1.

Introduction to Nonlinear Systems

Nonlinear Control Systems

Ant onio Pedro Aguiar pedro@[Link] 1. Introduction to Nonlinear Systems

IST-DEEC PhD Course

[Link]

2011/2012

1. Introduction to Nonlinear Systems

Objective The main goal of this course is to provide to the students a solid background in analysis and design of nonlinear control systems Why analysis? (and not only simulation)
Every day computers are becoming more and more powerful to simulate complex

systems
Simulation combined with good intuition can provide useful insight into systems

behavior Nevertheless
It is not feasible to rely only on simulations when trying to obtain guarantees of

stability and performance of nonlinear systems, since crucial cases may be missed
Analysis tools provide the means to obtain formal mathematical proofs

(certicates) about the systems behavior

results may be surprising, i.e, something we had not thought to simulate.

1. Introduction to Nonlinear Systems

Why study nonlinear systems? Nonlinear versus linear systems

Huge body of work in analysis and control of linear systems most models currently available are linear (but most real systems are nonlinear...)

However
dynamics of linear systems are not rich enough to describe many commonly

observed phenomena

1. Introduction to Nonlinear Systems

Examples of essentially nonlinear phenomena

Finite escape time, i.e, the state can go to innity in nite time (while this is

impossible to happen for linear systems)

Multiple isolated equilibria, while linear systems can only have one isolated

equilibrium point, that is, one steady state operating point

Limit cycles (oscillation of xed amplitude and frequency, irrespective of the

initial state)

Subharmonic, harmonic or almost-periodic oscillations; A stable linear system under a periodic input produces an output of the same frequency. A nonlinear system can oscillate with frequencies which are submultiples or multiples of the input frequency. It may even generate an almost-periodic oscillation, i.e, sum of periodic oscillations with frequencies which are not multiples of each other. Other complex dynamic behavior, for example: chaos, biforcations, discontinuous

jump, etc... 4

1. Introduction to Nonlinear Systems

State-space model

State equation x = f (t, x, u) Output equation y = h(t, x, u)

3 x1 6 x2 7 6 7 x = 6 . 7, 4 . . 5 xn 2

3 u1 6 u2 7 6 7 u = 6 . 7, 4 . . 5 um 2

3 f1 (t, x, u) 6 f2 (t, x, u) 7 6 7 f (t, x, u) = 6 7 . . 4 5 . fn (t, x, u) 2

where x Rn is the state variable, u Rm is the input signal, and y Rq the output signal. The symbol x = dx denotes the derivative of x with respect to time t. dt

1. Introduction to Nonlinear Systems

State-space model
State equation x = f (t, x, u) Output equation y = h(t, x, u) (2) (1)

Particular cases:
Linear Systems, where the state model takes the form

x = A(t)x + B (t)u y = C (t)x + D(t)u

Unforced state equation

x = f (t, x) i.e., it does not depend explicitly on the input u, e.g., consider the case that there is a state feedback u = (t, x), and therefore the closed-loop system is given by (t, x) x = f (t, x, (t, x)) = f
Unforced autonomous (or time-invariant) state equation

x = f ( x) 6

1. Introduction to Nonlinear Systems

Example - Pendulum

There is a frictional force assumed to be proportional to the (linear) speed of the mass m. Using the Newtons second law of motion at the tangential direction = mg sin () kl ml where m is the mass, l is the length of the rope and k the frictional constant.

1. Introduction to Nonlinear Systems

Example - Pendulum

= mg sin () kl ml State model x1 = x 1 = x 1 = x2 x 2 = g sin (x1 ) l What are the equilibrium points?
k x m 2

1. Introduction to Nonlinear Systems

Equilibrium point
A point x = x in the state space is said to be an equilibrium point of x = f (t, x) if x(t0 ) = x x(t) = x , t t0 that is, if the state starts at x , it will remain at x for all future time.

For autonomous systems, the equilibrium points are the real roots of f (x) = 0. The equilibrium points can be of two kinds:
isolated, that is, there are no other equilibrium points in its vicinity continuum of equilibrium points.

Much of nonlinear analysis is based on studying the behavior of a system around its equilibrium points.

1. Introduction to Nonlinear Systems

Example - Pendulum

State model x 1 = x2 x 2 = g sin (x1 ) l Equilibrium points: 0 = x2 0 = g sin (x1 ) l

k x m 2 k x m 2

which implies that x2 = 0 and sin(x1 ) = 0. Thus, the equilibrium points are (n, 0), n Z What is the behavior of the system near the equilibrium points? 10

1. Introduction to Nonlinear Systems

Qualitative behavior of 2nd order linear time-invariant systems

x = Ax, x R2 , A R22

Apply a similarity transformation M to A: M 1 AM = J, M R22 where J is the real Jordan form of A, which depending on the eigenvalues of A may take one of the three forms 1 0 k , , 0 2 0 with k being either 0 or 1.

