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Limit Cycles with Chattering in Relay Feedback Systems

Article  in  IEEE Transactions on Automatic Control · October 2002

DOI: 10.1109/TAC.2002.802770 · Source: IEEE Xplore

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 1

Limit Cycles with Chattering

in Relay Feedback Systems
Karl Henrik Johansson, Andrey Barabanov, Karl Johan Åström

Abstract
Relay feedback has a large variety of applications in control engineering. Several interesting phenomena occur in simple relay
systems. In this paper scalar linear systems with relay feedback are analyzed. It is shown that a limit cycle where part of the limit
cycle consists of fast relay switchings can occur. This chattering is analyzed in detail and conditions for approximating it by a sliding
mode are derived. A result on existence of limit cycles with chattering is given and it is shown that the limit cycles can have arbitrarily
many relay switchings each period. Limit cycles with regular sliding modes are also discussed. Examples illustrate the results.

Index Terms
Oscillations; Sliding modes; Relay control; Hybrid systems; Discontinuous control; Nonlinear dynamics

I. I NTRODUCTION
Relays are common in control systems. They are used both for mode switching and as models for physical phenomena such as
mechanical friction. Relay control is the oldest control principle but is still the most applicable. An early reference to on–off control
is [1] (as pointed out in [2]), in which Hawkin studied temperature control and noticed that the relay controller caused oscillations.
Simple mechanical and electro-mechanical systems were an early motivation for studying models with relay feedback [3], [4].
Other applications were in aerospace [5], [6]. A self-oscillation adaptive system, which has a relay with adjustable amplitude in
the feedback loop, was tested in several American aircrafts in the 1950s [7].
Recently there has been renewed interest in relay feedback systems due to a variety of new applications. Automatic tuning of
PID controllers using relay feedback is based on the observation that if the controller is replaced by a relay, there will often be a
stable oscillation in the process output [8]. The frequency and amplitude of this oscillation can be used to determine PID controller
parameters similar to the classical approach by Ziegler and Nichols [9]. Another application of relay feedback is in the design of
variable-structure systems [10]. The high-gain of the relay makes it possible to design a control system that is robust to parameter
variations and disturbances. Hybrid control systems have both continuous-time and discrete-time dynamics. An interesting class of
hybrid systems are switched control systems [11], in which a relay feedback system is the simplest member. Switched controllers
have a richer structure than regular smooth controllers and can therefore often give better control performance. There exist,
however, no unified approach today to design switched controllers. An interesting application of relay feedback is in the design
of delta-sigma modulators in signal processing [12], [13]. Delta-sigma modulators have replaced standard AD and DA converters
in many applications, because they are often simpler to implement. The basic set-up of a delta-sigma modulator is a filter in a
feedback loop with a quantizer, which can be modeled as a relay. Modeling of quantization errors in digital control is another
motivation to study relay feedback [14].
Limit cycles and sliding modes are two important phenomena that can occur in relay feedback systems. Research on both these
issues was very active in the former Soviet Union during the 1950s and 1960s. Major contributions to the work on oscillations can
be found in [3], [4]. See also [15] on the describing function method to analyze these oscillations. While building a mathematical
framework for sliding modes, interesting properties of differential equations with discontinuous right-hand sides were found.
Uniqueness and existence of solutions and smooth dependency on initial conditions of a solution (all well-known to hold for
smooth differential equations) could easily be violated by a nonsmooth system. This was a topic for discussion in which, for
example, Filippov and Neimark took part in at the first IFAC congress [16]. A standard reference on the concept of solution to

[10]. A regular (first-order) sliding mode is a part of a trajectory on a surface of dimension 

nonsmooth systems is Filippov’s monograph [17]. Utkin’s definition of sliding modes based on equivalent control is discussed in
, where is the system order.
Higher-order sliding modes belongs to a surface of lower dimension. These sliding modes have many interesting properties, which
for example can be exploited for control design [18].
A linear system with relay feedback can show several interesting phenomena. Local analysis of limit cycles are given in [19].
Few results exist on global stability of limit cycles in higher-order system, but a recent contribution is given in [20]. The response
The work by Karl Henrik Johansson and Karl Johan Åström was supported by the Swedish Research Council for Engineering Science under contract 95-759.
Andrey Barabanov was supported by grants from the Russian Fundamental Research Program and from the Russian Foundation for Basic Research number
98-01-01009.
K. H. Johansson is with the Department of Signals, Sensors & Systems, Royal Institute of Technology, SE–100 44 Stockholm, Sweden, kallej@s3.kth.se
A. Barabanov is with the Faculty of Mathematics and Mechanics, Saint-Petersburg State University, 198904 Saint-Petersburg, Russia,
Andrey.Barabanov@pobox.spbu.ru
K. J. Åström is with the Department of Automatic Control, Lund Institute of Technology, SE-221 00 Lund, Sweden, kja@control.lth.se
 2

