Nonlinearsystems

Schweizerische Gesellschaft für Automatik
Association Suisse pour l’Automatique

Associazione Svizzera di Controllo Automatico
Swiss Society for Automatic Control
Introduction to non-linear systems
Dry fric tion model

4
1
xdot*sqrt(m)
-1
-2
-3
-4
-6 -4 -2 0 2 4 6
x*sqrt(c )
Scope Learn characteristics of non-linear systems. Learn the difference

between linear and non-linear systems.
Keywords Operating point dependency, stability, frequency behaviour, limit

cycles, chaos.
Prerequisites LTI systems
Contact Peter Gruber, peter.gruber@hslu.ch
Version 1.0
Date May 28, 2010

, Introduction to non-linear systems SGA-ASSPA-SSAC
2 Peter Gruber May 28, 2010

Contents
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
2 Properties of nonlinear systems . . . . . . . . . . . . . . . . . . . . . 6
2.1 Superposition does not hold . . . . . . . . . . . . . . . . . . . 7
2.2 Commutativity does not apply . . . . . . . . . . . . . . . . . . 7
2.3 Transfer function methods fail . . . . . . . . . . . . . . . . . . 8
2.4 Equilibria (local stability) . . . . . . . . . . . . . . . . . . . . 8
2.5 Limit cycle . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.6 Chaotic behaviour . . . . . . . . . . . . . . . . . . . . . . . . 13
2.7 Jump and hysteresis effects in the frequeny response . . . . . . 15
2.8 Generation of new frequencies for periodic inputs . . . . . . . 15
2.9 Inversion is not always possible . . . . . . . . . . . . . . . . . 15
2.10 Finite escape time . . . . . . . . . . . . . . . . . . . . . . . . 15
3 Analysis methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.1 Stability definition . . . . . . . . . . . . . . . . . . . . . . . . 16
3.2 Stability analysis tools . . . . . . . . . . . . . . . . . . . . . . 18
3.3 Robustness . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.4 Techniques for determination of time-domain solutions . . . . 22
A.1 Examples of non-linear closed-loop systems . . . . . . . . . . . . . . . 25
A.2 System with saturation . . . . . . . . . . . . . . . . . . . . . . . . . . 25
A.3 Nonlinear closed-loop . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
A.4 Hystheresis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
A.5 Simulation of Duffing’s equation . . . . . . . . . . . . . . . . . . . . . 27
A.6 Dry friction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
May 28, 2010 Peter Gruber 3

1 Introduction
All physical systems exhibit non-linearities and time-varying parameters to some
degree. Linear systems, described by linear differential equations and functions are
always some idealistic description of real physical systems. As many analysis and
synthesis techniques have been developed for linear systems, non-linear systems are
often analyzed and controlled withthe help of linear techniques. In many cases of
small non-linearities, satisfactory results can be obtained. In general, however, linear
methods become restrictive in their application and quite often unrealistic. There-
fore many methods have been developed for different kinds of non-linear systems.
In this document, non-linear systems are considered which can described by
ordinary differential equation and algebraic functions. Systems described by partial
differential equations are not part of this lecture.
The title “Nonlinear systems” includes the followingx words:
• System: Used as term for the plant, process or open loop system as well as
for the feedback control system. The plant or process includes the process
dynamics as well as the actuators and sensors needed to realize the control.
Actuators and sensor dynamics are sometimes also integrated into the con-
troller. In the following, the term process is used for this part of the control
system.
• Nonlinear: A system property that applies to the process, the controller and
the overall control system.
This first part gives an overview of combinations of controller and process. The
process (including actuator and sensor) is divided into two classes: linear and non-
linear ones.
Figure 1.1 shows the block diagram of a closed-loop control system.
r + u y
Controller Actuator Process
_
ym
Sensor
Figure 1.1: Control loop set up

SGA-ASSPA-SSAC , Introduction to non-linear systems
Based on the classes above there exist six combinations of controller and process.
In the following an example will be given for each combination togehter with the
main non-linear characteristics as well as with the possible methods for analysis and
design.
• Case 1: linear plant and linear controller
• Case 2: linear plant and piecewise linear controller
• Case 3: linear plant and non-linear controller
• Case 4: non-linear plant and linear controller
• Case 5: non-linear plant and piecewise linear controller
• Case 6: non-linear plant and non-linear controller
Most non-linear systems can be classified in one of the following sets:
• Static non linearities. Elements like saturation, dead zone, rate-limiter,

backlash and quantization are often present in electronic, electro-mechanical
and mechanical system.
• Hysteresis. Multi-valued functions y = f (x) exist, if two or more function

values y1 , y2 , . . . exist for the same input variable x. Such functions are always
non-linear and need additionally at least one memory element. This kind of
non-linearity occurs in magnetic elements, sensors and other systems.
• Non linear differential equation. mathematical description of the system

behavior (e.g. population model, relay control, motion affected by Coulomb
friction).
Single-valued functions contain no hysteresis, while multivalued functions contain

one or several hysteresis. In the Simulink library for discontinuous functions see
Fig. 1.2 there exist a number of examples for both types.

