Linearisation of Nonlinear Systems based on H.K.

Khalil
D Viswanath

Chapter 1 Non-Linear Systems

1.1 Overview-Nonlinear Feedback Control

Nonlinear feedback control tools include:(a) Linearisation (b) Gain Scheduling (c) Integral Control (d) Feedback Linearisation (e) Sliding Mode Control (f) Lyapunov Re-design (g) Back-stepping (h) Passivity-based Control and (j) High Gain Observers

Consider a dynamical system that is modeled by a nite number of coupled rst order ordinary dierential equations x 1 = f1 (t, x1 , ..., xn , u1 , ..., up ) x 2 = f2 (t, x1 , ..., xn , u1 , ..., up ) . . . x n = fn (t, x1 , ..., xn , u1 , ..., up ) where x i denotes the time derivative of xi u1 , ..., un are specied input variables x1 , ..., xn are the state variables that represent the memory that the dynamical system has of its past. Using vector notation, eqn.(1.2) can be rewritten as x = f (t, x, u) (1.2) (1.1)

i.e., the n-rst-order dierential eqautions are rewritten as one n-dimensional rstorder vector dierential equation. This is called the state equation where x is the state and u is the input. The output equation is sometimes assocaited with the state equation and given as y = h(t, x, u) (1.3)

thereby dening a q -dimensional output vector y that comprises variables of interest in the analysis of the dynamical system, for example, variables that can be physically measured or variables that are required to behave in a specied manner. Eqn.(1.2) and eqn.(1.3) are referred to as the state space or state model. The unforced state equation is given by x = f (t, x) in which u is not present explicitly. This does not necessarily mean that the input to the system is zero. It could be that the input has been specied as either a function of time i.e., u = (t) or a given feedback function of the state, i.e., u = (x) or both i.e., u = (t, x). 2 (1.4)

Substituting u = in eqn.1.2 eliminates u and yields an unforced state equation. A special case of eqn.1.4 occurs when the function,f , does not depend explicitly on t, i.e., x = f ( x) This system is said to be autonomous or time-invariant. The behaviour of an autonomous system is invariant to shifts in the time origin, i.e., changing the time variable from t to = t a does not change the right hand side of the state equation. If the system is not autonomous it is time varying. (1.5)

1.2

Equilibrium Points

An important concept in dealing with the state equation is the equilibrium point. A point x = x in the state space is said to be an equilibrium point of eqn. 1.4 if it has the property that whenever the state of the system starts at x, it will remain at x for all future time. For the autonomous system eqn.1.5, the equilibrium points are the real roots of the equation f (x) = 0 (1.6)

An equilibrium point could be isolated i.e., there are no other equilibrium points in its vicinity. There could be a continuum of equilibrium points also.

1.3

Linearisation

For linear systems, the state model eqn.1.2 and 1.3 takes the special form x = A(t)x + B (t)u y = C (t)x + D(t)u (1.8) (1.7)

The basis for analysis tools for the above systme is the superposition principle. In case of non-linear systems, superposition principle does not hold any longer. Since there are powerful tools for linear systems, the rst step in analysing a nonlinear system is usually to linearise it, if possible, about some nominal operating point and analyse the resulting linear model.

1.3.1

Limitations of Linearisation

There are two basic limitations of linearisation. Firstly, since linearisation is an approximation in the neighbourhood of an operating point, it can only predict the local behaviour of the non-linear system in the vicinity of that point. It cannot predict the non-local behavior far from the operating point. It cannot predict the global behavior throuighout the state space. Secondly, the dynamics of a non-linear system are much richer than the dynamics of a linear sytem. There are essentially non-linear phenomena that can take place only in the presence of non-linearity. Hence they cannot be described or predicted by linear models.

1.3.2

Examples of Nonlinear Phenomena

The following are examples of essentially non-linear phenomena:(a) Finite Escape Time. The state of an unstable linear system goes to innity as time approaches innity. However, the state of a non-linear system can go to innity in nite time. (b) Multiple Isolated Equilibriums. A linear system can have only one isolated equilibrium point; thus it can have only one steady-state operating point that attract the state of the systemirrespective of the initial state. A non-linear system can have more than one isolated equilibrium point. The state may converge to one of several steady-state operating points, depending on the initial state of the system.

(c) Limit Cycles. For a linear time-invariant system to oscillate, it must have a pair of eigen values on the imaginary axis. This is a non-robust condition which is almost impossible to maintain in the presence of perturbations. Also, the amplitude of the oscillation will depend on the initial state. In real life, stable oscillations must be produced by non-linear systems. There are non-linear systems that can go into oscillations of xed amplitude and frequency irrespective of the initial state. This type of oscillation is known as limit cycle. (d) Sub-harmonic, harmonic or almost-periodic Oscillations. A stable linear system under a periodic input produces an output of the same frequency. A non-linear system under periodic excitation can oscillate with frequencies that are sub-multiples or multiples of the input frequency. (e) Chaos. A nonlinear sytem can have a more complicated steady-state behavior that is not equilibrium or periodic oscillation. Such behavior is termed as chaos. Some of these chaotic motions exhibit randomness despite the deterministic nature of the system. (f) Multiple Modes of Behavior. An unforced system may have more than one limit cycle. A forced system with periodic oscillation may exhibit harmonic, sub-harmonic, or more complicated steadystate behavior, depending upon the amplitude and frequency of the input.

