Ubc - 1966 - A1 C57

ASPECTS OF NONLINEAR SYSTEM STABILITY
by
GUSTAV ' STROM CHRISTENSEN
B.Sc, University of Alberta, 1958
M.A.Sc, University of British Columbia, 1960
A THESIS SUBMITTED IN PARTIAL FULFILMENT OF
THE REQUIREMENTS FOR THE DEGREE OF
DOCTOR OF PHILOSOPHY
in the Department of
Electrical Engineering
We accept this thesis as conforming to the
required standard
Members of the Department
of Electrical Engineering
THE UNIVERSITY OF BRITISH COLUMBIA
September, 1966
In presenting t h i s thesis i n p a r t i a l f u l f i l m e n t of the requirements
for an advanced degree at the University of B r i t i s h Columbia^ I agree
that the Library s h a l l make i t f r e e l y available for reference and
study, I further agree that permission for extensive copying of t h i s
thesis for scholarly purposes may be granted by the Head of my
Department or by his representatives. I t i s understood that copying
or publication of this thesis for f i n a n c i a l gain s h a l l not be allowed
without my written permission.
Department of
The University of B r i t i s h Columbia
Vancouver 8, Canada
Date Q e J ^V^- / f ^
The University of B r i t i s h Columbia
FACULTY OF GRADUATE STUDIES
PROGRAMME OF THE
FINAL ORAL EXAMINATION
FOR THE DEGREE OF
DOCTOR OF PHILOSOPHY
of
GUSTAV STROM CHRISTENSEN
B.Sc, University of Alberta, 1958.
M.A.Sc, University of B r i t i s h Columbia, i960
MONDAY, OCTOBER 2k AT 3;30
IN ROOM lfl. 8, HECTOR MacLEOD BUILDING
COMMITTEE IN CHARGE
Chairman: L. G. James
F Noakes R. W. Donaldson
E. V. Bohn A. C. Soudack
C. A. Brockley M.S. Davies .
External Examiner: A. R. Bergen
Associate Professor
University of C a l i f o r n i a
Berkeley
Research Supervisor: A, C. Soudack
ASPECTS OF NONLINEAR
SYSTEM STABILITY
ABSTRACT
This thesis treats system s t a b i l t y from three
separate points of view.
1. State Space Analysis
2. Complex Frequency Plane Analysis
3 Time Domain Analysis
Asymptotic s t a b i l i t y i s considered i n state space.
Using state space and the gradient method an expression
i s derived for the t o t a l time derivative of the Liapunov
function. This expression i s a special case of the
general Zubov equation, however, i t does not lend
i t s e l f to an e x p l i c i t , exact solution except i n
special cases.
Global asymptotic s t a b i l i t y and bounded input -
bounded output s t a b i l i t y i s considered i n the complex
frequency plane. Here a method developed by Sandberg
has been applied to some systems the l i n e a r part of
which has poles on the imaginary a x i s . The solution
of an example of t h i s type v i a the Sandberg method
and the Popov method shows that the two methods give
e s s e n t i a l l y the same r e s u l t f o r the example considered.
Bounded input ~ bounded output s t a b i l i t y i s
considered i n the time domain using two separate
methods. One, a method developed by Barrett using
Volterra series has been extended to cover cases
with a nonlinearity of 2nd and kth degree. Two, a
method depending on the contraction mapping p r i n c i p l e
i s developed and applied to several types of systems.
I t i s shown that t h i s method generates the Volterra
series found by Barrett's method, and thus we can
a c t u a l l y determine a region where, the solution of a
given d i f f e r e n t i a l equation can be represented i n
the form of a Volterra series.
GRADUATE STUDIES
F i e l d of Study; E l e c t r i c a l Engineering
E l e c t r i c a l Power Systems
Network Theory
Servomechanisms
Analog Computers
Numerical Analysis
Heat Transfer
Electromagnetic Theory
Design of E l e c t r i c a l Machinery
Nuclear Physics
Nonlinear Systems
Integral Equations
D i g i t a l Computers
F, Noakes
A. D Moore
E, V. Bohn
W* Dieticker
C Froese
Wm. Wolfe
G W. Walker
J. Szablya
G. M, G r i f f i t h s
A. C* Soudack
E. Macskasy
E. V. Bohn
GUSTAV STROM CHRISTENSEN. ASPECTS OF NONLINEAR SYSTEM STABILITY.
Supervisor A. Co Soudack.
ABSTRACT
This thesis treats system s t abi l i t y from three separate points
of view.
1. State Space Analysis
2. Complex Frequency Plane Analysis
3. Time Domain Analysis
Asymptotic s t abi l i t y i s considered i n state space. Using
state space and the gradient method an expression i s derived
for the t ot al time derivative of the Liapunov function. This expression
i s a special case of the general Zubov equation, however, i t does not
lend i t s e l f to an expl i c i t , exact solution except i n special cases.
Global asymptotic s t abi l i t y and bounded input - bounded output
s t abi l i t y i s considered i n the complex frequency plane. Here a method
developed by Sandberg has been applied to some systems the linear part
of which has poles on the imaginary axis. The solution of an example of
this type vi a the Sandberg method and the Popov method shows that the
two methods give essent i al l y the same result for the example considered.
Bounded input - bounded output s t abi l i t y i s considered i n the
time domain using two separate methods. One, a method developed by
Barrett using Volterra series has been extended to cover cases with a
nonlinearity of 2nd and 4th degree. Two, a method depending on the
contraction mapping pri nci pl e i s developed and applied to several types
of systems. It is shown that this method generates the Vol t erra series
found by Barrett' s method, and thus we can actually determine a region
where the solution of a given di f f er ent i al equation can be represented
i n the form of a Vol t erra seri es.
TABLE OF CONTENTS
Page
L i s t of I l l u s t r a t i o n s v
Acknowledgement v i i
1. INTRODUCTION .1
2. STABILITY ANALYSIS USING STATE SPACE 5
2.1 Introduction 5
2.2 Definitions and S t a b i l i t y Theorems 8
2.3 The S t a b i l i t y of Linear,
Autonomous Systems 11
2.4 S t a b i l i t y Domains for Nonlinear
Systems by Zubov's Method 12
2.5 S t a b i l i t y Domains for Nonlinear
Systems by Gradient Method 13
2.6 Discussion of Results 22
3. STABILITY ANALYSIS USING THE COMPLEX
FREQUENCY PLANE 2 3
3.1 Introduction 23
3.2 A Frequency S t a b i l i t y C r i t e r i o n
for Nonlinear Systems 25
3.3 Systems with Poles on the
Imaginary Axis 35
3.4 The S t a b i l i t y of Some
Nonlinear Systems 39
4. STABILITY ANALYSIS USING THE TIME DOMAIN 57
4.1 Introduction 57
4.2 S t a b i l i t y v i a Volterra Series 59
4.3 The S t a b i l i t y of Two S p e c i f i c
Nonlinear Systems 65
4.4 The S t a b i l i t y of a System with
a Nonlinearity of Second Degree ?5
i i i
Page
4.5 The S t a b i l i t y of a System with a
Nonlinearity of Fourth Degree 80
4.6 Comparison to Desoer's Method 87
4.7 The Contraction Mapping P r i n c i p l e 88
4.8 S t a b i l i t y v i a Contraction Mapping 92
4.9 The S t a b i l i t y of some Nonlinear
Systems 96
4.10 The S t a b i l i t y of some Nonlinear
Systems with a Simple Pole at the
Origin 107
4.11 The V a l i d i t y of Volterra Series
Representation 117
5. CONCLUSIONS 124
5.1 Summary 124
5.2 Recommendations for Future Work 125
APPENDIX A .' 127
REFERENCES 134
i v
LIST OF ILLUSTRATIONS
Figure Page
2.1 Phase Plane Trajectory 6
2.2 Integration of the Function S 18
3.1 Linear Feedback System with Constant
Parameters 23
3.2 Nyquist Plot for F
Q
(s) =
s(1+
Q.04s)
2 5
3.3 C r i t i c a l C i r c l e (a > 0) 29
3.4 C r i t i c a l C i r c l e (a < 0) 31
3.5 Bounds on 0 and K 33
3.8 Block Diagram Representation of (3.47) 39
2 -1
3.9 K(jco) Locus for ^ + x
1
- 2x1 x
2 Q
e '=o) 4 2

3.10 K ( Locus for (x + x + 0(x,t) = 0)e=l 44
3.11 K(ju) Locus for Equation (3.74). 48
3.12 S t a b i l i t y Sector for Equation (3.75) 49
t
3.13 W (ju)) Locus for Equation (3.80) 53
4.1 Block Diagram Representation of (4.1) 57
4.2, Graph of Equation (4.18) 63
4.3 Boundary Values of X 66
4.4 |h(t)| versus Time 67
4.6 S t a b i l i t y Sector f o r Equation (4.49). 74
4.7 Graph of Equation (4.76) 77
4.8 Boundary Values of X (Equation (4.76)) 79
v
Figure
Page
4.9
80
4.10
83
4.11
86
4.12
87
4.13
92
4.14
93
A . l
128
A.2
130
A. 3
131
ACKNOWLEDGEMENT
I wish to express my gratitude to my supervisor
Dr. A. C. Soudack and to the head of this department
Dr. F. Noakes for encouragement and guidance during
the course of t h i s study. Further, sincere thanks are
given to Drs. H. P. Zeiger, E. V. Bohn and R. W.Donaldson
for taking time to l e v e l constructive c r i t i c i s m at t h i s
project. Also I wish to acknowledge interesting d i s -
cussions held with my fellow graduate students concerning
the topic treated i n this thesis and subjects related
thereto. In p a r t i c u l a r I wish to mention Mr. J .
Sutherland i n t h i s connection.
Acknowledgement i s g r a t e f u l l y given to the
National Research Council for providing assistance for
the session 1963-1964 and to the University of B r i t i s h
Columbia for awarding U.B.C. graduate fellowships for
the sessions 1964-1965 and 1965-1966.
v i i
1. INTRODUCTION
The s t abi l i t y of an undriven physical system i s determined by
i t s behaviour when subjected to external perturbations which displace
the system from i t s ori gi nal rest posi t i on. In this thesis a system wi l l
be said to be stable i f i t remains close to i t s ori gi nal rest posi t i on
for a l l times after the disturbance has ceased, and the system wi l l be
said to be asymptotically stable i f i t , i n time, returns to i t s ori gi nal
rest posi t i on after the disturbance has ceased.
In many cases i t happens that a system exhibits this behaviour
only within a limited region around the or i gi nal rest point, and this
region is then cal l ed the region of at t ract i on or the s t abi l i t y region
of the given system. The exact location of the boundary of t hi s region
i s i n most cases very di f f i c ul t to determine. If no such boundary exists
the system is cal l ed globally or absolutely stable. Also a system may
have more than one stable posi t i on, and may indeed come to rest at a
point other than the or i gi nal one i f the applied disturbance i s large
enough. However, i n general attention i s focussed on one rest point.
Further, i f the motion of a system does not exhibit any of the
characteristics just mentioned, i t i s said to be unstable.
In considering the s t abi l i t y of driven systems we generally use
a di fferent concept of s t abi l i t y and speak of bounded input - bounded
output s t abi l i t y. That i s , we attempt to determine the class of f i ni t e
inputs which produce a f i ni t e output.
6*
There are other defi ni t i ons of s t abi l i t y ; however, these
wi l l not be discussed or employed here.
* References placed above the l i ne of text refer to the bibliography.
2
The modern concept of s t a b i l i t y of physical systems was f i r s t
introduced by Lagrange l a t e i n the eighteenth century. He showed that
i n order for a mechanical system to be stable i t s potential energy must
be a minimum at the singular point. However, t h i s applies only to
conservative systems which form a very r e s t r i c t e d class of systems i n
that the forces acting must be derivable from a scalar potential function.
The next major contribution to the theory of s t a b i l i t y of
physical systems was made by A.H. Liapunov i n 1892. His doctoral
d i s s e r t a t i o n on t h i s subject i s available i n book form under the t i t l e
"Probleme General de l a S t a b i l i t e du Mouvement" edited by Princeton
University Press. The general contents of t h i s d i s s e r t a t i o n are
available i n the English literature-'-'^'^. Liapunov considered a class
of systems of very general nature, and developed two d i s t i n c t methods
for investigation of system s t a b i l i t y . In the l i t e r a t u r e these are
generally denoted Liapunov's " f i r s t method" and "second method".
The " f i r s t method" consists of a s t a b i l i t y analysis from
approximate solutions of the system equations of the perturbed response,
obtained by means of a successive approximation procedure. That i s ,
the " f i r s t method" a c t u a l l y comprises a l l procedures i n which the
e x p l i c i t form of the solutions i s used when represented by i n f i n i t e
series
0
.
The "second method" which i s also often termed the " d i r e c t
method" gives information about system s t a b i l i t y d i r e c t l y without
knowledge of the detailed motion of the system. Here special functions,
generally c a l l e d "Liapunov Functions", are formed and u t i l i z e d to
investigate the s t a b i l i t y behaviour of the system i n question. I t
follows that Lagrange's concept of system s t a b i l i t y belongs to the
3
"second method".
As developed by Liapunov, the "second method" constitutes
s u f f i c i e n t conditions for system s t a b i l i t y ; the inverse problem, that i s ,
the existence of a Liapunov function for a system exhibiting stable
motion was not investigated by Liapunov. However, t h i s problem has been
successfully solved and found to be true f o r most cases through the
e f f o r t s of several Russian s c i e n t i s t s during the past twenty-five years.
Probably the most s i g n i f i c a n t developments r e s u l t i n g from these
investigations were made by Lure
4
and Zubov
5
. Lure developed a construc-
t i o n procedure for Liapunov functions r e l a t i n g to closed loop control
systems, and Zubov devised a constructive proof which shows Liapunov's
conditions are both necessary and s u f f i c i e n t to ensure system s t a b i l i t y .
While Liapunov's "second method" u t i l i z e s state space analysis
and thus leans heavily on the d i f f e r e n t i a l equation approach to
investigate s t a b i l i t y there are other methods available for t h i s purpose.
The more w e l l known of these are the "Nyquist Frequency Locus", "Bode
Diagrams", and the "Root Locus Method". These s t a b i l i t y c r i t e r i a
7
were
developed on t h i s continent during the past t h i r t y years and u t i l i z e the
complex frequency plane. However, these methods apply only to
e s s e n t i a l l y l i n e a r systems, although some attempts have been made to
extend these methods to nonlinear systems as w e l l
7
. Unfortunately these
extensions to nonlinear systems are quite d i f f i c u l t to use.
In 1961 V.M. Popov developed a frequency s t a b i l i t y c r i t e r i o n
for nonlinear systems
4
which aroused widespread i n t e r e s t , and gave
impetus to intensive investigations regarding the generality and
l i m i t a t i o n s of the method. These investigations are s t i l l continuing.
However, the Popov c r i t e r i o n has only been proven to constitute a
4
s u f f i c i e n t condition for s t a b i l i t y ^ . On the other hand, Lure's
construction procedure has since been shown to be c l o s e l y connected to
the Popov method. In f a c t , i t has been shown t h e o r e t i c a l l y that the
Popov condition (see Appendix A) i s necessary and s u f f i c i e n t for the
existence of a Liapunov function of the type found by Lure's method^.
There are of course many more workers besides those already
mentioned who have contributed to the f i e l d of s t a b i l i t y theory, and
probably the most complete bibliographies r e l a t i n g to the subject are
given i n references 1,4, and 8.
In t h i s thesis both state space, frequency plane and time
domain methods are u t i l i z e d , and t h e i r respective merits w i l l become
evident as various methods are developed, discussed, and employed to
investigate the s t a b i l i t y of several systems.
5
2. STABILITY ANALYSIS USING STATE SPACE
2.1 Introduction
The most elementary example of state space consists of two
perpendicular axes i n a plane. For i l l u s t r a t i v e purposes consider the
simple d i f f e r e n t i a l equation

x^ + x-^ = 0
which represents a conservative system. Let
x
l = x
2
(2.1)
x
2
= -x
x
(2.2)
and divide equation (2.1) by (2.2); we then obtain
dx-j
HxT
dx
x
x
2
L
2 *1
which has the solution
x-^2 + = c^
(2.3)
Equation (2.3) may then be represented i n two dimensional
state space, that i s , the f a m i l i a r phase plane as shown i n F i g . 2.1.
Equation (2.3) i s c a l l e d a phase trajectory and represents a
stable motion i n accordance with the d e f i n i t i o n of s t a b i l i t y given i n
the introduction.
The general procedure for representing a higher order
d i f f e r e n t i a l equation, l i n e a r or nonlinear, i n state space i s then just
6
Fig. 2.1 Phase Plane Trajectory
an extension of the procedure used above. Thus given the equation
- \ S i
1
+ ... + g
n
x
1
= 0
d t
n
dt
n
"A
we l e t
x
l = x
2

x
2 "
x
3
a
l
x
n
+
g2*n-l
+

+
8n-l
x
2
+
8^1
In matrix form equation (2.5) becomes
x
l
0 1 0 . . . 0
x
l
=
0 1
*
x
n 8n 8n-l Sn-2 '
81
x
n
7
G e n e r a l l y such a s e t o f equations w i l l be represented by
x = Ax
= (x)
(2.7)
where the non-subscripted v a r i a b l e s x, x and f denote n-dimensional
column v e c t o r s , and A denotes an square n by n m a t r i x w i t h constant
or v a r i a b l e elements. Further, i f time t does not occur e x p l i c i t l y i n
equation (2.7) i t i s c a l l e d autonomous, whereas i f time t does occur
e x p l i c i t l y equation (2.7) i s c a l l e d nonautonomous.
orthogonal c o o r d i n a t e s , XT, x
2
, x
n
, i n s t a t e space, and t h a t we
can form equations of the type
e t c . The s o l u t i o n of these equations w i l l then give a phase t r a j e c t o r y
(provided a s e t o f i n i t i a l c o n d i t i o n s are given) i n the space represented
by the n c o o r d i n a t e s . However, g e n e r a l l y these equations cannot be
s o l v e d e x p l i c i t l y .
