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Modern Control Theory
Ad Damen
course: (5N050)Measurement and Control GroupDepartment of Electrical EngineeringEindhoven University of TechnologyP.O.Box 5135600 MB EindhovenDraft version of October 11, 2002
 
2
 
Contents
1 Analysis of nonlinear systems 5
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51.2 Describing functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61.2.1 Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61.2.2 Example0: Saturation . . . . . . . . . . . . . . . . . . . . . . . . . . 81.2.3 Example1: Relay with hysteresis . . . . . . . . . . . . . . . . . . . . 131.2.4 Example2: Heating system . . . . . . . . . . . . . . . . . . . . . . . 161.2.5 Example3: Quantisation error and sampling . . . . . . . . . . . . . . 191.3 Stability analysis by linearisation. . . . . . . . . . . . . . . . . . . . . . . . . 211.3.1 Theory for continuous time systems. . . . . . . . . . . . . . . . . . . 211.3.2 Example4: Pendulum . . . . . . . . . . . . . . . . . . . . . . . . . . 221.3.3 Theory for discrete time systems. . . . . . . . . . . . . . . . . . . . . 241.3.4 Example5: Chain Wheel . . . . . . . . . . . . . . . . . . . . . . . . . 241.3.5 Example6: Population growth . . . . . . . . . . . . . . . . . . . . . . 271.3.6 Exercise with Mandelbrot set . . . . . . . . . . . . . . . . . . . . . . 291.4 State space descriptions/ Phase portraits. . . . . . . . . . . . . . . . . . . . 321.4.1 Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 321.4.2 Example4: Pendulum . . . . . . . . . . . . . . . . . . . . . . . . . . 321.4.3 More nodes and isoclines . . . . . . . . . . . . . . . . . . . . . . . . 351.4.4 Limit cycles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401.4.5 Separators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 401.4.6 Chaos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 431.4.7 Nonlinear state space control . . . . . . . . . . . . . . . . . . . . . . 43
2 Stability of nonlinear systems, Lyapunov. 49
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 492.2 Definition of stability. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 492.3 Stability analysis according to the second method of Lyapunov. . . . . . . . 522.4 The positive definite function
x
T 
Px
. . . . . . . . . . . . . . . . . . . . . . . 572.5 Krasovskii’s method. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 612.6 Second method of Lyapunov for discrete time systems. . . . . . . . . . . . . 62
3 Introduction to ”optimal control”. 63
3.1 Introduction. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 633.2 Theory. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 663.3 Example inverted pendulum . . . . . . . . . . . . . . . . . . . . . . . . . . . 713.4 Coupling control. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 733.4.1 A) quadratic criterion . . . . . . . . . . . . . . . . . . . . . . . . . . 733.4.2 A1)
x
(0) = 0 and
x
(
t
f 
) = 3 (exampla1.m) . . . . . . . . . . . . . . 763
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