AutomaticControl

SystemLinearization
11Oct16

Aimsforthischapter

Forclassiccontroltheorywearegoingtodiscussisbasedon
thelinearsystem.Therefore,itisnotsuitablefornonlinear
systems.
Incontrolengineering,anormaloperationofthesystemmay
bearoundanequilibriumpoint,andthesignalsmaybe
consideredsmallsignalsaroundtheequilibrium.
Ifthesystemoperatesaroundanequilibriumpointandifthe
signalsinvolvedaresmallsignals,thenitispossibleto
approximatethenonlinearsystembyalinearsystem.
Suchalinearsystemcanbeapproximatedtothenonlinear
systemaroundtheoperationpoint.

SystemLinearization

Why linearization process is needed?

The advantages of using linear system model are
1). The principle of superposition can be applied.
2). Operational methods of analysis can be used.
3). The magnitude scale factor is preserved in a linear
system. (The property of homogeneity)
Linearization

1). Smallsignal linearization (in this lecture)

2). Linearization by feedback (in nonlinear control theory)
3). Transformation method (in nonlinear control theory)

Linearization can help designers to use linear system theory

to analyze the nonlinear system at certain interesting operation points.

FunctionLinearization

Toobtainalinearmathematicalmodelforanonlinearsystem,we
assumethatthevariablesdeviateonlyslightlyfromsomeoperating
condition.
Notethatthelinearized modelsonlydescribelocalbehavior.
Considerasingleinputsingleoutput(SISO) nonlinearfunction(ora
nonlinearsystem)whoseinputisx(t)andoutputisy(t).The
relationshipbetweeny(t)andx(t)isgivenby
Ifthenormaloperatingpointcorrespondsto
TheequationcanbeexpandedintoaTaylorseries aboutthispoint.
H.O.T

EquationLinearization

BasedontheTaylorseries(onthepoint)
H.O.T
variation

Ifthevariationissmall,thehigherordertermscanbeneglected.

whereand

Finallywegotthelinearized function

output
deviation
y Kx

input
deviation

FunctionLinearization

Geometricmeaningoflinearization
y f x

y y0 K ( x x0 ), K : slpoe

y0 f x0

x0

nonlinear
curve

FunctionLinearization

Nowconsideranonlinearfunctionwithtwoinputs

Alinearapproximationtothisnonlinearfunction(orsystem)canbe
obtainedbyTaylorseriesaboutthenormaloperatingpoint
variation

variation

H.O.T

Again,ifthevariationissmall,thehigherordertermscanbe
neglected.Itgives

Finally,onehas

y K1x1 K 2 x2

FunctionLinearization

Firstly,considerasimplenonlinearequation

Letusobtainalinearized equationforthenonlinearequationneara
point.Itfollowsthat
ApplyingTaylorseries gives

Thefinallinearized equationis

FunctionLinearization

Thefinallinearized equation

Recalltheexactnonlinearequation

Considerainterestingpair(x=5,y=10)aroundtheoperationpoint,
itgivesriseto

theapproximated solution:
theexact solution:

Itcanbeobservedthatthereexistsestimationerror(5049=1)due
tolinearization.
Consideranotherinterestingpair(x=5.9,y=10.9),whichisvery
closetotheoperatingpoint.
Theestimatevalueis64.3,whiletheexactvalueis64.31.

FunctionLinearization

Considerthesinglevariablenonlinearfunctiondescribedby
y x 0 .4 x 3

(a).Findthelinearizedmodel.
(b).Findthecorrespondingequationw.r.t x 1, x 2
y f x

df x
x x
dx x x

x 0.4 x 3 1 1.2 x 2 x x

f x

For x 1
For x 2

df x
dx x x

y x 0.4 x 3 1 1.2 x 2 x x 1.4 2.2 x 1 2.2 x 0.8

y x 0.4 x 3 1 1.2 x 2 x x 5.2 5.8 x 2 5.8 x 6.4

FunctionLinearization

Thegeometricillustrationisshownasfollows:

y x 0 .4 x 3

y 2.2 x 0.8

y 5.8 x 6.4

Differentoperationpointgivesrisetodifferentlinearized model!!

FunctionLinearization

Forthemultivariablenonlinearequation
,
ApplyTyalor seriesgives

f x, y
H.O.T

where

Thelinearizedmodeis

FunctionLinearization

Usually,theoperationpointsisselectedbythemiddlepointofthe
interestingregion.
Fortheexactmodel:
Whentheoperationpointischosenby. Itleadstothe
followinglinearizedmodel.

