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# EE-602: Nonlinear Control Systems

## Dr. Abdul Qayyum Khan

Room No. SE-302 Department of Electrical Engineering, Pakistan Institute of Engineering and Applied Sciences, P.O. Nilore Islamabd Pakistan Email: aqkhan@pieas.edu.pk http://www.pieas.edu.pk/aqayyum/

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Lecture Outline

In todays lecture, we shall discuss Course Contents Grades distribution Introduction about nonlinear systems

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Course Contents I
Introduction
Why Nonlinear Control Common behaviors of nonlinear systems. These are: multiple equilibrium points, limit cycles, Bifurcation, chaos, jump resonance, subharmonic oscillation, asynchronous quenching etc.

## Nonlinear Systems Analysis

Phase plane analysis Lyapunov theory
1 2 3

Fundamental theory for stability Input-output stability theory Advanced stability theory

## Nonlinear Control System design

Feedback linearization
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Course Contents II

Sliding mode control Passivity based control Back stepping Gain scheduling Nonlinear observers

## Lipschitz nonlinear systems

What are Lipschitz nonlinear systems Controller design Observer design Linear matrix inequality (LMI) design

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## Grades distribution and Reference books

Mid-term examinations: 30 % Assignments and Homeworks 5 % Class behavior and participation 5% Mini project 10 % Terminal examination 50%

Pre-Requisits:
Feedback Control System-II Linear algebra Good understanding of MATLAB

References:
1 2 3

H. K. Khalil, Nonlinear Systems, 3rd edition Prentice Hall, 2002 J.J. Slotine and W. Li, Applied Nonlinear Control, Prentice Hall Some selected journal papers

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Introduction

This course is mainly divided into three parts Part I: Introduction Part II: Analysis of nonlinear systems
Assumption: A nonlinear closed loop system is assumed to have been designed The objective is to study the characteristics of that systems e.g. stability, limit cycle and its nature, to list a few

## Part III: Design of nonlinear control system

A nonlinear plant is given Some specication of the closed loop system behavior are given The task is to devise a nonlinear control scheme so that the required specication are fullled

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## Why Nonlinear Control?

Linear control is a mature subject having variety of powerful tools and methods and long history of successful applications in industry. Why should one study nonlinear control ??? Nonlinear control is the focus of intensive research from the last three decades Researchers from aircraft & spacecraft control, automobile control, robotics, process control, fault diagnosis and fault tolerant control have shown vital interest Many tools have been eciently developed and successfully employed to academic as well as industrial benchmarks

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## Why Nonlinear Control? I

Following are some reasons: Improvement of existing control systems:
most of the systems are nonlinear in nature linear control is valid for a small range of operation for the actual system when the operating range is too wide or changing too frequently, linear control does not work the performance of linear control deteriorates A Nonlinear Control may handle the nonlinearities to greater extent Example: A robot motion A linear control assumes the nonlinear forces associated with the robot motion to be neglected. As the speed of motion increases, the accuracy of control quickly degrades. However a simple nonlinear control performs well in such situation. This control is referred to as Computed Torque Control which fully compensates the nonlinearities acting during robot motion

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## Why Nonlinear Control? II

Analysis of hard nonlinearities:
Linear control assumes the linearized model of the system to be controlled A control system may have hard nonlinearities which are discontinuous in nature and do not allow linear approximation The example of hard nonlinearities include coulomb friction, saturation, dead zones, backlash, and hysteresis. These are quite often in control systems The eects are: instabilities, spurious limit cycles Linear methods can not be used to derive the eect of hard nonlinearities. Nonlinear techniques are very well suited for the analysis and design.

