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Chapter 2

MATHEMATICAL MODELS OF
PHYSICAL SYSTEMS

2.1. INTRODUCTION
For the analysis and design of control systems, we need to formulate a
mathematical description of the system. The process of obtaining the desired
mathematical description of the system is known as “modeling”. The basic
models of dynamic physical systems are differential equations obtained by
application of the appropriate laws of nature. These equations may be linear or
nonlinear depending on the phenomena being modeled.
The differential equations are inconvenient for the analysis and design
manipulations and so the use of Laplace Transformation which converts the
differential equations into algebraic equations is made use of. The algebraic
equations may be put in transfer function form, and the system modeled
graphically as a transfer function block diagram. Alternatively, a signal flow
graph may be used.
This chapter is concerned with differential equations, transfer functions,
block diagrams, signal flow graphs, etc., of different physical systems namely,
mechanical, electrical, hydraulic, pneumatic and thermal systems. Analysis of a
dynamic system requires the ability to predict its performance. This ability and
the precision of the results depend on how well the characteristics of each
component can be expressed mathematically.
One of the most important tasks in the analysis and design of control systems
is mathematical modeling of the systems. The two most common methods are
the transfer function approach and the state equation approach. The transfer
function method is valid only for linear time-invariant systems, whereas the
state equations are first-order to use transfer functions and linear state equations
the system must first be linearized, or its range of operation must be confined
to a linear range.
Although the analysis and design 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
only how to accurately describe a system mathematically, but also, more
important, how to make proper assumptions and approximations, whenever
necessary, so that the system may be adequately characterized by a linear
mathematical model.
28 Analysis of Linear Control System

Table 2.1. Some Laplace transform pairs

x(t) x(s)
Unit impulse δ(t) 1
1
Unit step u(t)
s
1
t
s2
n!
tn
s n +1
1
e–λt s+λ
n!
tne–λt ( s + λ )n +1

ω
sin ωt
s + ω2
2

s
cos ωt
s + ω2
2

ω
e–λt sin ωt
( s + λ) 2 + ω2

s+λ
e–λt cos ωt
( s + λ) 2 + ω2

We can thus conclude that


1
+ {eλt} = (2.3)
S −λ
The result of Example 2.1 is useful in many ways. First, the Laplace
transform of the exponential function is of interest in its own right. Second,
since the exponential is a generating function of many other interesting functions,
we can use Eq. (2.3) to provide the Laplace transform of these other functions.
To start, note that a step function u(t) is defined as
u(t) = 1 t ≥ 0
=0 t<0
Note that
u(t) = e0t (2.4)
Mathematical Models of Physical Systems 31

= – ... – sx(n–2)(0) – xn–1(0) (2.11)


x ( 0 ) , ... , xn–2, and xn–1 denote the values of
where x(0), x (0), 
x(t), x (t ) , 
x (t ) , ... , (d n–2 /dt n–2) x(t), (d n–1 /dt n–1) x(t) evaluated at
t = 0.
Note that if all initial values of x(t) and its derivatives are zero, the Laplace
transform of the nth derivative of x(t) is snX(s) and the differentiation operation
is equivalent in the Laplace domain to the s operator.
We can arrive at the integration theorem through use of Eq. (2.10) as
follows. Let y(t) = x (t ) ; thus

x(t) = ∫ y(t )dt


As a result of Eq. (2.10), we have

+ {y(t)} = s + {∫ y(t )dt} − ∫ y(t)dt t =0

Y ( s ) y −1 (0)
Thus, + {∫ y(t )dt} s
= +
s
(2.12)

where y–1(0) = y(t) dt evaluated at t = 0.


The shift theorem deals with the Laplace transorm of x(t – τ), where τ is a
delay given that x(t) is defined and x(t) = 0, t < 0. Applying the fundamental
expression (2.1), we have

X(s) = ∫0 x(σ)e−σs d σ


= ∫0 x(t − τ)e− s (t −τ) dt

τs ∞ − st
= e ∫0 x (t − τ)e dt
Thus,
+ {x(t – τ)} = e–τsX(s) (2.13)
The final-value theorem can be obtained from the differentiation theorem
(2.10) by taking the limits as s → 0, with the result
lim x(t ) = lim sX ( s ) (2.14)
t →∞ s →0
The initial-value theorem is stated as
lim x(t ) = lim sX (s ) (2.15)
t →0 s →∞
We will consider now an important case involving the convolution integral
defined for the two functions h(t) and x(t) by the relation
y(t) = h(t) * x(t) (2.16)
1
or y(t) = ∫0 h(t − τ) x(τ)d τ (2.17)
32 Analysis of Linear Control System

The asterisk denotes the convolution operation. The Laplace transform of


y(t) is obtained using Eq. (2.1) as

Y(s) = ∫0 y (t )e − st dt (2.18)
Let us note that both h(t) and x(t) are assumed to be zero for t < 0. We can
thus conclude that h(t – τ) is zero for τ > t. As a result, we can write

y(t) = ∫0 h(t − τ) x(τ)d τ (2.19)
As a result, Eq. (2.18) can be written as
∞ ∞  st
Y(s) = ∫0 ∫0 h(t − τ) x(τ)d τ  e dt

Interchanging the order of integration, we get


∞ ∞ − st
Y(s) = ∫0 ∫0 e h(t − τ) x(τ)dtd τ

∞ ∞
= ∫0 x(τ ) ∫ e − st h(t − τ)dt  d τ
 0 
Consider the integral with respect to t and let σ = t – τ; thus
∞ − st ∞ − s ( σ+τ )
∫0 e h(t − τ)dt = ∫σ= –te h ( σ) d σ

−τs − sσ ∞
= e ∫0 e h(σ)d σ
= H (s) e–τs
Thus, we have
∞ −τs
Y(s) = ∫0 e x( τ) H ( s) d τ
Since H(s) is independent of τ we get
∞ − sτ
Y(s) = H(s) ∫0 e x(τ)d τ
As a result,
Y(s) = H(s) X(s) (2.20)
Our conclusion is that the Laplace transform of the convolution of h(t) and
x(t) is the product of the Laplace transforms H(s) and X(s).

The Inverse Laplace Transform


Consider the simple differential equation
d2x dx
a2 2
+ a1
+ a0 x = u(t)
dt dt
Application of the Laplace transform to both sides, assuming zero initial
conditions, gives us
(a2s2 + a1s + a0) X(s) = U(s)
Mathematical Models of Physical Systems 33

This is an algebraic equation which can be written as


U (s)
X(s) =
a2 s 2 + a1s + a0
Suppose now that the input function u(t) is a unit step; thus
1
U(s) =
s
As a result, the Laplace transform of x(t) is given by
1
X(s) = 2
s (a2 s + a1s + a0 )
Finding the function x(t) whose transform is as given above is symbolized
by the inverse transform operator; +–1 thus

 1 
s(t) = +–1{X(s)} = +–1  2 
 s (a2 s + a1s + a0 ) 
A formal definition of the inverse Laplace transform is given by
1 a +∞
x(t) = +–1{X(s)} = ∫ X ( s )e st ds (2.21)
2πj a − j ∞

where a is a real constant. It is quite possible (although somewhat involved) to


obtain the inverse Laplace transform by performing the integration indicated in
Eq. (2.21). A much more effective way is commonly employed in control
systems engineering, which relies on performing a partial fraction expansion
that results in an expression of X(s) as the sum of the functions X1(s), X2(s),...,
Xn(s).
X(s) = X1(s) + X2(s) + ... + Xn(s) (2.22)
The functions X1(s), X2(s),... can then be looked up in a table of Laplace
transform pairs and hence we can obtain the corresponding inverses X1(t),
X2(t),...,Xn(t). The final result is thus
X(t) = X1(t) + X2(t) + ... + Xn(t) (2.23)

Partial Fraction Expansion


In most control systems engineering applications it is desired to find the inverse
Laplace transform of a function F(s) expressed as the ratio of two functions
N(s) and D(s) according to
N ( s)
F(s) = (2.24)
D( s)
The numerator and denominator functions are commonly obtained as
polynomials in s of the form
m
N(s) = ∑ bjs j (2.25)
j =0
34 Analysis of Linear Control System

