Theory of Nonlinear Control

Systems
Disposition
4 credits
30h lectures, 30h exercises
They do not follow the principle of superposition
(linearity and homogeneity).
Multiple isolated equilibrium points.
There are limit-cycles, bifurcation, chaos.
Finite escape time: Solutions of nonlinear systems
may not exist for all times.
Equilibria into nodes, focuses, saddle points, and
center points
Periodic oscillations
Nonlinear Phenomena
Motivations

A system is called linear if its behavior set satisfies linear superposition
laws: .i.e.
A nonlinear system is simply a system which is not linear.
Powerful tools founded based on superposition principle make analyzing
the linear systems simple.
All practical systems posses nonlinear dynamics.
Sometimes it is possible to describe the operation of physical systems by
linear model around its operating points
Linearized system can provide us an approximate behavior of the
nonlinear system
But in analyzing the overall system behavior, often linearized model
inadequate or inaccurate.

Linearization is an approximation in he neighborhood of an operating
system - it can only predict local behavior of nonlinear system. (No info
regarding nonlocal or global behavior of system)
Due to richer dynamics of nonlinear systems comparing to the linear ones,
there are some essentially nonlinear phenomena that can take place only
in presence of nonlinearity
Essentially nonlinear phenomena
Finite escape time: The state of linear system goes to infinity as t ->00;
nonlinear system's state can go to infinity in finite time.
Multiple isolated equilibria: linear system can have only one isolated
equilibrium point which attracts the states irrespective on the initial state;
nonlinear system can have more than one isolated equilibrium point, the
state may converge to each depending on the initial states.
Limit cycle: There is no robust oscillation in linear systems. To oscillate
there should be a pair of eigenvalues on the imaginary axis which due to
presence of perturbations it is almost impossible in practice; For nonlinear
systems, there are some oscillations named limit cycle with fixed amplitude
and frequency.

Subharmonic, harmonic or almost periodic oscillations: A stable
linear system under a periodic input - output with the same
frequency;
A nonlinear system under a periodic input - can oscillate with
submultiple or multiple frequency of input or almost-periodic
oscillation.

Multiple modes of behavior: A nonlinear system may exhibit
multiple
modes of behavior based on type of excitation:
an unforced system may have one limit cycle.
Periodic excitation may exhibit harmonic, subharmonic,or
chaotic behavior based on amplitude and frequency of input.
if amplitude or frequency is smoothly changed, it may
exhibit discontinuous jump of the modes as well.

Linear systems: can be described by a set of ordinary dierential
equations and usually the closed-form expressions for their solutions are
derivable.

Nonlinear systems: In general this is not possible - It is
desired to make a prediction of system behavior even in absence of
closed-form solution. this type of analysis is called qualitative analysis.

Despite of linear systems, no tool or methodology in nonlinear system
analysis is universally applicable - their analysis requires a higher level of
mathematic knowledge

Stability analysis of such systems is the basic requirement of graduate
studies in control engineering.

The aim of this course are

developing a basic understanding of nonlinear
control system theory and its applications.
introducing tools such as Lyapunov's method
analyze the system stability
Presenting techniques such as feedback
linearization to control nonlinear systems.

Phase plane method (phase portraits for two-
dimensional systems, classify equilibria into nodes,
focuses, saddle points, and center points)
Lyapunov analysis
Popov criterion (give frequency-domain sufficient
conditions for absolute stability)
Goldfarb criterion (the harmonic balance method,
describing function method)
Techniques for analyzing
nonlinear feedback systems
Course content
I. Introduction
1. Nonlinear Phenomena
a. Phenomena of Nonlinear Systems (Multiple Equilibria, Limit
Cycles, Bifurcations).
b. Examples of Simple Nonlinear Systems (Common
nonlinearities)

2. Phase plane method
a. Phase Plane Techniques
b. Limit Cycles
c. Multiple Equilibria
3. Harmonic linearization (describing function method )

II. Stability Theory
1. Lyapunov Stability and Instability
a. Definitions of State-Space Stability
b. Basic Lyapunov Stability Theorems
e. Frequency Domain Analysis: Absolute Stability, Popov Criterion
2. Goldfarb criterion (nonlinear system analysis by the describing function
method)



Common nonlinearities
Some Static (memoryless) and
Dynamic Nonlinearities
Typical memoryless
nonlinearities with function


Ideal relay
Example: electromechanical relays, thyristor circuits and other switching devices
saturation
Example: amplifiers
Ideal dead zone relay
Example: valves
x
n
Quantization saturation
Example: analog-to-digital conversion of signals
Relay with hysteresis
Typical dynamic (with memory)
nonlinearities
Backlash nonlinearity
y=u-a, su>0
y=u+a, su<0
y=const, |u-y|<a
Linearization

A common engineering practice in analyzing a
non-linear system is to linearize it about some
nominal operating point and analyze the
resulting linear model

Phase plane method
Following is a general form of matrix-vector or state-variable description of a dynamic system:
X'(t) = AX(t) + BU(t) (3-1)
Y(t) = CX(t) + DU(t) (3-2)
where X(t)=[ x
1
(t) x
2
(t) x
3
(t) ... x
n
(t)]
T
- is the state vector of the system (always a column!) comprising n
state variables x
j
(t) , j=1,2,...,n
X'(t)=[ x
1
'(t) x
2
'(t) x
3
'(t) ... x
n
'(t)]
T
- is the time derivative of the state vector of the system comprising n
time derivatives of particular state variables x
j
'(t)
Y(t)=[ y
1
(t) y
2
(t) y
3
(t) ... y
m
(t)]
T
- is the output vector of the system (a column!) comprising m output
variables y
j
(t) , j=1,2,...,m
U(t)=[ u
1
(t) u
2
(t) u
3
(t) ... u
k
(t)]
T
is an input vector representing particular external forcing functions u
j
(t) ,
j=1,2,...,k.
A (nn) matrix known as the fundamental matrix of the system, representing system inertia and
interaction between particular state variables
B (nk) matrix representing the effects of particular external forcing functions (inputs) on the system's
state variables
C (mn) matrix providing the definition of the system's output variables through the state variables
D (mk) matrix representing the direct effects (bypassing the inertial channels) of particular external
forcing functions (inputs) on the system's output variables
t is continuous time, however "(t)" will be omitted in the rest of the text,

T
is the transpose symbol, and
is the derivative symbol.

Example. Second-Order Dynamical Systems
Equilibrium Points for Linear Systems

Example2. Non-linear system








Phase plane of nonlinear system.
Example of an asymptotically stable periodic solution
(limit-cycle, nonlinear-system SO, self-oscillation)