Module-1

NON-LINEAR SYSTEMS

1
 General Considerations
• Nonlinear
– not linear (x)
– not necessarily linear (o)
• Why study nonlinear system ?
– All physical systems are nonlinear in nature.
– Nonlinearities may be introduced intentionally into a
system in order to compensate for the effect of other
undesirable nonlinearities, or to obtain better performance
(on-off controller).
• Linear system  closed form solution

Nonlinear system  not closed form solution

(Some predictions – qualitative analysis)2
 1. Phenomena of Nonlinear Dynamics
• Linear vs. Nonlinear Input Output
u System y
state,
x  Ax  Bu  x
y  Cx  (1)

f : Rn  Rm  Rn
x  f ( x, u ) 
:R R
n p
y   ( x) 
(2)

Definitions :Linear : when superposition holds

Nonlinear : otherwise 3
 Stability & Output of systems

– Stability depends on the system’s parameter (linear)

– Stability depends on the initial conditions, input signals

as well as the system parameters . (nonlinear).

– Output of a linear system has the same frequency as the

input although its amplitude and phase may differ.

– Output of a nonlinear system usually contains additional

frequency components and may, in fact, not contain the
input frequency. 4
 Time invariant vs. Time varying
• Time invariant vs. Time varying
– System (1) is time invariant  parameters are
constant
- Linear time varying system
x  A(t ) x  B (t )u 
y  C (t ) x  (3)

• System (2) is time invariant  no function has t as its
argument.
- Nonlinear time varying system
x  f ( x, u , t ) 
y   ( x, t )  (4)
 5
Autonomous & Non - Autonomous
– Time invariant system are called autonomous and
time varying are called non - autonomous. In this
course, ‘autonomous’ is reserved for systems with no
external
Ex:
input, i.e.,

x  Ax, y  Cx
x  f ( x ), y   ( x )

– Thus autonomous are time invariant systems with no

external input.
6
 Solution of Linear systems
– For linear system, the following facts are true:
• Solution always exists locally.
• Solution always exists globally.
• Solution is unique each initial condition produces a
different trajectory.
• Solution is continuously dependent on initial
conditions for every finite t,
 , T ,  such that,
x( x0 , t )  x( x0, t )   , t  T  
if x0  x0  
• Equilibrium point is unique (when det A0).
7
Periodic Solution of Linear System
– If there is one periodic solution, there exist
an infinite set of periodic solutions. (There is
no isolated closed solution.)
x1   x2
Ex: x2  x1
dx1  x2
  x1
 1
0x dx  0 x2 dx  const.
x 2

dx2x2 x1
x  x  constant
2
1
2
2

( many periodic solutions, w.r.t. I.C.)

x1

8
 Non - linear Autonomous System
• What can a nonlinear autonomous system do ?
x  f ( x), x  R n
Basically everything.
– A solution may not exist, even locally.
x   sgn x, x(0)  0 x  R
1 if x  0
t when sgn x  
1 otherwise

Here the solution is chattering, because x  1, x  1.

Therefore, no differential function satisfying the
equation exists. 9
 Solutions of Non-Linear System
– Solution may not exist globally.
x
x 1 x 2 Assume
c0

dx t

x
 0 dt  c
t
 /2
1 x
0 2
finite escape time
(= : linear system)
tan 1 x  t  c
x  tan(t  c) x(t )
x  t3
– Solution may not be unique.
2 t
x  3 x 3 , x (0)  0 x0
x (t )  0 t  [0, )
x (t )  t 3 t  [0, )
10
Equilibrium point of Non-linear System
– Equilibrium point doesn’t have to be unique.
Ex: y  y  sin y  0 (pendulum)
y  x1  x1  x2  x2 s  0
   
y  x2  x2   x2  sin x1  sin x1s  0
 n 
Equilibrium point xs    , n  0,1,
0
Ex: y yy y 0 3
(Rayleigh eq.)
x1  x2  0  x2 s  0
 
x2   x2  x1  x1  0 
3
x1s (1  x12s )  0
0  1   1
xs    , xs    , xs   
1 2 3

0  0 0
11
 Periodic Solutions of Non-linear System
– Nonlinear system may have isolated closed (periodic)
solutions.
Ex:

12
 Non-Linear System
• Systems which does not follow superposition principle
• Making analysis and generalization much more difficult
• Non-linear equation cannot, in general be solved
analytically.
• A complete understanding of behavior of a non-linear is
a complex.
• Tools like Laplace and Fourier transform can not be
applied to analysis the behavior of non-linear systems.
• There is set of analysis tools applicable to particular
class of non-linear control problems.

13
 Common non-linear system behavior
• Due to lack of super position property , non-linear
systems responds to external inputs and initial
conditions differently.
• The dynamics of non-linear system are more richer
than that of a linear system.
• There are certain essentially non-linear phenomena
that can happen only in the presence of non-
linearity.
• Examples of essentially non-linear phenomena are
given as: 14
1) Finite Escape time:
• The state of an unstable linear system goes to
infinity as time tends to infinity.
• A non-linear system’s state can go to infinity in
finites time.
2) Multiple isolated equilibrium
• Linear system – Only one equilibrium point.
• Linear system has only steady–state operating points
which attracts the state of the system irrespective of
the initial state.
• Non-linear system – More than one equilibrium
points
• The state of non-linear system may converge to one
of several steady state, depending on the initial state
of the system. 15
3) Limit Cycles:
• For a linear system to have oscillatory output, it must
be a pair of Eigen values on the imaginary axis on s-
plane which is non-robust condition that is almost
impossible to maintain in the presence of
perturbations.
• Amplitude of oscillation, if sustained, in linear system
will be depend on initial state.
• Stable oscillation must be produced by non-linear
system.
• There are non-linear system which can go into
oscillation of fixed amplitude and frequency
irrespective of the initial state.
• This type of oscillation is known as a limit cycle.
16
4) Sub-harmonic, harmonic or almost periodic
oscillations
• A stable linear system under a periodic input
produces an output of the same frequency.
• A non-linear system under periodic excitation can
oscillate with frequencies which are submultiples or
multiplies of the input frequency.
5) Chaos
• Non linear system can have a more complete steady
state behavior that is not equilibrium, periodic
oscillation or almost periodic oscillation.
• Some of these chaotic motions exhibit randomness
despite the deterministic nature of the system.
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6) Multiple mode of Behavior:
• Not unusual for two or more modes of behavior
to be exhibited by the same non-linear system.
• An unforced non-linear system may have more
than one limit cycle.
• A forced system with periodic excitation may
exhibit harmonic or sub-harmonic or more
completed steady-state behavior depending
upon the amplitude and frequency of the input.