The d i s t a n c e between two p o i n t s i n s t a t e space can be d e f i n e d
as the e u c l i d i a n norm
I t w i l l be noted from equation (2.5) t h a t we now have n
|jxj| = ( x
x
2
+ x
2
2 + ... + x^)h
(2.8)
where x denotes the transpose o f the column v e c t o r x.
8
In the phase plane, points where
dx
2
= f 2 ( * i , *2 ) _ 0
3xY f i ( X ! , x2 ) 0
are cal l ed singular points. It should be noted that i f we desire to
investigate the st abi l i t y of a singular point which i s not located at
the or i gi n we simply translate the coordinates, such that the singular
point i n question i s located at the or i gi n.
2.2 Definitions and St abi l i t y Theorems' ^
In mathematical terms the system (2.7) i s said to be stable
with respect to the solution x = 0 i f , given a small posi t i ve number e,
there always exists another posi t i ve number u , such that any solution of
equation (2.7) which i ni t i a l l y sat i sfi es |x(t=0)| i u also sat i sf i es for
a l l t ^ 0 the inequality |x(t):| <
e
- It wi l l be noted that this assures
system st abi l i t y i f , by choosing suf f i ci ent l y small i n i t i a l conditions,
we can guarantee the solution wi l l remain smaller i n magnitude than any
predetermined posi t i ve number. If i n addition
lim x(t) =0
t -
the system i s said to be asymptotically stable with respect to the
solution x = 0.
A function i s cal l ed defi ni t e i n a domain D containing the
ori gi n i f i t has values of only one sign and vanishes only at
x ^ = x2 = . . . = xn = 0. In the l i t er at ur e, Liapunov functions are
generally denoted by V = V( X p xn ) . Such a function i s cal l ed
defi ni t e (positive or negative) i n a certain domain D : |xjj< H
(H > 0 i s a constant) i f the sign of V i s invariant, and V vanishes only
9
for XT = x2 = ... = ^ =0
Example
V = x
T
x
i s a positive defi ni t e function.
On the other hand, V i s cal l ed semidefinite i f V = 0 for
values other than xn = x2 = . . . = xn = o.
Example
V = xx
2
+ (x2 + x3 )
2
i s a semidefinite function since i t vanishes at the point
JCX
X
= 0, x2 = -x3 ).
The t ot al time derivative of V = V ( xi , . . . , xn ) i s found i n the
standard manner
v a t L 6H dT 4 - ,
1
1=1 1=1
f.
by use of equation (2.7).
Liapunov's Theorem on St abi l i t y
Given the di f f er ent i al system (2.7) with the singular point
x = 0 located i n a domain D, then i f we can f i nd a posi t i ve defi ni t e
function V with a t ot al time derivative V which sat i sfi es 0 the
system (2.7) i s stable i n D with respect to the solution x = 0. For
proof see reference 3.
Example
*1
= X
2
10
x.
2
= -x-
1
Let
V = 1/2 ( xx
2
+ x22)
then
V = xnxn + x0 x
= 0
Liapunov's Theorem on Asymptotic St abi l i t y
Given the di f f er ent i al system (2.7) with the singular point
x = 0 located i n a domain D, then i f we can fi nd a positive defi ni t e
function V which has a t ot al time derivative which is negative defi ni t e
i n D, then the system (2.7) i s asymptotically stable with respect to
the solution x = 0. For proof see reference 3. (Note: V may be
semidefinite i f the points V = 0 do not form a trajectory. )
Example
= -x.
1
- x.
2
Let
V -
+ x
then
+
X
2
X
2
Clearly V< 0 and V> 0 also ensures asymptotic s t abi l i t y.
11
2.3 The St abi l i t y of Linear, Autonomous Systems
Since we i n this section consider only l i near systems i t
follows that the domain of st abi l i t y wiHl either include a l l points i n
state space or none at a l l . That i s , the region of asymptotic st abi l i t y
for such systems i s never f i ni t e .
Consider the l i near system
x = Ax (2.9)
where the elements of the matrix A, a^j , are constants. For such a
system Liapunov used the following procedure to investigate s t abi l i t y.
Let
V = - ||x||
2
(2.10)
and
V = x
T
Bx (2.11)
then from equation (2.11)
V = x
T
Bx + x
T
Bx
since B i s a constant matrix; further", substituting from equation (2.9)
V = x
T
ABx + x
T
BAx (2.12)
We then equate the ri ght hand sides of equations (2.10) and
(2.12) and obtain
A
T
B + BA = -I (2.13)
where I i s the i dent i t y matrix. If the eigenvalues of the matrix A a l l
have negative real parts we wi l l on solving for the elements of B,
b^j , i n equations (2.13) fi nd that B i s a symmetric, posi t i ve defi ni t e
matrix. Positive definiteness i s characterized by the fact that a l l
the pri nci pal minors of B are posi t i ve. It therefore follows that
12
Liapunov's Theorem on Asymptotic St abi l i t y stated on page 10 is sat i sf i ed
12
for the system (2.9). Gibson gives a pract i cal application of this
procedure.
2.4 St abi l i t y Domains for Nonlinear Systems by Zubov's Method
As mentioned i n the introduction,Zubov^ developed a
constructive method which shows Liapunov's c r i t er i a to be both necessary
and suf f i ci ent for a given system to be asymptotically stable. His
q
method was investigated i n det ai l by Margolis , and the salient features
of Zubov's method are the following. Consider the system
x =f(x) (2.14)
and l et D be an open domain i n state space while the closure of D is
denoted D. Assume D contains the ori gi n and that x = 0 i s a singular
point of the system (2.14). Then necessary and suf f i ci ent conditions
for D to be the exact domain of attraction of the equilibrium of
(2.14) are the existence of two functions v(x) and 0(x) with the
following properties,
1. v(x) i s defined and continuous i n D.
2. 0(x) i s defined and continuous i n the whole state space.
3. 0(x) i s posi t i ve defi ni t e for a l l x.
4. v(x) is posi t i ve defi ni t e for x e D, x f 0.
5. 0 < v(x) < 1
6. If y e D - D then lim v(x) = +1;
x -> y
also lim v(x) = +1 provided that the l at t er l i mi t process can be
x* co
carried cut for x e. D.
13
n
7. dv = y 5v_
f =
. (J)
C x ) (
i .
v ( x ) ) (
2.15)
at
In cases when equation (2.15) can not be solved expl i c i t l y
(which i t i n general can not) i t may be solved by assuming a series
solution of the form
V =
j=2 k=l
d
j k V
_ I P r i
* l (2.16)
for the two dimensional case. Similar series solutions may be assumed
for higher dimensionsj however, i t i s evident that the complexity wi l l
then increase r a p i d l y
9 , 1 3
The advantage gained i n using the form
(2.16) i sj t hat recurrence relations arise for the coefficients d ^ .
Generally the approximation to the required s t abi l i t y boundary improves
as the number of terms included i n v i s increased, however, i t i s
usually found that the convergence i s sl ow^' l ^. j n theory though, as
n oo v > +1 as required by condition 6 stated above.
2.5 St abi l i t y Domains for Nonlinear Systems by Gradient Method
From the previous section i t i s evident that a di rect solution
of Zubov's equation i s i n most cases di f f i c ul t . Further, numerical
methods are di f f i c ul t to apply for an arbitrary 0(x) i n (2.15). For
this reason a somewhat di fferent approach wi l l be developed here which
r esul t s i n a part i cul ar choice for (f)(x) i n (2.15) The approach taken
i s t h a t we seek to obtain the time vari at i on of the Liapunov function
V ( x 1 , . . , x n ) , by using the gradient method
1 0
. Thus we obtain V i n a
form which results i n grad V being directed along the system
traj ectories.
14
Consider the n-dimensional system
x = f(x) (2.17)
which has a stable singular point at
f(0) = 0 (2.18)
Then l et us postulate the existence of a continuous, posi t i ve defi ni t e
function V(x) such that
V(0) = 0 (2.19)
I t then follows-^ that i n order V has a form which results i n the
steepest descent of V along any trajectory we require
x^ = - K~ (K = Gain factor) (2.20)
In the l i t er at ur e^ K i s often required to be a constant; however, here
we l et
SV_ = - S( x i , . . . , x n ) X i
Further, using (2.21) we can write
cW/ 5xk xk
(2.21)
5v75%
=
; (2.22)
but
dxk ^ \
^ *m (2.23)
Hence i t follows that grad V is directed along the trajectories of
(2,17) as required.
We can now f i n d an expression for the t ot al time derivative of
V, Thus, since
15
we f i nd using (2.21) i n (2.24)
V = - S( x2
2
+ . . . + x^) (2.25)
Sx i
2
or
n . n
j
= 1
J
= 1
(2.26)
which i s a par t i al di f f er ent i al equation i n V.
We can write (2.21) as
s
_ !_ bV
X i
&
x
i (2.27)
then using (2.27) i n (2.26) we f i nd
n n
bV 1 dV
e>x,
x
j
= _
i ^ i z _
j = i
3 x
2
i " F l "
j
(2.28)
or
n . n
Y x. dV V
^ dx i ^ " 5xT Z _ x '
j = l
J 1
j = i 1
(2.29)
which i s also a par t i al di f f er ent i al equation i n V. Here i may have
any one value from one to n.
We can now compare equation (2.25) to Zubov's equation
(2.14), and i t wi l l be observed that i f we l et
V = - l n( l - v) (2.30)
then equation (2.25) becomes
= (S k.
2
)d - v) (2.31)
j - 1
16
Therefore i n order that (2.15) and (2.31) are equivalent we require
n
2,
j=l
0 = (S ^
x
/ ) (2.32)
which requires S to be a positive defi ni t e function of the state
variables (x^, > ^ . From equation (2.21) i t follows
(grad V)
T
= (Sxx , Sx2 , S^) (2.33)
and evidently we can require
curl grad V = 0
which implies that the matrix formed by
d
x
j
is symmetrical.
This means that i n the two-dimensional case we can write
d*
2
d
x
l
C 2
'
3 4 )
For the two-dimensional case we therefore have the following
equations to solve
av a/ 2 ' ?-v
at
=
"
S
(
x
l
+
x7
2
)
(2.35)
X
l &q 2 &q -
S
^ - bx
2
) (2.36)
On the boundary of the s t abi l i t y domain D we must have
V = 0 and therefore S = 0. This occurs because the s t abi l i t y boundary
of the system (2.17) must necessarily be a trajectory of the system.
17
Therefore i t appears that we only need to solve equation (2.36) for S
14
through the use of the characteristic equations
dx dx
2 1 dS
x
i
x
2 &2 <&1
5* L " <*2
(2.37)
i n order to determine the s t abi l i t y boundary. Further, from equation
( 2. 35) the characteristic equations for V are
dx, dx
1 _
2
- . dV
x
l
x
2 S( xx
2
-+ x2
2
) (2.38)
Comparison of the f i r s t equation of (2.37) and (2.38)
respectively indicates that their corresponding trajectories are
orthogonal, that i s ,
dx?. ^
C d x
l
3 S =
" x2 (2.39)
dx2 x2
fe") V
=
~ (2-40)
1 xx
where the subscripts S and V simply indicate which function the
equation refers to.
In order to solve equation (2.37) numerically we may start
with a set of i ni t i a l values: (S = S0 , xi = 0, x2 = 0)*
means approximately equal to.
18
and integrate the characteristic equations obtained from (2.37)
along a characteristic curve. It wi l l be noted that we know only
one poi nt on the solution surface of equation (2.36), and we can
therefore only trace out one characteristic curve.
Characteristic Curve
St abi l i t y Boundary S = 0
Fi g. 2.2 Integration of the Function S
There i s , however, an inherent di f f i c ul t y i n t hi s approach
which is best i l l ust r at ed by an example. Consider the system
X
l " " h
+
V
X
2 (2.41)
x = - x
2 2
then equations (2.39) and (2.40) become
dx
2
\
HxjJ s
-x^ + 2xi
z
X2 i _ Xi
x2 x2
(2.42)
dx2
dxi
= ~
X
2 i ^ 2
V 2 "
x
l
- x1 + 2 x x ^ 2
(2.43)
i n the small, Solution of these two equations i n the small gives
respectively
19
+ x
:
2 ) S = c x c, = constant.
= c
2
c-, = constant
Therefore using analog or di gi t al methods to solve equation (2.36)
simply results i n the variables x^ and x2 remaining close to their
i ni t i a l values so that the nonlinear terms i n x-^ and x2 remain
i nsi gni fi cant numerically. The i ni t i a l values were perturbed i n
various ways i n an attempt to overcome this di f f i c ul t y, but to no
avai l . Therefore this approach was abandoned.
becomes evident that S is simply an integrating factor for the
equation
We know that such a function always exists for the two-dimensional
cases, and provided certain conditions are met such a function also
exists for higher dimensional cases
1 5
- However, even i n the cases when
S can be shown to exist we have no guarantee that S i s posi t i ve
def i ni t e.
For example, for the system (2.41) we may assume a series
sol ut i on of equation (2.36) of the form
If we take a closer look at equations (2.35) and (2.36) i t
dx2
3x7
=
(
x
i . * 2 )
n
j+1
j-k+1 k-1
k=l
x
1
(2.44)
20
however, when we then attempt to determine the coefficients
i t soon becomes evident that the form (2.44) does not sat i sfy equation
(2.36).
Consider again equation (2.33) and make the following
assumption
OV
^x2
= S x
2
= F
2^
x
2^
But i n general, for the two dimensional case
dV = $L dx, + dx0
d* i
1
d*2
2
= F1 ( x1 ) dx1 + F2 ( x2 ) dx2
therefore
V = G ^ ) + G2 ( x2 ) ( 2 < 4 6 )
which means we can not have cross-products i n V. This is of course
a severe l i mi t at i on; however, consider the following example,
X
l
=
-
x
l
+ 2 x
i
2 x
2 (2.47)
then from (2.45)
x
2 * "
x
2
s =
F
l
( x
l ) _
F
2 ^
which means
x
l
x
2
curl grad V = 0
The t ot al time derivative of S then becomes
21
dS = & i . + I
dt 3x7
1
5x7
2
n 2
S x
1
= - 2xn L
1
x
(2.48)
therefore the characteristic equations are
dx.. dx
1 2 dS
1 x
l
the solution of
is
dx^ dx^
X
l
= x
2
x 1 = ^ I
X
2
+ C
c = constant
(2.50)
Then using the value for x^ from equation (2.50) and substituting i n -
to equation (2.49) we f i nd
S = S
-c
O 2 r
x
L
c
2
SQ = i ni t i a l value of S
o r substituting for c from equation (2.50) we obtain
22
It should be noted that S = 0 at = 1 i s the exact
9 13
s t abi l i t y boundary for system (2.47) '
However, unfortunately this approach cannot be used i n
general since:
1. the state equations can i n general not be solved expl i c i t l y.
2. the Liapunov function V i s generally =)= G^(x^) +
2.6 Discussion of Results
From the foregoing i t i s evident that the equation developed
i n section 2.5 for the Liapunov function V, vi a the method of steepest
descent i s a special case of Zubov's general equation. However,
unfortunately we can not solve equation (2.25) for the general case.
The reason for this i s that a straight forward solution using the
method of characteristics i s usually as di f f i c ul t as solving the
nonlinear equation i t s e l f . Further, we also impose an additional
r est r i ct i on on V by requiring i t to have a form which results i n the
steepest descent of V along any trajectory.
23
3. STABILITY ANALYSIS USING THE COMPLEX FREQUENCY PLANE
3.1 Introduction
s t abi l i t y cr i t er i on for linear systems. The methods used i n this
chapter to investigate the s t abi l i t y of nonlinear systems are
somewhat si mi l ar to that developed by Nyquist; however, while his
cr i t er i on provides both necessary and suffi ci ent conditions for :
s t abi l i t y to exist the methods used here wi l l only provide
suf f i ci ent conditions for a given nonlinear system to be stable.
Because of the r el at i vel y close correspondence between the
l i near and nonlinear c r i t er i a Nyquist' s cr i t er i on wi l l be described
br i ef l y. Consider the linear feedback system shown i n Fi g. 3.1.
Fi g. 3.1 Linear Feedback System with Constant Parameters
Since the system i s l i near with constant parameters i t i s governed
by a di f f er ent i al equation of the type (2.4) when the coefficients
glf gn are constants. Therefore F0 (s) represents the Laplace
transform of that type, only i n this case we have a dri vi ng force
V][(t). Then using standard techniques we f i nd
It was mentioned earl i er that Nyquist developed a
V2 (s)
v^ I i Lv
R(s) FQ(s)
V2 ( s) = 1 + F0 (s)
(3.1)
24
Since we require the system to be stable (in the sense
that i t must have f i ni t e output for every f i ni t e input) the
expression F(s) = 1 + F0 (s) can have no zeroes with positive real
parts. This can be shown to be equivalent to the requirement that
as we plot the frequency locus F(jio) = 1 + FQ(jaj) for
- o o < (jj < oo i n the F(ju) plane then for oi increasing
N = Z-P
where
N = number of encirclements of the ori gi n i n the clockwise di rect i on.
P = number of poles of 1 + F0 (s) (or of F0 (s)) with posi t i ve real
parts.
Z = number of zeroes of 1 + F0 (s) with posi t i ve real parts.
But since we require Z = 0 we obtain
N = - P
Further, since P for 1 + FQ and P for FQ are equal, and
N for 1 + F0 with respect to the or i gi n i s equal to N for F0 with
respect to the point (-1,0) we do i n general consider N and P for
the open loop transfer function FQ . The Nyquist locus i s usually
plotted as shown i n Fi g. 3.2 where the function
F fs) =
4
l J
s ( l + 0.04s)
was chosen ar bi t r ar i l y for i l l us t r at i ve purposes.
25
ImF.
