1

An Eigenvalue Method for Calculation of Stability

and Limit Cycles in Nonlinear Systems
Somieski Gerhard
Institut of Aeroelasticity, Vehicle Systems Dynamic Group, German Aerospace Center (DLR)
D-82230 Weßling, Germany

Abstract
In the calculation of periodic oscillations of nonlinear systems - so-called limit cycles - approximative and
systematic engineering methods from linear system analysis are known. The techniques, working in
frequency domain, perform a quasi-linearization of the nonlinear system, replacing nonlinearities by
amplitude dependent describing functions. Frequently, the resulting nonlinear equations for amplitude and
frequency of presumed limit cycles are solved directly by a graphical procedure in a Nyquist plane. In this
work an indirect numerical approach is described, which shows that for a system of nonlinear differential
equations, the eigenvalues of the quasi-linear system simply indicate all limit cycles and, additionally, yield
stability regions for the linearized case. The method is applicable to systems with multiple nonlinearities,
which may be static or dynamic. It is demonstrated with an example of aircraft nose gear shimmy dynamics
in the presence of different nonlinearities, and the results are compared with those from simulation.

Notations P characteristic polynomial

A amplitude of limit cycle oscillations
a half contact length of tire at ground [m]
ai coefficients of characteristic equation
c torsional spring rate for moments [Nm/rad]
c1...8 coefficients in system matrix
cFa tire side force derivative [1/rad]
cMa tire aligning moment derivative [m/rad]
e wheel caster length [m]
F system matrix in linear dynamic system
FN quasi-linear system matrix
Fy tire side force [N]
Fz vertical force [N]
f nonlinear function
I unity matrix
Iz moment of inertia about z-axis [kgm2]
j imaginary unit
k viscous friction moment coefficient [Nm/rad/s]
k2 dry friction moment hysteresis value [Nm]
L(s) transfer function in linear dynamic system
M1 torque link moment [Nm]
M2 friction damping moment [Nm]
M3 total tire moment about z-axis [Nm]
M4 tire damping moment caused by tread width [Nm]
M5 gyroscopic moment [Nm]
Mz tire aligning moment [Nm]
mi slopes of piecewise linear function
N(A) describing function (DF)
NR matrix of real part DFs
NI matrix of imaginary part DFs
N1 DF of torque link moment M1
N2 DF of dry friction moment M2
N3Mz DF of tire moment MZ/FZ
N3Fy DF of tire side force FY/FZ
s Laplace variable and eigenvalue
t time [s]
V wheel forward velocity [m/s]
x state of dynamic system
a slip angle (deflection angle) of tire [rad]
ag limiting slip angle for aligning moment [deg]
d limiting slip angle for tire side force [deg]
k constant of tread width tire moment [Nm2/rad]
s relaxation length of tire deflection [m]
f phase angle between sinusoidal inputs [rad]
y yaw angle of landing gear [rad]
y0 dead zone yaw angle for torsional spring [rad]
y& 0 constant in rectangular hysteresis [rad/s]
w frequency of (limit cycle) oscillation [rad/s]
1. Introduction
If analytical solutions of nonlinear dynamic
systems are unknown, then the detecting of limit
cycles by numerical simulation in time domain - in
spite of sophisticated strategies for tracing - is a
rather laborious and occasionally doubtful
procedure. Inadequate numerical solvers, rounding
errors, uncertain initial values or transient
oscillations falsify in many cases the expected
outcome. For those applications where the
dynamic system acts as a low pass filter, a good
approach for limit cycle results can be found by
frequency domain methods in combination with
sinusoidal describing functions (DF).
In nonlinear control theory, stability checks by
Popov criterion [13] or Hurwitz determinants, see