## Dealing with model uncertainties:

The real systems are uncertain and nonlinear nature The uncertainties are due to
1

slow time variations of the parameters e.g. ambient air pressure during air craft ight
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## Why Nonlinear Control? III

abrupt changes in parameters e.g. in the inertial parameters of the robot when a new object is grasped

A linear control designed based on nominal model may exhibits poor performance degradation or instability A nonlinear control tolerate the model uncertainties because the nonlinearities are intensionally introduced into controller part Two classes of control are used 1) Robust control 2) adaptive control

Design simplicity
Nonlinear controllers are simple More intuitive than its linear counter part because it is deeply rooted in the physics of the system

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Questions

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Lecture 2

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Lecture outlines

## Types of nonlinearities Nonlinear models Nonlinear Phenomenon

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Types of nonlinearities I
Physical systems are nonlinear in nature. Thus, all control systems are nonlinear to a certain extent. Nonlinear control system are described by a set of nonlinear dierential equations If the operating range is very small or the nonlinearities are smooth, then the control system may reasonably approximated by a linearized systems. The linear systems are represented by a set of linear dierential equations or transfer functions Nonlinearities can be classied as
Inherent (natural) nonlinearities: Those nonlinearities which naturally come with the systems hardware and motion.
Examples: Centripetal forces in rotational motion, and coulomb friction between contacting surfaces
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Types of nonlinearities II
Eects: Such nonlinearities may have undesirable eects and control system have to properly compensate

## Intentional nonlinearities: These are intentionally introduced by the designer

Examples: adaptive control laws, and bang-bang optimal control laws

## Nonlinearities can also be classied as

Continuous nonlinearities: These nonlinearities are associated with mathematical expressions such as square roots and multiplication or division of two independent variables as well as the relationship between an input and an output transfer function that varies with the operating condition according to a predetermined curve or control law. A good example of this form of nonlinearity is found in hydraulics and pneumatics where the ow equations involve a number of nonlinear functions. If we consider a simple apper valve found in typical hydraulic servos (see Figure 11) we have a nonlinear relationship between the apper displacement, and the ow through the nozzle
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## Types of nonlinearities III

Pivot

Po xV Pi Q
Figure: Flapper valve example of continuous nonlinearities

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Types of nonlinearities IV
The above process is described as Q = K v xv where
Q is the ow through the apper valve Kv is a valve ow/geometry coecient xv is the apper valve displacement Pi P0 is the valve pressure drop

Pi P0

(1)

Discontinuous nonlinearities: These are also called hard nonlinearities. These are caused by such typical phenomena as static friction, dead band, saturation and hysteresis (also referred to in mechanical systems as backlash). Bangbang control systems alluded to earlier also come into this category. Cannot be locally approximated by linear function Have sever eect on system stability Always present in small as well as large range of operation
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## Linear Vs Nonlinear systems I

A nonlinear system can be represented as x = Ax Properties: Unique equilibrium point (E.P), if A is non-singular E.P is stable if eigenvalues of A have negative real parts The transients response of a linear system is composed of the natural modes of the systems, and the general solution can be solved analytically In the presence of external input u(t), that is, x = Ax + Bu it satises the following properties
satises principle of superposition
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## Linear Vs Nonlinear systems II

Bounded input and bounded output(BIBO) stable in the presence of u output usually follows the pattern of input

Nonlinear systems do not exhibits such properties. The output pattern can not be determined from the input. Due to nonlinearities present in it, it show quite dierent response

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Example I
A simplied model of the motion of an underwater vehicles can be written v + |v |v = u v is velocity of the vehicle u is the thrust provided by the propeller and referred to as control input |v |v is the nonlinearity corresponds to drag force (uid resistance). Here it is typical square-law drag Looking at this example, there is one nonlinearity present in the systems. Suppose thrusts applied in the following fashion unit step followed 5[s] later by a negative unit step step of amplitude 10 followed 5[s] later by a negative unit step
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(2)

Example II
12 10 8
Thrust (u)

6 4 2 0 0

10 Time [s]
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20

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Example III

For u = 1, the above equation becomes 0 + |vs |vs = 1 vs = 1 For u = 10, 0 + |vs |vs = 10 vs = 10 3.1623

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Example IV
4 3.5 3 2.5 2 1.5 1 0.5 0 5 10 15 20

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Example V

Comments: The response settles quickly for positive step as compared to negative step in both cases It is evident from the fact that apparent damping coecient |v | is larger at high speed than at low speeds. This nonlinear behavior is vital when the the ship has to move in large dynamic range and change its speed continuously. Careful understanding and eective control is very important Typical example is remotely operated underwater vehicles (ROVS)

