Dynamic Systems

Modeling and Analysis

Hung V. Vu
California State University, Long Beach

Ramin S. Esfandiari
California State University, Long Beach

THE McGRAW-HILL COMPANIES, INC.

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CONTENTS

Preface xv

Complex Analysis, Differential Equations,

and the Laplace Transform 1
1.1 Complex Numbers in Rectangular Form 1
Addition and Multiplication of Complex Numbers: Rect-
angular Form / Complex Conjugation: Rectangular
Form / Division of Complex Numbers: Rectangular
Form
Problem Set 1.1 3
1.2 Representation of Complex Numbers in Polar Form 3
Multiplication and Division of Complex Numbers: Polar
Form / Complex Conjugation: Polar Form / Powers of
a Complex Number / Roots of a Complex Number
Problem Set 1.2 8
1.3 Complex Variables and Functions 8
Problem Set 1.3 11
1.4 Linear Differential Equations with Constant
Coefficients 11
Standard Forms / Solution of Linear ODEs with Con-
stant Coefficients / Homogeneous, Linear ODEs with
Constant Coefficients / Free Response of First-Order
Systems / Free Response of Second-Order Systems /
Nonhomogeneous, Linear ODEs with Constant Coeffi-
cients
Problem Set 1.4 21
1.5 Laplace Transformation 22
Special Functions / Linearity of Laplace and Inverse
Laplace Transforms
Problem Set 1.5 29
1.6 Laplace Transform of Derivatives and Integrals 30
Solving Initial-Value Problems
Problem Set 1.6 34
1.7 Inverse Laplace Transformation 34
Partial Fraction Method / Partial Fraction Method: An
Alternative Approach / Convolution Method
vi Contents

Problem Set 1.7 43

1.8 Shift on r-Axis 44
Periodic Functions
Problem Set 1.8 49
1.9 Applications: System Response 50
First-Order Systems / Second-Order Systems
Problem Set 1.9 61
1.10 Initial- and Final-Value Theorems 61
Problem Set 1.10 64
Summary 64
Problems 69

2 Matrix Analysis 76
2.1 Vectors and Matrices 76
Matrix Operations / Matrix Transpose
Problem Set 2.1 81
2.2 Determinant, Inverse, and Rank of a Matrix 82
Properties of Determinants / Determination of Inverse—
Adjoint Matrix / Linear Systems of Algebraic Equations—
Cramer's Rule
Problem Set 2.2 88
2.3 Eigenvalues and Eigenvectors 89
Solving the Eigenvalue Problem / Special Matrices
Problem Set 2.3 95
2.4 Matrix Transformation and Diagonalization 95
Exponential of a Matrix / Exponential of a Diagonal
Matrix / Exponential of a Diagonalizable Matrix
Problem Set 2.4 101
Summary 101
Problems 105

3 System Model Representation 108

3.1 Configuration Form 108
Second-Order Matrix Form
Problem Set 3.1 112
3.2 State-Space Representation 113
Methodology / General Formulation / Nonuniqueness
of State Variables / Decoupling
Problem Set 3.2 124
 Contents vii

3.3 Input-Output (I/O) Equation 125

Strategy
Problem Set 3.3 128
3.4 Transfer Function 128
Relation Between State-Space Form and Transfer Func-
tion / Single Input-Single Output (SISO) Systems / Mul-
tiple Input-Multiple Output (MIMO) Systems
Problem Set 3.4 137
3.5 State-Space Representation
from the Input-Output Equation 138
Problem Set 3.5 143
3.6 Linearization 144
Graphical Interpretation / Taylor Series Expansion /
Determination of the Operating Point / Numerical Solu-
tion of a Nonlinear Model / Fourth-Order Runge-Kutta
Method
Problem Set 3.6 163
Summary 164
Problems 167

Mechanical Systems 172

4.1 Introduction 172
4.2 Mechanical Elements 173
Mass Element / The Right-Hand Rule (RHR) / Spring
Element / Damper Element
4.3 Equivalence 179
4.4 Degrees of Freedom 181
Rolling Constraints / Holonomic Constraints and Non-
holonomic Constraints
Problem set 4.1-4.4 186
4.5 Translational systems 190
Newton's Second Law / Free-Body Diagram and Sign
Convention / Modeling of a System with Viscous Damp-
ing / Modeling of a System with Coulomb Damping /
D'Alembert's Principle / Gravity and Differential Equa-
tion of Spring-Mass Systems / Systems with Displace-
ment Input / Transfer Functions and State-Space Repre-
sentation for SDOF Systems / Two-Degree-of-Freedom
(TDOF) Systems / Systems with Massless Junctions /
Skeleton Approach
Problem Set 4.5 210
viii Contents