of a linear system with relay feedback can be complicated. Cook showed that a low-order linear system can have a response that is
extremely sensitive to the initial condition [21]. It was shown in [22], [23] that there exist trajectories having arbitrarily fast relay
switchings even if an exact sliding mode is not part of the trajectory. A necessary and sufficient condition for this is that the first
non-vanishing Markov parameter of the linear part of the system is positive. It was shown by Anosov [24] that the pole excess is
important for the stability of the origin in relay feedback systems. Systems with pole excess three or higher are unstable. From a
similar discussion it is possible to conclude that only systems with pole excess two can have a trajectory with multiple fast relay
switchings [22].
The main contribution of the present paper is to give conditions for existence of a new type of limit cycle. If the linear part of
the relay feedback system has pole excess one and certain other conditions are fulfilled, then the system has a limit cycle with
sliding mode. Because the sliding mode is exact, it is easy to analyze this system. If the linear system has pole excess two, there
exist limit cycles with arbitrarily many relay switchings each period. In this case the map that describes one period of the limit
cycle is quite complicated. A simulated example of such a limit cycle was first shown in [22]. The fast relay switchings give
rise to (what we call) chattering or fast oscillations in the state variables, cf., [18], [25]. An important step to be able to analyze
the limit cycle is to approximate the chattering by a second-order sliding mode. An accurate formula is derived in this paper for
how the chattering evolves. It shows that the chattering may be attracted to a second-order sliding mode depending on the system
parameters. To study the limit cycle with chattering it is shown to be sufficient to study a second-order sliding mode instead of
the complicated map describing the chattering trajectory. The main result of the paper (Theorem 3 in Section IV) gives sufficient
conditions for the existence of a limit cycle with chattering. The technique of analyzing chattering by sliding mode approximation
is related to averaging in perturbation theory [26], [27].
The paper is organized as follows. Notation is introduced in Section II. Sliding modes and limit cycles are defined. Section III
describes the phenomena of fast relay switchings that we call chattering. It is proved that chattering takes place close to a second-
order sliding set. An accurate formula for the evolution of the chattering is also derived. By using this result it is possible in
Section IV to prove the main theorem of the paper. It states that there exist limit cycles with chattering. These limit cycles can
have arbitrarily many relay switchings each period. An example of a chattering limit cycle is also given. The paper is concluded
in Section V.

II. P RELIMINARIES
A. Notation
Consider a linear time-invariant system with relay feedback. The linear system has scalar input and scalar output
and it is
described by the minimal state-space representation
   
   

 
 
(1)

with   . Let
-,/.

  !
#"$ &%$'( )
#)+* denote the transfer function of the system. The relay feedback is
defined by 78
>=?
9 E
 A@CBD
 0

21 354
 6 8:<;
5 GFH
  0
BD
>=>
  AICBDJ
(2)

;
E BDThe
Note that the relay does not have hysteresis. switching plane is denoted K
2L?M
BN= .
An absolutely continuous function 
 L P
O R
 S
Q   is called a trajectory or a; solution of (1)–(2) if it satisfies the conditions
(1)–(2) almost everywhere. Note that a differential equation with discontinuous right-hand sides may have nonunique trajectories,
see [17]. A limit cycle TVU   in this paper denotes the set of values attained by a periodic trajectory that is isolated and not an


equilibrium [27]. The limit cycle T is symmetric if for every W T it is also true that XY T . Let the Euclidean distance from a
point  to a limit cycle T be denoted Z\[ ( . A limit cycle is then stable if for each ] @^B there exists _ @^B such that ZN[ `B? 6I _
implies that Z?[a   bcI ] for all A@^B .

B. Sliding Modes
A sliding mode is the part of a trajectory that belongs to the switching plane:   is a sliding mode for 2d .  fe+ with
@ B , if  R
hB for all ^ .  fe+ . Sliding modes are treated thoroughly in [17]. Let i  5jJjJjJ
>= be the pole
fe)@ . g
m B but ko$p
B for q
BDjJjJjJG i
sr . Then the set
excess of    , so that kl ,/. n
;
t
2L
kM
hujuju\
k l ,/. M
BN=
l
;
is called the i th-order sliding set, cf., [18]. A sliding mode that belongs to an i th-order sliding set is an i th-order sliding mode.
We will in particular study first- and second-order sliding modes and the corresponding sets K .
K and K e .
 3

There is an important distinction between first- and second-order sliding modes for the system (1)–(2). If k @#B then a
trajectory with initial condition close to the set 2 K . L k I k!= will have a sliding mode. Such first-order sliding modes
may even be part of a limit cycle, as we will see; in next section. If instead k
B and kR @^B then the set of initial conditions

e
that gives a (second-order)

sliding mode is of measure zero. What will happen then is that a trajectory with initial condition close
to C K eL k  I kR!= will wind around the second-order sliding set. This phenomena give rise to a large number of
; switchings and is therefore named chattering. Chattering is described in detail in Section III. In Section IV it is shown that
relay
also chattering can be part of a limit cycle. Existence of fast relay switchings and their connection to limit cycles are discussed in
[22]. From the analysis therein it follows that if the linear part of the relay feedback system has pole excess greater than two, then
there exists no limit cycle with a large number of fast relay switchings.

C. Limit Cycles with Sliding Modes

The paper investigates complex chattering limit cycles. In order to present the mechanism generating them, we briefly recall
the simple case when the limit cycle of the relay feedback system has an exact (first-order) sliding mode. See [23] for further
discussion and proofs.
Consider the relay feedback system (1)–(2) with state-space representation ` & . -c , where

'  B JjJjJ B      

'\e .
B  B   ". 

  .

..


' '\,/..
B B
..
.
..

.  " ...  
 B B ujuju B \,/.
V
  B ujuju 

B J

Note that k .
c@^B . This implies that there is a subset of the first-order sliding set that is attractive in the sense that the set of
initial conditions that gives a sliding mode is of positive measure.
There are several ways to derive the sliding mode for a differential equation with discontinuous right-hand side [17]. For
linear systems with relay feedback they all agree. The system (1)–(2) with parameterization ` & . -c has sliding set equal to
K
 L
hBN=
 L6 .
hBN= . The equivalent control [10] is eq
Rk %>k .
X e . Applying this to (1) gives the


;
first-order sliding mode ; as  .
B together with the solution to
   0
 .    g
  e JjJjJ

  <


R" .   
 B ujuju B

where


R"e B  B
J
.
.. .. ..

