Describing Function Analysis

Part I
 Prediction of Limit Cycles
Two Important Destinations of State Trajectories:
1. Equilibrium Points
2. Limit Cycles

Detection of Equilibrium Points:

Solve algebraic equations f(x) = 0

Prediction of Limit Cycles:

The focus of Describing Function Analysis
 A Motivating Example
Simplified Accumulated
“P” Control Manifold Dynamics Transport Delay
1  s Tailpipe
KP e
- AFR
Control
Ts  1 AFR

V(e) e Stoichiometric
HEGO Sensor - Values

Normalized HEGO Voltage V(e)

Switching Sensor

e
 Basic Structure
Linear Dynamics

- G( s) Output e

V(e)
N
Time Invariant Nonlinearity

Analysis:View N as a gain that changes with the magnitude of e

V(e)
Small e:
Equivalent Large Gain
Gains (Slopes)
e

Large e:
Small Gain
 Stability Analysis of the Closed-Loop System
K P e s Im
G( s) 
Ts  1 Nyquist Plot of G(s)

Re
-1/N -1/N
large e small e ω increase

(a) e small N big -1/N is encircled by the Nyquist plot

unstable closed-loop system e will increase
(b) e big N small -1/N is not encircled by the Nyquist plot
stable closed-loop system e will decrease
Potentially a limit cycle!!
 Im
Nyquist Plot of G(s)

Re
-1/N -1/N
large e small e ω increase

Intersection of
G(jw) and -1/N(e)

Intersection of G(jw) and -1/N(e): Potential oscillation

Magnitude: Calculated from -1/N(e)
Frequency: Calculated from G(jw)
 Main Issues
Time Invariant
Nonlinearity Linear Dynamics
u x
- M G( s)

• Prediction: Existence of limit cycles

• Qualitative Analysis: Stability of the limit cycle
• Quantitative Analysis:
• Approximate magnitude of the oscillation
• Approximate frequency of the limit cycle
• Control: Design controllers to create desired magnitude and
frequency of the limit cycle
 General Approaches
Observations:

1. A limit cycle represents a periodic trajectory of the

system.
2. In linear systems, periodic solutions (marginally stable
systems) are pure sinusoid signals:

u(t )  a sin(t   )
3. In nonlinear systems, a periodic trajectory may contain
higher frequency harmonics, whose frequencies are
multiples of the base frequency (the frequency of the
limit cycle).
u(t )  a0  a1 sin(t )  b1 cos(t )  a2 sin(2t )  b2 cos(2t ) 
If the linear part G(s) is a low-pass filter, then the higher
frequency components of u(t) will be attenuated after passing
G(s).

It implies that u(t) is approximately a sinusoid signal. For an

approximate analysis, we can retain only the basic frequency
component of u(t) in our analysis.
Time Invariant Nonlinearity
u (t )  a0  a1 sin(t )  b1 cos(t )
A sin(t ) M  a2 sin(2t )  b2 cos(2t ) 

A sin(t ) N(A,ω) u(t )  a1 sin(t )  b1 cos(t )

Linear Approximation: Under a sinusoid signal

N(A,ω): Describing function of M

It is a “harmonic linearization” of M
 Harmonic Linearization
Time Invariant
Nonlinearity Linear Dynamics
u x
Nonlinear - M G( s)
System

Harmonic Approximation
Describing Function of M Linear Dynamics
A sin(t ) u x
Linearized N(A,ω) G(s)
System -

A sin(t ) Self-sustained oscillation

(a pole at jω)
 Basic Assumptions

1. The linear part G(s) is low-pass: This will ensure that the base
frequency component is dominant in the closed-loop.
2. The nonlinear part is time invariant: This will ensure that it is
possible to approximate it by a linear time-invariant system.
3. The nonlinearity M is symmetric to the origin: This will ensure
that the DC component a0 = 0 (the signal has zero average).
M(x) M(x)

x x
 Describing Function Analysis
Describing Function of M Linear Dynamics
A sin(t ) u x
N(A,ω) G(s)
-

Question: Can A sin(t ) be sustained in the closed-loop system?

