semilog or rectangular coordinates. The slopes of these straight
line in either
lines
may
be determined by taking the derivative of Eq. (A-34) with respect to

is,
log 10 co; that
dlog ioQ)
These
lines all
( 2P
lo Sio ca)
20/7
co
dB
(A-35)
pass through the 0-dB point at

co in
is,
log 10 co will correspond to a change of 20/?

unit change in log,
dB
in
1. Thus a unit change in magnitude. Furthermore, a is
the rectangular coordinates

1
equivalent to
decade of
variation in
nates.
co,
that
from
to 10, 10 to 100, and so on, in the semilog coordistraight lines described
Thus the slopes of the
by Eq. (A-34) are said to

is
be 20/7 dB/decade of frequency.

Instead of using decades, sometimes the unit octave
separation of two frequencies.
used to represent the
octave
if CO2/CO1
2.
The frequencies co, and co 2 are separated by an The number of decades between any two frequencies co,
and
co 2 is
given by
number of decades
Similarly, the
io Bio (a>i/<i)
og
log,o 10
("h) \coJ
(A-36)
number of octaves between
co 2
and
co, is
1
number of octaves
logi
W<o,) =
2
is
log,
0.301
log
(coA \coJ
(A . 3?)
Thus, the relation between octaves and decades
given by
number of octaves
decades
(A-38)
0.301
636
Frequency-Domain
Plots
App.
Substituting Eq. (A-38) into Eq. (A-35),
we have
0.301
20/7 dB/decade
2Qp x
6p dB/octave
at s
=--
(A-39)
For a transfer function G(jco) that has a simple pole

of G(jco)
is
0,
the magnitude
a straight line with a slope of
20 dB/decade, and
passes through the
0-dB axis
at cu
1.
is
The phase of (jco) p
written
l(jco)
= p
90
(jco)
(A-40)
p
The magnitude and phase curves of the function shown in Fig. A-7 for several values of p.
are sketched as
0Q T3
s:
<4-
100
cj
rad/sec
Fig. A-7.
Bode
plots of Uo>) p
Simple Zero
Let
(1
-\-
j<oT)
G(jco)
= + jaT
1
(A-41)
is
where
T is
a real constant.
I
The magnitude of
,
1
G(j(o) in decibels
,
written
( A-42)
G(ja>) |
20 log
GO) = 20 log V 1~T ~^T*

|
A.2
Bode
637
To
obtain asymptotic approximations to the magnitude of G(jco), we consider both very large and very small values of o>. At very low frequencies, coT -. 1, Eq. (A-42) is approximated by
I
G(jco) dB
|
20 log
G(jco)
~ 20 log
o 1
dB
(A-43)
since co
z
is
At very
co
when compared with 1. high frequencies, cor> 1, we may approximate

neglected
G(jco)
T2
co
T2
by
then Eq. (A-42) becomes

I
U = 20 log
I0
G(joi)
~ 20 log
=
I0
Jco 2 T 2
(A-44)
20 log, coT
Equation (A-44) respresents a straight line with a slope of +20 dB/decade of The intersect of this line with the 0-dB axis is found by equating Eq. (A-44) to zero, which gives
frequency.
co
-=-
(A-45)
This frequency is also the intersect of the high-frequency approximate plot and the low-frequency approximate plot which is the 0-dB line as given by Eq. (A-43) The frequency given by Eq. (A-45) is also known as the corner frequency of the Bode plot of the transfer function in Eq. (A-41), since the
approximate magni-
tude plot forms the shape of a corner at that frequency, as shown in Fig. A-8. The actual magnitude curve for G(jco) of Eq. (A-41) is a smooth curve, and deviates only slightly from the straight-line approximation. The actual values for the magnitude of the function 1 jcoT as functions of coT are tabulated in Table A-l
40
I
II
II III
I I
Ml
30
20
10
10
-20
3040
0.01
_LL
0.1
Fig. A-8.
and G(s)
Magnitude versus frequency of the Bode plots of G(s)

1/(1
Ts
Ts).
638
Frequency-Domain
Plots
App A
Table A-l
>T
\osiqC0T
|1
+ jwT\
\l
+ ja>T\
(dB)
/l
+ jwT
0.5
0.01
0.1
-2
-1
-0.3 -0.12
0.117
0.238
0.3
1.04 1.12
1.26
1.41
0.043
1
5.7
0.5
26.6 37.4
0.76
1.0
1.31
2
3
45.0
52.7
1.65
4.3 6.0
1.73
2.0
60.0
63.4
2.0
5.0
2.23
5.1
7.0
14.2
0.7
1.0
78.7 84.3
0.0
10.4
20.3
Table A-2
Straight-Line
Approximation of
coT
+ j<oT\
(dB)
0.043
|i+;an
(dBY
Error
{dB)
0.1 (1
decade below corner
0.043
frequency)
0.5 (1 octave
1.0
1
below corner
frequency)
0.76
1
2
3
.0 (at the
corner
frequency)
1.31
4.3
2.3
2
1
2.0 (1 octave
above corner
frequency)
10 (1 decade
20.043
20
0.043
above corner
frequency)
Table A-2 gives a comparison of the actual values with the straight-line approximations at some significant frequencies.
The
totes
it is
is
error between the actual magnitude curve and the straight-line asympsymmetrical with respect to the corner frequency \/T. Furthermore,
useful to
remember
that the error

