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INTRODUCTION
• A system is said to be nonlinear if it does not follow the rule of superposition
• Most of the physical systems and practical systems are not linear i.e. either the
output characteristic is not linear or the input is not linear or even both input
and output are not linear.
• As they can not be mathematically modeled by simple differential equations as
is done for the analysis linear system.
• PROPERTIES OF THE NONLINEAR SYSTEMS

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 INTRODUCTION
PROPERTIES OF THE NONLINEAR SYSTEMS
1. The fundamental characteristic of a nonlinear system is that it does not follow
the rule of superposition.
2. Laplace transform is inapplicable for nonlinear systems.
3. With sinusoidal input to a nonlinear system there is no guarantee that the
output will be sinusoidal. Rather it may contain harmonics and even sub
harmonics.
4. Fourier analysis cannot be performed
5. To determine the stability of a nonlinear system information regarding the
nature and magnitude of the anticipated excitation signal, initial conditions
etc. in addition to its usual requirements of physical and mathematical model
are required.

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 INTRODUCTION
PROPERTIES OF THE NONLINEAR SYSTEMS
6. Even for a stable nonlinear system the transient and frequency response may
exhibit certain peculiar features.
7. We cannot use conventional analysis methods such as the Nyquist stability
criterion or pole-zero method in order to analyze these nonlinear systems, as
these methods are restricted to linear systems.
8. That said, there are a few advantages to non-linear systems:
1. Nonlinear systems can perform better than linear systems.
2. Nonlinear systems are less costly than linear systems.
3. They are usually small and compact in size as compared to linear systems.

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 INTRODUCTION
CLASSIFICATION OF NONLINEAR SYSTEMS
• Non linear systems can be classified as
 Incidental nonlinearities
 Intentional nonlinearities
• Incidental nonlinearities are those nonlinearities, which are inherently present
in the systems.
• Examples of such nonlinearities are
 Nonlinear spring
 Saturation
 Friction
 Backlash
 Dead zone
• A designer strives hard to limit the adverse effect of these nonlinearities.
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 INTRODUCTION
CLASSIFICATION OF NONLINEAR SYSTEMS
• On the other hand intentional nonlinearities are those which are delibratly
introduced in the system to modify or achieve the certain characteristic of the
control system e.g. Relay.
• In practice, all physical systems have some form of nonlinearity. Sometimes it
may even be desirable to introduce a nonlinearity deliberately in order to
improve the performance of a system or make its operation safer. At it result, the
system is more economical than linear system.

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 INTRODUCTION
COMMON NONLINEARITIES
• In most types of control systems, we can not avoid the presence of certain types
of nonlinearities.
• These can be classified as static or dynamic. A system for which there is a
nonlinear relationship between input and output, that does not involve a
differential equation is called a static nonlinearity.
• On the other hand, the input and output may be related through a nonlinear
differential equation. Such a system is called a dynamic nonlinearity.
• Various types of nonlinearities in a control system are :
 Saturation nonlinearity
 Friction nonlinearity
 Dead zone nonlinearity
 Relay nonlinearity (ON OFF controller)
 Backlash nonlinearity
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 INTRODUCTION
 Saturation Nonlinearity
• Saturation nonlinearity is a common type of nonlinearity.
• For example see this nonlinearity in the saturation in the magnetizing curve of
DC motor.
• In order to understand this type of nonlinearity let us discuss saturation curve
or magnetizing curve which is given below:

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 INTRODUCTION
 Saturation Nonlinearity
• From the above curve we can see that the output showing linear behavior in the
beginning but after that there is a saturation in the curve which one kind of non
linearity in the system.
• We have also shown approximated curve. Same type of saturation non
linearity also we can see in an amplifier for which the output is proportional to
the input only for a limited range of values of input.
• When the input exceeds this range, the output tends to become non linearity.

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 INTRODUCTION
 Friction Nonlinearity
• Anything which opposes the relative motion of the body is called friction.
• It is a kind of non linearity present in the system.
• The common example in an electric motor in which we find coulomb friction
drag due to the rubbing contact between the brushes and the commutator.

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 INTRODUCTION
 Friction Nonlinearity
• Friction may be of three types and they are written below:
 Static Friction : In simple words, the static friction acts on the body when
the body is at rest.
 Dynamic Friction : Dynamic friction acts on the body when there is a
relative motion between the surface and the body.
 Limiting Friction : It is defined as the maximum value of limiting friction
that acts on the body when it is at rest. Dynamic friction can also be
classified as
 Sliding friction
 Rolling friction.
 Sliding friction acts when two bodies slides over each other while rolling
acts when the bodies rolls over another body. In mechanical system we have
two types of friction namely (a) Viscous friction (b) Static friction.
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 INTRODUCTION
 Dead Zone Nonlinearity
• Dead zone non linearities refer to a condition in which output becomes zero
when the input crosses certain limiting value.
• Dead zone nonlinearity is shown in various electrical devices like motors, DC
servo motors, actuators etc.

