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Step 3, second-order systems: from the physical model to the transfer function, characteristic equation, symbols, s-plane, lab, specifications, comparison of five systems and exercises.

CDSSC · Step 3 (complete) · builds on Step 1 (K, first order) and Step 2 (poles → shape)
Second-order systems (sistemas de segundo orden)

Formulas and names in English, Spanish in brackets as on the slides. Goal: go from the physical equation to G(s), read \omega_n,\ \zeta,\ K from it, draw the poles and, without simulating, say how much it will overshoot, when it reaches its peak and when it settles.

1 From physics to G(s) · 2 Characteristic equation · 3 Symbols · 4 Other applications · 5 s-plane step by step · 6 Lab · 7 Specifications · 8 Five systems · 9 Pitfalls · 10 MATLAB · 11 Test yourself
Step 3 on one card
Standard form (SS-10 p.3)
G(s)=\dfrac{K\,\omega_n^2}{s^2+2\zeta\omega_n s+\omega_n^2}
Poles and their geometry (SS-10 p.3–5)
p=-\sigma\pm j\,\omega_d
\sigma=\zeta\,\omega_n\qquad \zeta=\cos\theta
\omega_d=\omega_n\sqrt{1-\zeta^2}
Step response specifications (FR-06 p.4; 5 % band SS-08 p.6) and the pole feature that sets each one
overshoot · pole angle
M_p=\exp\!\left(\dfrac{-\pi\zeta}{\sqrt{1-\zeta^2}}\right)
peak time · pole height
t_p=\dfrac{\pi}{\omega_d}
settling time · how far left
t_s\approx\dfrac{3}{\sigma}
rise time · distance from origin
t_r\approx\dfrac{1.8}{\omega_n}

1 · From physics to G(s): model → transfer function (función de transferencia)

One example runs through the whole step: a quarter car on one wheel. Mass m (weight of the body), a spring with stiffness k (how many newtons per metre of compression), a damper (amortiguador) with coefficient c (how many newtons it brakes with at a speed of 1 m/s). Someone gets in: a force F pushes down. Output y = how far the body sinks.

m F (down) k c y spring pulls up: −k·ydamper brakes: −c·ẏ
Derivation step by step
General recipe: ODE → G(s) (SS-05 p.2, SS-04 p.13)
  1. Write the differential equation (Newton for mechanics, Kirchhoff for circuits). Everything with the output y on the left, the input u on the right.
  2. Laplace with zero initial conditions: every derivative = multiplying by s. \ddot y\to s^2Y,\ \dot y\to sY,\ y\to Y.
  3. Take Y(s) out as a common factor and divide: G(s)=Y(s)/U(s).
  4. Divide the numerator and denominator by the coefficient of s^2 and compare with the standard form.
Is c our zero? No. Zeros (ceros) are the roots of the numerator, poles (polos) are the roots of the denominator (SS-05 p.3). Here the numerator is a constant, so there are no zeros at all. All three parameters m,\ c,\ k sit in the denominator, so together they set the poles. A zero would only appear if the input also acted through a derivative (e.g. the road pushes the wheel through the damper: numerator cs+k).

2 · A way without rearranging the formula: solve the characteristic equation (ecuación característica)

Yes, you can do it this way. It is a fully valid method.
The poles are simply the solutions of denominator = 0 (the characteristic equation, polinomio característico, SS-05 p.3). You solve an ordinary quadratic equation, get a complex number -\sigma\pm j\omega_d (SS-10 p.3), and read \omega_n and \zeta from the geometry: length and angle (SS-10 p.4–5). No need to match anything to the standard form.
The car step by step: 250s^2+3000s+25000=0
  1. Discriminant (discriminante): \Delta=b^2-4ac=3000^2-4\cdot250\cdot25000=-16\cdot10^6. Negative, so the roots are complex.
  2. Quadratic formula: s=\dfrac{-b\pm\sqrt{\Delta}}{2a}=\dfrac{-3000\pm j\,4000}{500}=-6\pm8j
  3. Read the pole's "address": \sigma=6 (how far left), \omega_d=8 (how far up).
  4. Length (Pythagoras): \omega_n=|p|=\sqrt{\sigma^2+\omega_d^2}=\sqrt{36+64}=10
  5. Angle: \zeta=\cos\theta=\sigma/\omega_n=6/10=0.6
Way A: compare with the standard formWay B: roots of the equation
you dodivide by a, read \omega_n^2 and 2\zeta\omega_nΔ, quadratic formula, read \sigma,\ \omega_d, then Pythagoras and cosine
good whenG(s) already looks like the standard form (fast in the exam)you want to understand where the poles are; any polynomial, also higher order
MATLABdamp(G)roots([250 3000 25000])

Calculator: enter the denominator coefficients

a\,s^2+b\,s+c=0a b c
Examples:

The quadratic formula is ordinary school maths. Reading σ, ωd from the pole: SS-10 p.3. ωn = magnitude, ζ = cos θ: SS-10 p.4–5. Vieta and the calculator are my own additions, not from the slides.

