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Chapter 3 Describing Functions

3.1 Motivation
1. Describing function method can be viewed as the frequency response of the
nonlinear system.
2. Frequency response is only an approximately analysis and predict nonlinear
behavior, which is different from the frequency response of the linear system.
3. Describing function method is only suitable to the low degree nonlinearity
4. The main use of describing function method is to predict the limit cycles in
nonlinear systems.
5. It is only an approximation method, there exists inaccurate predictions:
a. There exists difference between the prediction values and actual values in
amplitude and frequency of limit cycle.
b. The limit cycle predicted by the describing function method may not exist.
c. The actual exist limit cycle may not be predicted by the describing function.

[Example]: Solving Van der pol equation

x x 2 -1 x x 0 .


r=0 -x u x
To have the solution of fixed amplitude s - s+1

and frequency, we can let S

x(t ) A sin t (1) - x
which A and are the values to be Low-pass
Plant freq. resp.
determined. Block diagram in the right
figure presents the Van der pol equation: dB

u - x 2 x
- A2 sin 2 (t ) A cos(t ) 0

A3 A4
- 1- cos 2t cos t - cos t - cos 3t . (2)
2 2
Since the low-pass plant is the characteristic of most physical systems, the higher
frequency signal, cos 3t , in Eq.(2) will become unapparent signal after passing the
low-pass plant. Then, we can have the approximate control signal u as:
A3 A2 d A2 d
u- cos t - A sin t -x . (3)
4 4 dt 4 dt

[Note]: It does not tell you the signal u in Eq.(2) are similar to the signal u in Eq.(3). It

is only tell you that the signal u in Eq.(2) and Eq.(3) has the similarly effect to the
Eq.(3) can be rewritten in the frequency domain:

u N A, -x (4)

which N A, = A 2 4 j is the transfer function between u and - x , depending on

both amplitude A and frequency . A2

G ( j )
From the right figure, we can have r 0 -x u x

x A sin t N A,
s - s+1

G j u
G j N A, - x

1 G j N A, x =0 ,

A 2 j
1+ =0 (5)
j - j +1

Let the real part and imaginary part equal to zero to solve Eq.(5), we can
obtain A=2, =1 that represent the amplitude and frequency value of the fixed
amplitude and fixed frequency solution in Van der Pol equation. Eq.(5) can be
rewritten to the characteristic Equation of the closed-loop:
1+ =0
4 p - p+1

whose eigenvalues are

1,2 =- A 2 -4 A -4 -1
1 1 2 2 2
8 64

Corresponding to A 2 , we obtain the eigenvalues 1,2 j , which tells us the poles

locate on the imaginary axis which corresponds the fixing oscillation frequency.

Corresponding to A>2 , we obtain the real part of eigenvalues, Re 1,2 0 , which

gives us the information about the decreasing amplitude and approaching to the value
2, i.e., A , A 2 . Corresponding to A<2 , we obtain the real part of

eigenvalues, Re 1,2 >0 , which gives us the information about the increasing

amplitude and approaching to the value 2, i.e., A , A 2 . We can conclude that

there is a stable limit cycle with A=2, =1 , according to the above analyzing.

Advantage and Disadvantage of Limit Cycle
1. Laser cavity is a kind of limit cycle application.
2. Dither is a high frequency oscillation source, which assists mechanism systems
with passing the Coulomb friction in the low speed section quickly.
3. Control accuracy will be affected when the oscillation of limit cycle is not in the
high frequency range (close to the control frequency bandwidth).
4. Long period of limit cycle oscillation will fatigue the mechanism structure.
5. It is uncomfortable to the people in the flight if there is a limit cycle in the
dynamic response of the aircraft.

3.2 Describing Function Fundamentals

Linear Plant
x sin 0t y (t ) y (t )
G j
Let us consider a sinusoidal input x sin 0t , with amplitude A and frequency 0 to the
nonlinear element shown in the above figure. The output y (t ) may be very
complicated, however, we still can expand it by using Fourier series, (Satisfy the
Dirichlet expansion condition)

y (t ) 0 an cos n0t bn sin n0t (1)
2 n 1
where the Fourier coefficients a i 's and bi 's are generally functions of A and ,
determined by
c t d t


c t cos nt d t

c t sin nt d t

Input y (t ) to a linear system, then the high frequency part of y (t ) will be filtered. In
other words, there is no high frequency signal in the plants output y (t ) .