CaseA.Considerthepair(x=10,y=4),theestimated z=345
whiletheexact z=356 error=356345=11
CaseB.Considerthepair(x=9.2,y=3.1),theestimated z=256.2
whiletheexact z=256.38 error=256.38 256.2=0.18

Theexamplesclearshowthattheclosertheoperationpointwe
select,thesmallertheestimatederrorwewillhave.

SystemLinearization

Inordertolinearizegeneralnonlinearsystems,wewilluseagainthe
TaylorSeriesexpansionoffunctions.
Considerasinglestatevariabledynamicequation
x f x
Supposethat x isapointsuchthat f x 0 .
Inthiscase,thepoint x iscalledanequilibriumpointofthesystem
since
x f x 0
Inotherwords,apointx willbecalledanequilibriumpoint(Epoint
inthefollowingcontent)if
x 0

when x x

the system doesnt change

anymore at this point

SystemLinearization

RecallthattheTaylorSeriesexpansionoff(x)aroundtheEpointis
givenby

1 d 2 f x
1 d 3 f x
df x
2
3

x x

x
H .O.T
x
x
f x f x
2
3
2! dx x x
3! dx x x
dx x x

For xsufficientlyclosetoEpoint,thesehigherordertermswillbe
veryclosetozero.Sowecandropthemtogettheapproximation
f x f x

df x
x x
dx x x

Moreover,bytheequivalences x x x x x x x
(alsoknownasdeltastate)
f x 0

Thelinearizedmodelis: x

df x
df x
x x
x
dx x x
dx x x

SystemLinearization

NotethatthislinearmodelisvalidonlyneartheEpoint(hownear
dependsonhownonlinear.
Basedontheequivalentrepresentationoftheperturbed(delta)
state,thelinearizedsystemisalsocalledaperturbedsystem
dynamics.
df x
x

dx

x Ax

x x

Defineanewvariablez =x,thelinearizedsystemcanbefurther
representedby
z Az

whereAdenotesasalinearizedsystemcoefficientattheEpoint.
Thenonlinearsystemdynamicsnowturnsintoalinearone.

SystemLinearization

Considerasinglevariablenonlinearsystem
x x x 2

x0
TrytolinearizethenonlinearsystemaroundtheEpoint
andfindthelinearperturbedsystemdynamics.
x

df x, u
x
dx x x 0

1 2 x x
x

Itcanalsoberepresentedby
x x

xt x0 et

unstable

SystemLinearization

Actually,therearetwoEpoints
f x x x 2 0 x1 x 0

WehavethefollowingEpoints
x0
x 1

Whenx=1,thecorrespondinglinearizedmodelis
x

df x, u
x
dx x x 1

1 2 x x
x

xt x0 e t
stable

SystemLinearization

Nowweextendtheconcepttosinglestateandsingleinputdynamic
equation.ThecorrespondingTaylorseriesis
f x, u f x , u

f x, u
f x, u
x x
u u
x

x
x

x
x u u
u u u

1 2 f x, u
2 f x, u
2 f x, u
2
2

x x 2
x x u u
u u
2
2
2! x
xu x x
u

x x
x x
H .O.T

x, u
AlsonotethattheEpointcanbedeterminedsuchthat
x f x , u 0

SystemLinearization

Ignoringthehigherorderterms,onehasthefollowinglinearized
model
f x, u
f x, u
x f x , u
x x
u u
x x
x x
x

u u

Usingthefactthat

Thefinalformthelinearizedsystemwillbe
x

u u

x x , f x , u 0
x x x , u u u

f x, u
f x, u
x
u A x B u
x ux ux
u ux ux

where&aresystemstate/input
coefficients,respectively
B
A

SystemLinearization

Considerasingleinputsingleoutputsystem
x x x 2 sin x u

x 0, u 0
TrytolinearizethenonlinearsystemaroundtheEpoint
andfindthelinearperturbedsystemdynamics.
x

f x, u
f x, u
x
u
x x x
u x x
u u

u u

1 2 x cos x x u
2x u

Itcanalsoberepresentedby
x 2 x u

TF :

1
X s

U s s 2

SystemLinearization

Theextensiontofunctionsofmultiplestates(ndimension)and
inputs(mdimension) isverysimilartotheaboveprocedure.
Considerahighordernonlineardynamicswithnstate&minput
x1 f1 x1 , x2 ,, xn , u1 , u2 ,, um

x2 f 2 x1 , x2 ,, xn , u1 , u2 ,, um

xn f n x1 , x2 ,, xn , u1 , u2 ,, um

Supposethattheequilibriumpointsaregivenby
fi x1 , x2 ,, xn , u1 , u2 ,, um 0, i 1,2,, n

NotethattheEpointshouldmakeallofthefunctionsfi equalto
zero.