Equivalent question: Can we found a pair of magnitude A and

frequency ω such that the following equation is satisfied:

1  G( j) N ( A, )  0
i.e., for this value A, the closed-loop system has a pole at
jω
 Two equations: real part and imaginary part
Two unknowns: A and ω

1  G( j) N ( A, )  0

Prediction of the existence of a limit cycle:

If these equations have a solution, then we predict the existence of

a limit cycle of approximate magnitude A and approximate
frequency ω.

If these equations do not have a solution, then we predict that

there exists no limit cycle.
 Remarks
• Describing Function Analysis is an approximation method.

• The prediction is often correct, but is not guaranteed.

• The magnitude and frequency are approximate values, not

necessarily accurate.

• The method is quite powerful since it provides insight about

1. How a limit cycle is generated;

2. How the magnitude and frequency depend on system
parameters;
3. How one can change systems to either create or
eliminate a limit cycle, and how to modify its magnitude
and frequency.
 An Example
The Van de Pol equation:

x   ( x  1) x  x  0
2

Re-write the system as

x   x  x    x x  u 2

u   x x   M ( x)
2

Time Invariant Linear Dynamics

Nonlinearity

u
- M s2   s  1 x
Deriving the describing function N(A,ω) of M

x  A sin t
M ( x)  x 2 x  A2 sin 2 (t ) A cos(t )
A3 A3
 cos(t )  cos(3t )
4 4
Retain only the base frequency component

A3 A2 d ( A sin(t )) A2
u (t )  cos(t )   x
4 4 dt 4
The describing function:
A2
N ( A,  )  j
4
Try to solve the equations:

1  G( j) N ( A, )  0

 A 2
1 j  0
( j )   ( j )  1 4
2

j  A2  4(1   2 )  j 4 

  1, A2

We predict that there exists a limit cycle of approximate

magnitude 2 and frequency 1 (rad/sec).
 Describing Functions of Typical Nonlinearity
Basic method: c(t )  M (e(t ))
e(t )  A sin(t ) c(t )  M ( A sin(t ))

M is time invariant c(t) is periodic of frequency ω

Fourier expansion of c(t)
a0 
c(t )    [an cos(nt ) bn sin(nt )]
2 n1
Ignore the higher frequency components

a0
c0 (t )   a1 cos(t )  b1 sin(t )
2
 
1
a0 
 
 M ( A sin(t ))d (t )

1
a1 
  M ( A sin(t )) cos(t )d (t )


1
b1 
  M ( A sin(t )) sin(t )d (t )


Since M is symmetric to the origin, a0  0

c0 (t )  a1 cos(t )  b1 sin(t )
1 a1 d ( A sin(t ))
 (b1 A sin(t ) 
A  dt
1 a1
 (b1e  e)
A 
Describing Function:
1 a1 1
N ( A,  )  [b1  j ]  [b1  ja1 ]
A  A
 A common simplification:

If M(e) is an odd function, then


1
a1 
  M ( A sin(t )) cos(t )d (t )  0

 
1 2
b1 
  M ( A sin(t )) sin(t )d (t )    M ( A sin(t )) sin(t )d (t )
 0

Describing Function:
1 b1
N ( A,  )  [b1  ja1 ] 
A A
 M(e)
Relay (Switching Nonlinearity)
B
M is an odd function.
e

-B


2 4B N(A)
b1 
  B sin(t )d (t ) 
0


b1 4 B
N ( A)  
A A
A
Saturation M is an odd function.
C(t)
M(e)
ka

a e t1  t
2

e
t1

t
Case 1: Aa It is in the linear range
N ( A)  k
Case 2: Aa Saturation is taking effect
kA sin(t ), 0  t  t1
c(t )  
 ka, t1  t   / 2

2
b1 
  c(t ) sin(t )d (t )
0
 /2
4

  c(t ) sin(t )d (t )
0

4 1 
t  /2
   kA sin (t )d (t )   ka sin(t )d (t ) 
2

  0 t1 
2kA  a a2 
 t1  1 2 
  A A 
At the saturation point
a
A sin(t1 )  a t1  sin 1

