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Module1
NonLinearSystems
Ph Pl A l i PhasePlaneAnalysis
To generate motion trajectories corresponding to various
initial conditions in the phase plane.
To examine the qualitative features of the trajectories.
In such a way, information concerning stability and other
motion patterns of the system can be obtained.
Basic Idea
A graphical method: to visualize what goes on in a
nonlinear system without solving the nonlinear equations
analytically.
Limitation: limited for second-order (or first-order)
dynamic system; however, some practical control systems
can be approximated as second-order systems.
PhasePortraitofaMassspringSystem
Massspringsystem
,
Solution:
; 0 ) ( ) (
..
= + t y t y
0
.
) 0 (
; 0 ) 0 (
y y
y
=
=
t y t y
t y t y
sin ) (
cos ) (
0
.
0
=
=
Equationofthetrajectories:
y y ) (
0
2
0
.
2 2
y y y = +
System response corresponding to various initial conditions
is directly displayed on the phase plane.
The system trajectories neither converge to the origin nor
diverge to infinity.
They simply circle around the origin, indicating the marginal
nature of the systems stability.
G l D i ti f S d O d S t General Description of Second-Order System
Free motion of any second-order non-linear system can
always be described by an equation of the form:
The state of the system for any given instant, can be
represented by the a point of coordinates in a system of
rectangular coordinates.
0 ) , ( ) , (
. . . ..
= + + y y y h y y y g y
) , (
.
y y
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Such a coordinate plane is called a Phase Plane
In term of the state variables:
The second-order system is equivalent to following
) ( ) (
), ( ) (
.
2
1
t y t x
t y t x
=
=
y q g
canonical set of state equations:
1 2 1 2 2 1 2
.
2
2 1
.
1
) , ( ) , ( x x x h x x x g x
dt
d
x
x x
dt
d
x
= =
= =
By division, a first-order differential equation relating the
variable x1 and x2 is obtained as:
Thereby eliminating the independent variable t from the set
of first-order differential equation
2
1 2 1 2 2 1
1
2
) , ( ) , (
x
x x x h x x x g
dx
dx +
=
We consider x1 and x2 as independent and dependent
variables respectively.
For a given set of initial conditions, ,the
solution to above equation may represented by a single curve
in the phase plane for which the coordinates are x1 and x2.
{ } ) 0 ( ), 0 (
2 1
x x
> Curve traced out by the state point, as
time t is varied from zero to infinity, is called phase
trajectory.
Family of all possible curves for different initial
conditions is called the phase portrait
A finite number of trajectories defined in a finite
{ } ) ( ), (
2 1
t x t x
j
region is considered a portrait.
The phase portraits provide a powerful qualitative
aid for investigating system behavior and design of
system parameters to achieve a desired response.
Existence of limit cycles is brought into focus by the
phase portrait.
EquilibriumPointandSingularPoints
Equilibrium point is defined as a point where the system
states can stay forever.
The system continues to lie at the equilibrium point unless
otherwise disturbed.
thisimpliesthat
.
d
whichgives
0 ) , ( ) , (
0
1 2 1 2 2 1 2
.
2
2 1 1
= = =
= = =
x x x h x x x g x
dt
d
x
x x
dt
d
x
0 ) , ( ) , (
1 2 1 2 2 1
= + x x x h x x x g
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Example 2: A non-linear second-order system
The system has two singular
points:(0, 0) and (-3, 0). Trajectories move towards the
point (0,0) while moving away from the point (-3,0).
0 3 6 . 0
2
. ..
= + + + y y y y
Example 3 : Consider a linear second-order servo system
described by the differential equation:
In terms of the state variables
the system model is given by equations:
1 0 , ) 0 ( , 0 ) 0 (
; 0 ) ( ) ( 2 ) (
0
.
. ..
< < = =
= + +

y y y
t y t y t y
) ( ) ( ) (
1
.
2
t y t x and t y x = =
y g y q
The origin of the phase plane (x1= 0, x2 = 0) is the
equilibrium point of the system. At this point derivatives of x1
and x2 are zero.
, ) 0 ( , 0 ) 0 (
); ( ) ( 2
); ( ) (
0 1 2
1 2
.
2
2
.
1
y x x
t x t x x
t x t x
= =
=
=