Discontinuities
Saturation Dead Zone Rate Limiter
up up up
u y u y u
lo lo lo
Saturation Dead Zone Rate Limiter
Dynamic Dynamic Dynamic
Backlash Relay Quantizer
Hit Coulomb & Wrap To Zero

Crossing Viscous Friction
Figure 1.2: Nonlinear discontinuous function library in Simulink.
2 Properties of nonlinear systems

Nonlinear systems exhibit a much richer dynamic behaviour than linear systems.
Nonlinear systems include open loop or closed-loop control systems with either in-
ternal external or no inputs. An open loop system with one control input u and one
disturbance input d can be represented by the following equations:
y (n) = f (y (n−1) , . . . , y, d, u, t)
or in state-space representation as:

ẋ = f (x, u, d, t)
y = g(x, u, d, t)
where f (.) is a vector of n functions. If the independent variable t is only present

in the input u or d but not in the parameters of the equation, the system is time
invariant.
A nonlinear time invariant system, described by an ordinary differential equation,
can be represented by the input-output block representation of Figure 1.3:
The systems behaviour is primarily determined by the structure of the differ-
ential equation and by the nonlinearities involved. The solutions are however also
dependent on the following quantities:
• Initial conditions x(0)

can be represented by the following input output block presentation:
u y ( n ) = f ( y ( n −1) ,...., y , u, d ) y
Initial conditions
parameters
Figure 1.3: Nonlinear LTI block diagram.
• Control input u
• Disturbance input d including its time variation and other uncertainties
• Parameters including the time dependency and other uncertainties
Some properties of nonlinear dynamic systems are
• principle of superposition does not hold
• commutativity does not apply
• possible multiple isolated equilibrium points
• properties such as limit-cycle, bifurcation, chaos
• finite escape time: solutions of nonlinear systems may not exist for all times
2.1 Superposition does not hold

The output y(t), t ≥ 0 of a SISO dynamic system with constant parameters depends
on two things: the initial conditions of its state x(0) and the control and disturbance
inputs. For a linear dynamic system one can find the general solution for
y(t) = f (t) + g(t) ∗ u(t)
for t ≥ 0 by superposition of the free response f (t) which depends on the initial con-
ditions and the forced response g(t)∗u(t) which depends on the input. Unfortunately
this approach is no longer valid for nonlinear systems because the superposition or
addition of solutions can no more be used. Therefore the impulse or step responses
cannot be used for describing a nonlinear system.
2.2 Commutativity does not apply

Another difficulty is that, except for special combinations of nonlinear operations,
nonlinear operations are not interchangeable. Even a linear block and a nonlinear
operation cannot be interchanged.

Example 1 Given are two nonlinear operations:

y1 = f1 (u1 ) = u21 y2 = f2 (u2 ) = sin u2
y21 = f2 (f1 (u1 )) = sin(u21 )
y12 = f1 (f2 (u1 )) = (sin(u1 ))2
y21 6= y12
Example 2 One linear and one nonlinear operation:

y1 = Ku1 y2 = f (u2 ) = sin u2
y21 = f (y1 ) = sin(Ku1 )
y12 = Kf (u1 ) = K sin(u1 )
y21 6= y12
2.3 Transfer function methods fail

The terms transfer function, poles and zeros loose their meanings as they do not
exist for nonlinear systems. Transfer function methods can be exploited for the linear
part of the system if the nonlinearity can be isolated in- and output connected to
linear part of the system.
2.4 Equilibria (local stability)

An equilibrium is a “static trajectory”: the condition when the state variables are
non-changing, i.e. when the state-variable derivative ẋ is 0. Then
f (y, u, d) = 0
A linear system has a unique equilibrium point if the system matrix A associated
with the differential equation of the system is nonsingular, that means if the char-
acteristic equation of the homogeneous equation has no characteristic values with
real parts equal to zero. Any operating point of a linear system can be transformed
to the origin without loss of generality. The stability of the linear system is there-
fore determined by the stability of the origin and is given by the location of the
characteristic values of A. Therefore the system behaviour is not operating point
dependent: the stability property is global and can be associated with the system.
A nonlinear system behaviour however is dependent on the local conditions,
that means on the operating point, on the initial conditions and on the inputs to
the system. There may exist also more than one equilibrium points with possibly
different stability properties (see 2.2.1).
Example 3 Duffing’s equation