Fi g. 3.2 Nyquist Plot for F0 (s) = +\.0*s)
3.2 A Frequency St abi l i t y Cri t eri on for Nonlinear Systems
Sandber g
1 9 , 2 0
established the following resul t , "Let
k e 6 (a, 3), l et <|>(x,t) e 6 0 (a,3) (see (3.8) to (3.11), and
consider the vector nonlinear Volterra integral equation
t
g(t) = f( t ) + ' / k(t - T ) $ ( f , T )dx 1^0 (3.2)
0
where g e. L2 N ( 0, ) and f e ^ (see (3.5)). Then f e L 2 N ( 0 , ) and
there exists a posi t i ve constant p, which depends only on k, a, and
6 such that
11*11 =< P ||g|| / ' (3-3)
This simply means that the inputs to the nonlinearities (j),
are bounded by the function g which i s due to dri vi ng functions and
i ni t i a l conditions. On the other hand, i f the dri vi ng functions are
zero i t follows ||f|| i s bounded ent i rel y by the i n i t i a l conditions.
It i s the l at t er condition which i s considered i n this thesis,
26
however, the results obtained here also apply to systems with
dri vi ng functions. Some defi ni t i ons are now cal l ed for.
The set L2 N ( 0, >) i s defined by
L 2 N ( 0 , ) = f e ^ ( 0 , - ) , | f ' f dt < - (3.4)
0
where K^(0,<) is defined as the set of r eal , measurable N-vector-
valued functions of the real variable t, defined on Ô*"
0
)'
Let y e (0^ ) and define
f y ( t ) = f( t ) for t e (0,y)
= 0 for t > y
for any f e K^( 0, ) . We then define the set N
f e ^( 0, - 0, f e L2 N(0, ~) for 0 < y (3.5)
With A being an arbi t rary, real measurable N by N matrix
valued function of t with elements defined on |o,) l et
(p = 1,2) denote
0
dt < n,m =1, . . . , N (3.6)
For an arbitrary f e 1 ^ ( 0 , ) , l et (j) [ f ( t ) , t denote
J\(fpt), ( p2 ( f 2 , t ) , ())n(fN,t)
1
where (|)^(x,t), (|) ( x, t ) , (j).n(x,t) are real valued functions of
the real variables x and t for x e ( -
0 0
,
00
) and t e ^0,~) such that
27
a) 0n ( O, t ) = 0 t E
( n - l , . . . . N)
b ) 0
n
(x,t) (n = 1, . . . , N) i s a measurable function
(3.7)
of t whenever x(t) i s measurable.
Let a and $ denote real numbers with a ^ 6, then we shal l
say 0 e 80 ( a, 6) i f and only i f
a <
0
n
( x , t )
< 3 (n = 1, N)
(3.8)
,-1
for t e Jb,-) and a l l x f 0
Let M denote an arbitrary matrix and M* and M"
A
the
complex conjugate and the inverse respectively of M. Further, l et
A (M) denote the largest eigenvalue of (M*M) and l et 1^ denote the
i dent i t y matrix of order N. We shal l say k i s an element of the
set 6 ( a, 3) i f and only i f k e Kj ^ and, with
K(s) = J e
_ s t
k(t) dt
0
and
det
IN + l ( a + 6) K(s) f 0 for <r >. 0
(3.9)
(3.10)
7 (3 - a) sup X
L \
- O O < (jj < 00
J
N
+
|(a + 3) K(ja>)
-1
K(ja)) < 1
(3.11)
It should be noted careful l y that the condition k e
means that the s t abi l i t y cr i t er i on does not hold for cases where
K(s) has poles on the imaginary axi s.
Conditions (3.10) and (3.11) can be shown to be sat i sf i ed
i f a ^ 0 and j^K(ju)) + K(jto)*j i s nonnegative defi ni t e for a l l a ^ -
The preceeding two pages are extracted from reference 19.
28
In this thesis we shal l only consider cases where
equation (3.2) has only one component; hence N = 1. In that case
(3.10) and (3.11) reduce to the simple form
1 + i ( a + 6 ) K(s) / 0 for (f> 0 (3.12)
Li
j ( 8- a) sup
- OO < < oo l4(e+cOK(juO l+|(e+o)K(-ja)) _
< 1
(3.13)
Condition (3.12) i s noticed to be sat i sf i ed i f K(ju>)
does not encircle the point (- ^ + > 0) i n the K(ju>) plane.
The second condition (3.13) can be investigated i n the following
way. Fi r s t take the square of both sides of the inequality (3.13)
then
l ( g- a)
2
K
1 + (g+a)Re(K) + ^(g+a)
2
| K |
< 1 (3.14)
and
or
-ct6 | Kl
2
< 1 + (8+a)ReK
- i _ < (I + 1) ReK + I K |
2 i f
"6 > 0
(3.15)
(3.16)
or
i f a6 > 0 (3.17)
29
We wi l l now consider the inequality (3.15) for some
separate cases
1. a = 0
From (3.15) i t follows
ReK >
6
2. a > 0
Consider Fi g. 3.3 below
(3.18)
ReK
Fi g. 3.3 Cr i t i c a l Ci r cl e (a > 0)
The closed contour shown i s a ci r cl e C, of centre P( - d, 0) and
radius r Q , where
(3.19)
d = - \ (i D
r -
1
r
1
\
r
0 - 2 (
+
g)
Then using the law of cosines
rQ2 = |K' |
2
+ d
2
- 2Kd cos(180 - 0) (3.21)
30
which upon substitution for d and r 0 from (3.19) and (3.20) becomes
- L. = | K'l
2
+ (-+h ReK' (3.22)
Now consider another point on the locus K, and l et K
form a triangle with r c > r Q and d as shown. Then
r Q
2
< r c
2
= | K |
2
+ d
2
- 2dK cos (180 - 0)
or
r Q
2
< |K 1
2
+ d
2
- 2dK cos (180 - 0) (3.23)
which upon substitution for r 0 and d becomes
(3.24)
therefore, in order to sat i sfy the inequality (3.16) the frequency
locus K(ju) can not touch or intersect the c r i t i c a l ci r cl e C.
Now consider equation (3.22) and l et us make i t into an
inequality by subtracting a small positive quantity e from the
l e f t hand si de. Then
- 2_ - E < | K |
2
+ (I + I)ReK (3.25)
and i f we consider a point on the negative real axis we have K =
ReK, when upon fact ori zat i on the inequality (3.25) becomes
(K + I +<0 ( K + - -eO > 0 (3.26)
(this can be ver i f i ed by carrying out the indicated multiplication)
where <f is a small posi t i ve number. Let the point considered be to
31
the l ef t of the point - - , then the f i r s t factor i n (3.26) is
always negative, and for the inequality sign to hold we therefore
require K > - - + 6 . This means K l i es inside the c r i t i c a l
ci r cl e C, which has already been shown to be inconsistent with the
inequality (3.16). Hence we can conclude the locus of K does not
cross the negative real axis to the l ef t of the ci r cl e C, and can
therefore not encircle i t .
3. a < 0
Consider Fi g. 3.4 below
a
ImK
1
6
1
ReK
a
Fi g. 3.4 Cr i t i c al Ci rcl e (a< 0)
In this case
(3.27)
d = - r ( - ? )
32
then using the law of cosines
r Q
2
= | K ' |
2
+ d
2
_ 2dK* cos 0' (3.29)
which upon substitution from equations (3.27) and (3.28) reduces
to
- h
=
I K' I
2
( | 4
) R e K
'
( 3
-
3 0 )
Now consider a ci r cl e of radius r c < r 0 , and l et a point
on the frequency locus K, form a triangle with d and r c .
[ K |
2
+ d
2
. 2dK cos 0
+ d
2
. 2dReK cos 0 (3.31)
which upon substitution for r Q and d becomes
-h
>
l
K
l
2 +

+
F
) R e K C 3
-
3 2 )
and i t - wi l l be noted (3.32) is i dent i cal to (3.17) which must be
sat i sf i ed for a < 0. Therefore the locus of K must l i e ent i rel y
inside the c r i t i c a l ci r cl e C, i n this case.
It should be observed that condition (3.12) is met i f
any one of the three conditions just examined i s sat i sf i ed.
The foregoing proofs rel at i ng to (3.13) are to the
author's knowledge new; however, we do of course only prove an
established rel at i on i n this case.
It has been pointed out by Professor A. R. Bergen,
University of Cal i f or ni a, that these proofs can also be obtained
See Fi g. 3.4. Then
or
33
by using the trigonometry used i n deriving "M - c i r c l es " .
Then to recapitulate, the sal i ent features of this
s t abi l i t y cr i t er i on, as used here, are the following:
Given a free, nonlinear system (that i s f a system without a driving
force) with one nonlinearity, where the transfer function K(s) of
the l i near part of the system has (simple) poles only i n the l ef t
hand plane, the cr i t er i on provides suf f i ci ent conditions for the
system to be globally asymptotically stable, provided the
nonlinearity 0, sat i sfi es
0(x, t)
where 8 iL a are real numbers.
It wi l l be observed, that here we do not view this
c r i t er i on as a bounded input - bounded output relationship.
Geometrically the conditions enumerated above mean the
following:
Case 1. a = 0
Fi g. 3. 5 Bounds on 0 and K
34
Case 2. a > 0
Fi g. 3.7 Bounds on 0 and K
35
It follows that i f a > 0 and 6 = a the c r i t i c a l ci r cl e
degenerates into the c r i t i c a l point (equivalent to the - 1 point)
which we must not enci rcl e.
Now, i n order to apply this cr i t er i on, the obvious thing
to do i s simply to plot the K(jw) locus, and then to determine the
appropriate c r i t i c a l c i r c l e by inspection o the K(ju) l ocus,
usi ng this procedure w would automati cal l y rej ect gysterns th
l i near p a r t o which has a t ransf er f uncti on K( s ) , wi t h poles on
the imaginary axis. However, i n the following section a simple
procedure wi l l be described which shows how this s t abi l i t y
cr i t er i on can be applied to some systems with poles on the
imaginary axis. [As stated ear l i er , those results are applicable
to driven systems as wel l , provided the inputs are square
integrable].
3.3 Systems with Poles on the Imaginary Axi s
4
Consider the following equation
L(x) + 0(x,t) = 0 (3.33)
and assume that L i s a l i near di f f er ent i al operator such that
has a simple pole at the or i gi n. Then l et us rewrite equation
(3,33) as follows:
L*(x) - ex + 0(x,t) = 0 (3.34)
where
L' (x) = L(x) + ex e > 0 (3.35)
and l et
0' (x,t) = - ex + 0(x,t) (3.36)
36
then combining equations (3.34) and (3.36) we obtain
L* (X) + 0' (x,t) = 0 (3.37)
which can now be treated by using the s t abi l i t y cr i t er i on described
i n section 3.2. That i s , we pl ot K(jco) = rr^r^y* and from this
pl ot we graphically determine a and 8. Then
5
0 J x
1
t O _
K 6 ( 3 > 3 8 )
a
= x
or
0(x,t) - ex
a _<
2
- _<
X
1
or
a + e J fcll _< 6 + e (3.39)
Hence, since we had to choose a numerical value for e
i n order to pl ot K(ju)) we must now use this value for e i n (3.39)
to determine the s t abi l i t y sector for the nonlinear function
0(x, t).
Consider an equation of the type
Lx (x) + L
2
0(x, t) = 0 (3.40)
where and are linear di f f er ent i al operators , and assume
^ | g y has two conjugate poles on the imaginary axis. Then l et
us rewrite equation (3.40) as follows,
L x ' (x) + L 2 0*(x,t) = 0 (3.41)
where
^' ( x) = Lx (x) + L2 (ex)
0' (x, t) = 0(x,t) - ex
37
thus (3.41) is equivalent to
( Lx + eL2 ) (x) + L 2 [0(x,t) - ex] =0 (3.42)
or
i< (x) + 0(x,t) - ex = 0 (3.43)
L
2
We can now choose e such that
L x (s) L^s ) + eL2 (s)
has (simple] poles only i n the l ef t hand plane. Hence we are able
L9 ( j u)
to pl ot the locus K(jto) =
z
, and from this locus we can
\ ( j )
graphically determine a and 6. Then
a
< tJ&lL < g (3.44)
or
0(x,t) - ex
a _< ^ ^ _< 3
or
a + e ^
0 ( x
?
t : )
=< 8 + e (3.45)
The value chosen for e above must now be used i n (3.45)
i n order to determine the s t abi l i t y sector for 0(x, t).
It is evident that the previous developments apply to
38
driven systems as wel l . Consider equation (3.33) and l et us apply
a driving function y( t ) . Then (3.33) becomes
L(x) + 0(x,t) = y(t)
but this equation is equivalent to
L'(X) + 0' (x,t) = y(t)
which i s obtained by applying the driving function y(t) to (3.37).
Hence a forced system with a simple pole at the ori gi n can be
treated by Sandberg's s t abi l i t y cr i t er i on as wel l .
Now consider a system of the type (3.40) becomes
Lx(x) + L
2
0(x,t) = y(t)
However, this equation is equivalent to
b-ljh. (
x
)
+
0(x , t) - ex = f ^ -
L
2
L
2
which also can be treated by Sandberg's s t abi l i t y cr i t er i on,
provided YSQ- i s square integrable.
L
2
Comparing (3.36) and (3.43) to (3.7) i t is evident that
the nonlinearities given by (3.36) and (3.43) sat i sfy (3.7).
Hence, for any speci f i c value of e equations (3.37) and (3.43)
are si mi l ar to the equation treated by Sandberg.
It therefore follows that Sandberg's s t abi l i t y cr i t er i on
can be applied to some types of undriven and driven systems with
poles on the imaginary axis.
The previous developments are to the author's knowledge
new, and have not appeared i n the l i t erat ure before.
39
In the section following the s t abi l i t y cr i t er i on wi l l
be applied to three speci fi c examples.
1. A free, nonlinear system with a time-varying
nonlinearity.
2. A free, nonlinear system with a simple pole at the
or i gi n.
3. A free, nonlinear system with two simple conjugate poles
on the imaginary axis. This example wi l l also be
investigated by using the Popov st abi l i t y cr i t er i on i n
order to compare the results obtained by the two methods.
3.4 The St abi l i t y of Some Nonlinear Systems
The nonlinear di f f er ent i al equation
, i
L(x) + 0(t, a. ~ x) = 0
1
dt
1
can be written
P(p)x + 0 [t,Q(p)x] = 0
(3.46)
(3.47)
where P and Q are l i near, di f f er ent i al operators when L i s a l i near
di f f er ent i al operator and a^ = constant (note p = ^-)
In block d
i n the following way
In block diagram form equation (3.47) may be represented
18
r ( t ) 0
R(p)=0
v3 ( t )
vi ( t )
P(p)x
v2 ( t )
Q(p) x
0[t,Q(p)x]
Fi g. 3.8 Block Diagram Representation of (3.47)
40
From Fi g. 3.8 we have
(3.48)
and
R(P) " V3 (p) = Vx (p) (3.49)
or since R(p) = 0 equation (3.49) becomes upon substitution for
Vjtp) and Vj^p) from Fi g. 3.8
P(p)x + 0 [t,Q(p)x] = 0 (3.50)
which i s the equation we want to investigate.
Equation (3.50) can be put into a di fferent form as
follows. We have
t
v2 ( t ) = j k1 ( t - T) v1 ( i ) di + g2 (t) (3.51)
0
where k^(t) is the impulse response corresponding to p ^ j " ,
and g2 (t) i s an i ni t i a l value function.
Therefore
t
v2 ( t ) = - J [ T , V 2 ( T ) ] dx + g2 (t) (3.52)
0
since
vx ( t ) = - v3 ( t )
= " 0 [ t , v2 ( t ) ]
when we can write equation (3.52) as
t
g2 (t) = v2 ( t ) + [ T , V 2 ( T ) ] di (3.53)
0
41
which i s i dent i cal i n form to equation (3.2) with the exception
that g2 (t) ^
s o n
l y dependent on the i ni t i a l conditions since we
do not have a driving function i n Fi g. 3.8.
Example 1
' + ?
2
~*^X ^2
x
2
= - x2 (3.54)
this can be rewritten as follows
x
l
+ x
l "
2 x
l
2 x
2 0
e _ t =
^ (3.55)
where X
2
Q i s the i ni t i a l value of x2 . Then
0( x, t ) = - Zx ^ x ^ e " * (3.56)
P(p) = p + 1
Q(p) = 1
and using equation (3.48)
K(s) = ^-j (3.57)
o r
K
^ = n u
(3
-
58)
.
We can then pl ot the frequency locus i n the K ( j i o ) plane, and we
obtain t h e graph shown i n Fi g. 3.9 on the following page.
From Fi g. 3.9
i
- _ = 1 + y ( y > 0 small)
a
therefore
42
ImK
(3.59)
If we l et vi = 0 we must remove the equality signs from
(3.59) to sat i sfy (3.13). In that case (3.59) becomes
-1 < -2XjX2Qe < co
(3.60)
43
or i f we l et x^ = X2ge
t
i n (3.60) we obtain
0 0 < X
1
X
2
K
7 (3.61)
which is a good approximation to the actual s t abi l i t y region,
XyX7 = 1 (see section 2.5).
Example 2
x + x + 0(x,t) 0 (3.62)
This equation i s of the type (3.33) with
L(x) = x + x
hence
1 = 1
LTsT s(s + 1)
has a pole at the or i gi n. Therefore rewriting equation (3.62) i n
the form given by (3.37) we obtain
x + x + ex + 0 (x,t) = 0 (3.63)
where
0' (x, t) = 0(x,t) - ex
As mentioned i n section 3.3 we must now choose a value
for e. In this case l et e = 1 for the sake of si mpl i ci t y. Then
P(p) = p
2
+ p + 1
Q(p) = 1
and using equation (3.48)
1
or
( i - U) ) + j u
44
(3.64)
Hence we can determine the K(jw) locus shown i n Fi g. 3.10 below
Fi g. 3.10 K(j oj ) Locus for (x + x + 0( x, t ) =0) e = 1
Then using equation (3.39) we require
x =
+
1 _< J&p ^ 3 + 1
but from Fi g. 3.10
a = -
3 = 0
1 - v
hence
0(x,t) i
A
(3.65)
where p > 0 i s small.
Hence we obtain quite a conservative bound on the
nonlinearity i n this example when we assume e = 1.
45
However, we can also use the following procedure. Using
e di rect l y i n P(p) without specifying i t s value we have
K O ) = ^
(e - w ) + ju>
(e - OJ ) loi
Tl 7 ' 2 2 2
(e - ID ) +oj ( e - w ) + u) ( 3 . 6 6 )
then cl earl y, as e becomes large the locus shown i n Fi g. 3 . 1 0 wi l l
shrink to a point at the ori gi n i n the K(joi) plane.
