TTK4150 Nonlinear Control Systems

Department of Engineering Cybernetics

Norwegian University of Science and Technology
Fall 2020 - Solution to Assignment 1

1. (a)

kx1 k1 = |−8| + |4| = 12

p √ √
kx1 k2 = (−8)2 + 42 = 80 = 4 5
kx1 k∞ = max(|−8| , |4|) = 8
kx2 k1 = |−2| + |9| + |−6| = 17
p √
kx2 k2 = (−2)2 + 92 + (−6)2 = 121 = 11
kx2 k∞ = max(|−2| , |9| , |−6|) = 9

(b) k·k2 > k·k1 is not possible for any 2D vector. See Fig. 1 - the k·k2 -norm represents
the hypotenuse while the k·k1 -norm represents the two other sides and will always
be longer (Additional note: The k·k∞ -norm represents the longest of the two sides
that form the k·k1 -norm).
   
a 0
For any 2D vector of the forms or , we have k·k1 = k·k2 = k·k∞
0 b
See Fig. 1 - when one of the sides is 0, the other side (the k·k1 -norm) will be equal
to the hypotenuse (the k·k2 -norm).

||x||2
||x||1

||x||1

Figure 1: Illustration of 2-norm vs 1-norm.

1
2. Starting with f1 (t) = 2t :

f1 ∈ L ∞ ?
 
t
kf1 kL∞ / L∞
= sup   → ∞ ⇒ f1 ∈
0≤t≤∞ 2

f1 ∈ L 2 ?
Z ∞  2 ! 12
t
kf1 kL2 =   dt
2 / L2
→ ∞ ⇒ f1 ∈
0

f1 ∈ L 1 ?
∞
Z   
t
kf1 kL1 = / L1
  dt → ∞ ⇒ f1 ∈
2
0

1
Then with f2 (t) = 2+t
:

f2 ∈ L ∞ ?
 
 1  1
kf2 kL∞ = sup   = ⇒ f2 ∈ L ∞
0≤t≤∞ 2 + t
 2
f2 ∈ L 2 ?
 ! 21   1
 1 2
Z ∞
1 2
kf2 kL2 =  2 + t  dt
  = ⇒ f2 ∈ L 2
0 2
f1 ∈ L 1 ?
∞
Z    Z ∞ 
 1  1
kf2 kL1 =  2 + t  dt =
  dt = ln (2 + t)|∞
0
0 0 2 + t
= ln (2 + ∞) − ln (2 + 0) → ∞ ⇒ f2 ∈ / L1

3. (a)
m
X
kAk1 = max |aij | = max(4, 6, 2) = 6
1≤j≤n
i=1
n
X
kAk∞ = max |aij | = max(5, 4, 3) = 5
1≤i≤m
j=1

6 0 −3
AT A =  0 12 0 
−3 0 2
 
λI − A A = (λ − 12)(λ2 − 8λ + 3) = 0
T
√
⇔ λ1 = 12, λ2,3 = 4 ± 13 < 12

 1 √ √
kAk2 = λmax AT A 2 = 12 = 2 3


2
 (b)
√ √ √
kAk2 = 2 3, kxk2 = 5 2 ⇒ kAk2 kxk2 = 10 6
 
−21
Ax =  3 
6
√ √
kAxk2 = 9 6 ≤ 10 6 = kAk2 kxk2

4. Approach I: For all x = [x1 , x2 ]T ∈ R2 and y = [y1 , y2 ]T ∈ R2 we have

LHS :

1
|hx, yi| = |(x1 y1 + x2 y2 )| = |(x1 y1 + x2 y2 )|2 2

1
1
= (x1 y1 + x2 y2 )2 2 = x21 y12 + 2x1 y1 x2 y2 + x22 y22 2
RHS :

