Chapter 5: Standard Models for

Dynamic Systems
• So far, we have developed system models that are collections of either first-order ODEs (i.e.,
an electrical circuit with a single capacitor or single inductor), and/or second-order ODEs (i.e.,
mechanical systems)

• “Standard forms” of dynamic systems will facilitate the solution of the system response, using
either analytical or numerical methods (i.e., MATLAB/Simulink)
– State-variable equations
– State-space representation (SSR)
– Input-output (I/O) equations
– Transfer functions
– Block diagrams

– Different control techniques (kalman filter, LQR and robust control) based on state space
model.
 5.2 State-Variable Equations
• One method for representing system models is to use state variables, which are a set of
variables that completely define (or describe) a system.
– The number of state variables is equal to n, which is the order of the system modeling ODEs.

• State: the smallest set of dynamic variables that completely define a dynamic system
– These variables are called state variables and are usually the physical variables of the system
(displacement, velocity for mechanical systems; voltage, current for electrical systems; pressure,
temperature for fluid/thermal systems)
– If one knows the state of a system, then any quantity can be determined (such as energy,
momentum, etc). However, the choice of state variables is not unique.

• The standard convention is to define xi , i = 1, 2, 3, … n as the state variables (the “dynamic

variables”), and uj, j = 1, 2, … r as the input variables (or, “control variables”)
 State-Variable Equations (2)
• The state-variables equations are a collection of n first-order ODEs, where the all right-hand sides must be
functions of the state variables or input variables:

x 1  f1 ( x1 , x 2 ,..., x n , u1 , u2 ,..., u r )
x 2  f 2 ( x1 , x 2 ,..., x n , u1 , u2 ,..., u r )

x n  f n ( x1 , x 2 ,..., x n , u1 , u2 ,..., u r )

• The RHS functions fi can either be linear or nonlinear functions

– If all RHS functions are linear, then we can use “state-space representation” (SSR), a convenient vector-matrix
format (next sub-section 5.3)
– (If any single function fi is nonlinear, we have two options: (1) use a numerical integration method (such as
Runge–Kutta) to obtain the system response, or (2) derive a linear approximation of the system (as described
in Section 5.4), which can then lead to an SSR. In either case, developing the state-variable equations is the
starting point. The following three examples demonstrate how to develop the state-variable equations.)
 State-Variable Equations: Example 5.1

2
z  0.8 z  0.4 w  0.2 zw 0 Dynamic variable
Input variable
Dynamic variable
4 w  3w  0.1w3  6 z 8v

Order of the system= n 3 State space variables.

x1  z x1  z Solve the above equation in terms

u v Of state variables.
x2  z derivate x 2 z
For input
x3 w x3 w

x1  z x1  x2
State space
x 2 
z 0.5( 0.8 z  0.4 w  0.2 zw) x 2 0.5( 0.8 x1  0.4 x3  0.2 x2 x3 ) equation
3
x3 w 0.25( 3w  0.1w3  6 z  8v) x 3 0.25( 3 x3  0.1x3  6 x1  8u )
 State-Variable Equations:
Example 5.2
• Derive the state-variable equations for the mass-spring-damper mechanical
system with a nonlinear spring force

f k ( z ) k1 z  k 3 z 3

mz  bz  k1 z  k 3 z 3  Fa

Mechanical system
(nonlinear)

(worked on board)
 5.3 State-Space Representation (SSR)
• For modern, complex dynamic systems, we often encounter systems with multiple inputs
and multiple outputs (MIMO)
– IF the system is linear, we can set the state-variable equations in a convenient vector-matrix
format, which we will call a state-space representation (SSR)
– The SSR vector-matrix format that is extremely well-suited for computer simulation (MATLAB and
Simulink)

• State vector: For a system of order n, we require n state variables to completely define the
system
– We arrange these state variables in an column vector called the state vector, x
– The state vector is not a physical vector (like a 3-component force vector) but rather a convenient
grouping of the important dynamic variables.

• State space: An n-dimensional “geometric space” that contains the state vector x
 State-Space Representation (2)
• In order to obtain a complete state-space model, we must obtain n first-order, linear
differential equations.