Hence, given a speci f i c value of e i n ( 3 . 6 6 ) i t is clear
we can always pick a and g such that the frequency locus K( j oj )
l i es ent i rel y inside the ci r cl e whose extremities on the ReK axis
are given by - \ and - . Then
p ot
-
a
+
c
^ PCx, t ) e + ( 3 - 6 7 - )
Further as E + i t follows. from ( 3 . 6 6 ) that we can l et
a and 8 -> i n such a way that the K( j oj ) locus l i es within the
c r i t i c a l c i r c l e.
Therefore
( 3 . 6 8 )
0(x,t)
where y ^ > 0 i s small and y > 0 is ar bi t r ar i l y large, and
y = - a + e
y 2 = B + e
It follows that i n the l i mi t as e -* <= , ( 3 . 6 8 ) shows that 0(x,t)
46
may l i e anywhere i n the f i r s t and t hi rd quadrant.
Example 3 (See reference 4 page 86)
Consider the system
x
l
=
"
c x
l
+ x
2 " ^
x
l ^
x
2 "
x
l
+ x
3 (3.69)
x
3 " '
c x
l
+ b { 3
(
x
i ^ '
where c > 0, b > 0 are two constant parameters. We can reduce
(3.69) to a single equation through elimination of x2 and x^.
Then we obtain.
X
l
+ C X
1
+ X
l
+ C X
1
+
'
b ( 3
(
x
l ^
= 0
(3.70)
This equation is of the type (3.40) since from (3.70)
L
l
( s J
(s
2
+ l ) ( s + c)
which has two conjugate poles on the imaginary axis
s = + j
Therefore we can rewrite equation (3.70) i n the form given by
(3.41)s and we obtain
x
+ (c + e)x1 + xx + (c - be)x1 + L 2 0
l
( x] ) = 0 (3.71)
where
L7 (p) = P
2
- b (3.72)
47
0'Cxp = 0( x1 ) - ex1 (3.73)
As mentioned i n section 3.3 we must now choose a value
for e. In this case we assume
c = 2
b = 1
e - 1
therefore equation (3.71) becomes
x1 + 3xx + x1 + x1 + L2 0
,
( x 1 ) = 0 (3.74)
and i t follows
p( p) = p
5
+
y
+
p
+
1
p - 1
Q(P) = 1
when upon using equation (3.48) we f i nd
K M - 3
g 2
;
1 ( 3
-
7 5 )
and
s + 3s + s + 1
2
K(ju>) ~ ifL_ ^ ^
(1 - 3<0 + j ( u -u)
From equation (3.76) we can now determine the K(jco)
locus shown i n Fi g. 3.11.
We now wish to determine bounds on the nonlinearity
0 (x.p. Clearly we have three choices (as we did i n examples 1
and 2 ) t h a t i s , we can choose a = 0, a <0 or a > 0. However,
the simplest choice appears to be a. < 0. Then
- I = 2.0 + y (u > 0 small)
Fi g. 3.11 K(jco) Locus for Equation (3.74)
49
This means that the locus l i es within the i nf i ni t e ci r cl e which
crosses the real axis at the points (2.0+ u , 0). See Fi g. 3.11
Therefore equation (3.45) becomes i n this case
1
+ 1 <
0( xx )
x.
< 0 + 1
or
0.50
1.0 (3.78)
Hence, i n order the system (3.69) i s asymptotically stable
0(x^) must l i e i n the sector shown i n Fi g. 3.12 below.
0
Lower bound
excluded
Fi g. 3.12 St abi l i t y Sector for Equation (3.74)
As mentioned above we had three choices i n con-
structing the c r i t i c a l c i r c l e, namely ex = 0, a < 0, or a > 0.
In this case we choose a <0 (see Fi g. 3.11). Further for
a < 0 there cl earl y exists an i nf i ni t e number of c r i t i c a l ci r cl es,
hences the one chosen i n Fi g. 3.11 is chosen merely for the sake of
convenience.
In pract i ce, when 0(x^) would be known i n anal yt i cal or
graphical form, i t would be necessary to investigate several
50
c r i t i c a l ci rcl es and to vary e i n order to determine i f a
s t abi l i t y sector could be found containing 0(x^) ent i rel y. From
Fi g. 3.11 i t is readily seen that the location of the st abi l i t y
sector i n the (0,x^) plane depends on which c r i t i c a l ci r cl e i s
chosen. Further, i n reference 4 (see pages 8 and 9) i t is
indicated that varying e wi l l result i n a rotation of the
s t abi l i t y sector i n the (0,x^) plane. On the other hand, i t is
clear that the s t abi l i t y sector can not include the x^ axis i n this
case since this would result i n system (3.69) not being
asymptotically stable. However, we shal l now investigate (3.69)
by use of the Popov method i n order to show that the two
s t abi l i t y c r i t er i a give approximately the same resul t .
Example 3 by Popov's Method (See Appendix A)
1
CX, + X
2 "
0 C x
l )
X
2
X , + X
3
(3.79)
x, 3
cx^ + b0(x^)
which can be rewritten as
(p
3
+ cp + p + c)x, + (p
2
- b)0( xj = 0 (3.80)
Then
(3.81)
or
51
when
(1 - co )(c + j u ) (3.83)
It wi l l be noted that we have a part i cul ar case i n that
W(p) has poles on the imaginary axis
P
a
1 3 -
To investigate equation (3.80) for st abi l i t y- i n- t he-
l i mi t we must determine
dQ + j eQ = lim (p - j) W(p)
P+J
2 b
Now, l et
1 ( i + j c ) (3.84)
1 + c
c = 2
b = 1
as before; then
, 1 ( 1 + bs
n
d
o
=
2
(
~ $
> 0
and the condition for s t abi l i t y- i n- t he- l i mi t i s sat i sf i ed. See
Appendix A.
Using equation (3.83) we can separate W( j co) into i t s
real and imaginary parts, and
Re
w . - <"V
2
>
(1 - a )(4 + O
then
ImW = Cu
2
+ B O O
(1 - a) )(4 + u )
X = ReW
Y = u ImW
Y Y
_ (to
2
+ 1) (2 + qto
2
)
A q Y j T
(o> - 1)(4 + to )
(g>
2 +
D(2)
52
4
+
u,
2
C
3
-
8 5
^
for q= -2
Hence equation (3.85) states that
X - qY ^ 0
therefore
X - qY + ^ > 0 (3.86)
the "Popov Condition" i s sat i sf i ed for ^ = 2 except at the point
a) =
0 0
(see Fi g, 3.13), however, as mentioned i n reference 4 this
i s permissible since a sl i ght change i n q wi l l sat i sfy (3.86) for
0 < to < oo. i t therefore follows system (3.79) i s asymptotically
stable when the nonlinearity 0(x^) is contained i n the sector shown
i n Fig 3.14.
We can now compare the results obtained by the
Sandberg method and the Popov method. For this purpose we compute
54
(u > 0 small)
the angular magnitude of each sector i n Fi g. 3.12 and 3.14. Hence
6g = t an"
1
1.0 - t an"
1
0.50 = 1 8 . 9
e = t an"
1
0.50 = 2 6 . 6
P
and i t i s seen that
e > ec
P
s
when e = 1. This i s to be expected since a rotation of any sector
away from the x^-axis causes this sector to decrease i n angular
magnitude^ The values of 6 and 0 found above i l l ust rat es this
s p
fact .
i
55
No attempt is made here to determine the optimum value
of e or the optimum c r i t i c a l c i r c l e, since the primary purpose
here is merely to show how we can apply Sandberg's method to
some systems whose l i n e a r part has two conjugate poles on the
imaginary axis.
3=5 Discussion of Results
I t wi l l be noted that we have only treated systems
for which Sandberg's vector equation has only one? component i n
this chapter. However, i t is evident that a large class of
systems belongs to this group. Further, since this chapter is
primarily concerned with undriven systems we have used the
Sandberg cr i t er i on to investigate such systems for asymptotic
s t abi l i t y. That i s , we have not used the cr i t er i on as an
input - output s t abi l i t y cr i t er i on.
From the solution of examples 2 and 3 i t is clear that
i t i s possible to apply Sandberg's cr i t er i on to some systems
with poles on the imaginary axis.
Two separate cases are considered.
1. One simple pole at the ori gi n
2. Two simple, purely complex, conjugate poles.
Further, i t i s shown that this development applies to driven
systems as wel l , provided the system inputs are square integrable.
AlsOj, Example 1 shows the application of Sandberg's
cr i t er i on to an equation i n which the nonlinearity includes time
expl i c i t l y. It i s evident from the description given of the
cr i t er i on and the solution of this example that Sandberg allows
/
56
the nonlinearity to have a certain expl i ci t , functional
dependence on time.
Example 3 i l l ust r at es the solution of a system with a
nonlinearity which does not depend expl i ci t l y on time. This
example has been solved by both the Popov and the
Sandberg cr i t er i on. From the results obtained i t is evident that
both methods i n this case give approximately the same answer. It
wi l l be recalled that the Popov criterion! does not apply to systems
having nonlinearities containing time expl i c i t l y.
57
4. STABILITY ANALYSIS USING THE TIME DOMAIN
4.1 Introduction
In this chapter we shal l consider some speci f i c, non-
linear systems with arbitrary inputs, and investigate these driven
systems for bounded input - bounded output s t abi l i t y. In order to
define our terms consider the following system:
LCXj) + 0( x1 ) = y(t) ( 4 > 1 )
where L i s a l i near , time-invariant, di f f er ent i al operator, e is a
constant, 0(x^) is a nonlinear function of x^, and y(t) is a forcing
function. System (4.1) may be represented i n block diagram form as
shown i n Fi g. 4.1 below, (p = ^ )
yCt) +,
e 0 (xx)
o
1
x-, (t)
L(p)
0 0
Fi g. 4.1 Block Diagram Representation of (4.1)
It wi l l be observed that Fi g. 4.1 is i dent i cal to Fi g.
3. 8, however, while we i n chapter 3 employed the complex frequency
plane for st abi l i t y analysis we shal l i n this chapter use the time
domain instead. Further, i t should be noted that while the previous
two chapters dealt mainly with undriven systems, we shal l here consider
driven systems, as already mentioned above.
58
One approach taken is the following (Refer to Fi g. 4.1).
We determine the output x^(t) as a functional of the input y( t ) , that
i s , we f i nd
xx (t) = F[y(t)] (4.2)
In general F[ y( t ) ] : i s a Vol t erra series i n y( t ) , however, we determine
a power series which dominates the Volterra series term by term. We
then f i nd the region of convergence of the power series which depends on
the input y( t ) . Thus we obtain a bound B, on the input y(t) and
consequently a bound A, on the output x^(t). Thus for
y(t) <B
we have
xx (t) < A
Hence, we have ensured that system (4.1) exhibits
bounded input - bounded output st abi l i t y i n a certain region.
A second method, which is used here, i s to consider the
nonlinear system (4.1) as a perturbed version of the following l i near
system
L(x) = y(t)
where
x^ = x + y
Using this procedure we obtain a recursion rel at i on
v = A(y ,y)
where we can show A to be a contraction operator. We thus determine
a region where (4.1) gives a unique bounded output for each bounded
input. That i s , we f i nd a region where (4.1) exhibits bounded
input - bounded output s t abi l i t y.
59
4 . 2 St abi l i t y vi a Volterra Series
23
Barrett developed an interesting i t erat i ve method for
determining the input - output s t abi l i t y of the system
L(x) + ex
3
= y(t)
which i s of the form (4.1). His procedure wi l l be described i n det ai l
i n the following paragraphs.
Consider equation (4.3) where L(p) is a l i near, time-
invariant, di f f er ent i al operator with simple zeroes only i n the l ef t
hand plane, and y(t) is an arbitrary driving function, and l et us assume
the i n i t i a l conditions
x(0) = 0
y(O) = 0 (4.4)
We can then form the nonlinear integral equation
3,
x(t) + e f h(t - x ) x
3
( i )dT = f h(t - T)y( x )dT
on-* ca-'
(4.5)
where h(t) is the impulse response corresponding to the linear transfer
function T \ \ , It should be noted that we can use the l i mi t s (-,)
L(pJ
since x = y = 0 for t< 0 and h(t - T) = 0 for T > t. Equation (4.5)
can cl earl y be considered from the point of view that we endeavour to
3
determine the output x( t ) , by convolving the input y(t) - ex , with
the impulse response of the system h( t ) . This interpretation agrees
with Fi g. 4.1. ^
We shal l now solve equation (4.5) by i t erat i on. For
this purpose l et us assume as a f i r s t approximation
oo
x(t) = I h(t T)y(t) di (4.6)
and substitute this into equation (4.5). Then we obtain
60
CO
x(t) = h(t - T)y(x)dT - E h(t - x) h(x - T
1
)y(T
1
)dt
1
(4.7)
which upon expansion becomes the second approximation to the true
solution of equation (4.5). The last term in (4.7) can be written in
the following way
oo
3
h(t - x) h(t - T
1
)y(T
1
)dx
1
dx
h(t - x) h(x - x. 1 )y(x1 )dx1 |h(x - x2 ) y( x2 ) dx2
h(x - x3 ) y( x3 ) dx3
dx
Let us now define
h
3
( t - x
1 }
t - x2 , t - x3 ) =
h(t - x)h(x - x^hfx - x2) h(x - x3) dx
then (4
0
8) becomes
e h(t - x) h(x - T
1
)y(T1)dr1 dx =
(4.8)
(4.9)
61
h3 ( t - x
1
, t - T2, t - T 3 ) y ( T 1 ) y ( T 2 ) y ( T
3
) d T
1
d x 2 d T 3
(4.10)
and substituting (4.10) into (4.7) we obtain
- co -oo -oo
00 00 00
x(t) = h(t - x ) y ( x ) d x - e / I h 3 y ( T 1 ) y ( T 2 ) y ( T 3 ) d T 1 d T 2 d T 3
(4.11)
If we desire higher order approximations we must then
substitute equation (4.11) into (4.5). We wi l l then obtain the solution
of equation (4.3) i n the form of a Vol t erra series as follows.
x(t) = |h(t - x)y(x)dx - e j j j h ^ t x ^ y ( x ^ y f x ^ d x ^ x ^
+ + (4.12)

At this point we shal l digress to consider the val i di t y
of this series representation. That i s , when does the output x( t ) ,
obtained i n this manner represent the solution of the ori gi nal
di f f er ent i al equation (4.3).
When we consider linear forced equations we are always
ensured of the existence of a unique steady state sol ut i on, however, i n
general nonlinear di f f er ent i al equations do not exhibit this
charact eri st i c. Here several steady state solutions may obtain, however ,
some of these may not exist due to i ns t abi l i t y.
Volterra introduced the functional representation used
22
i n (4.12) and established the concept of an analytic functional . He
defined a functional F [y(t, a)] to be analytic i f F[y(t, a)]. is an analytic
function of the parameter a, when y(t, a) is an analytic function of t
and the parameter a.
62
31
Parente defined an analytic system as a time-invariant,
deterministic system whose functional i s analytic about zero input at
some time t . The reader is referred to reference 22, pages 21 to 26
31
for an exposition of this def i ni t i on. Parente also investigated the
val i di t y of the Volterra series representation for such systems and
found i t to be, val i d provided the following four conditions are
sat i sf i ed.
1. the solution of the given di f f er ent i al equation exi st s.
2. the solution of the given di f f er ent i al equation i s unique.
3. the di f f er ent i al equation must be time-invariant i n the sense that
the systems inputs and outputs co-translate i n time.
4. the system functional must be analytic about zero input at some time
t , or equivalently the series converges absolutely.
We shal l now proceed to estimate the output x(t) from
(4.12) for a given input y( t ) . Thus taking the absolute value of both
sides of (4.12) we fi nd
00
f
3
sup |x(t)| ^ sup |y(t)| / |h(t)| dt + |e| sup |y(t>,|
0
+ . . . + . . . (4.13)
From equation (4.13) i t i s seen that each term i n the Vol t erra series
solution (4.12) i s bounded by the corresponding term i n the ordinary power
series
X = 0(Y) - HY + |e| H V + ... (4.14)
where
sup |y(t)| < Y (4.15)
63
H = / |h(t)| dt
0
and consequently
sup |x(t)| < x
(4.16)
If we consider the algebraic equation
.3
(4.17)
X - |e| HX
J
= HY (4.18)
and attempt to solve i t by i t er at i on, i t becomes clear that 0(Y) i n
(4.14) is a series solution of (4.18). Equation (4.18) may be graphed
as shown i n Fi g. 4.2 below.
In order to determine the values X2 and Y2 (see Fi g.
4.2)we f i nd, using equation (4.18),
Y
D(X~, Y )
\
0
\
1
/
X
C( - X2 , -Y2 )
Fi g. 4.2 Graph of Equation (4.18)
dY
dX
= 0
1 - |e| 3HX^
or
64
written
X9 = j (4.19)
2
(3|
e
|H)*
Y 2 =
l e l ^ S H )
5
/
2
C4.20)
For the range |Y| <Y2 the solution o (4.18) can be
23
X = 3Y2H s i n( j si n "
1
y-) (4.21)
= 000
or writing this as
X = 3Y2H si n U (4.22)
we have
IT - 1 -1 Y
I s i n y - ( 4 > 2 3 )
We can now expand (4.22) and (4.23) i n power series as
f o l l o ws
1 4 , 2 3
.
U
3
X = 3Y2H(U - 3-
+
. . . ) (4.24)
U
= TCTJ
+
l ^
+ (4
-
25)
and i t wi l l be observed that we obtain the series 0(Y) i n (4.14) i f
we eliminate U from (4.24) and (4.25). Further, (4.24) i s convergent
for a l l U
1 4
9 and (4.25) i s convergent for Y < Y2 > therefore (4.24) and
thus (414) are convergent for Y < Y2 . Hence we can state the following
23
theorem.