Basic Assumption of Describing Function

When the Bode plot, G j satisfying G j

G j0 G jn0 , n 2,3, ,
the effect of y (t ) in Eq.(1) to the plant can be dB

0 20 30
replaced by the similar effect of y (t ) in the
below equation to the plant,
a1 cos n0t b1 sin n0t .
y1 (t )
When the nonlinear system is the symmetry type, then a 0 =0 ,

y1 (t ) a1 cos n0t b1 sin n0t Y1 sin 0t (2)

y t cos t d t

a1 0 0 (3)

y t sin t d t

b1 0 0 (4)

Definition of Describing Function

Describing function is defined in the form as:
N (Y1 , )

which Y1 a12 b12 is output amplitude.

tan -1 is phase shift.

x is input amplitude.

Computing Different Types of Describing Function

The output y1 (t ) obtained from the y1 (t ) Y1 sin t
describing function is the fundamental X sin t
harmonic component of the actual output N X ,
y (t ) of the system.
1. On-off nonlinearity describing function: X sin t
Nonlinear Real output
Output of the sine wave passing through the
component y (t )
on-off element is shown in the right figure.
Since y (t ) is an odd function, the Fourier
Series expansion only contains sin nt :

y (t ) Bn sin nt (5)
n 1

Consider the first term, fundamental

Harmonic component only:
y1 (t ) B1 sin t (6) Output
which B1 is to be determined.
[Note]: To obtain the B1 , it is necessary
to obtain output y (t ) first, because 0 Input
1 2

B1 y (t ) sin td (t ) . -M

From the observation, we can realize that

the output y (t ) is a pulse function.
y (t ) M , 0 t
y (t ) -M , t 2 . x(t ) X sin t
We can obtain
1 2
y (t ) sin td t

B1 x

y (t ) sin td t t

sin td t

= .

Therefore, M
y1 (t ) B1 sin t sin t
Y1 4M
N ( X , )
which M is output amplitude. y1 (t ) Y1 sin t

We have to notice that there is no phase shift in the above equation. The actual output
of the system is y (t ) , which is a pulse and the output y1 (t ) obtained in the describing
function is a sinusoidal wave. It is obvious to see that there exist differences between
the pulse and sinusoidal wave in the shape and characteristic. The reason we can
view y1 (t ) as the approximation of y (t ) is the response of plant to y (t ) similar to the
response of plant to y1 (t ) . How similarity between y (t ) and y1 (t ) depends on the
satisfactory of the basic condition:

G j G jn , n 2,3, 4, .

2. On-off with hysteresis describing function: Output
Compare to the above on-off nonlinearity
describing function, there is an additional
delay condition here. There exits output only M
if the input signal is large than a positive value
h. The output will be cut off only if the input M h
signal is less than a negative value h. It is
similar to the switch on and off of a diode.

The additional term of On-off with hysteresis describing function is phase shift:
4M 4M h
N X , - - sin -1
x x x
which phase can be obtained from:
X sin t1 h
t1 sin -1
y1 (t ) Y1 sin t - presents the right movement of the figure.

3. Dead-zone nonlinearity describing function:
Consider a sinusoidal input of the dead-zone -
nonlinear element, one can obtain its output
y (t ) has the form as: Input
y(t)=0, 0<t<t1


k X sin t - , t1 t -t

=0, - t1 <t<

It has to be noticed that the output y (t ) is an

odd function, it contains sin t only. The

fundamental harmonic component of y (t ) is

y1 (t ) B1 sin t
which coefficient B1 can be determined by
B1 =
p 0
y (t ) sin wt d (wt )
p/ 2
p 0
y (t ) sin wtd (wt )
p/ 2
p wt 1
(X sin wt - D ) sin wt d (wt ) .