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• 7) A non-linear system can display Jump resonance,
a form of hysteresis, in its frequency response.
• Under sinusoidal excitation ,when amplitude of
input is slowly increased from small values, the
output amplitude initially in a linear fashion
• But at some point of input amplitude, output jump
to higher level in the curve all of sudden.

Aout Aout

Ain Ain 19
• If input amplitude increase further, then output
will follow curve from that higher point onwards.
• Again amplitude is decrease then output remains
on upper curve.
• When the output amplitude has decrease to
another value smaller than the amplitude at
which the jump has earlier taken place, curve
jumps to lower curve.
• There are different type of amplitude jump.
• Jump in the output amplitudes are discontinuities
at which output amplitude may take any one of
the several amplitudes possible at point of the
jump phenomenon.
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 Common Physical Nonlinearities
1) Saturation or Limiter:
• Most common seen non- linearity.
• Common phenomenon in magnetic circuits,
amplifiers and actuators.
• Output varies linearly with input, only for small
amplitude of input.
• When input amplitude get out of linear range,
outage change very little and stay close to its
Maximum value.
• Ferromagnetic-materials can be magnetized by a
magnetising force up to certain value. Initial part of
input-output curve is linear. 21
• But the beyond the initial linear range, increase
in the output is small and one say that magnetic
material is saturated.
• In the case of amplifiers, output remains linearly
varying with input up to certain input beyond
which output remains saturated at +Vcc or –Vcc.
• The saturation characteristics can be
approximated by a linear range followed by a
constant output for positive and negative side.
y
M y  M x  a
a k
1  k x a  x a
a x
  M x  a
M 22
• 2) Dead-zone or Threshold:
• Output for small values of the input is zero. Output will
be available only the input has increase increases
beyond a particular a limit, called threshold.
• Occurs in sensors, amplifiers and actuators.
• In DC motor one assume that any voltage applied to
armature winding will cause armature to rotate, if field
current is maintained constant.
• Due to static friction at motor shaft, rotation will occur
only if torque provided by motor is large enough.
• This corresponds to so-called dead-zone for voltage
signal.
23
 y

k
a 1
1 a x
k

y  kx x  a
0 a  x a
 kx x  a
24
3) Backlash Non-linearity
• Occur in mechanical component of control system.
• In gear train, small gap exit between the interacting
gears.
• As a result when driving gears rotates a small angle,
then it does not come in contact with driven gear.
• This correspond to a dead zone (OA).
• After the contact has been established between the
two gears, driven gear follow the rotation in a linear
fashion (AB).
• When driving gear rotates in reverse direction by a
distance, driven gear again does not move , This
corresponds to segment (BC) 25
 y

C
B

O A

h h x
2 2
D
E

26
• After contact between two gears is reestablished,
driven gear linearly in reverse direction (CD).
• If driving gear is in a periodic motion, driven gear
moves in pattern represented by EBCD.
• Its multi value in nature.

4) Coulomb friction
• In any system where there is relative motion between
contacting surface , there will be several friction
• All of them are non-linear except viscous components
• Coulomb friction is drag force which opposes motion
but is essentially constant in magnitude , regardless of
velocity.
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5) Relays
• Used in industry for controlling large amount to a
circuit by using a very small amount of power for
operating the relay energizing coil .
• Are very large scale power amplifiers.
• The input-output characteristic of the relay can be
of different type depending the nature of relay and
approximation used.
• They are classified as follows:
a) Ideal Relay
• The output switches between + M and –M
depending on whether input is positive or negative.
28
b) Relay with Dead zone
• The output stats appearing only when the input
has increased beyond a threshold value.
c) Relay with Hysteresis
• There is a hysteresis , the output tracing one curve
for increasing input and another for decreasing
input.
c) Relay with Hysteresis and Dead zone
• This relay exhibits a dead zone along with hysteresis
and is most general representation of relay
characteristics.
29
 y
y M
M
a
a x
x
M M

(b) Re lay with deadzone

(a) Ideal Re lay
y
M M
a
h a
a
2 x
x
M
M
(d ) Re lay with deadzoneand Hysteresis
30
(a) Ideal Re lay with Hysteresis
Different of Spring
A) Linear Spring
• If elastic limit of spring has not been exceeded,
elongation of the spring can be directly
proportional to force applied on the spring
• F(t) = Ks(t) where K is Compliance of the spring
B) Hard Spring
• If elastic limit of spring has been exceeded, input-
output characteristics can be described as:
f (t )  k1s(t )  k2 s3 (t )
C) Soft Spring: input-output characteristics can be
described as:
f (t )  k1s(t )  k2 s3 (t ) 31
 y Hard Spring

Linear Spring

Soft Spring

Input  OutputCharacteristics of different spring 32

 Non-Linear Systems

Phase Plane Analysis

33
 Basic Idea
 To generate motion trajectories corresponding to various
initial conditions in the phase plane.
To examine the qualitative features of the trajectories.
 In such a way, information concerning stability and other
motion patterns of the system can be obtained.
 A graphical method: to visualize what goes on in a
nonlinear system without solving the nonlinear equations
analytically.
 Limitation: limited for second-order (or first-order)
dynamic system; however, some practical control systems
can be approximated as second-order systems.
34
 Phase Portrait of a Linear Mass-spring System
Mass-spring system (Fig(a)) d
y (t )  0;
d 2
 dt t 0
 2 y (t )   y (t )  0; y (0)  y0
 dt 
y (t )  y0 cost
Solution: d
y (t )   y0 sin t
dt
Equation of the trajectories in phase plane:
2
 d 
y 2
 y  y02
 dt 
2

x2    .

 
x  y02
  35
System response corresponding to various initial conditions
is directly displayed on the phase plane (Fig.(b)).
The system trajectories neither converge to the origin nor
diverge to infinity.
They simply circle around the origin, indicating the marginal
nature of the system’s stability.

36
General Description of Second-Order Non-linear System
Free motion of any second-order non-linear system can
always be described by an equation of the form:
.. . . .
y  g ( y , y ) y  h( y , y ) y  0
The state of the system for any given. instant, can be
represented by a point of coordinates ( y, y) in a system of
rectangular coordinates.