1
is
dB
at the corner frequency,
and
dB
1
at
octave above (2jT) and
octave below (0.5/T) the corner frequency. At
decade above and below the corner frequency, the error is dropped to approximately 0.3 dB. From these facts, the procedure in obtaining the magnitude curve of the plot of the first-order factor (1 + jcoT) is outlined as follows:
A.2
Bode
639
1.
2.
Locate the corner frequency co = \\T. Draw the 20 dB/decade (or 6 dB/octave)
line
and the horizontal
3.
l/T. dB, with the two lines interesecting at co line at actual magnitude curve is obtained by locating the If necessary, the
points given in Table A-l.

Usually, a
point at the corner frequency and the 1-dB points at

the corner frequency.
smooth curve can be sketched simply by locating the 3-dB 1 octave above and below
G(jco)
The phase of
+ jcoT
/G(jco)
is
written as
tan"'
mT
(A-46)
Similar to the magnitude curve, a straight-line approximation can be made for the phase curve. Since the phase of G(jco) varies from 0 to 90 we may draw a line from 0 at 1 decade below the corner frequency to +90 at 1 decade above
the corner frequency.

straight-line
As shown
in Fig. A-9, the
maximum
is
deviation of the
6.
approximation from the actual curve gives the values of /l ja>T versus coT.
less
than
Table A-l
Fig. A-9.
Phase versus frequency of the Bode plots of G(s)
Ts and
G(s)
1/(1
Ts).
Simple Pole.
11(1
+ jcoT)
1
When
G(Ja>)
1
+jcoT
(A-47)
the magnitude,
G(jco)
in decibels
is is
given by the negative of the right side of

the negative of the angle in Eq. (A-46).
Eq. (A-42), and the phase /G(jco)

Therefore,
to the
it is
simple to extend
all
the analysis for the case of the simple zero
Bode
plot of Eq. (A-47).
We
|
can write
|
< coT >

coT
G(jco) dB
G(jco)
dB
(A-48)
U=
-20 log 10
coT
(A-49)
Thus the corner frequency of the Bode plot of Eq. (A-47) is still at co = l/T. At high frequencies, the slope of the straight-line approximation is +20 dB/ decade. The phase of G(jco) is 0 when co = and 90 when co approaches
640
Frequency-Domain
Plots
App.
infinity.
Figs.
The magnitude and the phase of the Bode of Eq. (A-47) are shown in A-8 and A-9, respectively. The data in Tables A-l and A-2 are still useful
for the simple pole case, if appropriate sign changes are
made
to the numbers.
For
instance,
at the corner frequency,
the error between the straight-line

is
approximation and the actual magnitude curve

Quadratic Poles and Zeros
dB.
Now consider the
second-order transfer function

G(s)
=
,*
+ +
2C,.,
+ a*
(A50)
=
1
(2/co)s
+ (l/cofis*
1,
We are interested only in the cases when <,

Letting s
since otherwise, G(s)
would
have two unequal real poles, and the Bode plot can be determined by considering G(s) as the product of two transfer functions each having a simple pole.
= jco,
Eq. (A- 50) becomes

G(j<o)
[1-W1+W.J
is
(A" 51)
The magnitude of
1
G(j(o) in decibels
20 log 10 G(jco)
= -20 log 10 ^[l <C

1
;
(gJJ
may
log 10
+
1
4C
(g)
dB
(A-52)
At very low
frequencies, co/co
I
Eq. (A-52)
|
be written as
G(jco) dB
|
= 20 log 10
G(jco)
=5
-20
(A-53)
Thus the low-frequency asymptote of the magnitude plot of Eq. (A- 50) is a on the 0-dB axis of the Bode plot coordinates. At very high frequencies, eo/con ^> 1 the magnitude in decibels of G(jco) in Eq. (A-50) becomes
straight line that lies
;
\G(jco)U
20 log 10 \GU<o)\
= -20 log
10
^/g-)
(A-54)
401og,f-^\
This equation represents the equation of a straight
line
dB
with a slope of
40 dB/decade in the Bode plot coordinates. The

totes
is
intersection of the
two asymp-
found by equating Eq. (A-53) with Eq. (A-54), yielding
-401og 10 (^-)
\co n /
= 0dB
(A-55)
and from which we
get
co
co
(A-56)
Thus the frequency,
co , is considered to be the corner frequency of the second-order transfer function of Eq. (A-50), with the condition that 1. The actual magnitude plot of G(jco) in this case may differ strikingly
<
from the asymptotic
lines.
The reason
for this
is
that the amplitude
and phase
A. 2
Bode
641
curves of the G(ja>) of Eq. (A-50) depend not only on the corner frequency co, but also on the damping ratio . The actual and the asymptotic magnitude plots the of G(jco) are shown in Fig. A-10 for several values of . The errors between standard sets of curves are shown in Fig. A-l 1 for the same set of s. The two
40
1 1 1 1
Mil
Mill
mi
II Mil
30
f
= 0.05
20
/ al
-
10
0.5
10
= 0.707
1.0
-20 -30 -40