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 INTRODUCTION
 Relays Nonlinearity (ON/OFF Controller)
• Electromechanical relays are frequently used in control systems where the
control strategy requires a control signal with only two or three states.
• This is also called as ON/OFF controller or two state controller.

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 INTRODUCTION
 Relays Nonlinearity (ON/OFF Controller)
• Relay Non-Linearity (a) ON/OFF (b) ON/OFF with Hysteresis (c) ON/OFF with
Dead Zone. Fig (a) shows the ideal characteristics of a bidirectional relay.
• In practice, relay will not respond instantaneously.
• For input currents between the two switching instants, the relay may be in one
position or other depending upon the previous history of the input.
• This characteristic is called ON/OFF with hysteresis that shows in Fig (b). A
relay also has a definite amount of dead zone in practice that show in Fig (c).
The dead zone is caused by the fact that the relay field winding requires a finite
amount of current to move the armature.

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 INTRODUCTION
 Backlash Nonlinearity
• Another important nonlinearity commonly occurring in the physical system is
hysteresis in mechanical transmissions such as gear trains and linkages.
• This nonlinearity is somewhat different from magnetic hysteresis and is
commonly referred to as backlash nonlinearities.
• Backlash in fact is the play between the teeth of the drive gear and those of the
driven gear. Consider a gearbox as shown in below figure (a) having backlash as
illustrated in fig (b).

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 INTRODUCTION
 Backlash Nonlinearity
• Fig (b) shows the teeth A of the driven gear located midway between the teeth
B1, B2 of the driven gear.
• Fig (c) gives the relationship between input and output motions.
• As the teeth A is driven clockwise from this position, no output motion takes
place until the tooth A makes contact with the tooth B1 of the driven gear after
traveling a distance x/2.
• This output motion corresponds to the segment mn of fig (c).
• After the contact is made the driven gear rotates counterclockwise through the
same angle as the drive gear if the gear ratio is assumed to be unity.
• This is illustrated by the line segment no. As the input motion is reversed, the
contact between the teeth A and B1 is lost and the driven gear immediately
becomes stationary based on the assumption that the load is friction controlled
with negligible inertia.
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 INTRODUCTION
• Backlash Nonlinearity
• The output motion, therefore, causes till tooth A has traveled a distance x in the
reverse direction as shown in fig (c) by the segment op.
• After the tooth A establishes contact with the tooth B2, the driven gear now
mores in a clockwise direction as shown by segment pq.
• As the input motion is reversed the direction gear is again at standstill for the
segment qr and then follows the drive gear along rn.

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 DESCRIBING FUNCTION METHOD
• This is approximate technique which is capable of determining the behaviour of
a wider class of systems than is possible by other techniques.
• To discuss the basic concept consider a block diagram of nonlinear system,
wherein the blocks G1(s) and G2(s) represent the linear elements while the
block N represents the nonlinear element

r e x y c
+- G1(s) N G2(s)

• Let’s assume that input x to the nonlinear element is sinusoidal i.e.

X  x sin t
• With such an input the output of the nonlinear element will in general be non-
sinusoidal periodic function which may expressed in terms of Fourier series as
y  A0  A1 sin t  B1 cos t  A2 sin 2t  B2 cos 2t  ...
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 DESCRIBING FUNCTION METHOD
• It is important to note that in writing the above expression, it has been
assumed that the nonlinearity N does not generate sub-harmonics.
• Furthermore, if the nonlinearity is assumed to be symmetrical. The average
value of y is zero so that the output y is then given by
y  A1 sin t  B1 cos t  A2 sin 2t  B2 cos 2t  ...
• In the absence of an external input i.e. r=0 the output y of N is feedback to its
input (x) through the linear element G2(s) and G1(s) in tandem.
• If G2(s) G1(s) has low pass characteristic it can be assumed that all harmonics
of y are filtered out in the process such that the input x(t) to the nonlinear
element N is mainly contributed by the fundamental component of y i.e. x(t)
remain sinusoidal and all harmonics are zero and fundamental component of y
y  A1 sin t  B1 cos  t  Y1 sin(t  1 )
• Under the above assumption the nonlinearity can be replaced by the function
KN(X,ω) is called describing function.
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 DESCRIBING FUNCTION METHOD
• So describing function can be defined as the complex function embodying
amplification and phase shift of the fundamental frequency component of y
relative to the x i.e. when the input to the nonlinearity is x=X sinωt
Y
K N ( X ,)  1
• Where X
• X= amplitude of input sinusoidal
• Y= amplitude of the fundamental component of the output
• Φ1= phase shift of the fundamental component of output wrt the input

r e x y c
+- G1(j ω) KN(X,ω) G2(j ω)

• As indicated above the describing function is in general dependant upon the

amplitude and frequency of the input.
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 DESCRIBING FUNCTION METHOD
• Therefore for computing the describing function of a nonlinear element we are
simply required to find fundamental component of its output for an input of
x=Xsinωt.
• The fundamental component of the output can be written as
y  A1 sin t  B1 cos t
• Where the coefficient A1 and B1 of the Fourier series are
2 2
1 1
B1 
  y cos t d t and
0
A1 
  y sin t dt
0

