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Elizabeth Jose

Asst. Prof.
EEE Dept.
AJCE
NON - LINEAR SYSTEMS

COMMON PHYSICAL NONLINEARITIES
Incidental Nonlinearities Intentional Nonlinearities
Which are inherently present in
the system
Which are deliberately inserted
in the system to modify system
characteristics
Eg: Saturation,
Dead-zone,
Coulomb
friction,
backlash etc
Eg: Relay
SATURATION
In this type of nonlinearity the o/p is
proportional to i/p for a limited range
of input signal.

When the i/p exceeds this range, the
o/p tends to become linearly constant
DEADZONE
Deadzone is the region in which the o/p
is zero for a given i/p.

When the i/p is increased beyond this
deadzone value, the o/p will be linear.

FRICTION
This type of nonlinearity exist when there is a relative motion between
contacting surfaces.
Viscous friction Coulomb friction Stiction
Is directly proportional
to the relative velocity
of sliding surfaces.
Coulomb friction offers
a constant retarding
force (Always opposing
the relative motion)
It is the force
required to initiate
the motion
Is linear in
nature.
Nonlinear in
nature
Nonlinear in
nature
Viscous friction
Ideal Stiction and coulombs friction
Actual Stiction and coulombs friction Stiction, viscous and coulombs friction
BACKLASH
This type of nonlinearity is the hysteresis in mechanical
system, such as gear trains and linkages.

It is basically the play between the teeth of the drive gear and
those of the driven gear
RELAY
A relay is a nonlinear power amplifier which can provide large power
amplification inexpensively and is therefore deliberately introduced in
control systems.










DESCRIBING FUNCTION
Describing function is a function which is used to replace the nonlinear
element in the system for analytical purpose.

If the nonlinearity is replaced by a describing function then all linear
theory can be used for the analysis of the system.
Describing function of a nonlinear element if finding out by applying a
sinusoidal signal to the element.
t X x e sin =
Then generating the Fourier series expansion, from the behavior of the
nonlinearity.
Then Describing function of a nonlinearity is
( )
1
1
, | e Z =
X
Y
X K
N
Fourier series expansion after applying the sinusoidal signal, after
neglecting the higher order harmonics is,
1 1 1 1
cos sin | e e Z = + = Y t B t A y
Where
2
1
2
1 1
B A Y + =
1
1
1
1
tan
A
B

= |
and
We Know
) ( sin
2
0
1
t d t y
Period
A
Period
e e
}
=
) ( cos
2
0
1
t d t y
Period
B
Period
e e
}
=
and
DESCRIBING FUNCTION OF SATURATION NONLINEARITY
Input Output relationship of saturation
nonlinearity is
The response of the
nonlinearity when the i/p
is sinusoidal is
t X x e sin =
The i/p is
Where X is the
maximum value of x
From above fig, When S x t = = , | e
1
Thus equ. (1) becomes | sin X S =
2
The output y of the nonlinearity can be divided in to three regions as
( )
( ) t e | t
| t e |
| e
s s
s s
s s
t Kx
t KS
t Kx
;
;
0 ;
= y
The output y has half wave and quarter symmetry, so
0
1
= B
) ( sin
2
2
2
0
1
t d t y A e e
t
t
}
= and
( ) ( ) t d t y t d t y A e e
t
e e
t
t
|
|
} }
+ =
2
0
1
sin
4
sin
4
( ) ( ) t d t KS t d t Kx e e
t
e e
t
t
|
|
} }
+ =
2
0
sin
4
sin
4
Substitute t X x e sin =
Then
( ) ( ) t d t
KS
t d t t X
K
A e e
t
e e e
t
t
|
|
} }
+ =
2
0
1
sin
4
sin sin
4
Solving
|
t
|
|
t
cos
4
2
2 sin 2
1
KS KX
A +
(

=
Substitute value of S from equ. (2), then,
| | | | |
t
cos sin
2
1
+ =
KX
A
We have
2
1
2
1 1
B A Y + =
1
1
1
1
tan
A
B

