EL2620 Nonlinear Control: Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This Revision December 2011

EL2620 Nonlinear Control
Lecture notes
Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen
This revision December 2011
Automatic Control
KTH, Stockholm, Sweden
Preface
Many people have contributed to these lecture notes in nonlinear control.
Originally it was developed by Bo Bernhardsson and Karl Henrik Johansson,
and later revised by Bo Wahlberg and myself. Contributions and comments
by Mikael Johansson, Ola Markusson, Ragnar Wallin, Henning Schmidt,
Krister Jacobsson, Bj
orn Johansson and Torbjorn Nordling are gratefully
acknowledged.
Elling W. Jacobsen
Stockholm, December 2011
Lecture 1
EL2620
Practical information
Course outline
Linear vs Nonlinear Systems
Nonlinear differential equations
Lecture 1
stex@s3.kth.se
STEX (entrance floor, Osquldasv. 10), course material
hanna.holmqvist@ee.kth.se
Hanna Holmqvist, course administration
Per Hagg,
Farhad Farokhi, teaching assistants
pehagg@kth.se, farakhi@kth.se
jacobsen@kth.se
Elling W. Jacobsen, lectures and course responsible
Instructors
28h lectures, 28h exercises, 3 home-works
7.5 credits, lp 2
Automatic Control Lab, KTH
Disposition
Lecture 1
EL2620
2011
2011
Course Goal
Todays Goal
Lecture 1
Derive equilibrium points
Transform differential equations to first-order form
systems
Mathematically describe common nonlinearities in control
Describe distinctive phenomena in nonlinear dynamic systems
You should be able to
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Lecture 1
use some practical nonlinear control design methods
apply the most powerful nonlinear analysis methods
understand common nonlinear control phenomena
You should after the course be able to
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2011
To provide participants with a solid theoretical foundation of nonlinear

control systems combined with a good engineering understanding
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Course Outline
Lecture 1
Summary (L14)
fuzzy control (L11-L13)
2011
Alternatives: gain scheduling, optimal control, neural networks,
methods (L7-L10)
Control design: compensation, high-gain design, Lyapunov
functions (L3-L6)
Feedback analysis: linearization, stability theory, describing
simulation (L1-L2)
Introduction: nonlinear models and phenomena, computer
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Lecture 1
5h written exam on December 11 2012
this!)
KTH Social
Linear Systems
superposition
scaling
Lecture 1
Notice the importance to have zero initial conditions
Y (s) = G(s)U (s)
2011
: M M is
x(t)
= Ax(t) + Bu(t), y(t) = Cx(t), x(0) = 0

! t
y(t) = g(t) " u(t) =
g( )u(t )d
Example: Linear time-invariant systems
S(u) = S(u)
S(u + v) = S(u) + S(v)
Definition: Let M be a signal space. The system S

linear if for all u, v M and R
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Lecture 1
Two course compendia sold by STEX.

6
2011
Alternative textbooks (decreasing mathematical rigour):

Sastry, Nonlinear Systems: Analysis, Stability and Control; Vidyasagar,
Nonlinear Systems Analysis; Slotine & Li, Applied Nonlinear Control; Glad &
metoder.
Ljung, Reglerteori, flervariabla och olinjara
Only references to Khalil will be given.
Homeworks: 3 computer exercises to hand in (and review)
Software: Matlab
Lecture notes: Copies of transparencies (from previous year)
2002. Optional but highly recommended.
Compulsory course items

3 homeworks, have to be handed in on time (we are strict on
Material
Textbook: Khalil, Nonlinear Systems, Prentice Hall, 3rd ed.,
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Exercises: Class room and home exercises
Course Information
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All info and handouts are available at the course homepage at
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Linear Systems Have Nice Properties
Linear model valid only if sin
Unrealistic answer. Clearly outside linear region!
0.1
0
= 2 rad = 114
0.05
Lecture 1
Must consider nonlinear model. Possibly also include other

nonlinearities such as centripetal force, saturation, friction etc.
so that
= 0 ) gives
t2
x(t) 10 0 0.050
2
Linear model (step response with
Can the ball move 0.1 meter in 0.1 seconds from steady state?
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Lecture 1
Frequency analysis possible Sinusoidal inputs give sinusoidal

outputs: Y (i) = G(i)U (i)
Superposition Enough to know a step (or impulse) response
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Local stability=global stability Stability if all eigenvalues of A (or

poles of G(s)) are in the left half-plane
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Lecture 1
2011
Linear Models are not Rich Enough
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10
m
x(t) = mg sin (t), Linear model: x(t) = g(t)
Linear models can not describe many phenomena seen in

nonlinear systems
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Lecture 1
Nonlinear model:
Linear Models may be too Crude

Approximations
Example:Positioning of a ball on a beam
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PSfr
1
s
x2
+ f (1 x1 )
!f (x2 xc )
"
0
0
50
100
150
200
10
15
50
50
100
time [s]
Output
100
Input
150
150
200
200
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0
0
0
0
10
0
0
4
0.2
0.4
10
10
10
15
Time t
15
Time t
15
Time t
20
20
20
25
25
25
S TEP R ESPONSES
30
30
30
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Stable Periodic Solutions
Motor:
1
s(1+5s)
Sum
K=5
G(s) =
Constant
P-controller
-1
Motor
5s 2+s
1
Backlash
Example: Position control of motor with back-lash
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Lecture 1
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14
(The linearized gain of the valve increases with increasing amplitude)
Stability depends on amplitude of the reference signal!
Lecture 1
0.7, ! = 0.4
x2
"
1
20
r = 1.72
r = 1.68
r = 0.2
Lecture 1
x1 exp
1
(s+1)(s+1)
Controller:
x 2
x1 exp
-1
2
u
1
(s+1)2
Process
= u2
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Existence of multiple stable equilibria for the same input gives

hysteresis effect
x 1
Valve
Multiple Equilibria
Example: chemical reactor
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Lecture 1
Simulink block diagram:
Motor
Example: Control system with valve characteristic f (u)
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Stability Can Depend on Reference Signal
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Coolant temp xc
Temperature x2
Output y
Output y
Output y
Back-lash induces an oscillation
10
10
10
20
20
20
Time t
Time t
Time t
30
30
30
Lecture 1
10
-2
10
10
-2
10
40
40
40
10
Frequency (Hz)
a=2
10
Frequency (Hz)
a=1
a sin t
-2
-1
-2
-1
Saturation
2
3
Time t
2
3
Time t
y(t) =
Harmonic Distortion
How predict and avoid oscillations?
-0.5
0
0.5
-0.5
0
0.5
-0.5
0.5
Example: Sinusoidal response of saturation
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Lecture 1
Output y
Output y
Output y
50
50
50
k=1
"
Period and amplitude independent of initial conditions:
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Amplitude y
Amplitude y
19
Ak sin(kt)
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Automatic Tuning of PID Controllers
Relay
A
T
Process
10
Time
Energy in tone k
Energy in tone 1
k=2
Lecture 1
Trade-off between effectivity and linearity
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Introduces spectrum leakage, which is a problem in cellular systems
Effective amplifiers work in nonlinear region
Example: Electrical amplifiers
Total Harmonic Distortion
"
Nonlinearities such as rectifiers, switched electronics, and

transformers give rise to harmonic distortion
Example: Electrical power distribution
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Lecture 1
PID
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Relay induces a desired oscillation whose frequency and amplitude

are used to choose PID parameters
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10
10
Time t
15
15
Time t
Lecture 1
20
20
25
25
30
30
tf =
1
x0
1
0t<
x0
dx
2
= dt
Recall the trick: x = x
x2
1
1
x0
Integrate
= t x(t) =
x(t) x(0)
1 x0 t
Solution interval depends on initial condition!
Solution not defined for
x0
,
has solution x(t) =
1 x0 t
= x , x(0) = x0
Existence Problems
+ y y 3 = a sin(t)
Subharmonics
Example: The differential equation x
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Lecture 1
-1
-0.5
0.5
0.5
a sin t
-0.5
Example: Duffings equation y

+ y
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Nonlinear Differential Equations
Lecture 1
0
0
0.5
1.5
2.5
3.5
4.5
2
Time t
Finite escape time of dx/dt = x2
Finite Escape Time
(1)
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24
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22
: [0, T ] Rn such that (1)
x = Ax, x(0) = x0 , gives x(t) = exp(At)x0
Simulation for various initial conditions x0
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Lecture 1
Example:
When is the solution unique?
When does there exists a solution?
over an interval [0, T ] is a C1 function x

is fulfilled.
x(t)
= f (x(t)), x(0) = x0
Definition: A solution to
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x(t)
x =
Time t
Lipschitz Continuity
-1
-0.5
0.5
1.5
x, x(0) = 0, has many solutions:

#
(t C)2 /4 t > C
x(t) =
0
tC
Uniqueness Problems
Lecture 1
(x( =
x21
+ +
x2n
Euclidean norm is given by
Slope L
(f (x) f (y)( L(x y(
Definition: f : Rn Rn is Lipschitz continuous if there exists

L, r > 0 such that for all
x, y Br (x0 ) = {z Rn : (z x0 ( < r},
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Lecture 1
Example:
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x(t)
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Physical Interpretation
x(T ) = 0
x(0) = x0
Lecture 1
f being C 1 implies Lipschitz continuity

(L = maxxBr (x0 ) f $ (x))
f being C 0 is not sufficient (cf., tank example)
= (r, L)
Remarks
Appendix C.1. Based on the contraction mapping theorem
has a unique solution in Br (x0 ) over [0, ]. Proof: See Khalil,
x(t)
= f (x(t)),
> 0 such that
Local Existence and Uniqueness
dx
dx
=
ds
dt
= T t ds = dt and thus
Theorem:
If f is Lipschitz continuous, then there exists
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Lecture 1
Hint: Reverse time s
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where x is the water level. It is then impossible to know at what time

t < T the level was x(t) = x0 > 0.
x = x,
Consider the reverse example, i.e., the water tank lab process with
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State-Space Models
x = f (x) + g(x)u,
x = Ax + Bu,
Affine in u:
Linear:
Lecture 1
x =
&
Pendulum
'T
= y
dy
dt
...
dn1 y
dtn1
%T
k
g
x 2 =
x2 sin x1
2
MR
R
x 1 = x2
gives
M R2 + k + M gR sin = 0
express the equation in x
Example:
dn y
,
dtn
Transformation to First-Order System
y = Cx
y = h(x)
Given a differential equation in y with highest derivative
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Lecture 1
x = f (x, u),
Explicit:
y = h(x)
f (x, u, y, x,
u,
y,
. . .) = 0
General:
State x, input u, output y
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x = f (x, t)
Equilibria
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f (x , u , y , 0, 0, . . .) = 0
0 = f (x , u ), y = h(x )
0 = f (x ) + g(x )u , y = h(x )
0 = Ax + Bu , y = Cx
Lecture 1
Often the equilibrium is defined only through the state x
Linear:
Affine in u:
Explicit:
General:
Corresponds to putting all derivatives to zero:
32
Definition: A point (x , u , y ) is an equilibrium, if a solution starting

in (x , u , y ) stays there forever.
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Lecture 1
x = f (x, xn+1 )
x n+1 = 1
is always possible to transform to an autonomous system by

introducing xn+1 = t:
A nonautonomous system
Transformation to Autonomous System
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Multiple Equilibria
k
g
x2 sin x1
2
MR
R
Lecture 1
When we want to push performance to the limit
Lecture 1
Phase plane analysis
When the range of operation is large
Backlash
Dead Zone
Math
Function
eu
Coulomb &
Viscous Friction
Look-Up
Table
Saturation
Next Lecture
When distinctive nonlinear phenomena are relevant
Linearization
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Lecture 1
Relay
Sign
Abs
|u|
Some Common Nonlinearities in Control

Systems
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Simulation in Matlab
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33
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When the system is strongly nonlinear
When do we need Nonlinear Analysis &

Design?
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Lecture 1
x 1 = x 2 = 0 gives x2 = 0 and sin(x1 ) = 0
x 2 =
x 1 = x2
Alternatively in first-order form:
= = 0 gives sin = 0 and thus = k
M R2 + k + M gR sin = 0
Example: Pendulum
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34
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Lecture 2
Analysis Through Simulation
= f (t, x, u)
=0
Lecture 2
Spice, EMTP, ADAMS, gPROMS
Special purpose simulation tools
Omsim, Dymola, Modelica

http://www.modelica.org
DAEs F (t, x,
x, u)
ACSL, Simnon, Simulink
ODEs x
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Wrap-up of Lecture 1: Nonlinear systems and phenomena

Modeling and simulation in Simulink
Phase-plane analysis
Simulation tools:
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Lecture 2
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Todays Goal
Lecture 2
> matlab
>> simulink
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Lecture 2
Simulink
Do phase-plane analysis using pplane (or other tool)
Linearize using Simulink
Model and simulate in Simulink
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An Example in Simulink
Transfer Fcn
s+1
Scope
To Workspace2
Transfer Fcn
s+1
To Workspace
To Workspace1
Lecture 2
>> plot(t,y)
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2011
Check Save format of output blocks (Array instead of Structure)
Step
Clock
Save Results to Workspace
stepmodel.mdl
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Lecture 2
Step
File -> New -> Model

Double click on Continous
Transfer Fcn
Step (in Sources)
Scope (in Sinks)
Connect (mouse-left)
Simulation -> Parameters
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Choose Simulation Parameters
How To Get Better Accuracy
10
-0.6
-0.8
-0.6
-0.8
Lecture 2
-1
-0.4
-0.4
-1
-0.2
0.2
-0.2
0.4
0.2
0.6
0.8
0.4
Refine = 1
0.6
0.8
Refine adds interpolation points:
Refine = 10
10
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2011
Modify Refine, Absolute and Relative Tolerances, Integration method
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Lecture 2
Dont forget Apply
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Use Scripts to Document Simulations

1
s
Lecture 2
In
In
Sum
Subsystem
In
Gain
1/A
Subsystem2
In
s
Integrator
h = (u q)/A
!
q = a 2g h
f(u)
Fcn
1
Out
Example: Two-Tank System
The system consists of two identical tank models:
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11
2011
-1
u2
(s+1)(s+1)
1
(s+1)2
Process
y
Linearization in Simulink
Valve
= u2
2011
10
2011
Lecture 2
12
>> A=2.7e-3;a=7e-6,g=9.8;
>> [x0,u0,y0]=trim(twotank,[0.1 0.1],[],0.1)
x0 =
0.1000
0.1000
u0 =
9.7995e-006
y0 =
0.1000
>> [aa,bb,cc,dd]=linmod(twotank,x0,u0);
>> sys=ss(aa,bb,cc,dd);
>> bode(sys)
Linearize about equilibrium (x0 , u0 , y0 ):
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Lecture 2
Lecture 2
Motor
Example: Control system with valve characteristic f (u)
Nonlinear Control System
Simulink block diagram:
PSfr
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open_system(stepmodel)
set_param(stepmodel,RelTol,1e-3)
set_param(stepmodel,AbsTol,1e-6)
set_param(stepmodel,Refine,1)
tic
sim(stepmodel,6)
toc
subplot(2,1,1),plot(t,y),title(y)
subplot(2,1,2),plot(t,u),title(u)
2011
If the block-diagram is saved to stepmodel.mdl,

the following Script-file simstepmodel.m simulates the system:
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Differential Equation Editor
deedemo1
deedemo3
Homework 1
deedemo2
DEE
Differential Equation
Editor
deedemo4
Lecture 2
Write in English.
The report should be short and include only necessary plots.
See the course homepage for a report example
report.
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Follow instructions in Exercise Compendium on how to write the
Use your favorite phase-plane analysis tool
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Lecture 2
Run the demonstrations
>> dee
dee is a Simulink-based differential equation editor
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Phase-Plane Analysis
Lecture 2
This was the preferred tool last year!
http://math.rice.edu/dfield
Down load DFIELD and PPLANE from
http://www.control.lth.se/ictools
Download ICTools from
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Local Stability
Stability definitions
Linearization
Phase-plane analysis
Periodic solutions
Lecture 3
x(t)
!x(t)! < !, t 0
= 0 is not stable it is called unstable.
Lecture 3
If x
!x(0)! <
= f (x) with f (0) = 0

Definition: The equilibrium x = 0 is stable if for all ! > 0 there
exists = (!) > 0 such that
Consider x
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Lecture 3
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Asymptotic Stability
lim x(t) = 0
t
Lecture 3
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The equilibrium is globally asymptotically stable if it is stable and

limt x(t) = 0 for all x(0).
!x(0)! <
Definition: The equilibrium x = 0 is asymptotically stable if it is

stable and can be chosen such that
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Lecture 3
Analyze stability of periodic solutions through Poincare maps
center points
Classify equilibria into nodes, focuses, saddle points, and
Sketch phase portraits for two-dimensional systems
Linearize around equilibria and trajectories
Todays Goal
Explain local and global stability
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Linearization Around a Trajectory
m(t)
Lecture 3
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= (h0 (t), v0 (t), m0 (t)) , u0 (t) u0 > 0, be a solution.
h(t)
= v(t)
v(t)
= g + ve u(t)/m(t)
m(t)
= u(t)
Example
0 1
0
0
e u0
e
u(t)
(t) + m0vu
x (t) = 0 0 (m0vu
2x
0 t)
0t
1
0 0
0
Let x0 (t)
Then,
h(t)
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Lecture 3
(x0 (t) + x(t), u0 (t) + u(t))
(x0 (t), u0 (t))
x(t)
= f (x0 (t) + x(t), u0 (t) + u(t))

f
(x0 (t), u0 (t))
x(t)
= f (x0 (t), u0 (t)) +
x
f
+
(x0 (t), u0 (t))
u(t) + O(!
x, u!2 )
u
Let (x0 (t), u0 (t)) denote a solution to x = f (x, u) and consider

another solution (x(t), u(t)) = (x0 (t) + x
(t), u0 (t) + u(t)):
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f
(x0 (t), u0 (t))
x
f
B(x0 (t), u0 (t)) =
(x0 (t), u0 (t))
u
A(x0 (t), u0 (t)) =
1 + cos2 t
1 sin t cos t
1 sin t cos t 1 + sin2 t
Lecture 3
is unbounded solution for
> 1.
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, >0
2 2 4
(t) = =
2
which are stable for 0 < < 2. However,
' (1)t
(
e
cos t et sin t
x(t) =
x(0),
e(1)t sin t et cos t
Pointwise eigenvalues are given by
A(t) =
'
Pointwise Left Half-Plane Eigenvalues of

A(t) Do Not Impose Stability
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Lecture 3
Note that A and B are time dependent. However, if

(x0 (t), u0 (t)) (x0 , u0 ) then A and B are constant.
where
x (t) = A(x0 (t), u0 (t))

x(t) + B(x0 (t), u0 (t))
u(t)
Hence, for small (

x, u), approximately
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= 0 needs further investigation.
x(t) = c1 e
1 t
v1 + c 2 e
v1 v2
2 t
v2 ,
Lecture 3
where the constants c1 and c2 are given by the initial conditions
This implies that
= 1 v1 etc).
0
2 t
1 t
where v1 , v2 are the eigenvectors of A (Av1
, e
+
eAt = V et V 1 = v1 v2
If A is diagonalizable, then
x(t) = eAt x(0), t 0.
) *
) *
d x1
x
=A 1
x
x2
dt 2
Linear Systems Revival
Analytic solution:
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Lecture 3
A proof is given next lecture.
The theorem is also called Lyapunovs Indirect Method.
The case (A)
The fundamental result for linear systems theory!
If (A) > 0, then x0 is unstable
If (A) < 0, then x0 is asymptotically stable
Denote A
f
(x0 )
x
,1
= f (x) with f C1 .
and (A) = max Re((A)).
Lyapunovs Linearization Method
Theorem: Let x0 be an equilibrium of x
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x(t) = c1 e1 t v1 + c2 e2 t v2
Lecture 3
Fast eigenvalue/vector: x(t) c1 e1 t v1 + c2 v2 for small t.