• The amplitude and phase angle of the fundamental component of the output are
given by
Y  A12  B12 and 1  tan 1 ( B1 / A1 )

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 DESCRIBING FUNCTION METHOD
• Derive the describing function of
 Ideal Relay
 Relay with Dead Zone
 Relay with Saturation
 Relay with Dead zone and Saturation
 Relay with Hysteresis
 Relay with Dead Zone and Hysteresis
 Relay with Backlash

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 STABILITY ANALYSIS BY DESCRIBING FUNCTION METHOD
• The widest use of the describing functions is in stability investigations and
prediction of limit cycle in nonlinear feedback system.
• Consider a system wherein the nonlinearity has been replaced by describing
function and hence the system been linearized its characteristic equation can
be written as
1  G1 ( j )G2 ( j ) K N ( X ,  )  0 or G1 ( j )G2 ( j ) K N ( X ,  )  1
• Notice that characteristic equation is independent of the physical location of
the nonlinearity in the system.
• According to Nyquist stability criterion the stability of a closed system will be
analyzed from the critical point i.e. -1+j0
• The above equation can also be written as 1
G1 ( j )G2 ( j )  
KN ( X ,)
• This means that for stability of nonlinear system the critical poinnt may be
consider as (-1/(KN(X,ω).
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 STABILITY ANALYSIS BY DESCRIBING FUNCTION METHOD
• To analyze the stability of the system plot the G(jω) plot for the variation of ω.
• Considering a simple frequency invariant describing function wherein, the
locus of (-1/(KN(X) is a single curve in the complex plane as shown in fig.

• The values of X for which the (-1/(KN(X)

Im
locus is enclosed by the G(jω) plot
corresponds to the unstable condition Re
• The values of X for which the (-1/(KN(X)
locus is not enclosed by the G(jω) plot
corresponds to the stable condition
• If the (-1/(KN(X) locus and G(jω) plot -1/KN(X) Locus

intersect at some point , corresponds to Increasing ω

the existence of the limit cycle

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 STABILITY ANALYSIS BY DESCRIBING FUNCTION METHOD
• Stability of the limit cycle can be judged by the perturbation technique.
• Suppose the system is originally operating at point A
• Assume that a slight perturbation is given to the system operating point A so
that the input to the nonlinear element is increases.
• Due to increasing input the operating point Im
shifted to B.
Re
• Since the B point is in stable region, the
B
amplitude of input to the nonlinear element
progressively decrease and hence the point A
Increasing ω
B will moves back towards A. C
• Similarly a perturbation to which shifts the
point A to C, the reverse action will take -1/KN(X) Locus
place

11:22 So it is called Stable limit cycle

 STABILITY ANALYSIS BY DESCRIBING FUNCTION METHOD
Some examples of the stable and unstable limit cycles

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 STABILITY ANALYSIS BY DESCRIBING FUNCTION METHOD
• For systems having the frequency dependant describing functions, the method
of stability analysis is essentially the same except that consider (-1/(KN(X,ω)
and it has infinitely many loci, one for each value of ω.
• The limit cycles , if any are determined by the intersections of (-1/(KN(X,ω) loci
and G(jω) plot.
• Only such intersections qualify for a limit cycle for which the (-1/(KN(X,ω) loci
and G(jω) plot have common value of ω.

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 STABILITY ANALYSIS BY DESCRIBING FUNCTION METHOD
PROBLEM-1
• For the system as shown below , where an ideal relay is connected with a plant
having G(s)= 1/ s(s+1)(s+2). Determine whether a limit cycle exist and if exits
determine the amplitude and frequency of the limit cycle.

r x +1 c(t)
+- G (s)
-1

• The describing function of an ideal relay

4M
KN = where M=1
• Therefore E
1 E
=
KN 4

• The describing function plot is to be drawn as follows

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 STABILITY ANALYSIS BY DESCRIBING FUNCTION METHOD
PROBLEM-1
• The plot originates from the origin and moves to the left as E increases .
• Now transfer function G(s)
1 Im
G ( s) 
• Therefore s ( s  1)( s  2)
1 Re
G ( j ) 
j ( j  1)( j  2)
1    
G ( j )     tan 1 ( )  tan 1   
 (1   2 )(4   2 )  2  2 
• The magnitude and phase angle plot for typical values of ω can be taken as

Value of ω 0 1 2 5 10 ∞
Magnitude ∞ 0.316 0.07 0.007 0.0009 0
Phase Angle 90 -161.56 -198 -236.89 252.98 -270