0.01
I
in
0.1
II III
iiN
10
Mil
100
1.0
u = cj/w
Fig.
A-10. Magnitude versus frequency of
Bode
plot of G(s)
1/[1
+
25
25/o))
(sl<oY).
20
15
10
^
3
-5
10
llll
15
0.01
0.1
Fig. A-ll. Error in

1/[1
magnitude versus frequency of Bode plot of G(s)
2.rM,)
(s/co)*].
642
Frequency-Domain
Plots
App.
procedure of constructing the magnitude portion of the Bode plot of a secondorder transfer function of the form of Eq. (A-50) is to first locate the corner
frequency
then sketch the asymptotic lines; the actual curve is obtained by to the asymptotes by using either the error curves of Fig. A-ll or the curves in Fig. A-10 for the corresponding
co,
making corrections
f.
The phase of
G(jco)
is
given by
(A-57)
<aa --"' (^/['-()1

and
is
plotted as
shown
in Fig.
A- 12
for various values of
0
1
W4;
f=1 '//V*H
-45
0.6//
0.4
Mil!
II III!
f = 0.05
t^/0.1
0.2
-90
135
0.3
180
MM
0.1
1 1 1 1
INN
MM
100
0.01
1.0
u =
w/w
Fig. A-12.
Phase versus frequency of Bode plot of G(s)
1/[1
---
2(s/)
+
The
zeros. If
(*/*)*].
analysis of the
Bode plot of the second-order
Eq. (A-50)
may be applied
to a second-order transfer function with
two complex
G(s)=
the
+%s
co
(A-58)
(On
Bode
plot of G(jco)
may be
obtained by inverting the curves of Figs. A-10,
A-ll, and A-12.
Example A-3
As an
illustrative
example of the Bode plot of a transfer function,

10(5
s(s
let
us consider
G(s)
10)
2)(j
(A-59)
5)
The
jco.
first
step
is
to express the transfer function in the
form of Eq. (A-28) and
set j
Thus Eq. (A-59) becomes
GUco)
10(1 +yo.ico) jco{\ +y0.5(U)(l +/0.26t>)
(A-60)
rad/sec.
This equation shows that G(jco) has corner frequencies at co = 10, 2, and 5 The pole at the origin gives a magnitude curve that is a straight line with a slope of 20 dB/decade and passing through the co = 1 rad/sec point on the co axis at
dB. The total Bode plots of the magnitude and phase of G(jco) are obtained by
A.3
643
Fig. A-13.
Bode
plot of G(s)
[10(j
10)]/[4f
2)(j
5)].
adding the component curves together, point by point, as shown in Fig. A-13. The actual magnitude curve may be obtained by considering the errors of the asymptotic curves at the significant frequencies. However, in practice, the accuracy of the asymptotic lines is deemed adequate for transfer functions with only real poles and zeros.
A.3
is a plot of the magnitude of the transfer phase in degrees, with co as a parameter on the function in decibels versus curve. One of the most important applications of this plot is that it can be superposed on the Nichols chart (see Chapter 9) to give information on the relative stability and the frequency response of the closed-loop system. When the gain of the transfer function is varied, the plot is simply raised or lowered factor
The magnitude-versus-phase diagram

its
vertically according to the value of
K in decibels. However, the unique property

in obtaining the
of adding the individual plots for cascaded terms in the Bode plot does not
carry over to this case.
Thus the amount of work involved

is
magnitude-versus-phase plot
equivalent to that of the polar plot, unless a
digital computer is used to generate the data. Usually, the magnitude-versusphase plots are obtained by first making the Bode plot, and then transferring the
data to the decibel-versus-phase coordinates.
As an illustrative example, the Bode plot, the polar plot, and the magnitudeversus-phase plot of the function
G(s)
IOC?
s(s
10)
2)(s
(A-61)
5)
644
Frequency- Domain Plots
App.
'
Im
G(s)-plane
Phase crossover/^'
_^^
3
<5
co -> oo
Re
*
Jl
v?/
\V^.
Gain
^y '
crossover
(a)
1000
1 '
co
o.
30
G(/u)
20
pa a
/
J*
1
\y
\
CO
10
3~
=
\
^r co =
rad/sec
10
Gain crossover
^
co= 10
Phase
crossover
to
20
10
*/
-220
= 5.5
i i i
i
-270
-180
/g(/co)
(c)
-140
-90
Fig. A-14. G(s)
ri0(.s
10)]/[4r
2)(j
5)]. (a)
Polar plot, (b) Bode
diagram,
(c)
Magnitude-versus-phase plot.
Fig. A-14.
are sketched as
shown in
The Bode plot shown in Fig. A-14(a) is apparothers are obtained by transferring the data
ently the easiest one to sketch.
The
from the Bode plot to the proper coordinates.
The relationships among these three plots are easily established by comparing the curves in Fig. A-14 without the need of detailed explanation. However, for the purpose of analysis and design, it is convenient to define the following
terms
Gain-crossover frequency. This
the transfer function G(jco)
is is
the frequency at which the magnitude of
unity. In logarithmic scale, this corresponds to
dB. The following interpretations are made with respect to the three types of
plots:
Polar Plot.
The gain-crossover point
(or points)
is
where G(jco)
[
[Fig.
A-14(a)].
A.
Magnitude-Versus- Phase Plot
645
Bode
Plot.
The gain-crossover point
(or points)
is
where the magnitude