Moves along the fast eigenvector for small t
Slow eigenvalue/vector: x(t) c2 e2 t v2 for large t.

Moves along the slow eigenvector towards x = 0 for large t
Solution:
Given the eigenvalues 1 < 2 < 0, with corresponding

eigenvectors v1 and v2 , respectively.
Example: Two real negative eigenvalues
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Lecture 3
x0 is thus an asymptotically stable equilibrium for the nonlinear

system.
x 2 = cos x2 x31 5x2
x 1 = x21 + x1 + sin x2
Example
= (1, 0)T is given by

'
(
1 1
A=
,
(A) = {2, 4}
3 5
at the equilibrium x0
The linearization of
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center point
ExampleUnstable Focus
unstable focus
Re i = 0
1 < 0 < 2
saddle point
2011
Lecture 3
r = r
=
15
*

x =
x,
, > 0,
1,2 = i

)
*)
*)
*1
1 1 et eit
0
1 1
At
x(0)
x(t) = e x(0) =
i i
0
et eit i i
In polar coordinates r =
x21 + x22 , = arctan x2 /x1
(x1 = r cos , x2 = r sin ):
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Lecture 3
stable focus
Re i > 0
Im i *= 0 : Re i < 0
unstable node
1 , 2 > 0
stable node
Im i = 0 : 1 , 2 < 0
Six cases:
The location of the eigenvalues (A) determines the characteristics

of the trajectories.
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Phase-Plane Analysis for Linear Systems
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Lecture 3
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x1
1,2 = 1 i
Re
Im
x2
1,2 = 0.3 i
Equilibrium Points for Linear Systems
Lecture 3
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(1 , 2 ) = (1, 2) and
v1 v2
*
1 1
x =
x
0 2
)
*
Lecture 3
Hint: Two cases; only one linear independent eigenvector or all

vectors are eigenvectors
= 2 ?
1 1
=
0 1
5 minute exercise: What is the phase portrait if 1
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Lecture 3
ExampleStable Node
v1 is the slow direction and v2 is the fast.
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+ c3
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x = f (x) = Ax + g(x),
Lecture 3
Remark: If the linearized system has a center, then the nonlinear

system has either a center or a focus.
with lim%x%0 !g(x)!/!x! = 0. If z = Az has a focus, node, or

saddle point, then x = f (x) has the same type of equilibrium at the
origin.
Theorem: Assume
Close to equilibrium points nonlinear system linear system
20
Phase-Plane Analysis for Nonlinear Systems
EL2620
Lecture 3
Fast: x2 = x1
Slow: x2 = 0
EL2620
How to Draw Phase Portraits
Lecture 3
+ n, 0) since
x2 (t) + KT
sin(in x1 (t))
x 1 = 0 x2 = 0
x 2 = 0 sin(in x1 ) = 0 x1 = in + n
Equilibria are (in
x 2 (t) = T
x 1 (t) = x2 (t)
= (out , out ), K, T > 0, and in (t) in .
Phase-Plane Analysis of PLL
dee or pplane
Let (x1 , x2 )
EL2620
Lecture 3
1. Matlab:
By computer:
5. Guess solutions
4. Try to find possible periodic orbits
dx2
x 1
=
dx1
x 2
3. Sketch (x 1 , x 2 ) for some other points. Notice that
2. Sketch local behavior around equilibria
1. Find equilibria
By hand:
EL2620
23
2011
21
2011
sin()
K
out
1 + sT
Filter
1
s
VCO
Classification of Equilibria
Phase
Detector
2 + T 1 + KT 1 = 0
Lecture 3
>0
2 + T 1 KT 1 = 0
Saddle points for all K, T
n odd:
K > (4T )1 gives stable focus

0 < K < (4T )1 gives stable node
n even:
Linearization gives the following characteristic equations:
EL2620
Lecture 3
in
sin
out
out
= A sin[t + in (t)].
Phase-Locked Loop
A PLL tracks phase in (t) of a signal sin (t)
EL2620
24
2011
22
2011
Phase-Plane for PLL
Lecture 3
Only r
gives
1
=
r
'
r cos r sin
sin cos
('
r = r(1 r2 )
= 1
x 2 = r(1 r ) sin + r cos
x 1
x 2
x 1 = cos r r sin
x 2 = sin r + r cos
x 1 = r(1 r2 ) cos r sin
= 1 is a stable equilibrium!
Now, from (1)
'
x2 = r sin
x1 = r cos
Periodic solution: Polar coordinates.
implies
EL2620
Lecture 3
.
/
.
/
(K, T ) = (1/2, 1): focuses 2k, 0 , saddle points (2k + 1), 0
EL2620
27
2011
25
2011
Periodic Solutions
t 0
>0
Lecture 3
Note that x(t)
const is by convention not regarded periodic
When is it stable?
When does there exist a periodic solution?
A periodic orbit is the image of x in the phase portrait.
x(t + T ) = x(t),
A system has a periodic solution if for some T
EL2620
Lecture 3
x 2 = x1 + x2 x2 (x21 + x22 )
x 1 = x1 x2 x1 (x21 + x22 )
Example of an asymptotically stable periodic solution:
EL2620
28
2011
26
(1)
2011
t (x0 )
= f (x) is sometimes denoted
Flow
P (x ) = x
= x corresponds to a periodic orbit.
x is called a fixed point of P .
Lecture 3
Rn
Existence of Periodic Orbits
A point x such that P (x )
EL2620
Lecture 3
t () is called the flow.
to emphasize the dependence on the initial point x0
The solution of x
EL2620
31
2011
29
2011
Poincare Map
Lecture 3
32
2011
30
2011
1 minute exercise: What does a fixed point of P k corresponds to?
EL2620
Lecture 3
P (x)
t (x)
P (x) = (x) (x)

where (x) is the time of first return.
Let
Rn be an n 1-dim hyperplane transverse to f at x0 .

Definition: The Poincare map P : is
Assume t (x0 ) is a periodic solution with period T .
EL2620
Stable Periodic Orbit
'
'
e4 0
0
1
Lecture 3
Stable periodic orbit (as we already knew for this example) !
dP
W =
(1, 2k) =
d(r0 , 0 )
The periodic solution that corresponds to (r(t), (t))

asymptotically stable because
= (1, t) is
[1 + (r02 1)e22 ]1/2

0 + 2
(r0 , 0 ) = (1, 2k) is a fixed point.
P (r0 , 0 ) =
The Poincare map is
EL2620
Lecture 3
If |i (W )| > 1 for some i, then the periodic orbit is unstable.
orbit is asymptotically stable
If |i (W )| < 1 for all i *= j , then the corresponding periodic
j (W ) = 1 for some j
if x is close to x .
P (x) W x
The linearization of P around x gives a matrix W such that
EL2620
35
2011
33
2011
[1 +
(r02
Lecture 3
2t 1/2
(r0 , 0 ) = 2.
is
1)e
First return time from any point (r0 , 0 )
t (r0 , 0 ) =
'
= {(r, ) : r > 0, = 2k}.
The solution is
Choose
r = r(1 r2 )
= 1
, t + 0
ExampleStable Unit Circle

Rewrite (1) in polar coordinates:
EL2620
34
2011
f ()
G(s)
History
Inputoutput stability
Lecture 5
Lecture 5
Solution by Popov (1960)
Kalmans conjecture (1957)
(False!)
(False!)
f (y)
(Led to the Circle Criterion)
Aizermans conjecture (1949)
Lure and Postnikovs problem (1944)
For what G(s) and f () is the closed-loop system stable?
EL2620
Lecture 5
EL2620
2011
2011
2011
Lecture 5
Question: How should we measure the size of u and y ?
Here S can be a constant, a matrix, a linear time-invariant system, etc
The gain of S is the largest amplification from u to y
2011
Idea: Generalize the concept of gain to nonlinear dynamical systems
EL2620
Lecture 5
Passivity
Circle Criterion
Small Gain Theorem
analyze stability using
Gain
Todays Goal
derive the gain of a system
EL2620
and
Norms
x21
+ +
Lecture 5
Why? What amplification is described by the eigenvalues?
is not a gain (nor a norm).
(M ) = max |i (M )|
Eigenvalues are not gains
"x" = max{|x1 |, . . . , |xn |}
"x" =
The spectral radius of a matrix M
EL2620
Lecture 5
Max norm:
Euclidean norm:
Examples:
"x" = || "x", for all R
x2n
"x" = 0 x = 0
: R , such that for all x, y
"x + y" "x" + "y"
"x" 0
Definition:
A norm is a function " "
A norm " " measures size
EL2620
2011
2011
= diag {1 , . . . , n } ; U U = I ; V V = I
M = U V
Cnn has a singular value decomposition
Gain of a Matrix
"M x"
"x"
Lecture 5
sup-norm:
"x"2 =
"#
"x" = suptR+ |x(t)|
2-norm (energy norm):
Examples:
|x(t)|2 dt
A signal norm " "k is a norm on the space of signals x.
: R+ R.
Signal Norms
A signal x is a function x
EL2620
Lecture 5
where " " is the Euclidean norm.
xRn
max (M ) = 1 = sup
The gain of M is the largest singular value of M :
i - the singular values
where
Every matrix M
EL2620
2011
2011
Parsevals Theorem
1
|x(t)| dt =
2
1
y(t)x(t)dt =
2
|X(i)|2 d.
Y (i)X(i)d.
Lecture 5
S2
(S1 )(S2 ).
S1
2 minute exercise: Show that (S1 S2 )
EL2620
Lecture 5
11
2011
The power calculated in the time domain equals the power calculated
in the frequency domain
"x"22
In particular,
then
L2 have the Fourier transforms

$
$
it
eit y(t)dt,
X(i) =
e
x(t)dt,
Y (i) =
Theorem: If x, y
2011
L2 denotes the space of signals with bounded energy: "x"2 <
EL2620
uL2
(S) = sup
f ()
uL2
y(t)
x
Kx
x
f (x)
K|x| and
Gain of a Static Nonlinearity
Lecture 5
&
# %
#
"y"22 = 0 f 2 u(t) dt 0 K 2 u2 (t)dt = K 2 "u"22 ,
where u(t) = x , t (0, 1), gives equality, so
'
(f ) = sup "y"2 "u"2 = K
Proof:
u(t)
= u(t) is
||"u"2
"u"2
= sup
= ||
"u"2
uL2 "u"2
Lemma: A static nonlinearity f such that |f (x)|

f (x ) = Kx has gain (f ) = K .
EL2620
Lecture 5
uL2
() = sup
12
2011
10
2011
"y"2
"S(u)"2
= sup
"u"2 uL2 "u"2
Example: The gain of a scalar static system y(t)
The gain of S is defined as
y = S(u).
System Gain
A system S is a map from L2 to L2 :
EL2620
(G)
r1
e1
S2
S1
e2
r2
The Small Gain Theorem
Lecture 5
13
15
2011
Theorem: Assume S1 and S2 are BIBO stable. If (S1 )(S2 ) < 1,

then the closed-loop system is BIBO stable from (r1 , r2 ) to (e1 , e2 )
EL2620
Lecture 5
Arbitrary close to equality by choosing u(t) close to sin t.
"y"22 =
10
2011
(0, ) and |G(i )| = K
10
|G(i)|
$
1
|Y (i)|2 d
2
$
1
=
|G(i)|2 |U (i)|2 d K 2 "u"22
2
Proof: Assume |G(i)| K for

for some . Parsevals theorem gives
10 -1
10
-2
-1
10
10
10
Gain of a Stable Linear System
% &
"Gu"2
G = sup
= sup |G(i)|
uL2 "u"2
(0,)
Lemma:
EL2620
BIBO Stability
f ()
Lecture 5
Ky
y
f (y)
(0, 1/2).
16
2011
14
2011
f (y)
K, y *= 0, f (0) = 0
y
Small Gain Theorem gives BIBO stability for K
(G) = 2 and (f ) K .
2
,
(s + 1)2
G(s)
ExampleStatic Nonlinear Feedback
G(s) =
EL2620
Lecture 5
< .
% &
"S(u)"2
S = sup
"u"2
uL2
= Ax is asymptotically stable then

G(s) = C(sI A)1 B + D is BIBO stable.
Example: If x
Definition:
S is bounded-input bounded-output (BIBO) stable if (S)
EL2620
"e1 "2
"r1 "2 + (S2 )"r2 "2

1 (S2 )(S1 )
"e1 "2 "r1 "2 + (S2 )["r2 "2 + (S1 )"e1 "2 ]
Proof of the Small Gain Theorem
"e2 "2
"r2 "2 + (S1 )"r1 "2

1 (S1 )(S2 )
2011
17
2011
Lecture 5
f ()
G(s)
-1
-0.5
-1
0.5
-0.5
0.5
1.5
G(i)
2
19
Let f (y) = Ky in the previous example. Then the Nyquist Theorem

proves stability for all K [0, ), while the Small Gain Theorem
only proves stability for K (0, 1/2).
Small Gain Theorem can be Conservative
EL2620
Lecture 5
Note: Formal proof requires " "2e , see Khalil
so also e2 is bounded.
Similarly we get
(S2 )(S1 ) < 1, "r1 "2 < , "r2 "2 < give "e1 "2 < .
gives
EL2620
G(s)
-1
-1
-0.5
0.5
-0.5
The Nyquist Theorem
From: U(1)
0.5
f ()
G(s)
k1 y
k2 y f (y)
k11
The Circle Criterion

k12
G(i)
2011
18
2011
f (y)
k2 , y *= 0,
y
f (0) = 0
Lecture 5
If the Nyquist curve of G(s) does not encircle or intersect the circle
defined by the points 1/k1 and 1/k2 , then the closed-loop
system is BIBO stable.
0 k1
20
Theorem: Assume that G(s) has no poles in the right half plane, and
EL2620
Lecture 5
Theorem: If G has no poles in the right half plane and the Nyquist
curve G(i), [0, ), does not encircle 1, then the
closed-loop system is stable.
EL2620
To: Y(1)
2011
f (y)
-1
-0.5
-1
0.5
-0.5
1
K
0
0.5
f(()
(
G(s)
r2
k
1
G(i)
Lecture 5
23
2011
21
(0, 4).
< 1, where
G
(=
is stable (This has to be checked later). Hence,
G
1 + kG
)
)
) 1
)
1
)
=)
+ k )) > R
(
G(i)
|G(i)|
(
Small Gain Theorem gives stability if |G(i)|R
r(1
EL2620
Lecture 5
the Circle Criterion gives that the system is BIBO stable if K
= 1/K .
1.5
G(i)
The circle is defined by 1/k1 = and 1/k2

Since
min Re G(i) = 1/4
Ky
ExampleStatic Nonlinear Feedback (contd)
EL2620
e1
y2
f ()
G(s)
e2
y1
r2
r(1
1
G(i)
k11
k12
Lecture 5
r2
y1
G(i)
G
is stable since 1/k is inside the circle.
1 + kG
k1
Note that G(s) may have poles on the imaginary axis, e.g.,
integrators are allowed
Note that
k2
f(()
2011
22
2011
24
C : |z + k| > R} mapped
(
G
= (k1 + k2 )/2, f((y) = f (y) ky , and r(1 = r1 kr2 :