R
R"" \, e 
. . . (3)
B B
\,/. B B ujuju B
Hence, we have the well-known fact that the sliding mode is stable in the sense that dQ B as cQ O , if all zeros of   c



)+* -,/.G . are in the open left half-plane.
Local stability of limit cycles with first-order sliding modes can be straightforwardly analyzed by studying a Poincaré map
t
that consists of two parts: one part corresponding to the trajectory being strictly on one side of K and one (sliding mode) part
corresponding to the trajectory belonging to . A limit cycle with first-order sliding modes is stable if all eigenvalues of

 .
 . *
.  .   e  *
)``. 
.
 .    !"  # 
 . . . 
sl
(4) ns

are in the open unit disc. The limit cycle is unstable if at least one eigenvalue is outside the unit disc. Here  . denotes the projection
 .  e5jJjJjJj    
 # jJjJjJj     ,  e the projection eGY
 e5jJjJjJG     ,  # the projection  # Y
p # jJjJjJj     , and >. the
unit column vector of length
 with unity in the first position. Moreover, %$k
`BD 5'& $  e  
`B? denotes the initial point of
the (non-sliding) part of the limit cycle outside K ,  .
  the final point of this part, 
 s 

X($ the final point
of the sliding mode part, and 
d 5'& $    . Sliding limit cycles are further analyzed in [28], where it is shown that limit cycles
ns ns sl

with several first-order sliding segments exist and can be analyzed similarly as above.
 4

III. C HATTERING
If k
B and kRd@B , then the


e set of initial conditions that gives a second-order sliding mode is of measure zero. Instead
trajectories close to 2 K ekL k  I^kR!= may give rise to chattering. In this section a detailed analysis of the chattering is
given and a formula; is proved that shows that in many cases the chattering can be approximated by a second-order sliding mode.
In next section this result is used to show existence of limit cycles with chattering. “Chattering” discussed here should not be
mixed up with fast relay switchings occurring in systems with relay imperfections such as hysteresis. The system description here
is exact. Chattering is a trajectory with a finite number of relay switchings close to a second-order sliding mode.
Consider the relay feedback system (1)–(2) with state-space representation ` & e5-c , where

'     B  

'\e .
B
B

JjJjJ B
B    

.. .. ..  e
". 


' '\,/. .
B
B
B
B ujuju
.

B

.
 " ... e 
 \,
V
 B ujuju B J

Note that this parameterization corresponds to a linear system with pole excess two, such that k e^
B and kRe^

#

Since kRes@#B , trajectories close to the set   K eL  I >= will give fast relay switchings [22]. Due to the choice
.

of parameterization, the fast behavior takes place; in the variables  . and  e . They are therefore called the chattering variables,
contrary to the non-chattering variables  jJjJjJj   . #
The second-order sliding mode can be derived similarly to the first-order sliding mode in previous section. It is given by
 .
^ e
B and the solution of
   0
 e   g
  # JjJjJ

  <

R" .   
 B ujuju B

where


R"e B  B
J
eR
.. .. ..

R
R"" \, #e 
. . . (5)
B B
B B ujuju B
A trajectory starting at a point `B? with  . `B?
B ,  e?`B?
h
\,
m B sufficiently small, and  `B? I will wind around the set K e .
#

This follows from Theorem 1 given next, which states a first-order approximation for the amplitude of the chattering.
Theorem 1: Consider the system (1)–(2) with parameterization ` &ce5-c and order
E
over a time interval BD XF , V@ B .
  
# 
Let the initial state be `B?c
a BD  e5E `B?  `B?jJjJjJj   `B? b , where  e5`B? is a variable but  `B?jJjJjJG   `B? are fixed. Let the
 
#
#

times be denoted by  o  BD XF , q , i.e., let  o be the time instances such that  .  o c
B . If    I

A E BD XF , then the chattering variable  . satisfies
switching for all

 e? `B?
 $


 .  
Q BD
 e?`B?
Q BD
 
as (6)

and the envelope of the peaks of the chattering variable  e is given by

 ?e  o 
h
  o  e5`B?

^`' .
s" .   o %  

# #
  

  e ` B?o   .  ] .   e?`B?  o 
e
#
(7)


where ] .  e?`B?  o &%  e?`B?0Q B as  e?`B?0Q B uniformly for all q .
Proof: See Appendix.
#
Remark 1: The non-chattering variables  nc
 jJjJjJG    are close to the corresponding sliding mode     . This follows
from that the solution of a linear system depends continuously on the initial data. Hence,
   0
   ] e5 e?`B?  
  
nc
  0
e  
E  
for 6 BD XF , where ] e5 e?`B?  &%  e5`B?0Q B as  e?`B?0Q E B and e is given by (5).
#
Remark 2: The variable    is almost constant over BD XF compared to the chattering variable  e?  . Therefore, Equation (7)



gives that the sign of ' . s" . determines if the chattering in (e has an increasing or decreasing amplitude.
 5

The following result is a formula for the number of switchings on a chattering trajectory. E BD
6F
Theorem 2: Given the assumptions of Theorem 1, the number of switchings on the interval is equal to



 e? `B?

  
 e `B? b .
# #
r a
  
  `' .
s" .  &%
a 
 e#   b e  # Z 
$ (8)

 ] #  e?`B?R


#  
where ]  e?`B? RQ B as  e?`B?0Q B uniformly for g BD XF .  E 
Proof: See Appendix.

#

Remark 3: Equation (7) captures the behavior of chattering quite well. Consider a chattering solution that starts with  . and
#
 e small and  smaller than one. Since (e changes rapidly in comparison with  , Equation (7) tells that (e oscillates with
exponentially decreasing amplitude if ' . @ " . . The length of the switching intervals will decrease as  e decreases. As 

#


#

approaches one, however, it follows from (8) that the intervals between the switchings increase again. Note that (7) and (8) are not
proved for    Q and that the expressions are singular for  `B?
. This case need further research.

