Chap7 Student PDF

Chapter 7.
Phase Plane Analysis

Modern Control Theory (Course Code: 10213403)
Professor Jun WANG (
Department of Control Science & Engineering School of Electronic & Information Engineering Tongji University
Spring semester, 2012
Outline
1 2 3 4 5 6 7 8 9
Introduction Phase plane portraits Properties of phase plane Construction of phase plane portraits Singular points and limit cycles Phase plane analysis of linear systems Phase plane analysis of nonlinear systems Simulations with MATLAB Summary
Outline
1 2 3 4 5 6 7 8 9
Introduction
Introduction
Limitations of describing function method

Approximated method Used for simple nonlinearities Time response not available Not suitable for aperiodical inputs
+ f (x, x ) = 0 Phase Plane of x x
Phase variables x and x Phase plane as shown right
Prof J Wang (Tongji Uni)
Chap 7. Phase plane analysis
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Introduction
. Equation x + f (x, x ) = 0 becomes Let x1 = x, x2 = x d x1 = x d x1 = f (x , x ) 2 Re-Dene 1 1 2 dt dt d x2 d x2 = f (x, x ) = f (x1 , x2 ) dt dt = f2 (x1 , x2 ) Then we get a trajectory in the phase plane f2 (x1 , x2 ) d x2 with (x10 , x20 ) = dx1 f1 (x1 , x2 ) and at a specic point (x1 , x2 ), the trajectory. Hence, we have phase plane portraits A set of (x10 , x20 ) A set of trajectories.
Prof J Wang (Tongji Uni) Chap 7. Phase plane analysis Spring 2012 5 / 58
x2 = (x1 )
d x2 dx1
is the direction of the motion along
Outline
1 2 3 4 5 6 7 8 9
Phase plane portraits

Ordinary point

d x2 dx1
= for a point (x1 , x2 )
x2
d x2 dx1
Direction at this point is unique. The trajectory started from an ordinary point is unique.
d x2 dx1
x1
Singular point
0 0
The slope of the trajectory ( i.e. the direction of the motion ) is an uncertain value. Innite number of trajectories may depart from or arrive at this point. The singular point is an equilibrium point. (Why?) Isolated singular point: a singular point in the neighborhood where no other singular points exist.
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Example + x = 0. Find the singular points of a system x Solutions , then Let x1 = x, x2 = x d x1 = x = x2 dt d x 2 =x = x = x1

dt
(x1 = 0, x2 = 0) is the equilibrium point.
d x2 x1 = dx1 x2
(x1 = 0, x2 = 0) is a singular point and the only singular point.
2 + x2 = R2 . NB: This is an undamped oscillation with x
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Example +x = 0. Find the singular points of a system x Solutions , then Let x1 = x, x2 = x d x1 = x = x2 dt d x 2 =x = x = x2

dt d x2 dx1 x2 = x 2
x2
A A x 1
i.e. all points on the x1 -axis are singular points
All point with x2 = 0 are singular points.
NB: This is a mass-damper system with motion (0) x (0)et x(t) = x(0) + x
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Outline
1 2 3 4 5 6 7 8 9
Properties of phase plane
Motion along a trajectory

Upper half plane >0 x x
x x
Lower half plane <0 x x
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Symmetry in phase plane portraits

dx dx dx dx x = = dt dx dt dx ) f (x,x dx x + f (x, x ) = 0 can be written as d x = x . x = x = x Case 1: Symmetry about the x-axis A: ) f (x, x dx = =a dx x x
A a
) f (x, x dx = = a B: dx x ) = f (x, x ) f (x, x

Prof J Wang (Tongji Uni) Chap 7. Phase plane of analysis ) is even . i.e. f (x, x function x
x
B a
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-axis Case 2: Symmetry about the x A: B:

) f (x,x dx dx = x ) f (x,x dx dx = x
=a = a
a x B
) is odd function of x. i.e. f (x, x
) = f (x, x ) f (x, x
Case 3: Symmetry about the origin A: B:

) f (x,x dx =a dx = x ) f (x,x dx =a dx = x
x
A a B a
) = f (x, x ) f (x, x
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Outline
1 2 3 4 5 6 7 8 9
Construction of phase plane portraits
Analytical methods for phase plane portraits

Example + 2 x = 0. To draw the phase plane portrait of x Solutions
x =x d Using x dx , we have
A A
dx + 2 x = 0 dx
dx + 2 x dx = 0 x Integrating the above equation gives
2 x 2
+ x2 = A2 .
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Example = M with x(0) = x0 and x (0) = 0. Draw the phase plane portrait of x Solutions = M, we have From x 1 = Mt + C1 x = Mt2 + C1 t + C2 x 2 From the initial conditions, we have C =0 x = Mt 1 C2 = x0 x = 1 Mt2 + x0
2
x
x0 M=1
x
x0 M = 1
Prof 2J Wang (Tongji Uni)
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Isocline methods for phase plane portraits

An isocline f2 (x1 , x2 ) d x2 = = dx1 f1 (x1 , x2 ) f2 (x1 , x2 ) = f1 (x1 , x2 ) x2 = (x1 , )
All trajectories passing through any point on the curve x2 = (x1 , ) have the same slope , i.e. the same direction of motion. x2 = (x1 , ) is an isocline . A set of dierent values of A set of dierent isoclines All these isoclines give the eld of direction for the tangents to trajectories.
Example To draw the phase plane portrait by the isocline method for the system + 2x + 2 x = 0 x Solutions
x d + 2 x = 0. The system can be rewritten as x dx + 2x
(i) Draw the isoclines Let

dx dx
+ 2x + 2 x = 0, i.e. = , then x
dx dx
2 2+ .
+x +x=0 Assume = 0.5 and = 1, i.e. x = x 1 x 1+
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(ii) Draw short line segments on the isoclines to represent the direction of eld. = Since x
1 1+ x,
we have
0.6
=0 = 1 = 2 = 4 =
= x x =0 x
x x 1 0 ,
0.4 0.2
x=0 =x x
1 =3 x x
0.2 0.4
0.4
0.2
0.2
0.4
0.6
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(iii) Draw the phase trajectory from an ordinary point.
0.6 0.4 0.2
0.2 0.4
0.4
0.2
0.2
0.4
0.6
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Outline
1 2 3 4 5 6 7 8 9
Singular points and limit cycles
Singular points
Denition A singular point is the point, which satises d x1 = f1 (x1 , x2 ) = 0 dt d x2 = f2 (x1 , x2 ) = 0 dt i.e.
d x2 dx1
=0 0 , and motion cannot be determined with
d x2 dx1 .
NB: Special care should be paid to singular points.
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Properties of singular points

Lets linearize the motion equation in the neighborhood of the origin d x1 = a1 x1 + b1 x2 , dt Let x = x1 , then =x 1 = a1 x1 + b1 x2 = a1 x + b1 x2 x =x 1 = a1 x + b1 x 2 = a1 x + b1 (a2 x1 + b2 x2 ) = a1 x + b1 a2 x + b1 b2 x2 x = a1 x + b1 x2 b1 x2 = x a1 x, Since x = a1 x + b1 a2 x + b2 (x a1 x) = (a1 + b2 )x + (b1 a2 b2 a1 )x x d x2 = a2 x1 + b2 x2 dt
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+ ax + bx = 0, where a = (a1 + b2 ) and b = a1 b2 a2 b1 . That is x The roots of the char. eqn 2 + a + b = 0 are 1,2 = (Suppose 1 0 and 2 0) a a2 4b 2
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Classication of singular points