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## Common nonlinear behaviors I

Multiple equilibrium points
A nonlinear system have generally more than one equilibrium points (EPs) A point where the system can stay for ever without moving is referred to as equilibrium point (EP) The stability of a nonlinear system greatly depends on the EP

## Example A nonlinear system x = x + x 2 its solution is x(t) = x0 e t 1 x0 + x0 e t

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## Common nonlinear behaviors II

the linearized version x = x its solution is x(t) = x0 e t The linearized system has one EP;i.e., 0 while the nonlinear system has two EPs, i.e., 0 and 1. The stability of nonlinear system is strongly depending upon the location of the initial conditions(ICs) The linearized system is stable for any initial condition. However the stability of the nonlinear system can not be described in general words like the linear counter part. For x0 < 1, the nonlinear system is stable
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## Common nonlinear behaviors III

For x0 > 1, the nonlinear system is unstable. The trajectory x has divergent behavior the stability of nonlinear systems is sometimes also dependent on the input. Even for bounded input, the system may be unstable Consider x = xu, for u > 0, the system is unstable and for u < 0, it is stable This class of system is referred to as bilinear systems

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Discussed so far types of nonlinearities Linear systems vs nonlinear systems supporting example Nonlinear behaviors: multiple equilibrium points To be discussed in next lectures Limit cycles, bifurcations, chaos, jump phenomenon, asychrounous-quenching etc.

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Lecture 3

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Lecture outlines

Studied so far
Introduction to nonlinear systems Types of nonlinearities

shall study
Nonlinear models Common nonlinear behaviors

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Nonlinear models I
In this course, we shall deal with nonlinear systems described by the following coupled dierential equations x1 = f1 (t, x1 , , xn , u1 , , up ) , xn , u1 , , up ) . . .

x2 = f2 (t, x1 , . . .

xn = fn (t, x1 , , xn , u1 , , up ) where x is the derivative of x w.r.t. time x n is the state vector u p is the input vector
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Nonlinear models II
Using vector notation; that is, u1 x1 u2 x2 u = . , x = . , . . . . un xn writing in compact form, we have x = f (t, x, u) (3)

f (t, x, u) =

## f1 (t, x, u) f2 (t, x, u) . . . fn (t, x, u)

This equation is called state equation. Sometimes some state variables or combination of the state variable are dened for the purpose of analysis. To this end, an output equation is dened which is given as y = h(t, x, u)
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## Nonlinear models III

where y m is the output vector having m dimensions. Equations (3) and (4) together are referred to as state-space model. Many times for the purpose of analysis, the so-called unforced state equation is considered; that is, x = f (t, x) (5)

This equation does not show that the input is zero. The input u may have any of the following form u = (t) u = (x) u = (t, x) Substituting any of the above u in equation (3), yields (5).

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## Autonomous Systems and Non-Autonomous Systems I

Denition
The system is said to be autonomous whose behavior is invariant with respect to shifts in the time origin. The behavior of such systems does not depend explicitly on time. In other words autonomous systems do not depend on the independent variables, i.e. the system state equation can be written as x = f (x) Otherwise the system is called non-autonomous. LTI systems are autonomous LTV systems are non-autonomous What about x = f (x, u)?
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## Autonomous Systems and Non-Autonomous Systems II

For such systems the decision about their nature is made on the closed loop dynamics.; that is, if u = (x, t) then the closed loop is non-autonomous if u = (x) then the closed loop is autonomous

Corollary
A controller may change an LTI system to a non-autonomous in closed loop The state trajectory in an autonomous system does not depend on initial time while for non-autonomous system generally does. All practical systems are, indeed, non-autonomous to certain extent The concept of autonomous systems is an idealized notion like linear systems The analysis for autonomous systems is much easier than the non-autonomous
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## Nonlinear phenomenon I Multiple equilibrium points

