1-Intro Nonlinear Systems Handout PDF

Nonlinear systems
Course introduction
G. Ferrari Trecate
Dipartimento di Ingegneria Industriale e dell’Informazione

Università degli Studi di Pavia
Advanced automation and control
Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 1 / 38

Course schedule
Advanced automation and control

Industrial automation + Nonlinear systems
Lectures
Monday 14-16 room EF3, Thursday 16-18, room E1 (Industrial
automation)
Wednesday 14-16, room E1 (Nonlinear systems)
Office hours
By appointment (giancarlo.ferrari@unipv.it). Office:
Dipartimento di Ingegneria Industriale e dell’Informazione, floor F

Course website
http:
//sisdin.unipv.it/labsisdin/teaching/courses/ails/files/ails.php
a copy of the slides can be downloaded after authentication with
login/password

Textbooks
For a review of basic systems theory and automatic control
G. F. Franklin, J. D. Powell, A. Emami-Naeini. Feedback Control of
Dynamic Systems 6th ed., 2009 Prentice Hall
P. Bolzern, R. Scattolini, N. Schiavoni. Fondamenti di Controlli Automatici,
2nd ed., 2004, McGraw-Hill, Italia
For the topics in nonlinear systems covered in the course
J.-J. E. Slotine e W. Li. Applied nonlinear control. Prentice-Hall (1991)
H.K. Khalil. Nonlinear systems - third edition. Prentice-Hall (2002)
S. Sastry. Nonlinear systems - Analysis, Stability and Control.
Springer-Verlag (1999) (and C. Tomlin - slides of the course “Advanced
Nonlinear Control”, Stanford University)
All above books cover several topics that will be not discussed in the course.
Khalil an Sastry’s books are the most advanced (and difficult) ones
The exam will focus only on topics covered in the course
Exams
Closed-books closed-notes written exam split in two parts

First part: industrial automation
Second part: nonlinear systems
Total duration: ∼ 3h. No graphic or programmable calculators are allowed
Registration to exams
Through the university website
Usually, registrations end 7 days before the exam date

Nonlinear (NL) systems
Analysis vs. simulation

Steadily increasing computing power allows one to simulate complex
NL systems
Simulation and intuition allow one to understand several aspects of
NL systems
However,
Impossible to use only simulation to prove interesting properties (e.g.
stability)
Analysis procedures allow properties of NL systems to be rigorously
assessed
I Sometimes, results are surprising and highlight behaviors one had not
tought to simulate !

Nonlinear (NL) systems
NL systems vs. linear systems

Several results on the analysis and control of linear systems
HOWEVER
Most real systems are NL
Linear systems do not capture behaviors such as
I isolated multiple equilibria
I limit cycles
I subharmonics
I complex dynamics, e.g. chaos
Next ...
Review of systems theory !
Examples of nonlinear behaviors

Review
NL system
ẋ(t) = f (x(t), u(t), t) (1) x(t) ∈ Rn state

y (t) = g (x(t), u(t), t) (2) u(t) ∈ Rm input
x(t0 ) = x0 (3) y (t) ∈ Rp output
(1): state equation

(2): output equation
n: system order
Definition
A state trajectory is a function x(t) verifying (1) and (3). For highlighting
the dependence on the input, initial time and initial states, we write
x(t) = φ(t, t0 , x0 , u) and φ is called transition map

Drawing state trajectories
Often one draws the image of the trajectory φ(t, t0 , x0 , u), i.e. the set of
points
{φ(t, t0 , x0 , u), t ≥ t0 } ⊂ Rn
40
35
30
25 Trajectory
20
t
15
Image
10
10
8
6 10
8
4 6
4
2 2
0
x2 x1

Review
NL system
ẋ(t) = f (x(t), u(t), t) x(t) ∈ Rn

y (t) = g (x(t), u(t), t) u(t) ∈ Rm
x(t0 ) = x0 y (t) ∈ Rp
An NL system is:
Invariant if f and g do not depend upon time
I Without loss of generality, one can set t0 = 0 and
φ(t, t0 , x0 , u) = φ(t, x0 , u)
Autonomous if the system does not depend upon the input u(t)
I φ(t, t0 , x0 , u) = φ(t, t0 , x0 )
Invariant and autonomous: ẋ(t) = f (x(t)), y (t) = g (x(t))
I φ(t, t0 , x0 , u) = φ(t, x0 )
Static if n = 0
I described only through the output equation y (t) = g (u(t), t)
Review of linear systems
A system is linear if f and g are linear functions of x and u
ẋ(t) = A(t)x(t) + B(t)u(t) A(t), B(t), C (t), D(t) matrices

y (t) = C (t)x(t) + D(t)u(t)
Linear Time-Invariant (LTI) system
ẋ(t) = Ax(t) + Bu(t) A, B, C , D matrices

y (t) = Cx(t) + Du(t)