= |
and
| | | | |
t
cos sin
2
1
+ =
KX
Y
and 0
1
= |
Thus the describing function is
( ) | |
0
1
1
0 cos sin
2
, Z + = Z = | | |
t
| e
K
X
Y
X K
N
DESCRIBING FUNCTION OF DEAD-ZONE NONLINEARITY
Input Output relationship of dead-zone
nonlinearity is
The response of the
nonlinearity when the i/p
is sinusoidal is
t X x e sin =
The i/p is 3
From above fig, When
2
,
D
x t = =o e
Thus equ. (3) becomes
o sin
2
X
D
=
4
The output y of the nonlinearity can be divided in to three regions as
The output y has half wave and quarter symmetry, so
0
1
= B ) ( sin
2
2
2
0
1
t d t y A e e
t
t
}
=
and
Substitute t X x e sin =
Then
Solving
Substitute value of D from equ. (4), then,
So,
and 0
1
= |
Thus the describing function is
Also, from equ (4), we can generate the triangle
shown and from it
Depending on the maximum value of input X, describing function
can be written as
1
2
1
|
.
|

\
|

X
D
|
.
|

\
|
X
D
o
DESCRIBING FUNCTION OF DEAD-ZONE AND
SATURATION NONLINEARITY
Input Output relationship of dead-
zone and saturation nonlinearity is
The response of the
nonlinearity when the i/p
is sinusoidal is
t X x e sin =
The i/p is 5
From above fig, When
2
,
D
x t = =o e
Thus equ. (5) becomes
o sin
2
X
D
= 6
The output y of the nonlinearity can be divided in to three regions as
The output y has half wave and quarter symmetry, so
0
1
= B ) ( sin
2
2
2
0
1
t d t y A e e
t
t
}
=
and
| sin X S = 7
S x t = = , | e
Substitute t X x e sin =
Then
Solving
Substitute value of D and S from from equ. (6) and (7), then,
So,
and 0
1
= |
Thus the describing function is
Depending on the maximum value of input X, describing function
can be written as
DESCRIBING FUNCTION OF RELAY WITH DEAD-ZONE
AND HYSTERESIS
Input Output relationship of the
nonlinearity is
The response of the
nonlinearity when the i/p
is sinusoidal is
H
D
x t = =
2
), ( | t e
t X x e sin =
The i/p is 8
From above fig, When
2
,
D
x t = =o e
Thus equ. (8) becomes
o sin
2
X
D
= 9
The output y of the nonlinearity can be divided in to three regions as
) ( sin
2
0
1
t d t y A e e
t
t
}
=
| sin
2
X H
D
=
10
Then
From triangle
From triangle
1
2
1 |
.
|

\
|

X
D
|
.
|

\
|

X
H
X
D
2
|
1
2
2
1 |
.
|

\
|

X
D
|
.
|

\
|
X
D
2
o
Ideal Relay
D = H = 0
i.e.,
Relay with Dead zone
H = 0
Relay with Hysteresis
H = D


Elizabeth Jose
Asst. Prof
EEE Dept.
AJCE
PHASE PLANE ANALYSIS

Construction of Phase Trajectories by Isocline method
A locus passing through the points of same slope in phase plane is
called isocline.
Let S be the slope at any point in phase plane
( )
( )
2 1 1
2 1 2
1
2
,
,
x x f
x x f
dx
dx
S = =
and
S
1
tan

= o

Construction of Phase Trajectories by Isocline method
1. Find equation for and in terms of x
1
and x
2


-
1
x
-
2
x
2. Generate equation (1), i.e,
( )
( )
2 1 1
2 1 2
1
2
,
,
x x f
x x f
dx
dx
S = =
3. Find the equation for x
2
in terms of S and x
1

4. Take different vales for S and put two values for x
1
at each value
of S, then calculate x
2
for each value of x
1

5. Tabulate the value of S, o, x
1
and x
2
6. Draw the isoclines corresponding to each vales of S with x
1
and x
2

7. Take point A corresponding to the initial condition given.
8. Draw two lines from point A, one at a slope of S
1
(i.e., at angle
o
1
=tan
-1
(S
1
) ) and the other at a slope of S
2
(i.e., at angle o
2
=tan
-1
(S
2
) ).
9. Let these two lines meet isocline-2 at p and q.

