Introduction

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Linear Systems

A matured subject with a variety of powerful methods.

A long history of successful industrial application.

Properties of x = Ax
- unique equilibrium point if A is nonsingular
- equilibrium point is stable if all eigenvalues of A have negative real
parts regardless of initial conditions.
- can be solved analytically

x = Ax + Bu
- satisfies principle of superposition.
- asymptotic stability implies bounded-input bounded-output stability.
- sinusoidal input leads to sinusoidal output of the same frequency.

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Why do we need to study Nonlinear systems?

Physical systems are inherently nonlinear!

Linearisation of the Nonlinear system is applicable if

the operating range is small,
the nonlinearities are smooth.

Nonlinear phenomenon not present in linear systems:

Multiple equilibria
Limit cycle
Finite escape time
Bifurcation
Chaos

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Nonlinear System Representation

x1 = f1 (t, x1 , . . . , xn , u1 , . . . , up )
x2 = f2 (t, x1 , . . . , xn , u1 , . . . , up )
..
.
xn = fn (t, x1 , . . . , xn , u1 , . . . , up )

States: x = [x1 x2 . . . xn ]T Rn

Input: u = [u1 u2 . . . up ]T Rp

f (t, x, u) = [f1 f2 . . . fn ]T Rn

State equation: x = f (t, x, u)

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Nonlinear System Representation - continued

Output: y = [y1 y2 . . . yq ]T Rq

h(t, x, u) = [h1 h2 . . . hq ]T Rq

Output equation: y = h(t, x, u)

Nonlinear state space model:

x = f (t, x, u) (1)
y = h(t, x, u) (2)

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Subtleties of nonlinear systems analysis

x = f (t, x, u), x(0) = x0

For linear system, we always have
at least one solution - existence.
exactly one solution - uniqueness.
exactly one solution for all time.

For nonlinear systems,

Existence of solution
n 1 if x 0
x = sign(x) = , x(0) = 0
0 if x < 0

No solution!

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Subtleties of nonlinear systems analysis - continued
Uniqueness of solution

x = 3x2/3 , x(0) = 0

Family of solutions

x (t) = (t )3 , t
x (t) = 0, t<

For any , solution satisfies differential equation and initial condition

Finite escape time

x = 1 + x2 , x(0) = 0
Solution
x(t) = tan(t)
No solution outside the interval [0, /2]
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Autonomous systems and Equilibrium points

Unforced system: Input is a function of t or x or both.

x = f (t, x)

Autonomous systems: The unforced system x = f (t, x) is said to be

autonomous if f (t, x) is not explicitly dependent on time t.

x = f (x)

Equilibrium point: x Rn is said to be an equilibrium point at time

t0 if and only if
f (x, t) = 0, t t0

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Autonomous systems and Equilibrium points - continued
Equilibrium points x of an autonomous system are the solution of
f (x) = 0.
f (x) = 0 may have (a) no solution (b) many solutions (c) continuum
of solutions.
Example 1:
x = x2 + 4, xR
No equilibrium point.
Example 2:

x1 = ax1 + bx1 x2
x2 = bx1 x2

Continuum of equilibrium (0, x2 )

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Autonomous systems and Equilibrium points - continued

Example 3: Pendulum with no friction:

x1 = x2
x2 = k1 x1 k2 sin(x1 )

Equilibria at

x2 = 0, x1 = n, n = 0, 1, 2, . . .

Isolated Equilibrium: An equilibrium point x0 of an autonomous

system is isolated if there exists some > 0 such that there is no
other equilibrium point in the ball B(x0 , ) = {x : |x x0 | < }

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Nonlinear phenomena - Multiple isolated equilibrium

Example: x = x + x2

x(0)et
x(t) =
1 x(0) + x(0)et
Equilibrium points: 0 and 1.

Stability of nonlinear system depends on initial condition and input.

Example: x = xu with input u = 1 or u = 1.

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Nonlinear phenomena - Limit cycles

Oscillations of fixed amplitude and fixed period without external

excitation.
Example: Van der Pol equation

mx + 2c(x2 1) x + kx = 0
| {z }

Mass-spring-damper system with position dependent damping

coefficient.

Positive damping for large x
= Sustained oscillation
Negative damping for small x

Marginally stable linear systems - (a) amplitude depends on initial

conditions (b) sensitivity to changes in system parameters.

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Nonlinear phenomena - Bifurcations

Qualitative features changes with parametric variation in the model

- Number of equilibrium points.
- Number of limit cycles.
- Stability of equilibrium points and/or limit cycles.

Example: undamped Duffing equation

x + x + x3 = 0

For > 0, equilibrium point x = 0

For < 0, equilibrium points x = 0, ,
= 0 is the critical bifurcation value

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Nonlinear phenomena - Chaos
Dynamics is complex and sensitive function of the initial conditions.
Example
x5 = 6 sin t
x + 0.1x + |{z}

Lightly damped, sinusoidally forced with large elastic deflections.

Initial conditions (x(0), x(0)) = (2,3) and (2.01,3.01)

Turbulence in fluid, atmospheric dynamics.

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Example - Tunnel diode circuit

Characteristics of Tunnel Diode:

iR = h(vR )
States: x1 = vc , x2 = iL
1 1
x1 = [h(x1 ) + x2 ], x2 = [x1 Rx2 + E]
C L
Equilibrium points: h(x1 ) = E 1
R R x1
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Example - Negative resistance oscillator

h(0) = 0, h0 (0) < 0, lim h(v) = , lim h(v) =

v v

q
L dv
Change of variable = t/ LC and let  = C and v = d
For h(v) = v + 13 v 3

v + (v 2 1)v + v = 0

Van der Pol equation

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Common nonlinearities

(e) Backlash

(f) Hysteresis

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Exercise
1 Consider the equation of the pendulum
ml2 + d + mg sin
with positive non-zero damping d. Find the equilibrium points. Use
MATLAB to draw the trajectories of the states starting from various
initial conditions (phase portrait).
2 Use MATLAB to simulate the van der Pol equation for different
values of the damping coefficient.
3 The Volterra-Lotka equations model the population evolution in
predator prey interaction. Considering saturation of prey population
in the absence of predator and vice versa, the model is given by
x = (a by x)x, y = (cx d y)y
Study the equilibria of this system and try to simulate it for various
values of the parameter a, b, c, d, , > 0.
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