#

Example 1: Consider e 
5
  
6  


    B  

with state-space representation
 B B

 B  B 
  0



 B
B
B
B B
  

R re    

 0
 B B

B ( 

and relay feedback. Let 2

BDJ r . Figure 1 shows a simulation of the system starting in `B?
#`BD&BDJ B 5 BDJ N 5J B? (solid line) 

together with the continuous estimate of the envelope of  e obtained from Theorem 1 (dashed lines). We see that the estimate
#
from the theorem is accurate. The chattering ends when  becomes greater than one. Note that the switching periods increase
  
close to the end point of the chattering, as was mentioned in Remark 3. The estimated number of switchings from Theorem 2 is


, while the true number is 5r .

IV. L IMIT C YCLES WITH C HATTERING

In this section the main result of the paper is presented. We will show that limit cycles with chattering can be analyzed, similar
to limit cycles with first-order sliding modes, by using Theorem 1. This will lead to conditions for existence of chattering limit
cycles. A chattering limit cycle consists of two symmetric half-periods, each of them has one chattering part (which has a finite,
typically large, number of relay switchings) and one non-chattering part.
To prove existence of a chattering limit cycle, we need to confirm that the chattering is sufficiently close to a second-order
sliding mode. The analysis of chattering in the previous section showed that the chattering variable  e can be approximated to
a high accuracy by a product of one time-dependent factor and one factor depending only on the non-chattering variable  , see #
#
Equation (7) of Theorem 1. The variables  jJjJjJj   are almost constant compared to the chattering variables  . and  e , so the
second factor of Equation (7) is almost constant during chattering. If the first factor, which is an exponential function in  , is
decreasing, then there is contraction in the chattering variable  e . It then follows from Equation (6) that there is also a contraction
in the chattering variable  . . During the chattering, the variables  jJjJjJj   can be approximated by the differential equation for #
the sliding mode with an accuracy proportional to the amplitude of /e . If also this differential equation gives a contraction, then
the two contractions form a contracting mapping for the full system. Such a system has a limit cycle containing one chattering
 and let "$ &%$'( 
)+*  ,/. e . Assume "$ 
] \, e" $% ]  with

part and one non-chattering part. This is formulated in the following theorem.
"$ Theorem 3:e  #
Consider 
the system 
(1)–(2) with

k
 \,  " .  \, gJjJjJ5 " \, e and let e be defined as e in (5) but with " o replaced by " o . If the following conditions
hold
 is Hurwitz and the eigenvalue of  with largest real part is unique;
" matrix
1) the
k
e C
@ B
2) \, ;
3) the solution of     
e    
     `B?
h 5 " . jJjJjJG " \, #  
 6

0.01

 e
0

−0.01
0 0.5 1

 #
0

−1
0 0.5 1
time
Fig. 1. Chattering for a fourth-order system (solid) together with accurate envelope estimate from Theorem 1 (dashed). Note that the chattering ends when 

becomes greater than one. Furthermore, as predicted, the length of the switching intervals decreases until 
becomes close to one and then the intervals increase.

reaches the hyperplane .


 
at 0
 @^B , it holds that .   I

 
 
for A `BD   , and Xe?  AI " . ; and  

   !" 
4) . C
@ B A
 ^
@ B , where 5.
 5 &
 
D
B j
 j
J j
J G
J &
 ?
B   and
`
D
B &
 D
B &
 D
B  5 &
D
B j
 j
J j
J -
J &
 ?
B   
$ $
for all ;
then there exists ] @^B such that for every ] s`BD ]  the system (1)–(2) has a symmetric limit cycle with chattering.
Proof: See Appendix.
Remark 4: The number of relay switchings each period can be made arbitrarily large by choosing ] @^B sufficiently small. This
follows from that a second-order sliding mode for the system is long if the unstable zeros of "$  are close to the origin (i.e., if ] is
small). Therefore, the number of fast relay switchings each period of a chattering limit cycle increases as the distance to the origin
for the unstable zeros decreases. Note also that if the unstable zeros are close to the origin then ' . C" . @VB , because " .
] " .

and  is Hurwitz. It then follows from Theorem 1 that the variables  . and  e have decaying amplitudes during the chattering.
Hence, the chattering brings the trajectory close to the second-order sliding set. 
Remark 5: The location of the zeros of "$  has a nice geometric interpretation. First note that the assumptions " \, e @B and


 Hurwitz imply positive steady-state gain of   
)+* G,/.Ge , i.e.,  `B?
" \, e+%$'  @^B . The stable equilibrium point

 
of M
 Me is equal to 
 ,/. e . Hence,  `B?A@^B gives that  YI^ B . Therefore, a relay switching is guaranteed
$ $ e

to occur
for any trajectory with `B?
h such that  @VB . It is easy to see that  belongs to the hyperplane sL k  PkRe

# 
BN=
2L>
>= . A Taylor expansion of    shows that k ,/. e is small, if all zeros of "$  are close; to the origin (compared


to the ; zeros of '(  ), i.e., if ] is small. The trajectory of M
 Wce will thus approach a point close to  .   e5  
h`BD&BD  . # 

The assumption of Theorem 1 is thus fulfilled if ] is sufficiently small.
Remark 6: The Jacobian e of the Poincaré map consisting of one part outside K and one (exact) second-order sliding mode
part is given by
  e    .    e *
` .
e+ 
 