1
1
||x||2 ||y||2 = |x1 |2 + |x2 |2 2 |y1 |2 + |y2 |2 2

1
= |x1 |2 |y1 |2 + |x2 |2 |y1 |2 + |x1 |2 |y2 |2 + |x2 |2 |y2 |2 2

1
= x21 y12 + x22 y12 + x21 y22 + x22 y22 2

To compare this with the LHS, we could add and subtract 2x1 y1 x2 y2 inside the
bracket:

1
= x21 y12 + x22 y12 + x21 y22 + x22 y22 + 2x1 y1 x2 y2 − 2x1 y1 x2 y2 2
1
= x21 y12 + 2x1 y1 x2 y2 + x22 y22 + (x1 y2 − x2 y1 )2 2


The difference between these two expressions is the term (x2 y1 − x1 y2 )2 , which is
always ≥ 0. We thus have that the RHS ≥ LHS.

Approach II: proof by contradiction. Assume that the opposite is true:

kxk2 kyk2 < |hx, yi|

This leads to
q q
x21
+ · y12 + y22 < |x1 y1 + x2 y2 |
x22
⇒ x21 + x22 y12 + y22 < (x1 y1 + x2 y2 )2

⇒ x21 y22 − 2x1 y2 x2 y1 + x22 y12 < 0

⇒ (x1 y2 − x2 y1 )2 < 0

which is not possible for x, y ∈ R2 . Hence by contradiction, the original statement

must be true, that is |hx, yi| ≤ kxk2 kyk2 .

Approach III: use the fact that for x, y ∈ R2 , hx, yi = ||x|| ||y|| cos θ and |cos θ| ≤ 1.

|hx, yi| = |(||x||2 ||y||2 cos θ)| ≤ ||x||2 ||y||2

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5. (a) To find the linearized model, the Jacobian of the system is calculated at the point
(x∗1 , x∗2 ) = (0, 0). " #
∂f1 ∂f1  
0 1

∂x1 ∂x2
J= =

∂f2 ∂f2
− fm1 − md

∂x1 ∂x2

x=(0,0)

This gives the linear system

      
∆ẋ1 0 1 ∆x1 0
= + 1 ∆u
∆ẋ2 − fm1 − md ∆x2 m

where

∆x1 = x1 − x∗1 = x1
∆x2 = x2 − x∗2 = x2
∆u = u − u∗

and u∗ is the input force in the linearization point. In the following text the delta
symbols will be omitted for convenience, i.e. the linear model will be written as
      
ẋ1 0 1 x1 0
= + 1 u (1)
ẋ2 − fm1 − md x2 m

(b) (1) can be written as

ẋ = Ax + bu
where
   
0 1 0
xT =
 
A= , b= , x1 x2
− fm1 − md 1
m

The controllability matrix is given by

1
 
  0 m
C= b Ab = 1
m
− md2

Since rank(C) = 2 the system is controllable. This means that the poles of the
system can be placed arbitrarily (see Theorem 8.3 in Linear System Theory and
Design (Chen, 2014)).
(c) The model is augmented with an additional state x3 to include integral action. This
gives

ẋ1 = x2
f1 d u
ẋ2 = − x1 − x2 +
m m m
ẋ3 = x1 − x1d

where x1d is the desired position. Having integral action is important to achieve
a perfect static performance when modeling errors and constant disturbances are
present.

4
(d) The linear model from the previous question is written in matrix form.
        
ẋ1 0 1 0 x1 0 0
 ẋ2  =  − f1 − d 0   x2  +  1  u +  0  x1d
m m m
ẋ3 1 0 0 x3 0 −1

Define      
0 1 0 0 −1
A =  − fm1 − md 0  , B =  m1  and P =  −2 
1 0 0 0 −3
where P is a vector containing the poles of the system. By using Matlab’s place
command the gains can be calculated.

