I Nonlinear Systems Third Edition ——— Hassan K. KHALIL Department of Blectrieal and Computer Engineering “Michigan State University Prentice EAM PRENTICE HALL Upper Saddle River, New Jersey 07458COP data on He ‘Vie Present and Edtotal Diteetor, ECS: Marcia Horton Associate Edtor. Ade Duorkin ‘ioe President and Director of Production and Manufucturing, ESM: David W. Riccar Executive Managing Editor Vinee O'Brien Managiog Bator: Dowid A. George Production Editor: Tamar Sen Compeettlon: Prefs Ine Director of Creative Services: Paul Blfnts Creative Director Carole Anson An Director. Jayne Conte [Art Eder Gr Dalles Cover Designer: Bruce Kensclaar Manufacturing Manager: Trudy Pisciotts ‘Monuiactuing Buyer: Lisa MeDoweil Marketing Manager: Helly Stark ERE © 2002, 1096 by Prosice Hall BEEWIM Preutco an, tn. purse Upper Sadale River, NJ 07658, All sights reserved. No pat of this book may be ropreducod in any form or by any means, ‘tout perminion ia writing fom the publisher The author and publisher of this book have used thelr best efforts in prepating this book. These ‘forts include the development, research, and tasting of Ue theories and programs to determine their effetivenass, ‘The author and publisher make no warranty of any Kind, exprewsed Implied wid regard to theo progr oF the documentation contained in thir book. The author ‘a publisher shall not be lable n any’ event for Incidental or consequential damage in ‘connection with, of erlsing out of, the fumlshing, performace, or uo of tee progr Prin in the United States of Annricn woeT6 sa ISBN 0-13-0b7385-7 Peanon Education Ltd, London Pearson Education Australia Py. Lid, Sydney Pearson Bveation Siagapore, Pte, Lid Pearson Bdveation Nort Asa Ltd, Hong Kong Parson Eduestion Canada, Inc Turonte PPourwon Edescion de Mineo, A de CY. Person Eduestion Japan, Toyo Pearson Education Malaya, Pes Ld Pearson Baleation, Upper Suddle River, New Jersey To my mentor, Petar V. Kokotovié and my family Amina, Mohammad, Omar, Yousuf, and SuzanneContents Preface 1. Introduction 11 Nonlinear Models and Nonlinear Phenomena 1.2 Examples 1.2.1 Pendulum Equation 1.22 Tunnel-Diode Circuit 1.2.3 Mass-Spring System : 1124 Negative-Resistance Oscillator 12.5 Artificial Neural Network 1.2.6 Adaptive Control 1.2.7 Common Nonlineaities 13. Exercises 2. Second-Order Systems 2.1 Qualitative Behavior of Linear Systems 22. Multiple Equilibria 2.3 Qualitative Behavior Near Equirum Points 24 Limit Cycles 2.5. Numerical Construction of Phase Portraits 2.6 Existence of Periodic Orbits 27 Bifurcation 2.8 Exercises 3 Fundamental Properties BL Existence and Uniqueness 32. Continous Dependence on Initial Conditions and Parameters 33 Differentiailty of Solutions and Sensitivity Equations 8.4 Comparison Principle 35 Exercises 38 37 6 aL oA 59 a 6 6 99 102 1054. Lyapunov Stability 4.1 Autonomous Systems 4.2 The Invariance Principle 4.3 Linear Systems and Linearization 44 Comparison Functions 4.5 Nonautonomous Systems 4.6 Linear Time-Varying Systems and Linearization 4.7 Converse Theorems 48 Boundedness and Uttimate Boundedness 4.9 Input-to-State Stability 4.10 Brercises 5 Input-Output Stability, 51 Stability 5.2 £ Stability of State Models 53. £2 Gain 5.4 Feedback Systems: The SmallGain Theorem 55 Exercises 6 Passivity 6.1 Memoryless Functions 62 State Models 6.3 Positive Real Transfer Functions 64 Ly and Lyapunov Stability 6.5 Feedback Systems: Passivity Theorems 6.6 Exercises 7 Frequency Domain Analysis of Feedback Systems 71 Absolute Stability 7.1.1 Circle Criterion 71.2 Popov Criterion 72. The Describing Function Method 73. Exercises 8 Advanced Stability Analysis 8.1 The Center Manifold Theorem 8.2 Region of Attraction 8.3 Invariance-like Theorems 8A. Stability of Periodic Solutions 85 Exercises CONTENTS un uz 126 133 uaa ur 156 162 168 a4 181 195 195 201 209 217 22 227 228 237 303 312 322 329 334 CONTENTS 9 Stability of Perturbed Systems 9.1. Vanishing Perturbation 9.2. Nonvanishing Perturbation 9.3 Comparison Method 9.4. Continuity of Solutions on the Infinite Inzenal 9.5. Interconnected Systems... . . 9.6. Slowly Varying Systems 9.7 Exercises 10 Perturbation Theory and Averaging, 10.1 The Perturbation Method 10.2 Perturbation on the Infinite Interval 10.3 Periodic Perturbation of Autonomous Systems 104 Averaging 10.5 Weakly Nonlinear Second-Order Oscillators 10.6 General Averaging 10.7 Exercises 111 Singular Perturbations 11,1 The Standard Singular Perturbation Model 11.2 Time-Scale Properties of the Standard Model 111.3 Singular Perturbation on the Infinite Interval 11.4 Slow and Fast Manifolds LL5 Stability Analysis 16 Brercises 12 Feedback Control 12.1 Control Problems 12.2 Stabilization via Linearization . 