1 Introduction

When engineers analyze and design nonlinear dynamical systems in electrical circuits,
mechanical systems, control systems, and other engineering disciplines, they need to be
able to use a wide range of nonlinear analysis tools. Despite the fact that these tools have
developed rapidly since the mid 1990s, nonlinear control is still largely a tough
challenge.
In this course, we will present basic results for the analysis of nonlinear systems,
emphasizing the differences to linear systems, and we will introduce the important
nonlinear feedback control tools with the goal of giving an overview of the main
possibilities available. Additionally, the lectures will aim to give the context on which
each of these tools are to be used.
Requirements
Modeling & Simulation
Stabilization
Tracking
Disturbance Rejection
Economic Optimization

Difficulties
Process Uncertainties
Control Effort
Quality of Measurements
Nonlinearities

Theoretical Results
ODE Theory
Lyapunov Theory
Optimal Control Theory
Model Predictive Control

1.1 Nonlinear Model and Nonlinear Phenomena

We will deal with systems of the form:
x&1 = f 1 (t , x1 ,..., x n , u1 ,..., u n )
x& 2 = f 2 (t , x1 ,..., x n , u1 ,..., u n )
M
x& n = f n (t , x1 ,..., x n , u1 ,..., u n )

x& = f (t , x, u )
y = h(t , x, u )
where x n and u p .
Often, we will neglect the time varying aspect. In the analysis phase, external inputs u
are also often neglected, leaving system, x& = f (t , x ) . Working with an unforced state
equation does not necessarily mean that the input to the system is zero. It could be that the
input has been specified as a given function of the state u = u ( x ) .

Definition 1.1: A system is said to be autonomous or time invariant if the function f

does not depend explicitly on t ; that is x& = f ( x ) .
Definition 1.2: A point x * is called equilibrium point of x& = f (x ) if x(t ) = x * for some t

implies x( ) = x * for t .

The set of equilibrium points is equal to the set of real solutions of the equation f (x ) = 0 .
Example 1.1:

x& = x 2
x& = sin ( x )
x& = sin (1 / x )

isolated equilibrium point

infinitely many equilibrium points
infinitely many equilibrium points in a finite region

For linear systems the state model takes the special form:
x& = A(t )x + B (t )u
y = A(t )x + B (t )u

As we move from linear to nonlinear systems, we face a more difficult situation. The
superposition principle no longer holds, and analysis tools necessarily involve more
advanced mathematics. Most importantly, as the superposition principle does not hold,
we cannot assume that an analysis of the behaviour of the system either analytically or
via simulation may be scaled up or down to tell us about the behaviour at large or small
scales. These must be checked separately.
The first step when analyzing a nonlinear system is usually to linearize it about some
nominal operating point and analyze the resulting linear model. However, it is clear that
linearization alone will not be sufficient. We must develop tools for the analysis of
nonlinear systems. There are two basic limitation of linearization. First, since linearization
is an approximation in the neighborhood of an operating point, it can only predict the
local behavior of the nonlinear system in the vicinity of that point. Secondly, the
dynamics of a nonlinear system are much richer than the dynamics of a linear system.
There are essentially nonlinear phenomena that can take place only in the presence of
nonlinearity; hence they cannot be described or predicted by linear models. The following
are examples of nonlinear phenomena:
Finite escape time: The state of an unstable linear system can go to infinity as time
approaches infinity. A nonlinear system's state, however, can go to infinity in finite time.
Multiple isolated equilibrium points: A linear system can have only one equilibrium
point, and thus only one steady-state operating point that attracts or repels the state of the
system irrespective of the initial state. A nonlinear system can have more than one
equilibrium point.

Limit cycles: A linear system can have a stable oscillation if it has a pair of eigenvalues
on the imaginary axis. The amplitude of the oscillation will then depend on the initial
conditions. A nonlinear system can exhibit an oscillation of fixed amplitude and
frequency which appears independently of the initial conditions.
Chaos: A nonlinear system can have a more complicated steady-state behavior that is not
equilibrium or periodic oscillation. Some of these chaotic motions exhibit randomness,
despite the deterministic nature of the system.

1.2 Common Nonlinearities

In the following subsections, various nonlinearities which commonly occur in practice are
presented.

1.2.1 Memoryless nonlinearities:

Relay

Saturation

Dead Zone

Quantization

They are called memoryless, zero memory or static because the output of the nonlinearity
at any instant of time is determined uniquely by its input at that instant; it does not depend
on the history of the input.

1.2.2 Nonlinearity with memory

Relay with hysteresis

Quite frequently, we encounter nonlinear elements whose input-output characteristics

have memory; that is, the output at any instant of time may depend on the recent event or
the entire history of the input.

1.3 Examples of Nonlinear Systems

In this section we present some examples of nonlinear systems which demonstrate how
nonlinearities may be present, and how they are then represented in the model equations.
Example 1.2: (Chemical Reactor) This is an example of a strong nonlinear system

[C& ] = Vq ([C
a

af

] [Ca ]) r1 [Ca ]

The coefficients are an exponential function of the temperature and the concentration of
the different reagents.
ri = K exp

Ei

R T

The reaction can be endothermic or exothermic.

q
T& = (T f T ) + K1 r1 [Ca ] + K 3 (Tc T )
V

The model has 2 states: the concentration of A and the temperature of the reaction vessel
liquid. The manipulated variable is the jacket water temperature.

Feed

Inputs
States

Cooling Jacket

Tc
CA
T

Reaction
A
B
Product

At a jacket temperature of 305K, the reactor model has an oscillatory response. The
oscillations are characterized by reaction run-away with a temperature spike. When the
concentration drops to a low value, the reactor cools until the concentration builds and
there is another run-away reaction.

480
460
440

420
400
380
360
340
320

0.1

0.2

0.3

0.4

0.5
A

0.6

0.7

0.8

0.9

Example 1.3: (Tunnel Diode Circuit) We assume a time invariant linear capacitor C ,
inductor L and resistor R . The tunnel diode characteristic curve i R = h(v R ) is plotted in
the next figure.

Tunnel-diode circuit

Tunnel-diode v R i R characteristic

Choosing x1 = vc , x 2 = ic and u = E we obtain the following system.

1
[ h(x1 ) + x2 ]
C
1
x& 2 = [ x1 Rx 2 + E ]
L
x&1 =

The equilibrium points of the system are determined by setting x1 = x 2 = 0 .

1
[ h(x1 ) + x2 ]
C
1
0 = [ x1 Rx 2 + E ]
L
0=

Therefore, the equilibrium points corresponds to the roots of the equation

E 1
h(x1 ) = x1
R R
The next figure shows graphically that, for certain values of E and R , this equation has
three isolated roots which correspond to three isolated equilibrium points of the system.
The number of equilibrium points might change as the values of E and R change. For
example, if we increase E for the same value of R , we will reach a point beyond which
only Q3 will exist.

As we will see in the next chapter, the phase portrait in this case has two stable

Phase-Portrait x1 x 2

equilibrium point and 1 unstable equilibrium point.

Equilibrium points of the tunnel-diode circuit