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1. Introduction to Nonlinear Systems

Case 1: Both eigenvalues are real with 1 = 2 = 0

J= 1 0 0 2

What is M ? The associated eigenvectors v1 , v2 R21 must satisfy Av1 = 1 v1 Av2 = 2 v2 Thus, A [v1 |v2 ] = [v1 |v2 ] 1 0 0 2 M = [v1 |v2 ] M 1 AM = 1 0 0 2 =J

This represents a change of coordinates z = M 1 x and we obtain in the new referential z 1 = 1 z 1 z 2 = 2 z 2 Why? z = M 1 x = M 1 Ax = M 1 AM z = 1 0 0 2 z. 12

1. Introduction to Nonlinear Systems

Case 1: Both eigenvalues are real with 1 = 2 = 0

z 1 = 1 z 1 z 2 = 2 z 2 For a given initial state (z1 , z2 )(0), the solution is given by z1 (t) = z1 (0)e1 t z2 (t) = z2 (0)e2 t Eliminating time t, z2 (t) = Why? z1 (t) 1 z1 (t) = e1 t t = ln z1 (0) 1 z1 (0) and so,
2

z2 (0) z1 (t)2 /1 z1 (0)2 /1

z2 (t) = z2 (0)e 1

ln z 1 (0) 1

z (t)

= z2 (0)e

z (t) ln z 1 (0) 1 1

At this point several combinations of the eigenvalues can arise...

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1. Introduction to Nonlinear Systems

Case 1: Both eigenvalues are real with 1 = 2 = 0

(a) 1 , 2 < 0. In this case e1 t , e1 t 0 and the curves are parabolic. Consider, without loss of generality that 2 < 1 . Phase portrait

The equilibrium point x = 0 is called a stable node.

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1. Introduction to Nonlinear Systems

Case 1: Both eigenvalues are real with 1 = 2 = 0

(b) 1 , 2 > 0. The phase portrait will retain the same character but with the trajectories directions reversed. In this case the equilibrium point x = 0 is called an unstable node. (c) The eigenvalues have opposite signs. Consider for example the case 2 < 0 < 1 . z2 (t) = z2 (0)e The exponent
2 1
z (t) ln z 1 (0) 1 1 2

is negative, thus we have hyperbolic curves.

In this case, the equilibrium point is called a saddle point.

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1. Introduction to Nonlinear Systems

Case 2: Complex eigenvalues 1,2 = j , , R

J= Associated eigenvectors v1 = u + jv v2 = u jv, What is M ? A (u + jv ) = ( + j ) (u + jv ) A (u jv ) = ( j ) (u jv ) Thus, real part imaginary part Rearranging we have Au = u v Av = u + v A [u|v ] = [u|v ] which implies that M = [u|v ] M 1 AM = Coordinate transformation z = M 1 x, then z 1 = z1 z2, z 2 = z1 + z2 16 =J u, v R2

1. Introduction to Nonlinear Systems

Case 2: Complex eigenvalues 1,2 = j , , R

Better insight into the solution if we work in polar coordinates, q 2 + z2 , r = z1 2 2 = tan 1 z . z

1

where in this case we have the following system r = r = The solution is given by r(t) = r(0)et (t) = (0) + t

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1. Introduction to Nonlinear Systems

Case 2: Complex eigenvalues 1,2 = j , , R

These equations represent the logarithmic spiral, and for dierent values of we get i) < 0 is a stable focus ii) > 0 is an unstable focus iii) = 0 is a center.

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1. Introduction to Nonlinear Systems

Other cases

a) 1 = 2 = = 0 z 1 = z1 + kz2 , z 2 = z2 b) 1 = 0, 2 = 0 z 1 = 0 z 2 = z2 c) 1 = 2 = 0 z 1 = z2 , z 2 = 0 . . . (k = 1) k = 0 or k = 1

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1. Introduction to Nonlinear Systems

Extensions to nonlinear systems (2nd order)

Consider the 2nd order nonlinear time invariant system x 1 = f1 (x1 , x2 ) x 2 = f2 (x1 , x2 ) where f = (f1 , f2 )T is continuously dierentiable. Moreover assume that x1 x = x 2 is an isolated equilibrium point, i.e, ` 0 = f1 `x 1 , x2 0 = f2 x 1 , x 2 Expanding the right-hand side into its Taylor series around x ` ` ` x 1 = f1 `x 1 , x2 + a11 `x1 x1 + a12 `x2 x2 + H.O.T. x 2 = f2 x 1 , x2 + a21 x1 x1 + a22 x2 x2 + H.O.T. where a11 = a21 =
f1 (x 1 ,x2 ) x1 x1 =x1 ,x2 =x2 f2 (x ,x ) 1 2 x1 x1 =x 1 ,x2 =x2

a12 = a22 =

f1 (x 1 ,x2 ) x2 x1 =x1 ,x2 =x2 f2 (x ,x ) 1 2 x2 x1 =x 1 ,x2 =x2

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1. Introduction to Nonlinear Systems

Extensions to nonlinear systems (2nd order)

Dening z = [z1 , z2 ]T , zi = xi x i , i = 1, 2, a11 a12 A= a21 a22 also denoted as the Jacobian Matrix and considering only the rst order terms we obtain the following linear system z = Az. The question now is... What can we conclude about the behavior of the nonlinear system around an equilibrium point from the study of the linearized system?