 .  e      )` .
e+   !"  #  
eR
 . *

sl ns

where the notation is similar to Equation (4).   #

Remark 7: A ball with center in `B?X
`BD&BD 5 " . jJjJjJG " \, #   and radius proportional to ] \, is invariant under the system
dynamics, as is shown in the proof of the theorem. Note that although this ball captures the recurrence of the limit cycle (and
although the ball can be made arbitrarily small), it does not follow that the limit cycle is stable.
The key condition of Theorem 3 is that the zeros of    should be close to the origin. The other four conditions are, for example,
always fulfilled in the following fourth-order case.
Proposition 1: Suppose the dimension of the system (1)–(2) is 
 . If all poles of   
d)+* C ,/. e are real and

stable, all zeros are real and unstable, and  `B?A@^B , then Conditions 1–4 of Theorem 3 are satisfied.
Proof: See Appendix.
The following example illustrates a chattering limit cycle.
Example 2: Consider the system in Example 1 again. The parameter 
BDJ r gives zeros that are sufficiently close to the origin
to give a limit cycle with chattering. Figure 2 shows the limit cycle in the subspace  .   e5   . The fast oscillations close to #
 7

0

−2

−4
1

0
0 0.1 0.2
−1 −0.2 −0.1 

Fig. 2. Limit cycle with chattering for a system in Example 2. The dashed line is the second-order sliding set
  .

K e2
L0
nk
BN=
;
the chattering. In agreement with the analysis above, the chattering starts at   
#

, ends at   
#
during the chattering are magnified in Figure 3. Figure 4 shows the four state variables during

, and    is almost

constant. By approximating the chattering with a second-order sliding mode, it is possible to get a rough estimate of the behavior.

For the example, this leads to a non-sliding time of  ns
\J  and a sliding time of  sl
 J , while for the chattering limit cycle


simulations give the times \J  and  J r . The Jacobian in Remark 6 is ek
BDJ B5B?r . Note that the existence of the limit cycle in
this example is not formally proved by Theorem 3, because the theorem does not provide a bound on how close to the origin the
zeros have to be.

V. C ONCLUSIONS
A large number of fast relay switchings can appear in linear systems with relay feedback if the linear part has pole excess two.
This chattering was analyzed in detail in this paper and a sufficient condition for existence was derived. It was also shown that
chattering may be part of a limit cycle. The limit cycle can have arbitrarily many relay switchings each period. The main result of
the paper stated that the chattering in the limit cycle can be approximated by a sliding mode.
Chattering occurs in systems with pole excess two. Many consecutive fast switchings can, however, not occur in systems with
higher-order pole excess. This can be understood intuitively, because a system whose first non-vanishing Markov parameter  is
of order q have fast behavior similar to  %>$o . A double integrator gives a periodic solution with arbitrarily short period, while
higher-order integrators are unstable under relay feedback. It is shown in [22] that for systems with pole excess three or higher
there exist limit cycles with only a few extra switchings each period.

R EFERENCES
[1] J. T. Hawkins, “Automatic regulators for heating apparatus,” Trans. American Society of Mechanical Engineers, vol. 9, pp. 432, 1887.
[2] S. Bennett, A History of Control Engineering, Peter Peregrinus Ltd, London, U.K., 1993.
[3] A. A. Andronov, S. E. Khaikin, and A. A. Vitt, Theory of Oscillators, Pergamon Press, Oxford, 1965.
[4] Y. Z. Tsypkin, Relay Control Systems, Cambridge University Press, Cambridge, U.K., 1984.
[5] I. Flügge-Lotz, Discontinuous Automatic Control, Princeton University Press, 1953.
[6] I. Flügge-Lotz, Discontinuous and Optimal Control, McGraw-Hill, New York, NY, 1968.
[7] O. H. Schuck, “Honeywell’s history and philosophy in the adaptive control field,” in Proc. Self Adaptive Flight Control Symposium, P. C. Gregory, Ed.,
Wright Patterson AFB, Ohio, 1959, Wright Air Development Center.
[8] K. J. Åström and T. Hägglund, PID Controllers: Theory, Design, and Tuning, Instrument Society of America, Research Triangle Park, NC, second edition,
1995.
[9] J. G. Ziegler and N. B. Nichols, “Optimum settings for automatic controllers,” Trans. ASME, vol. 64, pp. 759–768, 1942.
[10] V. I. Utkin, Sliding Modes in Control Optimization, Springer-Verlag, Berlin, 1992.
[11] A. S. Morse, “Control using logic-based switching,” in Trends in Control. A European Perspective, A. Isidori, Ed., pp. 69–113. Springer, 1995.
[12] P. M. Aziz, H. V. Sorensen, and J. van der Spiegel, “An overview of sigma-delta converters,” IEEE Signal Processing Magazine, pp. 61–84, January 1996.
[13] S. R. Norsworthy, R. Schreier, and G. C. Temes, Delta-Sigma Data Converters—Theory, Design, and Simulation, IEEE Press, New York, 1997.
 8

0.5

0

−0.5

−1
0.05
 0
0 5
−0.05 −5 −3

x 10
Fig. 3. A closer look on the winding around the second-order sliding set
  (dashed line) for the limit cycle in Figure 2.

