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convolution - 19.5

The following first order differential equation has an input ’F’. The input can be replaced with a unit impulse function.

·

x + 0.5x = 2F

·

X + 0.5X = 2δ ( t)

The homogeneous solution can be found.

·

guess,

Xh = e

At

·

=

Ae

At

X + 0.5X = 0

 

Xh

 

A + 0.5 = 0

 

 

 

 

 

 

 

Xh = Ce–0.5t

 

 

 

 

 

 

 

The particular solution is found.

·

δ ( t)

guess,

Xp = A

·

= 0

X + 0.5X = 2

Xp

0 + 0.5A = 2( 0)

 

 

 

 

Xp = A = 0

The initial condition caused by the impulse function found, assuming a zero initial condition.

1

+ 0.5( 0)

 

1

----

= 2

----

dt X0

dt

X0 = 2

The initial condition caused by the impulse function found, assuming a zero initial condition.

X( t) = Ce–0.5t

X( 0) = 2 = Ce0

X( t) = 2e–0.5t

Note that the derivation of the unit impulse function assumed zero initial conditions, so the process of convolution must also assume systems start at rest and undeflected.

19.4CONVOLUTION

The following example shows the use of the convolution integral to find a num-

convolution - 19.6

ber of responses.

The unit impulse response to a step input can be calculated using the convolution integral.

x( t)

t

 

 

 

t

 

–0.5( t τ )

) ( 1) dτ =

2e

–0.5t

t

0.5τ

dτ = 2e

–0.5t e0.5τ

 

t

 

 

 

 

 

= X( t τ ) F( τ ) dτ =

( 2e

 

 

 

 

e

 

 

----------

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0.5

 

0

 

0

 

 

 

0

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

–0.5t e0.5t

 

e0.5( 0)

 

 

–0.5t

 

0.5t

 

 

 

 

–0.5t

 

 

 

x( t)

= 2e

---------

-------------

= 4e

 

( e – 1)

= 4( 1 – e

 

)

 

 

 

0.5

0.5

 

 

 

 

 

 

The unit impulse response to a unit ramp input can be calculated using the convolution integral.

 

t

t

t

x( t)

= X( t τ ) F( τ ) dτ = 2e–0.5( t τ ) τ dτ

= 2e–0.5te0.5τ τ dτ

 

0

0

0

x( t)

=

FINISH THE INTEGRAL

The unit impulse response to a sinusoidal input can be calculated using the convolution integral.

 

t

t

t

x( t)

= X( t τ ) F( τ ) dτ = 2e–0.5( t τ ) sin ( τ ) dτ

= 2e–0.5te0.5τ sin ( τ ) dτ

 

0

0

0

x( t)

=

FINISH THE INTEGRAL

 

19.5NUMERICAL CONVOLUTION

The convolution integral can also be solved numerically. This is particularly useful for systems with arbitrary inputs.

convolution - 19.7

n – 1

x( t) = h X( t – ( i + 0.5) h) F( ( i + 0.5) h)

i = 0

where,

t

n = --h = number of steps

h = step size (s)

X( t) = the unit impulse response function

F( t) = the input function

• This can be applied to the previous example for a unit step input to find the system position at 10 seconds, with a 2 second time step.

convolution - 19.8

n – 1

x( t) = h 2e–0.5( t – ( i + 0.5) h) F( ( i + 0.5) h)

i = 0

n =

10

= 5

-----

 

2

 

 

 

5 – 1

x( 10)

= 2 2e–0.5( 10 – 2( i + 0.5) ) ( 1)

 

 

i = 0

 

 

4

x( 10)

= 4 e– 4.5 + i

 

 

i = 0

x( 10)

= 4

( e– 4.5 + 0 + e– 4.5 + 1 + e– 4.5 + 2 + e– 4.5 + 3 + e– 4.5 + 4)

x( 10)

= 4

( e–4.5 + e–3.5 + e–2.5 + e–1.5 + e–0.5)

x( 10)

= 4

( 0.01111 + 0.03020 + 0.08208 + 0.22313 + 0.6065)

x( 10)

= 3.81208

This value can be compared to the exact value calculated below. The accuracy of the numerical value would increase substantially if the step size were decreased.

x( 10) = 4( 1 – e–0.5( 10) ) = 4( 1 – 0.006738) = 3.973048

• A Scilab program to perform the previous calculation numerically is shown

below.

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