10. Mark point B on isocline-2, at midway between p and q.
The phase trajectory will leave point
A at a slope S
1
. When the trajectory
reaches isocline-2, the slope
changes to S
2
.
11. Repeat the above steps 8-10 with point B to get a point C on
isocline-3. Join A, B, C, D, .. with a smooth curve.
Example:
sec / 1 rad
n
= e
A linear second order system is , where, ,
0 2
2
= + +
- - -
e e e
n n
e ,e 15 . 0 = ,
, and . Determine the singular point
and plot phase trajectory.

5 . 1 ) 0 ( = e
0 ) 0 ( =
-
e
Solution:
Let, x
1
= and x
2
=
-
e
e
Then
2
1
x x =
-
and
2 1
2
2
2 x x e x
n n
,e e = =
- - -
Singular points ( ) are obtained by substituting and
0
2
0
1
, x x
0
1
=
-
x
0
2
=
-
x
Then singular points will be (0, 0), i.e., origin

Slope of trajectory
1
2
1
2
-
-
= =
x
x
dx
dx
S
( )
2
2 1
2
2
x
x x
S
n n
,e e +
=
i.e.,
,
Given,
15 . 0 = , sec / 1 rad
n
= e and
3 . 0
2
1

=
x
x
S
Thus
S
x
x

=
3 . 0
1
2
or
0
o
S
-2.0 -1.0 -0.5 0 0.5 1.0 2.0
-63 -45 -27 0 27 45 63
x
1
x
2
x
1
x
2
x
1
x
2
x
1
x
2
x
1
x
2
x
1
x
2
x
1
x
2

1 0.6 1 1.4 0.25 1.25 0.25 -0.8 1 -1.25 1 -0.77 1 -0.43
2 1.2 1.5 2.1 0.5 2.5 0.75 -2.5 2 -2.5 2 -1.54 2 -0.86
Choose some values for S, let it be -2, -1, -0.5, 0, 0.5, 1 and 2
For each value of S, take two values for x
1
and find values for x
2


Construction of Phase Trajectories by Delta method
Delta method is using to plot phase trajectory if the system equation
is in the following form
0 , , =
|
.
|

\
|
+
- - -
t x x f x
Then equation can be converted to the following form
0 , ,
2
=
(

|
.
|

\
|
+ +
- - -
t x x x x
n
o e
In above equation, the changes in the variables are
negligible for short intervals.
|
.
|

\
|
-
t x x , ,
Step: 1

Rewrite the equation in the following form, ( ) 0
2
= + +
- -
o e x x
n
Choose state variables as
x x =
1
and
n
x
x
e
-
=
2
Differentiating, we get, the state equations as
n
x x x e
2 1
= =
- -
( ) o e + =
-
1 2
x x
n
( )
2
1
1
2
1
2
x
x
dx
dx
x
x o +
= =
-
-

Find
Step: 2
Step: 3
Step: 4
Step: 5
2
Take a point A on phase plane with coordinates (B
1
, B
2
) as shown,
Normally the point corresponds to initial condition
Step: 6
Find the value of o by substituting the value of coordinates of
point A in equ.(2), o may be either positive or negative.
Step: 7

If o is positive, mark point C
1
on the negative side of x
1
axis such
that length OC
1
= o.
Step: 8
If o is negative, mark point C
1
on the positive side of x
1
axis such
that length OC
1
= o.
Through point A, draw two perpendicular lines C
1
A and PQ.
Step: 9
Draw a small circular arc AB with C
1
as centre and C
1
A as radius.
Step: 10
Then repeat above steps with point B starting with calculation of o.
Step: 11