[14] S. R. Parker and S. F. Hess, “Limit cycle oscillations in digital filters,” IEEE Trans. Circ. Theory., vol. CT-18, pp. 687–697, 1971.
[15] D. P. Atherton, Nonlinear Control Engineering: Describing Function Analysis and Design, Van Nostrand Reinhold Co., London, U.K., 1975.
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1066–1079, 1242–1262, 1974.
[17] A. F. Filippov, Differential Equations with Discontinuous Righthand Sides, Kluwer Academic Publishers, 1988.
[18] L. M. Fridman and A. Levant, “Higher order sliding modes as a natural phenomenon in control theory,” in Robust Control via Variable Structure & Lyapunov
Techniques, F. Garofalo and L. Glielmo, Eds., vol. 217 of Lecture notes in control and information science, pp. 107–133. Springer-Verlag, 1996.
[19] K. J. Åström, “Oscillations in systems with relay feedback,” in Adaptive Control, Filtering, and Signal Processing, K. J. Åström, G. C. Goodwin, and P. R.
Kumar, Eds., vol. 74 of IMA Volumes in Mathematics and its Applications, pp. 1–25. Springer-Verlag, 1995.
[20] A. Megretski, “Global stability of oscillations induced by a relay feedback,” in Preprints IFAC 13th World Congress, San Francisco, CA, 1996, vol. E, pp.
49–54.
[21] P. A. Cook, “Simple feedback systems with chaotic behaviour,” Systems & Control Letters, vol. 6, pp. 223–227, 1985.
[22] K. H. Johansson, A. Rantzer, and K. J. Åström, “Fast switches in relay feedback systems,” Automatica, vol. 35, no. 4, pp. 539–552, April 1999.
[23] K. H. Johansson, Relay feedback and multivariable control, Ph.D. thesis, Department of Automatic Control, Lund Institute of Technology, Lund, Sweden,
Oct. 1997, TFRT-1048.
[24] D. V. Anosov, “Stability of the equilibrium positions in relay systems,” Automation and Remote Control, vol. 20, pp. 135–149, 1959.
[25] V. F. Borisov M. I. Zelikin, Theory of Chattering Control, Birkhäuser, Boston, 1994.
[26] V. I. Arnold, Mathematical methods of classical mechanics, Springer-Verlag, New York, 1980.
[27] H. K. Khalil, Nonlinear Systems, MacMillan, New York, second edition, 1996.
[28] M. di Bernardo, K. H. Johansson, and F. Vasca, “Self-oscillations and sliding in relay feedback systems: Symmetry and bifurcations,” International Journal
of Bifurcations and Chaos, vol. 11, no. 4, pp. 1121–1140, April 2000.

Proof of Theorem 1: Consider `B? with  . ` B?0

B ,  e?`B?
A PPENDIX
small, and

 # `B?
I  . For A@CB up to next switching instant, it holds
that
 
!" `B?  !"
*\f ,/. e  e e

`B? s a `B? e b  `B? Re b
r a
# #
  `B?  e e b
   
 a

 
where is constant and
     
 !   # a `B? e b %>r  J

$ 
 9

0.01


0

−0.01
0 1 2 3 4
0.02

0
−0.02
0 1 2 3 4
1


0
−1
0 1 2 3 4
1


0.5

0
0 1 2 3 4
Fig. 4. Chattering part of the limit cycle in Example 2. The behavior is well time
described by the presented theory. Note the chattering in
and  , how this
chattering starts when
 and ends when
 , and that is almost constant.

Note that it follows from kRkes

C@ B that there will be a next switching if (e?`B? is sufficiently small. For the sake of
simplicity, introduce the notation
 .
k`B?
 e5`B?
e
eR
k `B? P
 kRe #

 `B? 
' .  e?`B?
# #
  `B?/ 
 #
k `B? Pk
e e
  `B?/P"
.
#
' .  `B?  

 . If s

this equation and the following still holds, but with 
B . Note that
 .


where the last equation holds if the order
 . ICB and that  . ekI^B . Now assume that  is the next switching instant, i.e.,  
 .  0
B . Then it holds that
B
 .   0
 .  eG e %>r  % R <  ## (9)

#
k A
 e5 
 . ej/  e %>rX < 
##
and
(10)
$
for small  . Introduce  as an approximation of  to the accuracy of <  through the equation
   e % 
BDJ
 eG %>r
 .  $ #$ (11)
Then, since for small  , 

 
    <  e  
A 
 r
we get



$
e
  ee 
.   .  # %


r

r   # #


.
 A
e  u  . ee   < .  (12)
 10

as 
$ $ $ $
e5`B?
 . Q B . It is obvious from this expression that  has the same order as  . as  . Q B . For this reason, the expressions
< o> and <o  are equivalent for every q @ B . In particular, from  .  A
 .  
 e  we have that  .   6
a  ee `B? b as
.   E BD  F
 e?`B?0Q B for all $
In the following, it will be shown that (e5 $  is proportional to (e5`B? and the relation in Equation (7) will be derived. Let
, which proves Equation (6).
 .
 e5 $  be the starting point for the next part of the trajectory in the chattering mode between two successive switchings.
The map  Q.  . describes the envelope of (e?  in the chattering mode. By substituting  with  $ and taking into account that
 . ecICB at any switching point, we get from (10) and (11) that

 .
 . eG $

  . eG $ %>r5/ < # 
.
 #


Rr  .
eG $  < . J
r
Then (12) gives
r   # #
 .

 .  

  . ee   < . 
 #


 .  A   < e  
(13)
 e 
where the last equality follows from (9). The chattering variable  e?  thus shifts sign in successive switching points. After
neglecting these sign shifts, the last equation looks very similar to a one-step iteration of a numerical solution of a differential
equation. Next, we show that such a differential equation exists and that it describes the envelope of  e?  at the switching instants
 o . It is surprising that this equation can be analytically integrated.
Consider three successive switching points at the time instants B ,  , and A  . The relay output has opposite sign in the
#
intervals `BD   and  (   . This influences e and  , so that they show a gap in two successive switching points, whereas they
are close with a step of two switchings. Denote  e in three successive switching points by  . ,  . , and  . . Denote by e and 
# #
the corresponding values for e and  . It was proved above that

 .


