2E1262

2006

2E1262 Nonlinear Control

Automatic Control

Disposition
5 credits, lp 2 28h lectures, 28h exercises, 3 home-works

Instructors
Bo Wahlberg, professor,

bo@ee.kth.se
Krister Jacobsson, teaching assistant,

krister.jacobsson@ee.kth.se
STEX (entrance oor in S3 building), administration,

stex@s3.kth.se
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Course Goal
To provide participants with a solid theoretical foundation of nonlinear control systems combined with a good engineering understanding You should after the course be able to

understand common nonlinear control phenomena apply the most powerful nonlinear analysis methods use some practical nonlinear design methods

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2E1262 Nonlinear Control

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Practical information Course outline Nonlinear control phenomena Nonlinear differential equations

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Todays Goal
You should be able to

Recognize some phenomena in nonlinear systems Transform differential equation to rst-order form Mathematically describe saturation, dead-zone, relay, back-lash Derive equilibrium points

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Course Information
All info and handouts are available at
http://www.s3.kth.se/control/kurser/2E1262

Get an E computer account for the computer exercise (see STEX) Homeworks are mandatory and have to be handed in on time

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Material
Textbook: Khalil, Nonlinear Systems, Prentice Hall, 3rd ed.,
2002. Optional but highly recommended.

Lecture notes: Copies of transparencies Exercises: Class room and home exercises Homeworks: 3 computer exercises to hand in Software: Matlab (provided by KTH Library)
Alternative textbooks (decreasing mathematical brilliance): Sastry, Nonlinear Systems: Analysis, Stability and Control; Vidyasagar, Nonlinear Systems Analysis; Slotine & Li, Applied Nonlinear Control; Glad & Ljung, Reglerteori, ervariabla och olinjara metoder. Only references to Khalil will be given. Two course compendia sold by STEX.
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Course Outline
Introduction: nonlinear models, computer simulation (L1-L2) Feedback analysis: linearization, stability theory, describing
function (L3-L6)

Control design: compensation, high-gain design, Lyapunov

methods (L7-L10)

Alternatives: gain scheduling, optimal control, neural networks,

fuzzy control (L11-L13)

Summary (L14)

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Linear Systems
Denition: Let M be a signal space. The system S linear if for all u, v M and R

: M M is

S(u) = S(u) S(u + v) = S(u) + S(v)

Example: Linear time-invariant systems

scaling superposition

x(t) = Ax(t) + Bu(t), y(t) = Cx(t), x(0) = 0 y(t) = g(t) u(t) = Y (s) = G(s)U (s)
t 0

g( )u(t )d

Notice the importance to have zero initial conditions

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Linear Systems Have Nice Properties

Local stability=global stability Stability if all eigenvalues of A (or poles of G(s)) are in the left half-plane Superposition Enough to know a step (or impulse) response Frequency analysis possible Sinusoidal inputs give sinusoidal outputs: Y (i) = G(i)U (i)

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Linear Models are not Enough

Example:Positioning of a ball on a beam

Nonlinear model:

m(t) = mg sin (t), Linear model: x(t) = g(t) x

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Can the ball move 0.1 meter in 0.1 seconds from steady state? Linear model (step response with

= 0 ) gives

t2 x(t) 10 0 0.050 2
so that

0.1 0 = 2 rad = 114 0.05

Unrealistic answer. Clearly outside linear region! Linear model valid only if sin

Must consider nonlinear model. Possibly also include other nonlinearities such as centripetal force, saturation, friction etc.

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2 minute exercise: Find a simple system x = f (x, u) that is stable for a small input step but unstable for large input steps.

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Stability Can Depend on Reference Signal

Example: Control system with valve characteristic f (u) Process Valve Motor y r 1 1

= u2

(s+1)2

Simulink block diagram:

1 s u2 1 (s+1)(s+1) y

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S TEP R ESPONSES
0.4

r = 0.2

Output y

0.2 0 0 4

10

15 Time t

20

25

30

r = 1.68 r = 1.72

Output y

0 0 10 Output y 5 0 0

10

15 Time t

20

25

30

10

15 Time t

20

25

30

Stability depends on amplitude of the reference signal! (The linearized gain of the valve increases with increasing amplitude)

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Stable Periodic Solutions

Example: Position control of motor with back-lash
0 Constant Sum 5 Pcontroller 1 5s 2+s Motor Backlash y

Motor:

G(s) =

1 s(1+5s)

Controller:

K=5

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Back-lash induces an oscillation Frequency and amplitude independent of initial conditions:

0.5 Output y 0 0.5 0 0.5 Output y 0 0.5 0 0.5 Output y 0 0.5 0

10

20

Time t

30

40

50

10

20

Time t

30

40

50

10

20

Time t

30

40

50

How predict and avoid oscillations?

