4.6.33Ordinary Differential Equations

Impulse response and transfer function (GNC connection)

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WHAT are we solving?

We study a Linear Time-Invariant (LTI) ODE: any(n)++a1y+a0y=u(t)a_n y^{(n)} + \dots + a_1 y' + a_0 y = u(t)

  • y(t)y(t) = system output (e.g. attitude angle).
  • u(t)u(t) = input / forcing (e.g. thruster command).
  • Linear ⇒ scaling & adding inputs scales & adds outputs.
  • Time-invariant ⇒ kicking now vs. later gives the same shape, just shifted.

WHY does the impulse response give EVERYTHING? (Convolution)

WHAT we want: the output for an arbitrary input u(t)u(t).

HOW we build it (derivation from scratch):

  1. By sifting, write any input as a sum of shifted, scaled impulses: u(t)=u(τ)δ(tτ)dτu(t) = \int_{-\infty}^{\infty} u(\tau)\,\delta(t-\tau)\,d\tau Why this step? The delta picks out the value u(τ)u(\tau); integrating reassembles the whole signal from spikes.

  2. Time-invariance: input δ(tτ)\delta(t-\tau) produces output h(tτ)h(t-\tau).

  3. Linearity: input u(τ)δ(tτ)u(\tau)\,\delta(t-\tau) (scaled spike) produces u(τ)h(tτ)u(\tau)\,h(t-\tau); summing (integrating) over τ\tau: y(t)=u(τ)h(tτ)dτ=(uh)(t)\boxed{\,y(t) = \int_{-\infty}^{\infty} u(\tau)\,h(t-\tau)\,d\tau = (u * h)(t)\,}

So hh alone determines all zero-state behaviour. That's the 80/20 punchline.


The Transfer Function H(s)H(s)

Convolutions are annoying. The Laplace transform turns them into multiplication.

Derivation of H(s)H(s). Apply L\mathcal{L} to L[y]=uL[y]=u with zero initial conditions. Each y(k)skY(s)y^{(k)}\to s^k Y(s): (ansn++a1s+a0)Y(s)=U(s)(a_n s^n + \dots + a_1 s + a_0)\,Y(s) = U(s) H(s):=Y(s)U(s)=1ansn++a0\boxed{\,H(s) := \frac{Y(s)}{U(s)} = \frac{1}{a_n s^n+\dots+a_0}\,}


Figure — Impulse response and transfer function (GNC connection)

Worked Example 1 — First-order (a leaky tank / RC analog)

Solve y+2y=uy' + 2y = u, find h(t)h(t) and H(s)H(s).

  • H(s)H(s): sY+2Y=UH(s)=1s+2sY+2Y=U \Rightarrow H(s)=\dfrac{1}{s+2}. Why? Replace ysYy'\to sY, divide.
  • h(t)h(t): L1{1/(s+2)}=e2t\mathcal{L}^{-1}\{1/(s+2)\}=e^{-2t} for t0t\ge0. Why? Standard pair L{eat}=1/(s+a)\mathcal{L}\{e^{-at}\}=1/(s+a).
  • Check by convolution: for a step input u=1u=1, y=0te2(tτ)dτ=12(1e2t)y=\int_0^t e^{-2(t-\tau)}d\tau=\tfrac12(1-e^{-2t}). Why this step? Convolve known hh with the input; settles to 1/21/2 = DC gain H(0)=1/2H(0)=1/2. ✓ Pole at s=2<0s=-2<0 \Rightarrow stable.

Worked Example 2 — Spacecraft attitude (double integrator)

A thruster torque uu on inertia JJ: Jθ¨=uJ\ddot\theta = u. Take J=1J=1.

  • H(s)H(s): s2Θ=UH(s)=1s2s^2\Theta = U \Rightarrow H(s)=\dfrac{1}{s^2}. Why? Two derivatives ⇒ s2s^2.
  • h(t)h(t): L1{1/s2}=t\mathcal{L}^{-1}\{1/s^2\}=t for t0t\ge0. Why? Pair L{t}=1/s2\mathcal{L}\{t\}=1/s^2. A single impulse of torque makes the angle ramp forever — repeated pole at s=0s=0marginally unstable, so we add control. This is exactly why attitude needs feedback.

Worked Example 3 — Damped oscillator (a real GNC plant)

y¨+2ζωny˙+ωn2y=u\ddot y + 2\zeta\omega_n \dot y + \omega_n^2 y = u.

  • H(s)=1s2+2ζωns+ωn2H(s)=\dfrac{1}{s^2+2\zeta\omega_n s+\omega_n^2}. Poles s=ζωn±ωnζ21s=-\zeta\omega_n\pm\omega_n\sqrt{\zeta^2-1}.
  • For 0<ζ<10<\zeta<1 (underdamped): poles =ζωn±jωd=-\zeta\omega_n\pm j\omega_d, ωd=ωn1ζ2\omega_d=\omega_n\sqrt{1-\zeta^2}.
  • h(t)=1ωdeζωntsin(ωdt)h(t)=\dfrac{1}{\omega_d}e^{-\zeta\omega_n t}\sin(\omega_d t). Why? Inverse of 1/((s+ζωn)2+ωd2)1/((s+\zeta\omega_n)^2+\omega_d^2) uses the pair L{eatsinbt}=b/((s+a)2+b2)\mathcal{L}\{e^{-at}\sin bt\}=b/((s+a)^2+b^2), then divide by ωd\omega_d. Decaying ring = the "fingerprint."