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1. Introduction to Nonlinear Systems

Extensions to nonlinear systems (2nd order)

Consider the 2nd order nonlinear time invariant system x 1 = f1 (x1 , x2 ) x 2 = f2 (x1 , x2 ) x = f (x)

where f1 , f2 are analytic (i.e., f1 , f2 have convergent Taylor series representation) and f (x ) = 0. The linearization around the equilibrium point x = x provides the following linear system f z = Az, A= x
x=x

where z = x x .
If the origin z = 0 of the linearized state equation is a stable (resp. unstable)

node, or a stable (resp. unstable) focus or a saddle point, then in a small neighborhood of the equilibrium point, the trajectories of the nonlinear system will behave like a stable (resp. unstable) node, or a stable (resp, unstable) focus or a saddle point, respectively.

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1. Introduction to Nonlinear Systems

Extensions to nonlinear systems (2nd order)

However If the Jacobian matrix A has eigenvalues on the imaginary axis, then the qualitative behavior of the nonlinear state equation near the equilibrium point could be quite distinct from that of the linearized state equation! Example: a) x = x3 , x R, is an unstable system b) x = x3 , x R is a stable system

But they have the same linearization! (i.e., z = 0)

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1. Introduction to Nonlinear Systems

Example - Pendulum
State model x 1 = x2 x 2 = g sin (x1 ) l Equilibrium points (n, 0), n Z
k x m 2

Jacobian matrix " f = x x=x 1. x = (0, 0) f A1 = x x 2. x = (, 0) f A2 = x x =

1 =,x2 =0

f1 (x1 ,x2 ) x1 f2 (x1 ,x2 ) x1

f1 (x1 ,x2 ) x2 f2 (x1 ,x2 ) x2

= g l

x1 =x 1 ,x2 =x2

0` cos x 1

1 k m

=
1 =0,x2 =0

0 g l

1 k m

1,2

k 1 = 2m 2

k m

4g l

0
g l

1 k m

1,2

k 1 = 2m 2

k m

2 +

4g l 24

1. Introduction to Nonlinear Systems

Example - Pendulum

Consider the case 1. z1 = x 0

g l

= 1 and

k m

= 0.5. 0 1 1 0.5

z 1 = A 1 z1 ,

A1 =

Eigenvalues: 1,2 = 0.25 j 0.97. Thus the equilibrium point x = (0, 0) is a stable focus. 2. z2 = x z 2 = A 2 z2 , A2 = 0 1 1 0.5

Eigenvalues: 1 = 1.28, 2 = 0.78. Thus the equilibrium point x = (, 0) is a saddle point.

If k = 0, 1,2 are on the imaginary axis and therefore we cannot determine the stability of the origin through linearization!

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1. Introduction to Nonlinear Systems

Example 3
Consider the following system x 1 = x2 , x 2 = x1 x2 1 x2 The linearization around x = 0 yields z 1 0 = z 2 1 where the eigenvalues are j . Is it a center? The answer is NO, for > 0 is stable and for 1 0 z1 z2

< 0 is unstable.

How do we conclude its stability? Tip: check the evolution of the energy d ` 2 2 2 x + x2 2 = 2x1 x2 dt 1

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1. Introduction to Nonlinear Systems

Example 4
Consider the following system x 1 = x2 1 x 2 = x2 2 where R is a small parameter. a) For > 0 there exist two equilibrium points at ( , 0) and ( , 0). Performing the linearization we get 2 0 A= 0 1 for ( , 0), which is a stable node and A= for ( , 0), which is a saddle point. b) For < 0 there are no equilibrium points. 2 0 0 1

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1. Introduction to Nonlinear Systems

Example 4
Phase portraits:

We are in the presence of a bifurcation, that is, a change in the equilibrium points

or periodic orbits or in their stability properties, as a parameter is varied.

In this example we have a saddle-node bifurcation because it results from the

collision of a saddle and a node. is the bifurcation parameter and = 0 is the bifurcation point.
There exist other types of bifurcations, e.g. transcritical bifurcation,

super/subcritical pitchfork bifurcation and super/subcritical Hopf bifurcation.

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