is
curve of G(ja>) crosses the 0-dB axis [Fig. A-14(b)]. Magniwde-Versus-Phase Plot. The gain-crossover point (or points)
the G(jco) plot crosses the 0-dB axis [Fig.
where
A- 14(c)].
Phase-crossover frequency. This

G(jco)
is
is
the frequency at which the phase of

the phase of G(jco)
180.
Polar Plot.
is 1
The phase-crossover point (or points) is where The phase-crossover point

(or points)
is
80, or
where the G(jco) plot crosses the negative

Plot.
real axis [Fig. A-14(a)].
Bode
where the phase curve

is
crosses the 180 axis [Fig. A-14(b)].
Magnitude-Versus- Phase Curve. The phase-crossover point (or points) the G(jco) plot interesects the 180 axis [Fig. A-14(c)].
where
APPENDIX
Laplace Transform
F(s)
Time Function
fit)
_1_
u(t) (unit step function)
s*
t" (n
= positive integer)
e -at
+
1
e~<"
e -6 '
Ct
a)(s
+ +
b)
6-a
<&n
j2
2Zcon s
co 2
(i
+ sry
7tB 2 e-'/r
0i n 2
1
r(-i)!
<n-1 r -rr
27to
TW
<o e-<>*' sin
'
V(lC
*
(1
Ts)(s*
2Zcos
)d
(eWl - ^t - 27ca -
rW
0)
co2)
where
tan-
î."
646
App. B
Laplace Transform Table / 647
Laplace Transform
F(s)
Time Function
fit)
(On
{s 2
+ (On 2 )
(On
sin cot
(1
Ts)(s 2
C0n 2 )
where
<f>
2C + T 2(On -1 co = tan nT
^m"
r~' IT
'
vi+rw
lin
w
(m
<K\
(On 2
vl-( z
+
a> 2 )
s(s 2
2Zcos
where
tan -1
C0 2
s(,s 2
+
1
(0 2 )
cos (0t
s(l
+
1
e-'/r
Ts)
i(l
Ts) 2
-t-^-e-'i?
!
1
rw
2rCco
7"
W
e -c<,( sin
(On 2
(gW
1
2t
4>)
S(\
Ts)(.S 2
2liC0S
(On )
Vi where
d Tc
l
2crco
rw)
tan"'
"/1
" t
C"
tan-
?
1
Wl ~ ^
rc<
f2 '
(On 2
'
s 2 (s 2
2Ccos
i + ^^/r^"'"'
0-2 tan"
_
5 "1
^
)d
co 2
where
v' 1
_r
2f
00
1
T*COn 2
2C0)r
1
+ T 2(On 2
e-
5 2 (1
(On 2 2r.(0S Ts)(s 2
w
+
sin
(q,^ i
+ (On 2 )
where
<f>
2 tan"
eW(l V1 ~ ^ +
-4
tan"'
_ ( 2 t _ 0) - 2i(0nT + T 2co 2 ) r Wl ~^ f - TcOn C 1
s 2 (l
Ts) 2
- 2T+
(t
2T)e-<lT
co 2 (l
(On^jl
as)
^(On
+
1
a(On
e -e*r gin
(aWT^P/ +
<f>)
S2
2{C0n S
+ C0 2
where
tan"'
acoWl
~^
af.(o
co 2 (l 4- 05) (s 2 (On 2 )
co\/l
a 2 co 2
sin (cot
0)
where
<6
tan -1 aa>
648
App. B
Laplace Transform
F(s)
Time Function
fit)
(Qn
1 1
-
2gfra
'l
coHl
(1
-C 2 \l
#
2rcco
+ a 2co 2 + t 2 cb 2
,,.,
as)
Ts)is 2
2Z<os
+ co 2
-r/T
)
where
tan-
"J^g? -
tan-.
WJgl
^
Q> 2 (1 (1
a?)
Ts)(s 2
o 2 )
+
<j>
rw
tan
-1
where
+ vi + r -1 a>T a< tan