3 · Symbols one by one

G(s)=\frac{K\,\omega_n^2}{s^2+2\,\zeta\,\omega_n\,s+\omega_n^2}\qquad\longleftrightarrow\qquad G(s)=\frac{1/m}{s^2+\frac{c}{m}s+\frac{k}{m}}

Left: standard form, SS-10 p.3 (SS-10 writes ξ instead of ζ, it is the same letter). Right: the car after dividing by m. Compare term by term.

\omega_n
natural frequency (frecuencia natural no amortiguada) =\sqrt{k/m}
How fast the car would bounce without a damper. Stiff spring or light mass: fast. It is the "speed" of the whole system. It does not depend on c.
In the s-plane (plano s): distance of the pole from the point (0, 0). Dashed circle = all poles with the same ωn.
\zeta
damping ratio (coeficiente de amortiguamiento) =\dfrac{c}{2\sqrt{km}}
How hard the damper brakes compared with the amount that is "just enough not to overshoot" (\zeta=1). \zeta=0: bounces forever. \zeta=0.6: overshoots once, a little. \zeta\ge1: does not overshoot. No unit.
In the s-plane: the pole angle, \zeta=\cos\theta.
K
static gain (ganancia estática) =G(0)=1/k in this example
Where the motion stops, per unit of input. At the end nothing moves, so the spring alone holds the force: y_\infty=F/k (Hooke's law). Does changing k change K? Here yes, but only because the input is a force. In an RLC circuit or in an arm with a controller (part 4) K=1 whatever the stiffness. Besides, k also changes \omega_n and \zeta.
In the s-plane: not there. Poles tell you shape and speed, not the final value.
\sigma
decay rate (factor de amortiguamiento o decrecimiento) =\zeta\omega_n=\dfrac{c}{2m}
How fast the bouncing dies out: the funnel of the envelope (envolvente) e^{-\sigma t}. Unit 1/s.
In the s-plane: how far left of the vertical axis the pole lies.
\omega_d
damped frequency (frecuencia amortiguada) =\omega_n\sqrt{1-\zeta^2}
How fast the car really bounces, the one you count on the plot. Unit rad/s.
In the s-plane: height of the pole above the horizontal axis.
m
mass (masa): inertia, i.e. resistance to speeding up. Heavier car: slower (smaller ωn) and smaller ζ with the same damper. It is a parameter of this example: in other systems a different quantity plays the same role (part 4).
Why is \omega_d<\omega_n? In the s-plane it is a right triangle: \sigma to the left, \omega_d up, \omega_n is the hypotenuse. Pythagoras: \omega_n^2=\sigma^2+\omega_d^2, and the hypotenuse is always longer. Physically: the damper does not only kill the bouncing, it also slows it down. Only two numbers are independent (SS-10 p.3): usually \omega_n and \zeta, you calculate the rest.

4 · The same thing in other applications

Mass, spring and damper are just one "costume". Every second-order system (sistema de segundo orden) has the same three roles: inertia (what does not want to speed up), stiffness (what pulls back) and damping (what brakes the motion). The formulas are always the same:

\omega_n=\sqrt{\frac{\text{stiffness}}{\text{inertia}}}\qquad \zeta=\frac{\text{damping}}{2\sqrt{\text{stiffness}\cdot\text{inertia}}}
systemequationinertiadampingstiffnessK
car (force as input)m\ddot y+c\dot y+ky=Fmass mdamper cspring k1/k
robot arm with P controllerJ\ddot\theta+b\dot\theta+K_p\theta=K_p\theta_{ref}moment of inertia Jviscous friction bgain K_p ("virtual spring")1
RLC circuit (voltage across C)L\ddot v_C\!+\!R\dot v_C\!+\!\tfrac{1}{C}v_C=\tfrac{1}{C}vinductor Lresistor Rinverse of the capacitor 1/C1

The models and numbers in parts 1, 4 and 6 are mine (Newton / Kirchhoff), not from the slides. ODE → G(s) procedure: SS-05 p.2, derivative rule: SS-04 p.13.