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Automatic Tuning of PID Controllers

Relay induces a desired oscillation whose frequency and amplitude are used to choose PID parameters
PID

Relay

A T

Process

1 0 5 10 Time

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Harmonic Distortion
Example: Sinusoidal response of saturation

a sin t
Saturation

y(t) =

k=1

Ak sin(kt)

Amplitude y

10

a=1
0

2 1 0

10

1 2 0 2 1 0 1 2 3 Time t 4 5

10 Frequency (Hz)

Amplitude y

10

a=2
0

10

1 2 0 1 2 3 Time t 4 5

10 Frequency (Hz)

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Example: Electrical power distribution Nonlinearities such as rectiers, switched electronics, and transformers give rise to harmonic distortion

Total Harmonic Distortion

k=2

Energy in tone k

Energy in tone 1

Example: Electrical ampliers Effective ampliers work in nonlinear region Introduces spectrum leakage, which is a problem in cellular systems Trade-off between effectivity and linearity

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Subharmonics
Example: Dufngs equation y + y
0.5

+ y y 3 = a sin(t)

0.5 0 1

10

Time t

15

20

25

30

a sin t

0.5 0

0.5 1 0 5 10 15 20 25 30

Time t

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Nonlinear Differential Equations

Denition: A solution to

x(t) = f (x(t)), x(0) = x0

over an interval [0, T ] is a C1 function x is fullled.

(1)

: [0, T ] Rn such that (1)

When does there exists a solution? When is the solution unique?

Example:

x = Ax, x(0) = x0 , gives x(t) = exp(At)x0

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Existence Problems
Example: The differential equation x

= x2 , x(0) = x0 1 0t< x0

x0 has solution x(t) = , 1 x0 t

1 Solution not dened for tf = x0

Solution interval depends on initial condition!

dx Recall the trick: x = x = dt 2 x 1 1 x0 Integrate = t x(t) = x(t) x(0) 1 x0 t

2
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Finite Escape Time

Simulation for various initial conditions x0
Finite escape time of dx/dt = x2 5 4.5 4 3.5 3

x(t)

2.5 2 1.5 1 0.5 0 0 1 2 3 4 5

Time t

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Uniqueness Problems
Example:

x=

x, x(0) = 0, has many solutions: (t C)2 /4 t > C 0 tC

x(t) =
2

1.5

1 x(t)

0.5

0.5

1 0

Time t

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Physical Interpretation
Consider the reverse example, i.e., the water tank lab process with

x = x,

x(T ) = 0

where x is the water level. It is then impossible to know at what time t < T the level was x(t) = x0 > 0. Hint: Reverse time s

= T t ds = dt and thus dx dx = ds dt

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Lipschitz Continuity
Denition: f : Rn Rn is Lipschitz continuous if there exists L, r > 0 such that for all x, y Br (x0 ) = {z Rn : z x0 < r},

f (x) f (y) L x y

Euclidean norm is given by

Slope L

= x2 + + x 2 1 n

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Local Existence and Uniqueness

Theorem: If f is Lipschitz continuous, then there exists

> 0 such that

x(t) = f (x(t)),

x(0) = x0

has a unique solution in Br (x0 ) over [0, ]. Proof: See Khalil, Appendix C.1. Based on the contraction mapping theorem Remarks

= (r, L) f being C 0 is not sufcient (cf., tank example) f being C 1 implies Lipschitz continuity (L = maxxBr (x0 ) f (x))
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State-Space Models
State x, input u, output y General: Explicit: Afne in u: Linear:

f (x, u, y, x, u, y, . . .) = 0 x = f (x, u), y = h(x) y = h(x)

x = f (x) + g(x)u, x = Ax + Bu,

y = Cx

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Transformation to Autonomous System

A nonautonomous system

x = f (x, t)
is always possible to transform to an autonomous system by introducing xn+1 = t:

x = f (x, xn+1 ) xn+1 = 1

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Transformation to First-Order System

Given a differential equation in y with highest derivative express the equation in x Example: Pendulum

= y

dy dt

...

dn1 y dtn1

dn y , dtn

M R2 + k + M gR sin = 0 x=
T

gives

x1 = x2 k g x2 = x sin x1 2 2 MR R
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Equilibria
Denition: A point (x , u , y ) is an equilibrium, if a solution starting in (x , u , y ) stays there forever. Corresponds to putting all derivatives to zero: General: Explicit: Afne in u: Linear:

f (x , u , y , 0, 0, . . .) = 0 0 = f (x , u ), y = h(x ) 0 = f (x ) + g(x )u , y = h(x ) 0 = Ax + Bu , y = Cx

Often the equilibrium is dened only through the state x

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Multiple Equilibria
Example: Pendulum

M R2 + k + M gR sin = 0 = = 0 gives sin = 0 and thus = k

Alternatively in rst-order form:

x1 = x2 k g x2 = x sin x1 2 2 MR R x1 = x2 = 0 gives x = 0 and sin(x ) = 0 2 1

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Some Static and Dynamic Nonlinearities

|u| Abs u e Math Function Saturation

Sign

Dead Zone

LookUp Table

Relay

Backlash

Coulomb & Viscous Friction

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2 minute exercise: Construct a rate limiter (i.e., a system that limit the rate of change of a signal) using one of the previous models

1 s

Hint: Try a saturation!

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Next Lecture
Simulation in Matlab Linearization

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