-2aCco
w
sin
tar.-'
(QH1
s(s 2
as)
Vi^T
<j>
VI
a 2 co 2 e^"-'
2Cws
a> 2 )
x
where
(mVl
2t
<t>)
tan-i
?^lz_C! _ 1
^L=
-C
,
,
flC(B
co 2 (l
as)
TcQnHa
T)
IT
1+aW
s(l
Ts)(s 2
co 2 )
where
tan -1 acu
tan -1 a>r
2Coa>B
Vd-{C
x
sin
2 )(l
+ a 2e 2
2TCco
+ r 2 <o ^
e~
ca 2 (l
as)
j(1
J*)(i 2
2r.cos
co 2 )
tf
(o^rqp/ + + r
l
tan"'
[aawT^TW - &)] __ -tan-.Z^TI^

rcc->B
/
^r +
w
$)
" /r
tan-
^2
+as
s 2 (l
7i)
(a
T)(l
e-'/r)
"//
s2
2CwB j
1-C
<o 2
_ e
-w sin
(oa n
vT"-
2f
where
tan
S2
+
+
0) 2
COS cot
(s 2
eo 2 ) 2
=-t sin <ot

2c
(s 2
2 2 C0l ){s
<o n2 2 )
ou2"
;(C0S 0>i/
 2
e-'/r
)
7 VI +
=_J___
where
rw
cos
(co n ,
0)
tan -1
<bT
App. B
Laplace Transform Table / 649
Laplace Transform
F(s)
77me Funtion
/CO
s 2 (l
+ as + bs 2 + ri5)(l +T2 5)
r,
T2 ) +
-f
ri
Tl2 e-"r
b-aT2 + T2 2
r,
- r2
,,r,
/(l-aCco-6co2+26C 2 co 2 ) 2
+ con 2 (l-C 2 X-26Cco) 2

c
2
)
+ bs 2 s(s 2 .+ 2Ccos + m 2 )
co2(l
V
*
o x
as
e -cnf sin
where
tan-
Ao>(2C 2
#,- ^1", - aCco - +

1)
1
(av/l
2/
#)
tan-
" ^-C
<*
s2
{s 2
=^-(sin tat
C02)2
eo/ cos <f
APPENDIX
Lagrange's Multiplier Method
In control system design
it
is
often desirable to maximize or minimize a
function /(xi, x 2
x) with the constraint
g(x u x 2
x)
=
, . .
g
.
(constant).
,
Lagrange's method suggests that the desired value of x u x 2
x can be
found by maximizing or minimizing the function
f=f(xi, x 2
where
X
x)
Xg(x u x 2 ,...,
x)
(C-l)
In general,
= Lagrange's multiplier there may be m constraint equations of the form &(x) = gt i=\,2,...,m
the vector
[x u
(C-2)
for
m<
n.
The symbol x denotes

x
=
in
xz
x\
(C-3)
With m constraint equations becomes
Eq. (C-2) to maximize or minimize f(x),
F =/(x) +
where X u X 2
,
. .
A^,(x)
X 2 g 2 (x)
...
X mgm (x)
(C-4)
X m are the Lagrange's multipliers.

is
The procedure of the Lagrange's method

single-constraint case
outlined as follows for the
Form
the function
2.
Maximize or
F = f(x) + Xg(x) minimize F with respect to
(C-5)
x u x2
x; that
is,
650
App. C
651
simultaneously set
|^ =
ox,
i=l,2,...,
(C-6)
These n equations give the desired values of x i functions of A. Let these functions be denoted as
x,
3.
2,
n, as
/*,(A)
i=\,2,...,n
(C-7)
Substitute Eq. (C-7) into the constraint equation
g(xi,x 2
x)
(C-8)
Equation (C-8)
4.
now gives
the value of A. Substituting this A into Eq.

i
(C-7) gives the desired optimal values of x

Substitution of the optimal values of *,,
=
.
2,
n.
x2
x obtained
from
the last step into/(x) gives the optimal value of/.
The
justification
of the Lagrange's method of adjoining the constraint to

is
the function to be minimized
as follows. Let a
maximum, minimum,
or saddle
point be described as a stationary point.

that
Then
the necessary condition for the
existence of a stationary point of a differentiable function f(x u
x2
x) is
$fox,
=
; x , ,
(C-9)
Consider a case with just two parameters, Xi and x 2 that \%,f{x x 2 ) is to be maximized or minimized by choosing the proper values for x and x 2 with the
t
constraint that
g(x u x 2 )
g (constant)
(C-10)
The necessary conditions
for a stationary point are
#=0
axi
able y; that
and
J^ = ax
2
, ,
(C-ll)
Let us assume that x^ and x 2 are arbitrary functions of a dependent variis, /and g can be written as/(x,, x 2 y) and g(x u x 2 Then, we can form the following equations
y), respectively.
df
dy
_îdxJ
dxi dy
,^Ldx 2
dx 2 dy
(C-12)
dg dy
dxi dy
dj^dx^ .dg^dxj dx 2 dy
(C-13)
The necessary conditions

point. Therefore,
for a stationary point, stated in Eq. (C-ll), imply
that the total derivatives in Eqs. (C-12)
and (C-13) must vanish
at the stationary
652
App. C
Let us multiply the right side of Eq. (C-15) by an undetermined parameter X and then add the result to Eq. (C-14). We have
If
now X
is
so chosen that
& + *&-
+*-
and
g(x ,x 2 )
i
(C- 17)
<
c- 18 >
g
)
(C-19)
is satisfied.
then the necessary condition of a stationary point of/(x,, x 2
Eqs. (C-17) and (C-18) imply the maximization or minimization of with respect to x, and x 2
.
F = f+
Thus Xg
Index
Block diagram (contd.)