K = place(A, B, P )

returns the controller gains

   
K = k1 k2 k3 = 10.0 5.0 6.0

Alternatively, let K = [k1 k2 k3 ] and compare the coefficients of the polynomial

given by det (λI − (A − BK)), with those of the polynomial (λ − p1 )(λ − p2 )(λ − p3 )
given by the desired poles.
(e) The solution of the system equations is given by

x1 (t) = (1 − e−3t + 3e−2t − 3e−t )x1d

Then
x1 (t) − x1d = (−e−3t + 3e−2t − 3e−t )x1d
Further,
(−e−3t + 3e−2t − 3e−t )x1d 
 
|x1 (t) − x1d | =
(−e−3t  + 3e−2t  + −3e−t ) |x1d |
     
≤
≤ (e−t + 3e−t + 3e−t ) |x1d |
≤ (1 + 3 + 3) |x1d | e−t
≤ 7 |x1d | e−t

where the fact that

|a + b| ≤ |a| + |b|

and

e−αt ≤ e−t ∀ α ≥ 1

are applied. This means that

k = 7 |x1d | and λ = 1

5
6. (a) If f (x) is globally Lipschitz, the following inequality should be true for any x and y:
|f (x) − f (y)|
≤L
|x − y|
If we set y = 0 and let x → y, i.e. x → 0+ , we will see that
|f (x) − f (y)|
lim = f 0 (0) = ∞  L
y=0,x→0 |x − y|
The conclusion is that f (x) is not globally Lipschitz.
(b) f (x) is locally Lipschitz for the area D = {R|x 6= 0}. See Lemma 3.2 in Khalil.

7. (a) The pendulum equation with friction and constant input torque (Section 1.2.1) is
given by  
x2
f (x) = (2)
− gl sin(x1 ) − mk
x2 + ml1 2 T
The partial derivative of f (x) with respect to x is found as
 
∂f (x) 0 1
= (3)
∂x − gl cos(x1 ) − m
k

From (2) and (3) it can be seen that f (x) and ∂f∂x(x) are continuous in x on R2 . Using
Lemma 3.1 or Lemma 3.2 it can be concluded that f is locally Lipschitz in x the
whole state space. Further it can be seen that ∂f∂x(x) is bounded on R2 (cos(x1 ) ≤ 1
∀ x1 ), and hence by Lemma 3.3, f (x) is globally Lipschitz.
By Theorem 3.2 in Khalil, we can then conclude that the system ẋ = f (x) has a
unique solution for any starting point x0 ∈ R2 (and in any time interval, since the
system dynamics are time-invariant).
(b) The mass-spring equation with linear spring, linear viscous damping, Coulomb fric-
tion and zero external force (Section 1.2.3) is given by
 
x2
f (x) = k
−m x1 − mc x2 + m1 η(x1 , x2 )
where η(x1 , x2 ) is discontinuous at x2 = 0 (see p. 11 in Khalil). This discontinuity
implies that f is not locally Lipschitz at x2 = 0 (any discontinuous function is not
locally Lipschitz at the point of discontinuity). Thus f is also not globally Lipschitz,
and we cannot use Theorem 3.2 to conclude global existence of solutions. However
away from x2 = 0 we have
" #
 x 2
, for x2 > 0


 − k x1 − c x2 − µ k g


m m
f (x) = " #

 x2
 − k x1 − c x2 + µk g , for x2 < 0



m m

Since f (x) is linear in both of the above cases, we can easily see that it is also locally
Lipschitz in these areas. Hence by Theorem 3.1 we can conclude local existence of
solutions: for initial values x0 such that f (x) is locally Lipschitz in a neighbourhood
around x0 , the system will have a unique solution over some interval of time [t0 , t0 +δ].

6
 (c) The Van der Pol oscillator (Example 2.6) is given by
 
x2
f (x) = (4)
−x1 + ε (1 − x21 ) x2

The partial derivative of f (x) with respect to x is found as

 
∂f (x) 0 1
= (5)
∂x −1 − 2εx1 x2 ε (1 − x21 )

From (4) and (5) it can be seen that f (x) and ∂f∂x(x) are continuous in x on R2 . Using
Lemma 3.1 or Lemma 3.2 it can be concluded that f is locally Lipschitz in x on
the whole state space. Further it can be seen that ∂f∂x(x) is not globally bounded. It
follows from Lemma 3.3 that f is not globally Lipschitz.
We can therefore only conclude local existence and uniqueness of solutions by The-
orem 3.1.