5 · The s-plane (plano s) step by step

Reminder from Step 2: every point of the s-plane is one way of moving (mode). Horizontal axis (Re): dies out or grows. Vertical axis (Im): how fast it bounces. We draw the poles (polos) of the car: s=-6\pm8j. The last step answers the question of which way the angle is measured.

6 · Lab: pick a system and turn the physical parameters

The sliders change real parts (mass, spring, damper, inductor...). Next to them you see the step response and the poles straight away. Numbers below the plots.

System:
Set damping to:
Step response
nowpinned (dashed)final value and ±5 % bandpeak ▲ and exact ts
Poles in the s-plane (fixed scale for each system)
What to notice

7 · Step response specifications (especificaciones)

First: is ts different from first order?

No. It is the same "3 time constants" rule.
Step 1: first order (SS-09 p.6)
t_s=3T
Step 3: second order (SS-10 p.12)
t_s\approx 3\cdot\tfrac{1}{\sigma}=\frac{3}{\sigma}
Second-order waves sit inside an envelope (envolvente) that shrinks like a first-order system with time constant T=1/\sigma (SS-10 p.6). In the s-plane: the further left the pole lies, the faster everything dies out, in both cases.
0.30
Comparison
second orderenvelope e^(−σt)first order with T = 1/σ (dashed)±5 % band

Four numbers that describe the response

Overshoot (sobreoscilación)
M_p=\frac{y_p-y_\infty}{y_\infty}=\exp\!\left(\dfrac{-\pi\zeta}{\sqrt{1-\zeta^2}}\right)
How far the peak goes above the final value, as a fraction of the final value. Depends only on ζ, i.e. on the pole angle.
definition SS-10 p.9 · formula FR-06 p.4
Peak time (tiempo de pico)
t_p=\frac{\pi}{\omega_d}
Time to the first peak: half a period of the bouncing, because a full period is 2\pi/\omega_d.
definition SS-10 p.8 · formula FR-06 p.4
Settling time (tiempo de establecimiento)
t_s(5\%)\approx\frac{3}{\sigma}\qquad t_s(1\%)\approx\frac{4.6}{\sigma}
Time after which the response enters the ±5 % band around the final value and never leaves it again. The course uses 5 %.
band SS-08 p.6 · 3/σ ≈ π/σ SS-10 p.12 · 4.6/σ FR-06 p.4
Rise time (tiempo de subida)
t_r\approx\frac{1.8}{\omega_n}
Time from 10 % to 90 % of the final value. A rough rule, best around ζ ≈ 0.5.
FR-06 p.4 (figure 0.1 → 0.9)

One specification = one pole feature (SS-10 p.13, FR-06 p.5)

you move the pole…growseffectbecause
further left\sigmashorter t_sthe envelope dies out faster
higher\omega_dshorter t_pit bounces faster
larger angle θ\theta\ (\zeta\downarrow)larger M_pζ = cos θ decreases
further from the origin\omega_nshorter t_reverything speeds up
Mp for several ζ (formula FR-06 p.4):

8 · Five systems side by side

Work out each row with the recipe from part 1, then reveal.

Column ts: top = estimate 3/σ, bottom = measured exactly. In the overdamped (sobreamortiguado) quadcopter the slower pole (−1) sets the speed.

Step responses of the five systems (tick to show or hide)
Five responses

Inverse problem: specifications → region in the s-plane (preparation for FR-06)

\zeta_{min}=\frac{-\ln M_p}{\sqrt{\pi^2+\ln^2 M_p}}

This inversion of the formula from FR-06 p.4 is my own algebra (solved for ζ). The slide only shows the shapes of the regions (FR-06 p.5).

