EEE 403 ADVANCED CONTROL THEORY

Nonlinear Systems

Dr. P. Kavitha
Associate Professor
SELECT, VIT University
kavitha.p@vit.ac.in
 Lecture Outline

• Introduction

• Properties of nonlinear systems

• Describing Function Method

• Phase Plane Analysis

2
 Introduction

• It is a well known fact that many relationships among quantities

are not quite linear, although they are often approximated by
linear equations mainly for mathematical simplicity.

• The simplifications may be satisfactory as long as the resulting

solutions are in agreement with experimental results.

• One of the most important characteristics of nonlinear system is

the dependence of the system response on the magnitude and type
of the input.

3
 Introduction
• One of the most important characteristics of nonlinear system is
the dependence of the system response on the magnitude and type
of the input.

Linear vs Nonlinear Spring Models

0.35

F=kx
0.3 3
F=kx-119x

0.25

0.2
Forces (N)

0.15

0.1

0.05

0
0 2 4 6 8 10
x (cm)
4
 Introduction
• For example, a nonlinear system may behave completely differently in
response to step inputs of different magnitudes.

• Nonlinear systems exhibit many phenomena that cannot be seen in linear

systems
– Frequency Amplitude Dependency
– Multivalued Responses
– Jump resonance
– Sub-harmonic Oscillations
– Self excited oscillations or limit cycles
– Frequency entrainment
– Asynchronous Quenching

• In investigating nonlinear systems we must be familiar with these phenomena.

5
 Frequency Amplitude Dependence
• Consider the free oscillation of the mechanical systems shown in
figure.
• The differential equation of the system is Nonlinear
Spring

𝑚𝑥 + 𝑏𝑥 + 𝑘𝑥 + 𝑘 ′ 𝑥 3 = 0
M
𝑤ℎ𝑒𝑟𝑒, 𝑘𝑥 + 𝑘′𝑥3 is nonlinear spring force x
𝑥 is displacement
𝑚 is mass B
𝑏 is coefficient of damping

• The parameters 𝑚, 𝑏, and 𝑘 are positive constants, while 𝑘 ′

may be either positive or negative.
• If 𝑘 ′ is positive spring is called a hard spring and if 𝑘 ′ is
negative it is called a soft spring.
6
 Frequency Amplitude Dependence
• The solution of 𝑚𝑥 + 𝑏𝑥 + 𝑘𝑥 +
𝑘′ > 0
𝑘′𝑥 3 = 0 represents a damped
oscillation if the system is subjected to
non-zero initial conditions.

• When 𝑘 ′ = 0 the frequency remains

𝑘′ = 0
unchanged as the amplitude of free
oscillation decreases.

• When 𝑘 ′ ≠ 0 the frequency of

oscillation either increases or decreases
depending on whether 𝑘 ′ > 0 or 𝑘 ′ < 𝑘′ < 0
0.

7
 Frequency Amplitude Dependence
• Frequency amplitude dependence is one of the most fundamental
characteristics of the nonlinear systems.
Amplitude

Frequency 8
 Multivalued Responses and Jump Resonances
• The differential equation of spring mass damper system with
sinusoidal forcing function exhibits multivalued response and
jump resonance.

𝑚𝑥 + 𝑏𝑥 + 𝑘𝑥 + 𝑘 ′ 𝑥 3 = 𝑃 cos(𝜔𝑡)

9
 Sub-Harmonic & Super-Harmonic Oscillations
• The differential equation of spring mass damper system also
exhibits periodic motions such as sub-harmonic and super-
harmonic oscillations.

𝑚𝑥 + 𝑏𝑥 + 𝑘𝑥 + 𝑘 ′ 𝑥 3 = 𝑃 cos(𝜔𝑡)

10
 Self-excited Oscillations or limit cycles
• Another phenomenon that is observed in certain nonlinear systems is a self-
excited oscillation or limit cycle.

• Consider a system described by the following equation (where m, b and k are

positive quantities).

𝑚𝑥 − 𝑏(1 − 𝑥 2 )𝑥 + 𝑘𝑥 = 0
• It is nonlinear in the damping term, that is, for small values of 𝑥 the damping
will be negative and will actually put energy into the system, while for large
values of 𝑥 it is positive and removes energy from the system.

• Thus it can be expected that such a system may exhibit a sustained oscillation.

• Since it is not a forced system, this oscillation is called self excited oscillation
or a limit cycle.
11
 Frequency Entrainment
• If a periodic force of frequency 𝜔 is applied to a system capable of
exhibiting a limit cycle of frequency 𝜔𝑜 , the well known phenomenon of
beat is observed.
Suppose two tuning forks having frequencies 256 and 257 per
second respectively, are sounded together. If at the beginning
of a given second, they vibrate in the same phase so that the 𝜔
compressions (or rarefactions) of the corresponding waves
reach the ear together, the sound will be reinforced
(strengthened). Half a second later, when one makes 128 and
the other 128/2 vibrations, they are in opposite phase, i.e., the
compression of one wave combines with the rarefaction of the
other and tends to produce silence. At the end of one second, 𝜔𝑜
they are again be in the same phase and the sound is
reinforced. By this time, one fork is ahead of the other by one
vibration.
Thus, in the resultant sound, the observer hears maximum
sound at the interval of one second. Similarly, a minimum
loudness is heard at an interval of one second. As we may
consider a single beat to occupy the interval between two
consecutive maxima or minima, the beat produced in one
second in this case, is one in each second. If the two tuning
forks had frequencies 256 and 258, a similar analysis would 𝜔 − 𝜔𝑜
show that the number of beats will be two per second. Thus,
in general, the number of beats heard per second will be equal
to the difference in the frequencies of the two sound waves. 12
 Frequency Entrainment
• In a self excited nonlinear system the frequency 𝜔𝑜 of the limit cycles
falls in synchronistically with, or entrained by, the forcing frequency 𝜔,
within a certain band of frequencies.