8. (Khalil 1.4)    
x q
Choose the state variables to be x = 1 = and we get
x2 q̇

ẋ1 = x2
ẋ2 = −M (x1 )−1 (C(x1 , x2 ) + D)x2 − M (x1 )−1 g(x1 ) + M (x1 )−1 u

Set f (x1 , x2 ) = −M (x1 )−1 (C(x1 , x2 ) + D)x2 − M (x1 )−1 g(x1 ) and P (x1 ) = M (x1 )−1 for
simplification, then the state equations will be

ẋ1 = x2
ẋ2 = f (x1 , x2 ) + P (x1 )u

9. By transformation
q
r = ± x21 + x22
x2
θ = tan−1
x1
we have
1 2x1 ẋ1 + 2x2 ẋ2 x1 ẋ1 + x2 ẋ2
ṙ = ± p =
2 2 2
x 1 + x2 r
x1 [x2 + αx1 (β 2 − x21 − x22 )] + x2 [−x1 + αx2 (β 2 − x21 − x22 )]
=
r
2 2 2 2 2
α (x1 + x2 ) (β − x1 − x2 ) αr2 (β 2 − r2 )
= =

r r
= αr β 2 − r2

7
    
1 ẋ2 x1 − x2 ẋ1 1 ẋ2 x1 − x2 ẋ1
θ̇ =  2 =  2
x2 x21 x2 x21
1+ x1
1+ x1

x21 2
x21 x22 )] x1 − x2 [x2 + αx1 (β 2 − x21 − x22 )]
 
[−x1 + αx2 (β − −
=
x21 + x22 x21
−x21 − x22
= = −1
x21 + x22
Thus the transformed system is
ṙ = αr (β 2 − r2 )


θ̇ = −1
(Extra note:) By setting r = β we have ṙ = 0 which implies that whenever r (t1 ) = β it
follows that r (t) = β for all t > t1 . Thus x21 (t) + x22 (t) = β 2 is a periodic orbit which
only depends on β and is independent of α.
The new system equations can also be found using the expression given in the assignment:
   p 
r x21 + x22
z= = = ψ(x)
θ tan−1 (x2 /x1 )
   
x1 r cos(θ)
x= = = ψ −1 (z)
x2 r sin(θ)

The partial derivative of ψ(x) is given as

" x1
√2 2 √ x22
#
∂ψ x1 +x2 x1 +x22
(x) = −x2 x1
∂x x +x2
2 x21 +x22
1 2

which leads to
 
r cos(θ) r sin(θ)
∂ψ −1
 √ √ 
1 r cos(θ) r sin(θ)

r2 cos2 (θ)+r2 sin2 (θ) r2 cos2 (θ)+r2 sin2 (θ) 
ψ (z) = =
∂x −r sin(θ) r cos(θ) r − sin(θ) cos(θ)
r2 cos2 (θ)+r2 sin2 (θ) r2 cos2 (θ)+r2 sin2 (θ)

and
∂ψ −1

ψ (z) f ψ −1 (z)


ż =
∂x    
1 r cos(θ) r sin(θ) r sin(θ) + αr cos(θ) (β 2 − r2 )) αr (β 2 − r2 )
= =
r − sin(θ) cos(θ) −r cos(θ) + αr sin(θ) (β 2 − r2 )) −1

10. (a) ẋ = αx → x(t) = C1 eαt , where C1 is a constant. The rabbit population will
increase exponentially.
(b) ẏ = −γy → y(t) = −C2 eγt , where C2 is a constant. The fox population will
decrease exponentially.
(c) Set
x(α − βy) = 0
−y(γ − δx) = 0