[4,6] are applied, or the method of harmonic
balance to solve the nonlinear equations can be
used, as explained in [14, 7, 3, 5, 9]. In some other
 2
work, eigenvalues in connection with multi-
parameter optimization techniques are applied to
find limit cycles, see [19, 12, 2, 10].
In this work - demonstrated with the example of
shimmy oscillations of an aircraft nose gear model
- it is shown, that stability borders of the linear
system and limit cycles of the nonlinear system
can be determined with an eigenvalue parameter
variation method, applied on the quasi-linear
system. The method is practicable if the model is
given by linear differential equations with several
distinct nonlinearities, which may be static or
multivalued and which are connected by linear
frequency response relations, and is not limited to
low order systems. By using efficient numerical
software for finding of eigenvalues [15], the
method represents a systematic, fast and precise
tool, provided that above mentioned filter
hypothesis is true.
2. Stability analysis of nonlinear system
The nonlinear system is approximated by a quasi-
linear description and frequency domain methods
for stability checks and limit cycles can be applied.
2.1 Description of quasi-linear system
For the class of systems treated here, the
mathematical model forms a set of n ordinary
nonlinear homogenous differential equations of 1st
order with constant coefficients. The system is
assumed to be separated in a linear and a nonlinear
part, eq. (1), figure 1.
x& = Fx + f(x, x& ) (1)
F given in eq. (5) by setting:
zero input x& x
+ ò x&dt
y
f ( x, x& )
Fig. 1: Nonlinear zero input system in time domain
Here x is an n-state vector, x& is the time derivative,
F is the n*n system matrix, f is an n*n matrix with
nonlinearities. For all nonlinear system parts a
quasi-linearization by means of Fourier
transformation and sinusoidal describing functions
(DF) is performed, approximating all inputs to
nonlinearities by sinusoidal oscillations, see [14, 5,
20]:
quasi -linearization
f(x, x& ) ¾¾¾ ¾ ¾¾ ¾¾® N( A, w )x (2)
The DF matrix N(A,w) represents the frequency
responses of the nonlinearities. For static non-
linearities, like limiters, the real valued DFs
depend only on amplitude vector A, but for a
dynamic or multivalued nonlinearity (e.g.
hysteresis) the DF is complex valued, and real and
imaginary parts are functions of amplitude and
frequency. If the time derivative operator d/dt is
replaced by its Laplace transform s, and for purely
sinusoidal oscillations, s=jw, the DF is represented
accordingly, and the frequency domain
representation of the quasi-linear system from eq.
(1) is achieved:
s
N = N R + jN I = N R + NI , (3)
w
N I -1
sx = (I - ) (F + N R ) x . (4)
w
By collecting terms into the matrix FN, one obtains
a quasi-linear, homogenous system :
N I -1
FN = (I - ) (F + N R ) , (5)
w
(sI - FN )x = 0 . (6)
Because of the DFs, the structure of the system
matrix is augmented by terms NR and NI, and for
dynamic nonlinearities frequency w appears as a
parameter. The case of static nonlinearities is
NI = 0 , FN = F + N R (7)
This quasi-linear system in x is solvable for
nonzero solutions, if the determinant of the
system matrix is zero. This yields the characteristic
polynomial P(s), which can be expressed with
coefficients ai:
n
P ( s, A, w) = det( sI - FN ) = å ai ( A, w) s i = 0 (8)
i =0
The roots of this polynomial, forming the
eigenvalues of the system matrix FN, are
responsible for the stability of the system. Most
efficient routines for eigenvalue calculation are
based on matrix formulation of the problem, see
[15], rather than finding roots of a polynomial.
 3

Therefore, if the characteristic polynomial, eq. (8) computational costs.