D(s) = ∑ ai si (2.26)
i =0
The denominator is an nth-degree polynomial, while the numerator is of
mth degree, with n > m. For example, a typical function F(s) is
4+s
F(s) =
2 + 3s + s 2
Thus
N(s) = 4 + s
D(s) = 2 + 3s + s2
In order to carry out the partial fraction expansion procedure it is necessary
to obtain N(s) and D(s) in the following factored form:
N(s) = (s – z1) (s – z2) ... (s – zm) (2.27)
D(s) = (s – p1) (s – p2) ... (s – pn) (2.28)
In Eq. (2.27), the z1, z2, ..., zm are called the zeros of the function F(s),
while in Eq. (2.28), the p1, p2, ..., pn are called the poles of the function F(s).
Obtaining the poles and zeros from definitions of Eqs. (2.25) and (2.26) may
or may not be straightforward. In the preceding example it is easy to see that
z1 = – 4
p1 = – 1
p2 = – 2
This follows since D(s) is a second-order polynomial which can be easily
factored.
For higher-order polynomials it is often necessary to resort to an iterative
procedure to obtain the necessary factors. Consider, for example, the expression
D(s) = s4 + 9s3 + 26s2 + 24s
It is easy to see that s is a common factor.
D(s) = s D1(s)
with
D1(s) = s3 + 9s2 + 26s + 24
Now D1(s) is a third-order polynomial and we have to find its roots.
Althouth there is a well-defined procedure for doing just that, we illustrate
the use of an iterative method such as Newton’s method. We start with an
estimate s(0) if the solution, and obtain s(1) using
D1 ( s (0) )
s(1) = s(0) –
D’1 ( s (0) )
where D’1(s) is the derivative of D1(s). In our example we have
D’1(s) = 3s2 + 18s + 26
Thus take s = –1 to obtain
(0)

−1 + 9 − 26 + 24
s(1) = – 1 –
3 − 18 + 26
= – 1.55
Mathematical Models of Physical Systems 37

Put
−1
s = – 5; thus A2 =
18
Put
1
s = – 11; thus A3 =
54
As a result,
1  2 3 1 
F(s) =  − + 
54  s + 2 s + 5 s + 11 
The inverse Laplace transform is thus
1
f(t) = (2e−2t − 3e−5t + e−11t )
54
Consider now the case when a pole is repeated in the F(s) of Eq. (2.29).
Assume that p1 = p2 = ... = pn1 in Eq. (2.29), so that we have
N (s)
F(s) = (2.37)
( s − p1 ) n1 ( s − pn1+1 )...( s − pn )
Clearly, we need an alternative expression to Eq. (2.30). The required
expression is
A1 A2
F(s) = + + ...
s − p1 ( s − p1 )2
An1 An1+1 An
= n1
+ + ... + (2.38)
( s − p1 ) s − pn1+1 s − pn
To obtain the coefficients A1, A2, ..., An we adopt the procedure outlined
previously with a slight modification, as shown in the next two examples.
Example 2.4. Consider the function f(t) defined by its Laplace transform
1
F(s) = 2
s ( s + 3)
Find f(t) using partial fraction expansion.
Solution: We write
A1 A2 A
F(s) = + + 3
s s2 s + 3
Thus,
A1s(s + 3) + A2(s +3) + A3s2 = 1
Put
1
s = 0; thus A2 =
3
Mathematical Models of Physical Systems 39

The inverse Laplace tranform is thus given by


1
f(t) = (1 – e–3t – 3te–3t)
9
There are situations where the presence of complex-conjugate poles makes
it impossible to find a real root using Newton’s method. The following example
involves such a situation and proposes a method for treatment.
Example 2.6. Find the inverse Laplace transform of
1
F(s) =
s + 6s + 17 s 2 + 24s + 18
4 3

Solution: The denominator function is given by


D(s) = s4 + 6s3 + 17s2 + 24s + 18
We attempt to factor D(s) into the product of two second-order polynomials
D(s) = D1(s)D2(s)
where,
D1(s) = s2 + a1s + b1
D2(s) = s2 + a2s + b2
Performing the multiplications and equating coeffcients of equal powers,
we conclude that
a1 + a2 = 6
b1 + b2 + a1a2 = 17
a1b2 + a2b1 = 24
b1b2 = 18
The equations above can be combined to yield one equation in b1 given by
b61 – 17b51 + 126b41 – 612b31 + 2268b21 – 5508b1 + 5832 = 0
An iterative solution yields
b1 = 3
Thus,
18
b2 = =6
b1
Hence, 6a1 + 3a2 = 24
Also, a1 + a2 = 6
As a result, we find that
a1 = 2
a2 = 4
We can thus conclude that
D(s) = (s2 + 2s + 3)(s2 + 4s + 6)
Instead of performing the partial fraction expansion in terms of simple
poles, we do it in terms of the second-order terms as
A1 + B1s A2 + B2 s
F(s) = 2
+ 2
s + 2s + 3 s + 4s + 6
40 Analysis of Linear Control System

Since
1
F(s) =
( s 2 + 2s + 3)( s 2 + 4s + 6)
we thus have
(A1 + B1s)(s2 + 4s + 6) + (A2 + B2s)(s2 + 2s +3) = 1
Expanding, we obtain
(B1 + B2)s3 + (A1 + A2 + 4B1 + 2B2)s2 + (4A1 + 6B1 + 2A2 + 3B2)s + (6A1
+ 3A2) = 1
Equating the coefficients of equal power in s on both sides, we get
B1 + B2 = 0
A1 + A2 + 4B1 + 2B2 = 0
4A1 + 2A2 + 6B1 + 3B2 = 0
6A1 + 3A2 = 1
Solving the equations above, we obtain
1
A1 = −
9
5
A2 =
9
2
B1 = −
9
2
B2 =
9
Thus, the partial fraction of F(s) is
1  5 + 2s 1 + 2s 
F(s) = − 2
9  s + 4 s + 6 s + 2 s + 3 
 2

To get the inverse Laplace transform, we write F(s) as

1 1 2( s + 2) 1 2( s + 1) 
+–1F(s) = +–1 9  2
+ 2
+ 2
− 2 
 ( s + 2) + 2 ( s + 2) + 2 ( s + 1) + 2 ( s + 1) + 2 
Thus, the inverse Laplace transform is obtained as
1  1 −2t 1 −t 
ƒ(t) = e sin 2t + 2e −2t cos 2t + e sin 2 − 2e −t cos 2t 
9  2 2 

2.3. MECHANICAL SYSTEM ELEMENTS


Most feedback control systems contain mechanical as well as electrical
components. From a mathematical viewpoint, the descriptions of electrical and
mechanical elements are analogous. In fact, we can show that given an electrical
device, there is usually an analogous mechanical counterpart, and vice versa.
Mathematical Models of Physical Systems 41

The analogy, of course, is a mathematical one; that is, two systems are
analogous to each other if 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
from Newton’s law of motion.

2.3.1. Translational motion


Translational motion takes place along a straight line and the variables involved
in describing a straight-line motion are displacement, velocity and acceleration.
Newton’s law of motion governs the linear motion. According to this law, the
product of mass and acceleration is equal to the algebraic sum of forces acting
on it.
Newton’s law of motion states that the algebraic sum of forces 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
Σforces = Ma (2.39)
where M denotes the mass and a is the acceleration in the direction considered.

2.3.2. Mass
The function of mass in linear motion is to strore kinetic energy. Mass cannot
store potential energy. Suppose a force is applied to mass M as shown in Fig.
2.1, the mass starts moving in x direction as shown. For the time being, we
will assume other forces such as friction, etc. to be zero. Hence, according to
Newton’s law,
d2x
M = f(t) (2.40)
dt 2

x (t )

M f (t )

Fig. 2.1

2.3.3. Linear spring


A spring can store potential energy. In a system, there may be a spring where
some components such as elastic string, cable, etc. may work as a spring. Strictly
speaking, a spring is a non-linear element. However, we can assume it to be
linear for small deformations.
Let us assume a spring has negligible mass and connected to a rigid support
as shown in Fig. 2.2.
46 Analysis of Linear Control System

system and vice versa. It is always advantageous to obtain electrical analogous


of the given mechanical system as we are well familiar with the methods of
analysing electrical network than mechanical systems.
There are two methods of obtaining electrical analogous networks, namely,
1. Force-voltage Analogy, i.e. Direct Analogy. (Table 2.3)
2. Force-current Analogy, i.e. Inverse Analogy. (Table 2.4)

Mechanical Systems
Consider simple mechanical system as shown in the Fig. 2.7.
Due to the applied force, mass M will displace by an amount x(t) in the
direction of the force F(t) as shown in the Fig. 2.7.

........
X(t)
K
M F(t)
B

Fig. 2.7

According to Newton’s law of motion, applied force will cause displacement


x(t) in spring, acceleration to mass M against frictional force having constant
B.
F(t) = Ma + Bv + K x(t) (2.45)
where, a = acceleration, v = velocity
d 2 x(t )
dx(t )
F(t) = M +B + Kx(t ) (2.46)
dt 2 dt
Taking Laplace, F(s) = Ms2 X(s) + Bs X(s) + K X (s) (2.47)
This is equilibrium equation for the given system.
Now we will try to derive analogous electrical network.