Theorem 1. Given the nonlinear system
65
L(x) + ex
3
= y(t) (4.26)
where L(p) is a l i near, time-invariant di f f er ent i al operator with
(simple) zeroes only i n the l ef t hand plane and x = y = 0 for t ^ O
then for sup |y(t)| <Y2 we have sup |x(t)| < X = 0(Y) where Y2 and
0(Y) are given by (4.20) and (4.14) respectively.
This theorem states that the system (4.26) exhibits bounded
input - bounded output s t abi l i t y within a certain range for an
arbitrary driving function y( t ) .
It wi l l be observed that: we have merely found a bound on the
output x( t ) , i n terms of a bound on the input y( t ) . That i s , we have
shown that the Volterra series (4.12) i s convergent; and this sat i sfi es
condition4 on page 63. Fi g. 4.2 is a graph of Y > sup |y(t) | versus
X > sup |x(t)|. This graph cl earl y shows that we have a unique output
x( t ) , for a given input y( t ) , only along the branch COD. When we include
points outside this branch we do not have a unique output for a given
input i n that to each value of y(t) there may correspond three values
of x( t ) .
However, the problems of existence, uniqueness and time-
invariancy wi l l be treated i n det ai l i n section 4.11 and wi l l not be
considered further here.
4.3 The St abi l i t y of Two Speci fi c Nonlinear Systems
Consider Fi g. 4.3 shown below. It wi l l be observed that
Fi g. 4.3 i s i dent i cal to Fi g. 4.2, however, the purpose here i s to
indicate where the maximum values of X (X^, - X^) are located for
|Y| <Y2 . Form Fi g. 4.3 these are at points E and F. Thus |X| < Xb
for |Y| <Y2 .
66
Y
\ F( - Xb , Y2 ) D( X2 , Y2 )
l \
I \
1 \
1 \
i \
i \
0
1 X
C( - X2 , - Y2 )
W b , - Y 2 J
Fi g. 4.3 Boundary Values of X
In order to i l l ust r at e the ut i l i t y of the theory presented
i n section 4.2 we wi l l solve two examples.
Example 1
x
l
+ x
l
+ x
l "
x
l
3 = y ( t ) ( 4 , 2 7 )
where
x(0) = y(0) = 0
Comparison of (4.27) to equation (4.3) shows that with
t = + 1
L(p) = p
2
+ p + 1
then we f i nd
(4.28)
(4.29)
= h(t) (note X = j)
67
and i f we l et
a = - X
we have
b = (1 - \
2
)
h
|h(t)| = i e
a t
|sin bt|
However, we wish to evaluate
(4.30)
(4.31)
H = |h(t)| dt
0
(4.32)
and i t wi l l be noted that the graph of the function h(t) has the
appearance shown i n Fi g. 4.4
|h(t)
Fi g. 4.4 |h(t)| versus Time
From Fi g. 4.4 i t i s seen that
( 2 k- l )
|h(t)| dt =
0 k=0
e
a t
si n bt dt
2k
1
b"
k=0 (2k+l),
e
a t
si n bt dt (4.33)
68
but
( 2 > 1 )
F
at
e si n bt dt = *7 (
a
s i
n D t
- bcosbt)
a +b
2k;
(2k+l)
(2k)
be
a( 2k)
a
2
+ b
F aiT/b
7 (1
+
e )
(4.34)
and
(2k+2)|
at
e si n bt dt =
"2 (1 + e b J
(2k+l),
a + b'
(4.35)
hence, i f we substitute equations (4.34) and (4.35) into (4.33) we
obtain
t 2ak?-
i O / K \ a ( 2 k+ l )
h(t) I dt - - ^ ( 1 + e^/
b
) ( 2^ e + e
b
) ( 4 > 3 f i )
'0 k=0
1
11
l k
F
. if
a*
k=0
It wi l l be recalled the par t i al sum of a geometric series i s
1 - r
n + 1
Sn - V T V - (4.38)
and from equation (4.37)
air/b
69
but from (4.30) a < 0, therefore r <1 and from (4.38) we fi nd
lim sn = j - ! - ( 4 < 3 g )
n -
0 0
We can therefore write equation (4.37) as follows
air
|h(t)| dt - 4 r
1
*
a
Z
+b
Z
g l (4.40)
0
1 - e
It i s perhaps best to point out that a much simpler method i s
23
avai l abl e. for determining H i n this part i cul ar case , however, the
result obtained here wi l l be used l at er on i n the part i cul ar form
(4.40)
Numerical evaluation of (4.40) then shows
a + b =1
rra
e
5
" = .164
whence
H = J |h(t) | dt
0
-
1 +
-
1 6 4
1 - .164
= 1.39 (4.41)
Then using (4.20) we f i nd
Y
=
2
2
cx^\ n ic\\^-
(3
2
)(1.39)'
= .234 (4.42)
70
We can now determine from equations (4.18), (4.41), and
(4.42). Hence
3
Xb - 1.39Xb = (1.39)(234)
Solution of this equation by t r i a l and error yi el ds
Xb = .983
which can be compared to Xb for (4.27) when i t i s undriven
13
xb - 1.0
(4.43)
(4.44)
(4.45)
It i s evident that here we can also speak of a s t abi l i t y sector,
although the l at t er i s f i ni t e i n this case. See Fi g. 4.5 below
0(x) = -x-
5
\
"
X
b
Example 2 (Rayleigh's Equation i n reversed time)
3
x, = x
9
+ u (- x,)
(4.46)
x
2 "
X
l
71
We can rewrite (4.46) i n the following way
x
3
T
x
i
= x
2 " ^ I
+
w - at
3
or
x
3
x
1
+ yx1 + x
1
- yp - j - = 0 (4.47)
which i s Rayleigh' s equation. This we can i n turn write as
2 x
3
P
+ y
p
P
+ 1
( x p - y - f - 0 (4.48)
and i f we now apply a driving force y( t ) , we obtain
X
l
3
L(xx ) - p - f = yCt) (4.49)
Comparing (4.49) to (4.3) we f i nd
L(p) = P
2
y P *
1
(4.50)
' "
+ %
We again assume the i n i t i a l conditions
x(0) = y(0) = 0
Then
X
_ 1
( n T r ) = ^ ~ T T si n [(1 - X
2
) t + 6] (4.51)
U s J
(1 - \ T
= h(t) (note X = j)
where
e - t an"
1 ( 1
" ^
e tan ( 4 > 5 2 )
If we l et
2 J.
b = (1 - x
z
)
:
then
and
a = -X
e
a t
h(t) = Sg- [sinCbt + 8 ) ]
H = j Z r |s i n( bt +e)| dt
0
To evaluate this integral l et
bz = bt + 8
then
dz = dt
and equation (4.55) becomes
8
H = jL
e
^ ( e
a z
|sin bz|dz - J e
a z
|sinbz|dz)
0 0
However, from equations (4.31), (4.32), and (4.40) we f i nd
e f -af-
a
F
1 ^ D / az i . , i , e 1 + e
b~ /
e
l
s i n b z
l
d z
=
T T ? aT
a + b
1 - e F
Therefore we need only evaluate the integral
e/b
-ae
1 . T
I = e
u
/ e
a z
I si n bz| dz
73
then
To deteremine I expl i c i t l y assume
v = 0.7
= t a n _yJ
Therefore
= 1.93 radians
= 2.06 radians
and
B"
< TT
It therefore follows that we can remove the absolute value sign i n the
integral (4.58) and determine I di r ect l y. Then
- a e
or
e
a z
si n bz dz = ^ ^j (a si n bz - b cos bz)
a +b
1 e
ae
1>
0
e
E"
0 (4.59)
I =
a +b (4.60)
We can now substitute (4.57) and (4.60) into (4.56), whence
o
9
^
H = e C
e
- 1)
1 - e
air
(4.61)
Evaluating this expression numerically there results
74
e = .308
= 1.83
Then using equation (4.20) we obtain
Y -
2
...
Y
2 " 37T
(4.62)
( 3 ) C
5
'
4 9
)
= .322 (4.63)
We can now determine from equation (4.18) by using (4.62) and (4.63)
Thus
X
b
- (0.7) ( i ^
5
- ) , X
b
3
= (1.83) (.322)
Solution of (4.92) by t r i a l and error yi el ds
X
b
= 1.77
(4.64)
(4.65)
In this case the f i ni t e s t abi l i t y sector has the appearance
shown i n Fi g. 416
X.
-
x
b
^ ^ ^ ^ ^
X
75
4.4 The S t a b i l i t y of a System with a Nonlinearity of Second Degree
In this section Barrett's development (see section 4.2) w i l l
be extended to cover systems of the type
L(x) + ex
2
= y(t) (4.66)
where L(p) i s a l i n e a r , time-invariant, d i f f e r e n t i a l operator with
(simple) zeroes only i n the l e f t hand plane, e i s a constant, and y(t)
i s an arbitrary driving function. Inspection of Fig. 4.1 shows that
(4.66) can be represented i n block diagram form as w e l l .
Let us assume the i n i t i a l conditions
x(0) = y(0) = 0 (4.67)
We can then form the following nonlinear i n t e g r a l equation from (4.66)
x(t) = / h(t - T ) y ( i ) d i - e / h(t - T ) X
2
( T ) dx (4.68)
I t i s clear that (4.68) can be solved by i t e r a t i o n as was
equation (4.5). In this case we obtain the Volterra series
OO 00 00
x(t) = / h(t - T ) y ( i ) d T -e / / h
2
y ( T
1
) y ( T
2
) d T
1
d x
2
OO *>00 00
+ ... (4.69)
where
h
2
( t - i
1 P
t - T
2
) = J h ( t - T ) h ( T - T
1
) h ( t - T
2
) d T (4.70)
-00
We can then take the absolute value of both sides of (4.69) whence
76
sup |x(t)| < sup |y(t)| / |h(t)|dt + |e| sup |y(t)|
2
( J |h(t)|dt)
3
0
0
(4.71)
We then observe that each term i n (4.71) i s dominated by the
corresponding term i n the power series
X = 0(Y) = HY + |e| H
3
Y
2
+ . . . (4.72)
where
sup |y(t)| < Y (4.73)
H = J |h(t)| dt (4.74)
0
and thus
sup |x(t)| < X (4.75)
It wi l l now be shown that (4.72) i s a series solution of the
algebraic equation
X - |e| HX
2
= HY (4.76)
Let
X = HY (1st Approximation)
then
X = HY + |
E
| HV (2nd Approximation)
and
X = HY+|e|H
3
Y
2
+2|e|
2
HV + | E |
3
H
7
Y
4
+ . . . (4.77)
and i t i s seen that (4.72) is indeed a series solution of (4.76).
77
Consider the graph of equation (4.76) shown i n Fi g. 4.7
below. It wi l l be noted that the points A and B are
easi l y determined to correspond to
1 1
A ( X
2 2 lei H
Y
2
=
H
)
(4.78)
B = B(X =
1
eTH
, Y = 0)
We must now inquire into the region of convergence of the
series (4.72). For this purpose we shal l employ the rat i o test. Then
th |
n term
(n-1) st term
, n- l
^ 2
H2n-1 Y n j
n
H2n-3 Y n- 1 j
n-1
< 1
(4.79)
where I _^ and I are the integer coefficients of the ( n- l ) st
and the nth term respectively. Let us now assume
1
Y
2 -
+
-
4 lei H
(4.80)
(see Fi g. 4.7) then (4.107) becomes
78
nth term| 1
I
n
(n-l)st term| = J
1
(4.81)
We can now investigate the respective values of I
n
and I
n
_ ^
I f , in (4. 77) we disregard the factors in |e| and H ( i t w i l l be noted
that these factors cancel in (4.79) when (4.80) is substituted into
(4.79))then the series (4.77) can be written,
X* - ajY + a
2
Y
2
+ a
3
Y
3
+ a
4
Y
4
+ a
g
Y
5
+ ...
But
a
l
= 1
a2 = (ax)
a
3
= 2 a
l
a
2
a4 = ( a2 )
2
+ 2 a i a 3
a5 - 2ax a4 + 2a2 a3
etc.
and i f we determine the f i r s t few coefficients i t soon becomes evident
that
n
< 1
n- l
It therefore follows that the series (4.77) is convergent for
4 |e| H
We can then state the following theorem:
79
L(x) + ex
2
- y(t) ' (4.82)
where L(p) is a l i near, time-invariant di f f er ent i al operator with
(simple) zeroes only i n the l ef t hand plane and x = y = 0 for t_< 0
f t
then for sup |y(t)| < Y2 we have sup |x(t)| < X = 0(Y) where Y2
and 0(Y) are given by (4.80) and (4.72) respectively.
This theorem states that the system (4.82) exhibits bounded
input - bounded output s t abi l i t y within a certain range for an
arbitrary dri vi ng function y( t ) .
In order to test the appl i cabi l i t y of the foregoing consider
the following system.
Example 1.
x + x + x - ex
2
= y(t) (4.83)
From equation (4.41) we have
H = 1.39
Consider Fi g. 4.8 below. The values of X9 and Y7 at point A
Fi g. 4.8 Boundary Values of X (Equation (4,76))
80
are given by (4.78). Further, the coordinates of points D and C are
given by ( Xb 2 , ^ b l "
r e s
P
e c t
i -
v e
l
v
' We desire to
determine and Xb 2 , the bounds on X within the region of convergence
of (4.77). Therefore from (4.80) with e = 1
and substituting for H and Y i n (4.76) we f i nd
X , = .867
bl
Xb 2 = - .149
In this case the s t abi l i t y region for the driven equation
(4.79) has the form shown i n Fi g. 4.9 below
0(x)=-x*
X
b2
X
b l
1
X
1
Fi g. 4.9 St abi l i t y Region for Equation (4.83)
4.5 The St abi l i t y of a System with a Nonlinearity of Fourth Degree
81
In this section Barrett' s development (see section 4.2) wi l l
be extended to cover systems of the type
L(x) + ex
4
= y(t) (4.84)
where L(p) is a l i near, time-invariant, di f f er ent i al operator with
(simple) zeroes only i n the l ef t hand plane, e i s a constant, and y(t)
is an arbitrary driving function. Inspection of Fi g. 4.1 indicates
that (4.84) can be represented i n a si mi l ar way.
Let us assume the i n i t i a l conditions
x(0) = y(0) = 0 (4.85)
then we can form the following nonlinear integral equation from (4.84)
x(t) = | h(t - T )y(x)dx - e I h ( t x)x
4
(x)dx (4.86)
It i s evident that (4.86) can be solved by i t erat i on as was
equation (4.5). In this case we obtain the Vol t erra series
OO CO oo OO 0 0
x(t) = / h(t - x)y(x)dx / / / / h4 y ( T l ) y ( T 2 )
o o CO OO CO
y ( T
3
) y ( x
4
) d x
1
dx
2
dx
3
dx
4
+ ... (4.87)
where
h
4
( t - x
p
t - x
2
, t - x
3
, t - x
4
) =
h(t - x)h(x - x
x
)h(x - x
2
)h(x - x
3
)h(x - x
4
)dx (4.88)
82
We can then take the absolute value of both sides of (4.87), whence
0 0
sup |x(t)| < sup |y(t)| / |h(t)|dt +|e|sup |y(t)|
4
( / h(t) | dt)
5
+. . .
0 0
( 4
'
8 9 )
We then observe that each term i n (4.89) is dominated by the
corresponding term i n the power series
X = 0(Y) = HY + |
E
| H V + . . . (4.90)
where
sup |y(t)| < Y
oo
H = j |h(t)| dt (4.91)
0
and thus
sup |x(t)| < X (4.92)
It will*now be shown that (4.90) i s a series solution of the
algebraic equation
X - |e| HX
4
= HY (4.93)
Let
X = HY (1st Approximation)
X = HY + | e | H
5
Y
4
(2nd Approximation)
and
X = HY + |e i H
5
Y
4
+4 |e|
2
H
9
Y
7
+22|e|
3
H
1 3
Y
1 0
+ . . . (4.94)
and i t wi l l be observed that (4.90) i s indeed a series solution of
(4.93) as was to be shown.
Consider the graph of equation (4.93) shown i n Fi g. 4.10
below. It wi l l be noted the points A and B can be
83
Y
3 1 1 I
J FT(4|e|H)^
/ ' \
B
4|e|H
3
\
X
determined from equation (4.93) as follows.
^ = 1 - 4|e|HX
3
= 0
or
when
X
2 "
C
4 |e| H
) 3
3 1 , 1 , 1
Y
2 " 4 H
(
r f n
(4.95)
(4.96)
where X2 and Y2 are the coordinates of point A as shown i n Fi g. 4.10,
Further, for
Y = 0
we have
0
(4.97)
84
therefore
B = B(X =
(Trrrr)
3
. Y - o)
(4.98)
We must now determine the region of convergence of the series
(4.94). For this purpose we shal l employ the rat i o test. Then
nth term
( n- l ) st term[
T n-1 u4n-3 v 3n-2
n
E H
I
T n-2 u 4n-7 v 3n
V i
e H Y
< 1 (4.99)
where In_^ and I are the integer coefficients of the ( n- l ) st and the
nth term respectively. Let us now assume
Y = Y =
3
2
" H ( 4 | e | H )
1 / 3
(4.100)
(see Fi g. 4.10) then (4.99) becomes
nth term | , 27-,
"
(
256"J ( n- l ) st term|
n
n-1
< 1 (4.101)
At this point we must investigate the respective values
of I and I
N
_ T ' If i n (4.94), we disregard the factors i n |e| and
H ( i t wi l l be noted that these factors cancel i n (4.99) when
(4.100) is substituted into (4.99))then the series (4.94) can be
written
' 4 7 10
X = ax Y + a / + + a 1 Q Y
i U
+ . . .
The f i r s t few coefficients are
85
a7 = 4
a
10 "
22
a
13
=
140
a
16
=
060
a
19
=
7084
etc.
and i t i s evident
27
25o"
n
n- l
< 1 (4.102)
It therefore follows that the series (4.94) i s convergent
for
3
4
H ( 4 | E | H )
I7T
(4.103)
We can then state the following theorem:
4
L(x) + ex = y(t) (4.104)
where L(p) i s a l i near, time-invariant di f f er ent i al operator with
(simple) zeroes only i n the l ef t hand plane and x = y = 0 for
t j= 0 then for sup |y(t) | < we have sup |x(t) | <X = 0(Y)
where Y2 and 0(Y) are given by (4.96) and (4.90) respectively.