feedback control system, 61
Absolute
stability,
316, 365
multivariable systems, 62
Acceleration error constant, 266
AC
control system, 12, 218

1,
Bode diagram, 322, 482, 538 Bode plot, 519, 626, 633
Bridged-T network, 558 Bridged-T network compensation, 557
Actuating signal,
Adaptive control systems, 57 Analog computer elements, 126

Analytical design, 574
Analytic function, 17
Asymptotic
stability,
317, 365
Calculus of variation, 575
Auxiliary equation, 327
Caley-Hamilton's theorem, 146 Canonical form, 119

Canonical state equation, 608 Cascade decomposition, 139
Cause-and-effect, 7
B
Back emf
constant, 220, 223,
286
Characteristic equation, 117,275,317,
Backlash, 200 Bandwidth, 463

second-order sy terns, 466, 470
321, 322, 360, 376, 587, 617
Closed-loop control system, 3

ratio curve,
Bandwidth versus damping 467

Bellman's equation, 604 Block diagram, 58
control systems, 59
Complex Complex
plane, 15
variable, 15
functions of, 16
Conditional frequency, 275
Constant conditional frequency
loci,
277
653
654
Index
Constant damping factor Constant
loci,
277
Constant-damping-ratio loci, 277, 451
Decomposition of transfer function, 136

cascade, 139
direct,
loci,
485
Constant natural undamped frequency

loci,
137
277
discrete transfer function, 169

parallel,
Constant
ac, 12
N loci, 489
139
Control system:
Definite integral, table, 578
Delay time, 272, 282

Derivative control, 295
classification, 11
closed-loop, 3
Design of control systems, 504

Diagonalization of a matrix, 118, 148
Digital controller, 14
continuous-data, 12
dc, 12
digital, 13
Digital control systems, 13
open-loop, 2
sampled-data, 13
Controllability, 109, 144, 585,
definition, 145, 148
Direct decomposition, 137

Discrete-data control system, 13, 161,
587
447
Discrete state equation, 163
z- transform solution,
general concept, 144

output, 151
state,
165
Discrete state transition equation, 164
145
1
Discrete transfer function:
Controlled process, Controlled variable,
decomposition, 169
Disturbance, 9
Convolution integral, 57, 104, 267
Corner frequency, 637
Dynamic equations, 97, 588 Dynamic systems, 95
Coulomb
Critical
Corner plot (see Bode friction, 192
plot)
coefficient, 193, 199
damping, 275 132 Cutoff rate, 463
CSMP,
Edge-guide control system, 237 Eigenvalues, 117, 118, 142, 585

Eigenvectors, 117, 118, 143
Electrical networks, 188
D
Damping Damping Damping
constant (see
Encircled, 333
Enclosed, 334
Damping
Energy, 196
Equilibrium
state,
factor)
factor,
ratio,
317
276 275
Error coefficients, 268

Error-sensing device, 60, 208, 285
DC control system, 12, DC motor, 220, 236

field-controlled,
210
Error series, 267 Error transfer function, 267
armature-controlled, 222, 248, 286
220
permanent-magnet, 210
torque-speed curves, 225
Dead zone, 200

Decibel, 635
Feedback:
effect
on external disturbance, 9
Index / 65S
Feedback (contd.) effect on overall gain, 7 effect on sensitivity, 8 effect on stability, 8

effects of,
Initial- value
theorem, 21
Input node, 67 Input vector, 54, 99

Integral control,
300
574 574
Integral square control,
Feedback control system, 3

basic elements, 5
Integral square error,
Inverse problem, 616 Inverse z-transform, 43

inversion formula, 44
block diagram, 3, 5
types, 11
Force-mass system, 191

Force-spring system, 191
FORTRAN,
132
Jordan blocks, 123, 149 Jordan canonical form, 123, 142, 150
Free-body diagram, 203
Frequency-domain analysis, 459 Frequency-domain plots, 626

Friction, 191
Coulomb, 192
rotational motion, 195
static,
192
viscous, 192
Lag-lead compensation, 552 Lag-lead network, 552
Lagrange multiplier, 575, 583, 649 Lagrange's multiplier method, 649

Laplace transform:
Gain-crossover frequency, 478, 644
application to solving differential
Gain margin, 473, 476 Gear train, 198

