C21 Nonlinear Systems

Mark Cannon
4 lectures webpage: www.eng.ox.ac.uk/conmrc/nlc

Michaelmas Term 2012

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Lecture 1

Introduction and Concepts of Stability

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Course outline

1. Types of stability 2. Linearization 3. Lyapunovs direct method 4. Regions of attraction 5. Linear systems and passive systems

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Books
J.-J. Slotine & W. Li Applied Nonlinear Control, Prentice-Hall 1991.
Stability Interconnected systems and passive systems

H.K. Khalil Nonlinear Systems, Prentice-Hall 1996.

Stability Passive systems

M. Vidyasagar Nonlinear Systems Analysis, Prentice-Hall 1993.

Stability & passivity (more technical detail)

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Why use nonlinear control?

Real systems are nonlinear
friction, non-ideal components actuator saturation sensor nonlinearity

Analysis via linearization

accuracy of approximation? conservative?

Account for nonlinearities in high performance applications

Robotics, Aerospace, Petrochemical industries, Process control, Power generation . . .

Account for nonlinearities if linear models inadequate

large operating region model properties change at linearization point

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Linear vs nonlinear system properties

Free response Linear system x = Ax

Unique equilibrium point: Ax = 0 x = 0 Stability independent of initial conditions

Nonlinear system x = f (x)

Multiple equilibrium points f (x) = 0 Stability dependent on initial conditions

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Linear vs nonlinear system properties

Forced response Linear system x = Ax + Bu
u nite x nite if open-loop stable Frequency response: u = U sin t x = X sin(t + ) Superposition: u = u1 + u2 x = x 1 + x 2

Nonlinear system x = f (x, u)

u nite x nite No frequency response u = U sin t x sinusoidal No linear superposition u = u1 + u2 x = x1 + x2

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Example: step response

Mass-spring-damper system
k(x) m c(x)

u
x

Equation of motion: x + c(x) + k(x) = u c(x) = x k k(x) nonlinear:

0 x

Input u(t)
6 50 5 4 3 30 x(t) u 2 1 0 10 1 2 5 10 t 15 20 3 0 5

Response x(t)

40

20

0 0

10 t

15

20

apparent damping ratio depends on size of input step

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Example: multiple equilibria

First order system: x = f (x)
f (x)

xc

xb

xa

x > xa xb < x < x a xc < x < x b x < xc

= = = =

f (x) > 0 f (x) < 0 f (x) > 0 f (x) < 0

= = = =

x(t) x(t) x(t) x(t)

increases decreases increases decreases

xa , xc are unstable equilibrium points xb is a stable equilibrium point

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Example: limit cycle

Van der Pol oscillator: x + (x2 1)x + x = 0 Response x(t) tends to a limit cycle (= trajectory forming a closed curve) Amplitude independent of initial conditions

4 3 2

1 x, dx/dt dx/dt

1 0 1 2

3 4 3 2 1 0 x 1 2 3

3 0

0.5

1.5 t

2.5

Response with x(0) = 0.05, dx/dt = 0.05

State trajectories x(t), x(t)

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Example: chaotic behaviour

Strange attractor

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Example: chaotic behaviour

Lorenz attractor Simplied model of atmospheric convection: x = (y x) z = xy z y = x( z) y

State variables x(t): y(t): z(t): uid velocity dierence in temperature of acsending and descending uid characterizes distortion of vertical temperature prole

Parameters = 10, = 8/3, = variable

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Example: chaotic behaviour

Lorenz attractor = 28 = strange attractor:

60

40 z 20 0 20 10 0 10
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40 20 0 20 20 40 y

Example: chaotic behaviour

Lorenz attractor sensitivity to initial conditions

60

40 z 20 0 20 10 0 10
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40 20 0 20 20 40 y

Example: chaotic behaviour

Lorenz attractor sensitivity to initial conditions blue: (x, y, z) = (0, 1, 1.05) red: (x, y, z) = (0, 1, 1.050001)

20 0 20 50 0 50 60 40 z 20 0
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10

15

20

25

30

35

40

10

15

20

25

30

35

40

10

15

20 t

25

30

35

40

Example: chaotic behaviour

Lorenz attractor = 99.96 = limit cycle:

200 150 100 50 0 40 20 0 20 40

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100 50 0 50 60 100 y

Example: chaotic behaviour

Lorenz attractor = 14 = convergence to a stable equilibrium:

30

20 z 10 0 15 10 5 0 y
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15 10 5 5 0 x

State space equations

x = f (x, u, t) x : state u : input e.g. nth order dierential equation: dn y dn1 y = h y, . . . , n1 , u, t dtn dt

has state vector (one possible choice) x1 y x2 y x= . = . . . . . n1 n1 xn d y/dt

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and state space dynamics: x1 x2 x2 x3 x= . = = f (x, u, t) . . . . . xn h x1 , x2 , . . . , xn , u, t

Equilibrium points
x is an equilibrium point of system x = f (x) i: x(0) = x i.e. f (x ) = 0 Examples: (a) y + y 2 + sin y = 0 (damped pendulum) y n x= , x = , n = 0, 1 y 0 implies x(t) = x t > 0

(b) y + (y 1)2 y + y sin(y/2) = 0 y 0 1 1 x= , x = , , y 0 0 0 Consider local stability of individual equilibrium points Convention: dene f so that x = 0 is equilibrium point of interest Autonomous system: x = f (x)
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x = constant

Stability denition
An equilibrium point x = 0 is stable i: max x(t) can be made arbitrarily small
t

by making x(0) small enough

for any R > 0, there exists r > 0 so that x(0) < r = x(t) < R t > 0
R r x(0) 0 x(t)

Is x = 0 a stable equilibrium for the Van der Pol oscillator example? No guarantee of convergence to the equilibrium point
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Asymptotic stability denition

An equilibrium point x = 0 is asymptotically stable i: (i). x = 0 is stable (ii). x(0) < r = x(t) 0 as t (ii) is equivalent to: for any R > 0, x(0) < r = x(t) < R
x r

t > T for some r, T

R 0 T t

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Exponential stability denition

An equilibrium point x = 0 is exponentially stable i: x(0) < r = x(t) et t > 0

exponential stability is a special case of asymptotic stability

r et

0 t

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Region of attraction
The region of attraction of x = 0 is the set of all initial conditions x(0) for which x(t) 0 as t

x(0) 0 x(t)

region of
attraction

Every asymptotically stable equilibrium point has a region of attraction r= = = entire state space is a region of attraction x = 0 is globally asymptotically stable

Are stable linear systems asymptotically stable?

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Summary

Nonlinear state space equations: x = f (x, u) x = state vector, u = control input Equilibrium points: x is an equilibrium point of system x = f (x) if f (x ) = 0 Stable equilibrium point: x is stable if state trajectories starting close to x remain near x at all times Asymptotically stable equilibrium point: x must be stable and state trajectories starting near x must tend to x asympotically Region of attraction: initial conditions from which state trajectories converge to an asymptotically stable equilibrium x

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