is the starting point of the analysis, it is
recommended to turn to a state space Stability of limit cycles
representation of the system. From the coefficients Some methods are known to study stability of
of equation (8), a system matrix in Frobenius form periodic oscillations, e.g. by Ljapunov functions,
can easily be built, having the same eigenvalues: Popov‘s inequality [13], or sensitivity analysis of
limit cycle dynamics, see [6, 14, 18]. But the
é 0 1 .. 0 ù stability of limit cycles is simply visible from its
ê 0 0 .. 1 ú eigenvalues, too. By applying small variations to
FN = ê ú (9) the detected amplitude A, the variation of the real
ê . . . . ú part of eigenvalues s1,2 from eq.(10) in stable,
ê ú
ë- a 0 / a n - a1 / a n .. - a n-1 / a n û unstable or semi-stable regions is visible, compare
figure 2.
2.2 Stability borders of linear system
The specific case of a linear system follows from Limit Cycle (LC):
eqs. (5,6) by setting all amplitudes to zero or Re( s LC ) = 0 for A = ALC (12)
simply using linear gains instead of DFs. The Stable LC: Re( s LC ) < 0 for A > ALC
resulting system matrix FN serves for stability Re( s LC ) > 0 for A < ALC (13)
checks. Stability borders separate regions of
Unstable LC: Re( s LC ) > 0 for A > ALC
stability from instability in a parameter space.
Routh criterion or Hurwitz determinants, as Re( s LC ) < 0 for A < ALC (14)
described in [4], or a parameter space method [1] Semi stable LC (stable small, unstable at large A):
can be applied. Re( s LC ) > 0 for A < ALC
Using eigenvalues of the system matrix FN during Re( s LC ) > 0 for A > ALC (15)
a 2-dimensional parameter sweep one has to watch Semi stable LC (unstable small, stable at large A):
the change of positive to negative real parts or vice Re( s LC ) < 0 for A < ALC
versa and to record the parameters.
Re( s LC ) < 0 for A > ALC (16)
2.3 Limit cycles by eigenvalue method
The application of the eigenvalue method for Real Part Real Part
finding limit cycles is quite obvious. The n
eigenvalues of the quasi-linear system matrix in
eq. (5) are calculated by varying amplitude A and a 0 Amplitude 0 Amplitude
model parameter such that one pair of eigenvalues ALC ALC
is purely complex and all others are well damped,
Stable Limit Cycle Unstable Limit Cycle
e.g:

lim Real Part Real Part

s1, 2 = (e ± jw) = s LC (10)
e®0
si = d i ± js i ,d i < 0,i = 3..n (11) Amplitude 0 ALC Amplitude
0
If such a pair exists, then amplitude and frequency ALC
of a limit cycle are found. In numerical practice
Semistable Limit Cycle Semistable Limit Cycle
the condition in eq. (10) for the real parts is not
small: stable, large:unstable small: unstable, large:stable
exactly met by accidentally selected parameters.
Then the sign of the small real part e is observed, Fig. 2: Stability of limit cycles from eigenvalues
indicating a change from stability to instability or
vice versa, in between neutral stability of In other words, the 1st and 2nd derivatives of the
oscillations happens. Moreover multiple solutions real part function Re(A) with respect to amplitude
of limit cycles may exist for the same amplitude. A, ReA and ReAA, respectively, indicate stability of
This method needs no solving of nonlinear a limit cycle:
equations and is robust with respect to multiple
solutions, but starting values and increments of the Re A A < 0 stable , (17)
parameters should selected adequately to reduce LC
 4

Re A A > 0 unstable , (18)

LC
A linear extrapolation formula for wp (aiming
Re A A = 0, Re AA A > 0 semistable ,(19) exactly to the 45o angle line), is used, which in
LC LC
most cases converges after a few iterations:
Re A A = 0, Re AA A < 0 semistable . (20)
LC LC

