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TTK4150 Nonlinear Control Systems

Lecture 3
Phase portraits and Limit cycles
+
Stability and stability analysis
of equilibrium points
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Announcement
Guidance: Guidance has moved to S1!
Thursday between 16.15 and 18.00
Handing in:
The deadline is at 16.00 on Wednesdays
(check its learning)
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Previous lecture
Existence and uniqueness of solutions of IVP (Lipschitz
conditions)
Comparison lemma (analysis of differential inequalities)
Phase plane analysis
Analytical method
Vector field diagram
Computer simulations
Qualitative behaviour near equilibrium points (node, focus, saddle,
centre)
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Todays goals
Phase plane analysis continued
Periodic solutions and limit cycles
Be able to describe what a limit cycle is (and how it differs from the
periodic solutions about a centre point)
Be able to tell whether a periodic solution may or may not exist for
a two-dimensional system
Be able to describe a control problem and how the need for
stabilization of equilibrium points arises in regulator and servo
problems
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Todays goals cont.
For autonomous systems:
Know and understand the definitions of stability, convergence,
asymptotic stability, and exponential stability of an
equilibrium point.
Know the difference between local and global asymptotic
(exponential) stability
Be able to use phase portraits to analyze the stability properties
of an equilibrium point
Be able to use Lyapunovs indirect and direct methods to
analyze stability properties of an equilibrium point
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Literature
Khalil Chapter 2, Section 2.6 (Limit cycles)
Chapter 4, Section 4.1, (Stability)
Chapter 2, Section 2.3
Section 4.3 Theorem 4.7,
Section 4.7 Corollary 4.3
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Phase plane analysis continued
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How to do phase plane analysis
1) Find the equilibria of the system
2) Classify the (isolated) equilibria in order to
understand the system behaviour near the equilibria
(this will guide you in the next step)
3) Construct a phase portrait using
a) the analytical method
b) a vector field diagram
c) computer simulations
4) Try to find possible periodic solutions and limit cycles
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Example: pendulum equation
1) Find equilibria of the system
2) Classify the (isolated) equilibria
3) Construct a phase portrait using
a) the analytical method (becomes difficult)
b) a vector field diagram
c) computer simulations
4) Periodic solutions (none)
1 2
2 1 2
sin
x x
x a x bx
=
= ! !
&
&
!
1
2
x
x
!
!
=
=
&
0, 0 a b > >
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Example: electronic oscillator
1) Unique equilibrium at the origin
(unstable focus)
2) Attractive isolated periodic orbit
2 2
1 2 1 1 2 1
2 2
2 1 2 1 2 2
(1 ) ( )
(1 ) ( )
x x x x x f x
x x x x x f x
= + ! ! =
= ! + ! ! =
&
&
Are there tools to say if there is or there is no a periodic orbit?
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Periodic solutions and limit cycles
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Limit cycles (non-trivial isolated periodic orbits)
Examples:
- motion systems with friction, electronic oscillator
Criteria for detecting the presence or absence of periodic orbits:
1. Poincar-Bendixson criterion
2. Bendixson (negative) criterion
3. Index method (self study in Khalil)
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Limit cycles (non-trivial isolated periodic orbits)
Electronic oscillator:
2 2
1 2 1 1 2 1
2 2
2 1 2 1 2 2
(1 ) ( )
(1 ) ( )
x x x x x f x
x x x x x f x
= + ! ! =
= ! + ! ! =
&
&
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Poincar-Bendixson Criterion (Lemma 2.1)
Consider the system
Let M be a bounded, closed subset of the plane such that
M contains no equilibrium points of the system, or it
contains only one equilibrium point with the property that
the eigenvalues of the Jacobian matrix at this point have
positive real parts (unstable focus or unstable node)
Every trajectory starting in M stays in M for all future
time (i.e. M is a positively invariant set)
Then M contains a periodic orbit of the system.