)
)
) f((y) ) k2 k1
)
)
=: R, y *= 0,
f((0) = 0
) y )
2
Proof of the Circle Criterion
The curve G1 (i) and the circle {z

through z + 1/z gives the result:
EL2620
Lecture 5
r1
Let k
EL2620
Passivity and BIBO Stability
Passive System
> 0 such that
Lecture 5
Warning: There exist many other definitions for strictly passive
,y, u-T )(|y|2T + |u|2T ), for all T > 0 and all u
and strictly passive if there exists )
27
2011
Definition: Consider signals u, y : [0, T ] Rm . The system S is

passive if
,y, u-T 0, for all T > 0 and all u
EL2620
Lecture 5
25
2011
The main result: Feedback interconnections of passive systems are

passive, and BIBO stable (under some additional mild criteria)
EL2620
y T (t)u(t)dt
cos =
,y, u-T
=0
|y|T |u|T
u = sin t and y = cos t are orthogonal if T = k ,
,y, u-T |y|T |u|T
Lecture 5
2 minute exercise: Is the pure delay system y(t) = u(t )

passive? Consider for instance the input u(t) = sin ((/)t).
EL2620
Lecture 5
Example:
because
Cauchy-Schwarz Inequality:
28
2011
26
2011
= |y|T |u|T cos

!
|y|T = ,y, y-T - length of y , - angle between u and y
If u and y are interpreted as vectors then ,y, u-T
,y, u-T =
Scalar Product
Scalar product for signals y and u
EL2620
)) 0,
Lecture 5
passive.
1
is strictly passive,
G(s) =
s+1
1
G(s) =
is passive but not strictly
s
Example:
Re G(i
-0.4
-0.2
0.2
0.4
0.6
0.2
0.4
0.6
G(i)
0.8
> 0 such that
> 0
It is strictly passive if and only if there exists )
31
2011
du
Cu2 (T )
dt =
0
dt
2
di
Li2 (T )
L i(t)dt =
0
dt
2
u(t)C
Ri2 (t)dt R,i, i-T 0
Passivity of Linear Systems
Theorem: An asymptotically stable linear system G(s) is passive if

and only if
Re G(i) 0,
> 0
EL2620
Lecture 5
di
u = L : ,u, i-T =
dt
du
: ,u, i-T =
i=C
dt
u(t) = Ri(t) : ,u, i-T =
29
2011
ExamplePassive Electrical Components
EL2620
y2
e1
S2
S1
e2
y1
r2
= ,y1 , r1 -T + ,y2 , r2 -T = ,y, r-T
0 if ,y1 , e1 -T 0 and ,y2 , e2 -T 0.
= supuL2
y
&y&2
&u&2
< .
Lecture 5
Hence, )"y"22
1
"y"2 "u"2
)
"y"2 "u"2 , so
)(|y|2 + |u|2 ) ,y, u- |y| |u| = "y"2 "u"2
Proof:
Lemma: If S is strictly passive then (S)
32
2011
A Strictly Passive System Has Finite Gain
EL2620
Lecture 5
Hence, ,y, r-T
,y, e-T = ,y1 , e1 -T + ,y2 , e2 -T = ,y1 , r1 y2 -T + ,y2 , r2 + y1 -T
Proof:
30
2011
Lemma: If S1 and S2 are passive then the closed-loop system from

(r1 , r2 ) to (y1 , y2 ) is also passive.
r1
Feedback of Passive Systems is Passive
EL2620
r1
y2
e1
S2
S1
e2
y1
r2
The Passivity Theorem
y2
e1
S2
S1
e2
y1
r2
1
The Passivity Theorem is a

Small Phase Theorem
Lecture 5
S2 passive cos 2 0 |2 | /2
S1 strictly passive cos 1 > 0 |1 | < /2
r1
EL2620
Lecture 5
Theorem: If S1 is strictly passive and S2 is passive, then the

closed-loop system is BIBO stable from r to y .
EL2620
35
2011
33
2011
Proof
1
2,y2 , r2 -T + ,y, r-T
)
G(s)
and the result follows.
|y|2T
+
1
2+
|y|T |r|T
)
1
|y1 |2T + |y2 |2T 2,y2 , r2 -T + |r1 |2T ,y, r-T
)
1
|y1 |2T + ,r1 y2 , r1 y2 -T ,y, r-T
)
2011
34
2011
Lecture 5
36
2 minute exercise: Apply the Passivity Theorem and compare it with

the Nyquist Theorem. What about conservativeness? [Compare the
discussion on the Small Gain Theorem.]
EL2620
Lecture 5
Let T
Hence
or
Therefore
S1 strictly passive and S2 passive give

%
&
) |y1 |2T + |e1 |2T ,y1 , e1 -T + ,y2 , e2 -T = ,y, r-T
EL2620
ExampleGain Adaptation
c
s
G(s)
( )u
ym y
Gain Adaptation is BIBO Stable
c > 0.
ym
Lecture 5
S is passive (see exercises).

If G(s) is strictly passive, the closed-loop system is BIBO stable
EL2620
Lecture 5
G(s)
(t)
Model
G(s)
d
= cu(t)[ym (t) y(t)],
dt
Adaptation law:
Process
Applications in telecommunication channel estimation and in noise

cancellation etc.
EL2620
39
2011
37
2011
Lecture 5
Let G(s)
EL2620
Lecture 5
G(s)
G(s)
ym
c
s
0
0
0.5
1.5
-2
10
10
y , ym
15
15
20
20
1
, c = 1, u = sin t, and (0) = 0.
s+1
Simulation of Gain Adaptation
(t)
Gain AdaptationClosed-Loop System
replacements
EL2620
40
2011
38
2011
x *= 0
: R R such that
n
Lyapunov vs. Passivity
Lecture 5
V uT y
Passivity idea: Increase in stored energy Added energy
V 0
Lyapunov idea: Energy is decreasing
Storage function is a generalization of Lyapunov function
EL2620
Lecture 5
absorbed energy
43
2011
41
2011
V (T ) represents the stored energy in the system

$ T
V (x(T ))
y(t)u(t)dt + V (x(0)) , T > 0
, -. /
, -. /
0
,
-.
/ stored energy at t = 0
stored energy at t = T
Remark:
V (0) = 0 and V (x) 0,

V (x) uT y , x, u
A storage function is a C function V
x = f (x, u),
y = h(x)
Storage Function
Consider the nonlinear control system
EL2620
Storage Function and Passivity
,y, u-T =
$
0
ExampleKYP Lemma
x = Ax + Bu,
y = Cx
BT P = C
Lecture 5
and hence the system is strictly passive. This fact is part of the
Kalman-Yakubovich-Popov lemma.
= 0.5xT Qx + uy < uy, x *= 0
42
44
2011
V = 0.5(x T P x + xT P x)
= 0.5xT (AT P + P A)x + uB T P x
= 0.5xT P x. Then
AT P + P A = Q,
Assume there exists positive definite matrices P, Q such that
Consider V
2011
y(t)u(t)dt V (x(T ))V (x(0)) = V (x(T )) 0
> 0,
Consider an asymptotically stable linear system
EL2620
Lecture 5
y = h(x)
= 0, then the system is passive.
Proof: For all T
with x(0)
x = f (x, u),
Lemma: If there exists a storage function V for a system
EL2620
Todays Goal
Lecture 5
Passivity
Circle Criterion
Small Gain Theorem
analyze stability using
derive the gain of a system
EL2620
45
2011
G(s)
Lecture 6
-2
-1
10
4
and u = sat e give a stable oscillation.
s(s + 1)2
Motivating Example
Describing function analysis
Lecture 6
How can the oscillation be predicted?
G(s) =
EL2620
Lecture 6
EL2620
15
20
2011
2011
Todays Goal
A Frequency Response Approach
Lecture 6
But, can we talk about the frequency response, in terms of gain and
phase lag, of a static nonlinearity?
2011
A (linear) feedback system will have sustained oscillations

(center) if the loop-gain is 1 at the frequency where the phase lag
is 180o
Nyquist / Bode:
EL2620
Lecture 6
function analysis
2011
Analyze existence and stability of periodic solutions by describing
Derive describing functions for static nonlinearities
EL2620
n=1
N.L.
G(s)
a2n + b2n sin[nt + arctan(an /bn )]
Key Idea
Lecture 6
That is, we assume all higher harmonics are filtered out by G
2011
# |G(i)| for n 2, then n = 1 suffices, so that

'
y(t) |G(i)| a21 + b21 sin[t + arctan(a1 /b1 ) + arg G(i)]
If |G(in)|
u(t) =
!
"
e(t) = A sin t gives
EL2620
Lecture 6
Note: Sometimes we make the change of variable t
= 2/T and
#
#
2 T
2 T
u(t) cos nt dt, bn () =
u(t) sin nt dt
an () =
T 0
T 0
where
a0
+
(an cos nt + bn sin nt)
2
n=1
2011
= u(t + T ) has a Fourier series expansion
Fourier Series
a0 ! " 2
+
=
an + b2n sin[nt + arctan(an /bn )]
2
n=1
u(t) =
A periodic function u(t)
EL2620
2
T
N.L.
&2
u(t) u
$k (t) dt
Lecture 6
Amplitude dependent gain and phase shift!
can be used instead of u(t) to analyze the system.
N (A, )
u
$1 (t)
u
$1 (t) = |N (A, )|A sin[t + arg N (A, )]
e(t)
b1 () + ia1 ()
A
= 0, then
u(t)
N (A, ) =
If G is low pass and a0
e(t)
Definition of Describing Function
min
The describing function is
EL2620
Lecture 6
solves
a0 !
u
$k (t) =
+
2
n=1
The Fourier Coefficients are Optimal

The finite expansion
EL2620
2011
2011
-1
-0.5
0.5
a1 =
4H
b1 () + ia1 ()
=
A
A
f ()
G(s)
1/N (A)
G(i)
Existence of Periodic Solutions
N (A) =
G(i) = 1/N (A)
Lecture 6
The intersections of the curves G(i) and 1/N (A)

give and A for a possible periodic solution.
G(i)N (A) = 1
11
2011
2011
Proposal: sustained oscillations if loop-gain 1 and phase-lag 180o
replacements
EL2620
Lecture 6
= 2t/T
1 2
u() cos d = 0
0
#
#
1 2
2
4H
b1 =
u() sin d =
H sin d =
0
0
Describing Function for a Relay
The describing function for a relay is thus
EL2620
Odd Static Nonlinearities
G(s) =
G(s)
-1
-0.5
-0.4
-0.3
-0.2
-0.1
0.1
-0.8
-0.6
-0.4
-0.2
G(i)
1/N (A)
Periodic Solutions in Relay System
2011
10
2011
Lecture 6
12
3
with feedback u = sgn y
(s + 1)3
No phase lag in f (), arg G(i) = for = 3 = 1.7
G(i 3) = 3/8 = 1/N (A) = A/4 A = 12/8 0.48
EL2620
Lecture 6
Nf +g (A) = Nf (A) + Ng (A)
Nf (A) = Nf (A)
Nf (A, ) = Nf (A)
Im Nf (A, ) = 0
Assume f () and g() are odd (i.e. f (e) = f (e)) static

nonlinearities with describing functions Nf and Ng . Then,
EL2620
10
Lecture 6
EL2620
Lecture 6
b1 =
a1 =
#
1 2
u() cos d = 0
0
#
#
1 2
4 /2
u() sin d =
u() sin d
0
0
#
#
4A 0 2
4D /2
sin d +
sin d
0
0
)
*
A
20 + sin 20
Note that G filters out almost all higher-order harmonics.
-1
-0.5
0.5
The prediction via the describing function agrees very well with the
true oscillations:
EL2620
15
2011
13
2011
-1
-0.5
0.5
= arcsin D/A.
Lecture 6
0.1
0
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1.1
N (A) for H = D = 1
10
)
*
1
Hence, if H = D , then N (A) =
20 + sin 20 .
If H += D , then the rule Nf (A) = Nf (A) gives

)
*
H
20 + sin 20
N (A) =
D
EL2620
Lecture 6
where 0
= A sin t = A sin . First set H = D. Then for

(0, )
(
A sin ,
(0, 0 ) ( 0 , )
u() =
D,
(0 , 0 )
Describing Function for a Saturation
Let e(t)
EL2620
16
2011
14
2011
Lecture 6
oscillation amplitude is decreasing.
If G() does not encircle the point 1/N (A), then the
amplitude is increasing.
If G() encircles the point 1/N (A), then the oscillation
1/N (A)
G()
Stability of Periodic Solutions
Assume that G(s) is stable.
EL2620
Lecture 6
19
2011
17
2011
5 minute exercise: What oscillation amplitude and frequency do the

describing function analysis predict for the Motivating Example?
EL2620
KG(s)
1/K
G(i)
The Nyquist Theorem
2011
1/N (A)
G()
An Unstable Periodic Solution
Lecture 6
An intersection with amplitude A0 is unstable if A < A0 leads to

decreasing amplitude and A > A0 leads to increasing.
EL2620
Lecture 6
system is stable (damped oscillations)
20
2011
18
If G(i) does not encircle the point 1/K , then the closed-loop
is unstable (growing amplitude oscillations).
If G(i) encircles the point 1/K , then the closed-loop system
displays sustained oscillations
If G(i) goes through the point 1/K the closed-loop system
Assume that G is stable, and K is a positive gain.
EL2620
G(s) =
G(s)
-0.2
-5
-0.15
-0.1
-0.05
0.05
0.1
-4
-3
-2
-1
1/N (A)
G(i)
(s + 10)2
(s + 1)3
-1
-0.8
-0.6
-0.4
-0.2
0.2
0.4
0.6
0.8
= arcsin D/A.
= A sin t = A sin . Then for (0, )

(
0,
(0, 0 )
u() =
1,
(0 , 0 )
where 0
Lecture 6
Describing Function for a Quantizer
Let e(t)
EL2620
Lecture 6
gives one stable and one unstable limit cycle. The left most
intersection corresponds to the stable one.
0.15
0.2
Stable Periodic Solution in Relay System
EL2620
23
2011
21
2011
Automatic Tuning of PID Controller
Lecture 6
EL2620
Lecture 6
Relay
A
T
Process
10
Time
#
1 2
u() cos d = 0
a1 =
0
#
#
1 2
4 /2
b1 =
u() sin d =
sin d
0
0
4
4"
= cos 0 =
1 D2 /A2
+
0,
A<D
N (A) =
4 "
1 D2 /A2 , A D
A
PID
Period and amplitude of relay feedback limit cycle can be used for
autotuning:
EL2620
24
2011
22
2011
0
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
10
= sgn y :
Friction
Lecture 6
The oscillation depends on the zero at s
= z.
s(s z)
G
= 3
1 + GC
s + 2s2 + 2s + 1
Corresponds to
yref
Control loop with friction F
27
2011
25
2011
Accuracy of Describing Function Analysis
EL2620
Lecture 6
1.3/A for large amplitudes
N (A) for D = 1
Plot of Describing Function Quantizer
Notice that N (A)
EL2620
Describing Function Pitfalls
15
15
20
20
25
25
30
30
0.2
0.4
0.6
Lecture 6
0.5
Accurate results only if y is close to sinusoidal!
(17.3, 0.23), respectively.
= (11.4, 1.00) and
z = 1/3
-0.5
z = 4/3
DF gives period times and amplitudes (T, A)
-0.4
-1
10
z = 4/3
10
0.8
1.2
-0.4
z = 1/3
-0.2
-0.2
0.2
0.4
-1
EL2620
Lecture 6
and can be far from the true values.
28
2011
26
2011
The predicted amplitude and frequency are only approximations
A limit cycle may exist even if the DF does not predict it.
A DF may predict a limit cycle even if one does not exist.
Describing function analysis can give erroneous results.
EL2620
=x ?
Analysis of OscillationsA Summary
Lecture 6
Powerful graphical methods
Approximate results
Describing function analysis
Frequency-domain:
Hard to use for large problems
Rigorous results but only for simple examples
Poincare maps and Lyapunov functions
Time-domain:
EL2620
Lecture 6
2 minute exercise: What is N (A) for f (x)
EL2620
31
2011
29
2011
e(t) = A sin t
f ()
u(t)
Harmonic Balance
a0 !
+
2
n=1
2011
30
2011
Lecture 6
function analysis
32
Analyze existence and stability of periodic solutions by describing
Todays Goal
Derive describing functions for static nonlinearities
EL2620
Lecture 6
Example: f (x) = x2 gives u(t) = (1 cos 2t)/2. Hence by

considering a0 = 1 and a2 = 1/2 we get the exact result.
may give much better result. Describing function corresponds to

k = 1 and a0 = 0.
u
$k (t) =
A few more Fourier coefficients in the truncation
EL2620
PSfr
PID
u
G
The Problem with Saturating Actuator
Compensation for friction
Friction models
Compensation for saturation (anti-windup)
Lecture 7
Lecture 7
1
+ Td s
Recall: CPID (s) = K 1 +
Ti s
Example: I-part in PID
"
3
2011
2011
Leads to problem when system and/or the controller are unstable
behavior!
The feedback path is broken when u saturates Open loop
EL2620
Lecture 7
EL2620
Todays Goal
0.1
0.1
20
20
40
Time
40
60
60
80
80
ExampleWindup in PID Controller
Lecture 7
PID controller without (dashed) and with (solid) anti-windup
EL2620
Lecture 7
Anti-windup for PID and state-space controllers
You should be able to analyze and design
EL2620
y
u
2011
2011
Anti-Windup for PID Controller
K
Ti
KTd s
KTd s
1
Tt
1
s
1
Tt
1
s
es
Actuator
es
Actuator
Actuator model
State feedback
Actuator
x = A
x + B sat v + K(y C x)
v = L(xm x)
Observer
xm
Lecture 7
sat v
Anti-Windup for Observer-Based

State Feedback Controller
K
Ti
x is estimate of process state, xm desired (model) state

