Linearization of Nonlinear

System
Week 2 Session 2
 Linear Approximation of Nonlinear
Mathematical Model
• 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)

At normal operating condition, by Taylor series

 Linear Approximation of Nonlinear
Mathematical Model
• The
  derivatives are evaluated at . If the
variation is small, we may neglect the higher-
order terms in .

 
𝑦= ´𝑦 + 𝐾 ( 𝑥 − ´𝑥 )  
𝑦 − ´𝑦 =𝐾 ( 𝑥 − ´𝑥 )
 Linear Approximation of Nonlinear
Mathematical Model

If

At normal operating condition

 Linear Approximation of Nonlinear
Mathematical Model

The linear mathematical model of this nonlinear

system in the neighborhood of the normal operating
condition is then given by
 Stability of Nonlinear Systems
First Lyapunov method – linearization
To examine stability of nonlinear systems we have to use more complicated tools than
for linear ones.
The first step, which frequently works, is the method of linearization, sometimes called
first Lyapunov method. The principle is expanding of the right-hand side function in the
equation of motion around the fixed point into the Taylor series with neglecting of
higher order members.

~ f ~ 1  2
f ~
Taylor series f ( x)  f ( x )  ( x  x )  ( x  x ) 2
 ...
x 2! x 2

f
Neglecting the higher
f ( x)  f ( x )  ( x  ~
~ x)
order terms we obtain x

Being at an equilibrium point, we know, that f(x~)= dx~/dt = 0 , so

dx f
 f ( x)  ( x  ~
x)
dt x
Since the derivative of a constant is zero, then

d~
x d (x  ~
x ) dx
0  
dt dt dt

d (x  ~
x )  f 
and consequently    (x  ~x)
dt  x  ~x

The original system Linearized system

d ( x1  ~
x1 )  f1  ~  f1 
dx1
 f1 ( x1 , x2 ,...., xn )    ( x1  x1 )  ....    ( xn  ~
xn )
dt dt  x1  ~x  xn  ~x
dx2 d ( x2  ~
x2 )  f 2   f 
 f 2 ( x1 , x2 ,...., xn )    ( x1  ~x1 )  ....   2  ( xn  ~xn )
dt dt  x1  ~x  xn  ~x
.
.
dxn
 f n ( x1 , x2 ,...., xn ) d ( xn  ~
xn )  f n   f 
dt    ( x1  ~
x1 )  ....   n  ( xn  ~ xn )
dt  x1  ~x  xn  ~x
Now we have to distinguish between the Jacobian matrix of the original
system and the matrix for the linearized system at the specific fixed point, let’s
say Df and Df(x~).
While the Jacobian matrix of the original nonlinear system Df contains
variables and constants, the Jacobian matrix of the linearized system at the
fixed point Df(x~) contains just constants.

 f1 f1 f1   f1   f1   f1  

...     ...   
 x x2 xn   x1  ~x  x2  ~x  xn  ~x 
 1   f 2 
 f 2 f 2 f 2   f 2   f 2  
... ~     ...   
Df   x1 x2 xn  Df ( x )   x1  ~  x2  ~x  xn  ~x 
 ... ... ...   ...
x
... ... 
  
 f n f n f n    f n   f n  
...  f n    ...   
 x1 x2 xn   x1  ~x  x2  ~x  xn  ~x 
 Example of the system linearization
2 2
The system is defined by the set of
x 1  x1  x2  1
equations x 2  x1  x2
2 2
f1 ( x)  x1  x2  1  0
To find the fixed points of the system, we
have to solve equations f 2 ( x)  x1  x2  0
 1   1 
We find two fixed points:   2   0.7 and   2    0.7 
~
xA   ~
xB  
 1  0.7  1   0.7 
 2   2 

Then we can do necessary calculations for the Jacobian matrix

f1 f1 f 2 f 2
 2 x1 ;  2 x2 ;  1;  1
x1 x2 x1 x2
 Linear vs Nonlinear Properties

Free response
 Linear vs Nonlinear Properties
Forced response
Example
 Homework Week 2-1
• Problem 2-13
• Modelkan satu bagian dari kehidupan Anda di
kampus. Tentukan asumsi dan variabel yang
diperlukan.