Duffing’s equation with negative linear spring force and cubic restoring force
ẍ + k ẋ − x + x3 = u k>0
The equilibrium point for u = 0 is x3 = x There are three solutions to this
equation:
x1 = 1 x2 = −1 x3 = 0

The linearization around the first two equilibrium points leads to the linear dif-
ferential equation:
△ẍ + k△ẋ + 2△x = △u
which has two poles in the left half plane, while the third equilibrium point leads to
△ẍ + k△ẋ − △x = △u
which has one pole in the right half plane.
2.5 Limit cycle

A limit cycle is a phenomen of oscillation peculiar to nonlinear systems. The os-
cillatory behaviour, unexplainable in terms of linear theory, is characterized by a
constant amplitude and frequency determined by the nonlinear properties of the
system. Limit cycles differ from linear oscillation (harmonic oscillator) in that their
amplitude of oscillation is independent of initial conditions. For instance, if a system
has a stable limit cycle, the system tends to fall into this limit cycle, regardless of
the initial conditions and input (for global region of attraction).
A limit cycle is easily recognized in the phase plane as an isolated closed path.
Limit cycles can also exist in nonlinear feedback systems without an external periodic
input. They can be asymptotically stable, stable or unstable.
Example 4 Van der Pol’s Equation

The dynamic system is given by the equation
ẍ + e(x2 − 1)ẋ + x = 0 for e > 0
This is an example of an autonomous system exhibiting one stable limit cycle. In

the (x, ẋ)-plane this limit cycle is a closed orbit. Starting with initial conditions in
the inner region of the limit cycle, the trajectory spirals outward and approaches the
periodic orbit asymptotically from the inside. The damping in this region is positive
as long as ẋ2 < 1.
Starting in the outer region of the phase plane shows a dampened behaviour of the
trajectories approaching the limit cycle asymptotically from the outside. Of interest
is the domain of attraction of this limit cycle. This autonomous system has only one
stable limit cycle and its domain of attraction is the whole plane. Figure 1.4 shows
the trajectory in the phase plane and Figure 1.5 shows the limit cycle oscillation as
a function of time.
Example 5 Dry friction model [1]

Dry or Coulomb friction occurs when the surfaces of two solids are in contact and
in relative motion without lubrication. The system shown in Fig. 1.6 illustrates dry
friction. A continuous belt is driven by rollers at a constant speed v0 . A block of
mass m connected to a fixed support by a spring of stiffness c rests on the belt. The
frictional force F between the block and the belt depends on the slip velocity v0 − ẋ
and is here modeled by a sign function at the origin of value ±F0 .

Van der Pol with e=2

4
1
xdot
-1
-2
-3
-4
-3 -2 -1 0 1 2 3 4
x
Figure 1.4: Trajectories in the phase plane of the van der Pol equation with e = 2
Van der Pol, e=2, x, xdot

4
x
xdot
3
-1
-2
-3
-4
0 20 40 60 80 100
time
Figure 1.5: Limit cycle oscillation of van der Pol’s equation as a function of time
More realistic functions could be modeled easily like combination of Coulomb,

viscous or Stribeck friction.
If x is the extension of the spring then the equation of motion is
mẍ + cx = F0 · sign(v0 − ẋ)
The term on the right hand side is equal to F0 when v0 > ẋ, and −F0 when
v0 < ẋ. Then the following solutions for the phase paths in these two regions are

m v0
Figure 1.6: Dry friction model
obtained (see Exercise):
y = ẋ > v0 : my 2 + (x + F0 /c)2 c = constant
y = ẋ < v0 : my 2 + (x − F0 /c)2 c = constant

These are families of ellipses, the first having its centre at (−F0 /c, 0) and the
second
√ at (F0 /c,
√ 0). Fig. 1.7. shows the corresponding phase diagram, plotted as
mẋ against cx to give circular paths. There is a single equilibrium point at
(F0 /c, 0), which is of a centre type. On encountering the state ẋ = v0 for |x| < F0 /c,
the block moves with the belt until the maximum available friction F0 is sufficient to
resist the increasing spring tension. This happens when x = F0 /c. The block then
goes into an oscillation represented by the closed path through (F0 /c, 0). In fact, for
any initial conditions lying outside this ellipse, the system ultimately settles into this
oscillation. For frictional forces which are more realistic, the solution paths settle to
the fixed point by a spiral.
Example 6 Population model (Lotka-Volterra)
The population model of Lotka-Volterra models the interaction of two populations:
x˙1 = ax1 − bx1 x2

x˙2 = −cx2 + dx1 x2
The variable x1 represents the prey and x2 the predator. Equilibrium points are at
(0, 0) and (c/d, a/b). Figure 1.8 shows limit cycle trajectories.
This system exhibits some pecularities:
• All solutions must be positive by definition
• There are infinitely many limit cycles and there is no attraction region for any
of them. So there are also no transient trajectories possible.