which t1 satisfies:
X sin wt 1 = D ? wt 1 sin -1
We can have

4 Xk p/ 2 p/2
B1 =

p wt1 sin 2 wtd (wt ) - sin wt 1
wt 1
sin wtd (wt )

p -1 V V V 2
= - sin - 1 -

Therefore, the Dead-zone nonlinearity describing function can be expressed as

N X , 00
2 K -1

K- sin 1-

4. Saturation nonlinearity describing function: Output

Consider a sinusoidal input X sin t (as figure
-S Slope=k
(b) shows) of the saturation nonlinear element
(as figure (a) shows), one can obtain its output S Input
y (t ) (as figure (c) shows) has the form as:

KX sin t , 0 t t1
y (t )
KS , t1 t 2

which t1 satisfies
X sin t1 S
t1 sin -1 .
The fundamental harmonic component of y (t )
is y1 (t ) :
y1 (t ) B1 sin t
4 /2
y (t ) sin td t

which B1

4 t1
KX sin 2 t d t


4 /2
Ka sin t d t


2K S
1 X X

We can have the describing function:

2 K -1 S S
N X , 1 00 sin 1- .

3.3 Stability Analysis of Describing Function

Nyquist criteria of the linear system can be used in the nonlinear system via the
describing function. r ( s) + y ( s)
y(s) KG ( s ) K G ( s)

r ( s ) 1 KG ( s ) H ( s )
H (s)

G(s) H (s)
-1 K

1. A constant gain K is included in the forward path in the above right figure. This

forward path has N times circle when S has a closed path as the above left figure
2. Assume that there are p unstable poles of 1 KG ( s ) H ( s ) (open-loop pole).
3. Assume that there are z unstable zeros of 1 KG ( s ) H ( s ) (closed-loop pole).
We have the relation Z N P , which represents the number of clockwise

encirclements of the G ( s ) H ( s ) plot around the point -1 k,0 . The stability

condition of closed-loop system is that G ( s ) H ( s ) does not circle the

point -1 k,0 when p 0 (minimum phase).

Nonlinear Nyquist:
Consider the transfer function: Describing
y ( j ) N X , , Function

r ( j ) 1 N X , , G ( j ) r ( s) + y ( s)
N X , G (s)
The characteristic function is

1 N X , , G ( j )=0

G j - (1)
N X , ,
Compare with the linear system, G ( j ) -1 K (2)

It is clear to see the critical point of nonlinear system is -1 N X , , , which is

changing with the variation amplitude and variation frequency. Now we can
redefine the Nyquist criteria for the nonlinear system: the system is stable if the
path of -1/ N does not enclosed by the path of G ( s) .

Frequency-Independent Describing Function

N N(X ) : Im
Consider the paths in the right figure, G ( j )
system input is X sin t . System stability
condition are:
1. System is stable when 0 X X A or 0 Re
X B X . It is a region of -1/ N's F
path where does not enclosed by the
path of G ( s ) .
2. On the contrary, system is unstable 0 X 1
C -
when X A X X B .
3. A, B are the positions where limit cycle exist when G j - .
N(X )
Take the above right figure as an example:
Consider the point A , it has coordinate X A on -1/ N s path and has

coordinate A on G j s path. We can have the limit cycle X A sin At at

point A .
In the following paragraph, the stability determination of the limit cycle will
be introduced.

Stability determination of limit cycle point A :

System will become unstable when the perturbation from point A to
point C happens. It is away from point A along the increasing X direction. System
will become stable when the perturbation from point A to point D happens. It is
away from point A along the decreasing increasing X direction. We can conclude
that the limit cycle at point A is unstable from the above analyzing.

Stability determination of limit cycle point B :

System will become unstable when the perturbation from point B to point F
happens. It is toward to point B along the increasing X direction. System will
become stable when the perturbation from point B to point E happens. It is
toward to point B along the decreasing increasing X direction. We can conclude
that the limit cycle at point B is stable from the above analyzing.