The nature of the transient can be inferred from phase

trajectory
Starting from the point P, i.e. with initial deviation but no
velocity, the system returns to rest , i.e. to the origin with
damped oscillatory behavior.
Example 4: A first-order system: Consider the system
given by:
There are three equilibrium points, defined by :
, namely, x = 0, 2, and 2.
Figure shows the phase trajectory of the first-order
system.
3
4 x x x = + &
3
4 0 x x + =
Th i th h The arrows in the phase
portrait denote the
direction of motion. The
equilibrium point x = 0 is
stable, while the other
two are unstable
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Symmetry in Phase Plane Portraits
Symmetry about the x
1
axis:
f (x
1
,
,
x
2
) = f (x
1
,
,
x
2
)
Symmetry about the x
2
axis:
) , ( ) (
); ( ) (
2 1
.
2
2
.
1
x x f t x
t x t x
=
=
f (x
1
,
,
x
2
) = f (x
1
, x
2
)
Symmetry about the and axis:
f (x
1
,
,
x
2
) = f (x
1
,
,
x
2
) = f (x
1
, x
2
)
only one quarter of it has to be explicitly considered.
Symmetry about the origin:
f (x
1
,
,
x
2
) = f (x
1
,
,
x
2
)
1
x
2
x
Consider a time invariant second order system
described by equation of the form:
Elimination of independent variable t gives the
Singular Points
) , ( ) (
); ( ) (
2 1
.
2
2
.
1
x x f t x
t x t x
=
=
p g
equation of the trajectories of phase plane as:
Integration of the above equation, for various initial
conditions, yields a family of phase trajectories.
2
2 1
1
2
) , (
x
x x f
dx
dx
=
Every point (x1,x2) of the phase plane has
associated with it, the slope of the trajectory which
passes through that point
Slope m at the point (x1,x2) is given by equation
Consider a time invariant second order system
described by equation of the form:
) ( x x f dx
With f(x1,x2) assume to single valued, there is
definite value for this m at given point in phase
plane.
This implies that phase trajectories will not intersect.
2
2 1
1
2
) , (
x
x x f
dx
dx
m = =
Only exception are singular points at which The
value of the slope is 0/0 , i.e., the slope is
indeterminate.
Many trajectories may intersect at such points
Examination of such points reveal a great deal of
i f ti f ti f th t
0
0 ) , (
2
2 1
= =
x
x x f
m
information of properties of the system.
Stability of linear system is uniquely by the nature of
their singular points.
For Non-linear system, there may be complex
features such as limit cycle.
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Where will be singular points and how many will be
there ?
Singular points are points given by solution of
equations:
Singular points of the non-linear system lie on the x-
axis of the phase plane.
A t i l i t th h l
0 ) , ( ; 0
2 1 2
= = x x f x
As, at singular points on the phase plane,
these points correspond to the equilibrium states of
the non-linear system
A non-linear system often has multiple equilibrium
points.
0 2
.
1
.
= = x x
To determine the behavior of the system in the vicinity
of a singular points (equilibrium states).
Step-1: Linearization of the non-linear system about
singular points.
Step-2: Using linear system analysis, determine the
nature of phase trajectories around the singular points.
If the singular point of interest is not at the origin:
defining the difference between the original state
and the singular point as a new set of state variables.
one can shift the concerned singular point to the
origin.
Linearization of the non-linear system
Local linearization.
Extensively used while analyzing non-linear phenomena
Also called as perturbation analysis
Consider the time-invariant non-linear system:
Where function is assumed to be continuously
( ) u x f x ,
.
=
( ) u x f Where function is assumed to be continuously
differentiable with respect to each component of x and u
When the control function u is either zero or a constant the
equilibrium states are those where is satisfied.
Let
( )
0
, 0 u x f
e
=
( ) u x f ,
) ( ) (
) ( ) ( ) (
0
t u u t u
t x t x t x
e

+ =
+ =
are perturbation on
is its time derivative of
Putting new expression of x(t) and u(t) into system equation:
( ) ) ( ), ( ) ( ) ( ) (
0
. .
t u u t x t x f t x t x
e
e + + = +
0
u and x
e
) ( ) ( t u and t x
) (
.
t x ) (t x
( )
( ) ( )
( ) u x u x h u
u
u x f
x
x
u x f
u x f
e
u x u x
e
e e
, , ,
, ,
,
0
, ,
0
0 0
+

+ =
Where contains the remaining higher order
terms.
Assumption that as go to zero, term
tends to zero at a faster rate than the first
order terms
( ) u x u x h
e
, , ,
0
) ( ) ( t u and t x
( ) u x u x h
e
, , ,
0
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That is assumption is that :
term are following Jacobian matrices:
( ) ( )
u
u x f
and
x
u x f

, ,
( ) ( )
0
, , ,
lim ; 0
, , ,
lim
0
0
0
0
0
0
= =

u
u x u x h
x
u x u x h
e
u
x
e
u
x

f f f
0
2 1
2
2
2
1
2
1
2
1
1
1
u and x at evaluated
n
n n n
n
n
e
x
f
x
f
x
f
x
f
x
f
x
f
x
f
x
f
x
f
x
f

L
M L M M
L
L
2 1
2
2
2
1
2
1
2
1
1
1
p
n n n
p
p
u
f
u
f
u
f
u
f
u
f
u
f
u
f
u
f
u
f
u
f

L
M L M M
L
L
Then, in very small region about equilibrium point xe and
for sufficient values of , the behaviour of the perturbed
system can be approximated by the locally linearised equation:
0
2 1
u and x at evaluated
p
e

u
( ) ( )
u
u
u x f
x
x
u x f
t x
u x u x
e e

0 0
, ,
.
, ,
) (

=
a set of linear and time invariant system of equations.
Much simpler to study analytically.
All methods available for linear systems like that based on
eigen value or roots of characteristic equation are applicable to
determine the stability of the linearised system.
For an autonomous system , the linearised model
is:
( ) x f x =
.
( ) x f
.
The Jacobian matrix is to be evaluated at the
equilibrium points.
( )
x
x
x f
t x
e
x

=
.
) (
( )
x
x f

Analysis and Classification of Equilibrium or

singular points
It is possible to linearise a non-linear system around the
equilibrium points
then study the behaviour of the system trajectories in the
near the equilibrium points using the linearised model.
Based on the nature of the phase trajectories , the
equilibrium points are then classified as:
(1) Node (2) Focus (3) Saddle Point (4) Center
Linearization results in an equation similar to linear time
invariant system with constant matrix A whose eigen vales can
be analyzed to study the state trajectories .
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The eigen values of the matrix Acan be real, both positive ,
both negative, one positive and other negative.
Complex (with positive or negative real part) or purely
imaginary
Linear equation in the vicinity of the equilibrium point can
be written as:

be written as:
Eigen values of the matrix are given from the characteristic
eqaution:

2
1
.
2
.
1
x
x
d c
b a
x
x
0 = A I
That is
Or
Eigen Values are:
0 =


d c
b a

( )( ) 0 = bc d a
0 ) (
2
= + + bc ad d a
d a d a + +
2
) ( ) (
Using a linear transformation x = Mz, such that resultant
system is diagonal canonical form:
( ) bc ad
d a d a

+
=
2 1
2
) (
2
) (
,

2
1
2
1
2
.
1
.
0
0
z
z
z
z

Transformation transform the coordinate axes from x1-x2

plane to z1-z2 plane having same origin.
Transformation does not effect the nature of the roots of the
characteristics equation.
Phase trajectories obtained by using transformed state
equation still carry same information expect that trajectories in
x1-x2 plane may be skewed or stretched along coordinate
axes
. .
We have two first order equations:
its solution given by:
Slope of the trajectories in the z1-z2 plane is given by
t t
e z t z e z t z
2 1
) 0 ( ) ( ; ) 0 ( ) (
2 2 1 1

= =

tan
1 1
2 2
1
2
= =
z
z
dz
dz
2 2
.
2 1 1
.
1
; z z z z = =
On rearranging
Upon integration, this gives:
which can be written as:

=
1
1
1
2
2
2
z
dz
z
dz

( ) ( )
1
1
2
2
ln z z In

( )
( )
1 2
1 2

z c z =
where c is an integration constant.
Based on the nature of these eigen values and trajectory in
z1-z2 plane, the singular points are classified as follows:
( )
1 2
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Eigen Values are Real
(1) Distinct and negative:
If the singular points is at origin, then equation
become where
The trajectories become a set of parabola as shown in Figure.
The equilibrium point is called a stable node.
In original system of ordinates these trajectories appear to be
skewed.
( )
( )
1 2
1 2

z c z =
( )
1
1 2
k
z c z = ( ) 0
1 1 1
= k
(2) Distinct and positive:
If eigen values are both positive, nature (or shape) of
trajectories will not change.
Expect that trajectories diverges out of equilibrium point as
both z1(t) and z2(t) are increasing exponentially.
This type of singularity are called as unstable node
(3) Distinct, one Positive and other negative:
One of the states corresponding to the negative eigen value
converges and one corresponding positive eigen value
diverges.
The trajectories are given by: or
It i ti f t l h b l f iti
( )
k
z c z