Dry fric tion model

4
1
xdot*sqrt(m)
-1
-2
-3
-4
-6 -4 -2 0 2 4 6
x*sqrt(c )
Figure 1.7: Dry friction model m = 1, c = 1, F0 = 2, v0 = 2
Lotka-Volterra population model

25
20
15
predator
10
0
0 10 20 30 40 50 60
prey
Figure 1.8: Lotka-Volterra model a = 2, b = 0.5, c = 2,d = 0.2
• The limit cycles are neither stable nor unstable. They are indifferent and right
at the border line between stable and instable cycles. Any small deviation from
the limit cycle results in a neighbourhood cycle.
• Linearization around the nonzero equilibrium point will reveal two poles on the
imaginary axis. So a small deviation from the equilibrium shows an undamped
oscillatory behaviour.
Example 7 Relay-control
A relay controlled system is an example of nonlinear system that shows a limit cycle
behaviour. Figure 1.10 shows the block diagram of a relay control system, Figure 1.9

shows a trajectory of the relay control system as a function of time.
3 Scope
Step s+1
Add Relay Transport
Transfer Fcn
Delay
Figure 1.9: Relay control system, first order system with delay
2.5
set point, actual value, relay output
1.5
0.5
set point
relay
actual value
0
0 5 10 15
Time in sec
Figure 1.10: Relay control (hysteresis of -0.5, 0,5) of first order system with delay
of 1 sec
This example cannot be displayed in the phase plane due to the delay element.
The effect of the hysteresis is that the larger the hysteresis is the larger is the am-
plitude and the period of the oscillation.
2.6 Chaotic behaviour

Nonlinear dynamic systems may present even more complicated behavior. Oscillation-
like solutions can be such that no particular period can be associated with: they
look like random-like solutions. The solutions are concentrated inside a certain re-
gion without approaching a limit cycle. Because of its often peculiar shape and the
strange solution curves, the region is called a strange attractor. Inside the strange
attractor no state is reached twice even after infinite length of time.

For a continuous system to exhibit chaotic behaviour, the following three neces-
sary but not sufficient conditions must be fulfilled:
• The system order must be of order 3 or higher. The third dimension can be
the time in the case of a time varying parameter or if the system has a time
dependent input. In three dimensions much more complicated solution curves
can exist than for two dimensions.
• The system must be nonlinear and has stable and unstable equilibrium points.
This ensures that solution curves are repelled and attracted depending on the
type of equilibrium point the solution curves move around.
• The nonlinearity must be such that there exist a high sensitivity of the solution
with respect to initial conditions. This ensures that solutions starting very
close to an existing solution do not remain neighbouring solutions as time
goes on but can move apart to the existing solution.
Example 8 Duffings’equation
Duffings’equation with periodic input ẍ + k ẋ − x + x3 = A sin(ωt).
This version of the Duffing’s equation has negative linear damping and positive
cubic restoring terms. The corresponding autonomous √ system (A=0) has equilibrium
points at x = ±1, (stable spirals when 0 < k < 2 2), and at x = 0 (saddle point).
With increasing amplitude A of the input, the system shows for a given frequency ω
an increasingly complex type of limit cycles until, at a certain amplitude (A = 0.5),
it becomes chaotic. If the amplitude is further increased, the system behaviour settles
again to a limit cycle. Figure 1.11 shows the Duffing’s equation states as a function
of time.
1.5
0.5
0
v
−0.5
−1
−1.5
1
0.5 600
0 400
−0.5 200
x −1 0
time [s]
Figure 1.11: Duffing’s equation k = 1, ω = 1.2, A = 1.

Other examples of chaotic systems are the Lorenz model for the weather dynamics
or Chua’s double scroll family for a nonlinear electronic circuit.[2]
2.7 Jump and hysteresis effects in the frequeny response

This effect shows up in certain nonlinear systems excited by a sinusoidal input. The
frequency response shows a jump resonance peak with a hysteresis effect for these
systems.
Example 9 Duffing’s equation with damping (with positive linear spring force and
cubic restoring force, and periodic forcing term)ẍ + k ẋ + x + βx3 = A cos(ωt). [1].
2.8 Generation of new frequencies for periodic inputs