Multiple isolated equilibria

NL vs. linear systems: Duffing oscillator
Model
ml 2 ẍ1 = mgl sin(x1 ) − αx1 − k ẋ1 + τ
−αx1 : restoring torque (α > 0)
−k ẋ1 : damping torque (k > 0)
τ : electromagnetic torque (input)
NL system
τ
Defining x2 = ẋ1 , u = ,
ml 2
ẋ1 = x2
g α k
ẋ2 = sin(x1 ) − 2 x1 − 2 x2 + u
l ml ml

Review
Equilibrium
Given u(t) = ū, ∀t ≥ 0, the state x̄ ∈ Rn is an equilibrium state for the
nonlinear time-invariant system ẋ = f (x, u) if it verifies f (x̄, ū) = 0a . The
pair (x̄, ū) is called an equilibrium.
a
ẋ = x 2 + 1, x(t) ∈ R has no equilibrium state
Duffing oscillator: equilibra for ū = 0

Physical intuition: 3 equilibra

Duffing oscillator: equilibria of approximate models
NL system
ẋ1 = x2
g α k
ẋ2 = sin(x1 ) − 2 x1 − 2 x2 + u
l ml ml
Linear approximation: sin(x1 ) ' x1

LTI system (u = 0) Equilibrium states:
ẋ1 = x2 x̄2 = 0
! !
g α k g α
ẋ2 = − 2 x1 − 2 x2 − 2 6= 0 ⇒ x̄1 = 0
l ml ml l ml
Either one or infinite equilibrium states

Duffing oscillator: equilibria of approximate models
NL system
ẋ1 = x2
g α k
ẋ2 = sin(x1 ) − 2 x1 − 2 x2 + u
l ml ml
Approximation: sin(x1 ) ' x1 − x13 /6

Approximated NL system (u = 0) Equilibrium states:
ẋ1 = x2 x̄2 = 0
! !
g α g k g α g 3
ẋ2 = − 2 x1 − x13 − 2 x2 − 2 x̄1 − x̄ = 0
l ml 6l ml l ml 6l 1
One can have 3 equilibrium states

Duffing oscillator: equilibria of the approximate NL model
g α g k
If we set l − ml 2
= 1, 6l = 1, ml 2
= η, we get
Automonous Duffing model: Equilibrium states:

ẋ1 = x2 −1 0 1
p1 = , p2 = , p3 = ,
ẋ2 = x1 − x13 − ηx2 0 0 0

Linear approximations around an
equilibrium

Review: linearization around an equilibrium
Let (x̄, ū) be an equilibrium for the NL invariant system
ẋ = f (x, u)
y = g (x, u)
Deviations: δx(t) = x(t) − x̄, δu(t) = u(t) − ū, δy (t) = y (t) − ȳ
First order Taylor expansion about the equilibrium:

f (x, u) ' f (x̄, ū) + Dx f (x, u)x=x̄ (x − x̄) + Du f (x, u)x=x̄ (u − ū)

u=ū u=ū
g (x, u) ' g (x̄, ū) + Dx g (x, u)x=x̄ (x − x̄) + Du g (x, u)x=x̄ (u − ū)

u=ū u=ū
 ∂f1 (x, u) ∂f1 (x, u) 

···
∂x1 ∂xn
. . .
Dx f (x, u) =   Jacobian with respect to the variables x
 
. . .
. . .
∂fn (x, u) ∂fn (x, u)
···
∂x1 ∂xn

One gets:

˙ ˙
δx = ẋ − x̄ = f (x, u) ' f (x̄, ū) +Dx f (x, u)x=x̄ δx + Du f (x, u)x=x̄ δu

u=ū u=ū
| {z }
=0

δy = −ȳ + y ' −g (x̄, ū) + g (x̄, ū) +Dx g (x, u)x=x̄ δx + Du g (x, u)x=x̄ δu

u=ū u=ū
| {z }
=0
Linearized system
Defining

A = Dx f (x, u)x=x̄ , B = Du f (x, u)x=x̄ , C = Dx g (x, u)x=x̄ , D = Du g (x, u)x=x̄

u=ū u=ū u=ū u=ū
the linearized system around the equilibrium (x̄, ū) is

˙ = Aδx + Bδu
δx
δy = C δx + Dδu
We hope state trajectories of the linearized system are good
approximations of x(t) − x̄ ... but this does not always happen
Example: (a): ẋ = x 3 , (b): ẋ = −x 3

˙ = 0 ⇒ δx(t) = x0
Linearized systems around x̄ = 0 are the same: δx
but NL systems have different behaviors
Case (a) Case (b)
1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
−0.2 −0.2
−0.4 −0.4
−0.6 −0.6
−0.8 −0.8
−1 −1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1 −1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1

Phase plane
For second-order systems it is possible to graphically study the projection
of trajectories in the plane (x1 , x2 ) that is called phase plane
Example
ẋ1 = −x1 + 0.5x2
ẋ2 = 0.5x1 − x2
0.8
0.6
0.4
0.2
x2
−0.2
−0.4
−0.6
−0.8
−1
−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1

x1

Some types of equilibria for second-order LTI systems
Autonomous LTI system
ẋ = Ax
The origin x̄ = 0 is always an equilibrium state

When x(t) ∈ R2 one can classify the behavior of state trajectories
using the eigenvalues λ1 , λ2 of the matrix A.
Complex eigenvalues with real part < 0

The origin is a stable focus
1.5
0.5
x2
−0.5
−1
−1.5
−2
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2

x1

Some types of equilibria for second-order LTI systems
Autonomous LTI system
ẋ = Ax
The origin x̄ = 0 is always an equilibrium state

When x(t) ∈ R2 one can classify the behavior of state trajectories
using the eigenvalues λ1 , λ2 of the matrix A.
Real eigenvalues and λ1 < 0 < λ2

The origin is a saddle
1.5
0.5
x2
−0.5
−1
−1.5
−2
−2 −1.5 −1 −0.5 0 0.5 1 1.5 2

x1

Equilibria of second-order NL systems
Idea: analyze the behavior of state trajectories around an equilibrium state
using the linearized system
Example: Duffing model for η = 1
NL system Linearized system
ẋ1 = x2 ˙ 1 = δx 2
δx
ẋ2 = x1 − x13 − ηx2 , η = 1 ˙ 2 = δx 1 − 3x̄12 δx 1 − δx 2
δx
T T
Around p1 = −1 0 and p3 = 1 0
√
1 3

0 1
Dx f = ⇒ Eigenvalues: − ± j
−2 −1 2 2
Can we conlude that p1 and p3 are stable foci ?

T
Around p2 = 0 0
√
5

0 1
Dx f = ⇒ Eigenvalues: − 1 ±
1 −1 2
Can we conlude that p2 is a saddle ?
1 From the state trajectories it

seems the answer is yes...
x2
−1
The analysis is local.
−2
−3
−4
−5
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5

x1
Duffing model: global behavior
1
x2
−1
−2
−3
−4
−5
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5

x1
Plots obtained with the MatLab program pplane
http://math.rice.edu/~dfield/
Subharmonics

Subharmonics
Duffing model with input

ẋ1 = x2
ẋ2 = x1 − x13 − ηx2 + u
η= 0.025, u(t) = 7.5 sin(t)
3
Subharmonics
2 Harmonics that are NOT present in the
1
input appear in the output (even in the
asymptotic régime)
x1
−1
−2
Impossible for asymptotically stable
−3
LTI systems (because of the
−4
0 10 20 30 40 50 60
frequency response theorem)
t

Chaos

Chaos
Duffing model with input
ẋ1 = x2
ẋ2 = x1 − x13 − ηx2 + u
η= 0.025, u(t) = 7.5 sin(t)
State trajectory x1 when x(0) = 0 and x(0) = 0 +

4
x1
x1 perturbato
3
2 Chaos
1
Huge sensitivity to initial
0
states.
−1
Simulations might be
−2
meaningless
−3
−4
0 10 20 30 40 50 60
Ferrari Trecate (DIS) t Nonlinear systems Advanced autom. and control 31 / 38
Limit cycles

Surge and rotating stall in jet engine compressors
Engine “de Havilland Goblin II”1
1
Picture from Wikipedia
Surge and rotating stall in jet engine compressors
Jet engine
NL model (dimensionless units)

B > 0 compressor angular speed (rotor)
x1 : compressor mass flow
ẋ1 = B (C (x1 ) − x2 ) x2 : plenum pressure rise
1 α: throttle angle
x1 − Fα−1 (x2 )

ẋ2 =
B
C (·): compressor charachteristic
Fα (·): throttle charachteristic

Analysis of equilibria
Computation of equilibria

0 = B (C (x̄1 ) − x̄2 )
(
x̄2 = C (x̄1 )
⇒ ⇒ Fα (x̄1 ) = C (x̄1 )
0 = 1 x̄1 − F −1 (x̄2 ) x̄1 = Fα−1 (x̄2 )
α
B
Equilibria for various throttle angle
10
9
0<α1<α2<α3 F F Fα
α α
8 1 2 3
6
x2
0
0 0.5 1 1.5 2 2.5 3 3.5 4
x1

Unstalled operating point
10
6
x2
0
0 0.5 1 1.5 2 2.5 3 3.5 4
x1
This is the desired behavior: stable equilibrium

Surge
10
6
x2
0
0 0.5 1 1.5 2 2.5 3 3.5 4
x1
Perturbation of the throttle charachteristic

Unstable equilibrium and stable limit cycle
Surge ⇒ dangerous pressure waves
Rotating stall
10
6
x2
0
0 0.5 1 1.5 2 2.5 3 3.5 4
x1
Perturbation of the throttle charachteristic + decrease of the angular

speed B of the compressor
Stable equilibrium but insufficient pressure ⇒ rotating stall !

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Nonlinear systems

Dipartimento di Ingegneria Industriale e dell’Informazione

Advanced automation and control

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 1 / 38

Advanced automation and control

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 2 / 38

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 3 / 38

Closed-books closed-notes written exam split in two parts

Total duration: ∼ 3h. No graphic or programmable calculators are allowed

Usually, registrations end 7 days before the exam date

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 5 / 38

Analysis vs. simulation

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 6 / 38

NL systems vs. linear systems

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 7 / 38

ẋ(t) = f (x(t), u(t), t) (1) x(t) ∈ Rn state

(1): state equation

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 8 / 38

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 9 / 38

ẋ(t) = f (x(t), u(t), t) x(t) ∈ Rn

A system is linear if f and g are linear functions of x and u

ẋ(t) = A(t)x(t) + B(t)u(t) A(t), B(t), C (t), D(t) matrices

Linear Time-Invariant (LTI) system

ẋ(t) = Ax(t) + Bu(t) A, B, C , D matrices

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 11 / 38

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 12 / 38

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 13 / 38

Duffing oscillator: equilibra for ū = 0

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 14 / 38

Linear approximation: sin(x1 ) ' x1

Either one or infinite equilibrium states

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 15 / 38

Approximation: sin(x1 ) ' x1 − x13 /6

One can have 3 equilibrium states

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 16 / 38

Automonous Duffing model: Equilibrium states:

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 17 / 38

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 18 / 38

Deviations: δx(t) = x(t) − x̄, δu(t) = u(t) − ū, δy (t) = y (t) − ȳ

First order Taylor expansion about the equilibrium:

 ∂f1 (x, u) ∂f1 (x, u) 

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 19 / 38

the linearized system around the equilibrium (x̄, ū) is

Example: (a): ẋ = x 3 , (b): ẋ = −x 3

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 21 / 38

−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 22 / 38

The origin x̄ = 0 is always an equilibrium state

Complex eigenvalues with real part < 0

−2 −1.5 −1 −0.5 0 0.5 1 1.5 2

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 23 / 38

The origin x̄ = 0 is always an equilibrium state

Real eigenvalues and λ1 < 0 < λ2

−2 −1.5 −1 −0.5 0 0.5 1 1.5 2

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 24 / 38

Can we conlude that p1 and p3 are stable foci ?

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 25 / 38

Can we conlude that p2 is a saddle ?

1 From the state trajectories it

−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5

−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5

Ferrari Trecate (DIS) Nonlinear systems Advanced autom. and control 28 / 38

State trajectory x1 when x(0) = 0 and x(0) = 0 +