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 STABILITY ANALYSIS BY DESCRIBING FUNCTION METHOD
PROBLEM-1
Im
• If we plot the magnitude and phase angle plot,
it can be observed that there is a point of p Re
-1,j0
intersection p with KN plot
• At point p the imaginary part of G(jω) is zero.
• Now 1 (1  j )(2  j )
G ( j )  
j ( j  1)( j  2) j (1   2 )(4   2 )
2  j 3   2 2 2 j 3
G ( j )   
j (1   2 )(4   2 ) j (1   2 )(4   2 ) j (1   2 )(4   2 )
• Separating the Real and Imaginary part of the above equation we get
2 2
Im G ( j )  0
• Hence j (1   )(4   )
2 2

2 2  0
 2
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 STABILITY ANALYSIS BY DESCRIBING FUNCTION METHOD
PROBLEM-1
• Also real part at this frequency i.e.
j 3 1
Re G ( j )   
j (1   2 )(4   2 ) 6
• Hence the point of intersection i.e. p is (-1/6, j0)

• At this intersection point p 1 E 1

 
KN 4 6
E  0.212
• The intersection point p is very much within the critical point
(-1, j0 ) , a stable limit cycle of magnitude E= 0.212 unit and at a
frequency of 1.414 rad/s exist.

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 PHASE PLANE METHOD
• The actual nonlinear control systems are to be simplified and reduced to
second order nonlinear systems because it is easy and convenient to
constructing the graphical representation of the behaviour of the system.
• The graphical representation of the system is known as phase trajectory.
• There are several methods to construct the phase trajectory but phase plane
technique is appears to be most convenient, easy to construct and easy to
interpret the behaviour of the system.
• Let’s consider the second order system described by the second order equation
x  f ( x, x )  0
• Where function (second term) is either linear or nonlinear function.
• If we take x and x’ as the coordinates of a plane then each state of the system
there exist a corresponding point in the plane as the time t varies.
• Therefore as the time t varies this point describes a curve on plane .
• The locus of these points will describe the history of the system.
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 PHASE PLANE METHOD
• This locus is known as phase trajectory.
• The geometrical representation of the system in terms of the phase trajectories
is known as phase plane reorientation of the system dynamics.
• Therefore
• Phase Plane Analysis is a graphical method for studying second-order
systems respect to initial conditions by:
• providing motion trajectories corresponding to various initial conditions.
• examining the qualitative features of the trajectories
• obtaining information regarding the stability of the equilibrium points

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 PHASE PLANE METHOD
• Advantages of Phase Plane Analysis:
• It is graphical analysis and the solution trajectories can be represented by
curves in a plane
• Provides easy visualization of the system qualitative
• Without solving the nonlinear equations analytically, one can study the
behavior of the nonlinear system from various initial conditions.
• It is not restricted to small or smooth nonlinearities and applies equally well
to strong and hard nonlinearities.
• There are lots of practical systems which can be approximated by second-
order systems, and apply phase plane analysis.
• Disadvantage of Phase Plane Method:
• It is restricted to at most second-order
• Graphical study of higher-order is computationally and geometrically
11:22 complex.
 PHASE PLANE METHOD
SINGULAR POINTS
• Let’s consider the general time invariant system described by the following state
equation x  f ( x, u )
• Where x is the state vector and u is the input to the system.
• If u is kept constant, the system is called autonomous system and represented by
x  F ( x)
• Consider a autonomous system described by above equation and lets’ consider
a point at which derivatives of all phase variables are zero in phase space i.e. the
points satisfy the x  0 such points are known as singular points
• These are nothing but the equilibrium points and if a system is placed at such
point, it will continue to lie at that point only until and unless any external
disturbance occurs to shift the state of the system.

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 PHASE PLANE METHOD
SINGULAR POINTS
• Let’s consider a second order system whose liberalized model may be written as
x  Ax
• For this linear autonomous system, the equilibrium states are given by those
states xe satisfying A xe =0.
• From this we can see that xe =0 will be the only solution of the above equation
provided that the determinant of A is nonzero.
• In general if xe is a singular point, it is convenient to shift the origin of
coordinates to xe
• To achieve this we define the new phase variables and state model by linear
transformation i.e.
z  Mz where M is Model Matrix
 z1   1 0   z1 
 z    0    z 
 2  2 2
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 PHASE PLANE METHOD
SINGULAR POINTS
• Where λ1 and λ2 are eigenvalues and they are assumed to be distinct.
• This transformation will changes the coordinate system [x1, x2] to [z1, z2]
• The new coordinate system (z1 , z2) may not be rectangular.
• From the above equation the trajectory is traced out by the representative point
P in [z1, z2] plane has at any instant a resultant velocity vector associated with
motion . x2
• The slope of the velocity vector is given by

dz2 / dt dz2 2 z2
tan     x1
dz1 / dt dz1 1 z1
• Which upon integration gives
 2
1
z2  c ( z1 ) z2

• Where c is constant of integration. z1

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 PHASE PLANE METHOD
NODAL POINT
• Let’s consider a second order system whose eigenvalues are (λ1 , λ2 ) negative
real and distinct as shown in fig.
• Let’s assume that the singular point of this
system be located at the origin.
• The equation of the phase trajectory of this
system is given by 2
1
z2  k1 ( z1 )
• Where k1 is equal to λ2/λ1 >0
• For various initial conditions phase portrait is as
shown in fig.
• The phase trajectories are parabolic in nature
and they are parallel to z2 axis and at large
distance from origin and approaches to origin
11:22
tangentially to z1 axis.
 PHASE PLANE METHOD
NODAL POINT
• On the x1-x2 plane the locus of the trajectories are as shown in fig. Since the
trajectories are converges to equilibrium point system is stable and the singular
point is called the stable node.
• When the eigenvalues are (λ1 , λ2 ) positive real and distinct, it results in
unstable node as shown in fig.

