Non-Linear Systems Analysis

Dr. Iftikhar Ahmad Rana

Recommended Books
Applied Nonlinear Control
by Jean-Jacques E. Slotine &Weiping Li
 Introduction
• This book presents vrious tools for analysis of NL systems,
• Theoratical results are less expensive ways of exploring system’s
characteristics
• Simulation results though very important in NL control but has to
be guided by theory, blind simulation of NL systems may be
misleading, because of richness of behaviors of NL systems
depending upon Ics and inputs.
• Design of NL controllers are based on some analysis techniques,
its almost impossible to master design techniques without first
studying the analysis tools
• They allow us to assess control design after they have been made,
if good, they may suggest directions of modifying the control
designs.
• No universal technique for analysis of NLC systems.
• In LC one can analyze a system in time/frequency domains
• In NLC systems, none of these standard approaches work,
since their direct solution is impossible and frequency domain
transformations (FT) don’t apply.
• So serious efforts to develop appropriate tools have been
made.
 PHASE PLANE ANALYSIS

• Is a graphical method for studying the 2nd

order system,
• The idea is to generate, in state space (a 2D
plane called phase plane), motion trajectories
corresp to various Ics and then to examine the
qualitative features of the trajectories,
• Which gives info regarding stability etc
 Properties

• It allows to visualize the behavior of NL system (without

solving analytically) starting from any Ics. Which gives info
regarding stability etc
• Not restricted to small/smooth Nlties but for strong/hard
Nlties as well.
Fundamental Disadvantage,
• Restriction to 2nd order (or 1st order) systems because
graphical study of higher oder systems is computationally and
geometrically complex.
 Concept of Phase Plane Analysis
•Phase
  Portraits
• Phase plane analysis is concerned with the graphical study of 2nd order
autonomous system given by

Where and are the states of the system and and are the NL functions.
• State space of this system is a plane having as coordinates
• Family of phase plane trajectories
 Exp: Phase Portrait of Mass-Spring System

•  
Its governing eq. is a linear D.Eq.

Assume mass is initially at rest at length , then

k=1 m=1

Eliminating , we get eq. of trajectories as  𝒙

˙
This reprsents a circle in the phase plane.
Corresp to different Ics, circle of diff radii
can be obtained. Plotting these circles on  𝒙
phase plane, phase portrait of mass-spring
system can be obtained
• Advantage is, the nature of system’s response corresp to various Ics is directly
•  displayed on phase plane.
• We see that the system trajectories neither converge to origin nor diverge to
infinity, they simply circle around origin (marginal stability)
A major class of 2nd order Deq. is

In state space, with

Most 2nd order systems such as mass-damper spring systems in mechanics,

resistor-coil-capacitor system in electrical engg. can be represented/transformed
to this form.
 Singular Points
•i.e.  . Eq. (2.1) becomes
Is an eq. point in the phase plane (where the system states can stay forever)

The values of equilibrium states can be obtained by solving above eq.

• For linear system there is usually one singular point (although there can be
continuous set of singular pts as in for which all pts on real axis are sing
pts)
• A NL system may have more than one isolated sing pts. E.g.
•Example:
  Consider the  𝒙
˙
system Cg area
9
Whose phase portrait is 6
System has two sing pts (0,0) and -6 -3 3 3 6
(-3,0)  𝒙
-3 Fig. 2.2
^2
-6
Dgt area
Motion patterns of the system -9
To infinity
trajectories in the vicinity of both
have different nature.
Trajectories move towards the pt
(0,0) which is stable and away
from pt (-3,0) which is unstable
 Why Eq pt of 2nd order system called singular pt

•   slope of phase trajectories passing through is

The

With and to be single valued, there is usually a definite value of this slope at
any pt in phase plane (PP), so that phase trajectories don’t intersect. At
singular pt however, slope = 0/0 (indeterminate), many trajs may intersect.
This indeterminacy of slope accounts “singular”.
Singular pts are very important features in PP, reveal great info, stability etc
Although PP method developed for 2nd order system but may be applied for
analysis of 1st order system of form

Idea is still to plot vs in PP, difference is phase portrait (PPT) composed of

single trajectory.
 Expample: 1st order system
•    𝒙
˙
Has 3 sing pts,
PPT is a single traj.
The arrows denote the Stable
direction of motion and
-2 2
whether they point towards  𝒙
left or right at a particular pt is
determined by the sign of at
that pt. Unstable Unstable
PPT shows that the eq. pt
is stable and other two are
unstable.
 Symmetry in PP Portrait
• If PPT is sym w.r.t. axis, one needs to study only half of it
•  
• If PPT is sym w.r.t. both axis, one needs to study only ¼ th of it
• We can determine the symmetries by examining the system eq. (say)

Put , , above eq. becomes

then its slope is of form
Sym of PPTs implies sym of slopes (equal in absolute value but opp in sign)
Sym about axis: Condition is = i.e. is even in
e.g. mass-spring system whose PPT is sym about
Sym about axis: Condition is = e.g. mass-spring system
Sym about origin: Condition is =
 Construction of Phase Portraits
Today PPTs are routinely computer-generated. Many method of construction
of PPTs
• Analytical method: Involves analytical solution of system’s D.Eqs. Useful
for some special NL systems, particularly peice-wise linear systems whose
PPTs can be constructed by piecing together the PPTs of related linear
systems.
• Method of Isoclines: is a graphical method which can conveniently be
applied to construct PPTs for systems which can’t be solved analytically
(viz a common case)
 Analytical method:
•  they lead to a functional relation bet two phase variables in the form
There are two techniques for generating phase plane portraits analytically;

Where constant , represents the effects of Ics (and possible of external output
signals). Plotting this relation in PP for different Ics yields PPT.
(i) First technique involves solving eqs. (2.1) for as a fun of i.e.
,
Then eliminating from them, leading to functional relation like
,
This technique is already in PPT of spring-mass system (slide7)
•2nd  Technique
Involves directly eliminating by noting that
then solving it for functional relation bet . Let us use it to solve mass-spring
equation eq. again.
Example: Mass-spring system
By noting that

Above eq. becomes , which on integration yields

Note that 2nd technique is more straight forwards in generating the eqs. for
phase plane trajectories
 Example for piece-wise linear systems:
A satellite control system

𝜃
  Jets Satellite
𝜃  𝑑 =0
Antenna U u 1 𝜽 ˙   1
 𝑝
𝜃
 
 𝑝
- -U

•  
Left fig is a rotational unit inertia controlled by a pair of thrusters, which can
provide either a +ve constant torque U or –ve torque –U;
Purpose of control system is to maintain the satellite antenna at a zero angle
by appropriately firing the thrusters.
Mathematical model of satellite is

Where u is torque provided by thrusters and is the satellite angle.

 Let us examine on the PP the behavior of control system when thrusters are
fired according to the control law

Which means that the thrusters push in the counter-clockwise direction if

and vice versa.
Consider the PPT when thrusters provide +ve torque .

Which implies that

Therefore phase trajectories are family of parabolas defined by

Where is constant. The corresponding PPT is shown

 Satellite control using on-off thrusters

𝒙 ˙
𝒙 ˙
u=U u=-U

𝒙  𝒙 

When thrusters provide +ve torque U  When thrusters provide –ve torque –U
Complete PPT of the closed-loop control system can be obtained simply by
connecting the trajectories on the left half of left fig with those on the right half
of the PP in fig right.
Switching line: control input and thus phase trajs are switched on this line.
It is interesting to see that starting from a non zero initial angle, the satellite
will oscillate in periodic motions under the action of jets.
So the system is marginally stable similar to mass-spring system.

𝒙 ˙

u=U u=-U

𝒙 
Parabolic
trajectories
Switching line
 The Method of Isoclines
The term isocline derives from the Greek words for ”same slope.”

•  
An isocline is the locus of the points with a given tangent slope which with
slope is defined to be

This is to say that the pts on the curve all have same tangent slope .
Two steps to generate PP
1. A field of directions of tangents to the trajectories is obtained
2. PP Trajs are formed from the field of directions.
  
Let us explain method of isoclines on mass-spring system

•  
The slope of trajectories can easily be seen to be
, above eq. becomes

So the isocline eq. for slope is

i.e. a st. line. Taking different values of slope , a lot of short lines (isoclines)
can be drawn and a field of tangents to trajectories are generated
To obtain trajectories from the field of directions, we assume that the tangent
slopes are locally constant. So the trajs starting from any pt in the plane can
be found by connecting a sequence of line segments.
Exp: Van der Pol eq.  
 An isocline with slope is

So the pts on the curve

have the same slope .