This theorem states that the system (4.104) exhibits
bounded input - bounded output s t abi l i t y within a certain range
for an arbitrary driving function y( t ) .
In order to test the theory developed i n this section
theorem 3 wi l l be applied to the following system.
86
Example 1
x + x + x - ex
4
= y(t) (4.105)
From equation (4.41) we have
H = 1.39 (4.106)
Now consider Fi g. 4.11 below. The values of X2 and Y2 are given
by (4.95) and (4.96) respectively. Further,
Y
A( x2 , Y2 )
Y
A( x2 , Y2 )
X
b2
\
X
b l
1 /
0 \
1
/
0
\ 1
X
Y C X
b p
- Y2 )
Fi g.
4.11 Boundary Values on X (Equation 4.93)
the coordinates of points D and C are given by ( Xb 2 , - Y2 ) and
^
X
b l ' " ^2
3 r e s
P
e c t
i
v e
l y - We desire to determine X ^ and X^2
the bounds on X within the region of convergence of (4.94).
Hence, from (4.96) with e = 1
3
Y -
7
2
~ H( 4H)
1 / 3 ( 4
'
1 0 7 )
and substituting (4.106) into (4.93) we f i nd
X b l = .590
87
= -.390 (4.108)
We can now represent the s t abi l i t y region i n graphical
form as shown i n Fi g. 4.12 below
Fi g. 4.12 St abi l i t y Region for Equation (4.105)
4.6 Comparison to Desoer's Method
30
Desoer developed a s t abi l i t y theorem which consists
of the following. He associated to the given nonlinear system
S, , a comparison system S, and showed that i f S i s stable so i s
0(x)=-x
4
x
Consider the following nonlinear system
t
x(t) = z(t) + (4.107)
0
where z(t) i s the zero-input response such that
z(t) | ^ Z for t ^ 0
and
0 J |0(u,t) | ^ k, u for a l l u and t ^ 0
(*1 > 0)
88
This system Desoer compared to a l i near system with
impulse response |h(t)| such that
00
J |h(t) | dt = k - z <
0 0
(k = constant)
0
and showed that provided these relations are sat i sf i ed then the
following i s true
[x(t)| =< k (|y(t)| + Z)) (4.108)
Clearly the method used i n the previous sections are
of a si mi l ar nature. There we found a power series which
dominates i t s corresponding Volterra series term by term and
then found the region of convergence of that power seri es. Thus we
did indeed determine the s t abi l i t y of a given system by
comparing i t to a system known to be stable. However, i t wi l l be
noted that Desoer can treat systems with time-varying non-
l i near i t i es which Barrett can not. Further, as has been pointed
out before, then Barrett has not shown that his method actually
i s val i d.
The close rel at i on between Barrett' s method and Desoer's
method was drawn to the author's attention by Dr. E. V. Bohn.
24 27 28
4.7 The Contraction Mapping Pri nci pl e ' ' '
In this section a mathematical i t erat i on procedure wi l l
be described. This procedure i s cal l ed a contraction mapping
because the distance between the images of any two points i n the
region considered i s always smaller than the distance between the
points themselves. In the section following the contraction
89
mapping pri nci pl e wi l l be used to determine bounded input -
bounded output s t abi l i t y of nonlinear systems. Further, the
results thus obtained wi l l be compared to those obtained by
Barrett' s method described i n section 4.2. But f i r s t some
definitions are cal l ed for.
Defi ni t i on 1: A real or complex vector space E i s cal l ed a
normed space i f there i s given a norm j|x|| for every x i n
24
E such that
a) ||x|| ^ 0
b) ||x + y|| < ||x| + ||y||
c) ||xx|| = |x| . ||x|| for every scalar X
d) ||x|| = 0 only i f x = 0
Defi ni t i on 2: A normed vector space E is said to be complete
i 24, 28
II x - x l l 0
11
n m"
n,m -+
This means that there i s an x* i n E such that
x -> x* as n +
n
that is
l|xn - x*|| - 0
n -+ oo
Then referri ng to Definitions 1 and 2, a complete
normed vector space is cal l ed a Banach space. Thus the space
of a l l r eal , continuous functions of the i nt erval - <t <
is a Banach space, and i t s norm i s always defined as
90
||x(t) I = sup |x(t) | (4.109)
- oo < t <
0 0
Let S be a linear operator i n a Banach space E which
maps points of E into i t s e l f . Further, l et the impulse response
of 6 be h( t ) , then i f the input to Q i s Y^(t) the output YQ(t)
i s found from
YQ(t) = h(t - T) Y . ( t ) d T
If we now take absolute values on both sides we f i nd
0 0
||Y0II < ||Y.|| J |h(t)| dt
0
=< ||V
i
| h i
Therefore the noim of the l i near operator g, i s
0 0
II31| = J |h(t)| dt (4.109a)
0
since for physical systems we can assume h(t) = 0 for t =< 0.
Further, i f
0 0
Hel l = j |h(t)| dt <
o
i f f ol l ows
2 4
that 6 i s a bounded operator and is therefore
24
continuous . This means $ maps points of E into E i n a
cont inuous manne r.
91
Defi ni t i on 3: Let the operator A map the Banach space E into
i t s e l f , then this mapping i s cal l ed a contraction i f for every
24
and %2 i n E we have
||A(x1) - A(x2)|| < K ||x] _ - x2|| (4.110)
where K is a constant and 0 < K < 1.
This means that the distance between the images of any
two points i s always smaller than the distance between the points
themselves. Further, i f we, i n the Banach space E are given a .
sphere of radius
||x - x || ^ a (a = constant) (4.111)
and i f
||A(xo) - xo|| < a( l - K) (4.112)
where 0 < K < 1, then the equation
A(x) = x (4.113)
has a unique solution i n E
x = x* (4.114)
To prove t hi s, we define a sequence {xn> which i s
given by
xn = A( xn _1 ) (n = 1, 2, . . . ) (4.115)
24 27
and we assume X q and x^ both l i e within the sphere (4.111) '
Condition (4.112) i s cal l ed the fixed point condition
and means the following. If, given (4.113), we pick a and K
such that A ( X
q
) sat i sfi es (4.112) then the sequence x 2 , . . . , x n l i es
within the sphere (4.111).
92
Then to recapitulate. If the mapping, linear or
nonlinear,
A(x) = x (4.115a)
sat i sfi es the contraction condition (4.110) then we are
guaranteed that a solution of (4.115a) exists. Further, i f
i n addition the fixed point condition (4.112) is sat i sf i ed
then we obtain a region where this solution i s unique. Hence
we obtain the solution of (4.115a) i n the form of a convergent
series
x* = x + (x, - x ) + . . . + (x - x , ) + . . .
o
v
l o
J K
n n - l '
4.8 St abi l i t y vi a Contraction Mapping
Consider the system
L(x) = y(t) (4.116)
where L is a l i near , time-invariant di f f er ent i al operator with
(simple) zeroes only i n the l ef t hand plane and y(t) i s an
arbi t rary, bounded dri vi ng function. We can represent (4.116) i n
block diagram form as shown i n Fi g. 4.13 below/ Clearly we have
L'(X) + x = y(t) (4.117)
y +
L (p)x
L ' C P )
X
r
L ' C P )
X
Fi g. 4.13 System (4.116)
93
when i t follows from (4.116) and (4.117) that
L(p) = L'(
P
) + 1 (4.118)
which means Fi g. 4.13 represents a stable l i near system with
input y(t) and output x( t ) .
Now consider the following nonlinear system
L(xx ) + e0(x1) = y(t) (4.119)
where L is a l i near, time-invariant, di f f er ent i al operator with
(simple) zeroes only i n the l ef t hand plane, e is a constant,
0(x1) i s a nonlinear function of x^, and y(t) i s an arbi t rary,
bounded driving function. System (4.119) can be represented i n
block diagram form as shown i n Fi g. 4.14 below where N = x^+ 0(x^).
Further, i t follows that, as i n Fi g. 4.13, we have
L(p) = L (p) + 1 (4.120)
s L ( p) x 1
1 x
1
=
X + y
) "
L'(P)
xx + 0( x 1 )
N
Fi g. 4.14 System (4.119)
We can now compare (4.116) and (4.119), and i t wi l l be
observed that (4.119) i s i dent i cal to (4.116) i f e =0.
94
Therefore we shal l i n essence consider system (4.119) as a
perturbed version of system (4.116) and assume L and y are
i dent i cal i n both systems, whereas
y (t) A xx ( t ) - x(t) (4.121)
as shown i n Fi g. 4.14. This point of view is closely akin to
17
that taken by Desoer .
Now consider (4.119) and l et us write that equation i n
the form
xx = gy - eg 0(xx) (4.122)
Here g is a l i near operator with impulse response h( t ) , and from
(4.109a) the norm of g is
oo
II3II = j |h(t)| dt (4.123)
0
Further, i n reference 29 the following theorem i s
proven. A necessary and suf f i ci ent condition that a bounded
input y( t ) , to a l i near, time-invariant system gives ri se to a
bounded output x(t) i s that
oo
Hell = J |h(t)| dt < ( 4 _ 1 2 4 )
0
It wi l l be observed that this constitutes part of Barrett' s
theorem.
It follows that (4.116) can be written as
x = gy .(4.125)
95
Therefore substituting (4.121) and (4.125) into (4.122) we
obtain
By + y = By - eB 0(By + y)
or
y = -cB 0(By + y) (4.126)
In what follows we s hal l , for the sake of si mpl i ci t y,
use the following notation
H I - u
II e|| =H (4.127)
l|x|| -X
llyll -Y
It wi l l be observed that (4.126) i s equivalent to a
nonlinear mapping. Therefore using the terminology of section
4.7 we have
A(y ,y) A -eB 0(By +y) (4.128)
In order that (4.128) i s a contraction mapping, condition (4.110)
must be sat i sf i ed. Therefore we require
||A(y2,y) - AOi ^y ) ! =
|| - eB 0(By + y2 ) + eB 0(3y + y j) || ,<K l ^ - y j
where 0 < K <1, or
|e| H ||0(6Y + y2 ) - 0( e y + M l ) ||=< K ||w 2 - U x || (4.129)
Further, i n order that (4.126) has a unique solution
the fixed point condition (4.112) must be sat i sf i ed. This simply
means that for each input y we have only one possible output Xy
96
Consider the case when the nonlinearity 0 is such that
0 _< 0(gy + y) _< k(6y + y)
where k > 0 i s a constant. Then (4.129) may be written
|e| Hk ||y2 .< K ||y2 - y j
whence the contraction condition (4.110) reads
e
l
H k
^
K
(4.129a)
where 0 < K < 1.
We must now determine a sphere (4.111) within which
the fi xed point condition (4.112) i s sat i sf i ed. Therefore we
fi nd from (4.128)
" l = IIAC v0 ,y|| =< |e| H- ||0.(6y)||
< | e | H
2
kY
Hence, the fi xed point condition (4.112) becomes
|e| H
2
kY < (1 - K)a
or
o ^ |e|H
2
kY
A
L ' i
1
- k (4.129b)
In this case the contraction condition (4.129a) i s
cl earl y di f f i c ul t to sat i sfy unless e or H is small (note
0 <K < 1) . However, the fixed point condition (4.129b) i s
easy to sat i sfy for a f i ni t e Y.
4.9 The St abi l i t y of Some Nonlinear Systems
One type of system which can be treated by the
method developed i n section 4.8 is the following
LCxp + e a ^ * = y ( t )
n=2
For this system (4.128) becomes
k
A(y ,y) A - e$
a
n ^
y +
^
n=2
97
(4.130)
(4.131)
and (4.129) becomes
k
|e| H || Y, an(6y + y 2 )
n
- Y
a
n ( * Y
+
^ /
n=2
But i n general
(By + y 2 )
m
- (By + yn )
k
I
n=2
< K |y2 - y x |
(4.132)
1' /
m-1
(By + y2 ) - (By + y^] (By + y 2 )
m
"
1
"
1 ( 6 y + M
l
} 1
i=0
We can therefore write (4.132) as
k
I e | H | | y 2 - y 1 | | Y
n
|
a
n | (HY + U )
n _ 1
,< K
n=2
where we have put
m-1
|| Y ( ^
+
v2 )
m
"
1
"
i
( 8 y || =< m(HY + U)
i=0
(4.133)
i n 2 " w x l
(4.134)
m-1
(4.135)
Relation (4.135) is j us t i f i ed on the basis that we have
llvjl < IM
< y
98
where y i s given by (4.121). From (4.134) we can now determine
the condition for (4.131) to be a contraction mapping. This
condition i s seen to be
k
i n _ 1
-
v
(4.136) E| H ^ n an (HY + U)
K
* < K
n=2
where 0 < K < 1. Or equivalently
k
| e | H ^ n an (HY + U)
1 1
"
1
< 1
n=2
(4.137)
We must now determine a region within that speci fi ed
by (4.137) where the fixed point condition (4.112) i s sat i sf i ed.
To do this we observe that from (4.131) we obtain
A( y0 , y) = y 1 (y0 - 0)
or
n
(HY)
n
(4.138)
n=2
Therefore combining (4.136) and (4.138) the fixed point condition
reads
k
n
(HY)
n
< U( l - K) (4.139)
n=2
where we have put a i n (4.112) equal to U.
Refer to equation (4.121). This equation may be
written
X1 _< X + U (4.140)
99
or using (4.125) we f i nd
Xx ^ HY + U
Therefore (4.137) i s equivalent to
k
(4.141)
n
X ^ '
1
<
1
TTTT
n=2
(4.142)
Further, i f we choose U and K such that (4.137) and
(4.139) are sat i sf i ed for the largest possible value of Y which
we denote by Y^ then
and from (4.141)
Y < Y,
X
l = ^ 1
+ U
(4.143)
(4.144)
Thus we have shown that i f (4.142) and (4.143) are
sat i sf i ed then equation (4.131) has a unique sol ut i on. This i n
essence means that the solution of (4.131) obtained by i t erat i on
y = y o + (a
1
- yQ) + . . . + ( j i n - y ^ ) + . . .
i s a convergent seri es, and si nce.
(4.145)
v
n
= A
k n - l ' r t
we have
y
n + l "
y
n
< K
n
l
n - l
Therefore, i n the region speci fi ed by (4.143) and (4.144) the
system (4.130) has a unique output x-^t), for every input y(t)
Hence we have determined a region where (4.130) exhibits
bounded input - bounded output s t abi l i t y.
We can now state the following theorem:
1Q0
k
L(Xl) + e Y,
= yCt) (4
'
146)
n=2
Where L(p) i s a l i near, time-invariant, di f f er ent i al operator with
(simple) zeroes only i n the l ef t hand plane, and = y = 0 for
t =<0 then for sup |y(t) | ,< Y^we have sup |x^(t) | HY^ + U
where Y^ i s determined from (4.137) and (4.139) and Xp being
single-valued, from (4,144).
This theorem states that the system (4.146) has a unique
output x^(t), and exhibits bounded input - bounded output s t abi l i t y
within a certain range for an arbitrary dri vi ng function y( t ) .
The simplest special case of (4.146) i s the system
L(xx ) + e x ^ = y(t) (4.147)
For this system the contraction condition (4.137) reduces to
| E | Hm(HY + U)
m _ 1
< 1 (4.148)
while the fi xed point condition (4.139) reduces to
|e| H(HY)
m
< U( l - K) (4.149)
We shal l now consider some speci f i c examples of equation
(4.147)
Example 1
x
1
+ xx + x
1
+ E X ^ = y(t) (4.150)
This system has already been investigated by use of
Barrett' s procedure (see Example 1 section 4. 3). There we found
101
H = 1.39
For (4.149) the nonlinear mapping (4.131) becomes
A(ji ,y) = - E g (By + y )
3
(4.151)
the contraction condition (4.148) becomes
3 | E | H (HY + U)
2
4 K (4.152)
and the fixed point condition (4.149) i s
| E | H (HY)
3
< U( l - K) (4.153)
The contraction condition (4.152) can be written as
follows (on removing the equality sign)
or
x
l
<
'TjTfTT
3
(4.154)
Comparison of (4.19) and (4.154) shows that the right hand sides
of the two relations are i dent i cal i n both cases. However, i n
order to sat i sfy theorem 4 we must i n addition ensure that
(4.153) i s true. Thus, theorem 4, although of a much more
general nature than Barrett' s theorem (see theorem 1 section
4,2), imposes st r i ct er conditions than does Barrett' s method.
For the purpose of numerical computations we assume
the following
K = 0.60
U = 0.10 (4.155)
102
Then from (4.152) we fi nd
Y _< 0.20 (4.156)
and (4.153) becomes
(1.39)(.278)
3
< (0.10)(.40)
or
.03 _< .04 (4.157)
Therefore the fixed point condition (4.153) i s sat i sf i ed.
We can now determine the upper bound on the output
from (4.144). Thus
\ < (1.39)(.20) + 0.10
^ .38 (4.158)
Thus a l l the conditions of theorem 4 are sat i sf i ed
within the region speci fi ed by (4.156) and (4.158).
Using Barrett' s method we obtained (see Fi g. 4.2)
Y2 = .234 (4.159)
X2 = .49 (4.160)
and i t wi l l be observed that (4.156) and (4.158) provide a good
approximation to those given by (4.159) and (4.16b).
Refer to Fi g. 4.3. It wi l l be observed that along
the branch COD we have only one possible output for each input.
This range i s the one to which theorem 4 applies. It was
shown i n section 4.2 that we have bounded input - bounded
output s t abi l i t y for
- Y2 _< Y < Y2 (4.161)
103
However, i n this interval we have three possible outputs x^(t)
for each input yf t ) . This behaviour i s not allowed i f we are
to sat i sfy theorem 4 which specifies the output to be unique.
Example 2
. . . 2
x
l
+ x
l
+ x
l
+ e X
l
=
(4.162)
This system has already been investigated by a
di fferent method (see Example 1 section 4.4). We have again
H = 1.39 (4.163)
A(u ,y) = -eg(gy + y )
2
(4.164)
The contraction condition (4.148) becomes
2|e|H (HY + U) <, K (4.165)
and the fi xed point condition (4.149) i s
I e I H (HY)
2
_< U( l - K) (4.166)
On removing the equality sign the contraction
condition (4.165) can be written as follows
X
l < r~f7]~H C4.167)
For the purpose of numerical computations we assume
the following
K = .60
U = 0.075 (4.168)
e = -1.0
Then from (4.165) we f i nd
Y _< .10 (4.169)
104
and (4.166) becomes
(1.39)(.45)
2
< (.075)(.40)
or
.029 _< .030 (4.170)
Hence the fixed point condition i s sat i sf i ed for the values
given by (4.168).
We can now determine the corresponding bound on the
output x(t) by use of (4.144) and (4.168). Therefore
X1 ^ .22 (4.171)
The region speci fi ed by (4.169) and (4.171) can now
be compared to that obtained i n section 4.4. There we found (see
Fi g. 4.8)
Y ^ Y, = .18
1
(4.172)
-.149 j Xx _< .36
Clearly the lower bound on X^ has been improved i n (4.171),
however, the upper bound on X^, and both upper and lower bounds
on Y have decreased i n the present case. This i s i n keeping
with the fact that the present method imposes somewhat st r i ct er
conditions than does Barrett' s method.
The considerations given to the uniqueness of the
output i n the previous example are applicable here as wel l . The
present method can only predict s t abi l i t y along the branch DOA
i n Fi g. 4.8.
It i s evident that systems of the type
x1 - + x1 + x1 + ex-j
4
= y(t) (4.173)
105
and
x
l
+ x
l
+ x
l
+ e X
l
5 = y
^
t
) (4.174)
are easi l y treated by the method developed here since they are
subcases of (4.147). However, i t i s not considered necessary
to solve these examples numerically.
A second type of system which can be treated by the
method developed i n section 4.8 i s the following
L(xx ) + esin x = y(t) (4.175)
where L(p) is a l i near, time invariant, di f f er ent i al operator
with (simple) zeroes only i n the l ef t hand plane, e is a constant
and y(t) i s an arbitrary driving function. Clearly (4.175) can at
least be approximated by (4.175), however, a simpler approach i s
to use the theory developed i n section 4.8 di r ect l y.
The nonlinear mapping (4.128) becomes for (4.175)
A(y,y) = - e 8 s i n( By+ y) (4.176)
and (4.129) becomes
| e | H || sin(6y + y 2 ) - sin(6y + y x ) || _< K || y 2 - y 11|
(4.177)
But
||sin(6y+y2 ) - sin(By + y ^ ||
|| si n By (cos M2 - cos y ^) + cos By( s i ny2 - s i ny^ ) || ^
|| si n By|| ||sin(J - y 2 ) - s i n( | - y x ) || +
|| cos ByII ||si ny9 - s i ny, || ^
106
||y2 - y 1 | | ( || si n gy|| + || cos gy|| ) ^
1.41 ||y2 - y 1|| (4.178)
Then substituting (4.178) into (4.177) we obtain
1.41 | e | H ||y2 - y j a< K ||y2 - y 11| (4.179)
Hence i n order that (4.176) i s a contraction we require
K >, 1.41 |e| H (4.180)
where 0 < K < 1.
We must now ensure that there exists a sphere (4.111)
within which the fixed point condition (4.112) is sat i sf i ed.
From (4.176) we f i nd
||A(y0,y)|| < |e| ||3|| ||sin6y|| (y Q = 0) (4.181)
Therefore the fixed point condition (4.112) becomes.
|e| H ^ (1 - K)a (4.182)
or
|e| H
a
= 1 - K (4.183)
It i s evident that (4.183) can be sat i sf i ed for any
0 <K <1, hence i t follows that the only condition we need to
sat i sfy i n this case is (4.180). Therefore, for a given H we
must constrain e such that (4.180) is true, which of course
means that when H is large the perturbation due to the nonlinear
term e si n x^, and thus e, must be small.
107
LCx.^ + e si n x = y(t) (4.184)
where L(p) is a l i near, time-invariant, di f f er ent i al operator
with (simple) zeroes only i n the l ef t hand plane, and x = y = 0
for t ^ 0 then for sup |y(t) | < we have sup |x^(t) | <
provided (2** |e| H) < 1.
This theorem states that the system (4.184) exhibits
bounded input - bounded output s t abi l i t y provided (2^ |e| H) < 1.
It follows that i f instead of e si n x^ we had e cos x^
i n (4.175) a si mi l ar result would obtain. Further, i t i s evident
that an equation having a nonlinearity consisting of a combination
of trigonometric functions can be treated by a si mi l ar procedure.
However, i t is not considered necessary to investigate further
examples of this type.
4.10 The St abi l i t y of Some Nonlinear Systems with a Simple Pole
at the Ori gi n.
Consider the following system
L ' ( X I ) + e0
,
( x1 ) = y(t) (4.185)
i
where E i s a constant, 0 (x^) i s a nonlinear function of X p
y(t) is an arbitrary dri vi ng function and L (p) i s a l i near ,
time-invariant, di f f er ent i al operator such that
L '(
P
) = pF(p) (4.186)
Here F(p) has (simple) zeroes only i n the l ef t hand plane.
108
Clearly (4.185) can not be treated by the method
developed i n section 4.8 because (4.124) is not sat i sf i ed.
However, here we can employ the following procedure. Let us
rewrite (4.185) as follows
i / (Xj) + axx + e0
,
( x1 ) - axx = y(t) (4.187)
It wi l l be observed we have simply added and subtracted the
term ax^, (a > 0) from (4.185). Therefore we can write
L(x1 ) = L ' C X ^ + ax
(4.188)
0(xx ) = 0
,
( x1 ) - a X l (4.189)
It wi l l be noticed that L(p) has zeroes only i n the l ef t hand
plane provided we choose a such that i t does not cause L(p) to
have purely complex conjugate zeroes. Hence we can write (4.187)
as follows
L( X l ) + 0(xx ) = y(t) (4.190)
which i s of the same form as (4.119) and can therefore be treated
i n a si mi l ar manner.
In this case the nonlinear mapping (4.128) becomes
A(ji ,y) = - ef3 0(By + w) + aB (By + M) (4.191)
where B now is a l i near operator derived from L( p) , and the
corresponding impulse response h( t ) , thus depends on a.
The contraction condition (4.129) becomes, i n this
case,
|E| H|| 0(By + v2 ) - 0(6y + MX ) II + a| | B(By + y2 ) -
109
eCey + yx ) || < K ||u 2 - u x II
or
| e | H || 0(0y + n 2 ) - 0($y - y
X
HI
+
a H || y 2 - y x || =<
K ||y2 - y1|| (4.192)
We shal l now treat two systems of the type (4.185).
Fi r st consider the system
k
L
'
( x
i
) + e
L v i
n = y ( t ) ( 4
'
1 9 3 )
n=2
and assume L (p) has the form (4.186). We can then write (4.193)
as follows
k
L ( x
l
) +
z
Y, V l "
a X
l
= y ( t )
(4.194)
n=2
where
L(p) = L '(
P
) + a (a > 0)
and we assume a i s such that L(p) only has simple zeroes which
are located i n the l ef t hand plane.
From (4.194) we f i nd the nonlinear mapping (4.191)
k
A(y ,y) = - e8 Y an (ey + y )
n
+ oB (By + y)
n = 2
(4.195)
We can now compare (4.195) to (4.131) and (4.192) to (4.132).
It wi l l be observed that i n both cases these equations are
equivalent except for the last term i n (4.192) and (4.195).
110
We can therefore immediately write down the contraction condition
for (4.195) by using (4.136). Hence we obtain
k
| e] H
n a
n
+
U)
1 1
"
1 +
a H ^ K (4.196)
n=2
where 0 < K < 1.
We must now determine a region within that speci fi ed
by (4.196) where the fixed point condition (4.112) is sat i sf i ed.
In order to do this we f i nd from (4.195)
A 6 i 0 , y ) = y 1 k 0
= 0 )
k
= -ee Y
a
n ( e y)
n + a
$ Cey)
n=2
or
k
u
! = l
e
i
H
Y
a
n (HY)
n
+ a H
2
Y (4.197)
n=2
Therefore, combining (4.196) and (4.197) the fixed point condition
reads
k
|e| H Y |
a
n | (HY)
n
+ a H
2
Y <, U(l-K) (4.198)
n=2
We shal l now use exactly the same terminology and
nomenclature as was used when treating system (4.130) (see section
4, 9). We then obtain
x
1
_< X + u
< HY + U
and from (4.196) we f i nd on substituting from (4.199)
111
(4.199)
n=2
n a
n
1 feT T^TH" (4.200)
Now l et us choose U and K such that (4.196) and
(4.197) are sat i sf i ed for the largest possible value of Y. Let
us denote this value of Y by Yy Then
and from (4.199)
Y _< Y
1
(4.201)
X
l = ^ 1
+ U
(4.202)
k
L'(X
X
) + E a n X ; L
n
= y(t) (4.203)
n=2
where L (p) is a l i near, time-invariant, di f f er ent i al operator
such that L (p) = pF(p) and F(p) has (simple) zeroes only i n the
l ef t hand plane, e i s a constant, y(t) i s an arbitrary driving
function and x^ = y = 0 for t ^ 0 then for sup |y(t)| ^ Y^ we
have sup |x^(t)| j HY1 + U where Y^ i s determined from (4.196)
and (4.198) and X^, being single-valued, from (4.202).
112
The simplest special case of (4.203) i s the system
L ' C X ^ + e X l
m
= y(t) (4.204)
For this system the contraction condition (4.196) becomes
|e| Hm(HY + U)
m _ 1
+ a H ^ K (4.205)
while the fixed point condition (4.198) reduces to
|e| H(HY)
m
+ a H
2
Y < U(l - K) (4.206)
We shal l now consider one speci fi c example of (4.204).
Example 1
* L
+ X
l
+ X
l
3 =
y
( t )
(4.207)
Here we have
L '(
P
) = p(p + 1) (4.208)
which has the form (4.186). We now add and subtract a term
ax^,(a > 0) from (4.207). Then we obtain
. . . ,
x1 + x1 + a xx + x1 - a x1 = y(t) (4.209)
and (4.188) becomes
L(p) * L ' ( P ) + a
= p
2
+ p"+ a (4.210)
while (4.189) becomes
0(xx ) = x x
3
- a xx (4.211)
113
A(y ,y) = -eB (By + y )
3
+ aB (By + y) (4.212)
the contraction condition (4.205) becomes
3 |e| H(HY + U)
2
+ a H _< K (4.213)
while the fixed point condition (4.206) becomes
|e| H(HY)
3
+ a H
2
Y _< U( l - K) (4.214)
We must now choose a value of a and compute H
corresponding to (4.210). For this purpose we shal l make use
of a formula given i n reference 23. There the following is
given.
If
L(p) = ao p
2
+ a l P + a2 (4.215)
and a , a , , a 0 > 0 then
o' 1 L
i) i f a, > 4a we have
J
1 = 0
H -
1
~ 0 (4.216)
2
i i ) i f a , < 4a we have
l = o
H = -1 coth(y cot e) (4.217)
o
where 9 i s the angle of the complex roots.
Comparison of (4.210) and (4.215) shows that i n
this case
a
o
= 1
'
a
l
= 1
(4.218)
114
Let the f i r s t choice for a be
a = 1 (4.219)
then we f i nd from (4.217)
H = 1.39 (4.220)
If we now substitute for a and H i n (4.213) we obtain
(3)(1.39)(1.39Y + U)
2
+ 1.39 < K (4.221)
where 0 <K <1. However, obviously (4.221) can not be sat i sf i ed
for any K i n the range speci fi ed, and we must cl earl y choose a
different value of a than that given by (4.219)
Let us now choose
a = .30 (4.222)
Then from (4.217) we f i nd
H = 1.0 (4.223)
Using these values for a and H i n (4.213) we obtain the
contraction condition
3(Y + U)
2
+ 0.30 ^ K (4.224)
while the fixed point condition (4.214) becomes
Y
3
+ 0.30Y _< U( l - K) (4.225)
In this case we choose
U = 0.10 (4.226)
K = 0.49
then we f i nd from (4.224)
Y _< Yx = .15 (4.227)
115
and (4.225) becomes
.045 ^ .051 (4.228)
hence the fixed point condition is satisfied. From (4.202) we
can now determine the bound on the output. Thus
X, < .15 + .10
I BO
(4.229)
< .25
e n
Therefore the system (4.207) exhibits bounded input - bounded
output s t a b i l i t y within the range specified by (4.227) and
(4.229)
The second system of type (4.185) which is considered
here i s the following
i / ^ ) + e si n x = y(t) (4.230)
T
We assume L (p) has the form (4.186). Hence we can write (4.230)
as follows
L(x^) + e si n x^ - a x^ = y(t) (4.231)
where
L(p) = L'(
P
) + a (a > 0)
and we assume a is such that L(p) has simple zeroes which are
located i n the l ef t hand plane.
From (4.231) we fi nd the nonlinear mapping (4.191)
A(y ,y) = - e 6 sin(ey + u) + ae (By + y) (4.232)
We can now compare (4.232) to (4.176) and (4.192) to
(4.179). It wi l l be observed that i n both cases these equations
are equivalent except for the last term i n (4.192) and (4.232).
116
We can therefore immediately write down the contraction
condition for (4.232) by using (4.179). Hence we obtain
1.41 |e| H Ib^-y-JI + a H
2
l ^- y- JI < K ||u2 - u x || (4.233)
or the contraction condition becomes
1.41 |e| H + a H
2
j K (4.234)
where 0 < K < 1.
We must now ensure that there exists a sphere (4.111)
within which the fi xed point condition (4.112) is sat i sf i ed.
From (4.232) we f i nd
l|A(yo,y)|| < | e | | | B| | IIsin By|| +<X| | B||
2
Y (yQ = 0)
< |e| H + a H
2
Y (4.235)
Therefore the fixed point condition (4.112) becomes
| e | H + a H
2
Y _< (1 - K)a (4.236)
or
a > H H
:
a H
2
Y
( 4 > 2 3 7 )
It is evident we can always sat i sfy (4.237) for any
f i ni t e values of |e| , H, a and Y when 0 <K < 1. Therefore
we actually only need to sat i sfy (4.234) i n order that (4.232)
has a unique sol ut i on.
l / ^ ) + e si n xx = y(t) (4.238)
117
t
where L (p) i s a l i near, time-invariant, di f f er ent i al operator
t
such that L (p) = pF(p) and F(p) has (simple) zeroes only i n the
l ef t hand plane, e i s a constant, y(t) is an arbitrary driving
function, and x^ = y = 0 for t ^ 0 then for sup |y(t) | <
we have sup |x^(t)| < provided (2^ |e|H + a H ) <1.
It is evident that substituting cos x^ for si n x^ i n
(4.238) would give a si mi l ar resul t . Further, a system having
a nonlinearity consisting of a combination of trigonometric
functions can presumably be treated i n a si mi l ar way, however,
such systems wi l l not be considered here.
It i s evident that the method developed i n section
4.8 is applicable to a wide class of systems. In this thesis
we have rest ri ct ed outselves to systems having nonlinearities i n
the form of polynomials and trigonometric functions. However,
i t i s evident that other types of nonlinearities can be treated
by the present method.
4.11 The Val i di t y of Volterra Series Representation
In section 4.2 i t was pointed out that certain
conditions (see page 63) must be sat i sf i ed i n order that we
may represent the solution of a given di f f er ent i al equation i n
terms of a Vol t erra seri es. In this section we shal l show
that these conditions are indeed sat i sf i ed i n part of the range
found by Barrett. This wi l l be done by proving that the method
developed vi a contraction mapping i n section 4.8 actually
generates the Vol t erra series found by Barrett.
118
In order to define our terms consider the"following
system
LCx^j * e 0(x1 ) = y(t) (4.239)
where L(p) is a l i near, time-invariant, di f f er ent i al operator
with (simple) zeroes only i n the l ef t hand plane, e is a
constant, 0,'(x.p is a nonlinear function of x^ and y(t) is an
arbitrary driving function.
We can now write (4.239) as an integral equation i n
the form
CO o o
xx ( t ) = J y(x)h(x - x)dx - eJ 0(x1 (x)h(t - x)dx (4.240)
- 0 0 - 0 0
(xÔ) = y( 0) = 0)
where we have convolved y(t) and 0(x^) with the impulse
response h(t) corresponding to the l i near transfer function
Let us now use the functional operator notation
introduced i n section 4.8. Thus l et B be the l i near operator
with impulse response h( t ) . Then (4.240) can be written as
follows
x^t ) = By - eB 0(x1 ) (4.241)
If we l et
0(x1 ) = X-L
3
(4.242)
we obtain
^ ( t ) = By - eB X j
3
(4.243)
119
which i s equivalent to equation (4.5).
We shal l now solve (4.243) one, by direct i t erat i on
(Barrett' s method) and two, by the method developed i n section
4. 8, . Then we shal l show that the two series are i dent i cal and
thus that the Vol t erra series representation is val i d for
(4.239) subject to (4.242).
Using direct i t erat i on we obtain
1st approximation x^ = By (4.244)
2nd approximation x^ = By - eB (By) (4.245)
3 3
3rd approximation x^ = By - eS [By - eB (By) ] (4.246)
etc.
If we take absolute values i n (4.245) we f i nd
l l x ^ t j l < || 31| ||y|| + |e| ||B|| + ||y||
3
(4.247)
where
h(t)| dt
0
It wi l l be observed that (4.247) i s exactly the f i r s t two
terms i n (4.13). Further, i t i s readily seen that we i n this
manner can generate the i nf i ni t e Vol t erra series (4.12).
Now consider the procedure developed vi a contraction
mapping i n section 4.8. There we compared (4.239) to the l i near
system
L(x) = y(t) (4.248)
and assumed the input y(t) to be i dent i cal i n both'.cases. On
120
the other hand, we defined
y (t) A x^t ) - x(t) (4.249)
that i s , the output of the nonlinear system (4.239) i s assumed
to be equal to that of the l i near system (4.248) plus a quantity
y( t ) , which is due to the presence of the nonlinear term i n
(4.239).
