SECOND

EDITION

Simulation of

Dynamic Systems
with MATLAB and Simulink
Harold Klee
Randal Allen

CRC Press
Taylor

& Francis

Boca Raton
CRC Press is an

Taylor

&

imprint

Francis Croup,

Group

London

New York

of the
an

informa business

Contents
Foreword

X1U

Preface

xv

Authors

X1X

Chapter

Mathematical
1.1

1.1.1
1.2

Modeling

Introduction

Importance

Derivation of

of Models

1
4

Mathematical Model

Exercises
1.3

Difference
1.3.1

10

Equations

Recursive Solutions

11

Exercises
1.4

12

First Look at Discrete-Time

1.4.1

Systems
Inherently Discrete-Time Systems

13
17

Exercises
1.5

Case

20

Study: Population Dynamics (Single Species)

21

Exercises

Chapter

Continuous-Time Systems

28

31

2.1

Introduction

31

2.2

First-Order

31

2.2.1

Systems
Step Response

of First-Order

Systems

32

Exercises
2.3

36

Second-Order

2.3.1

Systems

Conversion of Two First-Order

38

Equations

to a Second-Order

Model

43

Exercises
2.4

46

Simulation

47

2.4.1

53

Diagrams
Systems of Equations

Exercises
2.5

55

Higher-Order Systems

56

Exercises

2.6

58

State Variables
2.6.1

2.6.2

59

Conversion from Linear State Variable Form

Single

Input-Single Output Form

64

General Solution of the State Equations

65

Exercises
2.7

to

65

Nonlinear

Systems

68

2.7.1

Friction

70

2.7.2

Dead Zone and Saturation

72

2.7.3

Backlash

73

2.7.4
2.7.5

Hysteresis
Quantization

77

2.7.6

Sustained Oscillations and Limit

73

Cycles

78

vi

Contents

Exercises
2.8

Chapter

Case

82

Study: Submarine Depth

Control

System

85

Exercises

89

Elementary Numerical Integration

91

3.1

Introduction

3.2

Discrete-Time

91

System Approximation

of

Continuous-Time Integrator

Exercises
3.3

Euler

94

Integration

3.3.1

96

B ackward

(Implicit) Euler Integration

99

Exercises

101

3.4

102

Trapezoidal Integration

Exercises
3.5

106

Numerical

Integration of First-Order and Higher Continuous-Time

Systems

107

3.5.1

Discrete-Time

3.5.2

Nonlinear First-Order

3.5.3

Discrete-Time State

System Models from Simulation Diagrams

Systems

114
118

Exercises

119

3.6

122

Improvements to Euler Integration

3.6.1
Improved Euler Method
3.6.2
Modified Euler Integration

122
125

Exercises
3.7

Case

135

Study:

3.7.1

3.7.2

107
111

Equations
Discrete-Time State System Matrices

3.5.4

Chapter

92

Vertical Ascent of

Diver

138

Maximum Cable Force for Safe Ascent

144

3.7.1.1

Trial and Error

144

3.7.1.2

Analytical Solution

145

Diver Ascent with

Decompression Stops

145

Exercises

147

Linear

151

Systems Analysis

4.1

Introduction

4.2

Laplace

Transform

4.2.1

Properties

4.2.2

Inverse

4.2.3

Laplace

4.2.4

Partial Fraction

151
151

of the

Laplace Transform

153

Laplace Transform
Transform of the

159

160

System Response

Expansion

161

Exercises
4.3

167

Transfer Function

168

4.3.1

Impulse Function

4.3.2

Relationship

168

between Unit Step Function and Unit

Impulse

Function

4.3.3
4.3.4
4.3.5
4.3.6
Exercises

169

Impulse Response
Relationship between Impulse Response and
Systems with Multiple Inputs and Outputs
Transformation from State Variable Model
Function

171
Transfer Function... 175

178

to Transfer

184
187

Contents

4.4

of Linear Time Invariant Continuous-Time

Stability
4.4.1

Characteristic

4.4.2

Feedback Control

189

Systems

190

Polynomial
System

194

Exercises

198

4.5

200

Frequency Response of LTI Continuous-Time Systems

4.5.1
Stability of Linear Feedback Control Systems Based
on Frequency Response

210

Exercises
4.6

213
215

z-Transform
4.6.1

Discrete-Time

4.6.2

Inverse z-Transform

225

4.6.3

Partial Fraction

226

Impulse

221

Function

Expansion

Exercises

4.7

233
234

z-Domain Transfer Function

4.7.1

Nonzero Initial Conditions

4.7.2

236

Continuous-Time

Transfer Functions

Approximating
System
Simulation Diagrams and State Variables
Solution of Linear Discrete-Time State Equations
Weighting Sequence (Impulse Response Function)