Force-voltage Analogy (Loop Analysis)


In this method, to the force in mechanical system, voltage is assumed to be
analogous one. Accordingly we will try to derive other analogous terms.
Consider electric network as shown in the Fig. 2.8. The equation according to
Kirchhoff’s law can be written as,
R L

V(t) C
i(t)

Fig. 2.8
48 Analysis of Linear Control System

The equation according to Kirchhoff’s current law for above system is,
I = IL + IR + IC (2.53)
Let node voltage be V,
1 V dV
L∫
∴ I = Vdt + + C (2.54)
R dt
Taking Laplace,
V (s ) V ( s)
I(s) = + + sCV ( s ) (2.55)
sL R
But to get this equation in the similar form as that of F(s) we will use,

V(t) = where φ = flux (2.56)
dt
V (s )
V(s) = s φ (s) i.e. φ (s) = (2.57)
s
Substituting in equation for I(s)
1 1
I(s) = Cs2φ(s) + sφ( s ) + φ( s ) (2.58)
R L
Comparing equations for F(s) and I(s) it is clear that,
(i) Capacitor ‘C’ is analogous to mass M.
1
(ii) Reciprocal of resistance is analogous to frictional constant B.
R
1
(iii) Reciprocal of inductance is analogous to spring constant K.
L

Table 2.6. Force-Current Analogy

Translational Rotational Electrical


F Force T Current I
M Mass J C
B Friction B 1/R
K Spring K 1/L
x Displacement θ φ
�� �θ �φ
x Velocity = 0 = = ω Voltage ‘e’ =
�� �� ��

Note: The elements which are in series in F—V analogy, get connected in
parallel in F—I analogous network and which are in parallel in F—V analogy,
get connected in series in F—I analogous network.

Stepwise Procedure to Solve Problems on Analogous Systems


1 : Identify all the displacements due to the applied force. The elements
spring and friction between two moving surfaces cause change in
displacement.
50 Analysis of Linear Control System

Substituting value of θ1(s) from equation (2) in equation (1), we get


 J1s 2 + K )( J 2 s 2 + fs + K ) K 
 −  θ( s ) = T(s)
 K 1 

θ( s ) K
∴ Transfer function = =
T ( s) ( J1s + K )( J 2 s 2 + fs + K ) − K 2
2

K
= Ans.
J1 J 2 s + J1 fs + ( KJ1 + KJ 2 ) s 2 + Kfs
4 3

Example 2.8. Obtain the differential equations describing the complete


dynamics of the mechanical system shown in Fig. 2.12.

B2
K2
M2

B1 X2
K1
M1

X1

f (t)
Fig. 2.12

Solution: The mechanical network diagram is shown in Fig. 2.13.


K1
X1 X2

B1
f(t) M1 M2 B2
K2

Fig. 2.13

Node ‘x1’
x1 + K1 (x1 – x2) + B1 ( x1 − x2 )
ƒ(t) = M 1 
or F(s) = (M1s2 + B1s + K1) X1(t) – (B1s + K2) X2(s)
Node ‘x2’
K1 (x1 – x2) + B1 ( x1 − x2 ) = M 2 
x2 + B2 x2 + K2x2
or [M2s2 + (B1 + B2)s + (K1 + K2 )] X2(s)
– [B1s + K1] X1(s) = 0
The electrical analog based on force-voltage analogy is shown in Fig. 2.14.
Mathematical Models of Physical Systems 51

The electrical analog circuit is drawn with the help of electrical analog
equations which are obtained from nodal equations in Laplace domain. The
electrical analog equations are
 2 1   1 
E(s) =  L1s + R1s +  Q1 ( s ) −  R1s +  Q2 ( s )
 C1   C1 

L1 R2 C2

+ R1
e_(t) L2
− i1 C1 i2

Fig. 2.14

and
 2 R2 1   1 
 L2 s + s + R1s +  Q2 ( s ) −  R1s +  Q2 ( s ) = 0
 C2 C1   C1 
where Q = charge.
Converting the above equations into differential equation form
di1 1 1
dt C1 ∫
e(1) = L1 + i1dt + R1i1 − R1i2 − ∫ i2 dt
C1
and
di2 1 1 1
L2 + R2i2 + R1i2 + ∫ i2 dt + ∫ i2 dt – R1i1 − ∫ i1dt = 0
dt C1 C1 C1

Note: Above equations are also obtained, if we apply Kirchhoff’s laws to


the electrical network shown in Fig. 2.14.
Example 2.9. Obtain the nodal equations for the system shown in Fig.
2.15 and draw its analogous electrical network.

K1
X(t)
X1 M1

K2

M2
X2

Fig. 2.15
Mathematical Models of Physical Systems 53

d 2 q2 q2 q1
or L2 + − =0
dt C2 C1

 2 1  Q1 ( s )
 s L1 +  Q2 ( s ) − =0
 C2  C1
Note: These equations are similar to the nodal equations.
Example 2.10. Obtain the nodal equations for the system shown in
Fig. 2.18 and draw its electrical analog based on force-current analogy.
x1 x2
f(t)
f
M1 M2
k1 f1 f2 k2

Fig. 2.18

Solution: The mechanical network is shown in Fig. 2.19.


x1 x2
f

f (t) M1 k1 f1 M2 k2 f2

Fig. 2.19

Node ‘x1’
x1 + f1 x1 + f ( x1 − x2 ) + K1 x1 = ƒ(t)
M1 
Node ‘x2’
or x2 + f 2 x2 + K 2 x2 = f ( x1 − x2 )
M 2 

L1 = 1/k1 R=t
C1 = M1

1
R2 = f2
C2 = M2

R1 = f1
i(t) = f(t)

L1=
K

Fig. 2.20
54 Analysis of Linear Control System

Electrical analog circuit based on force-current analogy is shown by Fig.


2.20.
Example 2.11. Obtain transfer function for the system shown in Fig. 2.21.

B1 X1

M
X0
B2

Fig. 2.21

Solution: Writing equations for the given system based on Newton’s law,
we get
B ( x1 − x0 ) = M x0 + B2 x(0)
B1s X1(s) = (Ms2 + B2s + B1s) X0(s)
X 0 (s) B1s B1
= 2
= Ans.
X1 ( s ) M 1s + B2 s + B1s M1s + B1 + B2
Example 2.12. Obtain transfer function for the system shown in Fig. 2.22.

X1
B1 k1

X0
k2

Fig. 2.22

Solution: Writing Newton’s law equations


K1 (x1 – x0) + B1 ( x1 − x0 ) – K2 x0 = 0
[B1 + K1] X1(s) – (B1 + K1 + K2) X0(s) = 0
X 0 (s) B1 + K1
= Ans.
X1 ( s ) B1 + K1 + K 2

2.6. TRANSFER FUNCTION


It has been shown already that the input and output of a linear system in general,
is related by a linear or a set of linear differential equations. Such relationships
are capable of completely describing the system behaviour in the presence of a
particular input excitation and known initial conditions.
58 Analysis of Linear Control System

differential equation of Eq. (2.63) is seldom used in its original form for the
analysis and design of control systems.
To obtain the transfer function of the linear system that is represented by
Eq. (2.63), we simply take the Laplace transform on both sides of the equation,
and assume zero initial conditions. The result is
(sn + ansn-1 + ... + a2s + a1)C(s)
= (bm+1sm + bmsm-1 + ... + b2s + b1)R(s) (2.64)
The transfer function between r(t) and c(t) is given by
C ( s ) bm +1s m + bm s m −1 + ... + b2 s + b1
G(s) = = (2.65)
R( s ) s n + an s n −1 + ... + a2 s + a1
We can summarize the properties of the transfer function as follows:
1. Transfer function is defined only for a linear time-invariant system. It
is meaningless for nonlinear systems.
2. The transfer function between an input variable and an output variable
of a system is defined as the Laplace transform of the impulse response.
Alternately, the transfer function between a pair of input and output
variables is the ratio of the Laplace transform of the output to the
Laplace transform of the input.
3. When defining the transfer function, all initial conditions of the system
are set to zero.
4. The transfer function is independent of the input of the system.
5. Transfer function is expressed only as a function of the complex variable
s. It is not a function of the real variable, time, or any other variable
that is used as the independent variable.