• For example, if our system is LTI and third order (n = 3) with two inputs (r = 2), then our state-
variable equations must have the form:

x 1 a11 x1  a12 x 2  a13 x3  b11u1  b12 u 2

State equations:
x 2 a 21 x1  a 22 x 2  a 23 x3  b21u1  b22 u 2 linear combinations
of xi and uj
x 3 a31 x1  a32 x 2  a33 x3  b31u1  b32 u 2
 State-Space Representation (3)
• Next, we need equations for the system outputs, so we write the outputs as linear
combinations of the states and inputs

• Suppose that we have two outputs (m = 2; perhaps these variables are measured by two
sensors):

y1 c11 x1  c12 x 2  c13 x3  d11u1  d12 u 2 Output equations:

linear combinations
y 2 c 21 x1  c 22 x 2  c 23 x3  d 21u1  d 22 u 2 of xi and uj

• For time-invariant systems, the coefficients a, b, c, and d are constants

x  Ax  Bu “state equation”

y Cx  Du “output equation”

 State-Space Representation (4)
• Finally, note that we can write the state and output equations in a compact vector-matrix form
because the equations are linear

• First, assemble all variables (states, outputs, inputs) into column vectors with proper
dimensions:

 x1   u1   y1 
 x  u  y 
x  2  u  2  y  2 
     
     
 x n   ur   ym 
“state vector,” n x 1 “input vector,” r x 1 “output vector,” m x 1

• Note that the left-hand side of the state equations is the first time derivative of the state vector x
 State-Space Representation (5)
• We can assemble the a, b, c, and d coefficients of the state and output
equations into four matrices:

 a11 a12  a1n   b11 b12  b1r 

a  a 2 n  b
A   21
a 22 n x n (square) matrix:
b22  b2 r  n x r matrix:
    
“system” or “state” matrix B   21 “input” matrix
 
    
 a n1 an2  a nn   
 bn1 bn 2  bnr 

 c11 c12  c1n   d11 d12  d1r 

d m x r matrix:
c c 22  c 2 n  m x n matrix: d 22  d 2 r  “direct-link” matrix
C   21 “output” matrix D   21
         
   
 c m1 cm 2  c mn   d m1 d m2  d mr 
 State-Space Representation (6)
• Finally, we can write the state and output equations in vector-matrix form:

x  Ax  Bu “state equation”

y Cx  Du “output equation”

• Both equations constitute a state-space representation (SSR)

– Note that the inner/outer dimensions of all vectors and matrices must match
 State-Space Representation: Example 5.4
x1  6.2 x1  2.3 x2  8.4 x3 y1  x1
x 2  x2  2.7 x3  3u1 y2  x2  x3
x 3  4.1x1  1.5 x2  3.9 x3  4u2 )
State equations output equations

x  Ax  Bu “state equation”

y Cx  Du “output equation”

 x1    6.2  2.3 8.4   x1   0 0   x1 

 x   0       u1   y1   1 0 0     0 0   u1 
 2   1 2.7   x2    3 0   
u2   y   0 1  1  x2    0 0   u 
 x 3    4.1  1.5 3.9   x3   0 4    2    
x
  2
 3

x  Ax  Bu y Cx  Du
 State-Space Representation:
Example 5.6
• Obtain a complete state-space representation (SSR) of the electromechanical DC
motor
– A tachometer is used to measure the angular velocity of the rotor ( ), and an
ammeter is used to measure current in the armature circuit ( I )

LI  RI ein (t )  K b

DC motor
model
J  b  K m I  TL

• The electrical and mechanical ODEs are 1 st-order and 2nd-order, respectively
– Consequently, n = 3 and the system requires three state variables
 State-Space Representation:
Example 5.6 (2)
• Therefore, let’s select the 3x1 state vector as
 I   x1 
x     x2 
 
    x3  DC motor model

• The 2x1 input vector is

LI  RI ein (t )  K b
 ein (t )  u1 
u   

 TL   u2  J  b  K m I  TL
• And the 2x1 output vector is

    x3 
y    
 I   x1 
 State-Space Representation:
Example 5.6 (2)
1
x1 I  ( RI  ein (t )  kb )
 LI  RI ein (t )  K b
L  ein (t )  u1 
u   
x 2  
 TL   u2  J  b  K m I  TL
 1
x 3   ( b  K m I  TL )
J

R R kb
x1  x1  u1  x3
L L L  y1   x3  Combine them in
x 2  x3 y      matrix form
 y2   x1 
b Km 1
x 3  x3  x1  u2
J J J
 State-Space Representation:
Example 5.6 (3)
• Complete the derivation on the board… the SSR result is

 x 1    R / L 0  K b / L  1 / L 0 
x  x 2   0 0 1  x   0 0  u
 x 3   K m / J 0  b / J   0  1 / J 
A B State equation

 y1   0 0 1  0 0
y     x  u Output equation
 y 2   1 0 0  0 0
C D

• Check and verify the dimensions of the matrix-vector multiplication!