8
 This system has two isolated equilibriums: at (0, 0) (which means an extinction of
both species) and at ( γδ , αβ ). The last solution represents a fixed point at which both
populations sustain their current, non-zero numbers, and, in the simplified model,
do so indefinitely. The levels of population at which this equilibrium is achieved
depend on the chosen values of the parameters.
We may calculate the Jacobian:
" #
∂f1 ∂f1
∂x ∂y
A = ∂f2 ∂f2
∂x ∂y
 
α − βy −βx
=
δy δx − γ

In the equilibrium points:

 
α 0
A|(x,y)=(0,0) =
0 −γ
 
λI − A|(x,y)=(0,0)  = (λ − α)(λ + γ) = 0
 

⇒ λ1 = α, λ2 = −γ
α − β αβ −β γδ 0 −β γδ
   
A|(x,y)=( γ , α ) = = α
δ β δ αβ δ γδ − γ δβ 0
  α γ
λI − A|(x,y)=( γ , α )  = λ2 + δ β = λ2 + γα = 0
 
δ β β δ
√
⇒ λ1,2 = ±i γα

From the eigenvalues, we see that (0, 0) is a saddle point and ( γδ , αβ ) is a center point.
(d) A linear system can not have several isolated equilibrium points, because for linear
systems of the form ẋ = Ax + b there are only the following options:
1. if |A| =6 0, then there is one unique isolated equilibrium point, which is the
solution of the equation Ax + b = 0
2. if |A| = 0, then the equation Ax+b = 0 may have either no solutions (in this case
there are no equilibrium points), or it may have a whole subspace of solutions
(i.e. the equilibrium points are not isolated).
(e) See the phase portrait in Figure 2. A center point is lying in ( γδ , αβ ) ≈ (76.2, 12.6),
and a saddle point is lying in the origin, both as expected.
(f) No, it is not possible to cross the lines x = 0 and y = 0, because they are invariant
sets. If the states end up in these sets they will stay there forever, as we discussed
in exercise (a)–(b).
(g) Bendixson’s criterion states that the system has no periodic orbits lying entirely in
a simply connected region D if ∂f∂x
1
+ ∂f
∂y
2
is not identically zero and does not change
sign in D. It follows that such sets are given by

D1 = R2 |α − βy − (γ − δx) > 0


D2 = R2 |α − βy − (γ − δx) < 0


9
  

Figure 2: Phase portrait.

11. (a)

f1 (x1 , x2 ) = −ax1 − x22

f2 (x1 , x2 ) = bx1 x2 + cx2
" #
∂f1 ∂f1
∂x1 ∂x2
A = ∂f2 ∂f2
∂x1 ∂x2
 
−a −2x2
=
bx2 bx1 + c

(b)

−ax1 − x22 = 0
bx1 x2 + cx2 = 0

The second equation gives equilibrium points for x2 = 0 or x1 = − cb . Insertion

of x2 = 0 into x1 = − cb
the first equation gives the point (0, 0) and insertion of p
gives x2 = ± b . In total we have three equilibrium points (0, 0), (− cb , acb ) and
p ac

(− cb , − acb ). To find the type of point, we calculate the Jacobian in each of these
p
points.
 
−a 0
A|x=(0,0) =
0 c
 p ac 
√ −a −2
A|x=(− c ,± ac ) = √ b
b b abc 0

For the point (0, 0) the eigenvalues are λ1 = −a < 0 and λ2 = c > 0, thus it is a
saddle point.

10
 For the points (− cb , ± acb ) the eigenvalues are
p

√
−a ± a2 − 8ac
λ1,2 =
2
thus (− cb , ± acb ) will be stable nodes if 8c < a and stable foci if 8c > a.
p

(c) See phase portaits in Figures

p ac 3 and 4. Wee see that (0, 0) is a saddle point (as
c
expected) and that (− b , ± b ) are stable nodes or foci depending on the values a
and c.

11
Figure 3: Phase portrait for a = 4, b = 1, c = 1.

Figure 4: Phase portrait for a = 12, b = 1, c = 1.

12