Example:
Construct a phase trajectory by the delta method for a nonlinear system
represented by the differential equation,
0 4 4 = + +
- - - -
x x x x
Choose the initial conditions as 1 ) 0 ( = x and 0 ) 0 ( =
-
x
.
Answer:
Convert the given equation in to the form
( ) 0
2
= + +
- -
o e x x
n
Hence
0 4 =
(

+ +
- - - -
x x x x
Thus we get,
- -
= x x o

sec / 2 rad
n
= e and

Choose state variables as
x x =
1
and
2
2
- -
= =
x x
x
n
e
i.e.,
2
2 x x =
-
2 2 2 2
4 2 2 x x x x = = o
First mark point A, by taking the given initial conditions, x
1
(0) = 1
and x
2
(0) = 0
Calculate the value of o
1
at point A by using the coordinates (1, 0)
Since x
2
(0) = 0, o
1
= 0 Then C
1
will be at origin.
Draw the arc AB with C
1
as centre.
From graph, the value of x
2

corresponding to B is - 0.1875.
Repeat the above steps with
value of B and so on.

Elizabeth Jose
Asst. Prof.
EEE Dept.
AJCE
PHASE PLANE ANALYSIS

Phase plane analysis is used to determine the stability and transient
behavior of a second order system
Phase Plane
The coordinate plane with the state variables x
1
and x
2
as two axes
is called the phase plane.
The curve describing the state points (x
1
, x
2
) in the phase plane with
time as running parameter is called phase trajectory
(i.e., locus of state point (x
1
, x
2
) in phase plane is called phase
trajectory).
A trajectory can be constructed for each initial condition, so a family
of trajectories can be constructed for a system and such a family of
phase trajectory is called phase portrait
Singular points
A point in phase plane at which the derivatives of all state variables
are zero is called singular point. It is also called equilibrium point
If a system is placed at a singular point, it will continue to lie there if
left undisturbed

Singular points are classified in to

Nodal point
Saddle point
Focus point
Centre or Vortex point

Depending on the value of eigen value of the system
Eigen values Location of Eigen
values
Type of singular
point
Phase portrait with
singular point at origin


Distinct, real and
negative eigen vales



Stable Node



Distinct, real and positive
eigen vales



Unstable Node



Distinct, real, one eigen
value is positive and
other is negative



Saddle point
Eigen values Location of Eigen
values
Type of singular
point
Phase portrait with
singular point at origin



Complex conjugates with
negative real parts



Stable focus



Complex conjugates with
positive real parts



Unstable focus



Purely imaginary and
conjugates



Centre or Vortex
point
Stability analysis using Phase trajectory
For a linear time invariant system,
When the input is zero, the system is stable for arbitrary initial
conditions if the resulting trajectory tends towards the equilibrium state
When the system is excited by a bounded i/p, the system is stable if the
system o/p is bounded.

A linear autonomous system has only one equilibrium state.

So the behaviour of system about the equilibrium state completely
determines the qualitative behaviour of it in the entire state space
In a nonlinear system there may be multiple equilibrium states.

So in nonlinear systems, stability is discussed relative to the
equilibrium state. The general stability of a system cannot be defined.
Limit cycles in Phase portrait
The limit cycles are oscillations of fixed amplitude and period.
The existence of limit cycles can be predicted from closed trajectories
in the phase portrait.
Linear System
Nonlinear System
The limit cycle in the nonlinear system is
stable, if the paths in its neighbourhood
converge towards the limit cycle.
The limit cycle in the nonlinear system is
unstable, if the paths in its neighbourhood
diverge away from the limit cycle.

