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At the right is a movie

of an airplane - actually a
biplane - in which the pilot
suddenly changes the
controls so that the altitude
of the biplane changes. The
new steady state altititude is
higher than the previous
altitude. This system shows
time constant behavior as
the airplane changes
altitude. You can click the
button at the lower right to
see the path followed by the
biplane. Click on the button
and release the mouse
outside the button to let the
path be shown continuously.
This is an example of a
time-constant you can see.

A Siren

An old-fashioned siren
is an example of a time
constant you can hear. Listen
to a siren as it starts up.

A Thermal System

Take a pair of cotton or

wool gloves and put them in a
refrigerator for a half hour.
Then take them out and put
them on your hands. As they
warm up you will experience a
time constant you can feel.

A Resistor-Capacitor Circuit

In this system, applying

Kirchoff's Laws and the
voltage-current relations for
a resistor and capacitor
produces a first order linear
differential equation relating
the output voltage to the
input voltage.

1 of 15 The circuit diagram

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An Introduction To System Dynamics - First and Second Order Linear... https://www.facstaff.bucknell.edu/mastascu/eControlHTML/SysDyn/...

The circuit diagram

The circuit equation

Here's another system

that satisfies first order
differential equation.

Here is a heated Space

with Insulation. In this
system heat flows into a
heated space and the
temperature within the
heated space follows a first
order linear differential
equation.

The system diagram

The system equation

Here's one more system

that satisfies a first order
differential equation.

Psychologists tell us
that memory obeys the same
kind of differential equation
as the previous two systems.
If you learn information,
what you retain satisfies a
first order differential
equation.

As you think about the

systems above they come
from very diverse places,
including aerodynamics,
themal dynamics, circuit
theory and psychology.
However, there is a common
mathematical description for
all of those systems. That's
what you need to focus on in
this lesson. When you learn
about first order system
dynamics you are learning a
topic that:

Has applicability
to a wide variety of
areas
Is a good
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y
areas
Is a good
introduction to
more complex
system dynamics,
like second order
systems and more
complex systems of
higher order.

order systems is important
for these reasons. We'll
start learning about first
order systems by learning
how a first order system
responds to two inputs, the
unit impulse and the unit
step. We choose these
inputs because they are basic
kinds of inputs, and the
characteristics of impulse
responses and step responses
for systems give insight into
how the system will behave
for other kinds of inputs.

Impulse Response Of A
First Order System

The impulse response of

a system is an important
response.

The impulse
response is the
response to a unit
impulse.
The unit impulse
has a Laplace
transform of unity
(1). That gives the
unit impulse a
unique stature

If a system has a unit

impulse input, the output
transform is G(s), where G(s)
is the transfer function of
the system. The unit impulse
response is therefore the
inverse transform of G(s), i.e.
g(t), the time function you
get by inverse transforming
G(s). If you haven't begun to
study Laplace transforms
yet, you can just file these
last statements away until
you begin to learn about
Laplace transforms. Still
there is an important fact
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you begin to learn about

Laplace transforms. Still
there is an important fact
buried in all of this.

Knowing that the

impulse response is
the inverse
transform of the
transfer function
of a system can be
useful in identifying
systems (getting
system parameters
from measured
responses).

In this section we will

examine the shapes/forms of
several impulse responses.
first order systems, and give
you links to modules that
discuss other, higher order
responses.

A general first order

system satisfies a
differential equation with
this general form.

If the input, u(t), is a unit

impulse, then for a short
instant around t = 0 the input
is infinite.

Let us assume that the

state, x(t), is initially zero,
i.e. x(0) = 0. We will
integrate both sides of the
differential equation from a
small time, e, before t = 0, to
a small time, e, after t = 0.
We are just taking advantage
of one of the properties of
the unit impulse.