11:22
 PHASE PLANE METHOD
SADDLE POINT
• Let’s consider a second order system whose eigenvalues are (+λ1 , -λ2 ) real and
distinct as shown in fig.
• The equation of the phase trajectory of this
2
system is given by z2  k1 ( z1 ) 1

• Where k2 is equal to -λ2/λ1

• For various initial conditions phase portrait is as
shown in fig.

11:22
 PHASE PLANE METHOD
SADDLE POINT
• The positive eigenvalue which is placed on RHS of x1-x2 plane will diverge and
the negative eigenvalue which is placed on LHS of x1-x2 plane will converge.
• The above trajectories are equilateral hyperbola.
• Again if we assume that singular point of this system is origin.
• The singular point is saddle point , which is always unstable.

11:22
 PHASE PLANE METHOD
FOCUS POINT
• Let the eigenvalues (λ1 , λ2 ) are be complex conjugate where λ1 , λ2 = ζ + jω
• Thus the canonical form of the state equation becomes
 z1    j 0   z1 
 z    0   j  z 
 2   2
• Let’s use the transformation like

 z1  1/ 2  j / 2   y1 
 z   1/ 2 j / 2   y 
 2   2
• Therefore the state equations becomes
 y1       y1 
 y        y 
 2   2
• Hence the slope S becomes dy2 / dt dy2  y1   y2
S  
dy1 / dt dy1  y1   y2
11:22
 PHASE PLANE METHOD
FOCUS POINT
y2  ky1 
S where k 
y1  ky2 
• Let’s define
dy2 y2
 tan  and  tan 
dy1 y1
• So the equation of the slope becomes
tan   k
tan    tan(   )  k
1  k tan 
• Above equation represents the spiral
• Now consider the both eigenvalues are complex conjugate with negative real
part i.e. 1    j
2    j
• The state response are both decreasing with respect to time and are given by

x1  c1e  t sin  t and x2  c2 e  t cos( t   )

11:22
 PHASE PLANE METHOD
FOCUS POINT
• It is to be noted that since the real part of the eigenvalue is negative the
trajectory is spiraling inward and equilibrium point to which the trajectory
spirals in is called stable focus point .

jω
-ζ+jω X

ζ
-ζ-jω X

• Now if we consider both eigenvalues are complex conjugate with positive real
part 1    j
2    j
• The state response are both decreasing with respect to time and are given by
x1  c1e t sin  t and x2  c2 e t cos( t   )
11:22
 PHASE PLANE METHOD
FOCUS POINT
• It is to be noted that since the real part of the eigenvalue is positive the
trajectory is spiraling outward and equilibrium point to which the trajectory
spirals out is called unstable focus point .
jω
X ζ+jω

ζ
X ζ-jω

• It may be possible that both eigenvalues with zero real parts i.e. both are placed
on imaginary axis. 1  0  j
2  0  j
11:22
 PHASE PLANE METHOD
FOCUS POINT
• Therefore the state equation becomes
 y1   0    y1 
 y     0   y 
 2   2
• Therefore the slope S is given by
dy 2 dy2 / dt y y
S   1  1
dy1 dy1 / dt  y2 y2
• On integration the solution becomes the equation of circle i.e. y12 + y22 = r2
• Where r is the radius of the of the circle and can be found from the initial
conditions and origin is called Vortex or Center
• The eigenvalues and trajectories are as shown in fig.

