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January 4, 2003
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Overview
January 4, 2003
Intelligent Control Lecture Series
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Multiple equilibrium points Limit cycles : oscillations of constant amplitude and frequency Subharmonic, harmonic oscillations for constant frequency inputs Chaos: randomness, complicated steady state behaviours Multiple modes of behaviour
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Autonomous Systems: the nonlinear function does not explicitly depend on time .
Afne System:
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Example: Pendulum:
! " $ $
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)
# $ %&'
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%&'
Exercise Identify the category to which the following differential equations belong to? Why? 1. 2. 3. 4. 5.
$
where
is an external input.
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$ 0 $
Intelligent Control Lecture Series Page 7
where functions are continuously differentiable. The equilibrium point this system is dened as
2 3 1 4 4
for
4
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What is linearization? Linearization is the process of replacing the nonlinear system model by its linear counterpart in a small region about its equilibrium point. Why do we need it? We have well stablished tools to analyze and stabilize linear systems.
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Linearization
The method: Let us write the the general form of nonlinear system as:
5 2 2 2 2 2 2 2 2 2 6 7 5
(1)
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5 2 2 2 2 2 2 2 2 2 6 7
. . .
2 2 2 2 2 2 2 2 2 6 6 7
5 5 6 5
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Linearization
7 9 4 @
such that
holds true.
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4 9
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Linearization
We now perturb the equilibrium state by allowing: and . Taylors expansion yields
A A B B B 4 4 A A B B A 4 4
5
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5 C C 2 2 2 A B A A B B A 4
Intelligent Control Lecture Series
B 4 A C
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4 B C
R GF F
S UVT S R GF E E I I I U E E I I P GF E E UG F I UG F U W Q P W Q Q H R R R R R R R R H
S U VT S
Linearization
I I I GF F HE E G D I P G I
E HE 4 B 4 A C A C
D E
4 B 4 A C
B C
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E HE E HE
. . .
. . .
P P
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Linearization
Note that
A 5 4 5 5 5 5 5 5 5 A A A
because Let
A 4
A 4 4
A 4 A C 5 4
A 4 B C 4
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Linearization
Similarly, if the outputs of the nonlinear system model are of the form
2 2 2 2 2 2 2 2 2 6 7 2 2 2 2 2 2 2 2 2
or in vector notation
` A B Y
. . .
X
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2 2 2 2 2 2 2 2 2 X
Intelligent Control Lecture Series Page 15
7
Linearization
Taylors series expansion can again be used to yield the linear approximation of the above output equations. Indeed, if we let
Y 4 Y Y
then we obtain
A B Y
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Linearization
Its solution is : . Whatever may be the initial state , the state will settle at as , which is the only equilibrium point that this linearized system has.
d e b ca a $
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Linearization
For various initial conditions, the system has two equilibrium points: and as can be seen in the following gure.
g
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Linearization
2 1.5 1 0.5
x0=0.5
x(t)=x0e-t/(1-x0+x0e-t)
X(t)
Time(seconds)
is a Stable while
H
p H a
p
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Lyapunov Stability Theory The concept of stability: Consider the nonlinear system Let an equilibrium point of the system be ,
q q
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We say that is stable in the sense of Lyapunov if there exists positive quantity such that for every we have
q r r s q q $ $ t a t r s u vt u vt
is asymptotically stable as
We call
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How to determine the stability or instability of without explicitly solving the dynamic equations? Lyapunovs rst or indirect method: Start with a nonlinear system
q
(we also
q
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where
R C R
is the Jacobian matrix of evaluated at contains the higher order terms, i.e.,
t t y
R wxR H C
and
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Then the nonlinear system is asymptotically stable if and only if the linear system is stable, i.e., if all eigenvalues of have negative real parts.
Intelligent Control Lecture Series Page 23
t t
Advantage: Easy to apply Disadvantages: If some eigenvalues of are zero, then we cannot draw any conclusion about stability of the nonlinear system. It is valid only if initial conditions are close to the equilibrium . This method provides no indication as to how close is close.
q
January 4, 2003 Intelligent Control Lecture Series Page 24
January 4, 2003
Suppose that there exists a function, called Lyapunov function, with following properties:
1. 2. 3.
q
, for
f u
along trajectories of
Intelligent Control Lecture Series
Denite Then, is asymptotically stable. The method hinges on the existence of a Lyapunov function, which is an energy-like function.
q 5 C I 5 C C C C C C I I I 6 C C C 6
January 4, 2003 Intelligent Control Lecture Series Page 26
Advantages: answers stability of nonlinear systems without explicitly solving dynamic equations can easily handle time varying systems can determine asymptotic stability as well as plain stability can determine the region of asymtotic stability or the domain of attraction of an equilibrium
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The characteristic root corresponds to the damping term but notice the existence of a root from the lack of a linear term in the spring restoring force. The linearized version of the system cannot recognize the existence of a nonlinear spring term and it fails to produce a non-zero characteristic root related to the restoring force.
