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5. Behaviour of non-linear systems

Finite escape time: The state of an unstable linear system goes
to infinity as time approaches to infinity. Where as the state of an
unstable non-linear system can go to infinity in finite time.

Multiple equilibrium points: Consider the LTI system
x A x =
If A is non-singular we have only one equilibrium point at the
origin. Thus, it can have only one steady state operating point
that attracts all the trajectories, whatever the initial state is.
Where as a non-linear system can have more than one
equilibrium point; and the state of the system will converge to one
of the equilibrium point depending on the initial state.

Limit cycles: In a LTI system, we know that, sustained
oscillations with fixed amplitude are resulted when there is a pair
of Eigen values with zero real part. But this is highly impractical
since the system cannot remain in that state due to perturbations.
Furthermore, the amplitude of oscillation depends on initial
conditions.
Practically, non-linear systems can produce stable oscillations
with fixed amplitude and frequency irrespective of the initial state.
This type of oscillations is termed as limit cycle

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Sub harmonic and harmonic oscillations: A linear system with
a periodic input can produce a response with same frequency. In
other words linear systems cannot produce new frequencies,
where as a non-linear system can produce frequencies that are
multiples and submultiples of the input frequency.

Multiple modes of behaviour: Some non-linear systems exhibit
different modes of behaviour. Examples are:
An unforced non-linear system can exhibit more than one limit
cycle. These limit cycles may or may not be stable.
A forced non-linear system with periodic oscillations can exhibit
harmonic, sub harmonic, or complicated steady state behaviour,
depending upon the amplitude and frequency of the input.
As the amplitude and frequency of the input is varied, the system
may exhibit discontinuous jump in the response.

Chaos: Some non-linear system exhibit peculiar and complicated
steady state behaviour called chaos. Once such chaotic non-
linear process is happened a structure, that have a fractal
dimension called fractals, is left behind. These are neither
equilibrium points nor oscillations (limit cycles) as in non-chaotic
non-linear systems.
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Examples
Pendulum equation

Consider the pendulum shown in the figure. l is the length of the
rod and m is the mass of the bob. There is a downward
gravitational force given by mg, where g is the gravitational
acceleration. There is also a frictional force resisting the motion,
which is proportional to the coefficient of friction k. Using Newtons
second law of motion, the dynamics of the pendulum is given by
u u u

kl mg ml = sin (Obtain this) u
Defining u =
1
x and u

=
2
x , the state equations are l

2 1 2
2 1
sin x
m
k
x
l
g
x
x x
=
=

mg

The equilibrium points are

, 2 , 1 , 0 ) 0 , ( ) , ( = = n nt u u
In our discussion we will concentrate on the equilibrium points at
(0,0) and ) , 0 ( t 0nly. The difference between the two equilibrium
points is related to the stability properties of equilibrium points.
If the frictional resistance is assumed to be zero, setting k=0, the
dynamics become:

1 2
2 1
sin x
l
g
x
x x
=
=

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If the pendulum is applied with an input torque T, it will appear as
an input term in the dynamics as:

T
ml
x
m
k
x
l
g
x
x x
2
2 1 2
2 1
1
sin + =
=

(Show this!)

Synchronous generator: The generator connected to infinite
bus is represented by the following equations.

FD q q
q
E E E
E D P M
+ + =
=
o q q t
o q o o
cos
sin
3 2
1

Where
o
is the angle in radiance,
q
E is the voltage,
FD
E is the
input field voltage, P is the mechanical input power, M is the
inertia constant, D is damping coefficient and s ' q are constants.
Exercise:
(i) Define
q
E and ,o o

as state variables, find the state equations.
(ii) Let

. 4 / and 0147 . 0
, 6 . 6 , 7 . 1 , 7 . 2 , 0 . 2 , 22 . 1 , 815 . 0
3 2 1
= =
= = = = = =
M D M
E P
FD
t q q q

Find the equilibrium points.
(iii) Let
t
is relatively large so that 0 ~
q
E

. Assuming
q
E is a
constant, show that the dynamics reduces to that of a pendulum.