A
2kA  1 a a a2 
b1  sin  1 2 
  A A A 

Describing Function:
b1 2k  1 a a a2 
N ( A,  )   sin  1 2  N(A)
A   A A A 
k

a A
Dead Zone M is an odd function.
C(t)
M(e)

e t1  t
δ
2

e
t1

t
Case 1: A It is in the dead zone
N ( A)  0
Case 2: A Linear part is taking effect
 0, 0  t  t1
c(t )  
k ( A sin(t )   ), t1  t   / 2

4   /2 
b1    k ( A sin(t )   ) sin(t )d (t ) 
  t1 
2kA   1    2 
   sin  1 2 
  2 A A A 
Describing Function:

b1 2k   1   2 
N ( A,  )     sin  1 2 
A   2 A A A 

N(A)

δ A
Backlash M is NOT an odd function.

M(e)

k
e
δ

4 k   
a1  
  A 
1


kA 
2
1  2   2   2  
b1    sin   1    1 1    1
 2  A   A   A  

Describing Function:
1
N ( A,  )  (b1  ja1 )
A
k 
2
 2   2   2  4 k   
   sin 1   1    1 1    1   j   1 
 2  A   A   A    A  A 


|N(A)|
k

δ A
N ( A)
A
0o

-90 o
 C(t)
M(e)

k
e t
δ t1 t2

e
t1
There is a phase delay!

t2
t
Describing Function Analysis

Part II
 Main Issues
Time Invariant
Nonlinearity Linear Dynamics
u x
- M G( s)

• Prediction: Existence of limit cycles

• Qualitative Analysis: Stability of the limit cycle
• Quantitative Analysis:
• Approximate magnitude of the oscillation
• Approximate frequency of the limit cycle
• Control: Design controllers to create desired magnitude and
frequency of the limit cycle
 Nyquist Stability

e
r N(A) G(s) y
-

Open-Loop System: L(s)  N ( A)G(s)

L( s )
Closed-Loop System: M ( s) 
1  L( s )
 Main Relationship:
Poles of the Closed-Loop System = Zeros of 1 + L(s)

Nyquist Criterion:
Z  NP
Z = the number of unstable zeros of 1+ L(s)
P = the number of unstable poles of L(s)
N = the number of clockwise encirclement of the Nyquist
plot of L around the critical point (-1,0).
For the closed-loop stability, Z = 0.

N  P
The Nyquist plot must encircle (-1,0) counter-clockwise P times.
Suppose the open loop system L(s) is stable, P = 0

If the Nyquist plot of the open-loop system L(s) does

not encircle (clockwise) the point (-1,0), then the
closed-loop system is stable.

If the Nyquist plot of the open-loop system L(s) encircle

the point (-1,0), then the closed-loop system is unstable.
The number of encirclement is equal to the number of
unstable poles of the closed-loop system
 Suppose L(s) is stable

Closed-loop system unstable

Closed-loop system stable

(-1,0)

Nyquist Plot of L(jω)

In the special case of L(s) = k G(s), k > 0, and assume G(s) is stable

Small k: Closed-loop system

Is stable
Nyquist Plot of G(jω)

(-1/k,0) (-1/k,0)


Large k: Closed-loop system is unstable

Apply to our case L(s) = N(A) G(s), N(A) may be complex,
and assume G(s) is stable

Closed-loop system
Is stable
Nyquist Plot of G(jω)

-1/N(A)


-1/N(A)

Closed-loop system is unstable

 Prediction of Limit Cycles
Linear Dynamics

- G( s) Output e

V(e)
N
Time Invariant Nonlinearity

In most of cases, N(A,ω) is a function of A only: N(A)

1  N ( A, )G( j)  1  N ( A)G( j)  0

G( j)  1/ N ( A)
 G( j)  1/ N ( A)
does not have a solution (A,ω) if their graphs do not intersect.
Im
Nyquist Plot of G(jω)
A increase

Re

ω increase

Plot of -1/N(A)

Prediction: No limit cycles.