=
1 2
c z z
k
=
2 1
It is an equation of a rectangular hyperbola for positive
values of k.
The solution to the state equation is of form:
This type of singularity are called a saddle point
t t
e z t z e z t z
1 2
) 0 ( ) ( ; ) 0 ( ) (
1 1 2 2

= =

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Eigen Values are Complex
Let the eigen values be
The canonical form of the state equations can be
written as:
Using the transformation:
j =
2 1
,

+
=

2
1
.
2
.
1
0
0
z
z
j
j
z
z


g
New state equation becomes:

2
1
2
1
2 2 1
2 2 1
v
v
j
j
z
z

2
1
.
2
.
1
v
v
v
v


State equation can be written as:
The slope of trajectories will be:
define:
; ;
2 1
.
2 2 1
.
1
v v v v v v + = + =

=
+

=
+
+
= k where
v k v
v k v
v v
v v
dv
dv
2 1
1 2
2 1
2 1
1
2
tan tan
2 2
= =
v
and
dv
We get the equation of trajectories:
This is an equation to a spiral in the polar coordinate
tan tan
1 1
= =
v
and
dv

tan 1
tan
tan
k
k
+

=
( ) k = tan
(4) Complex with Negative Real Part
State responses are both decreasing with respect to
time.
Both are decreasing amplitude sinusoidal signal.
If the real part is negative, trajectory is spiraling
inward
( ) ( ); sin ; sin
2 2 1 1


+ = =

t e c v t e c v
t t
Equilibrium points to which the trajectory spirals in
is called a stable focus.
(5) Complex with Positive Real Part
State responses are both increasing without bound
with respect to time.
Both are increasing amplitude sinusoidal signal.
If the real part is negative, trajectory is spiraling
outward from the equilibrium point
( ) ( ); sin ; sin
2 2 1 1


+ = = t e c v t e c v
t t
q p
Equilibrium points to which the trajectory spirals
outward is called a unstable focus.
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(6) Complex with Zero Real Part
From which we get:
Cross-multiply and rearranging:
j =
2 1
,
2
1
2
1
1
2
v
v
v
v
dv
dv
=
+

0
2 1 2 2
= + dv v dv v
Integrating we get:
This is a equation of a circle of radius R whose
value can be evaluated from the initial conditions.
2 2
1
2
2
R v v = +
Trajectories are concentric circles in v1-v2 plane and
ellipses in the x1-x2 plane.
Such an equilibrium point around which the state
trajectories are concentric circles or ellipses is called a
centre or vortex
StabilityofEquilibriumPoints
In case of nonlinear system, concept of stability as
to be redefined as the definition of stability of linear
systems cannot be applied to nonlinear system.
Because superposition does not apply to nonlinear
system.
Linear system have only one equilibrium point.
The behaviour about the equilibrium state
completely determines the qualitative behaviour in
the entire statespace in case of linear system.
In nonlinear system, behaviour for small deviation
may be different from that for large deviations.
Local stability does not imply stability in the overall
statespace.
Nonlinear systems may have several equilibrium
points.
System trajectories may move from one equilibrium
state to the other as time progress
The free behavior of the system can be different
from the forced behavior of the system.
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Example:VanDerPolsequation
Equation: with
For a second order system , the zeroinput response
can be analyzed by studying the damping character of
the system.
( ) 0 1
2
0
2
2
2
= + y
dt
dy
y
dt
y d
0 >
y
> The damping property is decided by the coefficient of
the derivative of y, i.e. .
The parameter being positive, following scenario can
be considered:
Case1: ,Then the damping is negative.
for a such system the zero input response increases
without bound from the equilibrium point at the origin.
( )
2
1 y