 Such a coordinate plane is called a “Phase Plane”

37
In term of the state variables:
x1 (t )  y (t ),
.
x2 (t )  y (t )

The second-order system is equivalent to following

canonical set of state equations:
. d
x1  x1  x2
dt
. d
x2  x2   g ( x1 , x2 ) x2  h( x1 , x2 ) x1
dt

38
By division, a first-order differential equation relating
the variable x1 (t ) and x2 (t ) is obtained as:
dx2 g ( x1 , x2 ) x2  h( x1 , x2 ) x1

dx1 x2
Thereby eliminating the independent variable ‘t’ from the
set of first-order differential equation
One consider x1 (t ) and x2 (t ) as independent and
dependent variables respectively.
For a given set of initial conditions, ( x1 (0), x2 (0)) ,the
solution to above equation may represented by a single
curve in the phase plane for which the coordinates are:
( x1 (t ), x2 (t )) 39
> Curve traced out by the state point, x1 (t ), x2 (t ) as
time t is varied from zero to infinity, is called a
phase trajectory.
Family of all possible curves for different initial
conditions is called the phase portrait
A finite number of trajectories defined in a finite
region is considered a phase portrait.
The phase portrait provide a powerful qualitative
aid for investigating system behavior and design of
system parameters to achieve a desired response.
Existence of limit cycles is brought into focus by the
phase portrait. 40
Equilibrium Point or Singular Points
- Equilibrium point is defined as a point where the system
states can stay forever.
- The system continues to lie at the equilibrium point unless
otherwise disturbed.
- this implies that
. d
x1  x1  x2  0
dt
. d
x2  x2   g ( x1 , x2 ) x2  h( x1 , x2 ) x1  0
dt
- which gives
g ( x1 , x2 ) x2  h( x1 , x2 ) x1  0
41
Example 2: A.. non-linear
.
second-order system
The system y  0.6 y  3 y  y  0 has two singular
2

points:(0, 0) and (-3, 0). Trajectories move towards the

point (0,0) while moving away from the point (-3,0).

42
Correlation between Time-domain response and Phase
Trajectory

Example 3 : Consider a linear second-order servo system

described by the differential equation:
.. .
y (t )  2 y (t )  y (t )  0;
.
y (0)  0, y (0)  y0 ,0    1
.
•In terms of the state variables x2  y (t ) and x1 (t )  y (t )
the system model is given by equations:

43
 .
x1 (t )  x2 (t );
.
x2  2 x2 (t )  x1 (t );
x2 (0)  0, x1 (0)  y0 ,

The origin of the phase plane (x1= 0, x2 = 0) is the

equilibrium point of the system.

At this point, derivatives of x1 and x2 are zero

44
 The nature of the transient can be inferred from phase
trajectory
Starting from the point P, i.e. with initial deviation but no
velocity, the system returns to rest , i.e. to the origin with
damped oscillatory behavior.

45
Example 4: A first-order system: Consider the system
given by: x  4 x  x 3

There are three equilibrium points, defined by :

4 x  x  0 , namely, x = 0, －2, and 2.
3

Figure shows the phase trajectory of the first-order

system.
The arrows in the phase
portrait denote the
direction of motion. The
equilibrium point x = 0 is
stable, while the other
two are unstable
46
 Singular Points (Equilibrium Points)
Consider a time invariant second order system
described by equation
.
of the form:
x1 (t )  x2 (t );
.
x2 (t )  f ( x1 , x2 )
Elimination of independent variable t gives the
equation of the trajectories of phase plane as:
dx2 f ( x1 , x2 )

dx1 x2
Integration of the above equation, for various initial
conditions, yields a family of phase trajectories.
47
Every point (x1,x2) of the phase plane has
associated with it, the slope of the trajectory which
passes through that point
Slope m at the point (x1,x2) is given by equation
Consider a time invariant second order system
described by equation of the form:
dx2 f ( x1 , x2 )
m 
dx1 x2
With f(x1,x2) assume to single valued, there is
definite value for this “m” at given point in phase
plane.
This implies that phase trajectories will not intersect.
48
 Only exception are singular points at which The
value of the slope is 0/0 , i.e., the slope is
indeterminate. f ( x1 , x2 ) 0
m 
x2 0
Many trajectories may intersect at such points
Examination of such points reveal a great deal of
information of properties of the system.
Stability of linear system is uniquely by the nature of
their singular points (poles of the linear system).
For non-linear system, there may be complex
features such as limit cycle.
49
Where will be singular points and how many will be
there ?
Singular points are points given by solution of
equations: x2  0; f ( x1 , x2 )  0
Singular points of the non-linear system lie on the x-
axis of the phase plane.
As, at singular points
. .
on the phase plane,
x1  x 2  0
these points correspond to the equilibrium states of
the non-linear system
A non-linear system often has multiple equilibrium
points. 50
To determine the behavior of the non-linear system in
the vicinity of a singular points (equilibrium states).
Step-1: Linearization of the non-linear system about
singular points.
Step-2: Using linear system analysis, determine the
nature of phase trajectories around the singular points.

If the singular point of interest is not at the origin:

 defining the difference between the original state
and the singular point as a new set of state variables.
 one can shift the concerned singular point to the
origin. 51
 Linearization of the non-linear system
Local linearization.
Extensively used while analyzing non-linear phenomena
Also called as perturbation analysis
Consider the time-invariant non-linear system:
x  f  x, u 
.

Where function f x, u  is assumed to be continuously

differentiable with respect to each component of x and u
When the control function u is either zero or a constant the
equilibrium states are those where 0  f xe , u0  is satisfied.
Let
x(t )  xe (t )   x(t )
u (t )  u0   u (t )
52
 x. (t ) and u (t ) are perturbation on xe and u0
  x(t ) is its time derivative of x (t )
Putting new expression of x(t) and u(t) into system equation:
x e (t )   x(t )  f  xe (t )  x(t ), u0  u (t ) 
. .

f x, u  f x, u 
 f xe , u0   x  u  hxe , u0 , x, u 
x xe ,u0 u xe ,u0
Where hxe , u0 , x, u  contains the remaining higher order
terms.

Assumption that as x(t ) and u (t ) go to zero, term

hxe , u0 , x, u  tends to zero at a faster rate than the first
order terms
53
 That is assumption is that :
hxe , u0 , x, u  hxe , u0 , x, u 
lim  0; lim 0
x 0
u 0
 x x 0
u 0
u

 term f x, u  and f x, u  are following Jacobian matrices:

x u

 f1 f1 f1 

 x 
x2 xn 
 1 
 f 2 f 2 f 2 
f 
  x1 x2 xn 
x 
    
 f f n f n 
 n  
 x1 x2 xn  evaluated at xe and u 0
54
  f1 f1 f1 
 u 
u2 u p 
 1 
 f 2 f 2 f 2 
f 
  u1 u2 u p 
u  
     
 f n f n

f n 
 u1 u2 u p 
evaluated at xe and u0

Then, in very small region about equilibrium point xe and

for sufficient values of u , the behaviour of the perturbed
system can be approximated by the locally linearised equation:
. f x, u  f x, u 
 x(t )  x  u
x xe ,u0 u xe ,u0 55
 a set of linear and time invariant system of equations.
Much simpler to study analytically.
All methods available for linear systems like that based on
eigen value or roots of characteristic equation are applicable to
determine the stability of the linearised system.
For an autonomous system x  f  x  , the linearised model
.

f x 
is:
.
 x(t )  x
x x e

The Jacobian matrix

f  x  is to be evaluated at the
equilibrium points. x

56
Problem: Linearize the Non-linear System represented by the
following state equations, about equilibrium points
and obtain eigen value of linearized system.
.
x1  x1  x2
.
x13
x 2  2 x1  x2 
3
Solution: At equilibrium points:
.
x1  x1  x2  0
3
.
x
x 2  2 x1  x2   0 1

3
Then x1  x2 , second equation3 become:
x1
 2 x1  x1  0 57
3
Solving the non-linear simultaneous equations, one get
the equilibrium points as:
(0, 0 ) (3 , 3) (-3,-3)

Forming the Jacobian Matrix

 f1 f1 
f  x1 x2   1  1
   
x  f 2 f 2   2  x1
2
 1 evaluated at x
 x1 x1  evaluated at x
e

58
Therefore, representation of Linearized system about
equilibrium point (0,0) is given as:
  x1   1  1  x1 
.

 .    
 x 2   2  1 x2 
Eigen values are at s = +1.732, -1.732.

Representation of Linearized system about the

equilibrium points (3,3) and (-3, -3) are given as:
  x1  1  1  x1 
.

 .    
 x 2  7  1 x2 
Eigen values are at s   j 6
59
 Analysis and Classification of Equilibrium or
singular points
It is possible to linearise a non-linear system around the
equilibrium points.
then study the behavior of the system trajectories in the
near the equilibrium points using the linearised model.
Based on the nature of the phase trajectories , the
equilibrium points are then classified as:
(1) Node (2) Focus (3) Saddle Point (4) Center
(1a) Stable Node (1b) Unstable Node
(2a) Stable Focus (2b) unstable Focus
• Linearization results in an equation similar to linear
time invariant system with constant matrix A whose
eigen values can be analyzed to study the state
trajectories around the equilibrium points . 60
 The eigen values of the matrix A can be real,
(a) both positive
(b) both negative,
(c) one positive and other negative
or Complex: (a) with positive real part
(b) negative real part
(c) with purely imaginary
Linear equation in the vicinity of the equilibrium point can
be written as:
 .x  a b   x 
 . 
1 1
 x 
x 2   c d  2
Eigen values of the matrix are given from the characteristic
equation:
I  A  0 61
That is   a b
0
c  d
Or   a  d   bc  0

2  (a  d )  ad  bc  0
Eigen Values are:
 (a  d )   (a  d ) 
2

1 , 2       ad  bc 
 2   2 
Using a linear transformation x  Mz, such that resultant
system is diagonal canonical form:
 .  1 0   z1 
z
 . 1     
 z 2   0 2   z2 
62
Transformation transform the coordinate axes from
x1  x2 plane to z1-z2 plane having same origin.

Transformation does not effect the nature of the roots of the

characteristics equation.

Phase trajectories obtained by using transformed state

equation still carry same information expect that trajectories in
x1  x2 plane may be skewed or stretched along coordinate
axes
We have two first order equations:
. .
z1  1 z1; z2  2 z2
1t 2t
its solution given by: z1 (t )  z1 (0)e ; z2 (t )  z2 (0)e
63
Slope of the trajectories in the z1-z2 plane is given by
dz2 2 z2
  tan 
dz1 1 z1
On rearranging
dz2  2  dz1 
   
z2  1  z1 
Upon integration, this gives:
 2 
Inz2     ln z1 
 1 
which can be written as:
z 2  c z1 
2 1 

where c is an integration constant.

Based on the nature of these Eigen values and trajectory in
z1-z2 plane, the singular points are classified as follows:
64
 Eigen Values are Real
(1) Distinct and negative:
If the singular points is at origin, then equation z2  cz1 
  
2 1

become z2  cz1  where k1  2 1   0

k1

The trajectories become a set of parabola as shown in Figure.

The equilibrium point is called a stable node.
In original system of ordinates these trajectories appear to be
skewed.

(2) Distinct and positive:

If eigen values are both positive, nature (or shape) of
trajectories will not change.
Expect that trajectories diverges out of equilibrium point as
both z1(t) and z2(t) are increasing exponentially.
This type of singularity are called as unstable node
65
66
The phase portrait near a stable and unstable node has two
straight lines also, which defined by the equations:
x2 (t )  1x1 (t )
x2 (t )  2 x1 (t )
for stable node, If 2  1 , the transient term e t decays
2

faster thanthe term e t .

1

Therefore, as t  , x1  0 and x2  0 ( for zero input).

For both stable and unstable nodes, all trajectories are

tangential at the origin to the straight line trajectory
x2 (t )  1x1 (t )
For stable repeated pole, two straight line trajectories coalesce
into a singular trajectory with slope equal to the root value.
67
(3) Distinct, one Positive and other negative:

One of the states corresponding to the negative eigen value

converges and one corresponding positive eigen value
diverges.
 The trajectories are given by: z 2  c z1  or z1k z2  c
k

It is an equation of a rectangular hyperbola for positive

values of k.

The solution to the state equation is of form:

z2 (t )  z2 (0)e  2t ; z1 (t )  z1 (0)e1t
This type of singularity are called a saddle point
68
69
There are two straight line trajectories with slopes defined
by the root values.

The straight line due to the negative root, provides a

trajectory that enters the singular points.

The straight line due to the positive root, provides a

trajectory that leaves the singular points.

All other trajectories approach the singular point adjacent to

the incoming straight line.

Then curve away and leave the vicinity of the singular

points, eventually approaching the second straight line.
70
Eigen Values are Complex
 Let eigen values be 1 , 2    j
 The canonical form of the state equations can be written as:
 .    j 0   z1 
 z.1      
z   0   j   2 
z
 2
Using the transformation:
 z1  1 2  j 2  v1 
 z   1 2   
 2  j 2  v2 
New state equation becomes:
 .      v1 
 v.1      
v        v2 
 2 71
State equation can be written as:
dv1 dv2
  v1   v2 ;   v1   v2 ;
dt dt
The slope of trajectories will be:

dv2   v1   v2 v2  k v1
 
dv1  v1   v2 v1  k v2

where k

Define:
dv2 v2
 tan  and  tan 
dv1 v1
72
We get the equation of trajectories:
tan   k
tan  
1  k tan 

tan     k
This is an equation to a spiral in the polar coordinate

73
4) Complex with Negative Real Part
State responses are both decreasing with respect to time.
Both are decreasing amplitude sinusoidal signal.
If the real part is negative, trajectory is spiraling inward
 Equilibrium points to which the trajectory spirals inwards
is called a stable focus

v1  c1e t
sin t ; v2  c2e t
sin t   ;

74
(5) Complex with Positive Real Part
 State responses are both increasing without bound with
respect to time.
 Both are increasing amplitude sinusoidal signal.
 If the real part is positive, trajectory is spiraling outward
from the equilibrium point
 Equilibrium points to which the trajectory spirals outward
is called a unstable focus.
v1  c1e t
sin t ; v2  c2 e t
sin t   ;

This is an equation to a spiral in the polar coordinate

75
(6)
Complex with Zero Real Part
1 , 2   j
From which we get:
dv2   v1 v1
 
dv1   v2 v2
Cross-multiply and rearranging:
v2 dv2  v1dv2  0
Integrating we get:
v22  v12  R 2

This is a equation of a circle of radius R whose value can

be evaluated from the initial conditions.
76
 Trajectories are concentric circles in v1-v2 plane
and ellipses in the x1-x2 plane.

 Such an equilibrium point around which the state

trajectories are concentric circles or ellipses is
called a centre or vortex

77
 Stability of Equilibrium Points
In case of non-linear system, concept of stability as
to be redefined as the definition of stability of linear
systems cannot be applied to non-linear system.
Because superposition does not apply to non-linear
system.
Linear system have only one equilibrium point.
The behavior about the equilibrium state
completely determines the qualitative behavior in
the entire state-space in case of linear system.
In non-linear system, behavior for small deviation
may be different from that for large deviations.
Local stability does not imply stability in the overall
state-space.
78
Non-linear systems may have several equilibrium
points.
System trajectories may move from one equilibrium
state to the other as time progress
 The free behavior of the system can be different
from the forced behavior of the system.

79
Example: Van Der Pol’s equation

 
2
d y 2 dy
 Equation: 2   1  y  0 y  0 with
2
 0
dt dt
 For a second order system , the zero-input response
can be analyzed by studying the damping character of
the system.
> The damping property is decided by the coefficient of

the derivative of y, i.e.  1 y 2
.
• The parameter  being positive, following scenario can
be considered:
Case-1: 0  y  1 ,Then the damping is negative.
 for a such system the zero input response increases
without bound from the equilibrium point at the origin.
80
Case-2: y  1 then coefficient of the first derivative
become positive. That damping itself is positive.
the system trajectories appear to converge to the
equilibrium point
The response is a stable one.
Case- 3: y  1, The damping become zero and system
response will be an oscillation of steady amplitude.
Conclusions:
The system exhibits an unstable character in the
vicinity of the origin. For large signals, a stable
response is shown.
The system is thus unstable locally but stable for
large signal
81
 Stability in the small and Stability in the Large
 The situation as shown for the non-linear system in
from previous example does not exits in a linear
system.
 A linear system can only be either stable or unstable in
the complete state space.
 In the case of non-linear system, There is no point in
considering the “System Stability”.
 It is more meaningful to consider about the stability of
an equilibrium point.
 It will be must to distinguish between the different
regions near the equilibrium point.
 Stability in region close to the equilibrium point or in
the vicinity of the equilibrium point is called “ stability
in the small ” 82
For a larger region around the equilibrium point ,
stability is referred to as “ stability in the large ”.
A simple physical illustration of different types of
stability such as global stability , global instability,
and local stability are as shown in figure (a) and (b):

83
 Lyapunov stability-First Method
In state space , an  neighborhood of an equilibrium
state xe is defined by n-dimensional sphere
x  xe  
An equilibrium state is stable ( or stable in the
small) if the system state can be made to stay for
ever within an  neighborhood by starting it
anywhere within an appropriately
chosen  neighborhood.
If the system is disturbed slightly from the
equilibrium point, the subsequent motion will
remain in the vicinity of the equilibrium state. 84
• The size of the neighborhood being dependent only
on the magnitude of the perturbation.
Definition: Lyapunov’s stability:
• An equilibrium state xe of an autonomous dynamic
system is stable ( or stable in the sense of Lypunov)
if for every   0, there exits a   0 where 
depends only on  , such that x  xe  
results in x(t0 , x0 )  xe   for all t  t 0.
> If equilibrium point is to be stable in sense of
Lyapunov, then for any  that is specified, a value of
must  be produce such that the system state initially
starting in neighborhood of the equilibrium state
will never leave the neighborhood  . 85
• An equilibrium state to which all trajectories from
the neighborhood converge has to distinguished
from the above.
This leads to the concept of asymptotic stability.
Definition : Asymptotic stability:
An equilibrium state of an autonomous dynamic
system is said to be asymptotically stable if
(1) if it is stable in sense of Lyapunov.
(2) There is a number  a such that every motion
starting in the neighborhood  a of xe converges
to xe as t tends to infinity.
> If only property (2) is satisfied, not property (1) then
system to be quasi- asymptotically stable
86
• Region a can be generally small than  .
• Definition of Instability in sense of Lyapunov:
• An equilibrium state of a free dynamic system is
unstable if there exit an  such that no  can be
found to satisfy the conditions for equilibrium state
to be stable in sense of Lyapunov.
Concepts of Lyapunov stability and asymptotic
stability are local concepts.
They apply to stability behaviour in the small or in a
small neighborhood of the equilibrium point.
Size of  is not important, it is the size of  which is
determining factor.
87
• If a 1 is found to satisfy the definition for given  1
then same 1 would satisfy definition relative to
any   1 .
• A  appropriate for a given  must be smaller or
equal to the given  .
First Method of Lyapunov:
• It is a theorem stating the conditions under system
stability information can inferred by examining the
simplified equation through local linearization.
• This theorem is applicable to only to autonomous
systems.
• The theorem can be state as follows:
88
 .
• Theorem: For an autonomous systems x  f ( x) ,
let . 
x  f ( xe )x  h( xe , x)
x
be the equation of the perturbed system about an
equilibrium state, xe , if
.
h( xe , x)
lim 0
x 0 x
then,
(1) If the linearized system has only eigen values
with negative real parts, xe is asymptotically stable;
(2) If the linearized system has one or more eigen
values with positive real parts , Then xe is unstable.
89
(3) If the linearised system has one or more eigen
values with zero real parts and remaining eigen
values have negative real parts, stability of xe cannot
be ascertained by studying the linearised system
alone, even for stability in the small.

