ECE 5754

nonlinear systems

Autumn 2014

Solutions set, homework # 1: Introduction

Problem 1. (5 points)
A mathematical model that describes a wide variety of physical nonlinear systems is the
nth-order differential equation


y (n) = g t, y, y,
. . . , y (n1) , u
where u and y are scalar variables. With u as input and y as output, find a state space
model of the given system.
Solution
Select as state variables
x1 := y , xi := y (i1) ,

i = 2, . . . , n

to obtain the system in state-space form

x = f (x, u)
y = h(x)
where

x2
x3
..
.

f (x) =
,

xn
g(t, x1 , . . . , xn , u)

h(x) = x1

Problem 2. (5 points)
The nonlinear dynamic equations for a single-link manipulator with flexible joint (ignoring
damping) is given by
I q1 + M gL sin q1 + k(q1 q2 ) = 0
J q2 k(q1 q2 ) = u
where q1 R and q2 R are angular positions, I > 0 and J > 0 are moments of inertia,
k > 0 is a spring constant, M > 0 is the total mass, L > 0 is a distance, and u R is a
torque input. Choose state variables for this systems, and write the state equation. Find
all the equilibrium points of the unforced system, i.e., when u = 0.
Solution
Define state variable as follows
x1 = q1 , x2 = q1 , x3 = q2 , x4 = q2
to obtain the state-space model
x = f (x, u)
where

x2
M gL sin x1 k (x1 x3 )
I
I

f (x) =

x4
1
k
J (x1 x3 ) + J u
When u = 0, the set of all equilibrium points is


E = x R4 : x1 = n , x2 = 0 , x3 = x1 , x4 = 0 , for all n = 0, 1, 2, . . .

Problem 3. (20 points)

Consider the nonlinear 2-dimensional system
x 1 = x2 + x1 1 x21 x22


x 2 = x1 + x2 1 x21 x22

where > 0 is a small parameter (i.e., 0 < < 1).

1. Compute all equilibrium points of the system;
2. Using polar coordinates, prove that the system has a unique non-trivial (i.e., different
from an equilibrium solution) isolated closed orbit;
3. Prove that the closed orbit in question is a stable limit cycle, i.e., all trajectories that
originate sufficiently near the closed orbit approach the orbit asymptotically;
4. Argue that all trajectories of the system (not originating on the orbit itself) approach
the closed orbit asymptotically except one: which one?
Write the system compactly as follows:
x = Ax + f (x)
where f (x) is regarded as a perturbation of the nominal linear system x = Ax. Compare the behavior of the system with the case in which = 0:
1. What kind of system is the nominal linear system?
2. What conclusions can you draw regarding the behavior of the nominal linear system
in presence of small nonlinear perturbations?
Solution
1. To obtain the solutions of the algebraic equation
0 = x2 + x1 1 x21 x22


0 = x1 + x2 1 x21 x22

solve for the linear term in x2 in the first equation to obtain

x2 = x1 1 x21 x22
Substitution into the second equations yields


2 
0 = x1 1 + 2 1 x21 x22
which has the unique solution x1 = 0. Consequently, the only equilibrium point is the
origin, (x1 , x2 ) = (0, 0).

2. Changing coordinates to polar coordinates :=

obtains the equivalent representation

p
x21 + x22 , = arctan(x2 /x1 ), one

= (1 2 )
= 1

(1)
(2)

p
with state space X = R0 [0, 2) and initial condition 0 := x21 (0) + x22 (0), 0 =
arctan(x2 (0)/x1 (0)). The last equation of (1) yields (t) = 0 + t, hence the solution
starting from any 0 > 0 and any 0 [0, 2) keeps on spinning around the origin
in the counter-clock wise direction, for all t 0. Note that for 0 = 0 the solution
collapses into the equilibrium point at the origin of the Cartesian plane. Analysis
of the first equation in (1) reveals that = 1 and = 1 are the only equilibrium
points for this system (note that = 1 is not a valid equilibrium). As mentioned,
= 0 corresponds to the origin, whereas = 1 corresponds to a closed (periodic)
orbit of the system this is because the trajectory originating at 0 = 1 satisfies
(t)2 = x21 (t) + x22 (t) = 1 for all t 0 and travels on this set with constant angular
= 1.
velocity (t)
3. To analyze the behavior of the trajectories of the first system in (1), notice that
(t)

> 0 for all (t) (0, 1) and (t)

< 0 for all (t) (1, ). As a result, all

trajectories except the ones originating at 0 = 0 and 0 = 1 approach the point
= 1 asymptotically. Note that the convergence to the point = 1 can not happen in
finite time, as otherwise uniqueness of the solutions at = 1 would be contradicted.
As a result, almost all trajectories of the system in the Cartesian plane approach
asymptotically the orbit = {x R2 : x21 + x22 = 1}, as shown in Figure 1 (the only
one who does not apart from the orbit itself is the trajectory at the origin.)
2

epsilon = 0.5

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

1.5

0.5

0.5

1.5

2
2

1.5

0.5

0
x

0.5

1.5

Figure 1: Phase plot of the system in Problem 3. x-axis: x1 (t), y-axis: x2 (t).

It should be clear that the nominal system is a linear (harmonic) oscillator. The result of
the problem establishes the well-known fact that the properties of the harmonic oscillator
(existence of a continuum of closed orbits) do not persist under small perturbations.