(1) Stable focus j

x x
(2) Unstable focus j

1
x x
2
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(3) Stable node j
x
1
1 2
x
2
x(t) = C1 e1 t + C2 e2 t The lines with slopes 1 and 2 are phase trajectories. The lines with slopes 1 and 2 are separatrices as well. All trajectories approach the separatrice of 2 when 1 < 2 .
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(4) Unstable node j
2 1
1 2
If 1 < 2 , Ce2 t will dominate the motion as t increases.
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(5) Center j
1
x x
(6) Saddle point j

x
2
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Limit cycles
The limit cycle is an isolated closed path in the phase plane. x x x
Stable limit cycle
Unstable limit cycle
Semi-stable limit cycle
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Example + 0.5x + 2x + x2 = 0 Obtain the phase plane portrait of x Solutions (i) Standard form , then Let x1 = x and x2 = x 1 = x = x2 x f1 (x1 , x2 ) f2 (x1 , x2 )
2 = x = 0.5x 2x x2 = 2x1 0.5x2 x2 x 1 (ii) Singular points 1 = x2 = 0, x
2 = 2x1 0.5x2 x2 x 1 =0 x = 0 x =0 x = 2 x =0
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Hence, singular points are x1 = 0 x1 = 2 , or equivalently x2 = 0 x2 = 0

(iii) Properties of the singular points Singular point (0, 0)

f1 x1 (0,0)
= 0,
f1 x2 (0,0)
=1
f2 x1 (0,0)
= (2 2x1 )
x1 =0
= 2,
f2 x2 (0,0)
= 0.5
The linearized equation x =x

1 2
x 2 = 2x1 0.5x2
i.e.
dx dt dx dt
=x = 2x 0.5x + 0.5x + 2x = 0 x
a1 = 0, b1 = 1, a2 = 2, b2 = 0.5
Thus the char. eqn. is 2 + 0.5 + 2 = 0, and 1,2 = 0.25 1.987. Therefore, (0, 0) is a stable focus.
Singular point (2, 0)
+ 0.5y 2y + y2 = 0 Let y = x + 2, we obtain y In the similar way, we have

1.5
x
1.0 0.5
+ 0.5y 2y = 0 y
x + 0.5 2 = 0
2 0.5 1.0
1,2 = 1.186, 1.686 Therefore, (2, 0) is a saddle point.
1.5 3
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(iv) Actual phase plane portrait x

3
1 1
x(s)
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NB: The isocline method may be used for sketching the phase plane portraits in this example. The isocline is given by 2x x2 0.5x = x = x (x + 1)2 1 + + 0.5 + 0.5
Parabolas passing through (2, 0) and (0, 0).
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An isocline for = 0
x
3
1 1
x(s)
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Outline
1 2 3 4 5 6 7 8 9
Phase plane analysis of linear systems

Example Obtain the phase plane trajectories of the step response of the given 2nd-order system. Solutions Basic equations: K C(s) = 2 R(s) Ts + s + K Ts2 + s E(s) = 2 R(s) Ts + s + K r(t) = R 1(t) +c + Kc = Kr Tc
R(s)
E(s)
K s(Ts+1)
C(s)
+e + Ke = Tr +r Te =r =0 r
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(i) For error equation Te +e + Ke = 0
e(0) = R, e (0) = 0 , then Let x1 = e, x2 = e d x1 = e = x2 dt d x x2 K e 2 = T K dt = e T e = T T x1 Thus, the singular point is x1 = 0 e = 0 e =0
x2 = 0
i.e.
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Properties of (0, 0)
The char. eqn. is T2 + + K = 0. When 1 4KT < 0 stable focus e When 1 4KT e 0 stable node e e
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(ii) For output equation Tc +c + Kc = KR c(0) = 0, c (0) = 0 x1 = R x2 = 0 i.e. c = R c =0
Singular point
Properties of (R, 0) When 1 4KT < 0 e stable focus
When 1 4KT e
stable node
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Example +e = P. Obtain the phase plane portrait of the given system Te NB: No item e ! Solutions (i) When P = 0 +e =0 Te Te de =0 +e de de e = de Te
= 0 Continuous singular points: For e = 0. e For e 0 Isoclines:

de de 1 = T
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(ii) When P Isoclines:
+e =P 0, Te
No singular points de Pe = = de Te = P. When = 0, e = e P 1 + T
= P is a phase plane trajectory. Therefore, e P>0

e P
P<0
1 < < 0 T =0 >0 e = 1 < T
e
<
1 T =
O
P
>0
=0 1 < < 0 T
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Outline
1 2 3 4 5 6 7 8 9
Phase plane analysis of nonlinear systems
Piecewise analysis
A simple example M x>0 x<0
, x , x) = u = f (x x
, x , x) = M f (x , x , x) = M f (x
x II I
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Actual and virtual singular points

, x , x) = M for Area I, Let f (x , x , x) = M. and PI1 and PI2 be singular points of f (x x
PI 2
PI 1 I
PI1 : Actual singular point PI2 : Virtual singular point
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Example Obtain the phase plane portrait for the following system
R(s) E(s)
GN
M(s)
K s(Ts+1)
C(s)
where GN is dened as follows e |e| > e0 m= ke |e| < e0 k<1
e0
k
e0
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Solutions System equations:

R(s) E(s) M(s)
K s(Ts+1)
GN
C(s)
E(s) = R(s) C(s) = R(s)
K M(s) s(Ts + 1)
+e = Tr +r Km Te m plane In e e 3 areas 2 dierent equations I

Prof J Wang (Tongji Uni) Chap 7. Phase plane analysis
e0
k
e0
e III
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II
Step response = 0, r =0 r(t) = 1(t), r (0) = 0 e(0) = E0 , e Te +e + Ke = 0 Areas I and III Te +e + kKe = 0 Area II
=0 Singular point: e = 0 and e
Actual singular point for system in II Virtual singular point for system in I, III
e0 e0
Properties of the singular point: Suppose 1 4kKT = 0. Since k < 1 , so 1 4KT < 0
II
III
Large input: |e| > e0 +e + Ke = 0 (0,0) is the stable focus Te

Small input: |e| < e0 +e + kKe = 0 (0,0) is the stable node Te
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Phase trajectory Let A be the initial point
For A, (0, 0) is the stable focus For B, (0, 0) is the stable node For C, (0, 0) is the stable focus For D, (0, 0) is the stable node When large signal in the loop
D C
O
e0
II
III
Features: Speeds up the regulation
The origin is the stable focus (underdamped) Error decreases fast
When small signal in the loop

The origin is the stable node (critically damped) Oscillation avoided
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Outline
1 2 3 4 5 6 7 8 9
Simulations with MATLAB

Problems to solve

How to solve dierential equations? How to plot phase plane portraits? How to simulate nonlinear systems? ode45 command Simulink nonlinear blocks
Tools to solve the problems

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ode45 Command
ODE45 solves ordinary dierential equations with medium-order = f (t, y) method. It integrates the system of dierential equations y from time t0 to tf with initial conditions y0 . [tout,yout] = ode45(function,[t0,tf],y0) The solution array yout corresponding to a time vector tout function Function handle of dierential equations programmed in a separate .m le t0, tf Initial and nal time of integral y0 Initial conditions of the DEs
Example (1 x2 )x + x = 0. An example of Van de Pol equation x x 1 = x2 , then Let x1 = x, x2 = x . x 2 = (1 x2 )x2 x1

1
% This is script, saved as
VandePol.m in a separate file,
% defines the ODEs for the Van de Pol equations. function [sys,x0]= VandePol(t,x) sys=[x(2);(1-x(1)*x(1))*x(2)-x(1)]; % This script solves the DEs defined in VandePol.m % with the ODE45 method. [t, x] = ode45(
VandePol, [0, 20], [3 ;4] );