12.8 Integral Control 12.4 Integral Control via Line 125 Gain Scheduling 126 Bxercises 13 Foodback Linearization 13.1 Motivation 13.2 Input-Output Linearization 183 FullState Linearization 1844 State Feedback Control BAL Stabilization 134.2 Tracking 135 Exercises - 339 HO + 36 350 355 358 = 365; 312 381 382 393 307 402 au 413 419 423 424 430 439 449 460 469 469 475 473 481 485 499 505 505 509 521 530 530 40 Bid114 Nonlinear Design Tools AL] Sliding Mode Control 1.1.1 Motivating Pxample 14.12 Stabilization 14.1.3 Tracking popu 14.1.4 Regulation via Integral Control 42 Lyapunov Redesign 142.1 Stabilization 1422 Nonlinear Damping 14.3 Backstepping. 14.4 Passivity-Based Control 145 High-Gain Observers 145.1 Motivating Example 1452 Stabilization 145.3 Regulation via Integral Control 14.6 Exercises A Mathematical Review B Contraction Mapping © Proofs CAL Proof of Theorems 3.1 and 3.2 C.2 Proof of Lemma 3.4 C3. Proof of Lemma 4.1 Cal Proof of Lemma 4.3 C5 Proof of Lemma 4.4 C6 Proof of Lemma 45 . « CZ. Proof of Theorem 4.16 C8 _ Proof of Theorem 4.17 C9 Proof of Theorem 4.18 C.10 Proof of Theorem 5.4 CLL Proof of Lemma 6.1 C.l2 Proof of Lemma 6.2 C13 Proof of Lemma 7.1 C.14 Proof of Theorem 7.4 : C.15 Proof of Theorems 8.1 and 8.3 C.16 Proof of Lemma 8.1 C.1T Proof of Theorem 11.1 C.18 Proof of Theorem 11.2 C.19 Proof of Theorem 12.1 €.20 Proof of Theorem 12.2 €.21 Proof of Theorem 13.1 (€.22 Proof of Theorem 13.2 CONTENTS 55 552 352 563 Br 55 519 579 585 589 604 610 612 619 623 625 CONTENTS €23 Proof of Theorem 14.6 Note and References Bibliography Symbols Index ns n9 724 740 razPreface ‘This text is intended for a first-year graduate-level course on nonlinear systems or ‘control. Tt may also be used for self study or reference by engineers and applied mathematicians. Iti an outgrowth of my experience teaching the nonlinear systems ‘Course at Michigan State University, East Lansing. Students taking this course have hhad background in electrical engineering, mechanical engineering, ot applied math- ‘ematics. ‘The prerequisite for the course is @ graduate-level course in linear systems, taught at the level of the texts by Antsaklis and Michel 0], Chen (35), Kailath [94], or Rugh (158). The linear systems prerequisite allowed me not to worry about in- froducing the concept of "state” and to refer freely to "transfer functions,” "state tramition matrices,” and other linear system concepts. The mathematical back- ‘ground is the usual level of calculus, differential equations, and matrix theory that fany graduate student in engincering or mathematics would have. In the Appendix, T have collected a few mathematical facts that are used throughout the book, TThave written the text in such a way that the level of mathematical sophistication increases as we advance from chapter to chapter. This is why the second chapter is ‘written in an elementary context, Actually, this chapter could be taught at senior, br even junior, level courses without difficulty. This is also the reason I have split the treatiment of Lyapmnoy stability into two parts. In Sections 4.1 through 43, Tintroduce the essence of Lyapunov stability for autonomous systems where I do not have to worry about technicalities such as uniformity, class K functions, ete, In Sections 44 through 4.6, I present Lyapunov stability in a more general setup that fpecommodates nonautonomous systems and allows for a deeper look into advanced aspects of the stability theory. The level of mathematical sophistication at the end Of Chapter 4 is the level to which I like to bring the students, so that they can comfortably read the rest of the text, ‘There is yet a higher level of mathematical sophistication that is assumed in ‘writing the proofs in the Appendix. These proofs are not intended for classroom jase. ‘They are inchnded to make the text on one hand, self contained, and, on the bother, to respond to the need or desie of some students to read such proofs, such as students continuing on to conduct Ph.D. research into nonlinear systems or control theory. Those students can continue to read the Appendix in a self-study manner "This third edition has been written with the following goals in mind: