2014 Lec 13 Nyquist PDF

Control Systems
Nyquist stability criterion

L. Lanari
Sunday, November 9, 2014
Outline
polar plots when F(j!) has no poles on the imaginary axis

what happens when F(j!) has poles on the imaginary axis
general feedback system
stability margins (gain and phase margin)
Bode stability criterion
effect of a delay in a feedback loop
Lanari: CS - Stability - Nyquist

Unit negative feedback

closed-loop system
F (s)
W(s)
we have seen that
in a unit feedback system, the closed-loop system has hidden modes if and only if
the open-loop has them
the open-loop hidden modes are inherited unchanged by the closed-loop

therefore we make the hypothesis that there exists
no open-loop hidden mode with non negative real part
(since this would be inherited by the closed-loop system)
stability of the closed-loop is only determined by the closed-loop poles

We are going to determine the

stability of the closed-loop system from the open-loop system features
(i.e. the graphical representation of the open-loop frequency response F(j!))
Nyquist diagram: (closed) polar plot of F(j!) with (, )
we plot the magnitude and phase on the same plot using the frequency as a parameter, that
is we use the polar form for the complex number F(j!)
mirror image
being F(s) a rational fraction
+ positive
phase
(, 0]
F(-j!) = F *(j!)
and therefore the plot for negative
angular frequencies ! is the symmetric
wrt the real axis of the one obtained for
F(j!1) [0, )
F(j!2)
in !1
in !2
positive !

Hyp. no open-loop poles on the imaginary axis (i.e. with Re[.] = 0)
some polar plots
polar plot of F(j!) can be obtained from the Bode diagrams (magnitude and phase information)
5
0
0.8
10
15
Magnitude
Magnitude (dB)
dB
20
not in dB
0.6
0.4
25
30
0.2
35
40
0
2
10
10
frequency (rad/s)
10
10
10
frequency (rad/s)
10
0.6
20
0.4
0
0.2
1
F (s) =
s+1
40
60
Im
Phase (deg)
20
1
2
7
6
5
0.2
80
0.4
100
10
10
frequency (rad/s)
10
0.2
0.4
0.6
0.8
Re

fact I
The closed-loop system W(s) has poles with Re[.] = 0

if anf only if
the Nyquist plot of F (j!) passes through the critical point (-1,0)
Proof.
such that F (j
Nyquist plot intersects the real axis in -1 therefore
) = 1
that is F (j
) + 1 = 0
F (s)
W (s) =
1 + F (s)
Being the closed-loop transfer function given by

this shows that s = j
is a pole of W(s)
(and vice versa).

fact II
let us define
nF+ the number of open-loop poles with positive real part

nW+ the number of closed-loop poles with positive real part
Ncc the number of encirclements the Nyquist plot of F (j!) makes
around the point (-1, 0) counted positive if counter-clockwise
a direct application of Cauchys principle of argument gives
Ncc = nF+ - nW+
Obviously if the encirclements are defined positive clockwise, let them be

Nc, the relationship changes sign and becomes Nc = nW+ - nF+

(this hypothesis guarantees that, if F (s) is strictly proper, the polar plot of F (j!) is a
closed contour and therefore we can determine the number of encirclements)
In order to guarantee closed-loop stability, we need nW+ = 0 (no closed-loop poles with
positive real part) and no poles with null real part (which we saw being equivalent to asking
that the Nyquist plot of F (j!) does not go through the point (-1, 0))
If the open-loop system has no poles on the imaginary axis, the unit negative feedback
system is asymptotically stable
if and only if
i) the Nyquist plot does not pass through the point (-1, 0)
ii) the number of encirclements around the point (-1, 0) counted positive if counterclockwise is equal to the number of open-loop poles with positive real part, i.e.
Ncc = nF+
Remarks
if the open-loop system has no positive real part poles then we obtain the simple
N&S condition Ncc = 0 which requires the Nyquist plot not to encircle (-1, 0)
if the stability condition is not satisfied then we have an unstable closed-loop system
with nW+ = nF+ - Ncc positive real part poles

condition i), which ensures that the closed-loop system does not have poles with null
part, could be omitted by noting that if the Nyquist plot goes through the critical
point (-1, 0) then the number of encirclements is not well defined
examples on the number of encirclements depending on where is the critical point
-1
+1

0 -2
-2
-1
not in dB
in dB
0
1
10
0.8
Magnitude
Magnitude (dB)
20
30
40
50
0.6
0.4
60
0.2
70
80 2
10
10
frequency (rad/s)
10
phase
100
F (s) =
(s + 10)2
0 2
10
10
frequency (rad/s)
10
0.6
50
0.4
Ncc = nF+ = 0
0.2
50
Im
Phase (deg)
100
0.2
150
0.4
2
4
0.6
200 2
10
10
frequency (rad/s)
10

0.2
0.2
0.4
0.6
Re
0.8
1.2
10
phase
50
0
0
10
50
30
40
50
Phase (deg)
0.8
magnitude
magnitude (dB)
20
0.6
0.4
100
150
200
60
0.2
250
70
80
10
10
frequency (rad/s)
10
10
10
F (s) =
(s + 1)2 (s + 10)
10
frequency (rad/s)
300
10
10
frequency (rad/s)
10
Zoom
Im
0.05
#$
exact
0.6
10
0.05
0.1
0.4
0.08
0.06
0.04
0.02
by hand
Re
Im
0.2
()
Zoom
! % *!
! % (!
! %&'
!"
0.2
0.4
0.6
0.2
0.2
0.4
0.6
Re
0.8

1.2
important to determine that this

intersection is on the right of -1
11
phase
0
0
1
50
30
100
Phase (deg)
0.8
20
Magnitude
Magnitude (dB)
10
0.6
0.4
40
200
250
300
0.2
50
150
350
60
10
10
frequency (rad/s)
10
10
10
frequency (rad/s)
10(s 1)
F (s) =
(s + 1)2 (s + 10)
10
10
10
frequency (rad/s)
10
Zoom
0.2
0.15
0.1
0.05
Im
exact
#$
0
0.05
0.1
by hand
0.15
0.2
0.5
0.25
0.1
0.05
0
Re
0.05
0.1
Zoom
Im
()
0
! % *!
! % (!
! %&'
!"
0.5
1
0.5
0.5
Re

important to determine that this

intersection is on the right of -1
12
phase
10
0
50
10
20
Phase (deg)
1.5
Magnitude
Magnitude (dB)
100
150
200
0.5
30
250
40
0
2
10
10
frequency (rad/s)
2
F (s) =
s1
10
10
10
frequency (rad/s)
10
10
10
frequency (rad/s)
10
exact
unstable open-loop system

1
Ncc = nF+ = 1
Im
0.5
1
2
0.5
Nyquist criterion is
verified: closed-loop system
is asymptotically stable
1
increasing !
3
4
7
6
5
1.5
1
Re
0.5
13
Lets remove the hypothesis of no open-loop poles on the imaginary axis (i.e. with Re[.] = 0)
open-loop poles on the imaginary axis (i.e. with Re[.] = 0) come from:
one or more integrators (pole in s = 0)

resonance (imaginary poles in s = +/- j!n)
and give a discontinuity in the phase

passing from /2 to -/2 when ! switches from 0- to 0+
or from 0 to when ! switches from !n- to !n+
while the magnitude is at infinity
In order to obtain a closed polar plot, we introduce closures at infinity which consists in
rotating of clockwise with an infinite radius (for every pole with Re[.] = 0) for growing
frequencies, at those values of the frequency corresponding to singularities of the transfer
function F (s) lying on the imaginary axis (poles of the open-loop system with Re[.] = 0)
! = 0-
! = 01
F (s) =
s(s + 1)

R = +
! = -
! = +
! = 0+
closure
at infinity
! = 0+
14
closures at infinity
K
F (s) =
s(1 + 1 s)
clockwise at infinity from ! = 0- to ! = 0+
K
F (s) = 2
s (1 + 1 s)
2 clockwise at infinity from ! = 0- to ! = 0+
K(1 + 2 s)
F (s) = 3
s (1 + 1 s)
K
F (s) = 2
(s + 12 )(1 + 1 s)
clockwise at infinity from ! = -!1- to ! = -!1+
K
F (s) = 2
(s + 12 )2 (1 + 1 s)
2 clockwise at infinity from ! = -!1- to ! = -!1+
clockwise at infinity from ! = !1- to ! = !1+
2 clockwise at infinity from ! = !1- to ! = !1+

clockwise at infinity from ! = -!1- to ! = -!1+
K(1 + 2 s)
F (s) = 2 2
s (s + 12 )(1 + 1 s)


clockwise at infinity from ! = !1- to ! = !1+
15
40
0
20
Phase (deg)
Magnitude (dB)
50
0
20
100
F (s) =
s(s + 10)2
100
150
200
40
250
exact
approx
60 2
10
exact
approx
0
10
frequency (rad/s)
300 2
10
10
10
frequency (rad/s)
10
Zoom
0.3
! %&'
0.2
#$
0.1
Im
the zoom is just to show that

the phase goes to -3/2
0.1
0.2
2
0.25 0.2 0.15 0.1 0.05
Re
0.05
1.5
1
Ncc = nF = 0
)*
! % (!
! % )!
0.5
Im
Zoom
!"
clockwise with
infinite radius
from 0- to 0+
0.5
1
1.5
2
0.5
0.5
Re

! %&'
16
40
1
one pole in +j
F (s) =
(s + 1)(s2 + 1) one pole in -j
magnitude (dB)
20
! %&'
20
#$
! %&('
40
60 2
10
10
10
frequency (rad/s)
10
10
('
! % *!
! %&)
!"
! % (!
Phase (deg)
50
100
! %&'(
150
! %&('(
200
250
exact
approx
300 2
10
10
10
frequency (rad/s)

10
10
clockwise with infinite radius from -1- to -1+

clockwise with infinite radius from 1- to 1+
17
40
0
20
Phase (deg)
Magnitude (dB)
50
20
100
150
200
40
250
exact
approx
60 2
10
300 2
10
10
frequency (rad/s)
10
10
frequency (rad/s)
10
clockwise with
infinite radius
from 0- to 0+
Zoom
0.1
s2 + 100
F (s) =
s(s + 1)(s + 10)
0.05
Im
! %&'
0
#$
0.05
8
0.1
0.1
0.05
0
Re
0.05
0.1
! % )!
Im
)*
Zoom
!"
2
! % (!
4
6
8
8
2
Re

! %&'
18
40
exact
approx
20
for K = 1 plot
crosses (-1, 0)
Phase (deg)
magnitude (dB)
50
20
100
150
200
40
250
exact
approx
60 2
10
10
frequency (rad/s)
300 2
10
10
10
frequency (rad/s)
10
Zoom
0.1
! %&'
Im
0.05
#$
0.05
8
6
0.1
0.1
0.05
0
Re
0.05
0.1
Im
K(s + 1)
F (s) =
s(s/10 1)
Zoom
0
2
)*+,
! % )!
! % (!
!"
4
6
8
8
2
Re

clockwise with
infinite radius
from 0- to 0+
! %&'
19
40
1
F1 (s) =
s(s + 1)
30
Magnitude (dB)
20
100
10
0
10
1
F2 (s) = 5
s (s + 1)
20
30
40 2
10
10
10
frequency (rad/s)
10
600 2
10
! %&'

10
5 times clockwise with

infinite radius
)
from 0- to 0+
! %&'
#$
300
500
! %&'
! % )!
! % (!
200
400
10
)*
F1
F
Phase (deg)
F1
F
!"
)*
10
frequency (rad/s)
10
10
#$
! % )!
! % (!
!"
! %&'
20
general negative feedback

+
+
F1(s)
F1(s)F2(s)
for stability these two
schemes are equivalent
F2(s)
F1(s) = N1(s)/D1(s)
F2(s) = N2(s)/D2(s)
W1 (s)
F1 (s)
1 + F1 (s)F2 (s)
N1 (s)D2 (s)
D2 (s)D1 (s) + N1 (s)N2 (s)
W2 (s)
F1 (s)F2 (s)
1 + F1 (s)F2 (s)
N1 (s)N2 (s)
D2 (s)D1 (s) + N1 (s)N2 (s)
same denominator
same poles
same stability properties

21
Typical pattern for a control system:

open-loop system with no positive real part poles nF+ = 0, therefore the closed-loop system
will be asymptotically stable if and only if the Nyquist plot makes no encirclements around
the point (-1, 0). We want to explore how the closed-loop stability varies as a gain K in the
open-loop system increases.
! = 0-
Im
K F (s)
As K increases over a critical value
-1
! = +
the closed-loop system goes from

asymptotically stable to unstable
Re
! = -
as K
increases
! = 0+
22
In this context, the proximity to the critical point (-1, 0) is an indicator of the proximity of
the closed-loop system to instability.
We can define two quantities:
! = 0-
gain margin kGM

If we multiply F (j!) by the quantity
1/kGM
kGM the Nyquist diagram will pass

through the critical point
the gain margin kGM is the smallest
! = +
-1
amount that the closed-loop system can

tolerate (strictly) before it becomes
unstable
Im
Re
!
F (j!)
kGM F (j!)
: F (j ) =
kGM
1
=
|F (j )|
kGM |dB = |F (j )|dB
! = 0+
only positive angular
frequencies are shown

23
phase margin PM
Im
the phase margin PM is the amount of

lag the closed-loop system can tolerate
(strictly) before it becomes unstable
!c angular frequency at which the gain is unity
is defined as crossover frequency
(or gain crossover frequency)
c :
|F (jc )| = 1
c :
|F (jc )|dB = 0 dB
P M = + F (jc )

! = +
-1
Re
PM
F (j!c)
F (j!)
24
(B) same gain margin as (A) but different phase margin

Im
(C) same phase margin as (A) but different gain margin
1/kGM
! = +
-1
Im
Re
PM
real
distance
(B)
Re
(C)
(A)
F (j!)

25
stability margins on Bode

- kGM|dB
kGM |dB = |F (j )|dB
Magnitude (dB)
20
P M = + F (jc )
0
20
40
60 1
10
c
0
10
10
frequency (rad/s)
10
1000
F (s) =
s(s + 10)2
10
PM
c
0.4
90
0.2
180
Im
Phase (deg)
0.6
270
0.2
1
10
10
10
frequency (rad/s)
10
10
0.4
0.6
1.2

0.8 0.6 0.4 0.2

Re
0.2
26
Magnitude (dB)
20
500
F1 (s) =
s(s + 10)2
0
20
40 1
10
6000
F1 (s) =
s(s + 10)2
F1(s)
F2(s)
0
these are scaled (by 0.5 and 6)

wrt the previous system
10
10
frequency (rad/s)
10
Phase (deg)
both have same phase

but different crossover
frequencies and therefore
different phase margins
90
180
270 1
10
positive phase margin

(and thus for this example Ncc = 0)
asymptotically stable
closed-loop system
10
10
frequency (rad/s)
10
negative phase margin

(and thus for this example a non-zero Ncc)
both systems with nF+ = 0
unstable
closed-loop system
(suggested exercise: check with Routh)
27
Bode stability theorem

Let the open-loop system F (s) be with no positive real part poles (i.e. nF+ = 0) and such
that there exists a unique crossover frequency !c (i.e. such that | F (j!c) | = 1) then the
closed-loop system is asymptotically stable if and only if
the systems generalized gain is positive
&
the phase margin (PM) is positive
1.5(1 s)
(s + 1)(2s + 1)(0.5s + 1)
F (s) =
0
20
0.5
40
Im
Magnitude (dB)
Phase (deg)
60
0
Ncc = nF+ = 0
0.5
90
180
270 2
10
10
10
frequency (rad/s)

10
10
0.5
0.5
1.5
Re
28
Bode stability theorem
stability margins are useful to evaluate stability robustness wrt parameters variations
(for example the gain margin directly states how much gain variation we can tolerate)
phase margin is also useful to evaluate stability robustness wrt delays in the feedback
loop. Recall that, from the time shifting property of the Laplace transform, a delay is
modeled by e-sT and that
e-sT
F (s)
ejT = T
|ejT | = 1
delay
of T sec
ejT = T
a delay introduces a phase lag and therefore it can easily

destabilize a system (note that the abscissa in the Bode
diagrams is in log10 scale so the phase decreases very fast)
|ejT | = 1
a delay in the loop does not alter the magnitude

(0 dB contribution)

29
Special cases
Im
infinite gain margin

-1
infinite phase margin
Im
-1

Re
Re
30
Particular example
good gain and phase margins but close to critical point
0.38(s2 + 0.1s + 0.55)
F (s) =
s(s + 1)(s/30 + 1)(s2 + 0.06s + 0.5)
Magnitude (dB)
10
0
10
1
20
Im
0.5
Phase (deg)
0
0.5
90
1
180
0.01
10
frequency (rad/s)
10
1.5
0.5
Re
0.5
1
0.005
zoom to see the gain margin
Im
10
0.005
0.01
0.03

0.02
0.01
Re
31

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Control Systems

Nyquist stability criterion

Sunday, November 9, 2014

polar plots when F(j!) has no poles on the imaginary axis

Lanari: CS - Stability - Nyquist

Unit negative feedback

we have seen that

the open-loop hidden modes are inherited unchanged by the closed-loop

Lanari: CS - Stability - Nyquist

We are going to determine the

Lanari: CS - Stability - Nyquist

Hyp. no open-loop poles on the imaginary axis (i.e. with Re[.] = 0)

some polar plots

Lanari: CS - Stability - Nyquist

The closed-loop system W(s) has poles with Re[.] = 0

Being the closed-loop transfer function given by

(and vice versa).

Lanari: CS - Stability - Nyquist

Hyp. no open-loop poles on the imaginary axis (i.e. with Re[.] = 0)

nF+ the number of open-loop poles with positive real part

a direct application of Cauchys principle of argument gives

Ncc = nF+ - nW+

Obviously if the encirclements are defined positive clockwise, let them be

Hyp. no open-loop poles on the imaginary axis (i.e. with Re[.] = 0)

with nW+ = nF+ - Ncc positive real part poles

examples on the number of encirclements depending on where is the critical point

Lanari: CS - Stability - Nyquist

Lanari: CS - Stability - Nyquist

Lanari: CS - Stability - Nyquist

important to determine that this

Lanari: CS - Stability - Nyquist

important to determine that this

unstable open-loop system

Sunday, November 9, 2014

Lanari: CS - Stability - Nyquist

one or more integrators (pole in s = 0)

and give a discontinuity in the phase

Lanari: CS - Stability - Nyquist

clockwise at infinity from ! = 0- to ! = 0+

2 clockwise at infinity from ! = 0- to ! = 0+

3 clockwise at infinity from ! = 0- to ! = 0+

clockwise at infinity from ! = -!1- to ! = -!1+

2 clockwise at infinity from ! = -!1- to ! = -!1+

clockwise at infinity from ! = !1- to ! = !1+

2 clockwise at infinity from ! = !1- to ! = !1+

Lanari: CS - Stability - Nyquist

2 clockwise at infinity from ! = 0- to ! = 0+

the zoom is just to show that

Lanari: CS - Stability - Nyquist

Lanari: CS - Stability - Nyquist

clockwise with infinite radius from -1- to -1+

Lanari: CS - Stability - Nyquist

Lanari: CS - Stability - Nyquist

Lanari: CS - Stability - Nyquist

5 times clockwise with

general negative feedback

Lanari: CS - Stability - Nyquist

Typical pattern for a control system:

As K increases over a critical value

the closed-loop system goes from

gain margin kGM

kGM the Nyquist diagram will pass

amount that the closed-loop system can