Need actuator model if sat v is not measurable
EL2620
Lecture 7
(b)
(a)
Anti-windup (a) with actuator output available and (b) without
EL2620
2011
2011
Anti-Windup is Based on Tracking
%
#
Ke( ) es ( )
1 t
+
es ( ) d
d
Ti
Tt
Tt 0
2011
Lecture 7
(a)
y
SA
(b)
y
SB
2011
Idea: Rewrite representation of control law from (a) to (b) with the
same inputoutput relation, but where the unstable SA is replaced by
a stable SB . If u saturates, then (b) behaves better than (a).
Windup possible if F unstable and u saturates
x c = F xc + Gy
u = Cxc + Dy
Anti-Windup for
General State-Space Controller
State-space controller:
EL2620
Lecture 7
I(t) =
# t$
Remark: If 0 < Tt # Ti , then the integrator state becomes sensitive

to the instances when es $= 0:
Tt = Ti
Tt = Ti Td
Common choices of Tt :
The tracking time Tt is the design parameter of the anti-windup
When the control signal saturates, the integration state in the

controller tracks the proper state
EL2620
Controllers with Stable Zeros
= G KD.
2011
2011
Lecture 7
Note that this implies G KD = 0 in the figure on the previous

slide, and we thus obtain P-feedback with gain D under saturation.
11
and the eigenvalues of the observer based controller becomes equal

to the zeros of F (s) when u saturates
K = G/D
F KC = F GC/D
u=0
Thus, choose observer gain
x c = F xc + Gy
u = Cxc + Dy
&
'(
)
x c = (F GC/D) xc
y = C/Dxc
zero dynamics
Most controllers are minimum phase, i.e. have zeros strictly in LHP
EL2620
Lecture 7
where G0
x c = F0 xc + G0 y + Ku
u = sat(Cxc + Dy)
Choose K such that F0 = F KC has desired (stable)

eigenvalues. Then use controller
x c = F xc + Gy + K(u Cxc Dy)

= (F KC)xc + (G KD)y + Ku
Mimic the observer-based controller:
EL2620
s 1
F KC
s 1
xc
xc
sat
y
+
1 1
D
F (s)
sat
Lecture 7
If the transfer function (1/F (s) 1/D) in the feedback loop is

stable (stable zeros) No stability problems in case of saturation
10
12
2011
= lims F (s) and consider the feedback implementation
Controller F (s) with Stable Zeros
G KD
2011
It is easy to show that transfer function from y to u with no saturation

equals F (s)!
Let D
EL2620
Lecture 7
State-space controller without and with anti-windup:
EL2620
Internal Model Control (IMC)
Q(s)
*
G(s)
G(s)
y*
Lecture 7
Choose Q
G1 .
v
*
G
IMC with Static Nonlinearity
y*.
G and choose Q stable with Q G1 .
Include nonlinearity in model
EL2620
Lecture 7
*
Design: assume G
Assume G stable. Note: feedback from the model error y
C(s)
differ!
IMC: apply feedback only when system G and model G
EL2620
15
2011
13
2011
Lecture 7
An alternative way to implement anti-windup!
No integration.
(T1 s + 1)
y
s
T1 s + 1
umax
y
s + 1
s + 1
> umax (v = umax ):
If |u|
u=
< umax (v = u): PI controller u =
* = T1 s + 1 y + 1 v
u = Q(y Gv)
s + 1
s + 1
= 0 and abuse of Laplace transform notation
Example (contd)
if |u|
Assume r
EL2620
Lecture 7
PI-controller!
*
1 QG
!
"
T1
1
T1 s + 1
=
1+
F =
s
T1 s
T1 s + 1
, < T1
s + 1
1
T1 s + 1
Example
*
G(s)
=
Q=
F =
Gives the controller
Choose
EL2620
16
2011
14
2011
Other Anti-Windup Solutions
Friction
Lecture 7
How to detect friction in control loops?
How to compensate for friction?
How to model friction?
Problems:
Earthquakes
Sometimes too small:
Friction in brakes
Sometimes good:
Friction in valves and other actuators
Often bad:
Friction is present almost everywhere
EL2620
Lecture 7
Apply optimal control theory (Lecture 12)
Conditionally reset integration state to zero
Dont update controller states at saturation
Tune controller to avoid saturation
Other solutions include:
Solutions above are all based on tracking.
EL2620
19
2011
17
2011
Bumpless Transfer
1
Tr
1
Tm
uc
1
Tr
1
s
PD
1
s
1
Tr
Lecture 7
Ff
EL2620
Lecture 7
Fp
0
0
0
0
0.2
0.4
0
0
10
Ff
Fp
10
10
Stick-Slip Motion
Note the incremental form of the manual control mode (u
uc
PID with anti-windup and bumpless transfer:
20
20
20
20
Time
Time
Time
2011
18
2011
uc /Tm )
Another application of the tracking idea is in the switching between

automatic and manual control modes.
EL2620
Lecture 7
EL2620
xr
0.2
0.2
0
0
0.5
20
20
20
40
40
40
ms
60
60
60
Friction
80
80
80
Friction Modeling
PID
100
Time
100
Time
100
Time
Position Control of Servo with Friction
Lecture 7
EL2620
23
2011
21
2011
Stribeck Effect
Lecture 7
-0.04
-200
-150
-100
-50
50
100
150
200
Stribeck (1902)
-0.03
-0.02
-0.01
0
0.01
Velocity [rad/sec]
Steady state friction: Joint 1
0.02
0.03
0.04
Friction increases with decreasing velocity (for low velocities)
EL2620
Lecture 7
5 minute exercise: Which are the signals in the previous plots?
EL2620
Friction [Nm]
24
2011
22
2011
Classical Friction Models
Integral Action
Lecture 7
xr
PID
1
ms
Friction
v
1
s
If friction force changes quickly, then large integral action

(small Ti ) necessary. May lead to stability problem
Works if friction force changes slowly (v(t) const)
Integral action compensates for any external disturbance
EL2620
Lecture 7
Advanced models capture various friction phenomena better
EL2620
27
2011
25
2011
Friction Compensation
K
Ti
e(t)
e( )d where
e(t)
+t
Lecture 7
Disadvantage: Error wont go to zero
Advantage: Avoid that small static error introduces oscillation
Modified Integral Action

Modify the integral part to I
EL2620
Lecture 7
The Knocker
Adaptive friction compensation
Model-based friction compensation
Dither signal
Integral action
Lubrication
EL2620
28
2011
26
2011
Dither Signal
PID
+
+
Friction
estimator
1
ms
Friction
z = kuPID sgn v
a
= z km|v|
F = a
sgn v
F = a sgn v
uPID
Friction estimator:
Lecture 7
1
ms
Friction
v
1
s
1
s
Adaptive Friction Compensation
Coulomb friction model:
EL2620
Lecture 7
Cf., mechanical maze puzzle

(labyrintspel)
xr
Avoid sticking at v = 0 (where there is high friction)

by adding high-frequency mechanical vibration (dither )
replacements
EL2620
31
2011
29
2011
u = uPID + F
Lecture 7
= 0.
= k(a a
)
= ke
de
d
a
dz
d
=
= + km |v|
dt
dt
dt
dt
= kuPID sgn v + kmv sgn v
= k sgn v(uPID mv)
= k sgn v(F F )
e=aa
0 as t
d
Remark: Careful with dt
|v| at v
Proof:
Adaptation converges:
EL2620
Lecture 7
u and F does apply at the same point
An estimate F F is available
Possible if:
an estimate of F .
where uPID is the regular control signal and F
use control signal
m
x=uF
Model-Based Friction Compensation

For process with friction F :
EL2620
32
2011
30
2011
-10
-5
10
-1
-0.5
-10
-5
10
-1
-0.5
0.5
PI-controller
P-controller with adaptive friction compensation
0.5
Detection of Friction in Control Loops
P-controller
vref
50
50
100
100
150
150
200
time
200
Lecture 7
Horch: PhD thesis (2000) and patent
10.5
11
11.5
12
98
99
100
101
102
250
250
300
300
350
350
Idea: Monitor loops automatically and estimate friction
Q: When should valves be maintained?
Friction is due to wear and increases with time
EL2620
Lecture 7
-10
-5
10
-1
-0.5
0.5
EL2620
35
2011
33
2011
The Knocker
Todays Goal
Lecture 7
10
Anti-windup for PID, state-space, and polynomial controllers
EL2620
Lecture 7
Hagglund:
Patent and Innovation Cup winner
-0.5
0.5
1.5
2.5
Coulomb friction compensation and square wave dither

Typical control signal u
EL2620
36
2011
34
2011
Lecture 7
Quantization
Backlash
EL2620
Next Lecture
37
2011
Lecture 8
Fin!
EL2620
Lecture 8
EL2620
Tin
in
" D!
xin
2D
" D!
xout
out
Linear and Angular Backlash
Backlash
Quantization
Lecture 8
Tout
Fout
!
2011
2011
Todays Goal
Lecture 8
sometimes inducing oscillations
bad for control performance
necessary for a gearbox to work in high temperature
increasing with wear
Backlash
present in most mechanical and hydraulic systems
Backlash (glapp) is
EL2620
Lecture 8
Quantization
Backlash
You should be able to analyze and design for
EL2620
2011
2011
otherwise
in contact
xout
out
xin
in
xin | = D and x in (xin xout ) > 0.
x out
!
x in ,
=
0,
Backlash Model
Effects of Backlash
Lecture 8
ref
1
1 + sT
in
1
s
in
P-control of motor angle with gearbox having backlash with D
EL2620
Lecture 8
backlash is a dynamic phenomena.
out
2011
2011
= 0.2
Multivalued output; current output depends on history. Thus,
in contact if |xout
EL2620
10
15
20
No backlash K
25
30
35
= 0.25, 1, 4
40
0
0
0.2
0.4
0.6
0.8
1.2
1.4
1.6
10
15
Backlash K
20
25
30
35
= 0.25, 1, 4
xin xout
(in out )
40
Lecture 8
but never vanish
Note that the amplitude will decrease with decreasing D,
2011
2011
Oscillations for K = 4 but not for K = 0.25 or K = 1. Why?
0
0
0.5
1.5
EL2620
Lecture 8
(Torque)
Force
Alternative Model
Not equivalent to Backlash Model
EL2620
Describing Function for Backlash
K=4
-2
Real Axis
K = 0.25
K=1
1/N (A)
Nyquist Diagrams
0
0
10
15
Lecture 8
Describing function predicts oscillation well
20
25
30
35
Input and output of backlash
= 0.33, = 1.24
Simulation: A = 0.33, = 2/5.0 = 1.26
DF analysis: Intersection at A
0.2
0.4
0.6
0.8
1.2
1.4
1.6
1.8
Describing Function Analysis
K = 4, D = 0.2:
-4
-4
-3
-2
-1
EL2620
Re N (A) =
1
+ arcsin(1 2D/A)
2
# $
%&
D
D
+ 2(1 2D/A)
1
A
A
$
%
D
4D
1
Im N (A) =
A
A
"
< D then N (A) = 0 else
Lecture 8
If A
EL2620
Imaginary Axis
40
11
2011
2011
-3.5
-2.5
-2
-1.5
-1
Re -1/N(A)
-0.5
0.5
Stability Proof for Backlash System
1
1 + sT
in
1
s
Lecture 8
Q: What about in and out ?
Note that in and out will not converge to zero
ref
in
Do there exist conditions that guarantee stability (of the

steady-state)?
out
12
2011
10
2011
1 as A (physical interpretation?)
-3
The describing function method is only approximate.
replacements
EL2620
Lecture 8
Note that 1/N (A)
-16
-4
-14
-12
-10
-8
-6
-4
-2
1/N (A) for D = 0.2:
EL2620
Im -1/N(A)
G(s)
Lecture 8
Backlash inverse
Linear controller design
Deadzone
G(s)
BL
in in contact
0 otherwise
in
out
Backlash Compensation
Mechanical solutions
EL2620
Lecture 8
out
out =
The block BL satisfies
in
Rewrite the system:
EL2620
15
2011
13
2011
Homework 2
G(s)
BL
Lecture 8
ref
1+sT2
K 1+sT
1
1
1 + sT
in
1
s
in
Linear Controller Design

Introduce phase lead compensation:
EL2620
Lecture 8
Circle Criterion BL contained in sector [0, 1]
=1
out
Small Gain Theorem BL has gain (BL)
Passivity Theorem BL is passive
in
Analyze this backlash system with inputoutput stability results:
EL2620
out
16
2011
14
2011
-5
without filter
Real Axis
Nyquist Diagrams
10
-2
-1
u, with/without filter
y, with/without filter
10
10
15
15
20
20
+ if u(t) > u(t)
u+D
+ if u(t) < u(t)
xin (t) =
uD
x (t) otherwise
in
Oscillation removed!
with filter
0
0
0.5
1.5
Lecture 8
+ > D then over-compensation (may give oscillation)

If D
+ < D then under-compensation (decreased backlash)

If D
+ = D then perfect compensation (xout = u)

If D
EL2620
Lecture 8
-10
-10
-8
-6
-4
-2
10
1+sT2
F (s) = K 1+sT
with T1 = 0.5, T2 = 2.0:
1
EL2620
Imaginary Axis
19
2011
17
2011
Backlash Inverse
D
D
Lecture 8
-2
0.4
0.8
1.2
10
10
Motor with backlash on input in feedback with PD-controller
EL2620
! xout
ExamplePerfect Compensation
$
! ##
! xin
! #$
!
#
#
##
#
Lecture 8
Idea: Let xin jump 2D when x out should change sign

xout
EL2620
xin
20
2011
18
2011
40
60
80
21
Lecture 8
2011
EL2620
2011
22
A/D
Lecture 8
Roundoff, overflow, underflow in computations
Quantization of parameters
Quantization in A/D and D/A converters
D/A
/2
What precision is needed in computations? (864 bits?)
23
e2 fe de =
/2
/2
e
y
2
e2
de =
12
Lecture 8
24
But, added noise can never affect stability while quantization can!
May be reasonable if is small compared to the variations in u
Var(e) =
Model quantization error as a uniformly distributed stochastic signal e

independent of u with
20
What precision is needed in A/D and D/A converters? (814 bits?)
-2
2011
Linear Model of Quantization
80
60
40
0.4
0.4
20
0.8
0.8
ExampleOver-Compensation
1.2
EL2620
1.2
ExampleUnder-Compensation
2011
Quantization
EL2620
Lecture 8
EL2620
-1
-0.8
-0.6
-0.4
-0.2
0.2
0.4
0.6
A/Delta
0,
A<D
4 .
1 D2 /A2 , A > D
A
0.8
2011
25
2011
Lecture 8
Reducing reduces only the oscillation amplitude
Controller with gain margin > 1/0.79 = 1.27 avoids oscillation
27
Predicts oscillation if Nyquist curve intersects negative real axis to

the left of /4 0.79
The maximum value is 4/ 1.27 attained at A 0.71.
EL2620
Lecture 8
N (A) =
Lecture 6
Describing Function for Deadzone Relay
EL2620
N (A)
u
Q
/2
Describing Function for Quantizer
Lecture 8
G(s)
> 2/1.27 = 1.57 with Q.

1es
s
Stable oscillation predicted for K
Nyquist of linear part (K & ZOH & G(s)) intersects at 0.5K :

Stability for K < 2 without Q.
= 0.2
ExampleMotor with P-controller.

