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TTK4150 Nonlinear Control Systems

Lecture 2
Fundamental properties
and
Phase plane analysis
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Announcement
Guidance: Guidance on the assignments is every
Thursday between 16.15 and 18.00 in EL4.
Handing in: You can hand in your solutions manually at
Room D238 (over the Department's office), or as a file
through it's:learning - preferably as a pdf document,
scanned pages (gif/jpg/png) or a Word .doc file.
Assignments that are handed in after deadlines will not
be accepted.
The deadline is at 13.00 at the date found in its learning.
The first deadline is on 02.09.08 (next Tuesday).
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Previous lecture
Nonlinear Control System -- What is it?
Examples of nonlinear systems and nonlinear phenomena
The basic differences between linear and nonlinear systems
The need for new analysis and control design methods
How to calculate equilibrium points
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Todays goals
Fundamental properties
Be able to validate a mathematical model by ensuring the
existence and uniqueness of solutions of the initial value problem
The first analysis tool
Be able to use the comparison principle to find an upper bound
for the solution x(t) without computing the solution itself
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Todays goals cont.
Phase plane analysis: analysis of 2D systems
Phase portraits: graphical analysis tools
Know how to construct phase portraits and interpret them
Be able to describe a periodic solution and a limit cycle
Be able to tell whether a periodic solution may or may not exist
for a 2D system
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Literature
Khalil Chapter 3, Sections 3.1 and 3.4
Chapter 2, Sections 2.1 - 2.6
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Fundamental properties
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Existence and uniqueness of solutions
For each initial condition
there is a unique
behaviour of the physical
system
Process/System/Mechanism
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Existence and uniqueness of solutions
For each initial condition
there is a unique
behaviour of the physical
system
Process/System/Mechanism System model modelling
( , ) x f t x =
&
Does there exist a unique solution of the initial value problem?
!
x(t
0
) = x
0
Initial condition
initial value problem
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Rudolph Lipschitz (1832-1903)
(Germany)
Lipschitz condition
!
f (x, t) " f (y, t) # L x " y
(the slope of is bounded)
!
f (x, t)
! Lipschitz on a set W
! Locally Lipschitz on a domain D
! Globally Lipschitz
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The first analysis tool:
Comparison Principle
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Graphical analysis of 2D systems:
Phase plane analysis
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Todays goals continued
Phase plane analysis
Be able to answer: what is the phase plane and what are phase
portraits?
Know how to construct phase portraits and interpret these
Analytic method
Vector field diagram
Computer simulations
Know how to do a local phase plane analysis by classifying
equilibria into nodes, foci, saddle points and center points
Be able to describe what a limit cycle is (and how it differs from
the periodic solutions about a center point)
Be able to tell whether a limit cycle may or may not exist for a
two-dimensional system
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Phase Plane Analysis
Computer simulations
1. Select a region of interest in the plane
(Typically a bounding box x
1,min
! x
1
! x
1,max
x
2,min
! x
2
! x
2,max
)
2. Select a number of initial values inside this region
3. Calculate and plot the corresponding trajectories, i.e. the
solutions of the initial value problems
For unstable equilibrium points and limit
cycles, the only way to obtain a phase portrait
close to these is to simulate backwards in
time, i.e. to solve the IVP
x = - f(x) x(0)=x
0
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Vector field diagram
1. Select a region of interest in the plane, and assign a grid
2. To each point (x
1
,x
2
) in the grid, assign the vector f(x
1
,x
2
),
i.e. assign a directed line segment from (x
1
,x
2
) to (x
1
,x
2
) + f(x
1
,x
2
)
Matlab: pplane6 (From Rice University)
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How to do phase plane analysis
1) Find the equilibria of the system
2) Classify the (isolated) equilibria in order to obtain
qualitative knowledge about the system behavior locally
around the equilibria (this will guide you in the next
step)
3) Construct a phase portrait using
a) the analytical method
b) a vector field diagram
c) computer simulations
4) Try to find possible periodic solutions and limit cycles
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Periodic solutions and limit cycles
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Limit cycles (non-trivial isolated periodic orbits)
Examples:
- ship with a deadzone in actuator, electronic oscillator
Criteria for detecting the presence or absence of periodic orbits:
1. Poincar-Bendixson criterion
2. The Bendixson (negative) criterion
3. The index method (read yourself in Khalil)
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Limit cycles (non-trivial isolated periodic orbits)
Electronic oscillator:
2 2
1 2 1 1 2 1
2 2
2 1 2 1 2 2
(1 ) ( )
(1 ) ( )
x x x x x f x
x x x x x f x
= + ! ! =
= ! + ! ! =
&
&
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Poincar-Bendixson Criterion (Lemma 2.1)
Consider the system
Let M be a bounded, closed subset of the plane such that
M contains no equilibrium points of the system, or it
contains only one equilibrium point with the property that
the eigenvalues of the Jacobian matrix at this point have
positive real parts (unstable focus or unstable node)
Every trajectory starting in M stays in M for all future
time (i.e. M is a positively invariant set)
Then M contains a periodic orbit of the system.
2
) ( ! " = x x f x&
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Poincar-Bendixson Criterion
Henri Poincare (1854-1912)
(France)
Ivar Otto Bendixson (1861-1935)
(Sweeden)
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Limit cycles (non-trivial isolated periodic orbits)
Electronic oscillator:
2 2
1 2 1 1 2 1
2 2
2 1 2 1 2 2
(1 ) ( )
(1 ) ( )
x x x x x f x
x x x x x f x
= + ! ! =
= ! + ! ! =
&
&
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Bendixson (negative) Criterion (Lemma 2.2)
Consider the system
If, on a simply connected region D of the plane, the
expression
is not identically zero and does not change sign, then the
system has no periodic orbits lying entirely in D
2
) ( ! " = x x f x&
!
"f
1
"x
1
(x) +
"f
2
"x
2
(x)