90
 Construction of Phase Portraits
I. Analytical method
II. The method of isoclines
III. Delta Method

91
 (1) Analytical Method
• Two Ways:
(a) Integrate (if possible) the equation of slope of the
trajectories given by: dx2 f ( x1 , x2 )

dx1 x2
• such that x2   ( x1 )
(b) Solve for x1 and x2 from state equations as
function of time, t.
• Then eliminate time variable t from the expression
for x1 and x2 .
• Not always possible.
92
• Example: If differential equation of a linear system
is given as: d 2 y
2
 y  0
2

dt
• Then state equation are:
dx1
 x2
dt
dx2
  2 x1
dt
• Equation of slope of state trajectory:
dx2  2 x1

dx1 x2

• Cross-multiplying: 2 2
x dx   2
x1dx1  0
93
• Integrating, one gets: x22 x 2

 2 1  c
2 2
• On simplification:
2
 x2 
   x1  c1
2

 
• Example 2: Consider a non-linear closed-loop
system as shown in following figure. Obtain the
State equations and equation(s) for state-
trajectories in phase plane.
r e 1 u 1 y
1
 1
s ( s  1)
 1

r  constant
94
• Solution: From plant dynamics:
.
.. .
y y  u (1)
• For non-linear element , input-output relation is
given by: u  f (e) ( 2)
where f (e)  1 for e  1
 0 for  1  e  1
 1 for e  1
• From comparator dynamics: e  r  y
• Differentiating above equation:
.
y  e
.


.. .. (3)
y  e 

95
 .. .

• Putting (3) and (2) in (1), one gets: e e   f (e)

.
• Taking state variables as: x1  e and
.
x2  e
• State equation can formed as: x1  x2
.
x2   x2  f ( x1 )
where f ( x1 )  1 for x1  1
 0 for  1  x1  1
 1 for x1  1
• Slope equation can be given as:
dx2 x2  f ( x1 )

dx1 x2
• Cross-multiplying and rearranging: 96
 x2
dx2  dx1 (4)
x2  f ( x1 )
• Using substitutions method, Let x2  f ( x1 )  z
then dx2  dz and x2  z  f ( x1 )
• Equation (4) become:
z  f ( x1 )
dz  dx1
z
• Integrating both sides:
z  f ( x1 ) ln z   x1  c
• In terms of x2, we get equation of trajectories as:
x2  f ( x1 )  f ( x1 ) ln  x2  f ( x1 )    x1  c

• Find the value of c using the initial value of x1 and x297

• Equations of trajectories are given as:
Region I x 1  1
 x2  1 
 x1  x1 (0)   x2  x2 (0)   ln  
 x2 (0)  1 
Region II  1  x1  1
x1
 x1 (0)    x2  x2 (0) 
Region III x 1  1
 x2  1 
 x1  x1 (0)   x2  x2 (0)   ln  
 x2 (0)  1 
98
 (2) Isoclines Method
• If state equation is given as:
dx1
 f1 ( x1 , x2 ) (1)
dt
dx2
 f 2 ( x1 , x2 ) ( 2)
dt
• Slope of the state trajectories is given by:
dx2 f 2 ( x1 , x2 )

dx1 f1 ( x1 , x2 )
• For a constant slope, say N, then:
dx2 f 2 ( x1 , x2 )
 N
dx1 f1 ( x1 , x2 )
S ( x1 , x2 )  N (3) 99
• Equation (3) define as a curve in x1-x2 plane along
which state trajectories of (1) and (2) have slope
N.
• Whenever a trajectory of (1) and (2) cross the
curve defined by (3) , slope of trajectory at the
point of intersection point will be N.
• Equation (3) gives the locus of constant slope of
the trajectory .
• Locus of point where the phase trajectories have a
constant slope.
• This equation (3) gives the equation to the family
of isoclines. 100
• Procedure:
(a) For different value of N , draw the isoclines curves
sufficiently so to fill the x1-x2 plane with isoclines.

(b) along each isoclines, draw small line segment

having slope , N . Line segments are parallel. Their
direction are determined by the sign of N.

(c) Starting from a given initial point (x1(0), x2(0)), one

can construct state trajectory by moving in
direction of short line segments from one isocline
to next. 101
• To understand the concept of isoclines method:
• Let us take a simple linear system given by:
d2y dy
2
 2 n   n y  0
2

dt dt
dy
• Taking the state variables as: x1  y and x2 
dt
• Taking   0.5; n  1 , we get state equations as:
dx1
 x2
dt
dx2
  x2  x1
dt
• Slope equation becomes: dx2 ( x2  x1 )
 N
dx1 x2 102
• Equation of locus of points having same “N”
(isoclines) is given by: x 
1
x
(1  N )
2 1

x 2 N  1
N 0
N  2
N  3

N  
x1

103
104
D) Simple steps to find approximately
the next point in the state
trajectories:
L1
• If P1 is a point in state trajectory and P1
L1 and L2 be two isoclines for N = N1 L2
and N=N2 respectively.

• Then From P1 , draw a line parallel to A

line segments in L1 , meeting L2 at A. B
• Then From P1 , draw a line parallel to
line segments in L2 , meeting L2 at B.

• Locate the midpoint of AB as the next

point P2 of state trajectory.
• Repeat the above steps from P2 to
find P3. 105
 (3) Delta Method
• Convenient when the second order system is likely
to be oscillatory with low damping.
• Method consists in approximating the trajectory
with short arcs of circles. .. .
• The differential equation: y   ( y, y)  y  0
is arranged in form the state equations:
.
x1  x2

x2  x1   ( x1 , x2 ) 
.

106
• Slope equation:
dx2   x1   ( x1 , x2 ) 

dx1 x2
• Cross multiplying: x2 dx2  x1   ( x1 , x2 )dx1  0

• If the function  ( x1 , x2 ) is sufficiently small ,it can be

taken as constant for small changes in operating points
• Then integrate the equation:
x2dx2  x1   (.)dx1  0
• We get:
x  x1   (.)   R
2 2 2
2

• This is equation to a circle with center at   (.), 0

and radius = R 107
• Part of the trajectory can be drawn as circle with
the centre at   , 0 and radius R.
• Construction requires evaluation of  at different
points in state plane.
• Drawing arcs of circles from the centers at   , 0
and appropriate radius.
• Following procedure can be used for construction of
the trajectory:
1) Identify the term to be include in function  ( x1 , x2 )
2) Plot  ( x1 , x2 ) vs. x1 or x2 as case may be.
0 0
3) From a given initial state P1 , ( x1 , x2 ) project lines
to determine 1 and set this length against the
negative real axis locating  1 , 0 .
108
4) With centre at  1 , 0 and radius determined by the
position of the initial state, drew an arc of a circle
forming a part of trajectory.
5) Repeat Steps 3 and 4 at the new point on the
trajectory and complete the trajectory repeating these
steps.