Multiple nonlinearities
If the system has several nonlinearities, which
cannot be collected to one (if they are not in series
or in parallel), then different amplitudes act as
inputs into the nonlinearities, as decribed in [5, 6,
14]. In this work the general case is restricted to
nonlinearities whose inputs are connected by
linear dynamic relations. Then, mostly, all
amplitudes A of these inputs can be expressed by
linear frequency response functions. For any two
inputs x1 and x2, we find:
x1 = A1 sin(w t ), x2 = A2 sin(w t + F) (21)
x2 = L2 ( s ) x1 (22)
From this, an amplitude relation follows:
A2 =| L2 ( s = jw ) | A1 (23)
Thus we choose a basic amplitude A1 for the 1st
nonlinearity and relate the amplitudes of the 2nd
and all others by magnitudes of the frequency
responses in between, which is a function of
frequency w.
w i - w i -1
w i -1 - w p, i -1
w p, i - w p , i -1
wp = . (24)
w i - w i -1
1-
w p, i - w p, i -1
2.4. Limit cycles from harmonic balance
equation
For comparing the eigenvalue technique with a
direct solution, the harmonic balance equation is
discussed. A nonlinear system, represented in
frequency domain, is separated in two parts, see
figure 4. The linear part can be described by its
frequency response function L(s=jw) and the
nonlinear one by its describing function N(A,w).
The frequency response function of the closed
loop is now a complex valued function of w and
amplitude A, eq. (25). The characteristic equation
P eq. (26) forms the key equation of the harmonic
balance of the system :
nonlinear element linear dynamics
u x
N(A,w) L(s)
-

Frequency iteration Fig. 4: Block diagram of a quasi-linear system

For multiple as well as for dynamic nonlinearities,
frequency appears as parameter in the system x( jw) N ( A, w) L( jw)
matrix. To calculate eigenvalues, an additional = f ( A, jw) = (25)
u ( jw) 1 + N ( A, w) L ( jw)
loop is applied, and the value of wp has to be
P (w, A) = 1 + N ( A, w) L( jw) = 0 (26)
matched by iteration with the imaginary part w of
the eigenvalue of the supposed limit cycle, see
figure 3. Graphical solution
Separating equation (26) forms the basis for a
w graphical limit cycle method [14, 20, 5] by finding
extrapolation to
45o angle line intersections of the nonlinear negative inverse
w1 describing function (-1/N) and of the linear
w2 frequency response (L) in a Nyquist locus diagram
for matching frequencies, see figure 5.
w=wp

wp1 wp2 wp

Fig 3.: Scheme for frequency iteration

 5

Im 3. Model equations
linear term L(jw) The eigenvalue method is now demonstrated with
Re
self-excited shimmy oscillations of an aircraft nose
w 1,A1 landing gear. This instability is caused by dynamic
reaction forces between elastic tires and the
nonlinear term ground. A 3rd order nonlinear model describes the
-1/N(A) limit cycle torsional degree of freedom and the tire elasticity
w A according to elastic string theory. This basic model
of the torsional dynamics of the nose landing gear
is derived in [11] and investigated with different
Fig.5: Limit cycles in Nyquist plot
mathematical methods in [16]. Typical Data for an
Numerical and algebraic solution
aircraft of 10 tons of weight are used, see table I.
Splitting eq. (26) into real and imaginary parts,
yields two nonlinear equations for the unknowns
Table I: Nominal model parameters
A, w.
parameter value unit
Re(P) = Re(A,w) =0, Im(P) = Im(A,w) =0 (27) velocity V variabl m/s
e
A numerical solution by any iterative nonlinear damping constant k, k2 10 Nm/rad/s, Nm
solver is conceivable, but difficulties may arise by half contact length a 0.1 m
poor iteration convergence and a need of good caster length e 0.05 m
starting values, see hints in [5, 21]. moment of inertia IZ 1 kgm2
If DFs can be approximated by algebraic vertical force FZ 9000 N
functions, e.g. polynomials of low degree in A and spring stiffness c 100000 Nm/rad
w, then analytical solutions of the harmonic side force derivative cFa 20 1/rad
balance equation are possible, as proposed in [6], moment derivative cMa 2 m/rad
and exercised in [16]. In the example (see next tread width constant k 270 Nm2/rad
section), 2nd-order polynomials for the tire 0.3 m
relaxation length s
describing functions and linear functions for all
gyroscopic constant cg 4.44 Ns2/rad
other moments are taken.. Parameters of table 1,
and cg = 0, e = 0.1 m are used.
3.1 Nonlinear model in time domain
Shimmy Analysis - Limit Cycle Amplitude For yaw angle y a 2nd order differential equation
0.3
eigenvalues
(28), and for slip angle a of the elastic tire a 1st
harmonic balance order differential equation (29) is set up. Torques
0.25 M1 to M5 are defined by nonlinear or linear
k [Nm/r/s]= 0 equations (30 to 36):
0.2
* 10 ..
* 20
I z y = M1 + M 2 + M 3 + M 4 + M 5 (28)
0.15
V V (e - a)
* 30
a& + a = y + y& (29)
a [rad] s s s
0.1
* 40

