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37 LECTURE 2 DYNAMIC BEHAVIOR

38

State space Models are systems of ODE. State space Model can be either

Linear or non-linear. Time variant or Time invariant. Autonomous or Non-autonomous Deterministic or Stochastic

The model can contain lags (delays at the level of the input or output) The model can contain delays at the level of the states.

Dr. Sami El Ferik, KFUPM, Term 131.

9/8/2013

Objectives

39

Study the dynamic behavior of nonlinear systems. Introduce the concept of equilibrium point, stability, and limit cycles. Learn how to solve differential equations. Learn how to construct the phase portrait. Learn how to evaluate the stability of the solution. Understand the difference between global behavior and local behavior.

Expected Outcomes

40

Use tools to study the dynamic behavior of nonlinear systems. Grasp the concept of equilibrium point, stability, and limit cycles. Solve differential equations. Construct the phase portrait. Evaluate the stability of the solution of a differential equation. Differentiate between global behavior and local behavior.

Dr. Sami El Ferik, KFUPM, Term 131.

9/8/2013

Structure

41

Recall/use some of the motivating examples . Solution of differential equations. Use of modern software tools to solve such equations.

Examples.

Qualitative Analysis

Phase portrait, equilibrium points, and limit cycles. Examples

Stability

Definition. Stability of linear systems and stability analysis via linear approximation. Lyapunov stability analysis. Parametric and non-local behavior. Examples

42

dx1 dt dx 2 dt = = f 1 ( x1 , x 2 , x3 ,..., x n , u1 ,..., u p ) f 2 ( x1 , x 2 , x3 ,..., x n , u1 ,..., u p )

dx n = f n ( x1 , x 2 , x3 ,..., x n , u1 ,..., u p ) dt Where f i ( x1 , x 2 , x3 ,..., x n , u1 ,..., u p ) is any function of xi ' s not necessarily linear

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43

Define

then

44

Linear System

dX 0 = K dt M y = [1 0] X 1 0 B X + 1 r (t ) M M

Non-linear System

x1 = x 2 x2 = g B F (t ) sin( x1 ) 2 x 2 + l ml ml

dX = AX + Br (t ) dt y = CX + Dr (t )

9/8/2013

Linear vs. Nonlinear

Input u System state, x Output y

x = Ax + Bu y = Cx x = f ( x, u ) y = ( x)

Definitions :

(1)

f : R n Rm Rn

(2)

: Rn R p

Linearity

46

A system is said to be linear if it satisfies the superposition theorem (addition) and also homogeneity If y1 is the output due to u1 If y2 is the output of u2 Let u=u1+u2 the new output y=y1+y2. Let u= u1 then the new output y= y1

Dr. Sami El Ferik, KFUPM, Term 131.

9/8/2013

Superposition

47

* Superposition

u1

Sys.

y1 u2

Sys.

y1 + y2

y2

Sys.

t A( t ) y1 (t ) = Ce At x0 + C 0 e Bu1 ( ) d t A( t ) At Bu2 ( )d + y2 (t ) = Ce x0 + C 0 e

Linearity

48

y1 (t ) = C e

At At

?

x

1 0 2 x0

u (t ) = 0

y 2 (t ) = C e

2 y1 + y 2 = C e A t ( x 1 0 + x0 )

A mnemonic rule for linear system :All functions in RHS of a differential equation are linear. System is linear at least at zero input or zero initial condition

Ex:

2 x1 = x 2

x2

= x1 + s i n u

n o n li n e a r

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Time invariant vs. Time varying

System (1) is time invariant parameters are constant

- Linear time varying system

x = A (t ) x + B (t )u y = C (t) x

(3 )

- Nonlinear time varying system

x y

= =

f ( x , u , t ) ( x , t )

(4 )

Time invariant system are called autonomous and time varying are called non - autonomous. In our book, autonomous is reserved for systems with no external input, i.e.,

Ex:

x = Ax, x = f ( x ), y = Cx y = (x)

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51

Stability depends on the systems parameter (linear) Stability depends on the initial conditions, input signals as as the system parameters (nonlinear). Output of a linear system has the same frequency as the input although its amplitude and phase may differ. Output of a nonlinear system usually contains additional frequency components and may, in fact, not contain the input frequency. well

Equilibrium Point

52

Equilibrium Point

We start with an autonomous system.

x = Ax or x = f ( x), x Rn

If det(A)0, the autonomous system has a unique equilibrium point, (Linear System).

xs =0

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53

x = f ( x, t ) x(t0 ) = x0

If

f ( x*, t ) 0

54

dX 0 = K dt M y = [1 0] X

1 0 B X + 1 r (t ) M M

9/8/2013

Example 2: Pendulum

55

x1 = x 2 x2 = g B F (t ) sin( x1 ) 2 x 2 + l ml ml

1 0.8 0.6 0.4 0.2 0 -0.2 -0.4 -0.6 -0.8 -1 0

10

12

14

56

x = ax bxy = 0 y = cxy dy = 0

x=0 or y = a / b y=0 or x = d / c

10

9/8/2013

Predator Prey M2

57

x = ( a by x ) x y = ( cx d y ) y

Comparison:

58

Linear System

dX 0 = K dt M y = [1 0] X 1 0 B X + 1 r (t ) M M

Non-linear System

x1 = x 2 x2 = g B F (t ) sin( x1 ) 2 x 2 + l ml ml

x2 0 dX 0 = = K B X + 1 r (t ) x1 x2 dt 0 M M M x2 = 0 Kx1 = r (t )

x1 = 0 = x 2 g F (t ) sin( x1 ) + l ml F (t ) sin( x1 ) = gm x2 = 0 =

if r (t ) = 0 x1 = 0 & x 2 = 0

Dr. Sami El Ferik, KFUPM, Term 131.