Figure for Delta method of Phase plane trajectory

construction 109
• Example of a hydraulic speed control system :
.. .
e 0.33 e (1  0.58e )e  0 2

• Defining the error, e(t) and its derivative as the state

variables:
.
x1  x2

 
.
x2   x1  0.33x2  0.58 x 3
1

•  can be identified as 0.58 x  0.33x2 which

3
1
can be split into two terms:
1 ( x1 )  0.58x 3
1 and  2 ( x2 )  0.33x2
110
• 1 ( x1 ) is plotted against x1 .
•  2 ( x2 ) is plotted against x2 .
• From an initial condition point, values of  2 ( x2 )
(1)

and 1 ( x1 ) are measured.

(1)

• These are laid out towards the negative x1 axis as

 (1)   
(1) (1)

• With point   (1) , 0  as centre and radius equal to

1 2

distance between the centre and initial condition

point, an arc of a circle is drawn .
• The procedure is repeated at other points as well to
completer the trajectory. .
111
 Symmetry in Phase Plane Portraits
.. .
y  f ( y, y )  0
•Consider the differential equation :

•In phase variable form, it become:

.
x1  x2
.
x2   f ( x1 , x2 )
• Slope of phase trajectories in Phase Portraits:

dx2  f ( x1 , x2 )

dx1 x2
112
(a) Symmetry about the x1 axis:
• Slope must be equal but opposite in sign for x2 > 0 and
x2 < 0 for all x1 .
• Possible if f (x1 ,,x2 ) = f (x1 ,,－ x2 ) .
• i.e. f (x1 ,,x2 ) must be an even function of x2
• If phase portrait is symmetrical about x1 axis, only
difference between the phase plots in the upper and
lower half is in direction of motion.
• Motion of the representative point on the upper half will
be the right and in lower half, it will be to the left with
respect to x1 axis

113
(b) Symmetry about the x2 axis:
• Slope must be equal but opposite in sign for x1 > 0 and x1 < 0 for all x2 .
• Possible if f (x1 , x2 ) = － f (－ x1 , x2 )
• i.e. f (x1 , x2 ) must be an odd function of x1

(c) Symmetry about both the axes:

• Both the above conditions of (a) and (b) must be true, simultaneously.
• Possible if f (－ x1 , x2 ) = － f ( x1 ,－ x2 ) .

114
 Limit Cycles
• A limit cycle is an isolated closed trajectory.
• Discovery by H. Poincare

• Examples:
● Heart beat, pacemaker, neurons, daily rhythms in
body temperature, chemical reactions, ... 115
• A limit cycle is an isolated closed trajectory;
• this means that its neighboring trajectories are not
closed.
• they spiral either towards or away from the limit cycle.
• Thus, limit cycles can only occur in nonlinear systems.
• In a linear system exhibiting oscillations closed
trajectories are neighbored by other closed trajectories

• A stable limit cycle is one which attracts all

neighboring trajectories.
• A system with a stable limit cycle can exhibit self-
sustained oscillations – most of the biological processes
of interest are of this kind. 116
• Neighbouring trajectories are repelled from
unstable limit cycles.
• half-stable limit cycles are ones which attract
trajectories from one side and repel those on the
other.
• Trajectory of Limit Cycle has to be both closed,
indicating the periodic nature of motion, and
• Isolated , indicating the limiting nature of the cycle
with neighboring trajectories converging to or
diverging from it.

117
• We have seen examples of linear and non-linear
systems which have a family of periodic solutions.
• These occur near any centre of the system.
• Any such periodic trajectory is called a cycle. There
is a type of cycle which is isolated i.e. it is not part
of a family of cycles.
• We are interested in the question of stability of such
cycles.
• That is, do trajectories which are near to a cycle,
approach it or leave it as t→∞?

118
• If all trajectories which are sufficiently close to a
cycle, converge to that cycle as t→∞,
• we call the cycle an asymptotically stable limit cycle
of the system.
• If no trajectories which are sufficiently close to a
cycle, diverge from that cycle as t→∞,
• we call the cycle an unstable limit cycle of the
system.
• If some trajectories which are sufficiently close to a
cycle, converge to that cycle as t→∞ and others
diverge from that cycle,
• we call the cycle a semi-stable limit cycle of the
system.
119
• Are inherently a non-linear phenomenon
● What about .closed orbits in linear systems?
X  AX
They can have solutions that
are closed orbits!

● Linearity implies: if x(t) is a solution so is c x(t)

● Amplitude is determined by Initial conditions

● In contrast: in limit cycles in nonlinear systems, the

structure of the system determines the amplitude
and shape of the limit cycle. 120
• Oscillation: A system oscillates when it has a
nontrivial periodic solution.
x(t )  x(t  T ); for all t  0
• The linear oscillation is not practical because :
• It is not structurally stable.
• Infinitesimally small perturbations may change the
type of the equilibrium point to a stable focus
(decaying oscillation) or unstable focus (growing
oscillation)
• The same problems exist with oscillation of
nonlinear systems due to a center equilibrium point
(e.g., pendulum without friction)
121
Van der Pol Oscillator

  y y  0
.. .
y  1  y 2

 Equation arose in connection with

nonlinear electrical circuits used.
• Damping term
Causes large amplitude oscillates
to decay, but pumps them back if
they become too small
● Van der Pol Oscillator has a unique
stable Limit cycle for each  > 0

122
 Poincaré-Bendixson Theorem
• As closed orbits are of much interest there
should be a method to establish that there
exists such an orbit, and there is: Poincaré-
Bendixson Theorem:
• Suppose that:
1. R is a closed bounded subset of the plane;
2. dx/dt = f(x) (state equations) is a
continuously differentiable vector field on
an open set containing R;
3. R does not contain any Fixed Points (Singular
points);
4. There exists a trajectory C that is confined in
R, in the sense that it starts in R and stays
in R for all future time.
• Then either C is a closed orbit, or it spirals
towards closed orbit as time tends to
infinity .
• So, R contains a closed orbit.
123
• Bendixson‘s Criteria for the existence of the limit
cycle:
• Bendixson has shown that a sufficient condition for
the absence of the limit cycle or any sort of closed
trajectory within a region is that ,
• Given the state equation of a non-linear system as:
.
x1  f1 ( x1 , x2 )
.
x2  f 2 ( x1 , x2 )
• Then on the boundary of the region:
 
f1 ( x1 , x2 )  f 2 ( x1 , x2 ) fixed sign
x1 x2 124
Proof: Slope equation of trajectory is given as:

dx2 f 2 ( x1 , x2 )

dx1 f1 ( x1 , x2 )
on cross multplying :
f1dx2  f 2 dx1  0

• This equation gives relation that must exit along any

solution trajectory in the state plane.
• Gauss Theorem states that a surface integrals over a
a complete domain R is related to a line integral
around the closed path C which is boundary of
region: 125
    