Generalized error coefficients (see
Error series)
equations, 25
definition, 18
inverse, 19
table,
646
table,
theorems, 19
Laplace transform
646
H
Hamilton-Jacobi equation, 601, 602,
Levers, 198, 200

Linearization of nonlinear state
equations, 158
Linear regulator design, 573, 599

infinite-time,
604
Hessian matrix, 584
607
Linear spring, 191

Linear systems, 11
Hurwitz determinants, 323
Logarithmic plot, (see Bode plot)
Lyapunov's
I
stability criterion,
322
Impulse response, 52, 55 Impulse response matrix, 55

Indefinite matrix, 38
Inertia,
M
Magnification curves, 465, 468, 469,
193
472
6S6
Index
Magnitude-versus-phase plot, 626,
N
Natural
643 Mass, 190

Mass-spring-friction system, 204
undamped frequency, 275
Negative definite matrix, 38
Mathematical modeling of physical systems, 187

Matrix:
addition,
Newton's law of motion, 203 Nichols chart, 490, 493 Noise signal, 9
Nonlinear control system, 11, 160, 363 Nonlinear
state equation,
32
adjoint of, 3
158
algebra,
32
Nyquist
criterion, 322,
330
associate law, 33
Nyquist path, 340
column, 28
commutative law, 33
conjugate, 31
definiteness, 38
definition,
O
Observability, 152, 589
definition, 153, 155
27
determinant of, 29
diagonal, 28
diagonalization of, 118

distributive law,
35
Observer (see State observer) Octave, 635 Open-loop control system, 2

block diagram, 3
Operational amplifier, 246
inverse of, 35
multiplication, 33
nonsingular, 29
null,
Optimal control, 572

Output
controllability, 151
29
order of, 28
quadrative form, 37
Output equation, 97
Output node, 67
Output vector, 54, 99
rank of, 36
row, 28
singular,
29
skew- symmetric, 30
square, 29
subtraction, 33
Parabolic input, 261

Parallel decomposition, 139
symmetric, 29
transpose of, 30
unity, 28
Parameter optimization, 583

Parseval's theorem, 575
Partial-fraction expansion, 21-25,
Partial state feedback,
Maximum
overshoot, 272, 281
43
Mechanical Mechanical Mechanical Mechanical
energy (see Energy)
615
power
(see
Power)
Peak resonance, 463

Performance index, 273, 509, 572 Phase-crossover frequency, 476, 645
Phase-lag compensation, 512, 535
system elements, 190

systems, 203
Minimum-time problem, 509, 573 Modal form transformation, 141

Multiloop feedback control system,
Phase-lead compensation, 512, 515
Phase margin, 473, 477, 478

Phase-variable canonical form, 109,
356
Multivariable system, 2, 53
586, 617
Index
657
Polar plot, 444, 482, 488, 626, 627

Poles, definition, 17
Root
loci (contd.)
construction,
380
447
411
Pole- zero cancellation design, 563
discrete-data control system,

rules of construction,
Popov's
stability criterion,
363
Positional control system, 284, 298,
303
Positional error constant, 264
time delay systems, 434 Root locus diagram, 290, 322, 375,
528
Rotary-to-linear motion, 195
Positive definite matrix, 38 Positive semidefinite matrix, 38
Rotational motion, 193
Potentiometer, 209
Power, 196
Principle of argument, 335 Principle of optimality, 601
Routh array, 324 Routh-Hurwitz criterion, 322 Routh tabulation (see Routh array) Rudder control system, 4
Quadratic forms, 37
Sample-and-hold, 162
Sampled-data control system, 13, 171
R
Ramp
input, 261
(see also Discrete-data control
systems)
Sampler:
Rate feedback (see Tachometer

feedback)
RC RC
Phase-lag network, 536

Phase-lead network, 516
40 40 Sampling duration, 39 Sampling period, 39

finite-pulse width,
ideal,
Relative stability, 316, 473, 483
Saturation nonlinearity, 160, 364,

Sensitivity, 7,
366
Relay nonlinearity, 364
497
Resonant frequency, 463

Resonant frequency versus damping ratio curve, 466
Riccati equation, 604
algebraic,
Sensitivity function, 9,
499
Servoamplifier, 246
Settling time, 272,
284
Signal flow graphs, 51, 64, 128

algebra, 69
differential,
610 604 610
basic properties, 66
solution of, 607,
construction of, 71
definitions,
Riccati gain matrix, 606
67
Rise time, 272, 282, 283
gain formula, 75
loop, 69
path,
Root contour, 424, 529, 547 Root loci, 290, 375 asymptotes, 384, 386 basic conditions, 376 breakaway points, 392, 436 complementary, 376 complete, 376
68
Signal-to-noise ratio, 9
Similarity transformation, 118, 148
Single- valued function, 16