M 1 = - f1 (y ) spring, dead zone | y 0 | (30)

0.05
M 2 = - f 2 (y& ,y&&) dry friction damping (31)
0 rectangular hysteresis, figure 7
0 10 20 30 40 50 60 70 80 90 100
V [m/s]

Fig. 6: Limit cycle slip angle from harmonic

balance equation and eigenvalue method

Figure 6 shows good coincidence for solutions of

the analytical and the eigenvalue method. The
limit cycle amplitudes increase with velocity V and
decrease with damping coefficient k.
 6

-M2 Dead Zone Spring Moment Describing Function

80000
k2
. . .
60000
-y0 y0 y

N1
40000

Dry friction 20000

with hysteresis
-k2 00 0.1 0.2 0.3 0.4 0.5
yaw angle [rad]

Fig. 7: Dry friction hysteresis characteristics Fig 9: Describing function dead zone spring torque

M 3 = M Z (a ) - eF y (a ) M 2 = - N 2 (y& , w )y& rectangular hysteresis (39)

(32) N 2 (y& ,w ) = N 2,R (y& ) + jN 2,I (y& ) (40)
= FZ ( f 3Mz (a ) - ef 3 Fy (a ))
tire aligning moment, cornering force, fig. 8 4k 2 y& 2 4k y&
N 2,R (y& ) = 1 - 02 , N 2.I (y& ) = - 2 20
py & y& py&
ag 180 N 2, R = 0, N 2, I = 0 for y& £ y& 0 (41)
f 3Mz = -c Ma sin( a) for | a |£ a g
180 ag

f 3Mz = 0 for | a |³ a g = 10 o (33) Rectangular Hysteresis Friction Moment Describing Function

20
o
f 3 Fy = c Fa a for | a |£ d = 5
(34) 10
f 3 Fy = c Fa dsign(a ) for |a |> d real part
0
N2

imaginary part

M 4 = - (k / V )y& tread width damping (35) -10

M5 = - cgVa& gyroscopic couple (36) -20

-300 0.4 0.8 1.2 1.6 2

yaw rate [rad/s]
aligning moment cornering force Fy/Fz
Mz/Fz Fig. 10: Describing function of dry friction torque
linear limiter
approximation For tire moment MZ a half period sine wave can be
-10 -5 5 10 approximated by n linear pieces which start at ai
with slopes mi, yielding a DF, eq. (43), according
half sine slip angle to [6], see figure 11. For a linear saturation we find
approximation a [deg] eq. (45), figure 12.

M 3 = Fz N 3a = Fz ( - N 3 Mz - eN 3 Fy )a (42)
Fig. 8: Tire nonlinear characteristics n -1 ai
N 3Mz (a ) = å [(mi - mi +1 ) f ()] + mn (43)
i =1 a
3.2 Quasilinearization
d d
By applying DF terms, the moments can be quasi- N 3 Fy (a ) = c Fa f ( ) for | |£ 1
linearized. The DFs for the moments M1 and M2 a a
d
are rather complicated functions of the amplitudes, N 3 Fy (a ) = c Fa for | |> 1 (44)
eq. (37 to 41), see [6, 7], and their graphs are a
2
displayed in figures 10 to 13. A notation x, N(x) or f (g ) = (arcsin g + g 1 - g 2 ) |g | £ 1
c(x) instead of AX, N(AX) or c(AX) is used to mark p (45)
the amplitudes. f (g ) = 1 |g | > 1