 5.5 Input-Output (I/O) Equations
• Consider a single-input, single-output (SISO) dynamic system, represented by the generic “block
diagram” below:

• An input-output (I/O) equation is a differential equation that only involves the input variable u,
output variable y, and their derivatives

• The general form of an I/O equation (for an nth-order system) is

an y ( n )  an  1 y ( n  1)    a2 y  a1 y  a0 y bmu ( m )    b1u  b0u

For systems with two or more inputs, the right-hand side of the I/O equation will include additional input
terms

If we have a system with m output variables, we will have m I/O equations, one for each output variable.
Therefore, unlike the state-variable equations, we can solve each I/O independently from the others.
 I/O Equations: Simple Example
• Consider again the 1-DOF mechanical system (mass-spring-damper with input force Fa ):

mz  bz  kz Fa

Let’s define the output variable as position, y = z and input variable as u = Fa

Therefore, our system model equation becomes

my  by  ky u I/O Equation

Since this equation only involves output y and input u, it is the I/O equation

Systems with multiple states/outputs require significant algebra to derive the I/O equations
 Differential Operator
• For more complicated systems with multiple outputs, developing the I/O equations involve
much more effort than obtaining the SSR

• A useful method to simplify the algebra is to employ the differential operator or “D operator,”
defined below:
d
D
dt

• Therefore, time-derivatives can be written as powers of operator D, for example

Dy  y D 2 y  y etc

• We can use the D operator to manipulate the governing dynamical equations in order to obtain
the desired I/O equation (Example 5.13 in the textbook)
 Differential Operator: Example 5.13
Input u Fa (t )
output y  z1
m2 z2  k ( z2  z1 ) Fa (t ) Mathematical m2 z2  k ( z2  y ) u A
Model in terms
m1
z1  bz1  k ( z1  z2 ) 0 of I/O
m1 
y  by  k ( y  z2 ) 0 B

Apply the D operator on eq. A

u  ky
2
m2 D z2  k ( z2  y ) u Solve this equation for z2 
m2 D 2  k
Substitute the value of Z2 in B
u  ky
m1 D 2 y  bDy  k ( y  2
) 0
m2 D  k
Simplifying the above equation, we will have

m1 D 2 (m2 D 2  k ) y  bD (m2 D 2  k ) y  k (m2 D 2  k )( y  u  ky ) 0

Finally replacing the D operator in respective time derivatives, we have.

m1m2
y  bm2 y  (m1k  m2 k ) y  bky ku
 5.6 Transfer Functions
• Transfer functions (TFs) are a convenient way to represent and analyze the input-output (or
cause-and-effect) relationship of a SISO dynamic system
– Transfer functions are based on Laplace transform methods

• Laplace transforms are an operation method that can be used to solve linear differential equations
(ODEs)

• Laplace transformations convert linear differential equations into algebraic equations in terms of
the Laplace variable “s”

• Transforming a time function f(t) from the time domain to the Laplace (or “s”) domain is defined by
the integral:


L  f (t ) F ( s) 0 f (t )e  st dt Laplace transform
 Transfer Functions (2)
• We can use the Laplace transformation operation to transform standard time functions (step
function, impulse, sinusoid, etc) into the Laplace (or “s”) domain, and therefore Laplace tables
can be constructed in order to aid analytical calculations

• Chapter 8 presents a brief overview of Laplace transform theory and the solution of differential
equations using Laplace transform methods

• Transfer functions are commonly used in block diagrams (“simulation diagrams”) and
numerical algorithms such as MATLAB and Simulink

• However, we may develop (and use) transfer functions without formal use of the Laplace
transformation method
 Developing Transfer Functions
• In order to develop the transfer function in the Laplace domain (without dealing with Laplace transforms), consider the following third-order I/O equation:

• the exponential function is

a3y  a 2 y  a1 y  a0 y b1u  b0 u

Now, consider an exponential input, u(t) = U(s)est, where s =  + j is a complex variable and
• Therefore, est will be complex (real + imaginary parts)
– Since input u(t) is strictly real, U(s) will be the complex conjugate of est