Recall Feynman: explain to a 12-year-old

Push a swing with one quick shove and watch it swing and slowly stop — that swinging pattern is the swing's "personality." If you know that pattern, you can predict what happens for any set of pushes by adding up shifted copies of the same swing-pattern. The transfer function is just that personality written in a math language (Laplace) where "adding up copies" turns into simple multiplying — much easier. And if the swing-pattern keeps growing instead of dying out, the system is unstable, which for a spacecraft means it spins out of control.


Active Recall

What is the impulse response h(t)h(t)?
The zero-state output when the input is δ(t)\delta(t); it solves L[h]=δ(t)L[h]=\delta(t) with h(t)=0h(t)=0 for t<0t<0.
Why does h(t)h(t) determine the response to any input?
By sifting+linearity+time-invariance, any input is a sum of shifted scaled impulses, so y=uhy=u*h (convolution).
State the convolution formula.
y(t)=0tu(τ)h(tτ)dτy(t)=\int_0^t u(\tau)h(t-\tau)\,d\tau (causal case).
Define the transfer function H(s)H(s).
H(s)=Y(s)/U(s)=1/(ansn++a0)H(s)=Y(s)/U(s)=1/(a_n s^n+\dots+a_0) at zero initial conditions; equals L{h}\mathcal{L}\{h\}.
What is L{δ(t)}\mathcal{L}\{\delta(t)\} and why?
11, because 0estδ(t)dt=e0=1\int_0^\infty e^{-st}\delta(t)\,dt=e^{0}=1 by sifting.
How does the convolution theorem simplify things?
L{uh}=U(s)H(s)\mathcal{L}\{u*h\}=U(s)H(s) — convolution becomes multiplication.
What determines stability of an LTI system?
The poles (denominator roots of HH); all must have (p)<0\Re(p)<0 for stable decay.
Impulse response of y+2y=uy'+2y=u?
h(t)=e2th(t)=e^{-2t}, t0t\ge0; H(s)=1/(s+2)H(s)=1/(s+2).
Why is the double integrator θ¨=u\ddot\theta=u not stable?
Repeated pole at s=0s=0; h(t)=th(t)=t grows without bound (marginal), needs feedback control.
Impulse response of y¨+2ζωny˙+ωn2y=u\ddot y+2\zeta\omega_n\dot y+\omega_n^2 y=u (underdamped)?
h(t)=1ωdeζωntsin(ωdt)h(t)=\frac{1}{\omega_d}e^{-\zeta\omega_n t}\sin(\omega_d t), ωd=ωn1ζ2\omega_d=\omega_n\sqrt{1-\zeta^2}.
Does H(s)H(s) include initial-condition effects?
No — only the zero-state (forced) response; nonzero ICs add a separate zero-input term.

Connections

Concept Map

kicked by

zero-state response

sifting into spikes

smeared along input

yields

Laplace transform of

converts convolution to product

maps derivatives to s powers

equals Y over U

models

predicts

LTI ODE system

Dirac delta input

Impulse response h of t

Arbitrary input u of t

Convolution y equals u star h

Output y of t

Laplace transform

Transfer function H of s

GNC thruster to attitude

Hinglish (regional understanding)

Intuition Hinglish mein samjho

Socho ek system ko tum ek dum se ek tez "thappad" (Dirac delta δ(t)\delta(t)) maarte ho aur dekhte ho ki wo kaise hilta hai aur dheere-dheere settle hota hai. Yeh hilne ka pattern hi system ka impulse response h(t)h(t) hai — uska personal fingerprint. Jadoo ki baat yeh hai: agar tumhe h(t)h(t) pata hai, to kisi bhi input u(t)u(t) ke liye output nikal sakte ho, bas hh ki shifted copies ko input ke saath smear (convolve) kar do: y=uhy=u*h. Yeh sab linearity aur time-invariance ki wajah se hota hai.

Convolution thoda tedha hai, isliye Laplace transform lagate hain. Laplace ke andar convolution sirf multiplication ban jaata hai: Y(s)=H(s)U(s)Y(s)=H(s)U(s). Yahan H(s)=Y(s)/U(s)H(s)=Y(s)/U(s) ko transfer function kehte hain, aur ek mast fact yeh hai ki H(s)=L{h(t)}H(s)=\mathcal{L}\{h(t)\} — yaani transfer function impulse response ka hi Laplace roop hai. ODE se H(s)H(s) nikalna easy hai: har derivative y(k)y^{(k)} ko sks^k se replace karo (zero initial conditions par).

GNC (Guidance, Navigation, Control) mein yeh dil ki dhadkan hai. Spacecraft ka thruster ek chhota burst maarta hai (almost delta), aur attitude angle ka response hi h(t)h(t) hota hai. H(s)H(s) ke poles (denominator ke roots) batate hain stable hai ya nahi: agar koi pole right side mein ((s)>0\Re(s)>0) ho gaya, to response phcatega — spacecraft tumble karega. Engineers controller design karke saare poles ko left-half plane mein dhakelte hain. Double integrator θ¨=u\ddot\theta=u ka pole s=0s=0 par double hota hai, isliye h(t)=th(t)=t badhta hi rehta hai — isliye feedback control chahiye hi chahiye.

Yaad rakhna common galti: L{δ}=1\mathcal{L}\{\delta\}=1 hota hai (zero nahi), aur transfer function sirf zero-state (forced) part describe karti hai, initial conditions ka effect alag se aata hai. Bas yeh "DICE-P" chain pakad lo, exam aur real engineering dono cover ho jaayenge.

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Connections