Transfer Function (Multivariable Systems)


The definition of transfer function is easily extended to a system with a multiple
number of inputs and outputs. A system of this type is often referred to as the
multivariable system. In a multivariable system, a differential equation of the
form of Eq. (2.63) may be used to describe the relationship between a pair of
input and output variables. 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 is obtained by adding
up the outputs due to each input acting alone.
A number of examples is appropriate to illustrate the concept of transfer
function.
Example 2.13. Consider the RC integrating configured network shown in
Figure 2.23. The current at the output terminals in zero, and we can write the
input voltage as
1
Vi(s) = R + I(s)
Cs
Mathematical Models of Physical Systems 59

I(s)
Vi(s) I(s) V0(s)
C

Fig. 2.23. RC Integrating Configuration Network

The output voltage is given by


1
V0(s) = I(s)
Cs
The transfer function is thus obtained as
V0 ( s ) 1
Vi ( s ) = 1 + RCs
Example 2.14. For the differentiating configured RC network shown in
Figure 2.24, we can write the transfer function as
V0 ( s ) R RCs
= =
Vi ( s ) R + 1/ Cs 1 + RCs

Vi(s) V0(s)
R

Fig. 2.24. RC Differentiating Configuration Network

Example 2.15. For the spring-dashpot system shown in Figure 2.25, we


can write a force balance equation as
Bx0 + Kx0 = Kxi
Employing the Laplace transform, we thus have
(Bs + K) X0(s) = KXi(s)
As a result, the transfer function is given by
X 0 (s) K
X i ( s) = Bs + K

X 0 (s) 1
or X i ( s) =
1 + (B / K )s
Note the similarity of this transfer function and that of Example 2.13.
62 Analysis of Linear Control System

Thus, the transfer function is given by


V0 ( s ) 1
Vi ( s ) = LCs 2 + RCs + 1
This is clearly similar to the transfer function of Example 2.18.
R L

Vi(s) V0(s)
C

Fig. 2.29 RLC Network

Example 2.20. For the lead-lag RC network shown in Figure 2.30, we can
write the following impedance functions:
R1 / C1s
Z1 =
R1 + 1/ C1s
R1
=
1 + R1C1s
Let
τa = R1C1
Thus,
R1
Z1 = 1 + τ s
a
Also,
1
Z2 = R2 +
C2 s
1 + R2C2 s
=
C2 s
Let
τb = R2C2
Thus,
1 + τb s
Z2 =
C2 s
Mathematical Models of Physical Systems 63

R1

C1

R2
Vi(s) V0(s)
C2

Fig. 2.30. Lead-Lag RC Network

The transfer function is thus given by


V0 ( s ) Z2
Vi ( s ) = Z1 + Z 2
This is written in terms of the network elements as
V0 ( s ) (1 + τa s )(1 + τb s )
Vi ( s ) = (1 + τa s )(1 + τb s ) + R1C2 s
Let τab = R1C2; thus
V0 ( s ) (1 + τ a s )(1 + τb s )
Vi ( s ) = 2
τa τb s + (τa + τb + τab ) s + 1
We can rewrite this as
V0 ( s ) 1 + τa s 1 + τb s
Vi ( s ) = 1 + τ1s 1 + τ2 s
where,
τ1τ2 = τaτb
τa + τb + τab = τ1 + τ2
The examples above help to illustrate the concept of a transfer function.

2.7. BLOCK DIAGRAM ALGEBRA

Introduction
If a given system is complicated, it is very difficult to analyse it as a whole,
with the help of transfer function approach, we can find transfer function of
each and every element of the complicated system. And by showing connection
between the elements, complete system can be splitted into different blocks
and can be analysed conveniently. This is the basic concept of block diagram
representation.
Basically block diagram is a pictorial representation of the given system. It
is very simple way of representing the given complicated practical system. In
block diagram, the interconnection of system components to form a system can
Mathematical Models of Physical Systems 65

A pictorial representation of the relationships between system variables is


offered by the block diagram. In a block diagram, three ingredients are
commonly present.
1. Functional block. This is a symbol representing the transfer between
the input U(s) to an element and the output X(s) of the element. The block
contains the transfer function G(s), as shown in Figure 2.31. The arrow directed
into the block U(s) X(s)
G(s)

Fig. 2.31. Functional Block

represents the input U(s), while that directed out of the block represents the
output X(s). The block shown represents the algebraic relationship
X(s) = G(s)U(s) (2.66)
2. Summing point. This is a symbol denoted by a circle, the output of
which is the algebraic sum of the signals entering into it. A minus sign close to
an input signal arrow denotes that this signal is reversed in sign in the output
expression. Figure 2.17 shows the relationship
E(s) = R(s) – C(s) (2.67)

R(s) E(s)
+

C(s)

Fig. 2.32. Summing Point

C(s) C(s)

C(s)

Fig. 2.33. Takeoff Point

3. Takeoff point. A takeoff point on a branch in a block diagram signifies


that the same variable is being utilized elsewhere, as shown in Figure 2.33.
A fundamental block diagram configuration is the single-loop feedback
system shown in Figure 2.34a. The output variable C(s) is modified by the
feedback element with transfer function H(s) to produce the signal B(s):
B(s) = C(s) H(s) (2.68)
The signal B(s) is compared to a reference signal R(s) to produce the error.
Mathematical Models of Physical Systems 67

R(s) C(s)
G(s)
1 + G(s) H(s)

Fig. 2.35. Reduced form of Fig. 2.34

Equation (2.71) is valid for negative feedback system. Hence, for a positive
feedback system we have
C (s) G (s )
M(s) = = (2.72)
R(s) 1 − G( s) H (s)
In general, for a positive/negative feedback systems, the control ratio is
given by
C (s) G (s )
M(s) = = (2.73)
R(s) 1 ± G (s) H (s)
as the case may be.
Let us now discuss about the block diagram Reduction Techniques useful
in the analysis of complex control systems.
Rule (1): Combining blocks in cascade
R1 R1G1 R1G1G2 R1 R1G1G2
G1 G1 ≡ G1G2

Rule (2): Combining blocks in Parallel


R + RG1 ± RG2 R RG1 ± RG2
G1 ≡ G1
RG1 ±

G2
RG2

Rule (3): Moving a pick-off point after a block


R RG R RG
G ≡ G

R
1/G
R
Rule (4): Moving a take off point ahead of a block

R RG R RG
G ≡ G

RG
G
RG
68 Analysis of Linear Control System

Rule (5): Moving a summing point after a block


R1 R1 ± R2 G[R1 ± R2] R1 R1 G + G[R1 ± R2]

G G
± ±

G R2
R2 R2G

Rule (6): Moving a summing point ahead of a block


R2
(R1 ± )
G
R1 R1 G + R1G ± R2 R1 + R1G ± R2
G ≡ G
± ±

1/G R2
R2
Rule (7): Eliminating a feedback loop
R + C R C
G ≡ G
± 1 = GH

Using the rules given above, let us reduce the block diagrams to arrive at
the transfer functions of the system.
Example 2.21. Simplify the block diagram shown in Fig. 2.36 and obtain
the closed loop transfer function C(s)/R(s).

G1
R(s) + + C(s)

− +
G2

G3

G4

Fig. 2.36. Block diagram of Example 2.21

Solution: The given block diagram of Fig. 2.37 can be reduced as follows.
Using Rule 2. (combining blocks in parallel)
Mathematical Models of Physical Systems 69

R(s) C(s)
G1 + G2

G3 − G4

Fig. 2.37. Block diagram of Example 2.21

Fig. 2.37 is in the canonical form of control system and so the transfer
function is obtained using rule 7 as
C (s) (G1 + G3 )
= 1 + (G + G )(G − G )
R( s ) 1 2 3 4
which is shown in Fig. 2.38.

R(s) (G1 + G2) C(s)


1 + (G1 + G2) (G3 − G4)

Fig. 2.38. Reduced form of Fig. 2.37

C (s)
Example 2.22. Evaluate from the block diagram shown in Fig. 2.39.
R( s )
H2(s)

X(s)
R(s) 1 2 3 C(s)
G1(s) G2(s) G3(s)

H1(s)

Fig. 2.39. Block diagram of Example 2.22

Solution: Let us define the output of G2(s) as X(s).


At point (1), we have
R(s) . G1(s)
At point (2), we have
RG1 + CH2 – XH1
and for X(s).
X = G2 [RG1 + CH2 – XH1]
G1G2 R + CG2 H 2
X =
1 + HG2
Mathematical Models of Physical Systems 71

Step 3: Using rule 2, (combining blocks in parallel), we have Fig. 2.42


reduced to Fig. 2.43

R C
1 + G1 G2

H1 − H2

Fig. 2.43. Reduced form of Fig. 2.42

Step 4: Shifting the summing point ahead of the block by using rule 4, we
have the block diagram of Fig. 2.43 reduced to Fig. 2.44.
R C
1 + G1 G2

1
H1 − H2
1 + G1

Fig. 2.44. Reduced form of Fig. 2.43

Step 5: Reducing Fig. 2.44 using rule 1, we have Fig. 2.44 reduced to Fig.
2.45.
R C
G2(1+G1)

H1−H2
1 + G1

Fig. 2.45. Reduced form of Fig. 2.44

Step 6: Reducing Fig. 2.45 using rule 1, we have Fig. 2.45 reduced to Fig.
2.46.
R G2(1+G1) C
1+ G2 (G2−H2)

Fig. 2.46. Reduced form of Fig. 2.45

Therefore, the transfer function of the system of Fig. 2.46 is given by


C G2 (1 + G1 )
= +
R 1 G2 ( H1 − H 2 )
Example 2.24. Using block diagram reduction techniques, find the closed-
loop transfer function of the system whose block diagram is given in Fig. 2.47.
Mathematical Models of Physical Systems 75

R G1G2G3 C
1 + H2G2G3+ H1G2

H1/G3

G4

Fig. 2.57. Reduced form of Fig. 2.56

Step 4: Eliminating the feedback loop using rule 7, we have Fig. 2.57
reduced to Fig. 2.58.
R G1G2G3 C
1 + H2G2G3 + G2G1 – H1G1G2

G4

Fig. 2.58. Reduced form of Fig. 2.57

Step 5: Using rule 2 of combining two blocks in parallel, we have Fig.