Nonlinear system generate new frequencies if excited by a single frequency. Sta-
tionary output oscillations in nonlinear systems with a sinusoidal input can contain
subharmonics or higher harmonics of the input frequency (see exercise).
Consider a simple saturation with a sinusoidal input of amplitude larger than
the saturation value: the Fourier transform will show the generation of the odd
harmonics of the input signal.
2.9 Inversion is not always possible

For many design principles, regardless whether the control law explicitely exploits
the inverse of the model, the possibility to invert the plant model is fundamental.
Numerous nonlinear functions encountered in practice, however, are not invertible
(e.g. saturation).
2.10 Finite escape time

The solutions of a nonlinear system may tend to infinity in finite time. Stable
nonlinear system for given reference operating points can show this behaviour if
large over- or undershoots occur due to disturbances. This existence problem in
nonlinear systems makes the analysis difficult. Various methods for analyzing and
synthesizing nonlinear systems assume that no finite escape time exists.
Example 10 Given is the system
ẋ − ex = 0
with initial condition x(0) = 1. The trajetory is shown in figure 1.12.

14
12
10
8
x
0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4
t [s]
Figure 1.12: Finite escape example.
3 Analysis methods
There exist no general analysis methods for nonlinear systems.
3.1 Stability definition
One distinguishes between stability of specific solutions of systems, the Lyapunov

kind of stability (trajectories under perturbation of the initial conditions) and the
Bounded Input-Bounded Output (BIBO) type of stability for systems under arbi-
trary but bounded excitation.
3.1.1 Lyapunov stability (internal)
A state trajectory is stable if, for a given maximal deviation from the origina trajec-
tory, initial conditions close to the original initial conditions such that the trajectory
deviation remains within the specified “vicinity” of the original trajectory.
A trajectory which is not stable is unstable. This means that even with an
arbitrary small perturbation the trajectory leaves the specified “vicinity” of the
original trajectory.
A trajectory is asymptotically stable if after a perturbation of the initial con-
ditions the trajectory eventually converges to the original trajectory. The largest
perturbations under which the solution returns to the old equilibrium is the domain
of attraction of this equilibrium.
Of course the definition above can be applied to equilibrium points, as equilib-
rium points are “static” trajectories.

3.1.2 Bounded Input Bounded Output Stability

A system ist BIBO stable, if for zero initial conditions and for any arbitrary but
bounded input signal, the output is also a bounded signal. The condition to the
signal is that the power of the input and output signal must be finite. If one therefore
finds one bounded input signal for which the system generates an unbounded output
signal, the system is proven to be BIBO unstable.
3.1.3 Stability of linear systems

For linear time-invariant systems stability is a global property: for Lyapunov type
of stability, the system is either asymptotically stable, stable or unstable; for BIBO
type of stability either stable or unstable. For linear systems the location of the
poles is responsible for both types of the stability: if they all lie in the left half plane
the system is stable. If a pole lies in the right half plane, the system is unstable. If
one or more poles lie on the imaginary axis and the remaining poles are in the left
half plane, the stability issue is more delicate: For the Lyapunov type of stability,
the system is stable, for BIBO type of stability the system is unstable.
Rt
Example 11 Given is the integrator y(t) = u(τ )dτ + y(0) with G(s) = 1s . This
system has a pole at the origin. The equilibrium for zero input is given by the initial
condition y(0) = y
Lyapunov stability: after a change of initial condition: y(0) = y + △y(0) the
new equilibrium is y(t)|t→∞ = y + △y(0) 6= y(0). The system does not return to the
old equilibrium, but remains close to it (indifferent equilibrium point). Therefore the
integrator is stable but not asymptotically stable according to Lyapunov.R
t
BIBO stability: Consider the step response u(t) = ǫ(t), then y(t) = ǫ(τ )dτ =
t · ǫ(t). This output to a bounded input is not bounded and therefore the integrator
is BIBO unstable.
3.1.4 Stability in nonlinear systems

In nonlinear systems stability is generally a local issue in contrast to linear systems.
Different types of equilibrium points may exist. The Lyapunov stability can be
determined by analyzing the poles of the locally linearized system linearized around
the equilibrium point.
If one of the poles (eigenvalue) lies in the right half plane, the equilibrium is
unstable, if all poles are in the left half plane, the equilibrium is stable, and if one
or more poles lie on the imaginary axis (and the other in the left half plane), no
conclusion about the stability of the equilibrium can be drawn (center manifold
theorem).
For the determination of BIBO type of stability for nonlinear systems other
methods like passivity analysis and the small gain theorem have to be applied.
They base strongly on energy concepts.