11:22
 PHASE PLANE METHOD
FOCUS POINT
jω
X jω

ζ
X -jω

11:22
 SUMMERY OF SINGULAR POINTS

11:22
 SUMMERY OF SINGULAR POINTS

11:22
 STABILITY OF NONLINEAR SYSTEMS
• We learned the stability of LTI systems may be defined as per the following two
notions:
 For free system : A system is stable with zero input and arbitrary initial
conditions if the resulting trajectory tends towards the equilibrium state .
 For Forced System: A system is stable if with bounded input the system output
is bounded.
• In nonlinear system there is no definite correspondence between these two
notions.
• LTI autonomous system has only one equilibrium state and behaviour about
the equilibrium state completely determines the qualitative behaviour in the
entire state plane.
• In nonlinear system on other hand system behaviour for the small deviations
about the equilibrium point may different for that of large deviation.
11:22
 STABILITY OF NONLINEAR SYSTEMS
• Therefore local stability does not imply stability in the overall state plane and
the two concepts should be consider separately.
• Secondly in nonlinear systems with multiple equilibrium states the system
trajectory may move away from one equilibrium point and tends to other as time
progresses.
• Thus it appears that in case of nonlinear system it is simpler to speak of system
stability relative to the equilibrium state rather than using a general term
stability of a system.
• By considering an autonomous nonlinear system which has only one equilibrium
point and that is origin, we can define three types of stability as
 Stability
 Asymptotic Stability
 Asymptotic stability in large
11:22
 STABILITY OF NONLINEAR SYSTEMS
• Stability : The system is said to stable at origin if for every initial state x(t0)
which sufficiently close to origin , x(t) remains near the origin for all t.
• Asymptotic Stability : it is said to be asymptotically stable if x(t) in fact
approaches the origin as t ∞.
• Asymptotic stability in large : it is said to asymptotically stable in large if it is
asymptotically stable for every initial state regardless of how near or far it is
from the origin.
• In the definition of stability we defined in terms of the disturbed steady state
coming back to its equilibrium position or at least staying within tolerable limits
from it .
• This does not include the possibility that a disturbed nonlinear system even
while staying within tolerance limit may exhibits special behaviour following a
closed trajectory called the Limit Cycle.
11:22
 STABILITY OF NONLINEAR SYSTEMS
• Limit Cycle describe the oscillations of nonlinear systems of fixed amplitude
and period.
• Let’s consider the Vander Pol’s differential equation which describes the physical
situations in many nonlinear systems.
d 2x 2 dx
2
  (1  x ) x0
dt dt
• By comparing this with the2 standard second order linear differential equation
d x dx
2
 2 x0
dt dt
• We observe that Vander Pole equation has damping factor -(μ/2)(1-x2) which
depends upon x.
• If it is assumed that initially |x|>>1 , then damping factor has a positive large
value and therefore the system behaves like an over damped system.
• With decreasing the amplitude of x consequently the damping factor will also
decreases and finally system enters in a limit cycle as shown by outer trajectory
11:22
in fig.
 STABILITY OF NONLINEAR SYSTEMS
• On other hand initially |x|<<1 , then damping
factor has a negative value and with increasing
the amplitude of x consequently the damping
factor will also increase and finally system
enters in a limit cycle as shown by inner
trajectory in fig.

• Now consider a Vander Pole equation with

reversed sign, then the paths in neighborhood of
a limit cycle diverge away from it , indicating the
unstable limit cycle

d 2x 2 dx
2
  (1  x ) x0
dt dt

11:22
 CONSTRUCTION OF PHASE TRAJECTORIES
• Consider a second order autonomous system represented by the following
second order equation x  F ( x)
• In the component form the above differential equation can be written as two
single order differential equations as
dx1
x1   f1 ( x1 , x2 ) and
dt
dx
x2  2  f 2 ( x1 , x2 )
dt
• Slope of the phase trajectory will be given by
dx2 f 2 ( x1 , x2 )

dx1 f1 ( x1 , x2 )
• Every point (x1 , x2 ) of the phase portrait has a slope of this amount . The only
exceptions are the singular points, where the slope of the phase trajectory is
indeterminate.
11:22
 CONSTRUCTION OF PHASE TRAJECTORIES
• To construct the phase trajectory , the slope equation must be integrated, and
except some simple cases the integration in most of the cases are carried out by
graphically or analytically
• Hence following are the methods for construction of phase trajectory:
 Analytical Method
 Graphical Method
 Isocline Method
 Delta Method
• Direction of the phase trajectory at any point can be ascertained by examining
the sign of x1  f1 ( x1 , x2 )t and x2  f 2 ( x1 , x2 ) t
• If x1 increases with time in the upper half of the phase plane x2=dx/dt >0 and the
state point therefore moves from left to right in this region and lower half of the
phase plane x2=dx/dt <0 and x1 decreases with time the state point must be
11:22
move from right to left.
 CONSTRUCTION OF PHASE TRAJECTORIES
Isocline Method
• Let the slope of the trajectory be S i.e. from the equation
dx2 f 2 ( x1 , x2 )
S 
dx1 f1 ( x1 , x2 )
• Therefore for a specific trajectory slope of Sn we obtain f 2 ( x1 , x2 )  S n f1 ( x1 , x2 )
• This equation defines the locus of all such points each having the slope of Sn and
these points constitute the locus of the phase trajectory, such a locus is called
isoclines.
• Therefore the isoclines are the lines in the phase plane possessing the same
slope.
• For construction first plot the isoclines for various values of the slope S.
• Let’s assume that initial conditions are such that the initial point is located at A
and on the Isocline I

11:22
 CONSTRUCTION OF PHASE TRAJECTORIES
Isocline Method
• Phase trajectory is required to leave the point A with slope S1 = tan α1
• When the trajectory enters the Isocline 2 the slope will change to S2 = tan α2
x2
α1=tan-1S1
1