Chap 7. Phase plane analysis Spring 2012 53 / 58
plot(x(:,1),x(:,2),-b);
The simulation result is shown below x

4 3 2 1
x
1 2 3 3 2 1 1 2 3 4
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Outline
1 2 3 4 5 6 7 8 9
Summary
Summary
How to analyze a nonlinear system?
Analysis by linearization
Linearization around neighborhood of an equilibrium Linearization by nonlinear feedback Linearization by inverse nonlinearity
Extended linear analysis method

Equivalent gain analysis by the root locus method Equivalent gain analysis by the describing function method
Nonlinear analysis method

Phase plane method
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Summary
Summary of DF and phase-plane methods

DF method Plant complexity NL complexity Time response Stability analysis Limit cycle analysis Accuracy Method used
Phase-plane analysis 1st & 2nd order system
Piecewise linearity
Equi. linearization
Graphical solution
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Chapter 7. Phase Plane Analysis

Modern Control Theory (Course Code: 10213403)
Professor Jun WANG (
Department of Control Science & Engineering School of Electronic & Information Engineering Tongji University
Spring semester, 2012
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Chapter 7.

Phase Plane Analysis

Professor Jun WANG (

Spring semester, 2012

+ f (x, x ) = 0 Phase Plane of x x

Phase variables x and x Phase plane as shown right

Prof J Wang (Tongji Uni)

Chap 7. Phase plane analysis

is the direction of the motion along

Phase plane portraits

Phase plane portraits

= for a point (x1 , x2 )

Prof J Wang (Tongji Uni)

Chap 7. Phase plane analysis

Phase plane portraits

Example + x = 0. Find the singular points of a system x Solutions , then Let x1 = x, x2 = x d x1 = x = x2 dt d x 2 =x = x = x1

(x1 = 0, x2 = 0) is the equilibrium point.

(x1 = 0, x2 = 0) is a singular point and the only singular point.

2 + x2 = R2 . NB: This is an undamped oscillation with x

Prof J Wang (Tongji Uni)

Chap 7. Phase plane analysis

Phase plane portraits

Example +x = 0. Find the singular points of a system x Solutions , then Let x1 = x, x2 = x d x1 = x = x2 dt d x 2 =x = x = x2

i.e. all points on the x1 -axis are singular points

All point with x2 = 0 are singular points.

Prof J Wang (Tongji Uni)

Chap 7. Phase plane analysis

Properties of phase plane

Motion along a trajectory

Lower half plane <0 x x

Prof J Wang (Tongji Uni)

Chap 7. Phase plane analysis

Properties of phase plane

Symmetry in phase plane portraits

) f (x, x dx = = a B: dx x ) = f (x, x ) f (x, x

Properties of phase plane

-axis Case 2: Symmetry about the x A: B:

) is odd function of x. i.e. f (x, x

Case 3: Symmetry about the origin A: B:

Prof J Wang (Tongji Uni)

Chap 7. Phase plane analysis

Construction of phase plane portraits

Analytical methods for phase plane portraits

dx + 2 x dx = 0 x Integrating the above equation gives

Prof J Wang (Tongji Uni)

Chap 7. Phase plane analysis

Construction of phase plane portraits

Prof 2J Wang (Tongji Uni)

Chap 7. Phase plane analysis

Construction of phase plane portraits

Isocline methods for phase plane portraits

Construction of phase plane portraits

(i) Draw the isoclines Let

+x +x=0 Assume = 0.5 and = 1, i.e. x = x 1 x 1+

Prof J Wang (Tongji Uni)

Chap 7. Phase plane analysis

Construction of phase plane portraits

Prof J Wang (Tongji Uni)

Chap 7. Phase plane analysis

Construction of phase plane portraits

(iii) Draw the phase trajectory from an ordinary point.

0.6 0.4 0.2

Chap 7. Phase plane analysis