Module 4F2: Nonlinear Systems and Control: Lectures 4-5: Describing Functions

Module 4F2: Nonlinear Systems
and Control
Lectures 4–5: Describing Functions
Jan Maciejowski
jmm@eng.cam.ac.uk
Department of Engineering
University of Cambridge
Lent 2011 4F2: Nonlinear Systems and Control, Lectures 4–5 – p. 1/20
Describing function
Detects limit cycles in nonlinear feedback
systems.
Describing function
systems.
Predicts amplitude, frequency and stability of
limit cycle.
Describing function
systems.
limit cycle.
Approximate but reliable (usually).
Describing function
systems.
limit cycle.
Relies on a low-pass assumption.
Describing function
systems.
limit cycle.
Relies on a low-pass assumption.
Generalises Nyquist stability theorem.
Nonlinear feedback system
NONLINEAR LINEAR
r(t) e(t) f (·) u(t) y(t)
g(s)
−
Assume e(t) = E sin(ωt), and r(t) ≡ 0.
NONLINEAR LINEAR
r(t) e(t) f (·) u(t) y(t)
g(s)
−

u(t) is periodic — has Fourier series.
NONLINEAR LINEAR
r(t) e(t) f (·) u(t) y(t)
g(s)
−

Assume g(s) is low-pass — y(t) has first
harmonic only.
NONLINEAR LINEAR
r(t) e(t) f (·) u(t) y(t)
g(s)
−

Assume g(s) is low-pass — y(t) has first
harmonic only.
But y(t) = −e(t) — harmonic balance.
∞
X
u(t) = U0 + (Uk sin(kωt) + Vk cos(kωt)).
k=1
∞
X
k=1
ω 2π/ω
Z
U1 = f (E sin ωt) sin ωt dt
π 0
Z 2π
1
= f (E sin θ) sin θ dθ
π 0
∞
X
k=1
ω 2π/ω
Z
U1 = f (E sin ωt) sin ωt dt
π 0
Z 2π
1
= f (E sin θ) sin θ dθ
π 0
Z 2π
1
V1 = f (E sin θ) cos θ dθ.
π 0
Harmonic balance
Suppose that
u(t) ≈ U1 sin(ωt) + V1 cos(ωt) = Im(U1 + jV1 )ejωt
Harmonic balance
Suppose that
In steady-state:
y(t) = Im[g(jω)(U1 + jV1 )ejωt ]
Harmonic balance
Suppose that
In steady-state:
y(t) = Im[g(jω)(U1 + jV1 )ejωt ]
But
0 ≡ y(t) + e(t)
⇒ 0 ≡ Im[(g(jω)(U1 + jV1 ) + E)ejωt ] = 0
⇒ 0 = g(jω)(U1 + jV1 ) + E.
Describing function
Define
U1 + jV1
N (E) = .
E
Describing function
Define
U1 + jV1
N (E) = .
E
Then
0 = g(jω)(U1 + jV1 ) + E
is the same as
−1
g(jω) = .
N (E)
Describing function
Define
U1 + jV1
N (E) = .
E
Then
0 = g(jω)(U1 + jV1 ) + E
is the same as
−1
g(jω) = .
N (E)
Think of N (E) as equivalent linear gain.
Compare with Nyquist: g(jω) = −1 k .
Graphical interpretation
Im
Arrows denote
Re direction of
−1
increasing ω and
N (E) E
g(jω)
Stability of limit cycle
Im Im
Re Re
−1 −1
N (E) N (E)
g(jω) g(jω)
Prediction: STABLE Prediction: UNSTABLE
DF of relay nonlinearity
f (e) = sign(e)
sign(sin(ωt)) is odd. Hence V1 = 0.
Z 2π
1
U1 = sign(E sin θ) sin θ dθ,
π 0
Z π Z 2π
1 1
= sin θ dθ − sin θ dθ
π 0 π π
4
= .
π
Hence
4
N (E) =
πE
DF of polynomial nonlinearity
n
f (e) = e (n odd)
n−1
2

n 2 X
( n−1 −k) n
sin θ = n (−1) 2 sin([n − 2k]θ)
2 k
k=0
n−1
Last term, k = 2 , gives fundamental component.
DF of polynomial nonlinearity
n
f (e) = e (n odd)
n−1
2

n 2 X
( n−1 −k) n
sin θ = n (−1) 2 sin([n − 2k]θ)
2 k
k=0
n−1
Last term, k = 2 , gives fundamental component.
Example, n = 3: (Maths Databook)