 .  6// < 
.
# M

r  
u .e  #
 e
 .

 .  6     <  .   # M

r  . #
 u  ee J
Therefore, after two successive switching points,

 e?/  
^ e?`B? A  ! ! a /   e b J
e
Straightforward calculations using (12)–(13) and  e e
^ `B?
A < .  show that #
  e


/ 0


 e . `B?  < . J # (14)

Furthermore,
  .
! M
 
 # `B?  e
e
 bP" . a  e# `B?/  b
sr$ # `B?  `B?
 <

 ' . a  e# `B?
e
.


 u r$ # `B? a 
`B?  e
s`B?" .  # `B? b  < e. J
" ' .
.

   
 #
This gives the differential equation associated with the peak values of the chattering variable  e?  as
"
   e? 0
  e?  .

' .

 # #
r     a     
s" .      b
 u

  e  # 

where #
   jJjJjJj     
 is the solution to the sliding mode equation g
   e
with e given by (5). We have
#
    0
   
s" .   #  J
 11

Therefore, the associated differential equation can be rewritten as

 Z
3 ".
' .  u Z
3 a
#
  e   b5J
Z a  ?e   bR
 
 Z
Integration of this equation leads to the formula for  e and the proof is completed.
Proof of Theorem 2: Introduce a slower time  associated with the number of switchings on a trajectory. The monotonous function
0
G   indicates the time instants of switchings for an integer argument: G q 
 o is switching instant number q . Equation (14)
in the proof of Theorem 1 states that the increments of this function can be approximated as

  e a G q  b e    
G q Pr5

 e a G  q  b  j e a G q  b J
G q 

#
Since the increments are small as (e?`B?0Q B , the function G   can be approximated by the solution of the differential equation
 
Z G   A
r  e ae G    b J  
 Z 
  G   b #a
The inverse function 
  



#

  e    
satisfies
Z    & 

J
Z r   e5   
 
It remains now only to substitute (e with the expression given in Theorem 1 and integrate over  .
Proof of Theorem 3: We will show that a trajectory starting close to the second-order sliding set K e has one part outside K and one
chattering part. By application

 of Theorem 1 and the fixed point theorem,
Consider the trajectory   defined in Condition 3 and let
    it will be proved that two
such partsform
. Then it holds that .
a limit cycle.
. Let   be a solution of 
  
the system (1)–(2) with
`B?
h`BD&BD 5 
e ] j JjJjJj  \, e ] \,  J  #
  
It follows from the assumption e5  I
" . in Condition 3 that  `B?6
]   e
" . @B . With  . `B?A
gB
    # and 
 e5`B?6
gB

implies that . 

 6
 C
@ B and 

 0


 for small A
 ^
@ B . The solution can thus for small A
 ^
@ B be written as
, this

 
 ,/. eA a `B?
 ,/. e+b5 !"
 B             
 B     B
  
where

 ,/. eR

  
" \, e  ' .

'\e 
 B
 
"
\ , e ] \ ,
e  ' .
'\e 
 " ... #  ' 
 ' ...   " # ... \, #  ' 
 ' ... 
\, \,/. \, ] \,/.
     
 B

and
 
 B
 " \, e ] \, e  ' .
J
`B?
 ,/. eR
  e
" .]
B
  ' '\e

    ' ... 

..

\, e
" \, #  ] \,

. # \ ,/.
Denote by  nc the first instant  when  .  0
B . This instant exists because  .  0Q
" \ , e %$' \, eI^B
R as Q O by Conditions 1


!"  a e BD&
BD&" BD ]   e
" <.  &BDe jJ JjJjJG&B?b  < ] e 
and 2. Note that
!" a `B?
 ,/. e+bR

]  . !"  ]
The first entry of the first term of the right-hand side is positive for all 6@B , because  .  !"  @ B by Condition 4. Denote by 
the eigenvalue of  with the largest real part. Then  is real and negative by Condition 1. The corresponding eigenvector of  is
   
 e  ' . 

 . 
 ' 
 \
' e J
 \,/. P' \, e  uj. uju ' e '  ..
 .  \,  \,/.
 12

 o are positive, because of the following argument: Since '(  is a stable polynomial and '(  <
#B , it holds that
$
'( 2

 
>  for some stable polynomial > 2
  \,/.  ujujuD \,/. . Obviously, '
 , ' o
 o
 o ,/. for $ $
All entries
 
 , and ' 

 \
,/. R. We  o for all   q  . It then follows that
 o  isq positive. First, note that $
 prove by mathematical induction that o ,/.

. . Assume that ,/. 

 
for   
 q . Then,
o
' o   o ,/.
' o   o
o . J
 
E  
N  HF N  6Q
Since  nc Q O as ] Q B , it holds that  nc 6
g ,/. eA  e " e ,%$where
B as ] Q B . The scalar  follows from
the equation . nc  
  0
 

B and is hence given by 
2 

" \ , e $
% '

 ] \
 , \, '  C
@ B .
Define the vector-valued function   0
a  o   b o . by the equation


 0
^s nc /`BD&BD 5-" . jJjJjJG-" \,   # A@CBDJ
  
Then,  `B?
  `BD 5 e>jujuju  \,/.   N  HF . All entries  o `B? , q ^r , are proportional to ] \, and negative for sufficiently
E e
small ] , since  ICB .
For small )@ B , it holds that  .  )I B and
n  . A quick jump occurs, because   nc 0

5
e `
 ?
B  
#

 r @ B . The motion is


 <  e e `B?  to reach
e 1. It follows that it takes the time  .-,
 N ] \,  . Therefore, since  `B?0
  `B?
sr>e , we have
similar to the one described in the proof of Theorem 
 . 
  .-, 0
B , where  e5`B?0
  
     
 B

  B

 
   .-, 0
 
 es

r ] " .   N \
e

] ,  
 e   N ] \, e J
    ... 

