Questions tagged [differential-equation]

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76 views

Why does Simulink generate this code for a PID controller?

For the Simulink PID Controller model The Simulink generated code (rewrite for better understanding) is: ...
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1answer
67 views

Why is particular solution zero for an impulse excitation signal?

We were being taught the impulse response for a series RC Circuit- consisting of simply one resistance, one capacitor, and an impulse excitation all in series. I get that the homogeneous part of the ...
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0answers
6 views

Adding noise in frequency domain while solving an SPDE

I’m implementing a numerical solver to a certain kind of a 2D stochastic PDE using Fourier Transforms. So, this solver is a Galerkin type method, which means that choosing the right basis functions I ...
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15 views

Square pulse test of Upwind Finite Differences

I`m analyzing the numerical methods for the 1D convection equation for stability, consistency, and accuracy. I want to see How does this square pulse move in domain and time? Here is my code % ...
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1answer
252 views

RC high pass filter differential equation

I have the question to derive: $$RC \frac{dy(t)}{dt} + y(t) = RC \frac{dx(t)}{dt}$$ which describes a high pass filter or $CR$ circuit with $x(t)$ the input and $y(t)$ the output. I am really ...
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0answers
50 views

Causal and Non-memoryless LTI sytems described by LCCDE

I was wondering about the nature of stable systems (in the BIBO sense) that are causal with memory for which we wish to represent them by LCCDE (if they may exist). How frequent do LCCDE exist such ...
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2answers
169 views

From transfer function to differential equation

I have the below detailed solution (boxed in blue) that I don't understand completely: I can reconstitute the differential equation from: $$ (1+Ts) X(s) = K_v U(s) $$ $$ x(t) + T\dot x(t) = K_v u(t) $...
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39 views

Augment State Space Model with Derivative of State

Problem How do you augment a state space model with the derivative of a state? I know how to augment a state space model with the integral of a state by doing the following. Given a linear system $$ \...
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21 views

Parameter tracking using Augmented state vector approach and unscented Kalman filter

I'm trying to reproduce and extend figure 9 results in Nonlinear dynamical system identification from uncertain and indirect measurements"HU Voss, J Timmer, J Kurths - International Journal of ...
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1answer
141 views

Stability of a system in time-domain

Consider a system for which the input $x(t)$ and output $y(t)$ are related by the differential equation $$\frac{d^2y(t)}{dt^2} + \frac{3}{2}\frac{dy(t)}{dt} - y(t) = x(t) \tag{1}$$Determine $h(t)$ for ...
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1answer
51 views

How does the intuitive notion of causality fit in with control systems?

Edit: By causality, in this question, I do not mean the traditional mathematical definition in the theory o signals and systems; I mean causality as in an intuitive 'what's moving/pushing what notion'....
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35 views

How to I get transfer function?

there is a ODE $dx/dt-ax(t)=u(t)$ Firstly, I have to find the transfer function $u$ to $x$ using exponential input. So I put $u(t)=e^{st}$ to the ODE, and I got $x(t)=x(0)e^{at}+1/(s-a)e^{st}$. In ...
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1answer
150 views

Confusion in initial condition of differential equation using Laplace transform transform

I'm confused in solving linear constant coefficients differential equations (LCCDEs) by Laplace transform if initial conditions are given at time just before $t=0$ just after $t=0$ exactly at $t=0$ ...
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1answer
425 views

Impulse response if initial conditions are given

In most books, impulse response of LTI systems are calculated by assuming initial rest condition, but how to calculate response of an impulse input if there are some initial conditions present ? My ...
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1answer
90 views

Finding the system output by convolution

pretty new to this concept, so do bear with me. A linear dynamic system is described by the following differential equation: Transfer function H(s) is calculated to be = I've already found the ...
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101 views

Output Noise Power for ODE

My system is described by the following ODE: $$ \frac{\mathrm{d}y(t)}{\mathrm{d}t} = a-y(t)x(t) $$ Where $a$ is a constant and x(t) is a poisson process so that: $$ E[x(t)x(s)] = qI\delta(t-s) $$ ...
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45 views

Is a LTI system with dead-time equivalent with a LTI system with no dead-time but delayed input signal?

I wonder if the system parameters would remain the same after all. According to the definitions, the gain is the change of the output induced by the change of the input if we assume that the gain is ...
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0answers
63 views

Is non-causal, non-LTI solution to difference equation correct?

Find a solution to the difference equation $y[n]-\frac{5}{6}y[n-1]+\frac{1}{6}y[n-2]=\frac{1}{3}x[n-1]$ that is neither casual nor LTI, where $y[0]=y[1]=1$ and $x[n]=\delta[n]$ The homogenous ...
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1answer
48 views

Proof for the solution of homogenous difference equation

Suppose the output $y_h[n]$ of a linear, time-invariant system is described by by the following equation for input $x[n]=0$, $$\sum_{k=0}^{N}a_k y_h[n-k] = 0$$ My book states the $y_h[n]$ is in fact ...
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1answer
41 views

Difference equation with variable coefficients in MATLAB

Given the following difference equation $$y[n]-\left(\dfrac{n}{n+1}\right)y[n-1] = n\cdot x[n]$$ How can we use MATLAB to solve it? I know if the coefficients are constant we can simply use ...
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1answer
482 views

Determine the system function H(s) of a system and find out the differential equation

I have created the following system for practice purposes. From this system I want to determine the system function H(s). In the picture I have worked with auxiliary (dummy) variables, which should ...
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2answers
2k views

LCCDE in simple words?

What is LCCDE?I only know its abbreviation/full form :linear constant-coefficient difference equation I know that in s domain we have differential equations and in z domain we have difference ...
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1answer
66 views

Damped spring mass system - parameter estimation

I've tried to calculate the parameters of a damped spring mass system of the form $m~ y''(t)+d~y'(t)+c~y(t)=F(t)$ but I have some problems determining the mass m of the system. The damped ...
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1answer
313 views

Transform a Continuous Time Differential Equation of a Low Pass Filter to Discrete Time

Assuming I have a linear differential equation of first order low pass filter: $$RC*y(t)'+y(t) = x(t) $$ And Assuming i know now that the input x(t) is being sampled at a rate of $T_s$ how can now ...