Let us now again use operator notation. Then (4.248)
becomes
x = By (4.250)
and (4.239) becomes, subject to (4.242),
x1 = By - eB x x
3
(4.251)
We can now use (4.249) and (4.250) i n (4.251) which then becomes
y = - eB (By + y )
3
(4.252)
or
A(y ,y) = - e B (By + P )
3
(4.253)
We can then solve (4.263) by i t er at i on. Thus
p Q = 0 (4.254)
A(yQ, y) = P x = - e B (By)
3
(4.255)
A ^ . y ) = P 2 = - e B [By - eB ( By)
3
]
3
(4.256)
etc.
Hence we can form a sequence which converges to the true
solution given by (4.249). Therefore we have
1st approximation . x^ = x + yQ = By (4.257)
121
x + y x = By - eB (By)
3
(4.258)
x + y 2 = By - eB [By - eB ( By)
3
]
3
(4.259)
etc.
Comparison of (4.257), (4.258) and (4.259) to (4.244),
(4.245) and (4.246) shows that the two sequences are i dent i cal .
However, i n section 4.9 i t was shown that i n the range speci fi ed
by equations (4.148) and (4.149) (note m = 3) the solution of
equation (4.253) has the following properties.
1. It exists ((4.253) is a contraction mapping)
2. It i s unique ((4.253) sat i sfi es the fixed point condition)
3. The series
y = y Q + (y1 - yQ ) + . . . + (yn - y ^ ) + . . . (4,260)
converges absolutely.
Further, since the solution of (4.253) given by (4.260) i s
unique, and the system equation (4.239) has constant
coefficients we have sat i sf i ed the requirement of time-
invariancy.
Thus we have shown that the solution we obtain by
the method developed i n section 4.8 i s a Vol t erra series which
i s i dent i cal to that found by Barrett. Further, the series
found by the former method sat i sf i es a l l the requirements
necessary i n order that the Vol t erra series representation
i s val i d. Therefore Barrett' s method gives val i d results i n the
range speci fi ed by (4.148) and (4.149) (note m = 3). Outside
this range we have not ver i f i ed the Vol t erra series
representation i n this t hesi s.
2nd approximation x^ =
3rd approximation x, =
122
We have thus developed a rel at i vel y simple method
for determining a region i n which the Volterra series represent-
ation is val i d. Clearly the class of systems which can be
treated by this method includes systems of more general nature
than that given by (4.239). For example, the following system
L(xx ) + eîyf*
&
2
0
2^
X
1
)
= y
W (4.261)
can be investigated by the method developed i n section 4.8.
However, the appl i cabi l i t y of the method i s best investigated
for each i ndi vi dual problem.
The developments i n sections 4.4, 4.5 and 4.8 to
4.11 are to the author's knowledge new and have not appeared i n
the l i t erat ure before.
4.12 Discussion of Results
It is evident that the method developed by Barrett
requires a large amount of computation for each i ndi vi dual
example. Further, the method, i n i t s present form, is of a
somewhat rest ri ct ed nature since we i n each case must determine
the region of convergence of a power series which i n most cases
i s an arduous task. In addition, Barrett only proves convergence
of a Vol t erra seri es, he does not show the solution he finds i s
unique, which i t i n fact i s not. This feature is discussed i n
section 4.2.
The method developed i n section 4.8 vi a contraction
mapping appears to have several desirable features. The main
ones arej one, sat i sfyi ng the contraction condition ensures the
solution of a given di f f er ent i al equation exi st s, and two,
sat i sfyi ng the fixed point condition ensures the solution
obtained is unique. Thus we can f i nd a range over which a
given solution is known to be val i d. Further, from the
examples solved i t is clear that the method is applicable
to a reasonably large class of problems. However, the
appl i cabi l i t y of the method is best determined for each
i ndi vi dual problem. In section 4.11 i t is shown that the
method developed i n section 4.8 actually generates the
Vol t erra series we f i nd by using Barrett' s method. Thus
we have found a method which shows when the solution of a
given di f f er ent i al equation can be represented i n the form of
a Vol t erra seri es.
124
5. CONCLUSIONS
5.1 Summary
In this thesis we have treated nonlinear system
st abi l i t y from three separate points of view.
1. State space analysis. (Undriven systems)
2. Complex frequency plane analysis. (Driven and undriven
systems)
3. Time domain analysis. (Driven systems)
Here we have also indicated the type of systems a given method
i s applied to i n this thesis.
State space analysis has been employed to develop
a special form of the general Zubov equation. This special
form i s designed to determine regions of asymptotic st abi l i t y
for undriven systems. However, the resulting equations derived
for Liapunov's function can not be solved i n general since the
constraints we must place on the functions involved can not be
sat i sf i ed except i n special cases.
The Sandberg frequency s t abi l i t y cr i t er i on has been
applied to some systems for which the l i near part has poles on the
imaginary axis. This application is val i d for both driven and
undriven systems provided the system inputs are square
integrable. The examples solved expl i ci t l y i n this manner i n this
thesis are a l l undriven systems. Therefore, we can only investigate
these systems for global asymptotic s t abi l i t y. Further, the Popov
method and the Sandberg method have been compared through the
solution of a speci f i c undriven system with a nonlinearity not
125
depending expl i ci t l y on time. For this part i cul ar example i t
is found that the two methods give approximately the same answer.
However, i t i s emphasized that we have not made a theoretical
comparison between the Sandberg method and the Popov method.
Using the time domain we have considered bounded
input - bounded output st abi l i t y by using functional analysis.
One, a method developed by Barrett which i s based on using a
Vol t erra series solution of a nonlinear di f f er ent i al equation
has been extended to include systems having nonlinearities of
the 2nd and 4th degree. This extension rests on the determination
of a region of convergence of Volterra series by use of the rat i o
test. However, i t i s emphasized that Barrett has not shown
expl i c i t l y that his method actually i s val i d. Two, the contraction
mapping pri nci pl e has been used to derive a general input-output
s t abi l i t y cr i t er i on. This cr i t er i on has been derived by comparing
a nonlinear system to a linear system and by st i pul at i ng that the
output of the nonlinear system is a perturbed version of the output
of the l i near system. The solution of several examples i l l ust rat es
the ut i l i t y of the cr i t er i on. Further, i t is shown that i n using
this method to investigate the input-output st abi l i t y of a given
system we actually generate the Vol t erra series found by Barrett' s
method. Thus we have shown that' the Volterra series solution is a
val i d representation of a given nonlinear di f f er ent i al equation i n
a certain domain. This means that we have found a region where
we can show expl i c i t l y that Barrett' s method is val i d.
126
5.2 Recommendations for Furture Work
The main drawback i n the use of the frequency-
s t abi l i t y c r i t er i a mentioned i n this thesis i s that they can only
stipulate that a given nonlinearity must be ent i rel y contained
i n a certain sector, Thus these c r i t er i a refer only to global
s t abi l i t y whereas, l ocal st abi l i t y i s often the more important.
Hence an extension of these c r i t er i a to l ocal s t abi l i t y appears
desirable.
Regarding s t abi l i t y analysis i n the time domain we have
mainly considered systems with nonlinearities i n expl i ci t functional
form i n this thesis. It does not seem possible to extend Barrett' s
method di r ect l y to systems having a nonlinearity of general
functional form. However, the st abi l i t y theorem based on the
contraction mapping pri nci pl e (see section 4.8) can possibly be
extended to cover systems with nonlinearities depending expl i c i t l y
30
on time. Desoer developed a method which covers certain systems
of that type.
There are naturally many more avenues open for research
than those mentioned here. St abi l i t y analysis offers a rewarding
and interesting f i e l d of research, i n part i cul ar vi a functional
analysis which has been proven to be a powerful tool i n that f i e l d.
APPENDIX A
POPOV'S STABILITY CRITERION 4
Consider the system of equations
n n
dx.
1
dt~
j - l
a. . x. + b. 0(
IJ 3 I ^
I
k=l
c
k
X
k>
CA..1)
( i = 1, 2 , . . . ,n)
where a . . , b . , and cv are constants while 0 i s a nonlinear func-
tion Equation (A. l) i s usually written i n the following form
n
pxi - ^ a^x^. + b i 0(a) = 0 (A. 2)
j=l
n
Ci x,
k k
= 0
k-1
(A. 3)
where p = ^
then solving for - a we f i nd
where
D(p) =
P " a
*21
11 "
a
12
P -a
a
nl
22
a
n2
l
l n
l
2n
P " ^
0
0
0
nn
(A. 4)
or
128
P " a.
11
-a
12
l
l n
D(p) =
*21
P - a
22
l
2n
(A. 5)
a
nl *n2
P - a
'nn
and
K(p) =
P - a
11
"21
a
nl
-a
12
P ' a
22
-a
ii2
Let W(p) = JÊJ- then (A. 4) becomes
a
l n
b
l
"
a
2n
b
2
p - a b
^ nn n
n
0
(A.6)
- a = W(p) 0 (A. 7 )
and we may consider W(p) an open loop transfer function with 0
being the input and - 0~ the output.
In general the nonlinearity 0(a) i s assumed to be
confined to the f i r s t and t hi rd quadrant as shown i n Fi g. A . l
below.
ka
0(a)
Fi g. A . l St abi l i t y Sector for 0(a)
129
Or i n mathematical form we require
0 < _< k (A.8)
The inequality (A.8) i s suf f i ci ent for cases when W(p) does
not have poles on the imaginary axis (principal case)y however,
when W(p) does have poles on the imaginary axis (particular
cases) we substitute for (A.8) the inequality
e < 0i i =< k (A.9)
where e > 0 is ar bi t r ar i l y small.
Further, we define the "modified" frequency response
t
W ( j u ) ) such that
Rew' = ReW
Imw' = oalmW (A. 10)
Now consider equation (A.4) and l et
0(a) = ha
where h can take on any value 0 to k. Then (A. 4) becomes a
l i near system with the open loop transfer function
hW(p) = h]|g- (A. 11)
and we can therefore apply Nyquist' s st abi l i t y cr i t er i on. An
equivalent formulation of that cr i t er i on to that l a i d down i n
section 3.1, i s that the open loop frequency locus intersects the
i nt erval (-=, -1] the same number of times i n the upward and
downward di rect i ons. However, i n (A.11) the value of h i s
arbitrary i n the i nt erval [0, k], therefore a necessary and
130
suf f i ci ent condition that the system (A. l) is stable when (A. 11)
i s sat i sf i ed, is that the locus of (A. 11) does not intersect the
real axis from - <= up to and including - p See Fi g. A.2 below
ImW
Forbidden Zone
ReW
Fi g. A.2 St abi l i t y Region for Linearized System
-
For part i cul ar cases we do i n addition require that
(A. l) be st abl e- i n- t he- l i mi t , i e . , system (A. l) must be stable
for suf f i ci ent l y small h > 0.
For nonlinear systems, i . e . , when 0(a) f ha, V. M.
Popov proved the following theorem:
"If the function W(p) has an index A , where A is the number of
characteristic roots .(their mul t i pl i ci t y must be included) on the
imaginary axis of the system ( A. l ) , and i f for some f i ni t e real
values of k and q the function G(p) = (1 + qp)W(p) + ^ is a
s t r i c t l y posi t i ve function of the complex valued argument p,
then the system (A. l) i s absolutely stable i n the sector [0,k]
for the pri nci pal case, and i n the sector [e,k] (with e
ar bi t r ar i l y small) for the part i cul ar cases".
This means
Re(l + M)W(ju) + \ > 0 (u ^0) (A.12)
which i s cal l ed the Popov condition.
131
This can be interpreted geometrically as follows. Let
W = X + j Y
and on expansion
Re(l + j t oq) W( j u) = ReW(jco) - qui Im Wfjw)
= X - qY
Therefore (A. 12) becomes
but X - qY + ^ = 0 i s the quation of a straight l i ne with slope
^ which passes through the point - ^ on the real axis. This
straight l i ne is generally cal l ed the Popov l i ne. It follows
that geometrically the W (jui) locus must be ent i rel y to the
right of this l i ne. See Fi g. A. 3 below.
Fi g. A. 3 Stable Modified Locus
To show that the rest ri ct i ons imposed on the function
G(p) sat i sf i es the conditions for s t abi l i t y- i n- t he- l i mi t expand
W(p) as follows
X - qY + | > 0
U i o) (A. 13)
Y
132
w ( p ) =
f
+
Z
+ w
o
( p ) ( A
-
1 4 )
0)
0
where W (p) has poles only i n the l ef t hand plane. The expan-
sion (A. 14) can be carried out since, i f G(p) i s a positive real
function, i t can have only simple poles (with positive residues)
on the imaginary axis.
The residues of the function G(p) for the poles
p = 0 and p = jto are respectively
b, (1 + qjcj)u
/ = b,
03=0
d + je
0 o
(p-jco )(l+icoq) / = d -qe to +i (e +qd to )
^
r J
o J M ; / o
M
o o
J
o
M
o o
P - 10) 0)=0)
r J
o o
therefore
b > 0
e
o o
2
e
d + > 0
0
^
which shows
d > 0
o
Hence, since b^ > 0 and dQ> 0 we are assured of s t abi l i t y- i n
- t he- l i mi t . ( s e e reference 4.)
The above description of the Popov St abi l i t y
Cri t eri on includes only the salient features of this method.
For an extensive, detailed treatment the reader i s referred
to reference 4.
REFERENCES
1 3 4
I . Hahn, W., Theory and Application of Liapunov's Direct Method,
Prentice Hal l Inc. , Englewood Cl i f f s , N. J . , 1963.
2 La Sal l e, J . , and Lefschetz, S, St abi l i t y by Liapunov's
Direct Method, Academic Press, New York, N. Y. , 1961,
3. Minorsky, N, Nonlinear Osci l l at i ons, D. Van Nostrand Co.
Inc. , Princeton, N. J . , 1962.
4. Aizerman, M. A. , and Gantmacher, F. R. , Absolute St abi l i t y of
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T96f.
5. Zubov, V. I . , Mathematical Methods for the Study of
Automatic Control Systems, The MacMillan Co. ,
New York, 1963.
6. Cunningham, W. J. , Introduction to Nonlinear Anal ysi s, McGraw-
Hi l l Book Co. Inc. , Toronto, 1958.
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American Society of Mechanical Engineers, Series D,
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for Closed-Loop Systems by' Liapunov' s Second Method,
Ph.D. Thesis, University of Pittsburgh, 1961.
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15. Rodden, J . J . , "Numerical Applications of Liapunov St abi l i t y
Theory", Joint Automatic Control Conference, 1964,
pp. 261-26T7
14. HiIdebrand, F. B. , Advanced Calculus for Engineers, Prentice-
Ha l l , Tnc.THewTork, 1954.
15. Margenau, H, and Murphy, G. M. , The Mathematics of Physics
and Chemistry, D. Van Nostrand Co. , Inc. , Princeton,
N. j . " , l 957.
135
16. Krasovskii, N.N., Stability of Motion, Stanford University
Press, Stanford, California, 1963.
17. Cunningham, W.J,, "An Introduction to Lyapunov's Second
Method", Transartions on Applications and Industry
Ajperican_Innitute of Electrical Engineers, No. 58,
18. Vogt, W.G., "Transient Response from th Lyapunoy Stability
Equation", Joii^.AjrtgMîc.,Cwitrol Conference, X96S,
pp. 23-30*
19. Sandberg, I.W., "Some Results on th Theory of Physical
Systems Governed by Nonlinear Functional Equations",
The Bell System Technical Journal, Vol. XLIV, No. 5,
20. Sandberg, I. W., "On the L2"Houndedness of Solutions of
Nonlinear Functional Equations", The Bell System
Technical Journal, Vol. 43, July'I W, " pp.' 1$81-1600.
21. Brokett, R.W., and WiHems, J. L., "Frequency Domain
Stability, Part 1", Joint Automatic Control Conference,
pp. 735-741, 1965. ~"
r
22. Volterra, V., Theory of Functional and of Integral and
Integro-Differential Equations, Dover Publications
Inc., New York", 1959.
23* Barrett, J.F., "The Use of Volterra Series to Find Region
of Stability of a Nonlinear Differential Equation",
Inte^rfiationa Control, March, 1965,
Vol. 1, NdrT,"ppT"2(39
,
-2l6.
24. Kolmogorov, A.N., and Fomin, S.V., Elements of the Theory
of Function and Functional Analysis, Vol. 1, Greylock
Press, Rochester, N.Y., 1957.
25. B r i l l i a n t , M.B., Theory of the Analysis of Nonlinear
Systems, Massachusetts Institute of Technology,
Research Laboratory of Electronics, Technical
Report 345, March, 1058.
26. Ceorga, D.A., Continuous Nonlinear Systems, Massachusetts
Institute oFTochnoTogy, Research Laboratory of
Electronics, Technical Report 355, July, 1959.
27. Des our, CA., "Nonlinear Distortion in Feedback Amplifiers",
Transact'! ons on Crrcuit Theory. .Thg .Institute_p_ .Radio,
Engrneofi, voT."TT
r
9~
J
NoTTpSch, 1962, pp. 2-6. ~
28. Zames, G,, ''Functional Analysis Applied to Nonlinear
Feedback Systems," Tranp_<îons' on.,Circjat.Theory,
The Institute of K l ^ ^ ^ ^ ^ ^ ^ e c f r ^ ^ ^ ^ ^ ^ e r s ,
VcT^
w
Uf-^0' 7"T^.^^
,
September, 1963, pp. ^ 2
1
-404.
136
29. Youla, D. C. , "On the St abi l i t y of Linear Systems,"
Transactions on Ci rcui t Theory, The Institute of
El ect r i cal and Electronics Engineers, Vol . CT-10,
No. 2, June, 1963, pp. 276-279.
30. Desoer, C A . , "A St abi l i t y Cri t eri on Obtained by a Method
of Comparison", Transactions on Automatic Control,
The Institute of El ect r i cal and Electronics
Engineers, Apr i l , 1965, Vol . AC-10, No. 2, pp. 185-186.
31. Parente, R. B. , Functional Analysis of Systems Characterized
by Nonlinear Di f f er ent i al Equations, Ph. D. "Thesis,
Massachusetts Institute of Technology,
August 23, 1965.

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ASPECTS OF NONLINEAR SYSTEM STABILITY

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