• The phenomenon is called frequency entrainment and band of

frequency in which entrainment occurs is called zone of frequency
entrainment .
𝜔 − 𝜔𝑜

∆𝜔

𝜔
𝑜
13
 Asynchronous Quenching

• In a nonlinear system that exhibits a limit cycle of frequency

𝜔𝑜 , it is possible to quench the limit cycle oscillations by
forcing the system at a frequency 𝜔1 , where 𝜔1 and 𝜔𝑜 are not
related to each other.

• This phenomenon is called asynchronous quenching, or signal

stabilization.

14
 COMMON NONLINEARITIES IN CONTROL SYSTEMS
• Consider the typical block diagram shown in Figure. It is composed of four
parts: a plant to be controlled, sensors for measurement, actuators for control
action, and a control law, usually implemented on a computer.

r(t) + y(t)
Controller Actuators Plant
-

Sensors

• Nonlinearities may occur in any part of the system, thus make it a nonlinear
control system.
• Many different types of nonlinearities may be found in practical control
systems, and they may be divided into
 Inherent Nonlinearities: The non-linear behavior that is already present
in the system. eg. Saturation
 Intentional Nonlinearities: The non-linear elements that are added into a
system. eg. Relay
15
 Inherent Nonlinearities

• Inherent nonlinearities are unavoidable in control systems

• Example of such nonlinearities are

– Saturation
– Dead Zone
– Hysteresis
– Backlash
– Friction (Static, Coulomb, etc.)
– Nonlinear Spring
– Compressibility of Fluid

16
 Intentional Nonlinearities

• Some nonlinear elements are intentionally introduced into a

system to improve system performance.

• Example of such nonlinearities are

– Relay
– On off control
– Solid state Switches

17
 Approaches to the analysis and Design of
nonlinear Control Systems
• There is no general method for dealing with all nonlinear systems

• Analysis and design methods for nonlinear control systems include

– Describing function method

– Phase Plane Analysis
– Lyapunov Method
– Several others

18
 Describing Function Method

• One way to analyze and design a particular nonlinear control

system, in which the degree of nonlinearity is small, is to use
equivalent linearization techniques.

• The describing function method is one of the equivalent

linearization methods.

19
 Describing Function (DF)
• The describing function (DF) method is an approximate procedure for
analyzing certain nonlinear control problems.

• It is based on quasi-linearization, which is the approximation of the non-linear

system under investigation by a linear time-invariant (LTI) transfer function that
depends on the amplitude of the input waveform.

• Transfer function of a true LTI system cannot depend on the amplitude of the
input function.

• Thus, this dependence on amplitude generates a family of linear systems that

are combined in an attempt to capture salient features of the non-linear system
behavior

• The describing function is one of the few widely-applicable methods for

designing nonlinear systems, and is very widely used as a standard
mathematical tool for analyzing limit cycles in closed-loop controllers, such as
industrial process controls, servomechanisms, and electronic oscillators.
20
 Describing Function Method

• Suppose that the input to a nonlinear system is sinusoidal.

• The output of the nonlinear system is, in general, no sinusoidal.

• The output contains higher harmonics in addition to the

fundamental harmonic components.

• Suppose that the output is periodic with the same period as the
input.

21
 Describing Function Method

• In describing function analysis we assume that only fundamental

harmonic component of the output is significant.

• Such an assumption is often valid since the higher harmonic

components of the output are often of smaller amplitude than the
amplitude of fundamental harmonic component.

• Most control systems are low-pass filters which results in

attenuation of higher harmonic components of the output.

22
 Describing Function Method
• The describing function or sinusoidal describing function
of a nonlinear systems is defined as the “complex ratio of
the fundamental harmonic component of the output to the
input”

• That is
𝑌1
𝑁 = ∠∅1
𝑋
• Where,
𝑁 = describing function
𝑋 = amplitude of input sinusoid
𝑌1 = amplitude of the fundamental harmonic components of output
∅1 = phase shift of the fundamental harmonic component of output.

23
 Describing Function Method

𝑌1
𝑁 = ∠∅1
𝑋

• If no energy-storage element is included in the nonlinear

system, then N is a function of only of the amplitude of the
input.

• On the other hand, if an energy-storage element is included

then N is a function of both amplitude and frequency of the
input.

24
 Describing Function Method
• In calculating the describing function for a given nonlinear
system, we need to find the fundamental harmonic component of
the output.