R  x f1  x f 2  dx1dx2  c  f1dx2  f 2 dx1 
 1 2 
• If a limit cycle C is assumed to be bounding the
region R, Then,
• The RHS of the Gauss Theorem is zero since the
integral is zeros everywhere on C.
• Thus , the LHS must be zero
• Consequently,
 
f1  f2
x1 x2
must change sign with R. 126
 Example:
• Consider system represented by the following
differential equation:
2
d y   10  dy   dy
2

 0.1     y y 0
2

dt 2  3  dt   dt
 
• State space representation cab be given as:
dx1
 x2
dt
dx2  10 2 
  0.1  x2   x2  x1  x1
2

dt  3 
so, f1 ( x1 , x2 )  x2 ; 127
  2
and f 2 ( x1 , x2 )   0.1 
10
x2   x2  x1  x1
2

 3 

Thus, f1 ( x1 , x2 )  0
x1

and f 2 ( x1 , x2 )  0.1  10 x2 2

x2
 
It is a apparent that f1 ( x1 , x2 )  f 2 ( x1 , x2 )
x1 x2

does not have fixed sign.

By Bendixson’s criteria, limit cycle may exit.

128
 Concept of Feedback Linearization
• Consider a class of non-linear system in the form of:
d
x  f ( x)  G ( x)u
dt
y  h( x )
• If there exit a state feedback control :
u   ( x )   ( x )v
• and a change of state variables, z  T (x ) ,
• That transform the non-linear system into an
equivalent linear system.
• Then the classical linear control techniques can be
applied to resulting closed loop system.
129
• Feedback Linearization can possible in two forms:
(1) Input-state linearization
• In this the full state equation is linearized
(2) Input-Output Linearization
• In this case emphasis is given on linearizing the
input-output map from u to y, even if the state
equation is only partially linearized.
Input-state linearization
• Consider example of Pendulum system, having
following differential equation:
d 
2
d
2
 a sin   b  cT
dt dt 130
• Where T is applied torque and  is angle subtended by
rod and the vertical axis.
• Objective is to stabilize the pendulum at an angle
  .
• Choosing the state variables as x1     ; x2  
• So that desired equilibrium point is located at the origin
of the state space
• The state equation is obtain as:
 asin( x1   )   bx2  cT
dx1 dx2
 x2 ;
dt dt
• For system to maintain equilibrium at the origin ,
torque must have steady state component Tss, that
satisfies
0  asin    cTss 131
• Define a control variable u as: u  T  Tss
• Rewrite state equation:
dx1
 x2 ;
dt
  a sin( x1   )  sin    bx2  cu
dx2
dt
• From inspection of the state equation shows that if
we choose u as below to cancel nonlinear term:

u  sin( x1   )  sin   
a v
c c
• results in:
dx1 dx2
 x2 ;  bx2  v
dt dt 132
• Thus stabilization problem for non linear system has
been converted to stabilization problem for a
controllable linear system
• We can now proceed to design a stabilizing state
feedback control law as:
v  k1 x1  k2 x2
• To locate the eigen values of the closed loop system
in the left half of s-plane.

dx1 dx2
 x2 ;  k1 x1  ( k 2  b) x2
dt dt

• The overall state feedback control law is given by:

133
 u  sin( x1   )  sin    k1 x1  k 2 x2 
a 1
c c
Generalization of non-linearity cancellation
Not to except that we can cancel nonlinearities in
every nonlinear system.
Certain structural property of the system that allow
to perform such cancellation.
To cancel a nonlinear term  ( x ) by subtraction,
the control u and the nonlinearity  ( x ) must
appear together as a sum u   (x)
To cancel a nonlinear term  (x) by division,
control u and the nonlinearity  (x) must appear
together as a product  ( x)u .
134
• If the matrix  (x) is non singular in the domain of
interest , then it can be cancelled by u   ( x )v
where  ( x)   ( x) .
1

• Ability to use feedback to convert a nonlinear state

equation into a controllable linear state equation by
cancelling nonlinearities requires the nonlinear
state equation to have the structure:
x  Ax  B 1 ( x)u   ( x)
d
dt
• Where A = n X n , B = n X p , pair (A,B) is controllable
• Functions
 ( x) : R 
 R ;  ( x) : R 
n p
 R n pXp
135
 are defined in the domain Dx  R n that contains
the origin.
• If the state equation takes the form as above, then
one can linearize it via the state feedback law:
u   ( x )   ( x )v
• To obtain the linear state equation:
d
x  Ax  Bv
dt
• For stabilization, one design v  Kx such that A  BK
is Hurwitz . The overall nonlinear stabilizing state
feed back control law is:
u   ( x)   ( x) Kx 136
• For Pendulum stabilization problem having the state
equation as:
dx1
 x2 ;
dt
dx2
  a sin( x1   )  sin    bx2  cu.
dt
• System state equation can be rearranged in matrix
form as:
 x  0 1   x  0 
.
a 
 . 
1
 
1
   c u  sin( x1   )  sin  
 x2  0  b  x2  1  c 
137
• Comparing with structure,

x  Ax  B ( x)u   ( x)
d 1

dt
• we get
0 1  0  1
A  ; B   ;  ( x)  ;
0  b 1  c
a
 ( x )  sin( x1   )  sin  
c
• For Linearization, control law used :
u   ( x )   ( x )v
138
• If a non-linear state equation does not have the
structure as above for one choice of state variables,
it might do so for
.
another choice. .
• For example: 1 x  a sin x2 ; x 2   x1 u
2

• One can cannot cancel nonlinear term a sin x2

• But if change variable by the. transformation:
z1  x1 and z2  x1  a sin x2
• So new
.
state equation:
.
z1  z2 ; z2  ax cos x2  au cos x2
2
1

• Nonlinearities can be cancelled by the control:

1
ux  2
1
v
a cos x2 139
• State equation in new coordinates (z1, z2) can be found
by transforming to express (x1,x2) in terms of (z1,z2).
• Transformed state equation:
 1  z 2  
 
. .
z1  z 2 ; z 2  a cos sin    z1 u
2

  a 
• Transformation from one x-coordinates to z-
coordinates is done through z  T (x )
• The map T must be invertible. An inverse map T 1 (.)
1
must exit such that x  T ( z ) for all z  T ( Dx )
where Dx is the domain of T.
 Since the derivatives of z and x should be continuously ,
both T(.) and inverse of T be continuously
differentiable.
 A continuously differentiable map with a continuously
differentiable inverse is known diffeomorphism.
140