Lecture 4 : Linearization

Modern Control systems

It Chivorn

Institute of Technology of Cambodia

I4GEE-EA, 2023

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 1 / 26
Table of Contents

1. Introduction

2. Linearization of Nonlinear Equation

3. Linearization of Differential Equation

One State Variable and One Input Variable
Linearization of Multistate Models
Generalization

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 2 / 26
 Introduction

Table of Contents

1. Introduction

2. Linearization of Nonlinear Equation

3. Linearization of Differential Equation

One State Variable and One Input Variable
Linearization of Multistate Models
Generalization

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 3 / 26
 Introduction

Introduction

▶ Most chemical process models are nonlinear, but they are often linearized to
perform a simulation and stability analysis.
▶ Linear models are easier to understand (than nonlinear models) and are necessary
for most control system design methods.
▶ Linearization can be used to give important information about how the system
behaves in the neighborhood of equilibrium points. Typically we learn whether the
point is stable or unstable, as well as something about how the system approaches
(or moves away from) the equilibrium point.
▶ The basic idea is that (in most circumstances) one can approximate the nonlinear
differential equations that govern the behavior of the system by linear differential
equations. We can solve the resulting set of linear ODEs, whereas we cannot, in
general, solve a set of nonlinear differential equations.

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 4 / 26
 Introduction

Generalization

Consider a general nonlinear model with n state variables, m input variables, and p
output variables
(
ẋ = f (x, u), State equation
y = g(x, u), Observation equation
n
x(t) ∈ R , u(t) ∈ Rm , y(t) ∈ Rp
Linearize around a steadystate operating point or an equilibrium point
x = xo + δx, δx : the change or perturbation from a steady-state value
( (
δ ẋ = Aδx + Bδu ẋ = Ax + Bu
→
δy = Cδx + Dδu y = Cx + Du

δx = x − xo , δy = y − yo , δu = u − uo

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 5 / 26
 Linearization of Nonlinear Equation

Table of Contents

1. Introduction

2. Linearization of Nonlinear Equation

3. Linearization of Differential Equation

One State Variable and One Input Variable
Linearization of Multistate Models
Generalization

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 6 / 26
 Linearization of Nonlinear Equation

Linearization of nonlinear function

To obtain a linear mathematical model for a nonlinear system, we assume that the
variables deviate only slightly from some operating condition. Consider a system whose
input is x(t) and output is y(t). The relationship between y(t) and x(t) is given by

y = f (x) (1)

Figure 1: Linear approximation

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 7 / 26
 Linearization of Nonlinear Equation

Introduction

If the normal operating condition corresponds to xo , yo then Equation may be

expanded into a Taylor series about this point as follows:

y = f (x)
∂f ∂2f (2)
= f (xo ) + (x − xo ) + (x − xo )2 · · ·
∂x xo ∂x2 xo

For linearization, 2nd and higher order terms can be ignored.

Therefore,
∂f
y = f (xo ) + (x − xo )
∂x xo

y − yo = k(x − xo ) (3)
∂f
δy = δx
∂x xo

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 8 / 26
 Linearization of Nonlinear Equation

Example 1

Example
π
Linearize the nonlinear function y = sin(x) at xo = then aproximate the sin(50o )
4
π π
value. if sin(45o ) = 0.7071, = 0.7853, and = 0.0872
4 36

Solution
we have linearize equation around operating point at xo
∂f
y = f (xo ) + (x − xo )
∂x xo

y = sin(xo ) + cos(xo )(x − xo )

∴ y = 0.7071 + 0.7071(x − π/4)
For 50o = π/4 + π/36
yn = sin(50o ) = 0.7071 + 0.7071 × π/36
= 0.7687
o
Using calculator sin(50 ) = 0.7660
error = |0.7687 − 0.7660| = 0.0027 = 0.27%
It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 9 / 26
 Linearization of Differential Equation

Table of Contents

1. Introduction

2. Linearization of Nonlinear Equation

3. Linearization of Differential Equation

One State Variable and One Input Variable
Linearization of Multistate Models
Generalization

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 10 / 26
 Linearization of Differential Equation One State Variable and One Input Variable

One State Variable and One Input Variable

▶ Consider a function with one state variable and one input variable

dx
= ẋ = f (x, u)
dt
▶ Using a Taylor Series Expansion for f (x, u)
" #
∂f ∂f
ẋ =f (xo , uo ) + (x − xo ) + (u − uo )
∂x xo ,uo ∂u xo ,uo
"
2 2
1 ∂ f ∂ f
+ (x − xo )2 + 2 (x − xo )(u − uo )
2! ∂x2 xo ,uo ∂x∂u xo ,uo
#
∂2f 2
+ (u − uo ) + · · ·
∂u2 xo ,uo

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 11 / 26
 Linearization of Differential Equation One State Variable and One Input Variable

One State Variable and One Input Variable

▶ Truncating after the linear terms

∂f ∂f
ẋ = f (xo , uo ) + (x − xo ) + (x − xo )
| {z } ∂x xo ,uo ∂u xo ,uo
zero
∂f ∂f
ẋ = (x − xo ) + (x − xo )
∂x xo ,uo ∂u xo ,uo
d
(x − xo ) =a(x − xo ) + b(u − uo )
dt
Therefore : δ ẋ =aδx + bδu where,
∂f ∂f
a= , b=
∂x xo ,uo ∂u xo ,uo

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 12 / 26
 Linearization of Differential Equation One State Variable and One Input Variable

One State Variable and One Input Variable

▶ If there is a single output that is a function of the state and input

y = g(x, u)
▶ Perform a Taylor series expansion and truncate high order terms

∂g ∂g
y =g(xo , uo ) + (x − xo ) + (x − xo )
∂x xo ,uo ∂u xo ,uo

∂g ∂g
y − yo = (x − xo ) + (x − xo ), yo = g(xo , uo )
∂x xo ,uo ∂u xo ,uo

∴ δy =cδx + dδu
∂g ∂g
Where, c = , d=
∂x xo ,uo ∂u xo ,uo

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 13 / 26
 Linearization of Differential Equation Linearization of Multistate Models

Linearization of Multistate Models

▶ Two-state system

ẋ1 = f1 (x1 , x2 , u)
ẋ2 = f2 (x1 , x2 , u), y = g(x1 , x2 , u)
▶ Perform Taylor series expansion of the nonlinear functions and neglect high-order
terms
∂f1 ∂f1 ∂f1
ẋ1 =f1 (xo , uo ) + (x1 − x1o ) + (x2 − x2o ) + (u − uo )
∂x1 s ∂x2 s ∂u s
∂f2 ∂f2 ∂f2
ẋ2 =f2 (xo , uo ) + (x1 − x1o ) + (x2 − x2o ) + (u − uo )
∂x1 s ∂x2 s ∂u s
∂g ∂g ∂g
y =g(xo , uo ) + (x1 − x1o ) + (x2 − x2o ) + (u − uo )
∂x1 s ∂x2 s ∂u s

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 14 / 26
 Linearization of Differential Equation Linearization of Multistate Models

Linearization of Multistate Models

Steady state operating point s = [x1o , x2o , uo ] and x = [x1 , x2 ]T

▶ For the linearization about the steady-state

f1 (x1 , x2 , u) = 0, f2 (x1 , x2 , u) = 0, g(x1 , x2 , u) = yo

dx1 d(x1 − x1o ) dx2 d(x2 − x2o )

= , =
dt dt dt dt
▶ We can write the differential equation

δ ẋ1 =a11 δx1 + a12 δx2 + b1 δu

δ ẋ2 =a21 δx1 + a22 δx2 + b2 δu
δ ẏ =c11 δx1 + c12 δx2 + d1 δu

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 15 / 26
 Linearization of Differential Equation Generalization

Generalization

Consider a general nonlinear model with n state variables, m input variables, and r
output variables

State variables
ẋ1 = f1 (x1 , · · · , xn , u1 , · · · , um )
..
.
ẋn = fn (x1 , · · · , xn , u1 , · · · , um )
(4)
Output variables
y1 = g1 (x1 , · · · , xn , u1 , · · · , um )
..
.
yp = gp (x1 , · · · , xn , u1 , · · · , um )

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 16 / 26
 Linearization of Differential Equation Generalization

Generalization

Elements of the linearization matrices

∂fi ∂fi
Aij = Bij =
∂xj xo ,uo ∂uj xo ,uo
(5)
∂gi ∂gi
Cij = Dij =
∂xj xo ,uo ∂uj xo ,uo

The Jacobian matrix of f is defined to be an n × m, denote by J, whose (i, j) th,

entry is
∂fi
Jij =
∂xj

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 17 / 26
 Linearization of Differential Equation Generalization

Generalization : Jacobian Matrix

The Jacobian matrix n × m represent

∂f
J(n×m) (f , x) = , x ∈ Rm , f ∈ Rn
∂x
∂(f1 , · · · , fn )
=
∂(x1 , · · · , xm )
∂f1
 
   ∂x 
∂f ∂f  . 
= ··· =  . 
 . 
∂x1 ∂xm  ∂f 
n
∂x
∂f1 ∂f1
 
···
 ∂x1 ∂xm 
 . .. .. 
 ..
= . . 

 ∂f ∂f 
n n
···
∂x1 ∂xm

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 18 / 26
 Linearization of Differential Equation Generalization

Linearization

Therefore,
( ( (
ẋ = f (x, u) δ ẋ = Aδx + Bδu ẋ = Ax + Bu
→ →
y = g(x, u) δy = Cδx + Dδu y = Cx + Du

δx = x − xo , δy = y − yo , δu = u − uo
n m
x(t) ∈ R , u(t) ∈ R , y(t) ∈ Rp
∂f ∂f
A = J(n×n) (f , x) xo ,uo
= , B = J(n×m) (f , u) xo ,uo
=
∂x xo ,uo ∂u xo ,uo

∂g ∂g
C = J(p×n) (g, x) xo ,uo
= , D = J(p×m) (g, u) xo ,uo
=
∂x xo ,uo ∂u xo ,uo

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 19 / 26
 Linearization of Differential Equation Generalization

Linearization

∂f1 ∂f1 ∂f1 ∂f1

   
··· ···
 ∂x1 ∂xn   ∂u1 ∂um 
 . .. ..   . .. .. 
 ..
A= . .   ..
B= . . 
 
 ∂f ∂f   ∂f ∂f 
n n n n
··· ···
∂x1 ∂xn xo ,uo ∂u1 ∂um xo ,uo

∂g1 ∂g1 ∂g1 ∂g1

   
··· ···
 ∂x1 ∂xn   ∂u1 ∂um 
 . .. ..   . .. .. 
 ..
C= . .   ..
D= . . 
 
 ∂g ∂g   ∂g ∂g 
p p p p
··· ···
∂x1 ∂xn xo ,uo ∂u1 ∂um xo ,uo

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 20 / 26
 Linearization of Differential Equation Generalization

Stability of State-Space Models

Definition
Equilibrium Point
An equilibrium point or fixed pointof a control system under constant control u0 is
defined by the property
ẋ = f (x, u0 ) = 0
In nonlinear systems, multiple equilibrium points can exist.
For example, the system

ẋ1 = x21 − u
ẋ2 = x1 x22 − x2 u

has 4 equilibrium points for u0 = 1. Find them.

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 21 / 26
 Linearization of Differential Equation Generalization

Linearization : Example

Example
Simple spring. With a mass at the end of a linear spring (rate k) we have the dynamics

mÿ = −ky

but with a ”leaf spring” as is used on car suspensions, we have a nonlinear spring – the
more it deflects, the stiffer it gets. Good model now is

mÿ = −k1 y − k2 y 3

which is a ”cubic spring”.

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 22 / 26
 Linearization of Differential Equation Generalization

Linearization : Example

Example

Figure 2: Leaf spring

Express the nonlinear a state-space representation for this model when m = 1 and
Linearize state-space model around the its equilibrium point.

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 23 / 26
 Linearization of Differential Equation Generalization

Linearization : Example

Solution
▶ The nonlinear equation
ÿ = −k1 y − k2 y 3 (6)
▶ state variable x = [x1 , x2 ]T , let x1 = y, x2 = ẏ
       
d x1 ẏ ẏ x2
= = 3 = 3 (7)
dt x2 ÿ −k1 y − k2 y −k1 x1 − k2 x1

⇒ ẋ = f (x)
▶ For the equilibrium points, we must solve: ẋ = 0 then,
p
ẏ = 0, k1 y + k2 y 3 = 0 ⇒ ye = 0, ye = ± 2 −k1 /k2

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 24 / 26
 Linearization of Differential Equation Generalization

Linearization : Example

Solution
▶ For the state space model, x1e = ye = 0, x2e = ẏe = 0

∂f1 ∂f1
 
   
0 1 0 1
A =  ∂x
 1 ∂x2 
∂f2 ∂f2 = 2 =
−k1 − 3k2 x1 0 x −k1 0

e
∂x1 ∂x2 xe
Therefore linearize around equilibrium point of nonlinear model,

δ ẋ = Aδx

where      
0 1 x1 y
A= , x= =
−k1 0 x2 ẏ

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 25 / 26
 Linearization of Differential Equation Generalization

THANK YOU ...

It Chivorn (ITC - GEE Department) Modern Control systems Oct, 22, 2023 26 / 26