3.2 Stability analysis tools

Summing up, different methods can be applied to analyse the stability and perfor-
mance of nonlinear systems. These tools will be presented in the sequel.
3.2.1 Linearization around an operating point

This analysis method uses the linearization around an operating point to find a
linear approximation for the system. The standard stability techniques developed
for linear systems can be applied to the approximation.
3.2.2 Describing function

The descriptive function methods gives approximated information about the sta-
tionary system behaviour, particularly indicatind the presence of oscillations. The
methods assumes that the linear part of the system has a low-pass filter character-
istic.
The method exploits the Nyquist plot of the linear part of the system (remember:
the Nyquist curve is parametrized in function of the frequency). For the nonlinear
part of the system a second plot related to the nonlinear part of the system and
parametrized in function of the potential oscillation amplitude is also shown in the
Nyquist diagram.
The intersection between the two curves represents the value where the system
shows an oscillation (stable or unstable).
3.2.3 Isocline and gradient method

The isocline method allows obtaining precise graphical information about the state
evolution of an autonomous system of the form
dx1

 = ẋ1 = f1 (x1 , x2 )
dt

ẋ = f (x) ⇒ (1.1)
 dx2 = ẋ = f (x , x )

2 2 1 2
dt
This method exploits the fact that the division ẋ2 /ẋ1 gives
ẋ2 dx2 f2 (x1 , x2 )
= =
ẋ1 dx1 f1 (x1 , x2 )
The system trajectories (evolution of x1 in function of d x2 or viceversa) can be
found by solving the differential equation above for various initial conditions or by
simulation.
The differential equation obtained above indicates also the trajectory gradient
for each pair (x1 , x2 ). The gradient together with the sense obtained from equation
(1.1) can be used to obtain a graphical representation with arrows showing the
trajectory evolution in time. Such a graphical representation, also called “phase
portrait”, is shown in Figure 1.13.

2.5
1.5
0.5
x2
0
−0.5
−1
−1.5
−2
−2.5
−2.5 −2 −1.5 −1 −0.5 0 0.5 1 1.5 2 2.5
x1
Figure 1.13: Example of phase portait. The origin is stable, for large value of |x2 |
the value of x2 diverges.
3.2.4 Circle criterion

The circle criterion can be viewed as a generalisation of the Nyquist stability criterion
for linear time-invariant systems. Figure 1.14 shows the considered set-up. The
nonlinear term ψ(y, t) satisfies the condition α ≤ ψ(y, t) ≤ β as shown in figure 1.15.
Then one says that ψ(y, t) is “sector bounded”.
0 e(t) LINEAR y(t)

SYSTEM
NONLINEAR
GAIN
z = yψ(y, t)
Figure 1.14: Feedback interconnection
Let G(s) be the transfer function of the linear element. The Circle Criterion says
that the system in Figure 1.14 with α ≤ ψ(y, t) ≤ β is globally asymptotically stable
if the Nyquist locus G(j ω) (−∞ ≤ ω ≤ ∞) does not penetrate the disc intersecting
the real axes in − α1 and − β1 and encircles it as many times anticlockwise as G(s)
has unstable poles. Figure 1.16 shows the Circle criterion predicting closed-loop
stability for the case that the linear system G(s) in Figure 1.14 is stable.
3.2.5 Lyapunov function

The stability analysis for non-linear systems can be performed with the help of the
so-called Lyapunov function. Lyapunov formulated the idea: ”If the total energy is

yψ(y, t)
Figure 1.15: Sector bounded nonlinearity
Im
− α1 − β1 Re
G(jω)
Figure 1.16: Circle criterion proving closed-loop stability for an open-loop stable
system
dissipated, the system must be stable”.

A Lyapunov function, representing a sort of “energy”, is a positive definite-
function, i.e. a function such that
V (0) = 0 and V (x) > 0 ∀x 6= 0

If it can be shown that the time derivative V̇ (x(t)) of this function is decreasing, i.e.
dV (t)
<0
dt
in a certain region around x = 0 then x = 0 is an asymptotically stable equilibrium
point. If the weaker condition holds that V̇ (x(t)) ≤ 0, the equilibrium is stable.
The stability or asymptotic stability of a system can be determined without
solving the nonlinear differential equation. Unfortunately there is no general method
for the construction of a Lyapunov function for a given system. One can prove that
the system is stable only if a Lyapunov function is found (by chance or by ability).
The difficulty of solving the differential equation is traded for the problem “How
to find a Lyapunov function?”. The concept of a Lyapunov function can be also
applied to time-varying systems and systems with inputs.
Lyapunov functions are in particular commnly used in proving the stability of a
controller for a given system (see more later).
3.2.6 Small gain theorem