M 1 = - N1 (y )y dead zone (37)

N1 (y ) = c - (2c / p )(arcsin x + x 1 - x 2 ) x £ 1
N1 = 0 x > 1 where x = y 0 / y (38)
 7

Tire Aligning Moment Describing Function M1

2 -N1
1.6 spring moment
M2
-N2(s/w)
N3_Mz

1.2
tire
friction moment slip
0.8
angle
0.4 u=0 M y& y a
+ Ly(s) 1/s La(s)
00 0.2 0.4 0.6
slip angle [rad]
0.8 1 linear dynamics

Fig 11: Describing function of aligning moment M3 a

-FzN3
Tire Cornering Force Describing Function tire moment
20
M5 a& a
16
-cg s

12 gyroscopic moment
N3_Fy

8 Fig. 13: Block diagram of quasi-linear system

4
The frequency response relations between linear
00 0.2 0.4 0.6
slip angle [rad]
0.8 1 system parts of figure 13, and the amplitude
relations according to eq. (22) are given by:
Fig. 12: Describing function of tire side force
y 1
In the linear case, the sine function in eq. (33) is Ly ( s) = = (49)
M Izs +k s
2
replaced by its argument, and the DFs are: V
a sc4 - c7
La ( s) = = (50)
N 3 Mz = c Ma , N 3 Fy = c Fa (46) y s ( s + c5 )
a La sc4 - c7
Lay& ( s) = = = (51)
y& Ly& s ( s + c5 ) s
With states x = [y y& a ] ' the system matrix FN and
the block diagram in figure 13, follows: y&
Ly& ( s) = =s (52)
y
é1 0 0ù é 0
-1
1 0 ù Ay =| La-1 (w )| Aa (53)
ê 1 ú ê
FN = ê0 1 - c8 (y& ) 0ú ê- c1 (y ) + c6 c7 - c 2 (y& ) - c3 (a ) úú Ay& =| Ly& (w ) La-1 (w )| Aa (54)
ê0 w
ë 0 0úû êë - c7 c4 - c5 úû 4. Linear analysis - eigenvalues and stability
(47) By inserting linear gains into the quasi-linear
The coefficients read: model, amplitude dependencies are eliminated. For
k the case investigated in limit cycle analysis later
c1 (y ) = N1 (y ) / I z , c2 (y& ) = ( N 2,R (y& ) + )/ Iz
V on, the linear gains of spring and damping
c3 (a ) = ( N 3Mz (a ) - e N 3 Fy (a )) Fz /( I z s ) moments, c and k, respectively, are zero. The
complex eigenvalue shows instability (positive
c4 = (e - a ) / s , c5 = V / s , c6 = Vc g / ( I zs ) real part) up to V = 50 m/s and stability (negative
c7 = -V , c8 (y& ) = N 2,I (y& ) / I z (48) real part) for V > 50 m/s, figure 14. In parameter
plane of moment of inertia IZ and velocity V in
figure 15 a stability border indicates, that
increased velocity needs a reduced IZ for stability.
 8

Quasi-linear Eigenvalues
Eigenvalues
400 * 20 * 15
* 25 * 10
30 * 30
* V [m/s]= 5
300
* 35

Real part Re1 [-]

15 * 40
eigenvalue 1

200 * 45
imaginary part
* 50
0 * 55
100 * 60
real part
0 -15

-1000 0 0.006 0.012 0.018 0.024 0.03

25 50 75 100 slip angle α [rad]
velocity V [m/s]

Fig. 14: Complex LC-eigenvalue versus velocity Fig. 16: Real part of LC-eigenvalue for all
velocities versus slip angle amplitude
Stability Chart
3
Table II: Regions of stability and limit cycles
Velocity V [m/s] Stability condition, a [rad]
moment of inertia Iz [kg*m**2]