4.7.3
4.7.4
4.7.5

244
248
253

Exercises
4.8

257
of LTI Discrete-Time

Stability
4.8.1

Complex

Poles of

259

Systems

263

H(z)

Exercises

269

4.9

272

Frequency Response of Discrete-Time Systems

4.9.1
Steady-State Sinusoidal Response
4.9.2
Properties of the Discrete-Time Frequency Response
4.9.3

Sampling

4.9.4

Digital Filters

272
Function

Theorem

4.10

284
289

Control

System

4.10.1

Transfer Function Models

293

4.10.2

State-Space Models

293

4.10.3

State-Space/Transfer

4.10.4

System Interconnections
System Response

4.10.5

Toolbox

292

Function Conversion

295
298
299

4.10.6

Continuous-/Discrete-Time System

4.10.7

Frequency Response

303

4.10.8

Root Locus

305

Conversion

302

Exercises

309

4.11

Study: Longitudinal Control of an Aircraft

4.11.1
Digital Simulation of Aircraft Longitudinal Dynamics

312

4.11.2

327

Case

Simulation of State Variable Model

Exercises
4.12

Case

325

329

Study: Notch Filter

4.12.1

274
27 8

Exercises

Chapter

238

for

Multinotch Filters

Electrocardiograph

Waveform

330
331

Exercises

338

Simulink

341

5.1

Introduction

5.2

Building

Simulink

341
Model

341

Contents

vjjj

Simulink Library
Running a Simulink

5.2.1
5.2.2

342

345

Model

347

Exercises
5.3

Simulation of Linear
5.3.1

349

Systems

350

Transfer Fen Block

5.3.2

State-Space

353

Block

Exercises

362

5.4

363

Algebraic Loops
5.4.1
Eliminating Algebraic Loops
5.4.2
Algebraic Equations

364
367
369

Exercises
5.5

More

Simulink Blocks

371

5.5.1

Discontinuities

377

5.5.2

Friction

377

5.5.3

Dead Zone and Saturation

377

5.5.4

Backlash

379

5.5.5

Hysteresis
Quantization

380

5.5.6

381

382

Exercises
5.6

Subsystems

385

5.6.1

PHYSBE

386

5.6.2

Car-Following Subsystem
Subsystem Using Fen Blocks

386

5.6.3

389

Exercises
5.7

392

Discrete-Time

393

Systems

5.7.1

Simulation of

5.7.2

Discrete-Time

397

5.7.3

Centralized

398

Inherently
Integrator
Integration
an

Discrete-Time System

5.7.4

Filters

Digital

5.7.5

Discrete-Time Transfer Function

402
404

Exercises
5.8

408

MATLAB

and

Simulink

Interface

411

Exercises
5.9

417

Hybrid Systems:

Continuous- and Discrete-Time

Components

Exercises
5.10

Monte Carlo Simulation

of

424

Requiring

Mathematical Model

Exercises
Case

Case

Solution
428
434

Study:

Pilot

Study:

Kalman

Ejection

Exercises
5.12

420
423

Monte Carlo Simulation

5.10.1

5.11

394

437
441

5.12.1

Filtering

Continuous-Time Kalman Filter

442
442

5.12.2

Steady-State

5.12.3

Discrete-Time Kalman Filter

443

5.12.4

Simulink

444

5.12.5

Summary

Exercise

Kalman Filter

Simulations

443

455
456

Contents

Chapter

'*

Intermediate Numerical Integration

6.1
Introduction
6.2

457

457

Runge-Kutta (RK) (One-Step Methods)

457

6.2.1

Taylor

458

6.2.2

Second-Order Runge-Kutta Method

Truncation Errors

6.2.3

6.2.4

Series Method

459
461

Runge-Kutta Methods

6.2.5

High-Order
Linear Systems: Approximate

6.2.6

Continuous-Time Models with Polynomial Solutions

469

6.2.7

Higher-Order Systems

471

466

Solutions

Using

RK

Integration

Exercises

478

6.3

481

Adaptive Techniques
6.3.1
Repeated RK with Interval Halving
6.3.2
Constant Step Size <T= 1 min)
6.3.3
Adaptive Step Size (Initial T= 1 min)
6.3.4
RK-Fehlberg