2.59 reduced to Fig. 2.60.

R G1G2G3 C
G4 +
1 + H2G2G3 + G2G1 – H1G1G2

Fig. 2.59. Reduced form of Fig. 2.58

Hence, the transfer function is given by


C G1G2 G3
= G4 + 1 + H G G + G G − H G G
R 2 2 3 2 1 1 1 2
Example 2.26: Simplify the block diagram shown in Fig. 2.60
G1

+
+ b + C
R
G2
− a

Fig. 2.60. Block diagram of Example 2.26


76 Analysis of Linear Control System

Solution: First, move the takeoff b to a as shown in Fig. 2.62a. Now we


can see that G1 and G2 are in parallel and the block diagram reduces to that
shown in Figure 2.62b. The feedback loop with a forward gain of 1 and feedback
element H can be reduced as shown in Fig. 2.62c. Finally, Figure 2.62d shows
that the overall transfer between R and C.

G1

+
R + + C
G2

G2 H

(a)

R + C
G1 + G2

G2 H

(b)

1
1 + G2H G1 + G2

(c)

G1+ G2
1 + G2H

(d)
Fig. 2.61. Simplified Block Diagrams

Example 2.27. Use block diagram reduction techniques to obtain the ratio
C/R for the system shown in the block diagram of Fig. 2.62.
H2


R + + + C
G1 G2 G3

H1

Fig. 2.62. Block diagram of Example 2.27


78 Analysis of Linear Control System

Solution: Evaluation of C/R1 Assume R2 = 0. Therefore, summing point


No. 5 can be removed. Shift take off point No. 4 beyond block G3.

H3/G3

R1 1 −
+ + C
G1 G2 G3
+ − 2
− − 3 6

H2

H1

Fig. 2.65.

Eliminate the feedback loop between points 3 and 6.

H3/G3

R1 1 −
+ G2G3 C
G1
+ 1 + G3H2 6
− 2

H1

Fig. 2.66.

Eliminating the feedback loop again.

R1 1
+ G1 G2 G3 6 C
1 + G3 H2 + G2 H3

H1

Fig. 2.67.

C G1G2G3
= 1 + G H + H G + G G G H Ans.
R1 3 2 3 2 1 2 3 1
Evaluation of C/R2
Assume R1 = 0. Thus, summing point No. 1 can be removed.
Mathematical Models of Physical Systems 79

H3 R2

− 3 5
+ + + 6 C
G1 G2 G3
− 4
2
H2

H1

Fig. 2.68.

Shifting the summing point No. 2 and rearranging beyond G2.

H3G2
R2

− + + + C
G3
+ − 3

H2

− G1H1G2

Fig. 2.69.

Rearranging, we get

H3G2
R2

+ − + C
G3
+ + +

H2

− G1H1G2

Fig. 2.70.

Rearranging and eliminating the feedback loop


80 Analysis of Linear Control System

R2

+ + C
1 G3
1 + H3 G2

− G1 G2 H1 − H2

Fig. 2.71.

Rearranging,
C
G3

G1 G2 H1+ H2
1 + H3 G2

Fig. 2.72.

Eliminating the feedback loop, we get


C G3 (1 + H 3G2 )
= 1 + H G + G (G G H + H ) Ans.
R2 3 2 3 1 2 1 2
Exmaple 2.29. Find the transfer function for the block diagram shown in
Fig. 2.73.
H2

R + + + + + C
G1 G2 G3
− + − +

O
H1

Fig. 2.73.

Solution:

H2 1

R + + + +
G1 C
G3 G3
– +

H1

Fig. 2.74.
Mathematical Models of Physical Systems 81

R + + 1 C
G1 G3(1 + G2 )
− 1 − H2

H1

Fig. 2.75.

R + − + G3 (1 + G2 ) C
G1
− 1 − H2

H1
1
G3 (1 + G2 )

Fig. 2.76.

R + G1G3 (1 + G2 ) C
− 1 − H2

H1 1
+
G1 G3 (1 + G2 )

Fig. 2.77.

G1G3 (1 − G2 )
C 1 − H2
=
R G G (1 + G2 )  H1 1 
1+ 1 3  + 
1 − H2  G1 G3 (1 + G2 ) 

C G1G3 (1 + G2 )
∴ = (1 − H ) + H G (1 + G ) + G
R 2 1 3 2 1
Example 2.30: Find closed-loop transfer function of system shown in Fig.
2.78. G 2

+
R + + C
G1 G3

+
H2 H1

G4
Fig. 2.78.
82 Analysis of Linear Control System

Solution:
G2

R +
+ C
G1 G3
+ −

G4H2 H1H2

Fig. 2.79.

R + C
1 + G4H2 G1G2 + G1G3

H1H2

Fig. 2.80.

R G1G2 + G1G3 C
1 + G4H2
1 + G1G2H1H2 + G1G3H1H2

Fig. 2.81.

C (1 + G4 H 2 )(G1G2 + G1G3 )
∴ = 1+ G G H H + G G H H
R 1 2 1 2 1 3 1 2

C G1 (G2 + G3 )(1 + G4 H 2 )
or = 1 + G H H (G + G ) Ans.
R 1 1 2 2 3

2.8. SIGNAL FLOW GRAPHS


A 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, 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 is described by the set of N algebraic equations
N
yj = Σ akj yk j = 1, 2, ..., N (2.74)
k =1
Mathematical Models of Physical Systems 83

It should be pointed out that these N equations are written in the form of
cause-and-effect relations:
N
jth effect = Σ (gain from k to j) (kth cause) (2.75)
k =1
or simply
output = Σ (gain)(input) (2.76)
This is the single most important axiom in the construction of the set of
algebraic equations from which a signal flow graph is drawn.
This method is believed to provide a faster means for determining the
response of multiloop systems than do the block diagram reduction techniques
discussed in the previous section.
Consider a set of linear equations having the form
n
yi = Σ aij yj i = 1, 2, ..., n
j=1

A node is assigned to each variable of interest as shown in Fig. 2.82a. A


branch between two nodes relates the variables at both ends. In a fashion similar
to block diagrams the gain between the variables is indicated on the branch of
y1 y2 y3 y1 a21 y2

(a) (b)
y1 a4
1

y4
a 42
y2
43
a

y3

(c)
Fig. 2.82. Defining Signal Flow Graphs
(a) Nodes (b) Directed Branch (c) Summation Rule

an associated arrow. Thus, in Figure 2.82b we have


y2 = a21 y1
The value of a variable at a node is equal to the sum of all incoming
signals. Thus, in Fig. 2.82c,
y4 = a41 y1 + a42 y2 + a43 y3
A number of definitions is appropriate at this time and will be discussed in
next part.

2.8.1. Singal Flow Graph (SFG) Algebra


(a) Addition Rule: The value of the variable designated by a node equals the
sum of all signals entering the node. For the equation given by
84 Analysis of Linear Control System

n
Xi = Σ aij Xj (2.77)
j=1

the SFG is represented by Fig. 2.83.


x1
a i1

ai 2 xi
x2
• ain




xn

Fig. 2.83. SFG of equation (2.77)

(b) Transmission Rule: The value of the variable designated by a node is


transmitted on every branch leaving that node.
The equation given by
X1 = aij Xj, i = 1, 2, ..., n, j-fixed (2.78)
is represented by SFG as in Fig. 2.84
x1

a1j
x2
xj a 2j




anj •
xn

Fig. 2.84. SFG of equation (2.78)

(c) Multiplication Rule: A series (cascade) connection of branches with


transmittances a21 , a32 , a43 , ... etc., can be replaced by a single branch with a
new transmittance equal to the product of the individual transmittances.
Xn = [a21, a32, a43, ...] X1 (2.79)
The SFG of equation (2.79) is represented in Fig. 2.70.
a21 a32 a43
(a)
X1 X2 Xn
a21,a32,a43..........