Quantization of process output with
EL2620
Lecture 8
A < 2
0,
#
$
%2
n
N (A) =
2i 1
4 /
1
<A<
, 2n1
2
A i=1
2A
EL2620
28
2011
26
2n+1
2011
(a)
(b)
(c)
Quantization
EL2620
Lecture 8
EL2620
Output
Output
Time
K = 1.6
K = 1.2
K = 0.8
0.05
0.98
1.02
31
0.05
0.05
0.05
0.05
50
50
50
Time
100
100
100
Lecture 8
150
D/A
Real axis
= 0.01 in D/A converter:
Lecture 8
100
150
150
Quantization
EL2620
Lecture 8
Au = 0.005 and T = 39
Simulation: Au = 0.005 and T = 39
Time
100
100
2011
29
A/D
150
150
150
Example1/s2 & 2nd-Order Controller
EL2620
Describing function:
50
50
50
50
50
50
2011
Ay = 0.01 and T = 39
Simulation: Ay = 0.01 and T = 28
Describing function:
= 0.02 in A/D converter:
0.05
Output
Output
Output
Input
Output
Unquantized
Input
Imaginary axis
32
2011
30
2011
Quantization Compensation
Lecture 8
pling, and digital lowpass filter to improve accuracy of A/D

converter
Use analog dither, oversam-
anti-windup to improve D/A

converter
Use the tracking idea from
A/D
controller
Digital
filter
Avoid unstable controller and gain margins < 1.3
Improve accuracy (larger word length)
EL2620
Analog
decim.
D/A
33
2011
Todays Goal
Lecture 8
Quantization
Backlash
You should now be able to analyze and design for
EL2620
34
2011
f ()
Feedback amplifiers were the solution!
f ()
Lecture 9
Black, Bode, and Nyquist at Bell Labs 19201950.
f ()
High signal amplification with low distortion was needed.
History of the Feedback Amplifier
Nonlinear control design based on high-gain control
Lecture 9
New YorkSan Francisco communication link 1914.
EL2620
Lecture 9
EL2620
2011
2011
Todays Goal
2 e f (e)
Lecture 9
f ()
$ 1/1 , yields
f (e)
2
e
choose K
1
r
K
1
2
r y
r
1 + 1 K
1 + 2 K
1 e
2011
2011
Linearization Through High Gain Feedback
EL2620
Lecture 9
Sliding mode controllers
High-gain control systems
EL2620
A Word of Caution
f ()
k
s
!
"
u = k v f (u)
Lecture 9
> 0 large and df /du > 0, then u 0 and

!
"
0 = k v f (u)
f (u) = v
If k
f (u)
u = f 1 (v)
2011
Remark: How to Obtain f 1 from f using

Feedback
EL2620
Lecture 9
2011
Nyquist: high loop-gain may induce oscillations (due to dynamics)!
EL2620
Inverting Nonlinearities
F (s)
f1 ()
f ()
G(s)
2011
2011
Lecture 9
The case K
0
0
0.2
0.4
0.6
0.2
= u2 through feedback.
f ()
0.4
0.6
y(r)
= 100 is shown in the plot: y(r) r.
Linearization of f (u)
0.8
0.8
f (u)
1
ExampleLinearization of Static Nonlinearity
EL2620
Lecture 9
Should be combined with feedback as in the figure!
Controller
Compensation of static nonlinearity through inversion:
EL2620
= 0.1
Lecture 9
Gtot = (Gcl )100 10100
dGtot
= (1 + 103 )100 1 0.1
Gtot
and total distortion
S = (1 + GK)1 0.01. Then
dG
dGcl
=S
0.001
Gcl
G
100 feedback amplifiers in series give total amplification
Choose K
= 0.1
11
2011
1
dG
dG
dGcl
=
=S
Gcl
1 + GF G
G
ExampleDistortion Reduction
Let G = 1000,
distortion dG/G
EL2620
Lecture 9
2011
= (1 + GF )1
S is the closed-loop sensitivity to open-loop perturbations.
dGcl
1
=
dG
(1 + GF )2
Small perturbations dG in G gives
G
Gcl =
1 + GF
The closed-loop system is
The Sensitivity Function S
EL2620
f ()
2011
10
2011
Lecture 9
14
16
480
1938
1941
1
1923
Channels
Year
1914
30000
1000
150400
60
Loss (dB)
600
40
620
36
No amps
The feedback amplifier was patented by Black 1937.
12
Transcontinental Communication Revolution
EL2620
Lecture 9
Several links give distortion-free high gain.
f ()
Distortion Reduction via Feedback

The feedback reduces distortion in each link.
EL2620
1
r
GF (i)
|S(i)| r1
f ()
GF
Sensitivity and the Circle Criterion
OnOff Control
G(s)
Lecture 9
The relay corresponds to infinitely high gain at the switching point.
Common in temperature control, level control etc.
15
2011
13
2011
1
f (y)
1
1+r
y
1r
Onoff control is the simplest control strategy.
EL2620
Lecture 9
Then, the Circle Criterion gives stability if
|1 + GF (i)| > r
Consider a circle C
:= {z C : |z + 1| = r}, r (0, 1).

GF (i) stays outside C if
EL2620
k1 y
x = Ax + Bu,
u [1, 1]
= xT P x, P = P T > 0, represents the energy of
A Control Design Idea
2011
Lecture 9
x = Ax + B
x = Ax B
B T QP x = 0
16
is minimized if u = sgn(B T P x) (Notice that V = a + bu, i.e. just

a segment of line in u, 1 < u < 1. Hence the lowest value is at an
endpoint, depending on the sign of the slope b. )
V = xT (AT P + P A)x + 2B T P xu
Choose u such that V decays as fast as possible:
Assume V (x)
EL2620
Lecture 9
1
k1 =
1+r
1
k2 =
1r
Hence, |S(i)| small implies low sensitivity to nonlinearities.

k2 y f (y)
This corresponds to a large sector for f ().
If |S(i)| is small, we can choose r large (close to one).
14
2011
Small Sensitivity Allows Large Uncertainty
EL2620
+ (1
)fn
f+
Lecture 9
x1 = 1
This implies the following behavior
x1 = 1
x2 < 0
x2 > 0
x 2 (t) x1 + 1, dx2 1 + x1
dx1
x2 = 0
x2 < 0
x2 > 0
f + + (1 )f
= {x : (x) = 0}.
dx2
x (t) x1 1,
1 x1
2
dx1
For small x2 we have
EL2620
Lecture 9
(x) < 0
(x) > 0
= f + + (1 )f , where satisfies
= 0 for the normal projections of f + , f
The sliding surface is S
fn+
f+
Sliding Modes
(x) > 0
(x) < 0
The sliding mode is x
# +
f (x),
x =
f (x),
EL2620
19
2011
17
2011
Ax B,
Ax + B,
x2 > 0
x2 < 0
Lecture 9
ueq is called the equivalent control.
Sliding Mode Dynamics
x =
The dynamics along the sliding surface S is obtained by setting

u = ueq [1, 1] such that x(t) stays on S .
EL2620
Lecture 9
Example
%
$ %
0 1
1
x =
x+
u = Ax + Bu
1 1
1
u = sgn (x) = sgn x2 = sgn(Cx)
is equivalent to
EL2620
20
2011
18
2011
=0
x = Ax + Bu
u = sgn (x) = sgn(Cx)
= CAx/CB .
Lecture 9
because (x)
= x2 = 0. (Same result as before.)
!
"
ueq = CAx/CB = 1 1 x = x1 ,
Example (contd): For the example:
gives ueq
> 0. The sliding surface S = {x : Cx = 0} so

$
%
!
"
d
0 = (x)
=
f (x) + g(x)u = C Ax + Bueq
dx
Assume CB
EL2620
= {x : x2 = 0}.
ueq = x1
Equivalent Control for Linear System
gives the dynamics on the sliding surface S
=0
x 1 = x2 + ueq = x1
*+,-
Insert this in the equation for x 1 :
Lecture 9
2011
23
2011
21
= ueq such that (x)
= x 2 = 0 on (x) = x2 = 0 gives
Example (contd)
0 = x 2 = x1 x2 + ueq = x1 + ueq
*+,-
Finding u
EL2620
if the inverse exists.
d
f (x)
dx
Lecture 9
Remark: The condition that Cx = 0 corresponds to the zero at

s = 0, and thus this dynamic disappears on S = {x : Cx = 0}.
under the constraint Cx = 0, where the eigenvalues of

(I BC/CB)A are equal to the zeros of
sG(s) = sC(sI A)1 B .
= {x : Cx = 0} is given by
%
$
1
BC Ax,
x = Ax + Bueq = I
CB
The dynamics on S
EL2620
%1
Sliding Dynamics
d
ueq =
g(x)
dx
The equivalent control is thus given by
Lecture 9
2011
24
2011
22
= {x : (x) = 0}. Then, for x S ,

$
%
d dx
d
0 = (x)
=
f (x) + g(x)u
dx dt
dx
x = f (x) + g(x)u
u = sgn (x)
Deriving the Equivalent Control
has a stable sliding surface S
Assume
EL2620
Proof
2011
Closed-Loop Stability
= 2 (x)/2 with (x) = pT x. Then,

!
"
V = T (x)(x)
= xT p pT f (x) + pT g(x)u
= 0.
+ +
pn1 x(1)
n
pn x(0)
n
2011
25
Lecture 9
27
where x(k) denote time derivative. Now p corresponds to a stable

differential equation, and xn 0 exponentially as t . The
state relations xk1 = x k now give x 0 exponentially as t .
p1 x(n1)
n
0 = (x) = p1 x1 + + pn1 xn1 + pn xn
so x tend to (x)
V = (x) sgn (x) < 0
With the chosen control law, we get
Consider V (x)
EL2620
Lecture 9
but this transfer function is also 1/(sG(s)) Hence, the eigenvalues of

(I BC/CB)A are equal to the zeros of sG(s).
1
1
1
1
+
CA(sI ((I
BC)A))1
B
CB CB
CB
CB
Hence, the transfer function from y to u equals
1
1
CAx
y
y = Cx y = CAx + CBu u =
CB
CB
$
%
1
1
x = I
BC Ax
B y
CB
CB
x = Ax + Bu
EL2620
Design of Sliding Mode Controller
2011
pT f (x)
T
sgn (x),
T
p g(x) p g(x)
> 0:
Lecture 9
Note that ts
0 as .
ts =
= 0) is
0
<
Hence, the time to the first switch ((x)
(x)
it follows that as long as (x)
(x)(x)
= (x) sgn (x)
= (x0 ) > 0. Since
Time to Switch
Consider an initial point x0 such that 0
EL2620
Lecture 9
T
> 0 is a design
" parameter, (x) = p x, and
p = p1 . . . pn are the coefficients of a stable polynomial.
where !
u=
Choose control law
28
2011
26
Idea: Design a control law that forces the state to (x) = 0. Choose
(x) such that the sliding mode tends to the origin. Assume

x1
f1 (x) + g1 (x)u

x1
d
x2
.. =
= f (x) + g(x)u
..
dt .
.
xn
xn1
EL2620
ExampleSliding Mode Controller
"T
0
=3
Lecture 9
y = y
x1
Time Plots
x2
pT Ax
T sgn (x)
pT B
p B
= 2x1 sgn(x1 + x2 )
u=
and sliding dynamics
ts =
2011
31
2011
29
= s + 1 so that (x) = x1 + x2 . The controller is
Simulation agrees well with

time to switch
x(0) = 1.5 0
Initial condition
!
EL2620
Lecture 9
Choose p1 s + p2
given by
%
$ %
1 0
1
x =
x+
u
1 0
0
!
"
y= 0 1 x
Design state-feedback controller for
EL2620
x1
The Sliding Mode Controller is Robust
= sgn(pT g4) and > 0 is sufficiently large.
Lecture 9
(High gain control with stable open loop zeros)
The closed-loop system is thus robust against model errors!
if sgn(pT g)
6
5 T
pT g
p (f g4T f4g T )p
T sgn (x) < 0

V = (x)
pT g4
p g4
32
2011
30
2011
= 0.5. Note the sliding surface (x) = x1 + x2 .
Phase Portrait
Assume that only a model x = f4(x) + g

4(x)u of the true system
x = f (x) + g(x)u is known. Still, however,
EL2620
Lecture 9
x2
Simulation with
EL2620
Comments on Sliding Mode Control
Next Lecture
Lecture 9
Exact feedback linearization
Lyapunov design methods
EL2620
Lecture 9
Compare puls-width modulated control signals
Applications in robotics and vehicle control
Smooth version through low pass filter or boundary layer
Often impossible to implement infinite fast switching
Efficient handling of model uncertainties
EL2620
35
2011
33
2011
Todays Goal
Lecture 9
Sliding mode controllers
High-gain control systems
EL2620
34
2011
Nonlinear Controllers
Lyapunov-based control design methods
Input-output linearization
Lecture 10
Lecture 10
Linear controller: z = Az + By , u = Cz
2011
2011
Linear dynamics, static nonlinearity: z = Az + By , u = c(z)
Nonlinear dynamical controller: z = a(z, y), u = c(z)
EL2620
Lecture 10
EL2620
Nonlinear Observers
x
# = f (#
x, u)
Lecture 10
Second case is called Extended Kalman Filter
Linearize f at x
#(t), find K = K(#
x) for the linearization
Linearize f at x0 , find K for the linearization
Choices of K
x
# = f (#
x, u) + K(y h(#
x))
Feedback correction, as in linear case,
Simplest observer
x = f (x, u), y = h(x)
What if x is not measurable?
EL2620
Lecture 10
k and ! may include dynamics.
has nice properties.
x = f (x, !(x))
State feedback: Find u = !(x) such that
Output feedback: Find u = k(y) such that the closed-loop

system
!
!
""
x = f x, k h(x)
x = f (x, u)
y = h(x)
Output Feedback and State Feedback
has nice properties.
EL2620
2011
2011
x 2 = x21 + u
x 1 = a sin x2
Another Example
z1 = z2 , z2 = a cos x2 (x21 + u)
Lecture 10
u(x) =
x21
v
, x2 [/2, /2]
+
a cos x2
and the linearizing control becomes
yields
z1 = x1 , z2 = x 1 = a sin x2
Perform transformation of states into linearizable form:
How do we cancel the term sin x2 ?
EL2620
Lecture 10
Lyapunov-based design - backstepping control
Input-output linearization
Some state feedback control approaches
EL2620
2011
2011
Exact Feedback Linearization
x = cos x x3 + u
Lecture 10
with (A, B) controllable and (x) nonsingular for all x in the domain
of interest.
x = Ax + B(x) (u (x))
2011
is feedback linearizable if there exist a diffeomorphism T whose

domain contains the origin and transforms the system into the form
x = f (x) + g(x)u
Definition: A nonlinear system
is called a diffeomorphism
T and T 1 continuously differentiable
T invertible for x in the domain of interest
= T (x) with
Diffeomorphisms
x = kx + v
A nonlinear state transformation z
EL2620
Lecture 10
yields the linear system
u(x) = cos x + x3 kx + v
The state-feedback controller
Example 1:
2011
idea: use a state-feedback controller u(x) to make the system linear
x = f (x) + g(x)u
Consider the nonlinear control-affine system
EL2620
Exact vs. Input-Output Linearization

+ u, y = x2
u = x1 %(1
The state feedback controller
Lecture 10
x21 )x2
+u
x21 )x2
+v
y = v
y = x 2 = x1 + %(1 x21 )x2 + u
y = x 1 = x2
Differentiate the output
x 2 = x1 + %(1
y = x1
x 1 = x2
Example: controlled van der Pol equation
EL2620
Lecture 10
Caution: the control has rendered the state x1 unobservable
x 1 = a sin x2 , x 2 = v, y = x2
which is linear from v to y
to obtain
u = x21 + v
11
2011
2011
If we want a linear input-output relationship we could instead use
which is nonlinear in the output.
z1 = z2 ; z2 = v ; y = sin1 (z2 /a)
The control law u = x21 + v/a cos x2 yields
x 1 = a sin x2 , x 2 =
x21
The example again, but now with an output
EL2620
Input-Output Linearization
2011
= 1/sp
Lie Derivatives
2011
10
Lecture 10
Lkf h(x)
d(Lk1
d(Lf h)
f h)
f (x), Lg Lf h(x) =
g(x)
=
dx
dx
Repeated derivatives
12
dh
dh
x =
(f (x) + g(x)u) ! Lf h(x) + Lg h(x)u
dx
dx
where Lf h(x) and Lg h(x) are Lie derivatives (Lf h is the derivative
of h along the vector field of x = f (x))
y =
The derivative of the output
x = f (x) + g(x)u ; x Rn , u R1
y = h(x), y R
Consider the nonlinear SISO system
EL2620
Lecture 10
i.e., G(s)
y (p) = v
The general idea: differentiate the output, y = h(x), p times untill the
control u appears explicitly in y (p) , and then determine u so that
linear from the input v to the output y
x = f (x) + g(x)u
y = h(x)
Use state feedback u(x) to make the control-affine system
EL2620
Lie derivatives and relative degree
2011
=nm
The input-output linearizing control
Lecture 10
$ %& '
dh
x = Lf h(x) + Lg h(x)u
dx
=0
y (p) = Lpf h(x) + Lg Lp1

f h(x)u
..
.
y =
Differentiating the output repeatedly
x = f (x) + g(x)u
y = h(x)
Consider a nth order SISO system with relative degree p
EL2620
Lecture 10
15
2011
13
Lg Lfi1 h(x) = 0, i = 1, . . . , p1 ; Lg Lp1

f h(x) $= 0 x D
A nonlinear system has relative degree p if
has relative degree p
b0 sm + . . . + bm
Y (s)
= n
U (s)
s + a1 sn1 + . . . + an
A linear system
integrators between the input and the output (the number of times
y must be differentiated for the input u to appear)
The relative degree p of a system is defined as the number of
EL2620
Example
1
Lg Lp1
f h(x)
Lecture 10
=2
Lpf h(x) + v
y (p) = v
results in the linear input-output system
u=
and hence the state-feedback controller
EL2620
Lecture 10
Thus, the system has relative degree p
"
y = x 2 = x1 + %(1 x21 )x2 + u
y = x 1 = x2
Differentiating the output
x 2 = x1 + %(1 x21 )x2 + u

y = x1
x 1 = x2
The controlled van der Pol equation
EL2620
16
2011
14
2011
Zero Dynamics
2011
Lecture 10
Here we limit discussion to Back-stepping control design, which

require certain f discussed later.
Methods depend on structure of f
Verify stability through Control Lyapunov function
Find stabilizing state feedback u = u(x)
x = f (x, u)
17
19
2011
Lyapunov-Based Control Design Methods
EL2620
Lecture 10
phase (and should not be input-output linearized!)
A system with unstable zero dynamics is called non-minimum
The dynamics of the n p states not observable in the linearized

dynamics of y are called the zero dynamics. Corresponds to the
dynamics of the system when y is forced to be zero for all times.
Thus, if p < n then n p states are unobservable in y .
the relative degree of the system
Note that the order of the linearized system is p, corresponding to
EL2620
x 2 = x1 + %(1 x21 )x2 + u
x 1 = x2
van der Pol again
2011
x = cos x x3 + u
A simple introductory example
= x2 /2
Lecture 10
18
20
2011
But, the term x3 in the control law may require large control moves!
Thus, the system is globally asymptotically stable
V (x) > 0 , V = kx2 < 0
Choose the Lyapunov candidate V (x)
u = cos x + x3 kx
Apply the linearizing control
Consider
EL2620
Lecture 10
(but bounded)
With y = x2 the relative degree p = 1 < n and the zero

dynamics are given by x 1 = 0, which is not asymptotically stable
it yourself!
With y = x1 the relative degree p = n = 2 and there are no

zero dynamics, thus we can transform the system into y
= v . Try
EL2620
u = cos x kx
2
= 0 with f (0) = 0.
(1)
2011
21
Lecture 10
x2
g(x1 )
f ()
x1
23
Idea: See the system as a cascade connection. Design controller first

for the inner loop and then for the outer.
at x
x 1 = f (x1 ) + g(x1 )x2

x 2 = u
= u(x) that stabilizes
Back-Stepping Control Design
We want to design a state feedback u
EL2620
Lecture 10
Thus, also globally asymptotically stable (and more negative V )
V (x) > 0 , V = x4 kx2 < 0
= x /2
x = cos x x3 + u
Choose the same Lyapunov candidate V (x)
Now try the control law
The same example
2011
0.5
1.5
2.5
time [s]
3.5
State trajectory
4.5
linearizing
non-linearizing
-200
200
400
600
800
1000
0.5
1.5
2.5
time [s]
Control input
3.5
(x1 ) and there exists Lyapunov fcn
Lecture 10
This is a critical assumption in backstepping control!
for some positive definite function W .
)
*
dV
1
V 1 (x1 ) =
f (x1 ) + g(x1 )(x1 ) W (x1 )
dx1
can be stabilized by v
=
V1 = V1 (x1 ) such that
x 1 = f (x1 ) + g(x1 )
v
Suppose the partial system
EL2620
Lecture 10
The linearizing control is slower and uses excessive input. Thus,

linearization can have a significant cost!
0
0
10
= 10
Simulating the two controllers