U(s) is a complex function (recall that j is the imaginary number j   1

Using the Euler identity, e j cos   j sin 

e st et e jt et cos t  j sin t 

 Developing Transfer Functions (2)
• Recall from differential equation theory, that if the input is u(t) = U(s)est the particular
solution (response due to the input) will also be an exponential function, y(t) = Y(s)est

• Now, substitute the exponential input and output equations into the I/O differential
equation, with the knowledge that y s 2Y ( s )e st and y sY ( s )e st etc…

a s
3
3
 a 2 s 2  a1 s  a 0 Y ( s )e st b1 s  b0 U ( s )e st

• Finally, form the ratio Y(s)/U(s), or output/input (note est cancels) :

Definition: The transfer function of an LTI

Y ( s) b1 s  b0 system is the ratio of the Laplace transform of
 3 2
G ( s ) the output, Y(s), over the Laplace transform of
U ( s ) a3 s  a 2 s  a1 s  a0
the input, U(s), with zero initial conditions.

“Transfer Function” G(s)

 “Time-Domain” Transfer Function
• In order to demonstrate a version of the transfer function in the time domain, consider
again the same third-order I/O equation:
a3y  a 2 y  a1 y  a0 y b1u  b0 u
• Next, apply the D operator notation:
a3 D 3 y  a 2 D 2 y  a1 Dy  a0 y b1 Du  b0 u

or, factoring out y(t) and u(t)

a D
3
3
 a 2 D 2  a1 D  a0 y (t ) b1 D  b0 u(t )

• Finally, form the ratio y(t)/u(t), or output/input:

y (t ) b1 D  b0 “Time-domain” TF is the same

 as formal definition of the TF
u(t ) a3 D 3  a 2 D 2  a1 D  a0
if we replace D with s
 Transfer Functions: Notes
• The prior slide shows that we can simply interchange the s and D symbols to
produce transfer functions (purely for the sake of representing dynamic systems)

• It should be stressed that while MATLAB and Simulink very often rely on TFs
(which use the complex variable s) to represent I/O differential equations, their
numerical solution techniques are based on the time-domain differential
equations and not the Laplace-transform solutions.

• Some comments on transfer functions:

– Transfer functions are limited to LTI systems
– TF is a mathematical model of a particular system (I/O equation)
– The TF holds for any input, and is unrelated to a particular input function
– Many different systems (such as mechanical, electrical, hydraulic, etc) can have identical
transfer functions.
 Transfer Functions:
Example 5.14
• Derive the transfer function for the given I/O equation of a series RLC circuit, where
current is the output variable y and source voltage is the input variable u

y  8 y  10 y 4u I/O equation for RLC circuit

• Apply the D operator to all terms in the I/O equation:

D 2 y  8 Dy  10 y 4 Du

y (t ) 4D
• Form the ratio of output/input:  2
u (t ) D  8 D  10

• Replace D with s
4s
G( s)  2 Transfer function
s  8s  10
 5.7 Block Diagrams

• Block diagrams are standard pictorial or graphical representations of

interconnected systems
– Each dynamic system or component is a block, usually a transfer function
– Blocks are connected by signal paths, which represent the flow of input and output
signals and computations
– Signal flow into a block represents a math operation, usually multiplication

• Simulink is based on block diagrams, which are constructed from “drag-and-

drop” menus in the Simulink environment
 Standard Block-Diagrams Components
• Multiplication by a constant (or gain), K

• Integration:

Simulink
notation
 Standard Block-Diagrams Components (3)

• Summing junction (adding and/or subtracting signals)

Signs must be provided at the summing junction

 Block Diagram: Example 5.17
 eL  eR  ein (t ) 0 KVL

LI  RI ein (t )

Applying the D operator: LDI  RI ein (t )

I (t ) 1 I (s) 1
 D=s  Transfer Function
ein (t ) LD  R Ein ( s ) Ls  R

Block Diagram
 Block Diagram: Example 5.17
 eL  eR  ein (t ) 0 KVL

LI  RI ein (t )

I  1 (e (t )  RI )
in
L

Block Diagram using integrator instead of Transfer function.