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Van der Pol oscillator: This is an example of a limit cycling
system, which obeys the equations:

0 ) 1 (
2
= + x x x x q

If the average value of the oscillations x(t) is very small compared
with 1, such small signals will tend to grow since the effective
damping is negative. If the oscillations are of amplitude very
much greater than one, the oscillations will die out since the
effective damping is positive. If the average of the amplitude is of
the order of 1, the oscillations will continue since the effective
damping is zero. Defining
x x and
as state variables:
`
2
2
1 1 2
2 1
) 1 ( x x x x
x x
+ =
=
q

The equilibrium point is at the origin. The figure shows a plot of
2 1
x x
for 1 (b) and 2 . 0 ) a ( = = q q

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Such an isolated periodic orbit is called a limit cycle. The limit
cycle exhibited by the Van der Pol oscillator has the property that
all trajectories in the vicinity of the limit cycles ultimately tend
towards the limit cycle as t . Such a limit cycle is called as a
stable limit cycle (figure (a)). Now, consider the Van der Pol
equation in reverse time. Ie,

2
2
1 1 2
2 1
) 1 ( x x x x
x x
=
=
q

One can see that the behaviour in this case, is as shown below in
figure (b). This is an unstable limit cycle.


Negative resistance oscillator: In the figure of negative
resistance oscillator shown, the inductor and capacitor are
assumed to be linear time invariant and passive, that is, L > 0, C
>0. The resistive element is characterised by the v-i characteristic
i=h (v) shown in the figure.


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h(.) satisfies the conditions:
= = v v h v v h h h as ) ( ; as ) ( ; 0 ) 0 ( ' ; 0 ) 0 (
and
dv
v dh
v h
) (
) ( ' =

Writing Kirchoffs current law:

}
= + +
= + +
t
L C
v h ds s v
L dt
dv
C
i i i
0
0 ) ( ) (
1
0

Multiplying by L and differentiating w.r.t time,

0 ) ( '
2
2
= + +
dt
dv
v Lh v
dt
v d
CL

Now transforming the time variable from
CL
t
to = t t ;
The derivatives of v w.r.t t and t are related by,

dt
dv
LC
d
dv
=
t
and
2
2
2
2
dt
v d
LC
d
v d
=
t

Now, the circuit equation becomes

0 ) ( ' = + + v v v h v q

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Where, the derivative of v w.r.t. t is v and LC = q
Now, defining v and v as the state variables, the state modal
become

2 1 1 2
2 1
) ( ' x x h x x
x x
q =
=

Exercise:
1) Show that v and v are one possible set of state variables
2) Show that when
3
3
1
) ( v v v h + =
; the equation reduces to
Vanderpole equation.
3) Derive the circuit equations using the voltage across the
capacitor and current through the inductor as state variables.



Artificial Neural Networks - State space model

Consider the dynamic system represented by the set of non-
linear difference equations

) ( ) (
)) ( ) ( ( ) (
n n
n n
b a
Cx y
u w x w 1 n x
=
+ = +

Where
a
w is a q-by-q matrix, and
b
w is a q-by-(m+1) matrix, C is
a p-by-q matrix. Let
q q
R R : is a non-linear map. Thus we
have an m-input, p-output recurrent model of order q.

The above state space description in the expanded form is

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(

=
(
(

=
(
(
(
(
(
(
(

= +
) (
) (
) ( ;
)) ( (
)) ( (
)) ( (
) 1 (
1
n
n
n
n
n
n
n
j b
j a
j
T
q
T
j
T
u
x

w
w
w
w
w
w
x

We will interpret the matrices
a
w ,
b
w , C and the non-linear
function as follows.
- In the first equation the total weights are split into two,
a
w and
b
w . The matrix
a
w represents the synaptic weights
associated with the q neurons in the hidden layer that are fed
back as inputs in the input layer. The matrix
b
w represents
the synaptic weights associated with these hidden layer, that
are connected to the input sores including the bias. Thus the
bias terms of the hidden neurons are included in
b
w .
- The matrix C represents the synaptic weights of p output
neurons connected to the hidden layers.
- The neurons in the hidden layers are with hyperbolic tangent
nonlinear function
x
x
e
e
x
2
2
1
1
) (

=
or a logistic function

x
e
x

+
=
1
1
) (





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The above state modal is shown in the figure.



x(n)


x(n+1) y(n+1) y(n)
u(n)


Example:
An example of a fully connected neural network is shown below.
Here m=2, q=3 and p=1. There are three neurons in the hidden
layer and 7 input nodes.





) (
1
n x

) (
2
n x
) 1 (
1
+ n x ) (n y
) (
3
n x

bias ) 1 (
2
+ n x

) (
1
n u
) 1 (
3
+ n x
) (
2
n u

Nonlinear
hidden layer
Linear
output
layer
1
Z

1
Z

1
z

1
z

1
z

1
z

1
z

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(
(
(

=
33 32 31
23 22 21
13 12 11
w w w
w w w
w w w
a
w


(
(
(

=
35 34 3
25 24 2
15 14 1
w w b
w w b
w w b
b
w ] 0 0 1 [ = C