1.4

Study of Linear System Behavior about Equilibrium Point

The study of behavior of linear systems about the equilibrium point x = 0 is important because, in many cases, the local behavior of a non-linear system near an equilibrium point can be deduced by linearising the system about that point and studying the behavior of the resultant linear system. How conclusive the linearisation approach is depends on a great extent on how the various qualitative phase portraits of a linear system persist under perturbations.

Suppose A is a 2 2 matrix which has distinct eigen values. Consider A + A where A is a 2 2 real matrix whose elements have arbitrarily small magnitudes. From the perturbation theory of matrices, the eigen values of a matrix depend continuously on its parameters. Given any positive number there is a corresponding positive number such that if the magnitude of the perturbation in each element of A is less than then the eigen values of the perturbed matrix A + A will lie in open discs of radius centered at the eigen values of A. Thus any eigen value of A that lies in the open right half plane (positive real part) or in the open left half plane (negative real part) will remain in its respective half of the plane after arbitrarily small perturbations. On the other hand, eigen values on the imaginary axis, when perturbed, may go into either right half or left half of the plane, since a disc centred on the imaginary axis may extend in both halves no matter how small is.

Thus if the equilibrium point x = 0 for x = Ax is a node, forcus or a saddle point, then the equilibrium point for x = (A + A)x will be of the same type for suciently small perturbations. The situation is dierent if the equilibrium point is a center. Consider the perturbation of the real Jordan form in the case of a center 1 (1.9)

1 where is a perturbation parameter.

When is positive, the equilibrium point of the perturbed system is an unstable focus. When is negative, the equilibrium point is a stable focus. Thus node, focus and saddle equilibrium points are said to be structurally stable and center is not.

1.4.1

Example for Four Types of Equilibrium Points

Consider the four possible perturbations of the Jordan form 0

2

1 0

1 0

(1.10)

where can be positive or negative. The equilibrium points in these four cases are 1. Center 2. Focus 3. Node 4. Saddle Point respectively.

1.5

Qualitative Behavior Near Equilibrium Points

The qualitative behavior of a nonlinear system near an equilibrium point can be determined via linearisation with respect to that point. Consider a second order autonomous system x 1 = f1 (x1 , x2 ) x 2 = f2 (x1 , x2 ) Let p = (p1 , p2 ) be an equilibrium point of the nonlinear system. Suppose that the functions f1 and f2 are continously dierentiable. Since at equilibrium point f1 (p1 , p2 ) = f2 (p1 , p2 ) = 0 and expanding right hand sides of eqn.(1.12) using Taylor series x 1 = f1 (p1 , p2 ) + a11 (x1 p1 ) + a12 (x2 p2 ) + H.O.T x 2 = f2 (p1 , p2 ) + a21 (x1 p1 ) + a22 (x2 p2 ) + H.O.T 7 (1.12) (1.11)

where a11 = a12 a21 a22 f1 |x =p ;x =p x1 1 1 2 2 f1 |x =p ;x =p = x2 1 1 2 2 f2 = |x =p ;x =p x1 1 1 2 2 f2 = |x =p ;x =p x2 1 1 2 2 (1.13) (1.14) (1.15) (1.16)

We are interested in the trajectories near (p1 , p2 ). Hence we dene y1 = x1 p1 and y2 = x2 p2 . Thus the state equations become y 1 = x 1 = a11 y1 + a12 y2 + H.O.T y 2 = x 2 = a21 y1 + a22 y2 + H.O.T (1.17)

Neglecting higher order terms, y 1 = a11 y1 + a12 y2 y 2 = a21 y1 + a22 y2 or y =Ay where A= or A= or A= where
f x f1 x1 f2 x1 f1 x2 f2 | x2 x=p

(1.18)

(1.19)

a11 a12 a21 a22

(1.20)

(1.21)

f |x=p x

(1.22)

is called Jacobian matrix evaluated at equilibrium point. 8

1.6

Example

The Jacobian matrix of the function f (x) of the pendulum equation x 1 = x2 x 2 = 10 sin(x1 ) x2 is given by 0 1 f = x 10cos x1 1 tively the two matrices A1 = 0 1 10 1 (1.25) (1.24) (1.23)

Evaluating the Jacobian matrix at the equilibrium points (0, 0) and (, 0) yields respec-

with eigen values 0.5 j 3.12 and A2 = 0 1 10 1 (1.26)

with eigen values 3.7, 2.7. Thus the equilibrium point (0, 0) is a stable focus and the equilibrium point (, 0) is a saddle point.

1.6.1

Case when Equilibrium is a Center

If the Jacobian matrix has eigen values on the imaginary axis then the qualitative behaviour of the nonlinear state equation near equilibrium point is quite distinct from that of the linearised state equation.

Example-2 For the equation r = r3 = 1 9 (1.27)

the Jacobian is given by A= 3r2 0 0 0 (1.28)

The eigen values are 0, 3r2 and depending on the value of equilibrium changes i.e., if > 0 we get a stable focus and if < 0 we get a unstable focus.

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