1 `Introduction

Key points

Few physical systems are truly linear. The most common method to analyze and design controllers for system is to start with linearizing the system about some point, which yields a linear model, and then to use linear control techniques. There are systems for which the nonlinearities are important and cannot be ignored. For these systems, nonlinear analysis and design techniques exist and can be used. These techniques are the focus of this textbook.

We consider systems that can be written in the following general form, where x is the state of the system, u is the control input, w is a disturbance, and f is a nonlinear function.

& x = f (t , x, u, w)

x n , u m , w p We are considering dynamical systems that are modeled by a finite number of coupled, first-order ordinary differential equations. The notation above is a vector notation, which allows us to represent the system in a compact form.

In many cases, the disturbance is not considered explicitly in the system analysis, that is, & we consider the system described by the equation x = f (t , x, u ) . In some cases we will look at the properties of the system when f does not depend explicitly on u, that is, & x = f (t , x) . This is called the unforced response of the system. This does not necessarily mean that the input to the system is zero. It could be that the input has been specified as a function of time, u = u(t), or as a given feedback function of the state, u = u(x), or both.
& When f does not explicitly depend on t, that is, if x = f (x ) , the system is said to be autonomous or time invariant. An autonomous system is invariant to shifts in the time origin.

We call x the state variables of the system. The state variables represent the minimum amount of information that needs to be retained at any time t in order to determine the future behavior of a system. Although the number of state variables is unique (that is, it has to be the minimum and necessary number of variables), for a given system, the choice of state variables is not.
Linear Analysis of Physical Systems

The linear analysis approach starts with considering the general nonlinear form for a dynamic system, and seeking to transform this system into a linear system for the purposes of analysis and controller design. This transformation is called linearization and is possible at a selected operating point of the system.
Equilibrium points are an important class of solutions of a differential equation. They are defined as the points xe such that: & xe = 0

A good place to start the study of a nonlinear system is by finding its equilibrium points. This in itself might be a formidable task. The system may have more than one equilibrium point. Linearization is often performed about the equilibrium points of the system. They allow one to characterize the behavior of the solutions in the neighborhood of the equilibrium point. If we write x, u and w as a constant term, followed by a perturbation, in the following form: x = x0 + x u = u 0 + u w = w0 + w We first seek equilibrium points that satisfy the following property:

f ( x0 , u 0 , w0 ) = 0 We then perform a multivariable Taylor series expansion about one of the equilibrium points x0, u0, w0. Without loss of generality, assume the coordinates are transformed so that x0 = 0. HOT designates Higher Order Terms.
& & x0 + x = f ( x0 , u 0 , w0 ) + f f f .x + .u + .w + HOT (x 2 , u 2 , w 2 ) w 0 u 0 x 0

We can set:
A= f f f ,B= ,= w 0 u 0 x 0

The dimensions of A are n by n, B is n by m, and is n by p. We obtain a linear model for the system about the equilibrium point (x0, u0, w0) by neglecting the higher order terms.

& x = Ax + Bu + w

Now many powerful techniques exist for controller design, such as optimal linear state space control design techniques, H control design techniques, etc This produces a feedback law of the form:

u = Gx
This yields: u = u 0 G ( x x0 ) Evaluation and simulation is performed in the following sequence.

Simulation
Vary w(t), x0. Are the nonlinearities important?

Nonlinear equations

Linearization

& x = f ( x, u , w)

& x = Ax + Bu + w

No
STOP

Yes
Change linearization or controller design. Use techniques presented in this text.

u(x)

Design/Analysis
Pole placement, LQG,

Figure 1.1. Linearized system design framework

Suppose the simulation did not yield the expected results. Then the higher order terms that were neglected must have been significant. Two types of problems may have arisen.
a. When is the existence of a Taylor series guaranteed?

The function (and the nonlinearities of the system) must be smooth and free of discontinuities. Hard (non-smooth or discontinuous) nonlinearities may be caused by friction, gears etc

Figure 1.2. Examples of hard nonlinearities.

b. Some systems have smooth nonlinearities but wide operating ranges.

Linearizations are only valid in a neighborhood of the equilibrium point.

operating range

Figure 1.3. Smooth nonlinearity over a wide operating range. Which slope should be pick for the linearization?

The nonlinear design framework is summarized below.

Nonlinear equations

& x = f ( x, u , w)

Nonlinear Analysis And Design

Phase plane (2nd order systems) Lyapunov stability tools Feedback linearization Sliding mode control

Simulation
Vary w(t), x0. Are the results satisfying?

u(x)

Yes
STOP

No

Figure 1.4. Nonlinear system design framework