In nonlinear systems, the formalism of input-output stability is an important tool in
studying the stability of interconnected systems since the gain of a system directly
relates to how the norm of a signal increases or decreases as it passes through
the systems. The small-gain theorem gives a sufficient condition for finite-gain L
stability of the feedback connection. The small gain theorem was proved by George
Zames in 1966. It can be seen as a generalisation of the Nyquist criterion to non-
linear non-time-invariant MIMO systems.
Theorem 1 Assume two systems with MIMO transfer functions S1 and S2 are
connected in a feedback loop; then the closed-loop system is input-output stable if
kS1 k · kS2 k < 1.
The norm k.k can be the infinity norm, that is the size of the largest singular value
of the transfer function over all frequencies. Other induced norms can be used [3].
3.2.7 Passivity analysis

A passive system is one that consumes energy. The energy E provided by the
systems with an initial state x0 is defined as
Z T

E = sup < u, y > dt
T ≥0 0 x(0)=x0
The supremum is taken over all T ≥ 0 and all admissible pairs (u(), y()) with the
fixed initial state x(0) = x0 . A system is considered passive if E is finite for all
initial states x(0). Otherwise, the system is considered active. Roughly speaking,
the inner product is the instantaneous power, and E is the upper bound on the

integral of the instantaneous power (i.e., energy). This upper bound (taken over all
T ≥ 0) is the available energy in the system for the particular initial condition x(0).
Passivity, in most cases, can be used to demonstrate that passive system will
be stable under specific criteria. Passive systems will not necessarily be stable
under all stability criteria. For instance, a resonant series LC circuit will have
unbounded voltage output for a bounded voltage input, but will be stable in the sense
of Lyapunov, and given bounded energy input will have bounded energy output.
Passivity is frequently used in control systems to design stable control systems
or to show stability in control systems.
3.3 Robustness
Robustness is treated as in linear systems with respect to the following points:
• Sensitivity with respect to parameter variations of the process (e.g. structural

robustness, catastrophe theory)
• Sensitivity with respect to initial conditions (e.g. stability of solutions, chaotic

behaviour)
• Sensitivity with respect to control inputs (e.g. jump phenomena, Windup)
• Sensitivity with respect to disturbance inputs (e.g. windup, unknown but

bounded uncertainties, stochastic control)
3.4 Techniques for determination of time-domain solutions

For specific differential equations exact solution methods exist like for:
• Equations where the separation of variables is possible.
• Exact differential equations
• Equations with an integrating factor
• First order differential equations in x and t.
• Implicit differential equations where the substitution of variables is possible.
However, no general method for finding solutions are available.

Bibliography
[1] D. W. Jordan and Smith, editors. Nonlinear ordinary differential equation.

Clarendon Press Oxford, 1989. Thorough treatment of analysis methods for
dynamical system or low order. Medium level.
[2] L.Chua, M. Komuro, and T. Matsumoto. Automatica, 33(11):1072–11182, 1986.
[3] H. K. Khalil, editor. Nonolinear system. Prentice-Hall, 2002. Standard book

in many courses on nonlinear system and control, theoretically oriented.
[4] W. S. Levine, editor. The control handbook. CRC Press, 1996. Very broad for
every aspects of control, covers many methods, differs from author to author in
the theoretical background needed to understand the individual contribution.
[5] D. Bertsekas, editor. Dynamic programming, deterministic and stochastic mod-

els. Prentice-Hall, 1987. Together with Dreyfus book on dynamic programming
the reference book for optimization and control of nonlinear discrete time dy-
namical systems with and without uncertainties by the dynamic programming
method. Medium to high level.
[6] O. Foellinger, editor. Nichtlineare Regelung I und II. Oldenburg, 1969, 1980.
Classic books in german for the analysis and design of nonlinear system via
describing function method, phase plane methods, Lyapunov function. Very
readable.
[7] H. Schwarz, editor. Nichtlineare Regelungsysteme. Oldenburg, 1991. Covers

feedback linearization and Volterra series expansion techniques. Voluminous,
not easily readable.
[8] K.H. Seitz, editor. Regelung mit Zwei- und Dreipunktregeln. Oldenburg, 1986.
Covers many type of discontinuous controller and linear system combinations.
Practically oriented.
[9] VDI-Tagung: Nichtlineare Regelung, Methoden, Werkzeuge, Anwendungen.

In Bericht, number 1026. VDI Verlag, 1993. Interesting book as it compares
different methods (including fuzzy control) of designing a nonlinear controller
for three given processes: a mixing tank, an electromechanical actuator an a
hydraulic drive.

[10] Anders Robertson. Nonlinear control theory. Technical report, Lund University,
2006. Lecture notes, very good summary of important results for nonlinear
systems and control.
[11] Michael D. Lemmon. Nonlinear control. Technical report, Clemson University,

South Carolina, 2004. Lecture notes, very good summary of important results
for nonlinear systems and control.