2
) ( ! " = x x f x&
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Limit cycles (non-trivial isolated periodic orbits)
Electronic oscillator:
2 2
1 2 1 1 2 1
2 2
2 1 2 1 2 2
(1 ) ( )
(1 ) ( )
x x x x x f x
x x x x x f x
= + ! ! =
= ! + ! ! =
&
&
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Bendixson (negative) Criterion (Lemma 2.2)
Consider the system
If, on a simply connected region D of the plane, the
expression
is not identically zero and does not change sign, then the
system has no periodic orbits lying entirely in D
2
) ( ! " = x x f x&
1 1
1 1
( ) ( )
f f
x x
x x
! !
+
! !
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Poincar-Bendixson Criterion
Henri Poincare (1854-1912)
(France)
Ivar Otto Bendixson (1861-1935)
(Sweden)
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Stability and stability analysis of
equilibrium points
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Control problem
Given a physical process with inputs (actuators) and
outputs (sensors)
Given a set of specifications of the desired system
behaviour
Model the physical plant by a set of differential
equations
Design a control law such that
the closed-loop system behavior Analysis
is according to the specifications
Implement the control law
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Specifications of nonlinear system behaviour
Regulator problem
Given x
ref
, a constant set-point
Tracking/Servo problem
Given x
ref
(t), a trajectory to track
Limit cycles
Generate, eliminate, amplitude, frequency,
stability
Usual requirement:
guarantee existence and stability of the desired behaviour
ref
x
( )
ref
x t
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Examples
Regulator problem
ref
x
( )
ref
x t
Tracking problem
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Stability formulation of a control problem
Desired behaviour
( )
ref
x t
!
x = f (x, u, t) Control system
( )
ref
x t
Control law
!
u = g(x, x
ref
(t), t)
!
x = f (x, g(x, x
ref
(t), t), t) =: F(x, t)
Desired properties of (CL)
is a solution of (CL)
If is close to then remains close to
Convergence:
!
x
ref
(t
0
)
!
x(t
0
)
!
x(t)
!
x
ref
(t)
!
x(t) "x
ref
(t)
!
x
ref
(t)
!
x
ref
= F(x
ref
, t)
Closed-loop system (CL)
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Stability formulation of a control problem
Regulation error
Closed-loop system
Error dynamics (ED)
!
de
dt
= F(e + x
ref
(t),t) " F(x
ref
(t), t) =: F (e, t)
has the following properties
is a solution of (ED)
If is small, then remains small
Convergence:
!
e(t
0
)
!
e(t) "0
!
e(t) " 0
!
t
0
!
x = F(x, t)
!
e = x(t) " x
ref
(t)
!
e(t)
How can we analyze these stability properties of the system?
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Alexander M. Lyapunov
1857-1918, Russia
Lyapunov stability properties
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Stability definitions (for autonomous systems)
Stability (Local property)
Asymptotic stability = Stability + Local Convergence
Exponential stability = Stability + Local Exp. Convergence
Region of attraction
Global asymptotic stability = Stability + Global Convergence
Global exponential stability = Stability + Global Exp. Conv.
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Example: Vinograd
Illustrates that convergence !> stability
Phase portrait of Linearization:
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Stability analysis using phase portraits
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-10 -8 -6 -4 -2 0 2 4 6 8 10
-10
-8
-6
-4
-2
0
2
4
6
8
10
Phase plane
theta
d
(
t
h
e
t
a
)
/
d
t
Example: Stability
Pendulum without friction
29 -10 -8 -6 -4 -2 0 2 4 6 8 10
-10
-8
-6
-4
-2
0
2
4
6
8
10
Phase plane
theta
d
(
t
h
e
t
a
)
/
d
t
Example: Asymptotic stability
Pendulum with friction
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Lyapunov stability analysis
Indirect Lyapunov method (analysis of systems linearization)
Direct Lyapunov method ( Lyapunov functions)
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Terminology