2.5 <21 stable limit cycle, > 0.015

2 21 < V < 38
1.5
1 stable
0.5 unstable
040 50
Fig. 15: Stability curve in V-IZ-plane
5. Limit cycle analysis
The eigenvalue method is now applied to the
quasi-linear system of eq. (13) and limit cycle
results are compared with simulations; details are
reported in [17].
5.1 Quasi-linear eigenvalues
The real part of the limit cycle eigenvalue, figure
16, shows complex behaviour, and several
amplitudes and parameter regimes need to be
inspected. Intersections (= limit cycles) at V = 5 ..
20 m/s, V = 45 .. 50 m/s, and V = 50 .. 60 m/s
occur. Depending on velocity, and on amplitudes,
the nonlinear system is capable of stable or
unstable motions, and different stable, unstable
and semi-stable limit cycles occur, see details in
table II.
unstable region
38 < V < 49.8 small stable limit cycle, 0.0018
.. 0.0028
unstable limit cycle, 0.003 ..
0.04
stable limit cycle, 0.2 .. 0.08
60 70 80 90 100
46.45 semi-stable (small-stable),
velocity V [m/s] 0.0028
49.9 < V < 60 unstable limit cycle, 0.02 .. 0.04
stable limit cycle, 0.16 .. 0.04
> 60 asymptotic stable
5.2 Single simulations
In consideration of the results from eigenvalue
analysis, the observed dynamics is displayed for
some conditions in simulated time histories. By
numerical integration, the nonlinear differential
equations (28 to 36) can be solved with respect to
time for different initial values or parameters.
Several problems may arise from choosing of
proper initial values, from long simulation times to
get stationarity, from evaluating the oscillations
with respect to amplitude and frequency, and from
difficulties to realize unstable limit cycles, too. To
handle severe nonlinearities in the right hand sides
of the differential equations (like hysteresis)
correctly, a Runge-Kutta-4 method is coupled with
step size control at discontinuities, as suggested by
[8].
For slip angle, in figure 17, the large limit cycle at
V = 20 m/s with amplitude a = 0.27 rad is
displayed, and in figure 18 the small limit cycle at
V = 48 m/s with an amplitude of a = 0.0018 rad.
 9

Limit Cycle - Time History Limit Cycle Amplitudes

0.3 0.4 eigenvalues
simulation
0.2
0.3
slip angle [rad]

slip angle [rad]

0.1

0 0.2

-0.1
0.1
-0.2

-0.30 0.4 0.8 1.2 1.6 00 10 20 30 40 50 60

time t [s] velocity V [m/s]

Fig. 17: Time history of slip angle, V = 20 m/s Fig. 20: Bifurcation plot - limit cycle amplitudes
Limit Cycle - Time History versus velocity

Limit Cycle Amplitudes

0.004 0.16 eigenvalues
slip angle [rad]

simulation
stable
0
slip angle [rad] 0.12

0.08
-0.004

0.04 unstable
0 0.4 0.8 1.2 1.6 stable
time t [s] unstable
stable
Fig. 18: Time history of small limit cycle slip 046 48 50 52 54 56
velocity V [m/s]
angle, V = 48 m/s
Fig. 21: Bifurcation plot - close up of limit cycle
5.3 Limit cycle diagrams amplitudes versus velocity
A bifurcation diagram - amplitudes and frequen-
cies as functions of the parameter velocity V - In order to compare this with time domain results,
follows from an automatic search for the stability numerical simulations for 1 to 4 seconds of time
border as explained in section 2. In figure 19 are done, recording frequency and amplitude from
frequencies, and in figure 20, 21 related ampli- time histories, and displayed in figures 19 to 21,
tudes are drawn. The figures display different too. The limit cycle parameters from eigenvalue
stable and unstable limit cycles as mentioned. method and simulation show excellent agreement,
but evidently simulation cannot realise unstable
Limit Cycle Frequencies limit cycles directly.
360