• For the sinusoidal input 𝑥 𝑡 to the nonlinear system

𝑥 𝑡 = 𝑋 sin(𝜔𝑡)

• The output 𝑦 𝑡 of the nonlinear system may be expressed as a

Fourier series as,
∞

𝑦 𝑡 = 𝐴𝑜 + 𝐴𝑛 cos 𝑛𝜔𝑡 + 𝐵𝑛 sin 𝑛𝜔𝑡

𝑛=1

25
 Describing Function Method
∞

𝑦 𝑡 = 𝐴𝑜 + 𝐴𝑛 cos 𝑛𝜔𝑡 + 𝐵𝑛 sin 𝑛𝜔𝑡

• Where, 𝑛=1

2𝜋 2𝜋
1 1
𝐴𝑛 = 𝑦 𝑡 cos 𝑛𝜔𝑡 𝑑(𝜔𝑡) 𝐵𝑛 = 𝑦 𝑡 sin 𝑛𝜔𝑡 𝑑(𝜔𝑡)
𝜋 𝜋
0 0

• Fourier series can also be represented as

∞

𝑦 𝑡 = 𝐴𝑜 + 𝑌𝑛 sin 𝑛𝜔𝑡 + ∅𝑛
𝑛=1

𝐵𝑛
𝑌𝑛 = 𝐴2𝑛 + 𝐵𝑛2 ∅𝑛 = tan−1
𝐴𝑛
26
 Describing Function Method
• If the nonlinearity is skew symmetric, then 𝐴𝑜 = 0 . The
fundamental harmonic component of the output is

𝑦1 (𝑡) = 𝐴1 cos 𝜔𝑡 + 𝐵1 sin 𝜔𝑡

𝑦1 (𝑡) = 𝑌1 sin 𝜔𝑡 + ∅1

• The describing function is then given by

𝑌1 𝐴12 + 𝐵12 −1
𝐵1
𝑁 = ∠∅1 = ∠ tan
𝑋 𝑋 𝐴1

27
 Relay Nonlinearity (On-Off Nonlinearity)
• The relay-type (on-off) nonlinearity is shown in following figure.
y(t)
on
M t0 M
y (t )  
 M t0
0 t

-M
off

• Since output is an odd function and skew symmetric

∞

𝑦 𝑡 = 𝐴𝑜 + 𝐴𝑛 cos 𝑛𝜔𝑡 + 𝐵𝑛 sin 𝑛𝜔𝑡

𝑛=1
𝐴𝑜 = 0 𝐴𝑛 = 0
• The reduced Fourier series expansion is then written as
∞

𝑦 𝑡 = 𝐵𝑛 sin 𝑛𝜔𝑡
28
𝑛=1
 Relay Nonlinearity (On-Off Nonlinearity)

• We are only interested in fundamental harmonic component.

𝑦1 𝑡 = 𝐵1 sin 𝜔𝑡
• Where,
2
y (t ) sin t  d t 
1

B1 
0


M sin t  d t 
2

B1 
0


sin t  d t 
2M
B1 
 
0

4M
B1 

• Therefore,
4𝑀
𝑦1 𝑡 = sin 𝜔𝑡
𝜋 29
 Relay Nonlinearity (On-Off Nonlinearity)

• Therefore, the describing function of the relay nonlinearity is

• Where,
−1
𝐵1
𝑌1 = 𝐴12 + 𝐵12 ∅1 = tan
𝐴1

Y1  4M
N  0 
X X

30
 Saturation
When one increases the input to a physical device, the following phenomenon is often
observed: when the input is small, its increase leads to a corresponding (often
proportional) increase of output: but when the input reaches a certain level, its further
increase does produce little or no increase of the output. The output simply stays around
its maximum value. The device is said to be saturation when this happen. A typical
saturation nonlinearity is represented in following figure, where the thick line is the real
nonlinearity and the thin line is an idealized saturation nonlinearity.

Most actuators display saturation characteristics. For example, the output torque of a
servo motor cannot increase infinitely and tends to saturate, due to the properties of
magnetic material.
31
The input-output relationship for a saturation nonlinearity is plotted in following
figure, with a and k denoting the range and slope of the linearity. Since this
nonlinearity is single-valued, we expect the describing function to be a real
function of the input amplitude.

32
Consider the input x(t)=Asin(ωt). If A≤ a, then the input remains in the linear range, and
therefore, the output is w(t)=kAsin(ωt). Hence, the describing function is simply a constant
k.
Consider the case A>a. The output is seen to be symmetric over the four quarters of a
period. In the first quarter, it can be expressed as

kA sin t  0  t  

a
x ( t )  A sin    a    sin 1  

w(t)   
A
 ka   t 
 2
where γ=sin-1(a/A). The odd nature of w(t) implies that a1=0 and the symmetry over the four
quarters of a period implies that
4 2
b1   w ( t ) sin t  dt 
 0 w ( t )  N(A) x ( t )
4  4 2 b sin t 
  ka sin t  dt    ka sin t  dt 
2 N(A)  1
A sin t 
 0  
Therefore, the describing function is
2kA  a2 
b1 2k  1  a  a a2 
a
b1    1 2 
  A A  N( A)   sin    1 2 
A   A A A 
Dead-Zone
Consider the dead-zone characteristics shown in Figure 6, with the dead-zone with
being 2δ and its slope k

-δ
δ x

dead-zone
Figure 6. A dead-zone nonlinearity.
Dead-zones can have a number of possible effects on control systems. Their most
common effect is to decrease static output accuracy. They may also lead to limit cycles
or system instability because of the lack of response in the dead-zone. The response
corresponding to a sinusoidal input x(t)=Asin(ωt) into a dead-zone of width 2δ and
slope k, with A≥δ, is plotted in Figure 7. Since the characteristics is an odd function,
a1=0. The response is also seen to be symmetric over the four quarters of a period. In
one quarter of a period, i.e., when 0≤ωt≤p/2, one has

34
 x(t)

Figure 7. Input and output functions for a dead-zone nonlinearity.