Frequency-dependent describing function

N N ( X , ) : stable
4 A1 A2 A3
G ( j )


-1 N ( X , )

G ( j ) N ( A, )

Variational critical point Fixed critical point, -1

[Example]: Saturation describing function:
N(X )
2 K -1 1 1 1
N(X ) sin 1- 2 -10 S y (t )
X X X r (t)=0 + e K u (t )
- 1
S 2.1S 100

The crossing point of path G ( j ) and real

Axis locates on G ( j10) -4.76 . We can
determine the stability condition:
-1 K <-4.76
1 K >4.76
K<0.21 stable (X)
Limit cycles location is: -4.76
- G j10 -4.76
N(X ) -1 N ( X ) -1 K
N(X )
X 1.36 (choose K 0.25) G ( j )
We can also obtain the dynamic equation of
Limit cycle:
e(t ) 1.36sin(10t )


2 -1 1 1 1
N u (A)= sin + 1- 2 , A 1
=1, A 1

A sin t y1
N(A) A N ( A) sin t N ( A)

gain phase

3.4 Multi-Nonlinearity Loop

r =0 + A0 A1e j1 A2 e j2
N1 ( A1 ) G1 ( j )

G2 ( j ) N 2 ( A2 )
A4e j4 A3e j3
N1 ( A1 ) and N 2 ( A2 ) in the above figure represent the nonlinear characteristic of
actuator and sensor. Consider low-pass filter is the characteristic of G1 ( j ) and
G2 ( j ) , the phase and amplitude of all points are:
A1 A0 N1 ( A1 ) , 1 N1 ( A1 )
A2 A1 G1 ( j ) , 2 1 G1 ( j )
A3 A2 N 2 ( A2 ) , 3 2 N 2 ( A2 )
A4 A3 G2 ( j ) , 4 3 G2 ( j )

We have - A4e j4 A0 0

A4 j4
e 1 0 (1)
The first left term in the Eq.(1) is the total closed-loop gain and phase:
N tot A0 , 4 e j4
which satisfies

N tot A0 , +1=0 . (2)

A 0 and in Eq.(2) represent the amplitude and frequency of the limit cycle. Similar
to the definition in linear system, the gain margin and phase margin in nonlinear

system can be defined by the distance between N tot A0 , and - 1 :

1. Fixed amplitude A 0 :

GM 20 log N tot A0 , * ,

which * satisfies N tot A0 , * =- ,

PM N tot A0 , * ,

which * satisfies N tot A0 , * =1 . GM and PM are function of A0 .

2. Fixed frequency :

GM 20 log N tot A* , ,

which A* satisfies N tot A* , =- ,

PM N tot A* , ,

which A* satisfies N tot A* , =1 . GM and PM are function of .

Each curves in the right figure represents Gain

the systems gain margin and phase margin

N tot A, i
with fixing frequency i and varying
GM i , (-) PM j , ( )
amplitude A . From this figure, we can tell:
0 dB Phase
GM i 0, PM i 0 when i
PM i , (-) GM j , ( )

GM j 0, PM j 0 when j Ntot A, j



N tot ( A, ) of the system can be determined by the above analyzing method. By

varying the value of A with fixed , we can plot the path of N tot ( A, ) .


From the above figures we can find out that there is an unstable response of the
nonlinear system when the input frequency is 0.3< <0.9 .

3.5 Problems
(1) Fig.1 presents the servo mechanism including an amplifier, a motor and two gear
wheels. The position of y locates behind the position of x because of the slits of
the gear shown in the Fig.1 (b).

Fig. 1: Transmission mechanism with gear slits.

Fig.2 gives the describing functions magnitude N and phase N of the gears

slits. The transfer function of the amplitude and motor is . The final block
diagram is presented in Fig.3. Please analyze is there any limit cycle of the
system. Is the limit cycle stable or unstable? What is its oscillation frequency and

Fig.3 Block diagram.

Fig. 2: Describing function of backlash.

(2) Right figure a presents the nonlinear
element and the linear system G(s) . Fig.
4(b) shows the limit cycle frequency =5.9
rad/ sec of the system.What value of

G ( jw) sould be decresed to as long as

the value of oscillation frequency

decreases from 5.9 to 4 rad/sec? (In other
words, please estimate the value of k in
figure b.)

(3) Analyzing the stability of the system

in the right figure according to the
describing function. (Note: the describing
function of the nonlinear element
y x3 should be determined first.)

(4) What is the oscillation frequency and

amplitude of the system shown in the
right figure? (Find its limit cycle.)