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Mathematics of Sampled Data Systems

Part of a set of study notes on Digital Control
by
M. Tham

CONTENTS

Introduction

Approximation of Differentials
Backward Difference Method
Bilinear Transform
Example
The z-transform
The z-transform and  Approx. Methods
Block Diagrams
Approximation of Differentials

The use of approximation techniques to discretise continuous time systems has its roots in numerical integration, and the two commonly used approaches are:

  • backward difference method
  • bilinear transformation

Backward Difference Method

Starting in the Laplace domain, the Laplace operator ‘s’ is replaced by a first order difference operator, i.e.

where , and Ts is the sampling interval.

't' denotes current time, and the term is regarded as a time shift operator. The index indicates how many integer multiples of the sampling interval is involved in the time shift, with the sign of the index denoting whether it is a forward (plus sign) or backward (minus sign) shift. For example,

or

To simplify notation, this can be written as

or

that is, the sampling interval is treated as a 'unit' of time.

Since the Laplace operator ‘s’ is equivalent to the differential operator in the time domain, it should be obvious that the backward difference method is the well known Euler's approximation to a differential. As such, the use of this approximation suffers from the same accuracy limitations. The sampling interval must be sufficiently small for accurate conversion from the continuous time domain to the discrete time domain. A more forgiving conversion, especially with high order systems, is the Bilinear Transform.

Bilinear Transform

The Bilinear Transform is also known as Tustin's Rule as well as the more familiar Trapezoidal Rule used in numerical integration. Here, the Laplace operator ‘s’ is replaced by:

where the term has the same meaning as before. Using this transformation, the sampling interval can be much larger, although the ensuing algebraic manipulations become more tedious. The benefit of using this transformation is only obvious with high order systems that have poles of quite different magnitudes.

Example:

As an example, consider a first-order ODE, relating some output y(t) to an input u(t),

This system has the following Laplace transfer function:

Applying the backward difference method,

i.e.

Rearrangement gives the recursive difference equation

Now, if we use the Bilinear Transform, we obtain

i.e.

Therefore, given the Laplace transfer function of a continuous system, the application of either approximation method will quickly yield discretised models. Both methods are useful in that any continuous time controller design may be quickly discretised using either conversion techniques.

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© Copyright M.T. Tham (1996-2000)Goto Ming's Home Page
Please email errors, comments or suggestions to ming.tham@ncl.ac.uk.