35
  0 0  t  
w (t)  
k A sin t       t   / 2

where   sin 1  / A 

The coefficient b1 can be computed as follows

4 2
b1   w ( t ) sin t  dt 
 0
4 2
  k A sin t    sin t dt 
 
2kA   1      2 
  sin    1 2
  2 A A A 

2k        2 
NA    sin 1    1 2 
  2 A A A 
Backlash
Backlash often occurs in transmission systems. It is caused by the small gaps which
exist in transmission mechanism. In gear trains, there always exists small gaps
between a pair of mating gears as shown in Figure 9.

output angle

C B
slope 1
O A
-b b input angle
D
E

Figure 9. A backlash nonlinearity.

The backlash occurs as result of the unavoidable errors in manufacturing and assembly.
As a results of the gaps, when the driving gear rotates a smaller angle than the gap b, the
driven gear does not move at all, which corresponds to the dead zone (OA segment);
after contact has been established between the two gears, the driven gear follows the
rotation of the driving gear in a liner fashion (AB segment). When the driving gear
rotates in the reverse direction by a distance of 2b, the driven gear again does not move,
corresponding the BC segment.
37
After the contact between the two gears is re-established, the driven gear follows the
rotation of the driving gear in the reverse direction (CD segment). Therefore, if the
driving gear is in periodic motion, the driven gear will move in the fashion represented by
the closed loop EBCD. Note that the height of B, C, D, E in the figure depends on the
amplitude of the input sinusoidal.
Figure 10 shows a backlash nonlinearity, with slope k and width 2b. If the input
amplitude is smaller then b, there is no output. Consider the input being x(t)=Asin(ωt),
A≥b. The output w(t) of the nonlinearity is as shown in the figure. In one cycle, the
function w(t) can be represented as


w ( t )  A  b k  t    
2
3
w ( t )  A sin t   b k     t 
2
3
w ( t )  A  b k  t  2   
2
5
w ( t )  A sin t   b k 2    t 
2
where   sin 1 1  2b / A 
38
Figure 10. Backlash nonlinearity.
Unlike the other nonlinearities, the function w(t) here is neither odd nor even. Therefore, a1
and b1 are both nonzero.

4kb  b 
a1    1
 A 
 2 
  sin 1      
Ak 2 b 2 b 2 b
b1   1    1 1    1 
 2 A  A  A  

Therefore, the describing function of the backlash is given by

1
N ( A)  a12  b12
A
 b1 
angle( N ( A))  tan   1

 a1 
The amplitude of the describing function for backlash is plotted in Figure 11.
 The characteristics of the nonlinear systems
(distinguishing features with linear system)

Linear system Nonlinear system

characteristics characteristics

1 Satisfy superposition theorem. Not satisfy superposition theorem.

2 Stability is only related to the Stability is related to system input,

system parameters. initial state, parameters, structure etc.

3 Have two kind of work states: Have stable, unstable and self-
stable and unstable. oscillation.

4 The form of the output is the The form of the output is different
same as input. from the input.

40
NONLINEAR SYSTEM ANALYSIS

Describing Function Method

Phase Plane Analysis

41
DESCRIBING FUNCTION

42
Describing function method

1. What is the describing function?

Modeling
2. How to get the describing function?

3. How to analyze a nonlinear system by describing function?

4. Attentions and development Analysis and Design

What is the describing function?

(Put forwarded by P. J. Daniel, In 1940)

43
 Describing function

r ( t )  0 x (t )
KN
y(t )
G(s)
c (t )
Typical structure of the nonlinear
systems
H(s)

nonlinear linear

If : x(t )  X sint a sinusoidal input,

y(t), may not be a sinusoidal but a periodic function, can be
expressed as a Fourier series:

44
Describing function
2

 y(t )d (t )
1
A0 
2
2 0

 y(t ) cos ntd (t )

1
An 

0
An 2
Yn  An  Bn ,  n  arctg
2 2
 y(t ) sin ntd (t )
1
Bn Bn 

0

i) For the symmetry nonlinearity: and

ii) the harmonic of y(t) could be neglected, then:

y(t )  Y1 sin(t  1 ) output frequency is equal to

input frequency approximately.
45
Describing Function
It means:
We can describe the nonlinear components by the frequency
response

The describing function KN(X) of the nonlinear element is: the

complex ratio of the fundamental component of the output y(t) and
the sinusoidal input x(t), that is:

For x( t )  X sint ,
y( t )  A1 cos t  B1 sint Y1e j1
N(X ) 
 Y1 sin(t  1 ) X

46
 2

 y( t ) cos td (t )

1


Y1  A B
2 2 A1 
1 1 
0
B1
1  tan 1 2

 y( t ) sintd (t )
1
A1 B1 

0

Because the describing function actually is the linearized

“frequency response” → “harmonic linearization”,

How to get describing function?

Steps
(1) Input a sinusoid signal x(t) to the nonlinear elements:
x(t )  X sint

47
How to get the describing function?
(2) Solve y(t) and obtain the fundamental component of
y(t).
(3) Calculate the describing function N(X) according to
following formula:
2 

1
A1  y( t ) cos td (t ) Y  A2  B 2 
  1

1 1

0
 A  y(t )  Y1 sin(t  1 )
2   1 1
 1 tan 

1
B1  y( t ) sintd (t )  B1 
 
0 

Y1e j1
N(X ) 
X
48
Determine the describing function of the saturation
non linearity

y(t ) y

b
a k t
x(t )  2
0 a 0 1
b
Solution
0 x(t )
a
1 1  sin 1

X
x(t )  X sint
t 49
How to get the describing function?
y
kXsint 0  t   1

 2 t y( t )   
0 1 kX  1  t  2

2
1
A1  0 B1    y(t ) sin td (t )
0

2kX  1 a a a 2
 sin  1 ( ) 
  X X X 
B1 2k  1 a a a 2
KN (X )   sin  1 ( )  X a
X   X X X 
50
Determine the describing function of the dead zone
non linearity
x(t ) y
  1
k
a t t
0 a 0 1
k


solution
x(t )
0

1 1  sin 1

X
x(t )  X sint
t 51
 y
0 0  t  1   1

y(t)    t
k ( Xsint -  ) 1  t  2 0 1

A1  0
2

 y(t ) sintd (t )

1
B1 

0
2kX      2
   arcsin  1( )  ( X  )
  2 X X X 

B1 2k   1    2
K N ( X )     sin  1 ( )  ( X  )
X  2 X X X 
52
The describing function of some typical nonlinearity

M
4M M
KN (X )  KN (X ) 
4M h
1  ( )2
－M X h
－M X X
Relay

k 2k  1 a a a 2
KN (X )  sin  1 ( ) 
a   X X X 
saturation

k 2k   1    2
N(X )    sin  1 ( ) 

dead zone
 2 X X X 
53
The describing function of some typical nonlinearity

M 4M h 2 4M
KN (X )  1 ( )  j
h
X X X 2

 1 2h 
 sin (1  )
k 2 X 
k
KN (X )   
h
 2h h h 
 2(1  X ) X (1  X ) 
backlash
hysteresis 4kh h
j (  1)
X X

54
How to get the describing function?
characters
For the “single value” nonlinearity the describing function must be a “real number”.

such as the dead zone, saturation and the ideal relay nonlinearity etc.

The describing function satisfy the superposition principle (nonlinearity).

For example:

k2
y(t ) N1 ( X ) N2( X ) N3( X )
k1
a x(t )
0 a = + +

N ( X )  N1 ( X )  N 2 ( X )  N 3 ( X )
55
Stability analysis of the nonlinear system by describing function

Review of Nyquist criterion G( j ) 1/Kg Im

For the linear system:

r (t )  G(s) c(t ) －1 Re

 γc

1  G ( j )  0 stable
unstable Critical
 G ( j )  1  j 0
Stability

If G(s) is a minimum phase transfer function, the necessary and

sufficient condition of the stable system is :

The G(j ) does not encircle (-1, j )

56
 Stability analysis of the nonlinear system by
describing function
Compare the nonlinear system with the linear system
Nonlinear Linear
r (t )  c(t ) r (t )  x(t ) y(t ) c(t )
G(s) KN(x)
  G(s)

Linear system nonlinear system

Transfer function of the system:
C ( j ) G ( j ) C ( j ) K N ( X )G ( j )
 ( j )    ( j )  
R ( j ) 1  G ( j ) R( j ) 1  K N ( X )G ( j )
Characteristic equation:
1  K N ( X )G ( j )  0
1  G ( j )  0
1
 G ( j )  1  G ( j )  
KN (X )
In the G ( j ) plane A point A curve
57
Stability analysis of the nonlinear system

1
 : Negative inverse describing function.
KN (X )
Graphical explanation is shown as following:
Im X increasing Im G ( j ) Im

1 direction
KN (X )
Re Re Re
G ( j )

1
G ( j )  
1
KN (X ) KN (X )
G ( j ) G ( j )
do not circle －1/KN(X) G ( j ) circle －1/KN(X) Intersect with －
(stable) (unstable) 1/KN(X)
(self-oscillation)
58
Stability analysis of the nonlinear system by describing function
Self-oscillation of the nonlinear system
Im
A special motion of the nonlinear system:
A : stable point
System will be at a continuous Re
oscillation, which has a constant
stable unstable
amplitude and frequency, when
zone zone
the system come under a light
1
disturbance. B: 
KN (X )
unstable point G( j )
Self-oscillation

B: unstable self-oscillation point→－1/KN(X)enter unstable zone

from stable zone.
A: stable self-oscillation point→－1/ KN(X) enter stable zone
from unstable zone.
59
Drawbacks

Using the describing function to analyze the nonlinear system, the Linear parts of
the system must be provided with a good characteristic of the low-pass filter→so
that the harmonics produced by the nonlinear element can be neglected.

Generally the describing function method can only be used for analyzing the
stability and self-oscillation of the nonlinear systems, not the steady-state error and
transient specifications.

60
Phase Plane Analysis

61
 Introduction
• Introduced in the end of 19th century by Henry Poincare

• Graphical method of studying second order systems

• Basic Idea: To generate motion trajectories corresponding to

various initial conditions on a two – dimensional plane, called
phase plane

• Phase trajectories give an idea about transient behaviour and

stability analysis of the system

62
Introduction …
• Phase Plane Analysis gives intuitive insights to nonlinear
systems; without having to solve the nonlinear equations
analytically

• It applies to the analysis of strong and hard nonlinearities

• Some practical control systems can be approximated to as

second order systems and the phase plane method can be used
for their analysis

• Disadvantage : Restricted to 2nd order systems; Because the

graphical study of higher order systems is computationally and
geometrically complex
63
 Basic Idea

• 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.

64
 State Space Trajectories
• The unforced response of a system released from any initial
point x(to) traces a curve or trajectory in state space, with time t
as an implicit function along the trajectory.

• When state variables are represented as phase variables, the state

space is called phase space or Phase plane.
•
• The curve describing the state point in the phase plane with time
as running parameter (i.e. The locus of the state point in phase
plane ) is called as Phase trajectory.

• The family of all trajectories (which started by different initial

points) is called Phase portrait.
65
 Phase Plane Analysis
• 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.

66
 Phase Plane Analysis

Various methods exist for constructing phase plane trajectories for

linear or nonlinear system. Three such methods are

1. Analytical method

2. The method of isoclines

3. The delta method

67
Phase Plane Analysis of Linear Systems

68
- Consider the second-order linear system

x  ax  bx  0
is the general solution
1t 2t
x(t )  k1e  k2e
• Where the eigenvalues 1 and 2 are the solutions of the
characteristic equation

s 2  as  b  ( s  1 )( s  2 )  0
(a  a 2  4b ) (a  a 2  4b )
 1  , 2 
2 2

69
There is only one singular point (assuming b  0 ), namely the
origin.
1. λ1 and λ2 are both real and have the same sign (positive or
negative)

2. λ1 and λ2 are both real and have opposite signs (saddle point)

3. λ1 and λ2 are complex conjugate with non-zero real parts

4. λ1 and λ2 are complex conjugates with real parts equal to zero

(center point)
70
71
72
73
74
75
76
 Example
• Consider the second-order system with state variables 𝑥1 and 𝑥2
whose dynamics are most easily described in polar coordinates
via the equations
𝑟 = 𝑟(1 − 𝑟)
2
𝜃
𝜃 = sin ( )
2
• Where the radius r is given as

𝑟= 𝑥12 + 𝑥22
• And the angle θ is

𝑥2
0≤𝜃= tan−1 < 2𝜋
𝑥1
 Equilibrium States

𝑟 = 𝑟(1 − 𝑟)
𝑟= 𝑥12 + 𝑥22

𝜃 −1
𝑥2
𝜃= sin2( ) 0 ≤ 𝜃 = tan < 2𝜋
2 𝑥1

• It is easy to see that there are precisely two equilibrium

points: one at the origin, and the other at r = 1, 𝜃 = 0.
 Example: Simple Pendulum

• Consider the pendulum shown in

figure.

𝑀𝐿2 𝜃 + 𝑏𝜃 + 𝑀𝑔𝐿 sin 𝜃 = 0

Where,
L: the pendulum’s length
M: its mass
b: the friction coefficient at the hinge
g: the gravity constant.
 Example: Simple Pendulum

𝑀𝐿2 𝜃 + 𝑏𝜃 + 𝑀𝑔𝐿 sin 𝜃 = 0

• Letting
𝑥1 = 𝜃 and 𝑥2 = 𝜃

State equation of the system are given as

x1  x2
b g
x2   x  sin x1
2 2
MR R
 b g
x1  x2 x2   x  sin x1
2 2
MR R

• The equilibrium points:

x2 = 0, sin x1 = 0
(0, 0) and (π, 0)

• The pendulum resting exactly at the vertical up and down

positions.
 Example

• Consider a nonlinear system described by following state

equations determine the number of equilibrium point(s) of the
system.
𝑥 =𝑥−𝑦
𝑦 = 𝑥2 + 𝑦2 − 2

Answer
(1, 1) and (−1, −1).

82
 Example

• Consider a nonlinear system described by following state

equations determine the number of equilibrium point(s) of the
system.
𝑥 = 𝑥 − 𝑥𝑦

𝑦 = 𝑦 + 2𝑥𝑦

Answer
(0, 0) and (−1/2, 1).

83
 Local Behavior of Nonlinear Systems

• If the singular point of interest is not at the origin, by defining the

difference between the original state and the singular point as a
new set of state variables, we can shift the singular point to the
origin.

• Using Taylor expansion a second order nonlinear system can be

rewritten in the form

𝑥1 = 𝑎𝑥1 + 𝑏𝑥2 + 𝑔(𝑥1 , 𝑥2 )

𝑥2 = 𝑐𝑥1 + 𝑑𝑥2 + ℎ(𝑥1 , 𝑥2 )

84
 Local Behavior of Nonlinear Systems

• In the vicinity of the origin, the higher order terms can be

neglected, and therefore, the nonlinear system trajectories
essentially satisfy the linearized equation

𝑥1 = 𝑎𝑥1 + 𝑏𝑥2

𝑥2 = 𝑐𝑥1 + 𝑑𝑥2

• As a result, the local behavior of the nonlinear system can be

approximated by the patterns shown by linear systems

85
 Limit Cycle

• In the phase plane, a limit cycle is defined as an isolated closed

curve.