SystemLinearization

Inherittheprecioussystemlinearizationconcept,thelinearization
ofeachsubsystem fiabouttheequilibriumpointcanbedirectly
derived
n f
m f
j
x j x j j
u j u j
x j
Jacobian Matrix
j 1 x j

where

x1
x
x 2 n1

xn

f j

j 1 x j

f1
x
1
f 2
A x1

f n

x1

f1
x2
f 2
x2

f n
x2

j 1 u j

x j x j

x j
x j x j

f j

j 1 u j

u j u j

u j
u j u j

f1
f1
u
xn
1

f 2
f 2

nn
B u1
xn


f n
f n

xn x x
u1

x Ax Bu

f1
u2
f 2
u2

f n
u2

f1
un

f 2

nm

un

f n

um x x

SystemLinearization

Considerasingleinputsingleoutputsystem
x1 f1 x1 , x2 , x3 , u x1 x22 sin x1 u
x2 f 2 x1 , x2 , x3 , u 2 x1 2 x2 x3

x3 f3 x1 , x2 , x3 , u 3 x3 x1 x22 sin x2 u

FindthelinearperturbedsystemdynamicsaroundtheEpoint
x1 x2 u 0

x1 2x1 u
x2 2x1
x3 3x3 x2 u

Itcanalsoberepresentedby
x1 2 x1 u
x2 2 x1
x3 3 x3 x2 u

x1 2 0 0 x1 1
x 2 0 0 x 0u
2
2
x3 0 1 3 x3 1

SystemLinearization

ConsidertheLorenzsystem(3rd ordernonlineardynamics)withtwo
controlinputs
x 10 x 10 y
y 28 x y xz u1
8
z z xy u2
3

x 0, y 0, z 0
Byletting,theEpointsare

0,0,0, 6 2 ,6 2 ,27 , 6 2 ,6
Basedonthegivensystem,onehas
f1 x, y, z 10 x 10 y
f 2 x, y, z 28 x y xz u1

2 ,27

8
f3 x, y, z z xy u2
3

Trytofindthelinearized modelsw.r.t thoseEpoints

SystemLinearization

Applyingthelinearizationprocedureyields
f1 x, y, z 10 x 10 y

f 2 x, y, z 28 x y xz u1

8
f3 x, y, z z xy u2
3

TheJacobian matricesare

f1
x

f
A 2
x
f3

f1
y
f 2
y
f 3
y

f1
f
f
10, 1 10, 1 0
z
x
y
f 2
f
f
28 z , 2 1, 2 x
x
y
z
f3
f
f
8
y , 3 x, 3
x
y
z
3

f1
f1
u
z
0
10 10
1

f
f 2
B 2
28 z 1
x

u1
z
y
x 8 / 3 x x

f
f3
3

z x x
u1

f1
f
0, 1 0
u1
u2
f
f 2
1, 2 0
u2
u1
f3
f
0, 3 1
u1
u2

f1
u1
0 0

f 2
1 0

u2
0 1 x x
f3

u2 x x

SystemLinearization

BasedonthecalculatedEpoints
Epoint:
0,0,0

differentEpointsleadto
differentlinearized systems

0
0
10 10
10 10
0
A 28 z 1
x
28 1

y
x 8 / 3 x 0,0,0 0 0 8 / 3

Epoint: 6 2 ,6 2 ,27

0
10 10
A 28 z 1
x

y
x 8 / 3

x 6 2 , 6

Epoint: 6 2 ,6 2 ,27

0
10 10
A 28 z 1
x

y
x 8 / 3 x 6

10
0
10
1

1 6 2

6 2 0 6 2 8 / 3
2 , 27

2 , 6

10
0
10
1 6 2

6 2 6 2 8 / 3
2 , 27

0 0
B 1 0

0 1 x x

SystemLinearization

Innonlinearcontrolsystemlinearization,systemstabilityanalysis
w.r.t zerostate(i.e.,theorigin)isconsideredveryoften.
Herearesomeusefultechniquesforlinearizing nonlinearsystemsat
theorigin.
Forthesenonlinearity,itcanbedirectlyreplacedbythe
correspondingequivalence.
sin x x
cos x 1
x sin x 0
x cos x x

x2 0
x1x2 0
x1x22 0

TheequivalencescanbeeasilyprovenbytakingtheTaylorseries
expansion.