2 α2=tan-1S2
A 0

x1

11:22
 CONSTRUCTION OF PHASE TRAJECTORIES
Isocline Method
• In order to locate the point at which the trajectory will enter two lines Aa1 with
slope S1 and Aa2 with slope S2 is to be drawn from A
x2
α1=tan-1S1
1

2 α2=tan-1S2
A 0

x1

11:22
 CONSTRUCTION OF PHASE TRAJECTORIES
Isocline Method
• The point B is located on the Isocline 2 is the midway between these two lines.
• Following the similar procedure get the points C,D,E etc and smooth curve as
phase trajectory
α1=tan-1S1
x2
1

2 α2=tan-1S2
A 0
B
0
3

C
0
4
D
0
x1

11:22
 CONSTRUCTION OF PHASE TRAJECTORIES
Isocline Method
• Therefore the procedure of construction can be summarized as
 Write a system equation in state variable form
 Determine the equation of the slope S
 By substituting the various values of S draw the various Isocline
 Locate the initial point A from the initial conditions
 Draw Aa1 and Aa2 lines of slope S1 and S2 respectively
 Draw the line AB midway between Aa1 and Aa2
 Following the same procedure find the points C, D, E, F etc.
 Now draw the smooth curve joining the points C, D, E, F etc. which
constitutes the phase portraits of the system.

11:22
 CONSTRUCTION OF PHASE TRAJECTORIES
Delta Method
• The delta method of constructing phase trajectories is applied to system having
system equation as 
x  f ( x, x, t )  0
• Where function may be linear or nonlinear and even time varying also but
defiantly continuous and single valued.
• The above equation may be converted in the form of

x  C 2 [ x   ( x, x , t )]  0
• Where C is constant and when δ( )=0 , C becomes the undammed natural
frequency of the system and represented by ωn hence the equation becomes

x  n2 [ x   ( x, x , t )]  0
• In general δ( ) depends upon the x, its derivative and time , but for short
intervals the changes in the variables may be neglected and δ( )=δ a constant,

x  n2 [ x   ]  0
11:22
 CONSTRUCTION OF PHASE TRAJECTORIES
Delta Method
• So the state variables becomes
•
x1  x and x2  x / n
• Hence
x1  x  n x2 and x2  x / n  n [ x1   ]
• Slope of the trajectory S will be given
dx2 x 
S  1
dx1 x2
• Now let’s consider any arbitrary point P on the trajectory and let δ be known
and it is assumed to be constant for short interval.
• Now we can develop a short segment of the trajectory using the trajectory slope
as developed by above equation.
• Let’s assume that at time t1 the point P(x1 , x2 ) is located in the phase plane as
shown
11:22 in fig. P is known as initial point having coordinates (x 1
0, x 0) .
2
 CONSTRUCTION OF PHASE TRAJECTORIES
Delta Method
• Now cut off OA = δ on the negative side of x1 axis such that coordinate of A(- δ,0)
• Draw the line AP. x2
P
• Slope of the line AP= x2/x1+ δ Q
• If we draw short segment PQ AP x2
• Therefore the slope of the line PQ
is -(x1+ δ)/ x2 which is same as A O x1
δ x1
the phase trajectory.
• Now take AP as radius and A as
center draw a small arc at the
point P
• And get the next point for further construction. Similar points can be obtained
and total phase trajectory can be constructed.
11:22
 CONSTRUCTION OF PHASE TRAJECTORIES
Delta Method
• General Procedure :
 Arrange the given equation in the form of 
x  n2 [ x   ]  0
 Identify the δ as a function of x, x , t and also find the value of ωn
 Since the initial point P (x10, x20) is known obtained value of δ is δp
 Locate the point A1 with coordinates (- δp,0)
 With A1 as center and A1P as radius draw the short segment PQ
 Measure the coordinates of Q , (x1Q, x2Q)
 From these coordinates find the value of δ corresponding to point Q as δQ
 Locate the point A2 as coordinates (- δQ,0)
 With A2 as center and A2Q as radius draw the short segment QS
 Measure the coordinates of S , (x1S, x2S)

11:22 And repeat the procedure for similar points
 CONSTRUCTION OF PHASE TRAJECTORIES
PROBLEM-1
• Obtain the location and type of the singular point for the system

y  y  y 3  0
• Solution:
• Let x1  y, x2  x1  y

x2  
y   y  y 3
  x2  x13
• At singular or equilibrium point
x1  y  x2  0
• Hence x2   y  y 3   x2  x13  0
 x1  0
• Here only one singular point and that is

11:22
0, 0
 CONSTRUCTION OF PHASE TRAJECTORIES
PROBLEM-1
• Linearizing the equations we get
f1 ( x1 , x2 )  x2
f 2 ( x1 , x2 )   x2  x13
• Now
df1 df1
 0, 1
dx1 dx2
df 2 df 2
 3 x12 ,  1
dx1 dx2
• The matrix A becomes