Simulation with x(0)
EL2620
State x
EL2620
Input u
24
2011
22
4.5
linearizing
non-linearizing
2011
The Trick
(x1 )
x2
g(x1 )
f + g
(
x1
dV1
g(x1 ) k,
dx1
k>0
g(x1 )
Lecture 10
Lecture 10
u=
x1
dV
g(z) (xk (z))
dz
W ). Then,
2011
26
2011
28
= 0 with V (z) + (xk (z))2 /2 being a Lyapunov fcn.
d
f (z) + g(z)xk
dz
stable, and V (z) a Lyapunov fcn (with V
z = f (z) + g(z)(z)
= 0, f (0) = 0,
z = f (z) + g(z)xk
x k = u
= (x1 , . . . , xk1 )T and
f + g
Back-Stepping Lemma
1)
(x
Assume (0)
stabilizes x
V 2 (x1 , x2 ) W (x1 ) k 2
v=
)
*
d
d
(x1 ) =
x 1 =
f (x1 ) + g(x1 )x2
dx1
dx1
Lemma: Let z
EL2620
Lecture 10
where
= x2 (x1 ) and control v = u :
x 1 = f (x1 ) + g(x1 )(x1 ) + g(x1 )

= v
Introduce new state
EL2620
= 0 is asymptotically stable for (1) with control law
u(x) = (x)
+ v(x).
If V1 radially unbounded, then global stability.
Hence, x
gives
Choosing
Consider V2 (x1 , x2 )
27
2011
25
2011
= V1 (x1 ) + 2 /2. Then,

)
*
dV1
dV1
f (x1 ) + g(x1 )(x1 ) +

g(x1 ) + v
V2 (x1 , x2 ) =
dx1
dx1
dV1
W (x1 ) +
g(x1 ) + v
dx1
EL2620
Lecture 10
x 1 = f (x1 ) + g(x1 )(x1 ) + g(x1 )[x2 (x1 )]

x 2 = u
Equation (1) can be rewritten as
EL2620
Strict Feedback Systems
Back-Stepping
Example
32
Lecture 10
Lecture 10
u = n (x1 , . . . , xn )
V2 = x21 /2 + (x2 + x21 + x1 )2 /2
2011
30
2011
u1 = (2x1 1)(x21 + x2 ) x1 (x2 + x21 + x1 ) = 2 (x1 , x2 )
= x21 x1 stabilizes the first equation. With

V1 (x1 ) = x21 /2, Back-Stepping Lemma gives
where 1 (x1 )
x 1 = x21 + 1 (x1 ), x 2 = u1
Step 0 Verify strict feedback form

Step 1 Consider first subsystem
x 1 = x21 + x2 , x 2 = x3 , x 3 = u
Design back-stepping controller for
EL2620
Lecture 10
x = Ax + Bu on strict feedback form.
2 minute exercise: Give an example of a linear system
EL2620
Back-stepping results in the final state feedback
31
2011
29
2011
by stepping back from x1 to u (see Khalil pp. 593594 for details).
Vk (x1 , . . . , xk ) = Vk1 (x1 , . . . , xk1 ) + [xk k1 ]2 /2
Back-stepping generates stabilizing feedbacks k (x1 , . . . , xk )

(equal to u in Back-Stepping Lemma) and Lyapunov functions
on strict feedback form.
x = f (x) + g(x)u
Back-Stepping Lemma can be applied recursively to a system
EL2620
$= 0
x1 , . . . , xk do not depend on xk+2 , . . . , xn .
Lecture 10
Note:
where gk
x n = fn (x1 , . . . , xn ) + gn (x1 , . . . , xn )u
..
.
x 1 = f1 (x1 ) + g1 (x1 )x2

x 2 = f2 (x1 , x2 ) + g2 (x1 , x2 )x3
x 3 = f3 (x1 , x2 , x3 ) + g3 (x1 , x2 , x3 )x4
Back-stepping Lemma can be applied to stabilize systems on strict

feedback form:
EL2620
Lecture 10
which globally stabilizes the system.
33
2011
)
*
d2
dV2
g(z) (xn 2 (z))
f (z) + g(z)xn
u = u2 =
dz
dz
2 2
2
V2
=
(x1 + x2 ) +
x3
(x3 2 (x1 , x2 ))
x1
x2
x2
gives
x 1 = x21 + x2
x 2 = x3
x 3 = u
Step 2 Applying Back-Stepping Lemma on
EL2620
x = f (x, u)
Controllability
Gain scheduling
Nonlinear controllability
Lecture 11
Lecture 11
is controllable if for any x , x there exists T > 0 and

u : [0, T ] R such that x(0) = x0 and x(T ) = x1 .
Definition:
EL2620
Lecture 11
EL2620
2011
2011
Todays Goal
Lecture 11
Is there a corresponding result for nonlinear systems?
has full rank.
!
"
Wn = B AB . . . An1 B
x = Ax + Bu
Linear Systems
is controllable if and only if
Lemma:
EL2620
Lecture 11
Apply gain scheduling to simple examples
Determine if a nonlinear system is controllable
EL2620
2011
2011
2011
= 0 and
z = Az + B1 u1 + B2 u2
= u2 = 0 gives
Lecture 11
2011
Linearization does not capture the controllability good enough
linearization is not controllable. Still the car is controllable!
0
cos(0 + 0 )

0
sin(0 + 0 )
B1 = ,
B2 =
0
sin(0 )
1
0
!
"
rank Wn = rank B AB . . . An1 B = 2 < 4, so the
with A
Linearization for u1
EL2620
Lecture 11
system is not controllable
A nonlinear system can be controllable, even if the linearized
Hence, if rank Wn = n then there is an ! > 0 such that for every

x1 B! (0) there exists u : [0, T ] R so that x(T ) = x1
Remark:
at x = 0 with f (0) = 0. If the linear system is controllable then the

nonlinear system is controllable in a neighborhood of the origin.
x = f (x) + g(x)u
z = Az + Bu
Controllable Linearization
be the linearization of
Lemma: Let
EL2620
(x, y)
Input:
velocity
u1 steering wheel velocity, u2 forward
Car Example
2011
f
g
f
g
x
x
Lecture 11
*
) *
cos x2
x1
f=
,
g=
x1
1
)
*)
* )
*) *
1 0
cos x2
0 sin x2
x1
[f, g] =
0 0
x1
1
0
1
*
)
cos x2 + sin x2
=
x1
Example:
[f, g] =
: Rn Rn is a vector field
Lie Brackets
Lie bracket between vector fields f, g
defined by
EL2620
Lecture 11
2011
x
0
cos( + )

d
y 0
sin( + )
= u1 +
u2 = g1 (z)u1 + g2 (z)u2
dt 0
sin()
1
0
EL2620
4. Finally, for t
Lecture 11
t [0, !)
t [!, 2!)
t [2!, 3!)
t [3!, 4!)
[2!, 3!]
x(4!) = x0 + !2
[3!, 4!]
dg1
dg2
g1
g2
dx
dx
dg1
1 dg2
dg2
g1
g2 +
g2
dx
dx
2 dx
Proof, continued
x(3!) = x0 + !g2 + !
3. Similarily, for t
EL2620
Lecture 11
(1, 0),
(0, 1),
(1, 0),
(0, 1),
x(4!) = x(0) + !2 [g1 , g2 ] + O(!3 )
(u1 , u2 ) =
x = g1 (x)u1 + g2 (x)u2
Lie Bracket Direction
The system can move in the [g1 , g2 ] direction!
gives motion
the control
For the system
EL2620
11
2011
2011
Proof
= g2 (x0 ) +
dg2
dx !g1 (x0 )
Car Example (Contd)
Lecture 11
g2
g1
g3 := [g1 , g2 ] =
g1
g2
x
x

0 0 sin( + ) sin( + )
0

cos( + ) 0
0 0 cos( + )
=
0
0
cos() 0
0 0
0 0
0
0
1
sin( + )
cos( + )
=
cos()
0
EL2620
Lecture 11
12
2011
10
x(2!) = x0 + !(g1 (x0 ) + g2 (x0 ))+

*
)
dg2
1 dg2
1 dg1
(x0 )g1 (x0 ) +
(x0 )g1 (x0 ) +
(x0 )g2 (x0 )
!2
2 dx
dx
2 dx
and with x(!) from (1), and g2 (x(!))
1 dg2
g2 (x(!))!2
2 dx
1 dg1
g1 (x0 )!2 + O(!3 )
2 dx
x(2!) = x(!) + g2 (x(!))! +
[!, 2!]
x(!) = x0 + g1 (x0 )! +
(1)
2011
[0, !], assuming ! small and x(0) = x0 , Taylor series yields
2. Similarily, for t
1. For t
EL2620
2011
Parking Theorem
Lecture 11
Wriggle, Drive, Wriggle, Drive
13
15
2011
You can get out of any parking lot that is ! > 0 bigger than your car
by applying control corresponding to g4 , that is, by applying the
control sequence
EL2620
Lecture 11
(x, y)
(u1 , u2 ) = {(1, 0), (0, 1), (1, 0), (0, 1)}
We can hence move the car in the g3 direction (wriggle) by applying

the control sequence
EL2620
2011
14
2011
Lecture 11
16
2 minute exercise: What does the direction [g1 , g2 ] correspond to for

a linear system x = g1 (x)u1 + g2 (x)u2 = B1 u1 + B2 u2 ?
EL2620
Lecture 11
sideways movement
g4 direction corresponds to
(sin(), cos())
sin( + 2)
cos( + 2)
g3
g2
g3
g2 = . . . =
g4 := [g3 , g2 ] =
x
x
0
The car can also move in the direction
EL2620
[g1 , [g2 , [g1 , g2 ]]]
Lecture 11
Controllable because {g1 , g2 , [g1 , g2 ]} spans R3
cos
0
sin
g1 = sin , g2 = 0 , [g1 , g2 ] = cos
0
1
0
2011
19
2011
17
[g2 , [g2 , [g1 , g2 ]]]
[g2 , [g1 , g2 ]]
(x1 , x2 )
ExampleUnicycle
[g2 , [g1 , [g1 , g2 ]]]
[g1 , g2 ]
The Lie Bracket Tree

x
cos
0
d 1
x2 = sin u1 + 0 u2
dt
0
1
EL2620
Lecture 11
[g1 , [g1 , [g1 , g2 ]]]
[g1 , [g1 , g2 ]]
EL2620
2011
Lecture 11
Is the linearization of the unicycle controllable?
Show that {g1 , g2 , [g1 , g2 ]} spans R3 for the unicycle
2 minute exercise:
EL2620
Lecture 11
20
2011
18
The system can be steered in any direction of the Lie bracket tree
Remark:
is controllable if the Lie bracket tree (together with g1 and g2 ) spans

Rn for all x
x = g1 (x)u1 + g2 (x)u2
Controllability Theorem
Theorem:The system
EL2620
Gain Scheduling
Controller
Process
Gain
schedule
Output
Operating
condition
2011
21
Lecture 11
23
Examples of scheduling variable are production rate, machine speed,

Mach number, flow rate
= K(), where is the scheduling
Control
signal
Example: PID controller with K

variable.
Command
signal
Controller
parameters
Control parameters depend on operating conditions:
EL2620
Lecture 11
2011

0
cos
x1

d
sin
x
0
2
u1 + u2
=
dt 0
1
0
1
ExampleRolling Penny
Controllable because {g1 , g2 , [g1 , g2 ], [g2 , [g1 , g2 ]]} spans R4
(x1 , x2 )
EL2620
2011
Lecture 11
EL2620
Lecture 11
v
u
x = f
Flo
Linear
Quickopening
Eualpercentage
Position
Valve Characteristics
A: The answer requires Lie brackets and further concepts from

differential geometry (see Khalil and PhD course)
24
2011
22
Q: When can we transform x = f (x) + g(x)u into z = Az + bv by

means of feedback u = (x) + (x)v and change of variables
z = T (x) (see previous lecture)?
When is Feedback Linearization Possible?
EL2620
uc
Lecture 11
5.0
5.1
1.0
1.1
0.2
0.3
uc
uc
uc
With gain scheduling:
EL2620
Lecture 11
10
Valve characteristics
EL2620
20
20
20
PI
0.5
40
40
40
f 1
60
60
60
1.5
f(u)
Process
Nonlinear Valve
80
80
80
f (u)
G 0 (s)
100
Time
100
Time
100
Time
27
2011
25
2011
Lecture 11
uc
uc
uc
q =
Pitch dynamics
EL2620
Lecture 11
5.0
5.2
1.0
1.1
0.2
0.3
20
20
20
Nz
Flight Control
10
10
10
Without gain scheduling:
EL2620
30
30
30
40
Time
40
Time
40
Time
28
2011
26
2011
1.6
0.8
1.2
Mach number
Todays Goal
0.4
Flight Control
2.0
Lecture 11
Apply gain scheduling to simple examples
Determine if a nonlinear system is controllable
EL2620
Lecture 11
20
40
60
80
Operating conditions:
EL2620
Altitude (x1000 ft)
2.4
31
2011
29
2011
Lecture 11
EL2620
Filter
Pitch rate
Filter
Acceleration
Filter
Position
Pitch stick
A/D
A/D
A/D
M
T2 s
1+ T2 s
1
1+ T3 s
T1s
1+ T1s
K DSE
VIAS
H M VIAS
K QD
K Q1
K SG
Gear
VIAS H
M H
K NZ
Filter
D/A
D/A
To servos
The Pitch Control Channel
30
2011
Optimal Control Problems
Optimal control
Lecture 12
2011
2011
Lecture 12
- determining the optimal controller can be hard
- difficult to formulate control objectives as a single objective

function
+ can deal with constraints
+ applicable to nonlinear problems
+ provides a systematic design framework
u(t)
min J(x, u, t), x = f (t, x, u)
Idea: formulate the control design problem as an optimization problem
EL2620
Lecture 12
EL2620
Todays Goal
ExampleBoat in Stream
Lecture 12
v(x2 )
x 1 (t) = v(x2 ) + u1 (t)

x 2 (t) = u2 (t)
x1 (0) = x2 (0) = 0
max x1 (tf )
u:[0,tf ]U
u(t) U = {(u1 , u2 ) : u21 + u22 = 1}
Rudder angle control:
=1
x2
Sail as far as possible in x1 direction

Speed of water v(x2 ) with dv/dx2
EL2620
Lecture 12
Design controllers based on optimal control theory
EL2620
x1
2011
2011
min
tf
L(x(t), u(t)) dt + (x(tf ))
x(t)
= f (x(t), u(t)), x(0) = x0
u:[0,tf ]U
Lecture 12
Final time tf fixed (free later)
Constraints on x from the dynamics
Infinite dimensional optimization problem:

Optimization over functions u : [0, tf ] U
U Rm set of admissible control
Remarks:
[1 u(t)]x(t)dt
x(t)
= u(t)x(t)
x(0) = x0 > 0
tf
> 0)
Optimal Control Problem
Standard form:
EL2620
Lecture 12
max
u:[0,tf ][0,1]
amount of stored profit
change of production rate (
portion of x stored
portion of x reinvested
production rate
Maximization of stored profit
ExampleResource Allocation
x(t) [0, )
u(t) [0, 1]
1 u(t)
u(t)x(t)
[1 u(t)]x(t)
EL2620
2011
2011
ExampleMinimal Curve Length
2011
"
Pontryagins Maximum Principle
1 + u2 (t)dt
tf
Lecture 12
uU
u (t) = arg min H(x (t), u, (t))
Moreover, the optimal control is given by
H T
T
(t)
=
(x (t), u (t), (t)), (tf ) =
(x (tf ))
x
x
where (t) solves the adjoint equation
uU
2011
min H(x (t), u, (t)) = H(x (t), u (t), (t)), t [0, tf ]
Suppose the optimal control problem above has the solution

u : [0, tf ] U and x : [0, tf ] Rn . Then,
H(x, u, ) = L(x, u) + T f (x, u)
Theorem: Introduce the Hamiltonian function
EL2620
Lecture 12
tf
x(t)
= u(t)
x(0) = a
u:[0,tf ]R
min
(t, x(t)) with x(0) = a
Line: Vertical through (tf , 0)
Curve:
x(t)
Find the curve with minimal length between a given point and a line
EL2620
Remarks
2011
= 0)
u1 (t) = "
Lecture 12
21 (t) + 22 (t)
, u2 (t) = "
2 (t)
1
tf t
, u2 (t) = "
1 + (t tf )2
1 + (t tf )2
21 (t) + 22 (t)
1 (t)
u1 +u2 =1
1 (t)u1 + 2 (t)u2
= arg 2min
2
u1 (t) = "
Hence,
or
u1 +u2 =1
u (t) = arg 2min

