Learning Objectives

ECE 514
Mathematically distinguish linear systems from nonlinear systems.
Nonlinear and Adaptive Control
Qualitatively describe some phenomena particular to nonlinear systems
Lecture Notes 1 Linearize a nonlinear system about an equilibrium point
Relate behavior near an equilibrium point to eigenvalues of the Jacobian
Dr. Meeko Oishi
oishi@unm.edu Relate phase-plane plots and transient behavior for second-order systems

January 13, 2015 References:

Khalil Chapter 1.1, 2.22.3
Sastry Chapter 1.11.2, 1.5, 2.12.2

Outline Introduction

Why study nonlinear systems?

Introduction
Ubiquitous in the real world
Why nonlinear systems
Motivating examples Much more complicated than linear systems
Some types of nonlinear phenomena Often non-intuitive behaviors
Mathematical preliminaries Often simply not possible to analyze or control with linear system tools
Dierential equations Simulation cannot capture all possible behaviors
Existence and uniqueness of solutions
Equilibria Some nonlinear phenomena
Review Multiple isolated equilibrium points
Linear systems Limit cycles
Jacobian linearization Bifurcations
Phase-plane Subharmonic, harmonic, or almost-periodic oscillations
Complex dynamical behavior (chaos)

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 Introduction Introduction

Simulation Computational tools for simulation

Coupled with good intuition, can allow prediction of system behavior
pplane (http://math.rice.edu/dfield/)
May be inaccurate for nonlinear systems (non-Lipschitz or logic-based
dynamics, sti ODEs and integration errors, chattering, . . .) Matlabs ode23, ode45, etc.
Can be highly dependent on initial conditions Mathematica integration routines
Maybe an unreliable predictor of system behavior if critical test cases SPICE, Xyce, etc.
are missed
No proofs are possible for stability or reachability via simulation Computational tools for analysis

Analysis SOStools (Caltech / MIT)

Mathematical proofs of stability, reachability, optimality, robustness, . . . Symbolic manipulation in Mathematica, Matlab symbolic toolbox
Independent of choice of initial conditions (within a neighborhood) Reachability tools
May yield non-intuitive results
Requires analytic formulation of system dynamics (e.g., no look-up
tables)
Computational tools for analysis are limited

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Introduction Example: Heart rhythms

Fitzhugh-Nagano model of electric pulses in the heart

When analyzing nonlinear systems, it is often useful to quantify V3
V = 1 (V W)
Stability e.g., steady-state behavior = (V
3 , , , > 0 (1)
W W+ )
Changes in stability e.g., due to variations in initial conditions or
model parameters, model uncertainty, external disturbances, . . .
Invariance ability of the state to stay within a region of the Heart tissue is excitable a small impulse can trigger a large response
state-space Based on circuit models used to explain neuronal impulses
When controlling nonlinear systems, it is often useful to quantify Speed of dynamics: for small ,
How the closed-loop system should behave V is fast
How much of the open-loop systems behavior can be changed W is slow
Sensitivity to errors, disturbances, computational time, . . .
Actuation eort
The goal of this course is to develop a set of basic tools to analyze and
control nonlinear systems.

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 Example: Lotka-Volterra Population Dynamics Example: Lotka-Volterra Population Dynamics

Competition between species (e.g., finite shared resources) with

populations n1, n2

n1 n2
n 1 = r1n1 1 K1 b12 K
1 (2)
n2 n1
n 2 = r2n2 1 K2 b21 K 2

Constant parameters
Growth rates r1, r2 In both plots, species 2 has slightly higher population initially than
Carrying capacities K1, K2 species 1. So why does species 1 dominate in the plot on the left, and
Competition coefficients b12, b21 species 2 dominate in the plot on the right?
n1 n2
Non-dimensionalize dynamics with x1 = K 1 , x2 = K2 Is it possible for both species to co-exist in perpetuity?
How do birth / death rates and competition coefficients aect which
x 1 = x1(1 x1 1x2) species dominates?
(3)
x 2 = 3x2(1 x2 2x1)

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Example: Jet engine compressor Mathematical Preliminaries

Compressor mass flow x, plenum pressure rise y General nonlinear system

x 1 = f1(t, x1, , xn, u1, , um)
x = B(C(x) y) x 2 = f2(t, x1, , xn, u1, , um)
(4) (5)
y = B1 x F 1(y) ..
x n = fn(t, x1, , xn, u1, , um)
Flow first enters the compressor, then the plenum, whose exit is
controlled by a throttle. is equivalently written as x = f (t, x, u), with
Compressor characteristic C(x) state x 2 Rn
Throttle characteristic F(x) input u 2 Rm
Compressor speed B > 0
General linear system
dx
= A(t)x(t) + B(t)u (6)
dt

with possibly time-varying matrices A(t) 2 Rnn, B(t) 2 Rnm.

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 Mathematical Preliminaries Mathematical Preliminaries

Definition 1. A point x 2 Rn is an equilibrium point of x = f (x) i Solution to the unforced LTI system x = Ax with initial condition
f (x) = 0. x(t0) = x0 is straightforward.

Example: Pendulum x(t) = eA(t t0 )

x0 (8)

ml2 = mgl sin (7) Solution to the the nonlinear system x = f (t, x) with initial condition
x(t0) = x0:

Let x = , then x = .
g
l sin x(t) s.t. x(t)
= f (t, x(t)) and x(t0) = x0 (9)

n
Hence x =
, n 2 Z. (multiple equilibria)
0 Under what conditions do solutions exist uniquely?
Equilibria are key to much of nonlinear systems analysis. Local existence and uniqueness theorem
Lipschitz continuity
In addition, analytic solutions to nonlinear systems rarely exist!

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Linearization around an equilibrium point Linearization around an equilibrium point

Review of planar second-order LTI systems x = Ax, x 2 R2

Can approximate a nonlinear system with a linear system, but
Approximation only valid in a neighborhood of often unknown size Similarity transformation T 2 R22 such that z = T 1
x, x = T z.
Cannot capture essentially nonlinear phenomena
Approximation is not always valid 1
x = Ax ! z = Jz, J =T AT (11)
Taylors series approximation of x = f (x) for x = x + x near x

@f Eigenvalues of J indicate global behavior of the system

x = Df x, Df = (10)
@x x=x 1 0
Real eigenvalues with independent eigenvectors, J =
0 2
3 3 Real,repeated eigenvalues with dependent eigenvectors,
Consider the systems x = x and x = +x near x = 0. What does
1
the linearized approximation reveal about behavior of the nonlinear J=
0
system near 0, in both cases?

Complex conjugate pair eigenvalues, J =

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 Linearization around an equilibrium point Linearization around an equilibrium point

Phase-plane plots of planar second-order LTI systems x = Ax, x 2 R2 Phase-plane plots of planar second-order LTI systems x = Ax, x 2 R2

Unstable equilibrium points have trajectories that tend towards Asymptotically stable equilibrium points have trajectories that tend
infinity towards the origin
Unstable node Stable node
Unstable focus Stable focus
Saddle

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Linearization around an equilibrium point Linearization around an equilibrium point

Phase-plane plots of planar second-order LTI systems x = Ax, x 2 R2 Theorem 1. [Hartman-Grobman] If the eigenvalues of the Jacobian
Df = @f
@x are not on the j!-axis, then there exists a continuous map
x=x
What happens when one or both eigenvalues have 0 real part? h, with continuous inverse
What happens when eigenvalues are repeated?
h : B(x, ) ! Rn (12)

that takes trajectories of x = f (x) onto trajectories of x = Df x.

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Example: Lotka-Volterra Population Dynamics Example: Heart Rhythms

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