Construction of Phase Trajectories
The state equations of a second order autonomous system are
( )
2 1 1 1
, x x f x =
-
( )
2 1 2 2
, x x f x =
-
Where x
1
and x
2
are the
state variables of system
Then,
( )
( )
2 1 1
2 1 2
1
2
,
,
x x f
x x f
x
x
=
-
-
i.e.,
( )
( )
2 1 1
2 1 2
1
2
,
,
x x f
x x f
dx
dx
=
Phase trajectory can be constructed using the slope equation (1)
either analytically or graphically
1
Construction of Phase Trajectories by analytical method
1. Find equation for and in terms of x
1
and x
2


-
1
x
-
2
x
2. Generate equation (1), i.e,
( )
( )
2 1 1
2 1 2
1
2
,
,
x x f
x x f
dx
dx
=
3. Integrate the equation (1) to get the solution of state equation,
and solve for x
2

4. For a given set of initial conditions, assume different vales for x
1

and calculate x
2
for each value of x
1

5. Tabulate the value of x
1
and x
2
6. Plot the vales of x
1
and x
2
on a graph sheet by taking the axes as
x
1
and x
2

7. Join all points by a smooth curve
Example:
Consider a system with ideal relay as shown. Determine the singular
point. Construct phase trajectories, corresponding to initial
conditions (i) and (ii) . Take r = 2
volts, and M = 1.2 volts.
1 ) 0 ( , 2 ) 0 ( = =
-
c c
5 . 1 ) 0 ( , 2 ) 0 ( = =
-
c c
+
r e c u
-
u
e
M
-M
2
1
s
Answer:
) ( ) ( t u t c =
- -
Lets take and ) (
1
t c x =
) (
2
t c x
-
=

On differentiating
2
1
) ( x t c x = =
- -
u t c x = =
- - -
) (
2 and
From fig. , u = - M ; when c > r
u = M ; when c < r
So the state equations will be
2
1
x x =
-
M x =
-
2
To find singular point
It can be found out by substituting and
0
1
=
-
x
0
2
=
-
x
Let the coordinates of singular points be ( )
0
2
0
1
, x x
0
0
2
= x r x =
0
1
i.e., we will get
Thus singular point is (r, 0)

To construct phase trajectory
2 1
2
1
2
x
M
dx
dx
x
x
= =
-
-
We have
1 2 2
dx M dx x =
i.e.,
Integrating from t = 0 to t.
} }
=
1
1
2
2
) 0 (
1
) 0 (
2 2
x
x
x
x
dx M dx x
| |
1
1
2
2
) 0 ( 1
) 0 (
2
2
2
x
x
x
x
x M
x
=
(

| | ) 0 ( ) 0 ( 2
2
2 1 1
2
2
x x x M x + =

When, x
1
> r, ) 0 ( ) 0 ( 2 2
2
2 1 1
2
2
x x M x M x + + =
) 0 ( ) 0 ( 2 2
2
2 1 1
2
2
x x M x M x + =
x1 < r,
First set of initial condition, x
1
(0) = 2 and x
2
(0) = 1, and substituting
values of r and M, then,
8 . 5 4 . 2
1 2
+ = x x
8 . 3 4 . 2
1 2
= x x
For x
1
> r
For x
1
< r
Put different values for x
1
and find the corresponding values of x
2

Second set of initial condition, x
1
(0) = 2 and x
2
(0) = 1.5, and substituting
values of r and M, then,
05 . 7 4 . 2
1 2
+ = x x
55 . 2 4 . 2
1 2
= x x
For x
1
> r
For x
1
< r
Put different values for x
1
and find the corresponding values of x
2

x
1
> r x
1
< r
x
1
x
2
x
1
x
2

2 1 -1 1.583 0 0
2.1 0.87 -0.87 1.6 0.2 -0.2
2.2 0.72 -0.72 1.7 0.53 -0.53
2.3 0.53 -0.53 1.8 0.72 -0.72
2.4 0.2 -0.2 1.9 0.87 -0.87
2.416 0 0 2 1 -1
x
1
> r x
1
< r
x
1
x
2
x
1
x
2

2 1.5 -1.5 1.062 0 0
2.1 1.42 -1.42 1.3 0.75 -0.75
2.3 1.24 -1.24 1.5 1.02 -1.02
2.5 1.02 -1.02 1.7 1.24 -1.24
2.7 0.75 -0.75 1.9 1.42 -1.42
2.937 0 0 2 1.5 -1.5

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