Exercises
A.1 Examples of non-linear closed-loop systems

Find examples for the different controller-plant combinations of section 1
A.2 System with saturation

Study the behaviour of the following system consisting of an integrator followed by
a limiter if it is excited by a sinusoidal function (see figure 1.17) The amplitude and
the frequency of the input, the initial condition of the integrator and the height of
the limiting function are parameters. Show the difference between the linear and
the nonlinear case (no limiter).
1
s
Sine Wave Integrator2 Saturati on Scope2
Figure 1.17: System with saturation
A.3 Nonlinear closed-loop

Construct the output x of the feedback loops A, B, C and D for the two different
inputs w1 and w2 .
1
w + x
-1
1
_
-1
y 1
1+s
w2 =step at t=0 if height 2

2
w1 =step at t=0 of height 1
1 1
Figure 1.18: Feedback loop A
How does an initial condition change the solutions?

w + x
1
_ 1+s
1
y
1 -1
-1

2
1 1
Figure 1.19: Feedback loop B
1
w + x
-1
1
_
-1
y 1
s
2
1 1
Figure 1.20: Feedback loop C
w + x
1
_ s
1
y
1 -1
-1

2
1 1
Figure 1.21: Feedback loop D

A.4 Hystheresis
Why is a hysteresis always a nonlinear element?
A.5 Simulation of Duffing’s equation

Simulate the following nonlinear equation (Duffing’s equation) with periodic input:
ẍ + k ẋ + x + βx3 = A sin(ωt)
with k = 0.005, β = 0.2, A = 0.05 and ω = 1. What output frequencies do occur?

Try out other amplitudes A and frequencies ω.
A.6 Dry friction

Show that for the dry friction model the phase paths are ellipses.

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Schweizerische Gesellschaft für Automatik

Association Suisse pour l’Automatique

Introduction to non-linear systems

Dry fric tion model

Scope Learn characteristics of non-linear systems. Learn the difference

Keywords Operating point dependency, stability, frequency behaviour, limit

Prerequisites LTI systems

Contact Peter Gruber, peter.gruber@hslu.ch

Date May 28, 2010

2 Peter Gruber May 28, 2010

May 28, 2010 Peter Gruber 3

Figure 1.1: Control loop set up

4 Peter Gruber May 28, 2010

• Case 1: linear plant and linear controller

• Case 2: linear plant and piecewise linear controller

• Case 3: linear plant and non-linear controller

• Case 4: non-linear plant and linear controller

• Case 5: non-linear plant and piecewise linear controller

• Case 6: non-linear plant and non-linear controller

Most non-linear systems can be classified in one of the following sets:

• Static non linearities. Elements like saturation, dead zone, rate-limiter,

• Hysteresis. Multi-valued functions y = f (x) exist, if two or more function

• Non linear differential equation. mathematical description of the system

Single-valued functions contain no hysteresis, while multivalued functions contain

May 28, 2010 Peter Gruber 5

Saturation Dead Zone Rate Limiter

Backlash Relay Quantizer

Hit Coulomb & Wrap To Zero

2 Properties of nonlinear systems

or in state-space representation as:

where f (.) is a vector of n functions. If the independent variable t is only present

6 Peter Gruber May 28, 2010

Figure 1.3: Nonlinear LTI block diagram.

• Disturbance input d including its time variation and other uncertainties

• Parameters including the time dependency and other uncertainties

Some properties of nonlinear dynamic systems are

• principle of superposition does not hold

• commutativity does not apply

• possible multiple isolated equilibrium points

• properties such as limit-cycle, bifurcation, chaos

2.1 Superposition does not hold

y(t) = f (t) + g(t) ∗ u(t)

2.2 Commutativity does not apply

May 28, 2010 Peter Gruber 7

Example 1 Given are two nonlinear operations:

Example 2 One linear and one nonlinear operation:

2.3 Transfer function methods fail

2.4 Equilibria (local stability)

Example 3 Duffing’s equation

8 Peter Gruber May 28, 2010

which has one pole in the right half plane.

2.5 Limit cycle

Example 4 Van der Pol’s Equation

ẍ + e(x2 − 1)ẋ + x = 0 for e > 0

This is an example of an autonomous system exhibiting one stable limit cycle. In

Example 5 Dry friction model [1]

May 28, 2010 Peter Gruber 9

Van der Pol with e=2

Van der Pol, e=2, x, xdot

More realistic functions could be modeled easily like combination of Coulomb,

mẍ + cx = F0 · sign(v0 − ẋ)

10 Peter Gruber May 28, 2010