Singularity, 17
Spectral factorization, 577
658
Index
Stability, 8,
316 316
317
absolute,
Synchro control transformer, 213,215 Synchro transmitter, 213
asymptotic, 317
definition,
multiloop systems, 356

nonlinear systems, 363
relative,
316
time delay systems, 360

zero-input, 317
Stabilizability,
Tachometer, 219, 246 Tachometer feedback, 302 Tension control system, 5, 235
587
Time delay
145-146
systems, 360, 434

analysis,
State concept, 95
State controllability, 112, State diagram, 126,
Time-domain
274
259
Time-invariant system, 12
Time-optimal problem, 509 Time-varying

state equation,
discrete-data systems, 167
173
sampled-data systems, 171

State equations, 96, 97, 173,
solution, 175
460
Time- varying systems,
12, 173
canonical form,
19
discrete approximation, 175

electrical networks,
188
Timing belt, 198, 200 Torque constant, 221

Torque-inertia system, 194
matrix representation, 99
State feedback (see State-variable
Torsional spring, 194
feedback)
State observer,
Tracking problem, 573

Transfer function, 51
588
closed-loop control, 595

State transition equation, 103,
decomposition
of,
136
133,317
linear systems, 51
State transition matrix, 101, 164, 174,
317
properties, 102
multi variable systems, 62
Transfer function matrix, 54, 460

Transient response, 259, 271
significance of, 102

State-variable feedback, 305
State variables, 95
definition,
second-order system, 273, 280

Translational motion, 190
96
Transportation lags, 242
State vector,
Static
99 friction, 192
Two-phase induction motor, 225
coefficient, 192
Steady-state error, 260, 262, 510
U
Unit step function, 19, 26 Unit step response, 272, 294, 307, 470, 471
Steady-state response, 259
Step input, 260
Step motors, 228

torque curve, 232
variable-reluctance type, 228 Sun-Seeker system, 243, 520, 539 Suppressed-carrier modulated signal,
211
Suppressed-carrier modulation, 212
Vandermonde
Synchro, 213
matrix, 120, 157 Velocity error constant, 265
Index / 659
Viscous
friction,
192
zero-input stability, 317
coefficient, 192, 199
zero-order hold, 171 (see also
Sample-and-hold)
zeros, definition, 17
W
Weighting function, 55 Weighting sequence, 82
z-transfer function, 83
z-transform, 15, 39
definition, 41
final-value theorem,
initial-value theorem,
46 46
inverse,
table,
43
43
theorems, 45
zero-input response, 317
z-transform method, 165
KUO
0-13-054973-8
PRLN iud HALL

I

Automatic Control Systems by Benjamin C. Kuo

Uploaded by

Copyright:

Available Formats

Automatic Control Systems by Benjamin C. Kuo

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Automatic Control Systems by Benjamin C. Kuo

Uploaded by

Copyright:

Available Formats

KUO

Professor of Electrical Engineering

Automatic control systems.

TJ213.K8354 1975 ISBN 0-13-054973-8

All rights reserved.

any form or by any means writing from the publisher.

Printed in the United States of America

PRENTICE-HALL PRENTICE-HALL PRENTICE-HALL PRENTICE-HALL PRENTICE-HALL

INTERNATIONAL, INC., London AUSTRALIA, PTY. LTD., Sydney

INDIA PRIVATE LIMITED,

Inverse Laplace Transform by Partial-Fraction Expansion

Application of Laplace Transform to the Solution of Linear Ordinary

Elementary Matrix Theory

Transfer Function and Signal Flow Graphs

Transfer Functions of Linear Systems

3.3 3.4 3.5

Impulse Response of Linear Systems

3.6 3.7 3.8

of Basic Properties of Signal

Definitions for Signal

Flow Graphs 69 Signal-Flow-Graph Algebra

Application of the General Gain Formula to Block Diagrams

State-Variable Characterization of Dynamic Systems

Introduction to the State Concept

and the Dynamic Equations

Matrix Representation of State Equations

State Transition Equation

Between State Equations and 107 High-Order Differential Equations

4.7 4.8 4.9

Matrix (Similarity Transformation)

Jordan Canonical Form

4.14 4.15 4.16 4.17 18

Observability of Linear Systems

Nonlinear State Equations and Their Linearization

z-Transform Solution of Discrete State Equations

Mathematical Modeling of Physical Systems

Equations of Electrical Networks

Time- Domain Analysis of Control Systems

6.3 6.4 6.5 6.6 6.7

on the Time Response of

Feedback Control Systems

and the State

Stability of Linear Time-Invariant

Systems with Inputs

Stability of Linear Control

Application of the Nyquist Criterion

Systems with Time Delays 360 Nonlinear SystemsPopov's Criterion 363

Root Locus Techniques

Basic Conditions of the Root Loci

Construction of the Complete Root Loci

Application of the Root Locus Technique to the

Important Aspects of the Construction of the Root Loci

Frequency-Domain Analysis of Control Systems

459 464 467

462 Frequency-Domain Characteristics Second-Order System p .CO p , and the Bandwidth of a

Effects of Adding a Zero to the Effects of Adding a Pole to the

Relative Stability Gain Margin, Phase Margin, Relative Stability

the Magnitude Curve of the

M and N Loci in the Magnitude

The Nichols Chart