The right hand side of

the equation is just Gdc since
the impulse is assumed to be
a unit impulse - one with unit
area. Thus, we have:

We can also note that

x(0) = 0, so the second
integral on the right hand
4 of 15 side is zero. Also the
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x(0) = 0, so the second

integral on the right hand
side is zero. Also the
leftmost integral becomes:

x(e) - x(-e)

In other words, what the

impulse does is it produces a
calculable change in the
state, x(t), and this change
occurs in a negligibly short
time (the duration of the
impulse) after t = 0. Later
we should realize that for
this to happen, the duration
of the impulse should be
much less than the time
constant, t. In any event, we
can calculate the change in x
as:

Dx = Gdc / t

So, the way we have to view

the effect of the impulse in
this system is that the
impulse changes the value of
the state, x(t), in a short
time right after t = 0. In
effect, the system is now
going to run from a new initial
condition, Dx (given above),
and there will be no input
after t = 0 because the
impulse has stopped - gone
away - become identically
zero.

That leads us to a
simple strategy for getting
the impulse response.

Calculate the new initial

condition after the
impulse passes.
Solve the differential
equation - with zero
input - starting from the
newly calculated initial
condition.

If u(t) = 0, and it x(0-) = 0,

the solution (when the input
is a unit impulse) is:

x(t) = x(0+)e-t/t =
(Gdc/t)e-t/t

Another viewpoint

We can also look at this

problem in the transform
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We can also look at this

problem in the transform
domain.

If we have this
differential equation:

Then the system has a

transfer function:

Then, if the input is a

unit impulse, the impulse
has a transform of 1, so
that the transfer
function is the
transform of the
output. Takine the
inverse transform of the
transfer function, we
find that the impulse
response is:

x(t) = (Gdc/t)e-t/t

And, this is exactly

what we found on the earlier
using a different method!

Let us summarize what

we now know about impulse
responses for first order
systems.

First order systems

satisfy this generic
differential equation.

For a unit impulse input,

the response is:

x(t) = (Gdc/t)e-t/t

Since the system is

linear, larger impulses
will produce
proportionally larger
responses.
The impulse response is
the inverse transform of
the transfer function of
the system with the
differential equation
above:

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Now, we need to
examine what the impulse
response looks like. Let us
look at an example.

Example

E1 Consider a system with

the following parameters.

t = 0.1 sec
Gdc = 20

The problem is to determine

the impulse response of a
system that has these
parameters. We know the
form of the impulse
response:

x(t) = (Gdc/t)e-t/t

With the parameters above,

the impulse response is:

x(t) = (Gdc/t)e-t/t

x(t) = (20/.1)e-t/.1

x(t) = 200e-10t

And even though the DC gain

is only 20, the impulse
response starts at a value of
200!

E2:

At the right is the

impulse response of a system
- i.e. the response to a unit
impulse. The system starts
with an initial condition of
zero just before the impulse
comes along at t = 0, so x(0-)
= 0. Here the problem is the
inverse of the problem
above. We are given the
impulse response, and we
need to compute the
parameters of the system.
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need to compute the

parameters of the system.

We can see that the

impulse response immediately
jumps to a value of 20. Then,
if the form of the impulse
response is given by:

x(t) = (Gdc/t)e-t/t
we must have:
Gdc/t = 20

That's part of what we need.

If we can now find either the
DC gain or the time constant,
then we can compute both
parameters. If we can find
the DC gain, we can use the
equation just above to find
the time constant and
vice-versa.

The problem is that

there doesn't seem to be an
easy way to get the DC gain.
However, we might be able to
compute the time constant
because the time constant is
what determines the rate of
decay. Let's try to use the
other information in the
response curve. At 2
seconds, it looks like the
response has decayed to 8 or
maybe a little under 8. That
looks like a good point to use
because we can get the
values relatively accurately.
(And, if that's not possible,
you'll have to use whatever
you think will work the best.)
Anyhow, at 2 seconds we
have:

x(t) = (Gdc/t)e-t/t

x(2) = 8 = 20e-2/t

last equation:

e-2/t= (8/20) = 0.4

So

-2/t = ln(0.4) =
-0.9163

or

t = 2/0.9163 = 2.2
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t = 2/0.9163 = 2.2
sec

Finally, we can use this

information to determine the
DC gain. Previously we found:

Gdc/t= 20

so:

Gdc = 20*t =
20*2.2 = 44

And, we can draw a few

conclusions from these two
examples.