 0 1
A
  3 x1
2
1
•

11:22
 CONSTRUCTION OF PHASE TRAJECTORIES
PROBLEM-1
• The characteristic Equation becomes |λI-A|=0
 1
0
3 x1  1
  2    3 x1  0
• Singular point is [0,0] hence x1=0
• Hence
 2    3 x1   2     (  1)  0
1  0 and 2  1
jω

-1
X X
ζ

11:22 Type of Singular Point is Stable Node

 CONSTRUCTION OF PHASE TRAJECTORIES
PROBLEM-2
• Obtain the location and type of the singular point for the system

x  0.5 x  2 x  x 2  0
• Solution:
• Let y1  x, y2  y1  x

y 2  
x  0.5 x  2 x  x 2
 0.5 y2  2 y1  y12
• At singular or equilibrium point
y1  x  y2  0
• Hence y 2  0.5 x  2 x  x 2  0.5 y2  2 y1  y12  0
 2 y1  y12  0
• And y1 (2  y1 )  0
11:22 y1  0 OR y1  2
 CONSTRUCTION OF PHASE TRAJECTORIES
PROBLEM-2
• Singular points are  y1 , y2   0, 0 or  2, 0
• Linearizing the equations we get
f1 ( y1 , y2 )  y2
f 2 ( y1 , y2 )  0.5 y2  2 y1  y12
• Now
df1 df1
 0, 1
dy1 dy2
df 2 df 2
 2  2 y1 ,  0.5
dy1 dy2
• The matrix A becomes
 0 1 
A
 2  2 y1 0.5

11:22
 CONSTRUCTION OF PHASE TRAJECTORIES
PROBLEM-2
• The characteristic Equation becomes |λI-A|=0
 1
0
2  2 y1   0.5
  2  0.5  2  2 y1  0
• Consider Case I: • Consider Case II:
• Singular point is [0,0] hence y1=0 • Singular point is [-2,0] hence y1=-2
• Hence • Hence
 2  0.5  2  2 y1   2  0.5  2  0   0.5  2  2 y1    0.5  2  0
2 2

0.5  0.25  8 0.5  0.25  8

1 , 2  1 , 2 
2 2
1  0.25  j1.39 1  1.19
2  0.25  j1.39 2  1.69
11:22
 CONSTRUCTION OF PHASE TRAJECTORIES
PROBLEM-2
• Case I:
-0.25+j1.39 jω
X

ζ
X
-0.25-j1.39
Type of Singular Point is Stable Focus
• Case II:
jω

-1.69 1.19
X X
ζ

11:22 Type of Singular Point is Saddle Point

 CONSTRUCTION OF PHASE TRAJECTORIES
PROBLEM-3
• A linear system described by 
e  2n e  n2 e  0 where ζ=1.5 and ωn =1. Find
the singular point, its nature and approximate shape of the phase trajectory
when e(0)=1.5 and e’(0)=0 . Using the method of Isocline draw the phase
trajectory.
• Solution:
• By substituting the values in equation we get


e  2n e  n2 e  
e  2* 0.15*1* e  1* e  0
 e  0.3e  e  0
• Let x1  e
x2  x1  e
• Hence

e  0.3e  e  0.3 x2  x1  x2
11:22
 CONSTRUCTION OF PHASE TRAJECTORIES
PROBLEM-3
• At singular point x1  0 hence x2  0
x2  0 hence  0.3 x2  x1  0
• Hence the singular point [x1 , x2] = [0 , 0 ]
• For Nature of singular point Linearizing the equations we get
f1 ( x1 , x2 )  x2
f 2 ( x1 , x2 )  0.3 x2  x1
df1 df1
 0, 1
dx1 dx2
df 2 df 2
 1,  0.3
dx1 dx2
• The Matrix A will be
0 1 
A 
 1 0.3
11:22
 CONSTRUCTION OF PHASE TRAJECTORIES
PROBLEM-3
• The characteristic Equation becomes |λI-A|=0

 1
0
1   0.3
  2  0.3  1  0
• Hence
0.3  0.09  4
1 , 2   0.15  j1.955
2
-0.15+j1. 95 jω
X
[1.5, 0]
ζ
X
-0.15-j1.95

11:22 Type of Singular Point is Stable Focus

 CONSTRUCTION OF PHASE TRAJECTORIES
PROBLEM-3
• Construction of Phase Trajectory by Isocline Method:
• Since the slope of the equation is
dx2 x2 0.3 x2  x1
S  
dx1 x1 x2
1
x2  x1
S  0.3
• The above equation represent a straight line passing through origin and slope is
1
S  0.3
• Following table provides the Isocline equation for various values of S

S 0 1 2 5 ∞ -0.3 -1 -2
α=tan-1s 0 45 63.43 78.69 90 -16.69 -45 -63.43
Equation of Isocline
-3.33 -0.76 -0.43 -0.18 0 ∞ 1.42 0.58
x2=mx1 m
11:22
 CONSTRUCTION OF PHASE TRAJECTORIES

11:22
• VIDEO