Nonlinear Systems and Control

System Theory
The class of system we will deal with is the one of Dynamical Systems. In this, the possible
behaviors are function of the time: the independent variable.
We have to think about sets of variables that evolve in time according to specific rules and
relations between them. To arrive to a formal definition of dynamic system it is necessary to
introduce some notations.
Let T an ordered subset of R, set of the real numbers, or Z, set of the integers; T is called
Timeset. Let T(t0) the set of the time instants greater or equal than a time t0
T(t0)= { t T : t t0}
If we call WT(t0) the set of functions defined in T(t0) that have values in W
WT(t0) = {w0 () : t t0, t => w0 (t) W} ,
a fixed subset of WT(t0)
(t0) WT(t0)
can be used to specify all possible behaviors t = t0. In general, we can define an abstract system
as a set of all possible behaviors in different time instants. These sets will have to satisfy a basic
property as intuition suggests. If we think about all possible behaviors at a given time as
evolutions of the system, as a result of experiments at that precise time instant, it will have to be
true that the results of experiments at a fixed t0, if seen from a t1 t0, will be also present as
results of experiments at t1.
From a formal point of view the following property will have to be satisfied, the so called closure
with respect to truncation (CRT): for any fixed pair (t0, t1), with t1 t0, if w0 belongs to (t0)
then its truncation on T(t1), w0 |T(t1), the same function considered from t1 on, must belong to (t1).
Weve now come to the following definition of dynamical system:
Def A dynamical system is a triplet
S:= {T,W,}
where:
:= {(t0), t0 T : t1 T(t0), w0 (t0) => w0 |T(t1) (t1)}.

So, a dynamical system is a set of behaviors defined at each time instant. They satisfy the
property of closure with respect to truncation. If T the system is time-continuous; if T
then the system is time-discrete.
Def A dynamical system is uniform if there exists a one and only subset of WT , let un, that
generates all possible behaviors (t0) with t0 varying:
t0 , w un => w0 |T(t0) (t0)
w0 (t0) => w un : w0 |T(t0) = w0.
We will now introduce the concept of stationary systems. They are systems, as the name suggests,
whose all possible behaviors do not depend on time; in other words, the result of experiments on
the system does not depend on the time instant in which the experiment starts. The behaviors are,
then, invariant with respect to time shift. From a formal point of view, this implies that for the
computation of the functions associated to the behaviors we only need to calculate the functions
at a generic t0: the functions at a t1 t0, can be obtained by means of a time shift from the ones at
t0. To be more precise, if we call t the shift operator:
(t f)(t):=f(t-t).
Def A dynamical system is stationary if
t (t0) = (t0+t), t0 and t in T.
The previous definition explains formally that if we shift (t0) to the right of t (if t is positive) we
obtain the pairs at time (t0+t), (t0+t). (t1) can be obtained with a time shift of t1-t0.
Def A dynamical system is linear if
w1 ,w2 (t0) and ,
w1+w2 (t0).
The approach used to define a dynamical system in terms of the possible behaviors corresponds
to an explicit description of a given item or phenomenon. Often the characterization of the
possible behaviors can be done using equations that represent a mathematical model of the
system; in this case we have an implicit, synthetic description of the system itself. In the majority
of the cases, the implicit description is obtained by means of difference equations for timediscrete systems and with differential equations for time-continuous systems. Moreover, in the
construction of model it is necessary to introduce a set of auxiliary variables.
Usually, the implicit representation is the starting point for the analysis of the phenomena.

Def A dynamic system with auxiliary variables is a quadruplet Sa = {T,W,A, a} with:

A the set of values of the auxiliary variables;
a = {a (t0) (W x A)T(t0) : CRT}.
Sa is the representation with auxiliary variables of S:= {T,W,} if t0
(t0) = {w0 : a0 AT(t0) such that (w0,a0) a (t0)}.
A particular class of auxiliary variables is the one of state variables.
The interest in introducing state variables can be linked to the need of synthesizing into the value
of a set of variables (precisely the state variables) at time t the information of the past required to
describe future behaviors.
Def A dynamical system with state variables is a dynamical system with auxiliary variables
Sx = {T,W,X, x}, in which x satisfies the state axiom
{(w01,x01), (w02,x02) x (t0),t t0 and x01(t)= x02(t)} => {(w0,x0) x (t0)}
where (w0,x0) is defined as
(w0 (t),x0(t)) = (w01(t),x01(t)) t < t
= (w02(t),x02(t)) t t
The state axiom requires that each trajectory that arrives in a fixed state can be linked with each
trajectory that starts from that state. In these conditions, once the state at a fixed time is known,
the future behaviors are fixed and no more information is contained in past behaviors. In other
words, the state at time t is sufficient to characterize all the possible behaviors from t on; the state
in t contains the necessary information about the past. To sum up, the state represents the memory
of the past.
Def An abstract oriented dynamical system is a triplet {T,U x Y,} where
= {(t0) UT(t0) x YT(t0) : t0 T / CRT is satisfied}
and CRT always represents the closure with respect to truncation.