10 %
1.5 s
Pole map: green = meets both specifications
Which systems pass

Quiz on the five systems

9 · Pitfalls

\xi (SS-10) and \zeta (FR-06, Franklin, MATLAB) are the same damping ratio (coeficiente de amortiguamiento).
Angle: the mathematical argument of a pole is measured from the positive Re axis, counter-clockwise (−6 + 8j: 126.9°). SS-10 uses the supplementary angle \theta=180^\circ-\arg p (53.1°), measured from the negative Re axis, so that \zeta=\cos\theta (SS-10 p.4). FR-06 p.4 and Franklin measure from the Im axis: \sin^{-1}\zeta (36.9°), so sin and cos swap (SS-10 p.5, footnote 1).
c is not a zero. Zeros are roots of the numerator, and c sits in the denominator, so it moves the poles (SS-05 p.3).
K is not the numerator. \frac{50}{s^2+6s+25} has K = 2, not 50, because K=\text{numerator}/\omega_n^2=G(0).
First divide by the coefficient of s^2 (m, J, L...). 250s^2+3000s+25000 → s^2+12s+100. Otherwise ωn and ζ come out wrong.
Mp is measured relative to the final value, not to 1 or to the step size. K = 2 and peak 2.66: M_p=0.66/2=33\% (SS-10 p.9).
t_s\approx3/\sigma is an estimate from the envelope (SS-10 p.12). The exact ts can be a bit smaller or larger and jumps when ζ changes (the "exact" column in the lab). MATLAB stepinfo uses 2 % by default.
The Mp and tp formulas only work for 0 < ζ < 1 and a pure second-order system without zeros. Extra poles or zeros close to the dominant ones change the response (SS-10 p.2, FR-06 p.8).
What you see as bouncing has frequency ωd, not ωn: t_p=\pi/\omega_d.

10 · MATLAB

s = tf('s');
m = 250; c = 3000; k = 25000;
G = 1/(m*s^2 + c*s + k)      % model -> transfer function, straight from m, c, k
damp(G)                      % Pole -6 +/- 8i, Damping 0.6, Frequency 10
pzmap(G)                     % pole map
step(800*G)                  % response to F = 800 N, final value 800/k = 0.032 m
S = stepinfo(G, 'SettlingTimeThreshold', 0.05)   % 5 % band like the course
                             % S.Overshoot in %, S.PeakTime, S.SettlingTime, S.RiseTime (10-90 %)
step(G, 1/(m*s^2 + 1000*s + k), 1/(m*s^2 + 8000*s + k)); legend('c=3000','c=1000','c=8000')

Expected: Overshoot ≈ 9.5, PeakTime ≈ 0.39, SettlingTime close to 0.5 (estimate 3/σ).

11 · Test yourself

E1. Model → G(s). Robot arm: J\ddot\theta+b\dot\theta+K_p\theta=K_p\theta_{ref}, J = 0.05 kg·m², b = 0.5, Kp = 5. Find ωn, ζ, K.
ωn ζ K
E2. Model → G(s). RLC circuit: L = 0.1 H, R = 6 Ω, C = 1 mF, output = voltage across C. Find ωn and ζ.
ωn (rad/s) ζ
E3. G(s)=\dfrac{48}{2s^2+8s+32}. Find:
ωn ζ K
Mp (%) tp (s) ts 5 % (s)
E4. A pole lies at -4+3j. What are ωn, ζ and the angle θ according to SS-10?
ωn ζ θ (°)
E5. You increase only the damping (c, b or R). What does the pole do?
E6. Specifications: Mp ≤ 10 %, ts ≤ 2 s. Do the poles -2\pm3j meet them?
E7. Does the rule t_s=3T from Step 1 stop working in second order?
E8. Way B. Solve s^2+4s+13=0 and give σ, ωd, ωn, ζ.
σ ωd ωn ζ

12 · Next

Sources: SS-04 Transformada de Laplace p.13 (derivative → s, zero initial conditions) · SS-05 Función de transferencia p.2 (ODE → G(s)), p.3 (poles = roots of the denominator, zeros = of the numerator) · SS-08 Respuesta temporal p.6 (±5 % band) · SS-09 Sistemas de primer orden p.6 (ts = 3T) · SS-10 Sistemas de segundo orden p.2 (prototype, conjugate poles), p.3 (standard form), p.4 (ωn = magnitude, θ = supplementary angle of the argument), p.5 (ξ = cos θ, footnote on Franklin), p.6 (envelope T = 1/σ), p.7 (step response), p.8 (tp), p.9 (Mp), p.12 (ts ≈ 3/σ ≈ π/σ), p.13 (σ → ts, ωd → tp, θ → Mp) · FR-06 Especificaciones p.4 (formulas for tr, Mp, ts, tp), p.5 (regions), p.8 (zeros and extra poles). The car, arm and RLC models and their numbers are mine.