Different isoclines can be obtained for diff
Short line segments are drawn on the isoclines to generate a field of tangent
directions.
In the PPT, there exists a closed curve and the trajs starting from both outside and
inside converge to this curve called Limit Cycle.
PPT for Van der Pol eq. 𝒙
 𝟐 𝜶  =𝟎 𝜶=−𝟏
 
𝜶  =𝟏 𝜶=−5
 
Trajectory
𝒙
 𝟏
−2
  2
 
Limit cycle

Isoclines

•equals
Note that same scale should be used for both and axes, so that the derivative
  the geometric slope of trajectories
Since we have assumed that the slope of PP trajs is locally constant, more
isoclines should be plotted in the regions where slope varies quickly, to improve
accuracy
 Determining Time from PPT
•be needed
Note that time does not explicitly appear in PP having as coords which may
  some times. E.g.
• knowing time history of system states starting from specific initial pt.
• To know how long it takes for the system to move from one pt to another
in PP traj.
Obtaining time from
In a short , the change of is approx.
where is velocity corresp. to increment
For a finite , the average value of velocity during a time increment should be
used to improve accuracy. Above eq. gives the corresp time increment
•traj,  one should divide the corresp part of the traj into a no. of small
So to obtain the time corresp to the motion from one pt to another along a

segments (not necessarily equally spaced), find time associated with each
segment and then add up the results.
To obtain time history of states corresp to a certain IC, one simply computes
the time for each pt on the phase traj and then plots w.r.t. and w.r.t.
Obtaining time from
Since , we can write , therefore
Where corresp to and corresp to .
So if we plot a PP portrait with new coords and , then area under the
resulting curve is the corresp time interval.
 Phase plane analysis of linear systems
• NL systems bahave similar to a linear system around each equilibrium pt.
•  
• The general form of 2nd order system is

Or

Differentiating and using , leads to

Or simply
  
(2.10)

•  
To obtain the PPT of above linear system, we first solve it for time history
+ for
+ for
Where the constants are the solutions of the characteristic eq.

The roots explicitly are

,
For linear systems (2.10), there is only one singular pt (for ) i.e. origin.
However trajs in the vicinity of this singularity pt can display quite different
characteristics, depending upon the values of . Following cases occur
1. are both real, have same sign
2. are both real, have opposite sign
3. are complex conjugates with non-zero real parts
4. are complex conjugates with real parts equal to zero.
We discuss each of 4 cases briefly
 Stable or Unstable Node
•  
If e-values are –ve, signty pt is called stable node as both and converge exp to 0.
If e-values are +ve, signty pt is called unstable node as both and divg from 0 exp.
Since e-values are real, so there is no oscillation in the trajectories.

𝒋  𝝎  𝒙
˙
Stable Node
×
  ×
  𝝈
   𝒙

𝒋  𝝎 Unstable Node  𝒙
˙

×
  ×
 
𝝈
   𝒙
 
Saddle Point

Origin is saddle Point

 𝒙
˙
 𝒋 𝝎

 ×  ×
 𝝈  𝒙
 Stable or Unstable Focus
•  
If real part of e-values is –ve, signty pt is called stable focus as both and convge to 0.
System trajs encircle the origin one/more times before coverging to it unlike stable node
If real part of e-values is +ve, signty pt is called unstable focus as both and dge to inf.

𝒋  𝝎  𝒙
˙
× Stable Focus
 
×
 
𝝈
   𝒙

𝒋  𝝎  𝒙
˙
× Unstable Focus
 
×
 
𝝈
   𝒙
 Center Point
Name because all trajectories are ellipses and singularity point is their center.
Phase portrait of mass-spring system belongs to this category.

 𝒙
˙
 𝒋 𝝎

 ×

 𝝈  𝒙
 ×

Note stability characteristics of linear systems are uniquely determined by the nature of
their singularity point which is not the case with the NL systems.
Plane phase analysis of NL systems
Plane phase analysis of NL systems is related to linear systems because local
bahavior of a NL system can be approximated by the behavior of a linear system.
Yet, NL systems can display much more complicated patterns in PP, such as multiple
eq. pts, limit cycles etc.