Calculating the impulse

response is straight-
forward. Given the
system parameters it is
not difficult to calculate
- predict - the response
of the system.
The inverse problem is
somewhat more
difficult. Given a
response, you will have
to be more inventive to
determine what the
system was that
produced the given
response - the system
identification problem.
The underlying theory is
the same. You use the
same general principles
to solve both problems,
but the way you have to
use the information
makes the identification
problem more difficult.

Now, let us move on to

the step response of this
system.

Step Response Of A
First Order System

A standard first order

linear system will satisfy this
differential equation.

A first order linear system

will almost always have this
form - or can be put into this
form. The variables and
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m y
form - or can be put into this
form. The variables and
parameters of this system
are:

x(t) = Response of
the System,
u(t) = Input to the
System,
t = The System
Time Constant,
Gdc = The DC Gain
of the System.

Next, we are going to

investigate what the
response of this system is
when the input is a constant.

We are going to solve

the differential equation
describing a first order
system and we are going to
assume that that input is a
constant. That's an
important special case for
this system. Let's take the
differential equation, and
rearrange it so that we can
integrate it.

integrate.

And, we can integrate this

fairly easily, obtaining:

which becomes:
x(t) - Gdcu(t)= e-t/t(x(0)
-Gdcu(t))
or:

Gdcu(t)

Now, let's look at the

details of this expression,

We assumed the input,

u(t), was constant.
When t = 0, i.e. when the
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u(t), was constant.

When t = 0, i.e. when the
system starts, the value
of x(t) as given by this
expression is just x(0),
exactly what it should
be.
As time goes on, the
value of x(t) approaches
GdcU.

Examples

E3 Consider a system with

the following parameters and
inputs.

x(t) = Response of
the System and
x(0) = -2
u(t) = Input to the
System, and u(t) = 5
for t > 0
t = The System
Time Constant = 1
second
Gdc = The DC Gain
of the System = 1

Put those numbers into the

expression above, and you will
get this plot of the response
of the system.

It starts at -2!
It approaches 5.
The time constant is one
second. That may not be
obvious, so try to check
it out.

E4 Here is a movie that

shows how the step response
of a system changes as the
DC Gain changes. Here are
the parameters for this
system.

x(t) = Response of
the System and
x(0) = 0
u(t) = Input to the
11 of 15 System, and u(t) =1
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x(0) = 0
u(t) = Input to the
System, and u(t) = 1
for t > 0
t = The System
Time Constant = 5
seconds
Gdc = The DC Gain
of the System

E5 Here is a movie that

shows how the step response
of a system changes as the
DC Gain changes. Here are
the parameters for this
system.

x(t) = Response of
the System and
x(0) = 0
u(t) = Input to the
System, and u(t) = 1
for t > 0
t = The System
Time Constant
Gdc = The DC Gain
of the System = 1

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Experiment/Example

E6 Finally, here is a
simulation of a general first
order system. In this
simulation, you can change
the DC gain and the time
constant, giving you a chance
to experiment with a first
order system.

Some Observations on
First Order Systems

There are some

important points to note
about the step response of a
first order linear system.

When the step is

applied, the derivative
of the output changes
immediately.
To check this
observation, move
back up to the
videos and note how
the derivative
changes when the
step is applied.
The size of the
derivative change
depends upon the
size of the step,
but as long as the
step is non-zero,
the derivative will
have a jump.
To get the steady state
value, multiply the input
step size by the DC
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value, multiply the input

step size by the DC
Gain.
If the input is not a
step but if it does
state value, the
output will be the
DC Gain multiplied
by the steady state
value of the input.

That's pretty much it

for the step response of a
first order system. Now
that you know what it looks
like it's time to start looking
at how you can use this
concept.

Encountering First
Order Systems

Once you know how a

first order system responds
to impulse and step inputs,
there are several different
ways you can use that
information.

If you have a first order

system, with either a
step or impulse input,
you can compute the
output response of the
system. That is an
analysis problem.
If you have an unknown
system, and you have
input and output data,
and your data set
resembles an impulse
input and a first order
impulse response, or a
step input and a first
order step response,
then you can use what
you know to determine
what the system is.
That is a system
identification problem.

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