 G( j)  1/ N ( A)
has a solution (A,ω) if their graphs have an intersection
Im
A increase
Nyquist Plot of G(jω)
(A2 ,ω2)

Re
Intersections of
G(jω) and -1/N(A) ω increase
(A1 ,ω1)

Plot of -1/N(A)
Intersections of G(jω) and -1/N(A): Prediction of two limit cycles:
One with magnitude A1 and frequency ω1
the other with magnitude A2 and frequency ω2
 Stability Analysis of the Limit Cycles
Im
A increase
Nyquist Plot of G(jω)
(A2 ,ω2)

Re
ω increase
(A1 ,ω1)

A < A1 -1/N(A) is not encircled by the Nyquist plot

stable closed-loop system A will decrease, away from point 1

The limit cycle with magnitude A1 and frequency ω1

is an unstable limit cycle.
 Im
A increase
Nyquist Plot of G(jω)
(A2 ,ω2)

Re
ω increase
(A1 ,ω1)

A1 < A < A2 -1/N(A) is encircled by the Nyquist plot

unstable closed-loop system A will increase, toward point 2
A > A2 -1/N(A) is not encircled by the Nyquist plot
stable closed-loop system A will decrease, toward point 2

The limit cycle with magnitude A2 and frequency ω2

is a stable limit cycle.
Example: Switching Nonlinearity

Switching Linear Dynamics

Nonlinearity

u 10s
M x
- s 2  2.1s  100
 M(e)
Relay (Switching Nonlinearity)
B

 e
2 4B
b1 
  B sin(t )d (t ) 
0

-B

N(A)

b1 4 B
N ( A)  
A A

A
 Nyquist plot of G(jω)

1

N ( A) (-4.76,0)

Intersection of G(jω) and -1/N(A): Prediction of a limit cycle

 4B 1 A
N ( A)     4.76
A N ( A) 4B

Magnitude: A  6.06B
10 j
G( j )   4.76  j 0
  100  j 2.1
2

Frequency:   10

Control of the limit cycle:

To change the magnitude A: add a gain to u to change B
To change the frequency ω: add a controller to change the
intersection frequency of the Nyquist plot. This can be
done on the Bode plot.
 Nyquist plot of G(jω)

1

N ( A)
(-4.76,0)

A < 6.06B -1/N(A) is encircled by the Nyquist plot

unstable closed-loop system A will increase, toward 6.06B
A > 6.06B -1/N(A) is not encircled by the Nyquist plot
stable closed-loop system A will decrease, toward 6.06B

The limit cycle with magnitude A=6.06B and frequency ω = 10 is

a stable limit cycle.
Change the nonlinearity to a saturation
C(t)
M(e)
ka

a e t1  t
2

e
t1

t
Describing Function:

b1 2k  1 a a a2 
N ( A,  )   sin  1 2 
A   A A A 

N(A)

a A
 Nyquist plot of G(jω)

1

N ( A) -1/k (-4.76,0)

1
  4.76  k  0.21
k

No intersection of G(jω) and -1/N(A): No limit cycle

 Nyquist plot of G(jω)

1

N ( A) (-4.76,0) -1/k

1 Intersection of G(jω) and -1/N(A):

  4.76  k  0.21
k Prediction of a limit cycle
 10 j
G( j )   4.76  j 0
  100  j 2.1
2

Frequency:   10
N(A)

k
1
  4.76  N ( A)  0.21 0.21
N ( A)

A0 A

Magnitude: A  A0
 Nyquist plot of G(jω)

1

N ( A)
(-4.76,0)

A < A0 -1/N(A) is encircled by the Nyquist plot

unstable closed-loop system A will increase, toward A0
A > A0 -1/N(A) is not encircled by the Nyquist plot
stable closed-loop system A will decrease, toward A0

The limit cycle with magnitude A=A0 and frequency ω = 10 is a

stable limit cycle.
Example: Unstable Linear Part

Linear Dynamics
Nonlinearity

u s
M x
- s 2  3s  2
 Nyquist plot of G(jω)
(-1/3,0)

j
G( j ) 
2   2  j 3

At the intersection: 1
  2, G( j 2)  
3

The plant has two unstable poles: P =2

For closed-loop stability: N= -2: two counter-clockwise encirclement
 Case 1: Linear Control
M k
k < 3, -1/k < -1/3, no encirclement,
the closed-loop system is unstable