A nonlinear system have generally more than one equilibrium points (EPs) A point where the system can stay for ever without moving is referred to as equilibrium point (EP) The stability of a nonlinear system greatly depends on the EP

## Finite escape time The state of an unstable linear system

goes to innity as the time approaches to innity; however, the state of nonlinear unstable system goes to innity in nite time. This phenomenon is known as nite escape time. Limit Cycle means Oscillation
LTI system case
The oscillations occur in linear system when the eigenvalues lie on the imaginary axis. This situation is non-robust and almost dicult to keep these oscillation in the presence of perturbation
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Nonlinear phenomenon II
The amplitude of these oscillations is strongly dependent on the initial conditions

## Nonlinear system case

These oscillation also occur in nonlinear systems The amplitude and frequency is xed These are independent of initial condition In the paradigm of nonlinear systems, these oscillations are called Limit Cylcle or self excited oscillation

## Example: Van der Pol Oscillator

m + 2c(x 2 1)x + kx = 0 x
This is famous Van der Pol equation. It describes a mass-spring-damper system with position dependent damping coecient. It may also describe an RLC circuit with nonlinear resister
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## Nonlinear phenomenon III

For x > 1, the damping coecient is positive. It means that the damper removes energy from the system For x < 1, the damping coecient is negative. It means that the damper adds energy to the system Due to this, the response never dies nor unbounded. As a result, sustained oscillation occurs. It is also noted that these oscillation does not depend on the initial condition. In addition, it has xed frequency and amplitude. This example is simulated with three dierent initial conditions; i.e., x = 1.7,x = 0.5,x = 2

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Nonlinear phenomenon IV
2.5 2 1.5 1 0.5

## 0 0.5 1 1.5 2 2.5 0 10 20 30 40 50 60 70 80 90 100

Time [s]
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Examples:

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Nonlinear Phenomenon-Bifurcations I
A change in the parameter of nonlinear system aect the stability of the systems. The number of E.P. can also changed with the change in the parameters. The value of a parameter at which the nature of the systems changes is referred to as critical values or bifurcation values The phenomenon of bifurcation is dened as the change in the qualitative nature of the system due to the quantitative change in the parameter of that system It can be divided into two principal classes;
local bifurcation, Global bifurcation

Local bifurcations, which can be analysed entirely through changes in the local stability properties of equilibria, limit cycles (periodic orbits) or other invariant sets as parameters cross through critical thresholds;
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Nonlinear Phenomenon-Bifurcations II
The examples include saddle-node (tangential or fold bifurcation), transcritical bifurcation, pitchfork bifurcation, hofp bifurcation
Saddle-node bifurcation is a local bifurcation in which two xed points (or equilibria) of a dynamical system collide and annihilate each other. The term saddle-node bifurcation is most often used in reference to continuous dynamical systems. In discrete dynamical systems, the same bifurcation is often instead called a fold bifurcation. Transcritical is a particular kind of local bifurcation, meaning that it is characterized by an equilibrium having an eigenvalue whose real part passes through zero. A transcritical bifurcation is one in which a xed point exists for all values of a parameter and is never destroyed. Pitchfork bifurcations, have two types - supercritical or subcritical. Hofp bifurcation is a local bifurcation in which a xed point of a dynamical system loses stability as a pair of complex conjugate eigenvalues of the linearization around the xed point cross the imaginary axis of the complex plane. Under reasonably generic assumptions about the dynamical system, we can expect to see a small-amplitude limit cycle branching from the xed point.
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## Nonlinear Phenomenon-Bifurcations III

Global bifurcations, which often occur when larger invariant sets of the system collide with each other, or with equilibria of the system. They cannot be detected purely by a stability analysis of the equilibria (xed points). Examples of global bifurcations include:
Homoclinic bifurcation in which a limit cycle collides with a saddle point. Heteroclinic bifurcation in which a limit cycle collides with two or more saddle points. Innite-period bifurcation in which a stable node and saddle point simultaneously occur on a limit cycle. Blue sky catastrophe in which a limit cycle collides with a nonhyperbolic cycle.