• The trajectory has to be both closed, indicating the periodic

nature of the motion, and isolated, indicating the limiting nature
of the cycle (with near by trajectories converging or diverging
from it).

86
 Limit Cycle
• Depending on the motion patterns of the trajectories in the vicinity of the
limit cycle, we can distinguish three kinds of limit cycles.

– Stable Limit Cycles: all trajectories in the vicinity of the limit cycle
converge to it as t →∞
– Unstable Limit Cycles: all trajectories in the vicinity of the limit cycle
diverge to it as t →∞

87
 Limit Cycle

– Semi-Stable Limit Cycles: some of the trajectories in the

vicinity of the limit cycle converge to it as t →∞ while the
others diverge from it

88
 Example

• Find the equilibrium point(s) of the nonlinear system. Then

determine the type and stability of each equilibrium point.

𝑥 = 𝑦 − 𝑥(𝑥 2 + 𝑦 2 − 1)
𝑦 = −𝑥 − 𝑦(𝑥 2 + 𝑦 2 − 1)

• If system exhibits limit cycles then determine the nature of limit

cycle as well.

89
 Example
• Find the equilibrium point(s) of each nonlinear system given
below. Then determine the type and stability of each equilibrium
point.

𝑥 = 𝑦 + 𝑥(𝑥 2 + 𝑦 2 − 1) 𝑥 = 𝑦 − 𝑥(𝑥 2 + 𝑦 2 − 1)2

1. 2.
𝑦 = −𝑥 + 𝑦(𝑥 2 + 𝑦 2 − 1) 𝑦 = −𝑥 − 𝑦(𝑥 2 + 𝑦 2 − 1)2

• If system exhibits limit cycles then determine the nature of limit

cycle as well.

90
 Exercise
• Find the equilibrium point(s) of each nonlinear system given
below. Then determine the type and stability of each equilibrium
point. If system exhibits limit cycles then determine the nature
of limit cycle as well.

1. 𝑥 = 𝑥𝑦 − 3𝑦 4. 𝑥 = 𝑥 2 𝑦 + 3𝑥𝑦 − 10𝑦
𝑦 = 𝑥𝑦 − 3𝑥 𝑦 = 𝑥𝑦 − 4𝑥

2. 𝑥 = 𝑥 2 − 3𝑥𝑦 + 2𝑥 5. 𝑥 = 2 − 𝑥2 − 𝑦2
𝑦 =𝑥+𝑦−1 𝑦 = 𝑥2 − 𝑦2

3. 𝑥 = 𝑥 2 + 𝑦 2 − 13
𝑦 = 𝑥𝑦 − 2𝑥 − 2𝑦 + 4
91
 Solution

1. 𝑥 = 𝑥𝑦 − 3𝑦
𝑦 = 𝑥𝑦 − 3𝑥

• Equilibrium points are (0, 0) and (−3, 3).

• (0, 0) is a stable center,

• (−3, 3) is an unstable saddle point.

92
 Solution

2. 𝑥 = 𝑥 2 − 3𝑥𝑦 + 2𝑥
𝑦 =𝑥+𝑦−1

• Equilibrium points are (0, 1) and (1/4, 3/4)

• (0, 1) is an unstable saddle point,

• (1/4, 3/4) is an unstable spiral point.

93
 Solution

3. 𝑥 = 𝑥 2 + 𝑦 2 − 13
𝑦 = 𝑥𝑦 − 2𝑥 − 2𝑦 + 4

• Equilibrium points are (2, 3), (2, −3), (3, 2) and (−3, 2).

• (2, 3) is an unstable saddle point

• (2, −3) is an unstable saddle point

• (3, 2) is an unstable node,

• (−3, 2) is an asymptotically stable node.

94
 Solution

4. 𝑥 = 𝑥 2 𝑦 + 3𝑥𝑦 − 10𝑦
𝑦 = 𝑥𝑦 − 4𝑥

• Equilibrium points are (1, 1), (1, −1), (−1, 1), and (−1, −1).

• (1, 1) is an asymptotically stable spiral point,

• (1, −1) and (−1, 1) both are unstable saddle points,

• (−1, −1) is an unstable spiral point.

95
 Solution

5. 𝑥 = 2 − 𝑥2 − 𝑦2
𝑦 = 𝑥2 − 𝑦2

• Equilibrium points are (0, 0), (2, 4), and (−5, 4).

• (0, 0) is an unstable saddle point,

• (2, 4) is an unstable node,

• (−5, 4) is an asymptotically stable node.

96
Phase Plane Analysis Method 1

Analytical Method

97
1. Analytic method
Example 1
Spring - mass motion system : mx  Kx  0 k=1

m  mass, K  spring constant.

m=1
If initial condition x(0)  x 0 , x (0)  0 , x
plot the phase loci. Stable position
Solution: mx  Kx m 1, K 1  0  x  x  0
dx
then : x   x   xdx    xdx
dx

1 2
2
  1 2

x  x (0)   x  x 2 (0)
  2

2

Because x(0)  x 0 , x(0)  0  x  x  x 0
  2 2 2

The phase trajectory is a circle, x 0 is the radius.