X1 Xn

Fig. 2.85. SFG of equation (2.79)


Mathematical Models of Physical Systems 85

The various terms involved in the SFG are defined as follows.

2.8.2. Definitions in SFG


(a) Node: A system variable that equals the sum of all the incoming signals is
defined as Node. As such the variables Xi and Xj are represented by a small
dot which is called Node.
a42

a21 a32 a33 a54


X1 X2 X3 a43 X4 X5
a23

Fig. 2.86. A signal flow graph.

(b) Branch: A signal travels along a branch from one node to another in
the direction indicated by the branch arrow and the signal gets multiplied by
the “transmittance” (transmission function) of the branch. X1, X2 , ... X5 are
different nodes which have been connected by branches as shown in Fig. 2.86.
(c) Path: A path is a continuous, unidirectional succession of branches
along which no node is traversed more than once.
In Fig. 2.86, X1 to X2, X2 to X3 etc., are paths.
(d) Input node: (source node): It is a node with only outgoing branches.
In Fig. 2.86, X1 is an input node.
(e) Output node: (sink node): It is a node with only incoming branches.
In Fig. 2.86, X5 is an output (sink) node.
(f) Forward Path: It is a path from the input node to the output node. In
Fig. 2.86, X1 to X2 to X3 to X4 to X5 is a forward path. X1 to X2 to X4 to X5 is
another forward path.
(g) Feedback loop: It is a path which originates and terminates on the
same node. In Fig. 2.87, X2 to X3 and back to X2 is a feedback path.
(h) Self loop: It is a feedback loop consisting of only one branch. In Fig.
2.86, a33 is a self loop.
(i) Gain: The gain of a branch is the “transmittance” of that branch when
the transmittance is a multiplicative operator. For example, a33 is the gain of
the self-loop.
(j) Non-touching loops: Loops which do not have a common node are
said to be non-touching.
(k) Path gain: It is the product of the branch gains encountered in traversing
a path. For example, the path gain of the forward path from X1 to X2 to X3 to
X4 to X5 is given by a21 . a32 . a43 . a54.
(l) Loop gain: It is the product of the branch gains of the loop. For example,
the loop gain of the feedback loop from X2 to X3 and back to X2 is a32 . a23.
86 Analysis of Linear Control System

2.8.3. Construction of Signal Flow Graphs


The signal flow graph of a liner feedback control system can be constructed by
direct reference to the block diagram of the system. Each variable of the block
diagram becomes a node and each block becomes a branch.
Let us consider the block diagram of a canonical feedback control system
which is shown in Fig. 2.87
R(s) E(s) C(s)
G(s)

+

B(s)
H(s)

Fig. 2.87. Canonical form of control system.

The signal flow graph (SFG) is easily constructed from Fig. 2.88.
G
R 1 E C 1 C


+H

Fig. 2.88. SFG of Fig. 2.87

We see from Fig. 2.88 that the – or + sign of the summing point is
associated with H.
The SFG of a system can be constructed from its describing equations. To
explain the procedure, let us consider a system described by the following set
of simultaneous equations:
x2 = a21 x1 + a23 x3
x3 = a31 x1 + a32 x2 + a33 x3 (2.80)
x4 = a42 x2 + a43 x3
There are four variables namely, x1, x2, x3 and x4 and so four nodes are
required. We arrange them from left to right and connect them with appropriate
branches by which we obtain the signal flow graph of Fig. 2.89.
a42
a23
a33
a21 a32 a43
x1 x2 x3 x4

a31

Fig. 2.89. SFG of Equation (2.80)


Mathematical Models of Physical Systems 87

x2

a21 a42

x1 a32 a23 x4

a13 a43

x3

a33

Fig. 2.90. Modified SFG of Fig. 2.89

The overall system gain from input to output may be obtained by Mason’s
gain formula.

2.8.4. Mason’s Gain Formula


It is possible to reduce complicated block diagram to canonical form, from
which the control ratio is written as
C (s) G (s )
= ± (2.81)
R( s ) 1 G (s ) H ( s )
It is possible to write the input-output relationship and hence the control
ratio of SFG by inspection; which is accomplished by using the Mason’s gain
formula given by
Σ Pi ⋅ ∆i
i
M = (2.82)

where, Pi = path gain of the ith forward path.
∆ = determinant of the graph (SFG)
= 1 – [sum of loop gain of all individual loops]
+ [sum of all gain products of two non-touching loops]
– [sum of all gain products of three non-touching loops] + ...
1 − ∑ Pj1 + ∑ Pj 2 − ∑ Pj 3 + ...
= (2.83)
j j j

∆i = the value of ∆ for that part of the graph not touching the ith
forward path.
Pjk = jth possible product of K non-touching loop gains.
M = overall gain of the system
Let us illustrate the Mason’s gain rule by finding the overall gain of the
signal flow graph given in Example 2.31.
88 Analysis of Linear Control System

Example 2.31. Determine the overall transfer function C/R from the signal
flow graph shown in Fig. 2.91
−H1

G4
G2
G8 G6
R 1 1 C

G1
G3 G7
G5

−H2

Fig. 2.91. SFG of Example 2.31

Solution: 1. There are six forward paths with path gains


P1 = G2 G4 G6
P2 = G3 G5 G7
P3 = G2 G1 . G7
P 4 = G3 G8 G6
P5 = G2 G1 . H2G8 . G6
P6 = G3 G8 H1 G1 G7
2. There are three individual loops with loop gains
P11 = – H1 G4
P21 = – H2 G5
P31 = G1 H2 G8 H1
3. There is only one possible combination of two non-touching loops with
loop gain product.
P12 = H1 H2 G4 G5
4. There are no combinations of three non-touching loops, four non-touching
loops, etc. Therefore, we have
Pj3 = Pj4 = ... = 0
Hence, from the equation (2.76), we have
∆ = 1 – [– H1G4 – H2G5 + G1 H2 G8 H1] + [H1 H2 G4 G5]
= 1 – G4 H2 G8 H1 + H2 G5 – G1 H2 G8 H1 + H1 H2 G4 G5
5. The first forward path is not in touch with one loop (with gain –
H2 G5). Therefore,
∆1 = 1 – (– H2G5) = 1 + H2G5 [written from the value of ∆]
The second forward path is not in touch with one loop (with gain –
G4 H1). Therefore
∆2 = 1 – (– H1G4) = 1 + H1G4 [written from ∆]
The other forward paths, namely, third, fourth, fifth and sixth are in touch
with all loops individually. Hence, we have
Mathematical Models of Physical Systems 89

∆3 = ∆4 = ∆5 = ∆6 = 1 [written from ∆]
From equation (2.82), the overall gain
[G2G4 G6 (1 + G5 H 2 ) + G2G5G7 (1 + H1G4 ) + G1G2G7 + G3G6G8
C −G1G2G6G8 H 2 − G1G3G8G7 H1 ]
M= =
R 1 − G1H 2G8 H1 + H 2G5 + H1G4 + H1H 2G4G5
The values of ∆, ∆1, ∆2, etc. have to be found out very carefully.
Example 2.32. For the system represented by the following equations, find
the transfer function X(s)/U(s) by signal flow graph technique.
x = x1 + α3 u
x1 = – β1 x1+ x2 + α2 u
x2 = – β2 x1+ α1 u
Solution: In order to represent differentiated variables, we need to Laplace
Transform the given set of equations. Hence, we have the transformed equations
as
x = x1 + α3 u (2.84)
or sx1 = – β1 x1+ x2 + α2 u
x2 α
x1 = + 2 u (2.85)
s + β1 s + β1
sx2 = β2 x1 + α1 u
β2 α1
or x2 =x1 + u (2.86)
s s
Making use of the equations (2.84), (2.85) and (2.86) we have the SFG as
shown in Fig. 2.92.
α2/s + β1

1
α2/s s + β1 1
u x2 x1 x

α3 −
−β2/s

Fig. 2.92. SFG of Example 2.32

Mason’s gain rule of equation is given by (2.82) is given by

Σ Pi ∆i
M = i

1. There are three forward paths with path gains
α1
P1 =
s ( s + β1 )
90 Analysis of Linear Control System

α2
P2 =
s + β1
P3 = α3
2. There is only one loop with loop gain
 1   −β2  β2
P11 =    =
 s + β1   s  s ( s + β1 )
3. There is no possibility of having non-touching loops.
Hence, we have
 −β2  −β2
∆ =1   =1+
 s ( s + β1 )  s ( s + β1 )
4. The first forward path with gain P1 touches the loop with gain P11.
Therefore,
∆1 = 1 (written from ∆)
The second forward path with gain P2 touches the loop at node X1.
Therefore,
∆2 = 1 (written from ∆)
The third forward path with gain P3 does not touch loop. Therefore,
β2
∆3 = 1 + (written from ∆)
s ( s + β1 )
The overall gain (transfer function) of the system is given by
C (s) P1∆1 + P2 ∆ 2 + P3 ∆ 3
M = =
R( s ) ∆

  α1   α 2   β2  
 +  + α3 1 + 
  s ( s + β1 )   s + β1   s ( s + β1 )  
= β2
1+
s ( s + β1 )

X (s ) α1 + α 2 s + α3 [ s 2 + β1s + β2 ]
=
U (s ) s 2 + β1s + β2
Example 2.33. Obtain the transfer function Y(s)/X(s) of the SFG shown in
Fig. 2.93
1 1/s 1/s b
X(s) Y(s)
− a1

− a2

Fig. 2.93. SFG of Example 2.33


Mathematical Models of Physical Systems 91

Solution: 1. There is only one forward path with path gain.