SystemLinearization

Letsgobacktotherealdynamicsystem

Rod
Dynamics

(xG,yG)

Cart
Dynamics

H&Vremoval

Therearethreenonlinearfunctionsinvolvedinthedynamics

Frequently seen
in nonlinear systems

f1 sin

f 2 cos

f3 Vl sin Hl cos

SystemLinearization

Forthependulumsystem

WhereMg istheweight,J isthemomentofinertiaofthependulum

aroundthepointofrotation,T isanappliedtorqueandListhe
lengthofthependulum
Thesystemnonlineardynamicsis
Basedonthepreviousresult,onecandirectlyobtainthelinearized
modelw.r.t zeroangle.
d 2 MgL

2 2

d t

sin , cos 1

SystemLinearization

Forthe2nd ordernonlineardynamicswithoutinput
dx
d 2x

2
cos x 0
dt
d 2t 2

Itcanberepresentedby
x1 f1 x2
x2 f 2 2 x2 cos x1

Thelinearized modelw.r.t Epointis

f

f
x1 f1 x1 , x2 1 x1 x1 1 x2 x2 1 x2 x2 x2
x2
x1

f
x2 f 2 x1 , x2 2 x1 x1 2 x2 x2
x2
x1

2 x2 cos x1 sin x1 x1 x1 2 x2 x2 2 x2 cos x1 sin x1 x1 2x2

x1

x2

SystemLinearization

TofindtheEpoint,let
x2 0

x1 f1 0

x1

x2 f 2 0

n
, n 1,3,5,
2

SubstitutingtheEpointtothelinearized system
x1 x2

x2 2 x2 cos x1 sin x1 x1 2x2

gives

x1 x2
x2 x1 2x2

homogeneous

x1, x2 / 4,0
Ifonehasinterestatanotheroperationpoint,ex..
SinceitisnotanEpoint,itleadsto
x1 x2
x2

2
2
x1 2x2
2
2

Nonhomogeneous

SystemLinearization

Consideranonlinearelectricalnetwork.
Findthetransferfunction(TF)
Sincetheelectricalnetworkisnonlinear,wearenotabletogetthe
TFdirectly.Asaresult,systemlinearizationmustbeapplied.
0.1v
Sincethecurrentpassingthroughthenonlinearresistoris ir 2e r
1
Theresultingdropvoltageis vr 10 ln i
2
BasedontheKirchhoffsvoltagelaw,wehave
L

di
1
10 ln i 20 vt
dt
2

di
10 1 20 1
f i, v ln i vt
dt
L 2
L L

Considerthesteadystate,i.e.,v=0,theEpointis
f i, v

10 1 20 1
ln i vt 0 i 2e 2
L 2
L L

SystemLinearization

Forthenonlinearsystem
di
10 1 20 1
f i, v ln i vt
L 2
L L
dt

Thelinearized modelis

f i, v
di
f i, v

v v
i i
f i , v
dt
i iviv
v iviv
20 1 10
1
10 1
v v
ln i v i i
2
L
L
L
i
L
L

f i ,v 0

f i ,v
i

f i ,v
v

10
1
10
1
i v 2 i v
iL
L
L
2e L

TheTFfromV toVL canbeobtainedfrom

I s
1

V s Ls 10 / 2e 2

Ls
LsI s VL s

V s
V s Ls 10 / 2e 2

Summary

Linearized systemisalwaysalocalapproximationaboutthe
operatingpoint.
Forthesamenonlinearsystem,astheoperatingpointchanges,the
linearized modelchangesaswell.
Theusualobjectiveofcontroldesignusingthelinearized dynamics
isdeviationminimization(i.e.regulation)
Controldesignbasedonlinearizeddynamicsalwaysreliesonthe
strategyofgainscheduling(i.e.gaininterpolation)
Gain changes with different operation conditions~

Homework

Forthenonlinear2nd ordersystem
x1 x22 x1 cos x2

x2 x2 x1 1x1 x1 sin x2

Pleasefindthelinearizedmodelattheorigin
(Notethatdetailderivationmustbeprovided.)

Homework

Findthelinearmodelofthefollowingdoubletanksystematthe
operationpoint:h1=h1s,h2=h2s,F=Fs
F,F1,F2:flowrates
R1,R2:valveresistances
A1,A2:tankbottomareas
h1,h2:waterlevels

h1

h2
R1

F1

F1 R1 h1 h2

R2

F2

F2 R2 h2

F F1 F R1

h
f
h
,
h
,
F
h1 h2

1
1
1
2

A1 A1 A1 A1
state

equations
h2 f 2 h1 , h2 , F F1 F2 R1 h1 h2 R2 h2

A2 A2 A2
A2

output equation
y h2