98
Example
For the system:
r =0 e y 1 c
M

s2
-
Plot the phase loci of the system:
Solution:

1
Because : Y ( s)  2  C ( s)  Y ( s)  s 2C ( s)  y  c
s

 
d 2c M r c  0
So we have :  y M  Msign(r  c)
2 r c  0
dt

99
make : c  x1 , c  x2
then : x1  x2 dx2 Msign(r  x1 )

x 2  c
  Msign(r  x1 ) dx1 x2

x2 x1

that is  x dx
x2 ( 0 )
2 2   Msign(r  x )dx
x1 ( 0 )
1 1
x2
when x1  r :
x1
we have x  2Mx1  2Mx1 (0)  x (0)
2
2
2
2
r
when x1  r :
we have x22  2Mx1  2Mx1 (0)  x22 (0)

The phase loci of the system is shown in following figure→self-oscillation.

100
Singularity points of the phase locus
Types of the singularity points
The linearized nonlinear differential equation in the
neighborhood of the singularity point can be expressed :
x  2ξωn x  ωn2 x  0 Characteristic 2
s  2 n s   n2  0
equation:
s1, 2  n   2n2  n2
According to the position of s1,2 in s-plane, there are six types of
the singularity points:
For 0    1  stable focus;   1  stable nodes;
 1    0  unstable focus.   1  unstable nodes.
  0  center.
If : x  2ξωn x  ωn2 x  0 and   0  saddle point
101
 types Roots Phase plane

stable
focus

unstable
focus

stable
nodes

unstable
nodes
102
centers

saddle
points

103
 Analysis of the phase plane
2. limit cycle
A kind of phase locus with the closed loop form
→Corresponding to the self-oscillation.
Types of the limit cycle :
(1) stable limit cycle
(2) unstable limit cycle
(3) semi - stable limit cycle

104
Phase Plane Analysis Method 2

Isocline Method

105
Graphic method--- isoclinal method

dx
For the systems : x  f ( x, x )  0  x  f ( x, x )  0
dx
dx2
make : x1  x, x2  x then : x2   f ( x1 , x2 )
dx1
dx2 f ( x1 , x2 )
 
dx1 x2
dx2 f ( x1 , x2 )
make :       isocline equation
dx1 x2
 : the slope of the phase loci

Example 3
Spring - mass motion system : x  x  0
plot the phase loci by the isoclinal method.
106
Solution
dx  x
In terms of : x  x  0 we have : 
dx x
dx 1
make   then : x   x
dx 
The isocline is the beelines passing the coordinate origin and
1
with slope  .

1
The  values are shown in following table for different 

  2 1 0.5 0 －0.5 －1 －2 
1


0 －0.5 －1 －2  2 1 0.5 0

We can plot the isoclinals like as following figure:

107
(1) Plot the isoclinals for different α.
(2) Plot the corresponding tangents of the phase loci in each
isoclinals.  is the slope of the phase loci.
(3) Plot the phase loci starting at the initial states (x 0 , x 0 ).
 0
  0.5 x   0.5
 1   1
 2
  2

x  

(x 0 , x 0 )

108
Attentions:
1) x - axis and x should have the same scale.
2) The direction of the phase loci always are clockwise :
For x  0 : from left to right with x increasing ;
For x  0 : from right to left with x decreasing .
3) The slope of the phase loci through x - axis is   ,
so the phase loci intersect x - axis uprightly.
4) apply the symmetry of the phase locus to reduce work .
For the symmetry about x  axis : f(x, x )  f(  x, x )
For the symmetry about x  axis : f(x, x )  f(x, x )
For the symmetry about origin : f(x, x )  f(  x,  x )

109
Analysis of the phase plane
How to analyze the performance of the nonlinear systems from
the phase locus

(1) We can analyze the stability directly from the phase locus:
the phase locus is convergent or divergent.

(2) We can analyze the self-oscillation directly from the phase

locus: the phase loci converge upon a limit circle
(3) We can transform the phase locus into the time response
curve x(t) to analyze the rise time tr , settling time ts etc..
(4) Also we can analyze the steady state error, overshoot etc.,
directly from the phase locus.
Example 5 k2


r e k1 y K c k1  0.0625 ; k2  1;
e0 s(Ts  1)
T  1; K  4; e0  0.2

If c (0)  c(0)  0, analyze the unity step response of the system

110
Analysis of the phase plane
solution
4 0.0625e e  0.2
because : Y ( s )   C ( s)  y  
s ( s  1)  e e  0.2
 e   e  4e  0 e  0.2
We have : 
  e  0.25e  0 e  0.2
e
e(0)  1, e(0)  0
Singularity points: (0, 0), and a stable nodes in the plane. e  e
The phase locus is shown in following figure:
(1) Stability: stable e
(2) Steady state error ess = 0
(3) Overshoot (1,0) e
(4) We can transform the phase locus
into the time response curve e(t) to
analyze the rise time tr , settling time ts etc.
0.2 0.2
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 Phase plane method

• Phase plane method is only used for analyzing or designing

the 1st-order or 2nd-order nonlinear systems

• Also the phase plane method is used to analyze the stability of some
intelligent control systems, such as the Fuzzy control systems.

112
Phase Plane Analysis Method 3

Delta Method

113
End of Slides

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