1 1 b
P1 = 1 ⋅ ⋅ ⋅ b = 2
s s s
2. There are two feedback loops with loop gains
a1
P11 = −
s
a2
P21 = −
s2
3. There is no possible combination of two non-touching loops. Therefore,
 a1 a2  a1 a2
∆ = 1 − − − 2  = 1 + + 2
 s s  s s
4. The forward path touches both the loops. Therefore.
∆1 = 1
The overall gain is given by
Y ( s) 1 1 b
= [ P1∆1 ] =
M = X ( s) ∆  a1 a2   s 2 
1 + s + s 2 
 
Y ( s) 6
= 2+
X ( s) s a1s + a2
which is the required transfer function of the system (SFG).
Example 2.34. Obtain the transfer function Y(s)/X(s) of the SFG shown in
Fig. 2.94. b 1

1 1/s 1/s b2
X(s) Y(s)
− a1

− a2
Fig. 2.94. SFG of Example 2.34

Solution: 1. There are two forward paths with path gains


b2
P1 =
s2
b1
P2 =
s
2. There are two feedback loops with loop gains
P11 = – a1/s
P21 = – a2/s2
92 Analysis of Linear Control System

3. There are no non-touching loops. Therefore, we have


 a1 a2  a1 a2
∆ = 1 − − − 2  = 1 + + 2
 s s  s s
4. Both the forward paths touch the individual loops. Therefore,
∆1 = 1
∆2 = 1
The overall gain is given by
Y ( s) 1
M = = [P1 ∆1 + P2 ∆2]
X ( s) ∆

b b
 s 2 + s 2 
=  a1 a2 
1 + s 2 + s 2 
 

Y ( s) b 1s + b2
= 2
X ( s) s + a1s + a2
which is the transfer function of the SFG shown in Fig. 2.94.
Example 2.35. Consider the block diagram of Example 2.26; a signal flow
diagram of the system is shown in Figure 2.95. There are two forward paths
with gains G1 and G2 and one loop with gain
L1 = – G2H
G1

1 1 G2 1 1
R C

−H

Fig. 2.95. SFG of Example 2.35

The individual determinants are


∆1 = ∆2 = 1
The diagram’s determinant is
∆ = 1 + G2H
In accordance with Mason’s gain formula, we get
G1 + G2
G =
1 + G2 H
This agrees with our conclusion in Section 2.8.

2.8.5. Signal Flow Graphs from Block Diagams


The easiest method of determining the control ratio of a complicated block
diagram is to draw the signal flow graph of the block diagram and then to use
Mathematical Models of Physical Systems 93

Mason’s gain rule to obtain the control ratio. Takeoff points and summing
points are separated by a unity-gain branch in the signal flow graph when
using Mason’s gain rule.
Example 2.36. Draw the SFG and find C/R for the system shown in Fig.
2.96
G3

R C
G1 G2 G4
− − −
H2 H1

Fig. 2.96. SFG of Example 2.36

Solution: The signal flow graph for the system of Fig. 2.96 is shown in
Fig. 2.97. G3

R 1 1 G1 G2 1 G4 1 C
− H1
− H2

−1
Fig. 2.97. SFG of Fig. 2.96

1. There are two forward paths with path gains


P1 = G1 G2 G4
P2 = G1 G3 G4
2. There are four individual loops with loop gains
P11 = – G1 G2 H2
P21 = – G4 H1
P31 = – G1 G2 G4
P41 = – G1 G3 G4
3. There is only one possible combination of two non-touching loops with
loop gain product
P12 = G1 G2 G4 H1 H2
4. Therefore, the value of ∆ in Mason’s gain rule is
∆ = 1 – [P11 + P21 + P31 + P41] + P12
= 1 + G1 G2 H2 + G4 H1 + G1 G2 G4 + G1 G3 G4 + G1 G2 G4 H1 H2
5. The first forward path is in touch with all the loops. Therefore,
∆1 = 1
94 Analysis of Linear Control System

The second forward path is in touch with all the loops. Therefore,
∆2 = 1
The overall system gain is given by
C P1∆1 + P2 ∆ s
M = =
R ∆
G1G2G4 + G1G3G4
= 1+ G G H + G H + G G G + G G G + G G G H H
1 2 2 4 1 1 2 4 1 3 4 1 2 4 1 2
Example 2.37. Draw the singal flow graph and determine C/R for the
block diagram shown in Fig. 2.98.

G4

R − C
G1 G2 G3
− − −

H2

H1

Fig. 2.98. SFG of Example 2.37

Solution: The signal flow graph of Fig. 2.98 is shown in Fig. 2.99.
− H2
G4

R 1 1 G1 G2 G3 1 1 C

− H1

−1
Fig. 2.99. SFG of Fig. 2.98

1. There are two forward paths with path gains


P1 = G1 G2 G3
P2 = G1 G4
2. There are five individual loops with loop gains
P11 = – G1 G2 G3
P21 = – G1 G2 H1
P31 = – G2 G3 H2
P41 = – G1 G4
P51 = – G4 H2
Mathematical Models of Physical Systems 95

3. There is no possible combination of two or more non-touching loops.


4. The value of ∆ in Mason’s gain rule is
∆ = 1 – [P11 + P21 + P31 + P41 + P51]
= 1 + G1 G2 G3 + G1 G2 H1 + G2 G3 H2 + G1 G4 + G4 H2
5. The first forward path is in touch with all the loops. Therefore,
∆1 = 1
The second forward path is in touch with all the loops. Therefore,
∆2 = 1
The overall gain is given by
C P1∆1 + P2 ∆ 2
=
R ∆

C G1G2 G3 + G1G4
= 1+ G G G + G G H + G G H + G G + G H
R 1 2 3 1 2 1 2 3 2 1 4 4 2
Example 2.38. Find the overall T.F. by using Mason’s gain formula for
the signal flow graph given in the Fig. 2.100.
G2

G1 G3 G4 G5 G6

− H1

− H2
Fig. 2.100.

Solution: Two forward paths, K = 2,


T1 = G1 G3 G4 G5 G6
T 2 = G1 G2 G6
Loops are, L1 = – G4 H1
L2 = – G3 G4 G5 H2
L3 = – G2 H2
Out of these, L1 and L3 is combination of two non-touching loops
∆ = 1 – [L1 + L2 + L3] + [L1 L3]

G2

G4
L3
L1

− H1

− H2

Fig. 2.101. Non-touching loops


96 Analysis of Linear Control System

∆1 = Eliminate L1, L2, L3 as all are touching to T1 from ∆


∆1 = 1
∆2 = Eliminate L1 and L3, as they are touching to T2, from
∆ · But L1 is non-touching hence keep it as it is in ∆
∆2 = 1 – [L1]
G2

T2
G1 G6
G4
L1

− H1
Fig. 2.102. L1 non-touching to T2

Substitute in Mason’s Gain formula,


T1∆1 + T2 ∆ 2
T.F. =

G1G3G4G5G6 [1] + G1G2 G6 [1 + G4 H1 ]
T.F. = 1 + G H + G G G H + G H + G G H H
4 1 3 4 5 2 2 2 2 4 1 2

Y7
Example 2.39. Calculate of the system, whose signal flow graph is
Y2
given below:
G5
− H4
1 Y2 G1 Y3 G2 Y4 G3 Y5 G4 1
Y1 Y7
Y6
− H1 − H2

− H3
Fig. 2.103. SFG of Example 2.39

Solution: Forward paths for Y1 to Y7 are two


T1 = G1 G2 G3 G4
T 2 = G1 G2 G5
Individual feedback loops are:

G1 G3 G1 G2 G3

− H1 − H2
− H3
(a) (b) (c)
Fig. 2.104. Different Loops of Fig. 2.103
Mathematical Models of Physical Systems 97