4.6 Rotational systems 213

The Moment Equation / Angular Momentum and Mo-
ments of Inertia / Modeling of Rigid Bodies in Planar
Motion
4.7 Mixed Systems: Translational and Rotational 226
Problem Set 4.6^.7 236
4.8 Gear-Train Systems 238
Problem set 4.8 243
4.9 Lagrange's Equations 244
Kinetic Energy / Potential Energy / Nonconservative
Forces
Problem Set 4.9 258
Summary 261
Problems 263

Electrical, Electronic,
and Electromechanical Systems 265
5.1 Introduction 265
5.2 Electrical Systems 265
Passive Electrical Elements / Kirchhoff's Laws
5.3 Electronic Systems: Operational Amplifiers 275
Problem Set 5.1-5.3 277
5.4 Electromechanical Systems 279
Elemental Relations of Electromechanical Systems /
Armature-Controlled DC Motors / Field-Controlled DC
Motors
Problem Set 5.4 288
5.5 Impedance Methods ' 290
Electrical Systems / Equivalence / Voltage Divider and
Transfer Function / Mechanical Systems
Problem Set 5.5 295
Summary 295
Problems 296

Fluid and Thermal Systems 304

6.1 Introduction 304
6.2 Thermodynamics 305
Chemistry / Ideal Gases / Gaseous Mixtures / Inten-
sive and Extensive Properties / Conservation of Energy
/ Specific Heats
 Contents ix

6.3 Fluid Mechanics 311

Laminar and Turbulent Flows / Fluid Resistance
6.4 Pneumatic Systems 315
Fundamentals / Mathematical Modeling
6.5 Liquid-Level Systems 320
Fundamentals / Mathematical Modeling
6.6 Thermal Systems: Heat Transfer 323
Fundamentals / Mathematical Modeling
6.7 Analogous Systems 327
Summary 328
Problems 331

System Response 334

7.1 Types of Response 334
7.2 Transient Response of First-Order Systems 335
Free Response / Forced Response / Step Response /
Ramp Response
7.3 Transient Response of Second-Order Systems 339
Free Response / Forced Response / Response to a Unit
Impulse / Unit-Impulse Response / Response to a Unit
Step / Unit-Step Response
Problem Set 7.1-7.3 355
7.4 Transient Response of Higher-Order Systems 356
Problem Set 7.4 361
7.5 Steady-State Response to Sinusoidal Input 362
Bode Plot / First-Order System / Second-Order System
7.6 Response to an Arbitrary Input—Convolution
Integral 370
Problem Set 7.5-7.6 374
7.7 Solving the State Equation 375
Homogeneous State Equation / Laplace Transform Ap-
proach / State-Transition Matrix / Nonhomogeneous
State Equation / Laplace Transform Approach
Problem Set 7.7 381
7.8 Modal Decomposition 381
7.9 Fourier Analysis 385
Fourier Series / Fourier Cosine and Sine Series / Con-
vergence of Fourier Series / Interval Extension / Sys-
tem Response via Fourier Series
x Contents

Problem Set 7.8-7.9 394

Summary 394
Problems 396

Introduction to Vibrations 401

8.1 Introduction 401
8.2 Natural Frequencies and Mode Shapes 403
Unsymmetrical Systems / Symmetrical Systems / Auto-
mobile Suspension
Problem Set 8.1-8.2 426
8.3 Modal Matrix 427
Orthogonality / Orthonormality / Damping
Problem Set 8.3 436
8.4 Logarithmic Decrement 437
Problem Set 8.4 440
8.5 Beat Phenomenon 441
Problem Set 8.5 447
8.6 Frequency Response of Vibration Systems 448
Simple Mechanical System / Vibration Isolation / Sys-
tem with Support Motion / Rotating Unbalanced Mass
Problem Set 8.6 459
8.7 Damped Vibration Absorber 461
Frequency Response / Transient Response
Problem Set 8.7 469
8.8 Modal Analysis: System Response 471
Eigenvalue Problem / Eigensolutions: Natural Frequen-
cies and Mode Shapes / Orthonormality / System Re-
sponse via Modal Analysis
8.9 Vibration Testing 479
Summary 479
Problems 482