1 (t)(v(x2 (t)) + u1 ) + 2 (t)u2
2
Optimal control
EL2620
Lecture 12
maximum is due to Pontryagins original formulation

9
11
2011
Solution involves 2n ODEs with boundary conditions x(0) = x0

and (tf ) = T /x(x (tf )). Often hard to solve explicitly.
The Maximum Principle provides all possible candidates.
there may exist many or none solutions

(cf., minu:[0,1]R x(1), x = u, x(0)
Pontryagins Maximum Principle provides necessary condition:
increase the criterium. Then perform a clever Taylor expansion.
See textbook, e.g., Glad and Ljung, for proof. The outline is simply
to note that every change of u(t) from the optimal u (t) must
EL2620
tf
x(0) = x0
[u(t) 1]x(t)dt
(t)
= 1 u (t) (t)u (t),
Adjoint equation
(tf ) = 0
H = L + T f = (u 1)x + ux
Hamiltonian satisfies
Lecture 12
x(t)
= u(t)x(t),
u:[0,tf ][0,1]
min
ExampleResource Allocation (contd)
EL2620
Lecture 12
2 (tf ) = 0
1 (tf ) = 1
(x) = x1
&
%
$ v(x2 ) + u1
2
u2
1 (t) = 1, 2 (t) = t tf
1 (t) = 0,
2 (t) = 1 (t),
$
H #
= 0 1 ,
x
Adjoint equations
have solution
H = f = 1
ExampleBoat in Stream (contd)

Hamiltonian satisfies
EL2620
12
2011
10
2011
u[0,1]
(x (t) > 0)
Lecture 12
min
tf
1+
"
x(t)
= u(t),
u:[0,tf ]R
x(0) = a
u2 (t)dt
5 minute exercise: Find the curve with minimal length by solving
EL2620
Lecture 12
For t
tf , we have u (t) = 0 (why?) and thus (t)

= 1.
For t < tf 1/ , we have u (t) = 1 and thus (t)

= (t).
= arg min u(1 + (t)),

u[0,1]
'
0,
(t) 1/
=
1,
(t) < 1/
u (t) = arg min (u 1)x (t) + (t)ux (t)
Optimal control
EL2620
15
2011
13
2011
0.4
0.4
0.6
0.6
0.8
0.8
u (t)
1.2
1.2
t [0, tf 1/]
t (tf 1/, tf ]
0.2
0.2
(t)
1.4
1.4
1.6
1.6
1.8
1.8
Lecture 12
u4 dt + x(1)
x = x + u
x(0) = 0
min
5 minute exercise II: Solve the optimal control problem
EL2620
Lecture 12
Its optimal to reinvest in the beginning
0.2
0.4
0.6
0.8
-1
-0.8
-0.6
-0.4
0
-0.2
'
1,
u (t) =
0,
EL2620
16
2011
14
2011
HistoryCalculus of Variations
"
1 + y $ (x)2
"
dx
2gy(x)
Goddards Rocket Problem (1910)
Lecture 12
maxu h(tf )
0 u umax and m(tf ) = m1 (empty)
Optimization criterion:
Constraints:
u motor force, D = D(v, h) air resistance
(v(0), h(0), m(0)) = (0, 0, m0 ), g, > 0
How to send a rocket as high up in the air as possible?
u D
v
d
m
h =
v
dt
m
u
EL2620
Lecture 12
Find the curve enclosing largest area (Euler)
Solved by John and James Bernoulli, Newton, lHospital
"
"
1 + y $ (x)2
dx2 + dy 2
= "
dx
v
2gy(x)
J(y) =
ds
dt =
=
v
Minimize
time
19
2011
17
2011
Brachistochrone (shortest time) problem (1696): Find the

(frictionless) curve that takes a particle from A to B in shortest
EL2620
HistoryOptimal Control
tf
L(x(t), u(t)) dt + (x(tf ))
Lecture 12
Final state is constrained: (x(tf )) = x3 (tf ) m1 = 0
End time tf is free
Note the diffences compared to standard form:
x(t)
= f (x(t), u(t)), x(0) = x0

(x(tf )) = 0
min
u:[0,tf ]U
Generalized form:
EL2620
Lecture 12
Financeportfolio theory
PhysicsSnells law, conservation laws
Aeronauticssatellite orbits
Roboticstrajectory generation
Huge influence on engineering and other sciences:
Bellmans Dynamic Programming (1957)
Pontryagins Maximum Principle (1956)
The space race (Sputnik, 1957)
EL2620
20
2011
18
2011
Solution to Goddards Problem
H(x (tf ), u (tf ), (tf ), n0 )
(tf , x (tf ))
= n0 (tf , x (tf )) T
t
t
H T
(x (t), u (t), (t), n0 )

(t)
=
x
T (tf ) = n0 (tf , x (tf )) + T

(tf , x (tf ))
x
x
Lecture 12
defines end point constraints
With fixed tf : H(x (tf ), u (tf ), (tf ), n0 ) = 0
tf may be a free variable
Remarks:
EL2620
Lecture 12
Took 50 years before a complete solution was presented
resistance is high, in order to burn fuel at higher level
Hard: e.g., it can be optimal to have low speed when air
D(v, h) + 0:
Burn fuel as fast as possible, because it costs energy to lift it
Easy: let u(t) = umax until m(t) = m1
D(v, h) 0:
23
2011
21
2011
x = (v, h, m)T , L 0, (x) = x2 , (x) = x3 m1
Goddards problem is on generalized form with
EL2620
L(x(t), u(t)) dt + (tf , x(tf ))
0, Rn such that (n0 , T ) += 0 and
2011
ExampleMinimum Time Control
H(x, u, , n0 ) = n0 L(x, u) + T f (x, u)
2011
22
tf
1 dt =
tf
(x(tf )) = (x1 (tf ), x2 (tf ))T = (0, 0)T

u (t) = arg min 1 + 1 (t)x2 (t) + 2 (t)u
u[1,1]
'
1,
2 (t) < 0
=
1,
2 (t) 0
Optimal control is the bang-bang control
Lecture 12
min
u:[0,tf ][1,1]
x 1 (t) = x2 (t), x 2 (t) = u(t)
u:[0,tf ][1,1]
min
24
Bring the states of the double integrator to the origin as fast as possible
EL2620
Lecture 12
where
min H(x (t), u, (t), n0 ) = H(x (t), u (t), (t), n0 ), t [0, tf ]
Then, there exists n0

uU
tf
: [0, tf ] U and x : [0, tf ] Rn are
x(t)
= f (x(t), u(t)), x(0) = x0

(tf , x(tf )) = 0
u:[0,tf ]U
min
Theorem: Suppose u
solutions to
General Pontryagins Maximum Principle
EL2620
x1 (t) = x1 (0) + x2 (0)t + t2 /2

x2 (t) = x2 (0) + t
= = 1, we have
u:[0,)Rm
min
Lecture 12
where L
(xT Qx + uT Ru) dt
SA + AT S + Q SBR1 B T S = 0
= R1 B T S and S > 0 is the solution to
u = Lx
x = Ax + Bu
Linear Quadratic Control
has optimal solution
with
EL2620
Lecture 12
These define the switch curve, where the optimal control switch
x1 (t) x2 (t)2 /2 = const
Eliminating t gives curves
With u(t)
= 0, 2 (t) = 1 (t) gives
1 (t) = c1 , 2 (t) = c2 c1 t
1 (t)
Adjoint equations
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27
2011
25
2011
2011
Properties of LQ Control
Lecture 12
1978)
But, then system may have arbitrarily poor robustness! (Doyle,
If x is not measurable, then one may use a Kalman filter; leads to

linear quadratic Gaussian (LQG) control.
Phase margin 60 degrees
Closed-loop system stable with u = (t)Lx for

(t) [1/2, ) (infinite gain margin)
Stabilizing
EL2620
Lecture 12
Efficient design method for nonlinear problems
reference value to a linear regulator, which keeps the system

close to the wanted trajectory
We may use the optimal open-loop solution u (t) as the
28
2011
26
Optimal control problem makes no distinction between open-loop

control u (t) and closed-loop control u (t, x).
Reference Generation using Optimal Control
EL2620
Tetra Pak Milk Race
Move milk in minimum time without spilling
Pros & Cons for Optimal Control
Lecture 12
Hard to solve the equations that give optimal controller
Hard to find suitable criteria
+ Captures limitations (as optimization constraints)
+ Applicable to nonlinear control problems
+ Systematic design procedure
EL2620
Lecture 12
[Grundelius & Bernhardsson,1999]
EL2620
31
2011
29
2011
15
Acceleration
0.05
0.05
0.1
0.1
0.15
0.15
0.2
0.2
Slosh
0.25
0.25
0.3
0.3
0.35
0.35
0.4
0.4
SF2852 Optimal Control Theory
2011
30
2011
Lecture 12
Applications: Aeronautics, Robotics, Process Control,

Bioengineering, Economics, Logistics
32
Numerical Methods: Numerical solution of optimal control problems
Pontryagins Maximum principle: Main results; Special cases such

as time optimal control and LQ control
Dynamic Programming: Discrete & continuous; Principle of

optimality; Hamilton-Jacobi-Bellman equation
http://www.math.kth.se/optsyst/
Optimization and Systems Theory
Period 3, 7.5 credits
EL2620
Lecture 12
Optimal time = 375 ms, TetraPak = 540ms
-1
-0.5
0.5
-15
-10
-5
10
Given dynamics of system and maximum slosh = 0.63, solve

.t
minu:[0,tf ][10,10] 0 f 1 dt, where u is the acceleration.
EL2620
Todays Goal
Lecture 12
Understand possibilities and limitations of optimal control
Generalized form
Standard form
Design controllers based on optimal control theory for
EL2620
33
2011
Fuzzy logic and fuzzy control

Artificial neural networks
Lecture 13
Fuzzy Control
Lecture 13
IF Speed is High AND Traffic is Heavy

THEN Reduce Gas A Bit
Example of a rule:
Implement as rules (instead of as differential equations)
Model operators control actions (instead of the plant)
Idea:
Transfer process knowledge to control algorithm is difficult
Many plants are manually controlled by experienced operators
EL2620
Lecture 13
en
and M. Johansson
Some slides copied from K.-E. Arz
EL2620
2011
2011
Todays Goal
Model Controller Instead of Plant
Lecture 13
Fuzzy control design

Model manual control Implement control rules
Conventional control design

Model plant P Analyze feedback Synthesize controller C
Implement control algorithm
EL2620
Lecture 13
understand simple neural networks
understand the basics of fuzzy logic and fuzzy controllers
You should
EL2620
2011
2011
Fuzzy Set Theory
x A to a certain degree A (x)
x A or x $ A
Fuzzy Logic
AND Y OR Z
Lecture 13
Mimic human linguistic (approximate) reasoning [Zadeh,1965]
Defines logic calculations as X
Fuzzy logic:
AND: AB (x) = min(A (x), B (x))
OR: AB (x) = max(A (x), B (x))
NOT: A! (x) = 1 A (x)
Conventional logic:
AND: A B
OR: A B
NOT: A!
How to calculate with fuzzy sets (A, A )?
EL2620
Lecture 13
25
Warm
Cold
10
A fuzzy set is defined as (A, A )
Membership function:
A : [0, 1] expresses the degree x belongs to A
Fuzzy set theory:
Conventional set theory:
Specify how well an object satisfies a (vague) description
EL2620
2011
2011
Example
Cold
10
10
Cold
Lecture 13
25
CW
Warm
Q1: Is it cold AND warm?
EL2620
Lecture 13
10
Cold
CW
25
Warm
Q2: Is it cold OR warm?
25
Warm
= 1/3.
Example
15
Q2: Is x = 15 warm?
A2: It is not really warm since W (15)
Q1: Is the temperature x = 15 cold?

A1: It is quite cold since C (15) = 2/3.
EL2620
2011
2011
Fuzzy
Controller
u
Plant
Fuzzy Control System

y
Fuzzifier
Lecture 13
Example
y = 15: C (15)
15
25
Warm
Cold
10
= 2/3 and W (15) = 1/3
Fuzzy set evaluation of input y
EL2620
Lecture 13
Fuzzy controller is a nonlinear mapping from y (and r ) to u
r, y, u : [0, ) ( R are conventional signals
EL2620
11
2011
2011
y
Fuzzifier
Fuzzy Controller
Fuzzy
Inference
Fuzzy Inference
Lecture 13
Rule 2:
! "# $
2.
1.
2.
IF y is Warm THEN u
! is"#Low$
! "# $
1.
! "# $
Examples of fuzzy rules:

Rule 1: IF y is Cold THEN u is High
3. Aggregate rule outputs
2. Calculate fuzzy output of each rule
1. Calculate degree of fulfillment for each rule
Fuzzy Inference:
EL2620
Lecture 13
Fuzzifier and defuzzifier act as interfaces to the crisp signals
Defuzzifier
Fuzzy Controller
Fuzzifier: Fuzzy set evaluation of y (and r )

Fuzzy Inference: Fuzzy set calculations
Defuzzifier: Map fuzzy set to u
EL2620
12
2011
10
2011
Lecture 13
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Lecture 13
15
2011
13
2011
1. Calculate degree of fulfillment for rules
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Lecture 13
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Lecture 13
Defuzzifier
16
2011
14
2011
Note that mu is standard fuzzy-logic nomenclature for truth value:
EL2620
Fuzzifier
Fuzzy Controller
Fuzzy
Inference
Defuzzifier
Lecture 13
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19
2011
Lecture 13
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Lecture 13
Lecture 13
20
2011
18
2011
ExampleFuzzy Control of Steam Engine
EL2620
http://isc.faqs.org/docs/air/ttfuzzy.html
17
2011
Defuzzifier: Map fuzzy set to u
1. Calculate degree of fulfillment for each rule
Fuzzy Inference: Fuzzy set calculations
Fuzzy ControllerSummary
Fuzzifier: Fuzzy set evaluation of y (and r )
EL2620
Lecture 13
EL2620
Lecture 13
EL2620
Rule-Based View of Fuzzy Control
23
2011
21
2011
Lecture 13
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Lecture 13
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Nonlinear View of Fuzzy Control
24
2011
22
2011
Pros and Cons of Fuzzy Control
2011
Lecture 13
EL2620
Lecture 13
Brain neuron
xn
x1
x2
wn
()
Artificial neuron
w1
w2
Neurons
27
2011
25
Fuzzy control is a way to obtain a class of nonlinear controllers
Not obvious how to include dynamics in controller
Sometimes hard to combine with classical control
Limited analysis and synthesis
Disadvantages
Intuitive for non-experts in conventional control
Explicit representation of operator (process) knowledge
User-friendly way to design nonlinear controllers
Advantages
EL2620
Lecture 13
xn
w2
x2
wn
w1
x1
()
%
'
&
y = b + ni=1 wi xi
Model of a Neuron
Inputs: x1 , x2 , . . . , xn
Weights: w1 , w2 , . . . , wn
Bias: b
Nonlinearity: ()
Output: y
EL2620
Lecture 13
A network of computing components (neurons)
Neural Networks
How does the brain work?
EL2620
28
2011
26
2011
A Simple Neural Network
Lecture 13
Success Stories
Lecture 13
Pattern recognition (e.g., speech, vision), data classification
Applications took off in mid 80s
31
2011
29
2011
Complex problems with unknown and highly nonlinear structure
McCulloch & Pitts (1943), Minsky (1951)
Artificial neural networks:
Cement kilns, washing machines, vacuum cleaners
Applications took off in mid 70s
Complex problems but with possible linguistic controls
Zadeh (1965)
Fuzzy controls:
EL2620
Output Layer
Represents a nonlinear mapping from inputs to outputs
u3
u2
u1
Input Layer Hidden Layer
Neural network consisting of six neurons:
EL2620
Neural Network Design
Todays Goal
Lecture 13
understand simple neural networks
understand the basics of fuzzy logic and fuzzy controllers
You should
EL2620
Lecture 13
The choice of weights are often done adaptively through learning
3. How to choose the weights?
2. How many neurons in each layer?
1. How many hidden layers?
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32
2011
30
2011
Next Lecture
Lecture 13
PhD thesis projects
Master thesis projects
Spring courses in control
EL2620 Nonlinear Control revisited
EL2620
33
2011
Whats on the exam?
Question 1
Master thesis projects
Spring courses in control
Summary and repetition
Lecture 14
Question 2
Lecture 14
Lecture 14
Is the system generically nonlinear? E.g, x = xu
saturations, valves etc
Optimal control
Nonlinear controllability
Some nonlinearities to compensate for?
analyze and simulate with nonlinear model
varying operating conditions?
strong nonlinearities (under feedback!)?
Evaluate:
linear methods (loop shaping, state feedback, . . . )
Start with the simplest:
The answer is highly problem dependent. Possible (learning)

approach:
What design method should I use in practice?
EL2620
Lecture 14
See homepage for old exams
TEFYMA or BETA
(No other material: textbooks, exercises, calculators etc. Any
other basic control book must be approved by me before the
exam.).
You may bring lecture notes, Glad & Ljung Reglerteknik, and
Sign up on course homepage
Exam
Regular written exam (in English) with five problems
EL2620
Exact feedback linearization, input-output linearization, zero dynamics
Lyapunov based design: back-stepping
Sliding modes, equivalent controls
Describing functions
Compensating static nonlinearities
Circle Criterion, Small Gain Theorem, Passivity Theorem
Lyapunov stability (local and global), LaSalle
2011
2011
Nonlinear models: equilibria, phase portaits, linearization and stability
EL2620
Lecture 14
EL2620
2011
2011
Question 3
k1 y
k11
k12
The Circle Criterion
k2 y f (y)
G(i)
Lecture 14
If the Nyquist curve of G(s) stays on the correct side of the circle
defined by the points 1/k1 and 1/k2 , then the closed-loop
system is BIBO stable.
k1 f (y)/y k2 .
Theorem Consider a feedback loop with y = Gu and

u = f (y). Assume G(s) is stable and that
EL2620
Lecture 14
of them can be used to prove instability.
2011
Since they do not provide necessary conditions for stability, none
But, if one method does not prove stability, another one may.
Criterion all provide only sufficient conditions for stability
No, the Small Gain Theorem, Passivity Theorem and Circle
2011
Can a system be proven stable with the Small Gain Theorem and
unstable with the Circle Criterion?
EL2620
Question 4
k1 < 0 < k2 : Stay inside the circle
Lecture 14
Only Case 1 and 2 studied in lectures. Only G stable studied.
2011
2011
< 0 < k2 ?
0 = k1 < k2 : Stay to the right of the line Re s = 1/k2
0 < k1 < k2 : Stay outside circle
The different cases
Other cases: Multiply f and G with 1.
3.
2.
1.
Stable system G
EL2620
Lecture 14
Can you review the circle criterion? What about k1
EL2620
Please repeat antiwindup
Question 5
G KD
Lecture 14
Choose K such that F
s 1
F KC
s 1
xc
xc
sat
KC has stable eigenvalues.
AntiwindupGeneral State-Space Model
EL2620
Lecture 14
EL2620
11
2011
2011
Lecture 14
EL2620
Lecture 14
EL2620
(b)
(a)
K
Ti
1
Tt
1
s
1
Tt
1
s
+
es
Actuator
es
Actuator
Actuator model
Question 6
KTd s
KTd s
Please repeat Lyapunov theory
K
Ti
Tracking PID
12
2011
10
2011
#x(t)# < R, t 0
> 0 there exists r > 0, such that
lim x(t) = 0
Lecture 14
then x
= 0 is globally asymptotically stable.
V (x) as #x#
V (x) < 0 for all x )= 0
V (x) > 0, for all x )= 0
V (0) = 0
15
2011
13
2011
= 0. Assume that V : Rn R
Lyapunov Theorem for Global Stability
Theorem Let x = f (x) and f (0)

is a C 1 function. If
EL2620
Lecture 14
globally asymptotically stable, if asymptotically stable for all

x(0) Rn .
#x(0)# < r
locally asymptotically stable, if locally stable and
#x(0)# < r
locally stable, if for every R
= 0 of x = f (x) is
Stability Definitions
An equilibrium point x
EL2620
= 0 is locally stable. Furthermore, if
= 0 is locally asymptotically stable.
Lecture 14
then x
= 0 is globally asymptotically stable.