L1 = – G1H1, L2 = – G3H2, L3 = – G1G2G3H3,


Self-loop L 4 = – H4
Combinations of two non-touching loops,
L1 L2 = + G1 G3 H1 H2
L1 L4 = + G1 H1 H4
L2 L4 = + G3 H2 H4
L3 L4 = + G1 G2 G3 H3 H4
One combination of three non-touching,
L1 L2 L4 = – G1 G3 H1 H2 H4
∴ ∆ = 1 – [L1 + L2 + L3 + L4] + [L1 L2 + L1 L4 + L2 L4 + L3 L4] – [L1 L2 L4]
∆1 = 1 all loops are touching
∆2 = 1 – L2 as L2 is non-touching to forward path.
Y7 T1∆1 + T2 ∆ 2 G1G2G3G4 + G1G2G5 (1 + G3 H 2
= =
Y1 ∆ ∆
Y2
Now to find the ratio .
Y1
Forward paths for Y1 to Y2 is one. T1 = 1 Now ∆ is same
and ∆1 = 1 – L2 – L4 + L2 L4 as L2 and L4 are non-
touching to T1.
= 1 + G3 H2 + H4 + G3 H2 H2
Y2 T1∆1 1 + G3 H 2 + H 4 + G3 H 2 H 4
∴ = =
Y1 ∆ ∆

Y7
Y7 Y1
∴ =
Y1 Y2
Y1

G1G2G3G4 + G1G2G5 (1 + G3 H 2 )

= 1 + G3 H 2 + H 4 + G3 H 2 H 4

G1G2G3G4 + G1G5 (1 + G3 H 2 )
= 1 + G3 H 2 + H 4 + G3 H 2 H 4

C (s)
Example 2.40. Find by using Mason’s gain formula.
R( s )
98 Analysis of Linear Control System

G5

R(s) 1 G1 G2 G3 G4 1 C(s)

− H1

− H2

Fig. 2.105. SFG of Example 2.40

Solution: Number of forward paths K = 2


2
Σ Tk ∆ k
T1∆1 + T2 ∆ 2
Mason’s gain formula, T.F. = k =1
=
∆ ∆
T1 = G1 G2 G3 G4, T2 = G5 G4
Individual feedback loops are:
G2 L1 = – G2 H1
(a)
− H1

G1 G2 G3 G4
L2 = – G1 G2 G3 G4 H2
(b)

− H2

G5

L3 = – G5 G4 H2
G4
(c)

− H2
Fig. 2.106. Different loops of Fig. 2.105

L1 and L3 are two non-touching loops.


∴ ∆ = 1 – [L1 + L2 + L3 + L4] + [L1 L3]
= 1 – [– G2 H1 – G1 G2 G3 G4 H2 – G5 G4 H2] + [G2 H1 G5 G4 H2]
= 1 + G2 H1 + G1 G2 G3 G4 H2 + G5 G4 H2 + G2 G5 G4 H1 H2
Now consider different forward paths,
T2 = G1 G2 G3 G4
All loops are touching to this forward path.
∴ ∆1 = 1
Mathematical Models of Physical Systems 99

G5
L1 is non-touching to T2,

G2 G4

− H1

Fig. 2.107. Non-touching Loops of Fig. 2.106

Consider T 2 = G5 G4
∴ ∆2 = 1 – [L1] = 1 – (G2 H1) = 1 + G2 H1
C (s) T1∆1 + T2 ∆ 2
∴ =
R( s ) ∆
G1G2G3G4 ⋅ 1 + G5G4 (1 + G2 H1 )
=

C (s) G1G2G3G4 + G4G5 (1 + G2 H1 )
∴ = 1+ G H + G G G G H + G G H + G G G H H
R( s ) 2 1 1 2 3 4 2 5 4 2 2 5 4 1 2

Table 2.7. Comparison of Block Diagram and Signal Flow Graph Methods

Sr. Block Diagram Signal Flow Graph


No.

1. Basic importance is given to the Basic importance is given to the


elements and their transfer functions. variables of the systems.
2. Each element is represented by a Each variable is represented by a
block. separated node.
3. Transfer function of the element is The transfer function is shown along the
shown inside the corresponding block. branches connecting the nodes.
4. Summing points and takeoff points Summing and takeoff points are absent.
are separate. Any node can have any number of
incoming and outgoing branches.
5. Feedback path is present from output Instead of feedback path, various
to input. feedback loops are considered for the
analysis.
6. For a minor feedback loop present, Gains of various forward paths and
feedback loops are just the product of

associative branch gains. No such
� ± 
the formula can be used.

� ± 
formula is necessary.

7. Block diagram reduction rules can be The Mason’s gain formula is available
used to obtain the resultant transfer which can be used directly to get
function. resultant transfer function without
reduction of signal flow graph.
100 Analysis of Linear Control System

8. Method is slightly complicated and No need to draw the signal flow graph
time-consuming as block diagram is again and again. Once drawn, use of
required to be drawn time to time after Mason’s Gain Formula gives the
each step of reduction. resultant transfer function.
9. Concept of self loop is not existing in Self loops can exist in signal flow graph
block diagram approach. approach.
10. Applicable only to linear time invariant Applicable to linear time invariant
systems. systems.

2.9. UNSOLVED PROBLEMS


1. Find out the transfer function of the following block diagram as shown
in Fig. 2.108.

R(s) + + C(s)
+
G1 G2
− −
H2

H1

Fig. 2.108

2. The block diagram of a control system is shown in Fig. 2.109 below.


Obtain transfer function (a) C(s)/R(s)/N=0 and (b) C(s)/N(s)/R=0.

N(s)
G1(s)

R(s) + + + + + C(s)
G2(s) G3(s)


H1(s)

Fig. 2.109

3. For the system shown in Fig. 2.110, obtain the closed-loop transfer
function by block reduction method.

H2
− C(s)
R(s) + + +
G1 G2 G3
+ +
H1

Fig. 2.110

4. Draw signal flow diagram for the system shown in Fig. 2.111. Also find
overall transfer function using Mason’s gain formula.
Mathematical Models of Physical Systems 101

N(s)
3

R(s) + + + + + C(s)
10
S+4
s (s+1)
− −
0.5s

Fig. 2.111

5. Draw the signal flow graph and obtain the transfer function of the system
shown in Fig. 2.112.
H2
R(s) + C(s)
+ + +
G1 G2 G3 G4
− −
H1 H3

Fig. 2.112

6. Find C(s)/R(s) in the following Fig. 2.113.


B3
+ C(s)
R(s) + + +
F1 F2 F3
+ −
B2

B1

Fig. 2.113

7. Draw signal flow graph for the following block diagram Fig. 2.114.

− C(s)
R(s) + + +
G1 G3 G4
− −
G3
H1

Fig. 2.114

8. Draw the signal flow graph for the following set of equations.
x1 – x2 – 4x3 – 6x4 = 0
2x2 – x3 – 5x4 = 0
7x1 – 3x3 – x4 = 0
102 Analysis of Linear Control System

x1 1 x2 2 x3 3 x4

−4 −5
−6
−7

Fig. 2.115

9. Find the transfer function of the signal flow graph shown in Fig. 2.116
using Mason’s gain formula.
G5
H1
C(s) G1 1 2 G3 R(s)
G2 3 G4
G6

Fig. 2.116

10. Reduce the following block diagram into signal flow graph and then
determine the transfer function using Mason’s gain formula.

R(s) − + C(s)
+ +
G1 G2 G3
+ − +
H1

Fig. 2.117

11. Find the transfer function of the signal flow graph shown in Fig. 2.118.

−H1

R(s) 1 G1 G2 G3 C(s)

−H2

Fig. 2.118

12. Find transfer function for the signal flow graph given below in Fig.
2.119.
104 Analysis of Linear Control System

15. Draw signal flow graph for the following set of equations.
d2x
5 + 200x – 20y = 0
dt 2

d2y
5 + 200y – 20x = 0
dt 2
10 1
− 0.1
dt 2 d 2x d2 d 2y
dt 2 dt 2 0.25 y dt 2 dt 2

10
0.25

Fig. 2.122

2.10. MULTIPLE CHOICE QUESTIONS


1. Match List I (signals) with List II (Laplace transform) and select the
correct answer.
List I List II
1
(A) e-t u (t) 1.
s2
1
(B) u (t) 2.
( s + 1) 2

1
(C) tu (t) 3.
s
1
(D) te-tu (t) 4.
s +1
u(t) denotes the unit step function.
A B C D
(a) 4 1 3 2
(b) 2 3 1 4
(c) 4 3 1 2
(d) 2 1 3 4
2. The Laplace transform of current in an RLC series circuit with R = 2
1
ohm, L = 1H and C = 1/2 F is I(s) = 2 . The voltage across the
s + 2s + 2
inductor ‘L’ will be
(a) e-t sin tu (t) (b) e-t sin tu (t)
(c) e-t (sin t + cost t) u(t) (d) e-t (cost t – sin t) u(t)

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