1 0 < < y
Case2: then coefficient of the first derivative
become positive. That damping itself is positive.
the system trajectories appear to converge to the
equilibrium point
The response is a stable one.
Case 3: , The damping become zero and system
response will be an oscillation of steady amplitude.
1 > y
1 = y
Conclusions:
The system exhibits an unstable character in the
vicinity of the origin. For large signals, a stable
response is shown.
The system is thus unstable locally but stable for
large signal
StabilityinthesmallandStabilityintheLarge
The situation as shown for the nonlinear system in
from previous example does not exits in a linear
system.
A linear system can only be either stable or unstable in
the complete state space.
In the case of nonlinear system, There is no point in y , p
considering the System Stability.
It is more meaningful to consider about the stability of
an equilibrium point.
It will be must to distinguish between the different
regions near the equilibrium point.
Stability in in region close to the equilibrium point or in
the vicinity of the equilibrium point is called stability
in the small
For a larger region around the equilibrium point ,
stability is referred to as stability in the large .
A simple physical illustration of different types of
stability such as global stability , global instability,
and local stability are as shown in figure (a) ,(b) and
(c) respectively:
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LyapunovstabilityFirstMethod
In state space , an neighborhood of an equilibrium
state is defined by ndimensional sphere
An equilibrium state is stable ( or stable in the
small) if the system state can be made to stay for

e
x
<
e
x x
small) if the system state can be made to stay for
ever within an neighborhood by starting it
anywhere within an appropriately
chosen neighborhood.
If the system is disturbed slightly from the
equilibrium point, the subsequent motion will
remain in the vicinity of the equilibrium state.

Thesizeoftheneighborhoodbeingdependentonly
onthemagnitudeoftheperturbation.
Definition:Lyapunovsstability:
Anequilibriumstateofanautonomousdynamic
systemisstable(orstableinthesenseofLypunov)
ifforevery,thereexitsawhere
depends only on such that
e
x
0 > 0 >
< x x dependsonlyon,suchthat
resultsinforall.
>IfsystemistobestableinsenseofLyapunov,then
foranythatisspecified,avalueofmustbe
producesuchthatthesystemstateinitiallystarting
intheneighborhoodoftheequilibriumstate
willneverleavetheneighborhood.
<
e
x x

e
x x t x ) , (
0 0 0
t t

An equilibrium state to which all trajectories from

the neighborhood converge has to distinguished
from the above.
This leads to the concept of asymptotic stability.
Definition : Asymptotic stability:
An equilibrium state of an autonomous dynamic
system is said to be asymptotically stable if
(1) if it is stable in sense of Lyapunov.
(2)Thereisanumbersuchthateverymotion
startingintheneighborhoodofconverges
toast tendstoinfinity.
>Ifonlyproperty(2)issatisfied,notproperty(1)then
systemtobequasi asymptoticallystable
a

e
x
e
x
Regioncanbegenerallysmallthan.
DefinitionofInstabilityinsenseofLyapunov:
Anequilibriumstateofafreedynamicsystemis
unstableifthereexitansuchthatnocanbe
foundtosatisfytheconditionsforsystemtobe
stableinsenseofLyapunov.
C t f L t bilit d t ti
a

Concepts of Lyapunov stability and asymptotic
stability are local concepts.
They apply to stability behaviour in the small or in a
small neighborhood of the equilibrium point.
Size of is not important, it is the size of which
is determining factor.

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Ifaisfoundtosatisfythedefinitionforgiven
thensamewouldsatisfydefinitionrelativeto
any.
Aappropriateforagivenmustbesmalleror
equaltothegiven.
FirstMethodofLyapunov
It i th t ti th diti d t

1
>

It is a theorem stating the conditions under system

stability information can inferred by examining the
simplified equation through local linearization.
This theorem is applicable to only to autonomous
systems.
Thetheoremcanbestateasfollows:
Theorem:Foranautonomoussystems,
let
betheequationoftheperturbedsystemaboutan
equilibriumstate,,if
) (
.
x f x =
) , ( ) (
.
x x h x x f
x
x
e e
+

=
e
x
.
0
) , (
lim =
x x h
e

then,
(1) If the linearized system has only eigen values
with negative real parts, is asymptotically stable;
(2) If the linearized system has one or more eigen
values with positive real parts , Then is unstable.
0
0 lim =

x
x

e
x
e
x
(3) If the linearised system has one or more eigen
values with zero real parts and remaining eigen
values have negative real parts, stability of cannot
be ascertained by studying the linearised system
alone, even for stability in the small.
e
x
ConstructionofPhasePortraits
I.Analyticalmethod
II. Themethodofisoclines
III. DeltaMethod