Local behavior of NL systems:

In PPT of fig. 2.2 (slide 10), in contrast to linear systems, there are two singular pts,
(0,0) and (-3,0).
However the features of phase trajs in their nhd look very much like those of linear
systems with first pt corresp to stable focus and the 2nd to a saddle point.
This similarity in the local region of each singular pt can be formalized by linearizing
the NL system.
•original
If the singular pt of interest is not at origin, by defining the difference bet
  state and singular pt as a new state variable, one can always shift the
singular pt to the origin.
So without loss of generality we can consider eq.

with a singular pt at origin. Using Taylor series, we can write eq. (2.1) as

Where and are higher order terms which may be neglected in the vicinity of
origin and therefore the NL system trajs satisfies the linearized eq.

As a result, the local behavior of the NL systemcan be approximated by the

patterns shown in figs for linear case.
 Limit cycles
• In the PP of the NL Van der Pol eq. fig (slide 24), system has unstable
node at origin.
• There is a closed curve in PPT, trajs tend to it from inside and outside,
while motion started on this curve will stay on it forever, encircling
periodically around the origin…..called Limit cycle.
• It is closed, indicating periodic nature of motion and isolated, indicating
limiting nature of cycle (with nearby trajs converging or diverging from
it).
• Mass-spring-damper system (exp 2.5, slide 7) or satellite system (slide
22) are not limit cycles.
Depending upon motion patterns of trajs in the vicinity of limit cycle, one
can distinguish their 3 kinds.
•   limit cycle:
Stable
All trajs in the vicinity of limit cycle converge to it as , e.g. Van der Pol eq.
Unstable limit cycle:
All trajs in the vicinity of limit cycle diverge from it as
Semi-Stable limit cycle:
Some of the trajs in the vicinity of limit cycle converge to it, while others diverge
from it as

 𝒙𝟐  𝒙𝟐  𝒙𝟐

 𝒙𝟏  𝒙𝟏  𝒙𝟏

Stable limit cycle Unstable limit cycle Semi-stable limit cycle

 Example: Stable, unstable and semi-stable limit cycles

•  
Introducing polar coords , eq. (a) becomes
,
When the state starts on the unit circle, , , therefore the state will circle around the
origin.
When , then , state tends to circle from inside.
When , then , state tends to circle from outside
Therefore the unit circle is a stable limit cycle.
•  
This can also be concluded by examining the analytical solution of eq. Which
for

is

When t goes to infinity, then r goes to 1, whatever the value of is , whether >
1 or < 1

Part (b) is unstable limit cycle and part (c) is semi-stable limit cycle
 Existance of limit cycles
•  
Prediction of existence of limit cycles is of great importance in control engg.
First theorem provides a relationship bet limit cycle and no. of singular pts it encloses.
N is no. of nodes, centers and foci enclosed by a limit cycle,
S is no. of enclosed saddle pts.
Poincare/Index Theorem: If a limit cycle exists in the 2nd order autonomous system
(2.1), then N=S+1
Inference from it is, a limit cycle must enclose at least on eq. pt.
Poincare-Bendixson Theorem: If a traj of the 2nd order autonomous system remains
in a finite region , then one of the following is true
a. The traj goes to an eq. pt.
b. The traj tends to an asymptotic stable limit cycle
c. The traj itself is a limit cycle.

3rd Theorem provides a sufficient condition for the non-existence of limit cycle
•  
Bendixson Criterion:
For the NL system (2.1), no limit cycle can exist in a region of the phase
plane in which does not vanish and does not change sign.
Example: consider the NL system
Since at eq. pts
=
Which is always strictly +ve (except at origin), the system does not have any
limit cycle anywhere in PP.
• The
  set of equilibrium points is equal to the
set of real solutions of the equation f(x) = 0.
• : isolated equilibrium point
• : infinitely many equilibrium points
• : infinitely many equilibrium points in a finite
region
 Linear Systems
•• Linear Systems satisfy the following 2 properties:
 
1. Homogeneity: f(ax) = af(x), for all a belongs to R
2. Super-position: f(x + y) = f(x) + f(y), for all x; y belongs to
• For example, consider the system given by the linear differential
equation:
= , where .
Then the solution is given by

Note that the expression for is linear in the initial condition and
in the control function Nonlinear systems are those systems that do not
satisfy these nice properties.
As we move from linear to nonlinear systems, we shall
face a more difficult situation. The superposition principle
no longer holds, and analysis tools necessarily involve
more advanced mathematics.
Most importantly, as the superposition principle does not
hold, we cannot assume that an analysis of the behavior
of the system either analytically or via simulation may be
scaled up or down to tell us about the behavior at large or
small scales.
These must be checked separately.