Nyquist plot of G(jω)

(-1/3,0)

k > 3, -1/k > -1/3, two counter-clockwise encirclements,

the closed-loop system is stable
 Case 2: Dead Zone Nonlinearity
C(t)
M(e)

δ
e t1  t
2

e
t1

t
Describing Function:

b1 2k   1   2 
N ( A,  )     sin  1 2 
A   2 A A A 

N(A)

δ A
 1 Nyquist plot of G(jω)

N ( A) (-1/3,0)

-1/k

k < 3, -1/k < -1/3, no intersection: No limit cycle is predicted

In fact, the system is unstable.

 1 Nyquist plot of G(jω)

N ( A) (-1/3,0)

-1/k

k > 3, -1/k > -1/3, one intersection: a limit cycle is predicted

Small A -1/N(A) is not encircled by the Nyquist plot

unstable closed-loop system A will increase
Large A -1/N(A) is encircled by the Nyquist plot
stable closed-loop system A will decrease

The limit cycle is stable!

 j
G( j ) 
2   2  j 3
At the intersection: 1
  2, G( j 2)  
3
Frequency:  2
N(A)

1 1 k
    N ( A)  3
N ( A) 3
3

δ A0 A
Magnitude: A  A0
 Case 3: Saturation Nonlinearity
M(e) C(t)

ka

a e t1  t
2

e
t1

t
Describing Function:

b1 2k  1 a a a2 
N ( A,  )   sin  1 2 
A   A A A 

N(A)

a A
 1 Nyquist plot of G(jω)

N ( A) (-1/3,0)

-1/k

k < 3, -1/k < -1/3, no intersection: No limit cycle is predicted

In fact, the system is unstable.

 1 Nyquist plot of G(jω)

N ( A) (-1/3,0)

-1/k

k > 3, -1/k > -1/3, one intersection: a limit cycle is predicted

Small A -1/N(A) is encircled by the Nyquist plot

stable closed-loop system A will decrease (towards the EP).
Large A -1/N(A) is not encircled by the Nyquist plot
unstable closed-loop system A will increase, towards infinity

The limit cycle is unstable!

 Example: N(A,ω)
The Van de Pol equation:

x   ( x  1) x  x  0
2

Re-write the system as

x   x  x    x x  u 2

u   x x   M ( x)
2

Time Invariant Linear Dynamics

Nonlinearity

u
- M s2   s  1 x
Deriving the describing function N(A,ω) of M

x  A sin t
M ( x)  x 2 x  A2 sin 2 (t ) A cos(t )
A3 A3
 cos(t )  cos(3t )
4 4
Retain only the base frequency component

A3 A2 d ( A sin(t )) A2
u (t )  cos(t )   x
4 4 dt 4
The describing function:

A2
N ( A,  )  j It is a function of
4 both A and ω
Equivalent System for Analysis on Limit Cycles:

A2 
N ( A,  ) G ( j )  j
4 ( j ) 2   j  1
A2  j
  N ( A) G ( j )
4 ( j )   j  1
2

2 u s
A x
- 4 s2   s  1

 j
  1  j G( j )   1
( j )   j  1
2
 Nyquist plot of the equivalent system
G( j )  j G( j )

1 4
  2
N ( A) A (-1,0)

The plant has two unstable poles: P =2

For closed-loop stability: N= -2:

two counter-clockwise encirclement
 There is one intersection: a limit cycle is predicted

Small A 1/ N ( A) is not encircled by the Nyquist plot

unstable closed-loop system
A will increase toward the intersection.

Large A 1/ N ( A) is encircled by the Nyquist plot

stable closed-loop system
A will decrease toward the intersection.

The limit cycle is stable!

 Intersection point:

 j
Frequency: G ( j ) 
1   2   ( j )
  1, G ( j1)  1

1 4
Magnitude:   1  2  1  A  2
N ( A) A