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L2-2 Odes

This document summarizes a lecture on modeling using differential equations. It discusses using ODEs to model damped oscillators and provides examples of analytical and numerical solutions of ODEs. It also covers analyzing models using frequency response and stability, modeling from experiments, using block diagrams, and provides an example of a hovering mesoscale robot project. It previews topics on linear control systems and convolution.

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Daniel Lobo
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98 views

L2-2 Odes

This document summarizes a lecture on modeling using differential equations. It discusses using ODEs to model damped oscillators and provides examples of analytical and numerical solutions of ODEs. It also covers analyzing models using frequency response and stability, modeling from experiments, using block diagrams, and provides an example of a hovering mesoscale robot project. It previews topics on linear control systems and convolution.

Uploaded by

Daniel Lobo
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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CDS 110: Lecture 2-2

Modeling Using Differential Equations

Richard M. Murray and Hideo Mabuchi


4 October 2006

Goals:
• Provide a more detailed description of the use of ODEs for modeling
• Provide examples of the type of analysis that can be done using ODEs

Reading:
• Åström and Murray, Analysis and Design of Feedback Systems, Ch 2
• Advanced: Lewis, A Mathematical Approach to Classical Control, Ch 1

CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 1


Review: Second Order Differential Equations (Ma 1)
Damped oscillator dynamics

Homogeneous solution: f(t) = 0


• Guess form of the solution:
• Substitute into ODE and solve for the constants

Coefficents of sin/cos must be zero


Solve for A & B Use to solve for ", #

• Simplify the solution by pulling out common terms

• Note: this solution holds when ! < 1

CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 2


Second Order Differential Equations, ctd

Particular response: zero initial conditions


•
• Response to constant (step) input, f(t) = F

• Response to sinusoidal input, f(t) = A sin # t

• Form of the solution: sinusoid at same frequency, with shift in mag & phase
• Solving by hand is a mess; we will learn much better ways later

Complete solution: homogeneous + particular

CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 3


More General Forms of Differential Equations
State space form

General form Linear system • x = state; nth order


• u = input; will usually set p = 1
Higher order, linear ODE
• y = output; will usually set q = 1

CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 4


Analytical Solutions of ODEs
Scalar systems

Decoupled systems

• Effect of input modeled by “convolution integral”

General solutions
• Linear systems: use Jordan canonical form and “matrix exponential” (more later)
• Nonlinear system: generally no closed form solutions, expect in special cases

CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 5


Numerical Solution of ODEs
Numerical simulation: Euler integration

• If $ chosen sufficently small, get good approximation analytical solution


• Solution is in the form of a difference equation (with step size $)

• More accurate algorithms: build better approximation to the derivative


• Faster algorithms: choose the step size based on how quickly solution is changing
• Example: Runga Kutta (ode45)

CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 6


Analyzing Models using ODEs: Frequency Response
How does linear system respond to General properties
sinusoidal inputs? • Linear systems: sinusoidal input at
frequency # ! sinusoidal output at
frequency #

• Gain =

• Phase: shift in input sinusoid versus


output sinusoid
magnitude phase

CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 7


Analyzing Models Using ODEs: Stability
ODEs can also be used to prove stability of a systems
• Try to reason about the long term behavior of all solutions
• Stability " all solutions return to equilibrium point (more precise defn later)

Example: spring mass system


• Can we show that all solutions return
to rest w/out explicitly solving ODE?
• Idea: look at how energy evolves in time

• Start by writing equations in state space form


• Compute energy and its derivative

• Energy is positive ! x2 must eventually go to zero


• If x2 goes to zero, can show that x1 must also approach zero (Lasalle, W3)
CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 8
Modeling from Experiments
Example: spring mass system
• Measure response of system to a step input

CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 9


Block Diagrams
Block diagrams separate components of a system into manageable units

Example: cruise control


• Each block corresponds
to a portion of the overall
dynamics
• Write out the individual
blocks as input/output
systems
Body
• Dynamics:
• State: v - velocity of vehicle
• Inputs: F, Fd - force from wheels, external disturbances (wind, hills, etc)
• Output: v - velocity of vehicle

Dynamic versus state blocks


• Some blocks represent static relationships (no states); eg, gears and wheels

CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 10


Standard Block Diagram Notation

Remarks
• SIMULINK uses slightly different symbols in a few places (eg, gain block)

CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 11


Example: Hovering Mesoscale Robot (HOMER)
Project Goals
hind wing
gyroscopes • Characterize and reverse engineer the
sensory-motor control system of the fly
micro • Apply salient features to the design of micro
cameras air vehicles and other autonomous systems
• Experimentation and modeling key comp-
onents of flight control system: (1) take-off,
(2) robustness to wing gust, (3) chemical
tracking, and (4) sensory fusion (visual, gyro)

bio-inspired power control


flexible muscles muscles
exoskeleton

Computation Power

Courtesy Michael Dickinson

CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 12


Vision as a Compensatory Mechanism for Disturbance
Rejection in Upwind Flight
Michael Reiser Sean Humbert
Domitilla Del Vecchio Mary Dunlop
Michael Dickinson Richard Murray

Project results
• Interconnected simplified models that provide
bio-realistic behavior for upwind flight

Insights
• Low level (fast!) vision and sensory motor
processing capable of generated complex
1 meter behaviors that achieve desired response

CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 13


Vision-Based Navigation Using Wide-Field Integration
Sean Humbert (U. Maryland)

• Approach
• Understand & characterize wide field
integration processing in Drosophila
• Near 360° optical flow processing
• Very fast coupling to flight actuation

Flight Stabilization and Obstacle Avoidance

CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 14


Engineering Applications in Vision-Based Navigation

CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 15


Preview: Linear Control Systems and Convolution
x& = Ax + Bu
y (t ) = Ce At x (0) + ???
particular
y = Cx + Du
Homogeneous via matrix exponential
Impulse response, h(t) = CeAtB
• Response to input “impulse”
• Equivalent to “Green’s function”

Linearity ! compose response to arbitrary u(t) using convolution


• Decompose input into “sum” of
shifted impulse functions
• Compute impulse response for each
• “Sum” impulse response to find y(t)

Complete solution: use integral instead of “sum”


t • linear with respect to initial
y (t ) = Ce At x (0) + # Ce A( t "! ) Bu(! )d! + Du(t ) condition and input
! =0 • 2X input ! 2X output when
x(0) = 0
CDS 110, 4 Oct 06 R. Murray/H. Mabuchi, Caltech 16

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