if F (t ) = 0 x1 = k & x 2 = 0

11

9/8/2013

Simulation

mass_spring_sim. clc close all clear all global m k g r B m=1; k=2; g=9.8;r=0; B=0.5; X0=[2,8]; [t,Y]=ode45(@mass_spring,[0 50], X0); figure(1) plot(t,Y(:,1)) grid figure(2) plot(Y(:,1),Y(:,2)) grid

59

Pendulum_sim.m clc close all clear all global l m g F B l=2; m=1; B=2; g=9.8; F=2; X0=[pi/4,0]; [t,Y]=ode45(@pendulum,[0 50], X0); figure(1) plot(t,Y(:,1)) grid figure(2) plot(Y(:,1),Y(:,2)) grid

ODE45 Code

60 function function [dXdt]=pendulum(t,X) [dXdt]=mass_spring(t,X)

global l m g F B

12

9/8/2013

61

dx1 1 = [ h ( x1 ) + x 2 ] dt c dx 2 1 = [ x1 Rx 2 + E ] dt L

Applications for tunnel diodes included local oscillators for UHF television tuners, trigger circuits in Oscilloscopes,

62

13

9/8/2013

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0= 1 [ h ( x 1 ) + x 2 ] h ( x1 ) = 1 x1 + c R 1 1 0 = [ x 1 Rx 2 + u ] x 2 = x 1 + L R u R u R

Lets Summarize

64

Linear System

Unique equilibrium Point Stable Linear system under harmonic input produces an output with the same frequency. Single mode of behavior

Non-linear System

Multiple equilibrium points. Nonlinear system under harmonic input produces an output containing harmonics and sub-harmonics Multiple modes of behavior.

14

9/8/2013

Summary

65

Linear System

Unique equilibrium Point Stable Linear system under harmonic input produces an output with the same frequency. Single mode of behavior Infinite escape time.

Dr. Sami El Ferik, KFUPM, Term 131.

Non-linear System

Multiple equilibrium points. Nonlinear system under harmonic input produces an output containing harmonics and sub-harmonics Multiple steady State modes of behavior. Finite escape time.

66

15

9/8/2013

linear autonomous system

x = Ax x(t ) = e At x0 = ai e t Pi

i

i =1

x0

, n : eigenvectors of A

i , i = 1, , n : eigenvalues of A

=0

x0

>0

x0

<0

Re = 0, Im 0

Re > 0, Im 0

Re < 0, Im 0

All other motions are, basically superpositions of these (along with t je i t , where j is the multiplicity of i ). Thus linear automonous system can exhibit only exponential behavior (possible labeled by harmonic function). Thus the set of possible patterns relatively poor.

but this would not be the eigenbehavior but the forced behavior.

16

9/8/2013

Solution always exists locally. Solution always exists globally. Solution is unique each initial condition produces a different trajectory. Solution is continuously dependent on initial conditions for every finite t,

, T , such that, , t ) x( x0 , t ) < , t T < x( x0 x0 < i f x0

If there is one periodic solution, there is an infinite set of periodic solutions. (There is no isolated closed solution.) Ex:

x1 = x 2 x 2 = x1 dx1 x 2 = dx 2 x1

x2

x x 0 x1dx + 0 x 2 dx = const.

1 2

2 x12 + x2 = constant

x1

17

9/8/2013

x = f ( x), x R n

Basically everything.

x = sgn x, x (0) = 0 x R 1 when sgn x = 1 if x 0 otherwise

t

Here the solution is chattering, because x = +1, x = 1. Therefore, no differential function satisfying the equation exists.

1-71Sami El Ferik, KFUPM, Term 131. Dr.

Solutions

Solution may not exist globally.

x = 1 + x 0

x 2

x = tan(t + c )

Assume c = 0

dx = 0t d t + c 1 + x2 ta n 1 x = t + c

/2

x (t )

x = t3

x = 3x 3 , x (t ) = 0 x (t ) = t 3

1-72 Dr. Sami El Ferik, KFUPM, Term 131.

x=0

18

9/8/2013

Example:

73

dy = K y2 dt

A possible solution is

y= 1 Kt 1

1 t 1

For K=1

y =

74

Assume

www.tokyomodel.com.hk/ecshop/goods.php ?id=2241)

K ( y) = K y 2 B ( v ( t )) = B v ( t ) M d 2 y (t ) dy = r (t ) B K y2 dt dt 2

dy K 2 = y dt B

and

y =

K t 1 B

is a possible solution.

19

9/8/2013

Simulation

75

clc %close all clear all global m k g r B m=1; k=0.2; g=9.8;r=1; B=0.5; X0=[2.2 0]; %initial value [t,Y]=ode45(@mass_nonlinear_spring,[0 50], X0); figure(2) plot(t,Y(:,1)) grid figure(1) plot(Y(:,1),Y(:,2)) grid

Dr. Sami El Ferik, KFUPM, Term 131.

Periodic Solutions

Nonlinear system may have isolated closed (periodic) solutions.

Ex:

20

9/8/2013

Isolated closed solution ( only one periodic solution.) Isolated attractive periodic solution

Chaos

78

For stable linear systems, small differences in initial conditions can only cause small differences in output. Nonlinear systems, however, can display a phenomenon called chaos, by which we mean that the system output is extremely sensitive to initial conditions. (Chaotic regimes non periodic, bounded behavior) Example:

21

9/8/2013

Pitchfork bifurcation

79

As the coefficient varies from positive to negative, one equilibrium point splits into three points (xe = 0, , )

A Hopf bifurcation

80

22

9/8/2013

81

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