Block Diagram Representation 486

9.1 Block Diagrams 486
Block Diagram Operations / Closed-Loop Systems
9.2 Block Diagram from Governing Equations 493
Block Diagram from State-Space Model / Block Dia-
gram from Input-Output Equation
 Contents xi

9.3 Block Diagram Reduction 499

Moving a Branch Point / Moving a Summing Junc-
tion / Negative and Positive Feedback / Mason's
Rule—Special Case / Mason's Rule—General Form
Summary 510
Problems 510

10 Introduction to Control Systems 516

10.1 Introduction 516
10.2 Definitions 516
10.3 Essential Components of Control Systems 518
10.4 Historical Perspective 518
10.5 General Block Diagram for Control Systems 519
10.6 Further Examples of Control Systems 520
Heating Control Systems: An Engineering Application
/ Heating Control Systems: Homeostasis, a Biological
Condition
10.7 Poles and Zeros 522
First-Order Systems: Time Constant / Second-Order
Systems: Natural Frequency and Damping Ratio /
Higher-Order Systems / Damping Ratio and £-Line
10.8 Transient Response Specifications 531
First-Order Systems / Second-Order Systems
10.9 Dominant Pole Concept 538
First-Order and Second-Order Systems / Higher-
Order Systems
10.10 Routh-Hurwitz Stability Criterion 540
General Systems / Fourth-Order Systems / Third-
Order Systems / Second-Order Systems
Problem Set 10.1-10.10 543
10.11 Controller Types and Actions 545
Proportional Control (P Control) / Derivative Con-
trol (D Control) / Integral Control (I Control) /
Proportional-plus-Derivative Control (PD Control)
/ Proportional-plus-Integral Control (PI Control) /
Proportional-plus-Integral-plus-Derivative Control
(PID Control)
10.12 Steady-State Error 548
Problem Set 10.11-10.12 553
10.13 Methods of Ziegler-Nichols Tuning 554
Optimizing PID Parameters in Practice
xii Contents

10.14 Speed Control System 558

Problem Set 10.13-10.14 561
Summary 562
Problems 564

Appendix A Tables 567

Appendix B Computer Simulation 571
Useful Notes for MATRIXX 571

Appendix C Useful Formulas 582

Euler's Identities 582
Taylor's Series Expansion 582
Trigonometry 582
Pythagorean Identities / Expansion Formulas /
Product Formulas / Double-Angle/Half-Angle For-
mulas / Law of Cosines / Miscellaneous
Hyperbolic Functions and Relations 584
Logarithm 584
Common Logarithm / Natural Logarithm / Decibel
(dB) / Change of Base / Logarithm of a Complex
Number
Binomial Series 585

Appendix D Answers to Odd-Numbered Problems 586

Chapter 1 586
Problem Set 1.1 / Problem Set 1.2 / Problem Set 1.3
/ Problem Set 1.4 / Problem Set 1.5 / Problem Set
1.6 / Problem Set 1.7 / Problem Set 1.8 / Problem
Set 1.9 / Problem Set 1.10
Chapter 2 589
Problem Set 2.1 / Problem Set 2.2 / Problem Set 2.3
/ Problem Set 2.4
Chapter 3 591
Problem Set 3.1 / Problem Set 3.2 / Problem Set 3.3
/ Problem Set 3.4 / Problem Set 3.5 / Problem Set
3.6 / Problems
Chapter 4 594
Problem Set 4.1-4.4 / Problem Set 4.5 / Problem
Set 4.6-4.7 / Problem Set 4.8 / Problem Set 4.9 /
Problems
 Contents xiii

Chapter 5 598
Problem Set 5.1-5.3 / Problem Set 5.4 / Problem Set
5.5 / Problems
Chapter 6 601
Chapter 7 602
Problem Set 7.1-7.3 / Problem Set 7.4 / Problem Set
7.5-7.6 / Problem Set 7.7 / Problem Set 7.8-7.9
Chapter 8 604
Problem Set 8.1-8.2 / Problem Set 8.3 / Problem Set
8.4 / Problem Set 8.6 / Problem Set 8.7 / Problems
Chapter 9 608
Chapter 10 610
Problem Set 10.1-10.10 / Problem Set 10.11-10.12 /
Problem Set 10.13-10.14 / Problems

Bibliography 612
Index 615