481
485
485
486

Exercises
6.4

490

Methods

Multistep
6.4.1
Explicit Methods
6.4.2
Implicit Methods

492

6.4.3

498

493
495

Predictor-Corrector Methods

Exercises
6.5

Stiff

502

503

Systems

6.5.1

Stiffness

6.5.2

Stiff Second-Order

6.5.3

Property

Approximating
System Models

in First-Order

System
Systems

Stiff

System

504
506

with Lower-Order Nonstiff

509

Exercises
6.6

522

Lumped Parameter Approximation of Distributed

6.6.1

Nonlinear Distributed Parameter

Parameter

Systems

System

6.7

534

Systems
6.7.1

with Discontinuities

Physical Properties
on

535

and Constant Forces

Acting

the Pendulum BOB

543

Exercises
6.8

Case

526
531

Exercises

Chapter

467

549

Study: Spread

of

an

552

Epidemic

Exercises

559

Simulation Tools

561

7.1

Introduction

7.2

Steady-State

561
Solver

562

7.2.1

Trim Function

7.2.2

Equilibrium

564

Point for

Nonautonomous

565

System

Exercises
7.3

574

Optimization

of

Simulink

Models

7.3.1

Gradient Vector

7.3.2

Optimizing Multiparameter Objective

Simulink Models

576

585
Functions

Requiring
587

Contents
7.3.3

Parameter Identification

590

7.3.4

Example of a Simple Gradient Search

Optimization of Simulink Discrete-Time System Models

591

7.3.5
Exercises..
7.4

605

Linearization

610

7.4.1

Deviation Variables

611

7.4.2

Linearization of Nonlinear Systems in State Variable Form

619

7.4.3

Linmod Function

623

7.4.4

Multiple Linearized Models

for

Single System

Exercises
7.5

Simulink Library

to the

Browser

Introduction

637

7.5.2

Summary

645
645

Simulation Acceleration

645

7.6.1

Introduction

645

7.6.2

Profiler

647

7.6.3

Summary

647
648

Advanced Numerical

Integration

649

8.1

Introduction

8.2

Dynamic Errors (Characteristic Roots,

649
Transfer

Function)
Equivalent

649

8.2.1

Discrete-Time Systems and the

Continuous-Time Systems

8.2.2

Characteristic Root Errors

653

8.2.3

Transfer Function Errors

664

8.2.4

Asymptotic

669

8.2.5

Simulation of Linear

650

Formulas for

Multistep Integration Methods

System with Transfer Function H(s)

Exercises
8.3

637

7.5.1

Exercise

Chapter

627
633

Adding Blocks

Exercise
7.6

599

672
677

Stability

of Numerical

Integrators

680

8.3.1

Adams-Bashforth Numerical Integrators

680

8.3.2

Implicit Integrators
Runga-Kutta (RK) Integration

687

8.3.3

692

Exercises

700

8.4

702

Multirate Integration
8.4.1
Procedure for Updating Slow and Fast States:

Master/Slave

RK-4/RK-4

706

8.4.2

Selection of Step Size Based

8.4.3

Selection of

8.4.4

Analytical

8.4.5

714

8.4.6

Multirate Integration of Aircraft Pitch Control System

Nonlinear Dual Speed Second-Order System

8.4.7

Multirate Simulation of Two-Tank

723

8.4.8

Simulation Trade-Offs

725

Step

on

Size Based on

Stability

707

Dynamic Accuracy

708

Solution for State Variables

System
with Multirate Integration

Exercises
8.5

Numerical

RK-1

730

Integration Methods Compatible

with Real-Time

8.5.2

717

728

Real-Time Simulation
8.5.1

712

Operation

(Explicit Euler)

733
734

Contents

8.5.3

RK-2

734

8.5.4

RK-2

735

(Improved Euler)
(Modified Euler)
RK-3 (Real-Time Incompatible)
RK-3 (Real-Time Compatible)
RK-4 (Real-Time Incompatible)
Multistep Integration Methods

8.5.5
8.5.6
8.5.7
8.5.8
8.5.9

Stability

8.5.10

Extrapolation of Real-Time Inputs

Alternate Approach to Real-Time Compatibility: Input Delay

8.5.11

of Real-Time Predictor-Corrector Method

Exercises
8.6

736
736
736
738
740
746
753

Additional Methods of

Approximating

Continuous-Time

System

Models

8.6.1

Sampling

754

8.6.2

First-Order Hold

8.6.3

Matched Pole-Zero Method

760

8.6.4

Bilinear Transform with

763

and

Reconstruction

754

Signal Reconstruction

759

Signal

Prewarping

Exercises
8.7

735

Case

765

Study: Lego Mindstorms NXT

767

8.7.1

Introduction

8.7.2
8.7.3

Requirements
Noisy Model

8.7.4

Filtered Model

773

8.7.5

Summary

779

Exercise

767
and Installation

769
769

779

References

781

Index

785