..
e
\,/.
sr ] \ , " \ , e
.
\,/.
For small ] , all the entries  o    .-,  , q  , remain negative.
For small @gB ,  .    .-, P  is positive and

 . It follows from the equations (1)–(2) that the function    satisfies
the equation



^`BD&BDjJjJjJG&BD-" ej 
 \, 
whenever

 
. The structure of the matrix indicates that if  o ^
I B for q  and  . @^B then   o I^B for q r . Hence, the
values of  o    .-,    , q r , decrease, the value of  e becomes negative, and  
e  . reaches zero at
0
  .-,    . 
  . .
All the entries of 





  , B    . , QandB \, are proportional
  " e to ] \
 , . Therefore, the time length   .  of the motion
does not tend to zero as ] , in contrast to  .-, . It is easy from the relation   .-
 ,    .  to derive that
with
  Y
 I `
 ?
B  
 o  .  o
# for q
intervals provided that    is not close to one. All conditions of Theorem 1 hold on the interval  
X _  
_ F for any
. The same argument proves that these “non-chattering” variables decrease E on the next switch #
fixed _ @^B . Hence, the chattering mode starts at the point  nc  , where we recall that  nc is defined as the first time instant when
 .  0
B .
The trajectory   , @ , can be approximated according to Theorem 1 and Remark 1. The non-chattering part of the state
# 
 jJjJjJj    is close to thencsolution of the equation
    
e   A@C nc  
 nc 0
 5 ] " . jJjJjJj ] \, " \,  J # #
Make the following change of variables: 
  o   X
 o  &% ] o ,/. for q
5jJjJjJG
r . It is easy to see that the
] 
 nc 
 
new state vector    satisfies the equation
and

     A
 e       @^BD   `B?0
 5 " . jJjJjJj " \, #   J
According to Condition 3, this trajectory reaches the hyperplane  .

 at time 
 , i.e.,  .   

 . The condition
   

  .  
I  implies that the sliding mode for a trajectory that starts in a BD&BD   `B? b  is not broken on the interval `BD    . # This gives
that the end point of the sliding mode corresponds to    

 or equivalently   Y 0

  .  ]  e5jJjJjJG ] \,  \, e   ,
 

where the sliding time is given by  sl
 % ] .
nc sl
e
According to Theorem 1, the chattering variable  e?  is proportional to the initial e value (e5 nc 
< ] \,  . Thus, starting
from the point `B? the trajectory reaches the point  nc Y sl 


a `B?  < ] \,  b by passing through the non-chattering part
and the chattering part. Denote the corresponding map by  , i.e.,



 nc s sl J
>a `B? b
X
Next it will be proved that the mapping  can be defined in a neighborhood of the point `B? and that this mapping is a contraction.
The existence of a symmetric limit cycle follows by the fixed point theorem.
 13

Let  be the ball in the hyperplane  .

gB with a center at `B? and with the radius ] \, . Consider a trajectory   starting
#

from a point `B?A

 . Similarly to the trajectory
  , the first part of   is non-chattering and lies in the set  . @CB . A switch



to .
^
I B   Q

O

as ] Q B uniformly in  . Hence, it holds that
# #
occurs at the time instant nc , and nc

 
nc 0
`BD&BD 5 ] " . jJjJjJG ] \, " \,   < ] \, e J

Since the dominant parts of the values 
 
nc  and  nc  are equal, 

] 
 
  # 
the next chattering parts of these trajectories are close. In the

nc the trajectory of the state vector  
jJjJjJG 
  is close to  defined in Condition 3. In particular,
there exists an instant 
sl where the sliding mode is broken. The vector

normalized time

`B? . Thus, the function  is well-defined on  . It holds that   
`B? 
!`B?nc0
<

 
 
sl   is\, thee  value of the function  on the vector
] . Therefore the mapping  transforms
the ball  into itself for small ] . The mapping  is continuous, because the time interval is uniformly bounded and the vector
field of the relay system generates trajectories which continuously depend on the initial states, where the latter follows from
Theorem 1. Any continuous mapping of a ball into itself has a fixed point, hence, a fixed point of   exists in  . The fixed point



defines the limit cycle. This concludes the proof.

Proof of Proposition 1: Conditions 1 and 2 are obviously satisfied. To show Condition 3, first assume that "  
h . G /e$
/  
k
e @ . C
@ B
where . Then, 
    
  . /e        `B?0


 . / e B
  . /e+ k

 e. 

  
which has the solution
   
 /e
 e. 
  kJ
/e

 e 
 

 . It is easy to see that
  .  
I 
.
  
Hence, there exists  @CB such that .   
 
for As`BD   . Furthermore,

  e5   
 /e+   .    

 . /e   
X
  .  /e
 .  
  
I
 . /e+   .    0

" . J
 
Condition 3 thus holds if .
m /e . A similar calculation shows that Condition 3 also holds if .
/e .  
Finally, to check Condition 4, note that .    !" 
is equal to the impulse response of a system with transfer function


 
'(  
 . (ujuju+
 
where   ICB are the eigenvalues of  . The impulse response is equal to

T ,/. ' /, . k
;
=
 ,   ujuju   ,   @^BD

where T ,/. 
denotes the inverse Laplace transform and convolution. This completes the proof.

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