3 3 3 1
(E sin θ) = E sin θ − sin(3θ)
4 4
3E 3 3E 2
so U1 = 4 , V1 = 0, hence N (E) = 4 .
Piecewise-linear non-linearity
f (e)
m1 δ m2
m1
−δ
δ e
−m1 δ

 m1 e if |e| < δ
f (e) = (m1 − m2 )δ + m2 e if e > δ
(m2 − m1 )δ + m2 e if e < −δ

Again V1 = 0. R
π
1
E ≤ δ: U1 = 2π 0 m1 E sin2 θ dθ = m1 E
E > δ:
Z π/2
4
U1 = f (E sin θ) sin θ dθ,
π 0
Z sin−1 (δ/E)
4
= m1 E sin2 θ dθ+
π 0
Z π/2
4
((m1 − m2 )δ + m2 E sin θ) sin θ dθ
π sin−1 (δ/E)
sin−1 (δ/E)
2m1 E 1
U1 = θ − sin(2θ) +
π 2 0
4(m2 − m1 )δ π/2
[cos θ]sin−1 (δ/E) +
π
π/2
2m2 E 1
θ − sin(2θ)
π 2 sin−1 (δ/E)
−1
√
Using cos(sin x) √ = 1 − x2 and
sin(2 sin−1 x) = 2x 1 − x2 gives:

2(m1 − m2 )E −1 δ δ δ 2 1/2
U1 = sin ( ) + (1 − ( ) )
π E E E
+ m2 E.
Hence
(
m1 , if E < δ
N (E) = 2(m1 −m2 ) −1 δ δ δ 2 1/2

π sin ( E ) + E (1 − ( E ) ) + m2
if E > δ
Relay with hysteresis
f (e)
R f− (e)
−δ
δ e
f+ (e) −R
Nonlinearity with memory.

Assume E > δ.
3π/2
1
Z
N (E) = f (E sin θ)(sin θ + j cos θ) dθ
πE −π/2
Note limits of integration.

Z π/2
1
N (E) = f+ (E sin θ)(sin θ + j cos θ) dθ+
πE −π/2
Z 3π/2
1
f− (E sin θ)(sin θ + j cos θ) dθ
πE π/2
Real part of N (E)
Let ν = E sin θ, dν = E cos θ dθ.
Note cos θ > 0 if −π/2 < θ < π/2,
and cos θ < 0 if π/2 < θ < 3π/2.
E
1 ν dν
Z
ReN (E) = f+ (ν)
p
πE −E E E 1 − (ν/E)2
Z −E
1 ν dν
− f− (ν) p
πE E E E 1 − (ν/E)2
Z E
1 ν dν
= [f+ (ν) + f− (ν)] p
πE −E E E 1 − (ν/E
Imaginary part of N (E)
E −E
1 dν 1 dν
Z Z
ImN (E) = f+ (ν) + f− (ν)
πE −E E πE E E
Z E
1
= 2
[f+ (ν) − f− (ν)]dν
πE −E
∆
= − 2
πE
∆ is area enclosed by the ‘loop’.
N (E) for the relay
E
4R ν dν
Z
ReN (E) = p
πE δ E2 1 − (ν/E)2
r
4R δ 2
= 1−( )
πE E
hence
r !
4R δ 2 jδ
N (E) = 1−( ) − .
πE E E
Estimates of the DF
Example: Piecewise-linear nonlinearity:
m2 < N (E) ≤ m1
Estimates of the DF
Example: Piecewise-linear nonlinearity:
m2 < N (E) ≤ m1
Example: Relay with dead-zone:

 −1, if e ≤ −δ
f (e) = 0, if |e| < δ
+1, if e ≥ δ

N (E) increases rapidly for |e| just above δ, then

falls towards 0.

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Module 4F2: Nonlinear Systems

Assume e(t) = E sin(ωt), and r(t) ≡ 0.

Assume e(t) = E sin(ωt), and r(t) ≡ 0.

Assume e(t) = E sin(ωt), and r(t) ≡ 0.

Assume e(t) = E sin(ωt), and r(t) ≡ 0.

Nonlinearity with memory.

Note limits of integration.

N (E) increases rapidly for |e| just above δ, then

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