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Tuesday, March 22, 2016

SIM7: determining both the time constant (Tc) and the steady state values with the SIM parameters (α1, α2 and θ)

This post was inspired by this post by Jason Smith.

In the case of Godley & Lavoie's SIM model, given an equivalent continuous time system with h the equivalent of H and ˙g the equivalent of G we have:
(1)˙h=ah+b˙g

Defining
X1α1(1θ)

We have
a=1Tslog(1α2θX)

b=a(θX)α2θ

Where Ts is the sample period of SIM (specified by G&L as 1 "period"). For the outputs (continuous time equivalents to Y, T, YD and C) we have:
˙y=α2Xh+1X˙g

˙t=α2θXh+θX˙g

˙yD=α2(1θ)Xh+1θX˙g

˙c=α2Xh+(1X1)˙g

Where ˙h, ˙g, ˙y, ˙t, ˙yD and ˙c are all rates expressed in dollars per sample period Ts and h is expressed in dollars. Then solving for (steady state h) hss by setting ˙h=0 in (1), we have:
(2)hss=Kh˙gss

Where the steady state gain Kh is:
(3)Khhss˙gss=ba=Xθα2θ=1α1(1θ)θα2θ

And ˙gss (the steady state value of exogenous input ˙g). Substituting hss for h and ˙gss for ˙g in the above equations for ˙y, ˙t, ˙yD and ˙c to find the corresponding steady state values, and then solving for the corresponding steady state system gains we have:
(4)K˙y˙yss˙gss=1θ

(5)K˙t˙tss˙gss=1

(6)K˙yD˙yDss˙gss=1θθ

(7)K˙c˙css˙gss=1θθ

And finally, expressing the system time constant Tc as a function of α1, α2, θ and sample period Ts, we have:
(8)Tc=1a=Tslog(1α2θX)=Tslog(1α2θ1α1(1θ))

Now culling the above equations for the interesting bits, and expressing in the more familiar discrete time notation we conclude that we have only four interesting equations for our desired values of KH, KY, KYD and Tc with three unknown parameters (α1, α2, and θ) and solving (8) for the ratio of the system time constant to the sample period Tc/Ts:
(3A)KH=1α1(1θ)θα2θ

(4A)KY=1θ

(6A)KYD=KC=1θθ

(8A)TcTs=1log(1α2θ1α1(1θ))

Clearly we can choose to determine θ with either (4A) or (6A) (but not both) and then we can solve (3A) and (8A) for α1 and α2, thus determining both the steady state and the time constant of the system.

Without loss of generality, we can set Ts=1 and choose to let (4A) determine θ. Thus if we select ahead of time KY, KH, and Tc we can determine α1, α2, and θ as follows:
(9)θ=1KY

(10)α1=KH(e1Tc1)+1θ(KH(e1Tc1)+1)(1θ)

(11)α2=1α1(1θ)θKHθ


To see a demonstration of how this works, I've updated SIM6 with the ability to set these parameters via these equations (look for the green cells under the results table). You'll note that not all combinations of KY, KH, and Tc are valid or work very well. For example, setting KY=1 causes θ=1 which makes (10) blow up. I discuss more of these problems in this comment.


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