$
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Lets look at Lyapunov based approach. Consider the state space model
$ q g " 0 f
g
for all
.
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is
C
C $ $ $
is asymptotically stable.
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Disadvantage of Lyapunov based Approach There is no systematic way of obtaining Lyapunov functions Lyapunov stability criterion provides only sufcient condition for stability.
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References 1. Nonlinear Systems, Hassan K. Khalil, Third Edition, Prentice Hall. 2. Applied Nonlinear Control, J. J. E. Slotine and W. Li, Prentice Hall 3. Nonlinear System Analysis, M. Vidyasagar, Second Edition, Prentice Hall
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where
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Then we have
@ @ @ @ @ @ @ @ @ @ $
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@ $
If the matrix is positive denite, then the system is asymptotically stable. Therefore, we could pick , the identity matrix and solve
@ $
for
and see if
is positive denite
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Note: The usefulness of Lyapunovs matrix equation for linear systems is that it can provide an initial estimate for a Lyapunov function for a nonlinear system in cases where this is done computationally. Furthermore, it can be used to show stability of the linear quadratic regulator design.
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LaSalle-Yoshizawa Theorem Let be an equilibrium point of . Let be a continuously differentiable, positive denite and radially unbounded function such that
C $
where is a continuous function. Then, all solutions of are globally uniformly bounded and satisfy
y e
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In addition, if is positive denite, then the equilibrium is globally uniformly asymptotically stable.
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More Examples We will discuss three examples that demonstrate applications of Lyapunovs method, namely 1. How to assess the importance of nonlinear terms in stability or instability. 2. How to estimate the domain of attraction of an equilibrium point. 3. How to design a control law that guarantees global asymptotic stability
January 4, 2003 Intelligent Control Lecture Series Page 41
$
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, the second by
q
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Since the characteristic roots are purely imaginary, we can not draw any conclusion on the stability of the nonlinear system. Now we resort to Lyapunov based approach. Choose the Lyapunov function to be the sum of the kinetic and potential energy of the linear system
January 4, 2003 Intelligent Control Lecture Series Page 44
5b R $ R g % R R R R
&
We see that
for all
. Then
$
f $ $ $
$
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Therefore, we see that b if if , the system is asymptotically stable , the system is unstable
b
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u f
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Example .2 Suppose we want to determine the stability of the origin of the nonlinear system (Show that this is the equilibrium of the system.),
$ $ $
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The easiest way to show the stability is by linearization. The linearized form of the system is
$ g g $ g g $
We can see that the system is stable. Wait! since this result is based on linearization, it says that if initial condition is close to the equilibrium point
January 4, 2003 Intelligent Control Lecture Series Page 48
then the solution will tend to the equilibrium as . To nd how close is close we need to get an estimate of the domain of attraction. We can do this by using Lyapunov theory.
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$ "
January 4, 2003
" $ $ 0 $ g
Intelligent Control Lecture Series
$ $ "
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This means that the domain of attraction of the equilibrium is a circular disk of radius 1. As long as the initial conditions are inside the disk, it is guaranteed that the solution will end up at the stable equilibrium. In case, the initial conditions lie outside the disk then convergence is not guaranteed.
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Note: It should be mentioned that the above disk is an estimate of the domain attraction based on the particular Lyapunov function we selected. A different Lyapunov function could have produced a different estimate of the domain of attraction.
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Now we want to nd a control so that tracks a desired trajectory . Dene . Then above equation may be written as error dynamic equation
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! b
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b % #
assume
This implies that and . But, it does not imply that . Substituting the control into error dynamic equation, we get
! b b b ! b b b X
$ b u b X
f
.
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Intelligent Control Lecture Series
to stabilize
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by taking
$
$
Thus we obtain
$ $
$ e e
f $ $ g 0 e 9 $ $ $ g 0 e
Intelligent Control Lecture Series
8 $ 8
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9
we get Hence with this control law, the origin is globally asymptotically stable.
January 4, 2003 Intelligent Control Lecture Series Page 60
$ e f $ $
References
1. Nonlinear Systems, Hassan K. Khalil, Third Edition, Prentice Hall. 2. Applied Nonlinear Control, J. J. E. Slotine and W. Li, Prentice Hall 3. Nonlinear System Analysis, M. Vidyasagar, Second Edition, Prentice Hall
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