Automatic Control III (Reglerteknik III) fall 2012

4. Nonlinear systems, Part 2

(Chapter 12)

Hans Norlander Systems and Control Department of Information Technology Uppsala University

REPETITION: EQUILIBRIA AND STABILITY 0 = (0 0 ) (0 0 ) equilibrium point

Nonlinear system: = ( ), Linearized model: = +

where

 (0 0 )  = 0 = 0
=

 (0 0 ) 

Let (0 ) be close to 0 and ()

stable if () 0 is small for all

0 , then (0 0 ) is 0 0 as

(globally) asymptotically stable if ()

(0 ))

unstable if it is not stable (Denitions 12.12) asymptotically stable/unstable if is asymptotically stable/unstable (Theorems 12.12)
Automatic Control III:4 part 2

Fall 2012

Page 1


Case 1:

STABILITY, EXAMPLE Case 2:

2 3 1 3 2

1 + 3 2

2 + 3 1

For both cases = 0 is a stationary point with

Fall 2012

1 0

eigenvalues

Theorems 12.12 does not apply what can be said about stability?

Automatic Control III:4 part 2

Page 2

STABILITY, EXAMPLE, contd

The equilibrium point can be a stable or unstable focus, or a center. The distance to the origin is

= Examine the squared distance: Set () = Case 1:

2

2 + 2 1 2

= 2 + 2 1 2

() = 21 1 + 22 2

() = 21 (2 3 ) + 22 (1 3 ) = 2(4 + 4 ) 1 2 1 2 () = 21 (2 + 3 ) + 22 (1 + 3 ) = 2(4 + 4 ) 1 2 1 2

Case 2: 0

The distance decreases for case 1, and increases for case 2.

Automatic Control III:4 part 2

Fall 2012

Page 3

STABILITY AND LYAPUNOV FUNCTIONS

Assume there is a function (), satisfying

( ) = 0

( )

0 for

=
 

() ()

 () =  1

Interpret () as a generalized distance from to . Along the solutions to the system = ()

(()) = (())() = (()) (())

Such a function is called a Lyapunov function.

Fall 2012

Automatic Control III:4 part 2

Page 4

STABILITY AND LYAPUNOV FUNCTIONS, contd

Theorem 12.3: If a Lyapunov function satisfying

(()) () = 0 for =

and ()

as

can be found, then the equilibrium point is globally asymptotically stable. Theorem 12.4: The rst condition can be replaced by: No solution to = () lies completely in the area where () () = 0. The tricky part is to nd the Lyapunov function!

Fall 2012

Automatic Control III:4 part 2

Page 5

STABILITY AND LYAPUNOV FUNCTIONS, contd

Let the properties of apply in a set

N

Md xo

: = : () Theorem 12.5: If (0) , then 0 as long as () . But the solution cannot leave . Hence, all solutions starting in
Introduce the subset will converge to the stationary point.
Automatic Control III:4 part 2

Fall 2012

Page 6

STABILITY AND LYAPUNOV FUNCTIONS, contd (

For the linear system

=
try the Lyapunov function

0 = 0 equilibrium)

() =
where is a positive denite matrix. Along the solutions (()) = () () + () () = ()( + )() = 0

If is a solution to the Lyapunov equation

then (()) = ()()

0 = 0 asymptotically stable.

Fall 2012

Automatic Control III:4 part 2

Page 7


STABILITY AND LYAPUNOV FUNCTIONS, contd Lemma 12.1: 1. If has all eigenvalues strictly in the left half plane, then for every matrix = 0 (or 0), there is a matrix = 0 (or 0) that satises the Lyapunov equation.

Fall 2012

2. If there are matrices = 0 and = 0 satisfying the Lyapunov equation, and ( ) is detectable, then has all eigenvalues strictly inside the left half plane.

Automatic Control III:4 part 2

Page 8

STABILITY AND LYAPUNOV FUNCTIONS, contd

Consider the nonlinear system

= + ()

() = ( )

Let have all eigenvalues in the left half plane, and let and be positive denite matrices fullling

Then () = is a Lyapunov function in an area around = also for the nonlinear system. (Theorem 12.6)

Fall 2012

Automatic Control III:4 part 2

Page 9

REPETITION: SMALL GAIN THEOREM (Theorem 1.1)

1 2

Assume 1 and stable if

2 stable. The closed loop system is input-output 1 2

1

Fall 2012

Automatic Control III:4 part 2

Page 10

THE CIRCLE CRITERION

Consider a linear system, with a nonlinear static feedback:

()

2
Assume (0) = 0 0

()
1

2
for = 0

( )

Direct application of small gain theorem guarantees stability if

2

sup

( )

which is too restrictive to be practical.

Automatic Control III:4 part 2

Fall 2012

Page 11


CIRCLE CRITERION, contd Set = and = 1+
1

+ 2
2

( ) = ( )

Fall 2012

Then

( )

Automatic Control III:4 part 2

Page 12

CIRCLE CRITERION, contd () + P +P

Reformulation of the closed loop system: +P

() ()

() ()

() Cancel each other

P +

Apply the small gain theorem for () = () 1+ () and ( ) = ( )

Fall 2012

Automatic Control III:4 part 2

Page 13


that is

CIRCLE CRITERION, contd

Applying the small gain theorem to the modied system description gives a sucient stability condition:

sup ( )
1 )

1 = ( )

( ( )

1 + ( )

Fall 2012

Interpretation: The curve 1 ( ) must not intersect the circle in the complex plane with center in and radius . More convenient and familiar if this can be reformulated to conditions on the Nyquist curve!
Automatic Control III:4 part 2

Page 14

THE NYQUIST CRITERION

Let be a semicircle with radius Im

() maps onto .
Im

()

Re Re

The Nyquist criterion: If encircles -1 times counter clockwise, the closed loop system has more poles in the RHP than () has. If encircles -1 times clockwise, the closed loop system has fewer poles in the RHP than () has.
Automatic Control III:4 part 2

Fall 2012

Page 15

CIRCLE CRITERION, contd

Theorem 12.7: Assume that () has no poles in the right half plane, ( ) and that (0) = 0, 1 2 for = 0. Then the closed loop system is input output stable if the Nyquist curve ( ), 0 does not enter, nor encircle the circle which intersects the negative real axis (perpendicularly) in 1 1 and 1 2 .
Im

1/k1 1/k

Re

Fall 2012

Automatic Control III:4 part 2

Page 16

CIRCLE CRITERION, contd () as long as () is

The circle criterion also applies for unstable stable. 5 Example: () = 5+2+ , 1 = 0 5, 2 = 2 2
2 1.5 1 0.5 0 0.5 1 1.5 2 3 2 1 0 1/k = 0
2

stable closed loop.

Im

1/k = 2
1

Re

Fall 2012

Automatic Control III:4 part 2

Page 17