320 6. Conclusions
For nonlinear homogenous systems, which can be
frequency [rad/s]

quasi-linearized by use of sinusoidal describing

240 functions (higher frequencies are well damped due
to low pass filtering), a numerical eigenvalue
method is presented to calculate stability and limit
160
simulation cycles, using same unified procedures. Multiple
eigenvalues nonlinearities with static or dynamic
800 10 20 30 40 50 60
characteristics can be handled in high order
velocity V [m/s] systems. The method avoids solving of nonlinear
Fig. 19: Bifurcation plot - limit cycle frequencies equations or optimization problems by simple
versus velocity parameter sweeps, and detecting of all limit cycles
in the specified amplitude range is quite obviously.
The limit cycle parameters amplitude and
frequency are varied until a pair of eigenvalues is
 10
found, that lies on the imaginary axis, indicating
neutral stability or a limit cycle. The stability of
the found limit cycle with respect to amplitudes
can easily be judged during the variation by means
of the slope of the real part of the limit cycle
eigenvalue. For zero amplitudes the same
procedure of watching eigenvalues is applied to
get stability charts of the linear system. The results
are identical with those from limit cycles at
vanishing amplitudes.
The method is demonstrated for a 3rd order system
of shimmy oscillations of an aircraft nose gear,
where three different static and one dynamic
nonlinearity are taken into account simultaneously.
For the case recorded, regions in parameter and
amplitude space are found, where instability or
stability, as well as stable, unstable and semi-
stable limit cycles occur.
The results are compared with those from
numerical simulations, and for an algebraic
approximation of the tire describing function with
the analytical solutions from harmonic balance
equations. It is shown, that eigenvalue method and
harmonic balance equation produce coincident
results if the polynomial approximation range is
suitable, and simulation and eigenvalue method
results are very close together.
For this example, the calculation times for limit
cycle results from the eigenvalue method are in
general less than one third from those of
simulation and required only a few seconds.
7. References
[ 1 ] Ackermann J., Robuste Regelung. Springer
Verlag, Berlin, 1993.
[ 2 ] Anderson M.R., Pilot-induced oscillations
involving multiple nonlinearities. Paper 97-
3501. AIAA Atmospheric flight mechanics
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[ 3 ] Atherton D.P., Nonlinear Control Engineering.
Van Nostrand Reinhold Company, London,
1975.
[ 4 ] Föllinger O., Regelungstechnik. Elitera
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[ 5 ] Föllinger O., Nichtlineare Regelungen Bd. 1.
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[ 6 ] Gelb A.., Van der Velde W.E., Multiple-input
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[ 7 ] Graham D., McRuer D., Analysis of Nonlinear
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[ 8 ] Howe R.M., Ye X.A., Li B.H., An
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[ 9 ] Katebi R., Classical nonlinear control. The
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[10] Lamendola J.E., Limit cycle PIO analysis
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metric saturation. Virginia Polytechnic
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[11] Pacejka H.B., The wheel shimmy phenomenon.
A theoretical and experimental investigation
with particular reference to the non-linear
problem. Delft University, 1966.
[12] Pillai V.K., Nelson H.D., A new algorithm
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[13] Popov V.M., On the absolute stability of
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[14] Siljak D., Nonlinear Systems. John Wiley &
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[15] Smith B.T.et al., Matrix Eigensystem
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Springer Verlag, Berlin, 1976.
[16] Somieski G., Stability Analysis of a Simple
Aircraft Nose Landing Gear Model Using
Different Mathematical Methods. AST 8,
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[17] Somieski G., Ein Verfahren zur Berechnung
von Stabilität und Grenzzyklen beim
Bugradflattern eines Flugzeugs mittels
Eigenwerten DLR IB 515-98-22, 1998.
[18] Stojic M.R., Siljak D., Sensitivity analysis of
self-excited oscillations in nonlinear control
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[19] Taylor J.H., General describing function
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Automatic Control Conference, San
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[20] Unbehauen H., Regelungstechnik 2.
4. Auflage, Vieweg Verlag, Wiesbaden, 1987.
[21] Yeung K.S., Anwendung von Frequenzkenn-
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täten. Regelungstechninik 12, 1977, 374-381.
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