1
+ I  (ein (t )  RI ) I
ein (t ) 1 L 1 eo
R
L s
-
RI eo RI
 Block Diagram: Example 5.17

• Draw the block diagram for the DC motor system:

LI  RI  K b ein (t ) Armature circuit dynamics

Two coupled, linear
first-order ODEs
J  b K m I  TL Rotor dynamics

where ein(t) = source voltage (an input)

Kb = back emf constant, Km = motor torque constant,
TL = load torque (an input)
L = inductance of coil, R = resistance of coil
I = current (“dynamic variable”)
 = angular velocity of motor (“dynamic variable”)
J = motor inertia, b = motor friction coefficient
 Block Diagram: Example 5.17
Transfer function for Armature circuit. u1 (t )
I (s)

1 LI  RI ein (t )  K b
U1 ( s ) Ls  R u2 (t )
Transfer function for mechanical system J  b K m I  TL
( s ) 1

U 2 ( s ) Js  b
TL

+ 1 I Km I +
- 1 
ein (t ) Km
Ls  R Js  b
-
K b
Kb
 5.8 Standard Input Functions
• The subsequent chapters will emphasize obtaining the output or system response to a
desired input function

• System performance is often characterized by the system’s dynamic response to any

number of standard input functions

• We can think of these “standard” input functions as “test input signals” for characterizing
the system’s dynamic response

• Many standard input functions have a basis in the realistic (expected) input for a
dynamic system
 Step Input
• The step input shows a sudden, instantaneous change (step) from one constant value
to another constant value
U(t)
Unit-step input
1
0 for t 0
U (t ) 
1 for t  0 t
0

• Many times the step input is initially zero and instantaneously steps to a constant
value

• Step input with magnitude of A : u (t )  AU (t )

 Ramp Input
• A ramp input function increases linearly with time at a constant rate
u(t)

Unit-ramp input u (t ) t Slope = 1

t
0

• A general ramp input is u (t ) at where a is the slope, which could be

positive or negative.
 Ramped Step Input
• The input “ramps” up from zero to a constant (step) value

• The ramp-up component shows a linear increase with time

• The ramped step input might be a more realistic representation of a step input, since
most physical inputs require a finite time interval to change from one constant value
to another constant value

Ramped step input u(t)

A
at for 0 t  A / a
u (t ) 
 A for t  A/ a
t
0
 Pulse Input
• The input has a constant (finite) magnitude over a finite time interval (the “pulse
duration”), and is zero before and after the pulse is applied

Pulse input
u(t)
 0 for t 0 A

u (t )  A for 0  t  t1
 0 for t t1

t
0 t1
 Impulse Input
• The input has a magnitude that lasts for a very short duration

• We can think of the impulse input as a pulse function where the pulse duration
goes to zero in the limit, i.e., t  0

• Suppose a constant force F = 150 N is applied for a very short duration t = 0.1
sec (a pulse input)
– Therefore, the impulse input has a “strength” of 15 N-s, which is the area of
the original pulse function
– Note that the units of an impulse input contain units of time; for a force input,
an impulse has units of N-s.
 Impulse Input (2)

• Pulse force inputs with an impulse of 15 N-s

 Impulse Input (3)
• Mathematically, and unit impulse input is represented by the Dirac delta function,
(t), which has infinite magnitude but infinitesimally small time duration, and hence
the “area” of the pulse is unity

• Suppose we have a short-duration force input with “weight” or “strength” of 15 N-s

(such as shown in prior slide)

f(t), N
f (t ) 15 (t ) N 15

t
0
 Sinusoidal Input
• A sinusoidal input function is a repeating, periodic input that can be represented
by sine and/or cosine functions
Harmonic input fuction (frequency is 0.5 Hz)
3

Sinusoidal input
2
u (t )  A sin t  B cos t
1

Input
0
A and B are amplitudes and  is the
frequency in rad/s -1

-2
Frequency is sometimes expressed
in cycles/sec or hertz (Hz) -3
0 1 2 3 4 5
Time, sec

= 2 rad/s = 1 Hz
 Chapter 5: Summary
• We have introduced and discussed the standard forms for representing the
mathematical models of physical systems:
– State-variable equations
– The state-space representation (SSR)
– Input-output (I/O) equations
– Transfer functions
– Block diagrams

• Of course, the governing system dynamics (i.e., the ODEs) are not altered if we choose
to represent the system in one or more different standard forms

• We also presented the basic steps for the linearization process which allows us to
develop a linear model that represents the system dynamics in the vicinity of a nominal
operating point