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Nonlinear Phenomenon-Chaos I
In nonlinear system, chaos means that the system output is highly sensitive to initial conditions. Due to chaos the systems output can not be predicted in long-run operation. Chaos is dierent from random motion or (randomness). In random motion. the system model or the input contains uncertainty, statistical measures are used to extract the information about the outputs behavior. In chaotic motion, the involved problem is deterministic. A slight change in the initial conditions, amplitude of the input signal, frequency of the input sinusoidal, or in the model parameter leads chaos. Chaos can be observed in turbulence in uid mechanics, atmospheric dynamics,buckled elastic structures, mechanical systems with backlash, aeroelastic dynamics, wheel rail dynamics in railway systems.
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Nonlinear Phenomenon-Chaos II

Chaos occurs mostly in strong nonlinear systems Chaos can not occur in linear systems

## Chaotic behavior in nonlinear systems

Consider a simple nonlinear system x + 0.1x + x 5 = 6 sin t; x(0) = {2, 2.01} , x(0) = {3, 3.01} , x(0) = 3.01 (8)

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Chaos-Simulation results-I
3
x(0) = {2,2.01}, \dot{x}(0) = {3,3.01}

2 1
x(t)

0 1 2 3 0 20 40 Time[s] 60 80 100
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## EE-602: Nonlinear Control Systems

Chaos-Simulation results-II
3
u1 = 6sint, u2 = 5.99sint

2 1
x(t)

0 1 2 3 0

20

40 Time[s]

60

80

100
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## EE-602: Nonlinear Control Systems

Chaos-Simulation results-III
3
u1 = 6sint, u2 = 6sin(0.99t)

2 1
x(t)

0 1 2 3 0

20

40 Time[s]

60

80

100
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## Nonlinear Phenomenon-Subharmonic, harmonic and almost harmonic oscillators I

A stable linear system subject to a periodic input produces an output of the same frequency A nonlinear system under periodic excitation can oscillate with frequencies that are sub-multiples, or multiples of the input frequency.

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## Nonlinear Phenomenon- Multiple mode of behavior

A nonlinear system may have dierent mode of behavior An unforced system may have more than one limit cycles A forced system with periodic excitation may exhibit harmonic, subharmonic, or more complicated steady state behavior. It may also show discontinuous jump nevertheless the input amplitude or frequency is smoothly changed.

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Lecture 4

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Lecture outlines

Studied so far
Introduction to nonlinear systems Types of nonlinearities Nonlinear models Nonlinear phenomenon

Shall study
Phase plane analysis

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Introduction

It is a graphical method for studying second-order systems. The basic idea of the method is to generate, in the state-space of 2nd order systems, motion trajectories corresponding to various initial conditions, and then to examine the qualitative features of the trajectories. The method was primarily developed for studying nonlinear systems, however, the study and analysis of 2nd order linear systems could also be carried out.

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## Properties of phase plane analysis (PPA) method I

Features
It allows us to visualize what goes on in a nonlinear systems starting from various initial conditions, without solving the nonlinear equations analytically. It is not only restricted to smooth or small nonlinearities but also equally applicable to hard nonlinearities Some practical control systems can indeed be properly approximated by 2nd order system and the phase plane method can be applied to it.

This method is used to 2nd order systems or those systems which can be transformed into 2nd order It can not be applied to those high order systems which can not be transformed into 2nd order. The fact is that the graphical study on higher order system (n > 0) is computationally and geometrically more complex.

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## Concept of Phase plane analysis(PPA)

Consider a 2nd order autonomous system described as x1 = f1 (x1 , x2 ) x2 = f2 (x1 , x2 ) where x1 and x2 states f1 (x1 , x2 ) and f2 (x1 , x2 ) are nonlinear functions The state-space of this system is a plane which is generated by x1 and x2 as coordinates. This plane is known as phase plane. For any initial condition x(0) = x0 , a solution x(t) is obtained. This is called PP trajectory A family of these curves is referred to as phase portrait of a system (9)

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An Example

PP-portrait
A mass-spring system described by the following equation x +x =0 Draw the PP portrait for the above system. (10)

## Solution: The ch.equation

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