16
= 0. If there exists a C1 function
= f (x) such that V (x) = 0 is x(t) = 0
V (x) as #x#
(5) The only solution of x
for all t
(4)
V (x) 0 for all x
V (x) > 0 for all x )= 0
(2)
(3)
V (0) = 0
(1)
Theorem: Let x = f (x) and f (0)

V : Rn R such that
14
2011
LaSalles Theorem for Global Asymptotic

Stability
EL2620
Lecture 14
then x
V (x) < 0 for all x , x )= 0
then x
V (x) 0 along all trajectories in
V (x) > 0, for all x , x )= 0
V (0) = 0
2011
Rn . Assume that
Lyapunov Theorem for Local Stability

Theorem Let x = f (x), f (0) = 0, and 0
V : R is a C 1 function. If
EL2620
2011
g
k
x 1 = x2 , x 2 = sin x1 x2
l
m
1
k
g
V (x) = (1 cos x1 ) + x22 V = x22
l
2
m
Example: Pendulum with friction
2011
17
Lecture 14
The domain is compact if we consider

= {(x1 , x2 ) R2 |V (x) c}
M = {(x1 , x2 )|x1 = k, x2 = 0}
19
The invariant points in E are given by x 1 = x2 = 0 and x 2 = 0.

Thus, the largest invariant set in E is
We can not prove global asymptotic stability; why?

The set E = {(x1 , x2 )|V = 0} is E = {(x1 , x2 )|x2 = 0}
EL2620
Lecture 14
and V is a positive definite function
= {x Rn |V (x) c}
Remark : a compact set (bounded and closed) is obtained if we e.g.,

consider
Let V
: Rn R be a C 1 function such that V (x) 0 for x .

Let E be the set of points in where V (x) = 0. If M is the largest
invariant set in E , then every solution with x(0) approaches M
as t
x = f (x).
Rn be a bounded and closed set that is invariant
LaSalles Invariant Set Theorem
Theorem Let
with respect to
EL2620
2011
Lecture 14
asymptotic stability of the origin.
If we e.g., consider : x21 + x22 1 then

M = {(x1 , x2 )|x1 = 0, x2 = 0} and we have proven
EL2620
Lecture 14
In particular, if the compact region does not contain any fixed point
then the -limit set is a limit cycle
20
2011
18
Poincare-Bendixson Any orbit of a continuous 2nd order system that

stays in a compact region of the phase plane approaches its -limit
set, which is either a fixed point, a periodic orbit, or several fixed
points connected through homoclinic or heteroclinic orbits
Relation to Poincare-Bendixson Theorem
EL2620
Question 7
x 1 = ax1 (t)
Lecture 14
Choose large a: fast convergence along sliding manifold
(x) = ax1 + x2 = 0
x 1 = x2 (t)
x 2 = x1 (t)x2 (t) + u(t)
Example
Choose S for desired behavior, e.g.,
EL2620
Lecture 14
3. The equivalent control
2. The sliding control
1. The sliding manifold
There are 3 essential parts you need to understand:
23
2011
21
2011
Please repeat the most important facts about sliding modes.
EL2620
Step 1. The Sliding Manifold S
S of
2011
Step 2. The Sliding Controller
Lecture 14
Example: f (x)
u=
2011
u = x1 x2 x2 sgn(x1 + x2 )
24
f (x) + x2 + sgn()
g(x)
= x1 x2 , g(x) = 1, = x1 + x2 , yields
= x2 , x 2 = f (x) + g(x)u and
= 0.5 2 yields V =
V = (x2 + f (x) + g(x)u) < 0
For 2nd order system x 1

= x1 + x2 we get
Lyapunov function V (x)
Use Lyapunov ideas to design u(x) such that S is an attracting

invariant set
EL2620
22
R2 then S is R1 , i.e., a curve in the state-plane (phase plane).
Lecture 14
If x
and make S invariant
S = {x Rn |(x) = 0} R1
Idea: use u to force the system onto a sliding manifold

dimension n 1 in finite time
x = f (x) + g(x)u, x Rn , u R1
Aim: we want to stabilize the equilibrium of the dynamic system
EL2620
2011
ueq = x2 x1 x2
Question 8
Lecture 14
Can you repeat backstepping?
EL2620
Lecture 14
27
2011
25
Thus, the sliding controller will take the system to the sliding manifold
S in finite time, and the equivalent control will keep it on S .
= x 1 + x 2 = x2 + x1 x2 + ueq = 0
Example:
However, an equivalent control ueq (t) that keeps x(t) on S can be

computed from = 0 when = 0
S , then u will chatter
Step 3. The Equivalent Control
When trajectory reaches sliding mode, i.e., x

(high frequency switching).
EL2620
Note!
Backstepping Design
Lecture 14
In this course we only consider f (x, u) with a special structure,

namely strict feedback structure
V (x) > 0 , V (x) < 0 x Rn
28
2011
26
2011
General Lyapunov control design: determine a Control Lyapunov

function V (x, u) and determine u(x) so that
x = f (x, u)
We are concerned with finding a stabilizing control u(x) for the

system
EL2620
Lecture 14
This is OK, but is not completely general (see example)
u = sgn()
Previous years it has often been assumed that the sliding mode
control always is on the form
EL2620
The Backstepping Result
2011
29
2011
Lecture 14
31
!
"
d
dV
u(x) =
f (x1 )+g(x1 )x2
g(x1 )(xk (x1 ))f2 (x1 , x2 )
dx1
dx1
with corresponding controller
x 1 = f1 (x1 ) + g1 (x1 )x2

x 2 = f2 (x1 , x2 ) + u
(x1 ))2 /2 is a Control
= (x1 ).
Then V2 (x1 , x2 ) = V1 (x1 ) + (x2

Lyapunov Function for the system
with corresponding controller u
x 1 = f1 (x1 ) + g1 (x1 )u
Let V1 (x1 ) be a Control Lyapunov Function for the system
EL2620
)= 0
x n = fn (x1 , . . . , xn ) + gn (x1 , . . . , xn )u
..
.
x 1 = f1 (x1 ) + g1 (x1 )x2

x 2 = f2 (x1 , x2 ) + g2 (x1 , x2 )x3
x 3 = f3 (x1 , x2 , x3 ) + g3 (x1 , x2 , x3 )x4
Strict Feedback Systems
x1 , . . . , xk do not depend on xk+2 , . . . , xn .
Lecture 14
Note:
where gk
EL2620
The Backstepping Idea
Lecture 14
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Lecture 14
Repeat backlash compensation
Question 9
x1 = f1 (x1 ) + g1 (x1 )x2

x2 = f2 (x1 , x2 ) + u
find a Control Lyapunov function V2 (x1 , x2 ), with corresponding

control u = 2 (x1 , x2 ), for the system
x 1 = f1 (x1 ) + g1 (x1 )u
Given a Control Lyapunov Function V1 (x1 ), with corresponding

control u = 1 (x1 ), for the system
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32
2011
30
2011
Backlash Compensation
1+sT2
K 1+sT
1
1
1 + sT
1
s
Question 10
in
Lecture 14
Can you repeat linearization through high gain feedback?
EL2620
Lecture 14
ref
in
Linear controller design: Phase lead compensation
Backlash inverse
Linear controller design
Deadzone
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33
35
2011
out
2011
-5
without filter
10
-2
-1
0
u, with/without filter
y, with/without filter
Oscillation removed!
with filter
0
0
0.5
1.5
10
10
Inverting Nonlinearities
Real Axis
Nyquist Diagrams
f1 ()
f ()
Lecture 14
Should be combined with feedback as in the figure!
F (s)
Controller
15
15
G(s)
Compensation of static nonlinearity through inversion:
EL2620
Lecture 14
-10
-10
-8
-6
-4
-2
10
1+sT2
F (s) = K 1+sT
with T1 = 0.5, T2 = 2.0:
1
describing function is removed
20
20
36
2011
34
2011
Choose compensation F (s) such that the intersection with the
EL2620
Imaginary Axis
f ()
k
s
#
$
e = v f (u)
Lecture 14
EL2620
Lecture 14
What about describing functions?
Question 12
> 0 large and df /du > 0, then e 0 and

#
$
0 = v f (u)
f (u) = v
If k
f (u)
39
2011
u = f 1 (v)
37
2011
Remark: How to Obtain f 1 from f using

Feedback
EL2620
What should we know about inputoutput stability?
Question 11
%y%2
%u%2
n=1
N.L.
G(s)
a2n + b2n sin[nt + arctan(an /bn )]
2011
38
2011
Lecture 14
40
. |G(i)| for n 2, then n = 1 suffices, so that

'
y(t) |G(i)| a21 + b21 sin[t + arctan(a1 /b1 ) + arg G(i)]
If |G(in)|
u(t) =
%
&
e(t) = A sin t gives
Idea Behind Describing Function Method
EL2620
Lecture 14
Passivity Theorem
Circle Criterion
Small Gain Theorem
BIBO stability
System gain (S) = supuL2
You should understand and be able to derive/apply
EL2620
N.L.
e(t)
N (A, )
u
(1 (t)
More Courses in Control
Lecture 14
EL2421 Project Course in Automatic Control, per 2
EL1820 Modelling of Dynamic Systems, per 1
EL2520 Control Theory and Practice, Advanced Course, per 4
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EL2450 Hybrid and Embedded Control Systems, per 3
EL2620
Lecture 14
= 0 then
u(t)
u
(1 (t) = |N (A, )|A sin[t + arg N (A, )] u(t)
If G is low pass and a0
e(t)
N (A, ) =
b1 () + ia1 ()
A
Definition of Describing Function
The describing function is
EL2620
43
2011
41
2011
G(i) =
G(i)
1/N (A)
y = G(i)u = G(i)N (A)y
e
f () u G(s)
Existence of Periodic Solutions
EL2520 Control Theory and Practice,

Advanced Course
1
N (A)
Lecture 14
Contact: Mikael Johansson mikaelj@kth.se
Lectures, exercises, labs, computer exercises
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Robustness and performance
Linear multivariable systems
Multivariable control:
Period 4, 7.5 p
44
2011
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2011
Aim: provide an introduction to principles and methods in advanced

control, especially multivariable feedback systems.
EL2620
Lecture 14
The intersections of the curves G(i) and 1/N (A)

give and A for a possible periodic solution.
replacements
EL2620
EL2450 Hybrid and Embedded Control

Systems
EL1820 Modelling of Dynamic Systems
Lecture 14
Contact: Hakan
Hjalmarsson, hjalmars@kth.se
Lectures, exercises, labs, computer exercises
Computer tools for modeling, identification, and simulation
experiments: parametric identification, frequency response
physics: lagrangian mechanics, electrical circuits etc
Model dynamical systems from
Period 1, 6 p
Aim: teach how to systematically build mathematical models of

technical systems from physical laws and from measured signals.
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Lecture 14
Contact: Dimos Dimarogonas dimos@kth.se
Lectures, exercises, homework, computer exercises
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Scheduling of real-time software
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How is control implemented in reality:
Period 3, 7.5 p
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algorithms in networked and embedded systems.
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EL2745 Principles of Wireless Sensor

Networks
Research topics in WSNs
Design of practical WSNs
Lecture 14
Lecture 14
Contact: Jonas Martensson

jonas1@kth.se
No regular lectures or labs
Project management (lecturers from industry)
Preparation for Master thesis project
Team work
From start to goal...: apply the theory from other courses
Period 4, 12 p
46
48
2011
Aim: provide practical knowledge about modeling, analysis, design,

and implementation of control systems. Give some experience in
project management and presentation.
EL2421 Project Course in Control
Contact: Carlo Fischione carlofi@kth.se
EL2620
2011
Essential tools within communication, control, optimization and

signal processing needed to cope with WSN
THE INTERNET OF THINGS
Period 3, 7.5 cr
Aim: provide the participants with a basic knowledge of wireless

sensor networks (WSN)
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Check old projects
Discuss with professors, lecturers, PhD and MS students
The topic and the results of your thesis are up to you
Hints:
Get insight in research and development
Collaboration with leading industry and universities
The research edge
Cross-disciplinary
Theory and practice
49
2011
Doing Master Thesis Project at Automatic

Control Lab
EL2620
Doing PhD Thesis Project at Automatic

Control
Lecture 14
4-5 yrs to PhD (lic after 2-3 yrs)
teaching (20%), fun (100%)
Research (50%), courses (30%),
World-wide job market
Competitive
International collaborations and travel
Get paid for studying
Intellectual stimuli
EL2620
50
2011

EL2620 Nonlinear Control: Karl Henrik Johansson, Bo Wahlberg and Elling W. Jacobsen This Revision December 2011

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EL2620 Nonlinear Control

EL2620 Nonlinear Control

STEX (entrance floor, Osquldasv. 10), course material

Hanna Holmqvist, course administration

Elling W. Jacobsen, lectures and course responsible

28h lectures, 28h exercises, 3 home-works

Automatic Control Lab, KTH

EL2620 Nonlinear Control

Derive equilibrium points

Transform differential equations to first-order form

Mathematically describe common nonlinearities in control

Describe distinctive phenomena in nonlinear dynamic systems

You should be able to

use some practical nonlinear control design methods

apply the most powerful nonlinear analysis methods

understand common nonlinear control phenomena

You should after the course be able to

To provide participants with a solid theoretical foundation of nonlinear

fuzzy control (L11-L13)

Alternatives: gain scheduling, optimal control, neural networks,

Control design: compensation, high-gain design, Lyapunov

Feedback analysis: linearization, stability theory, describing

Introduction: nonlinear models and phenomena, computer

5h written exam on December 11 2012

Notice the importance to have zero initial conditions

Y (s) = G(s)U (s)

= Ax(t) + Bu(t), y(t) = Cx(t), x(0) = 0

Example: Linear time-invariant systems

Definition: Let M be a signal space. The system S

Two course compendia sold by STEX.

Alternative textbooks (decreasing mathematical rigour):

Homeworks: 3 computer exercises to hand in (and review)

Lecture notes: Copies of transparencies (from previous year)

2002. Optional but highly recommended.

Compulsory course items

Exercises: Class room and home exercises

All info and handouts are available at the course homepage at

Linear Systems Have Nice Properties

Linear model valid only if sin

Unrealistic answer. Clearly outside linear region!

Must consider nonlinear model. Possibly also include other

Linear model (step response with

Frequency analysis possible Sinusoidal inputs give sinusoidal

Superposition Enough to know a step (or impulse) response

Local stability=global stability Stability if all eigenvalues of A (or

Linear Models are not Rich Enough

Linear models can not describe many phenomena seen in

Linear Models may be too Crude

Stable Periodic Solutions

Example: Position control of motor with back-lash

(The linearized gain of the valve increases with increasing amplitude)

Stability depends on amplitude of the reference signal!

Existence of multiple stable equilibria for the same input gives

Example: chemical reactor

Simulink block diagram:

Example: Control system with valve characteristic f (u)

Stability Can Depend on Reference Signal

Back-lash induces an oscillation

How predict and avoid oscillations?

Example: Sinusoidal response of saturation

Period and amplitude independent of initial conditions:

Automatic Tuning of PID Controllers

Trade-off between effectivity and linearity