Non-Linear Systems

Phase Plane Analysis

Basic Idea

To generate motion trajectories corresponding to various

initial conditions in the phase plane.
To examine the qualitative features of the trajectories.
In such a way, information concerning stability and other
motion patterns of the system can be obtained.
A graphical method: to visualize what goes on in a
nonlinear system without solving the nonlinear equations
analytically.
Limitation: limited for second-order (or first-order) dynamic
system; however, some practical control systems can be
approximated as second-order systems.

Phase Portrait of a Linear Massspring System d

Mass-spring system (Fig(a))

y (t ) y (t ) 0;

2
dt

y (t )

dt
t 0
y (0) y0

0;

y (t ) y0 cos t

Solution:

d
y (t ) y0 sin t
dt
Equation of the trajectories
in phase plane:
2
y
x

y
dt

y02

2
0

System response corresponding to various initial conditions

is directly displayed on the phase plane (Fig.(b)).
The system trajectories neither converge to the origin nor
diverge to infinity.
They simply circle around the origin, indicating the marginal
nature of the systems stability.

General Description of Second-Order Non-linear System

Free motion of any second-order non-linear system can
always be described by an equation of the form:
..

y g ( y , y ) y h( y , y ) y 0
The state of the system for any given. instant, can be
represented by a point of coordinates ( y , y ) in a system of
rectangular coordinates.
Such a coordinate plane is called a Phase Plane

In term of the state variables:

x1 (t ) y (t ),
.

x2 (t ) y (t )

The second-order system is equivalent to following

canonical set of state equations:
d
x1
x1 x2
dt
.
d
x2
x2 g ( x1 , x2 ) x2 h( x1 , x2 ) x1
dt
.

By division, a first-order differential equation relating

the variable x1 (t ) and x2 (t ) is obtained as:

dx2
g ( x1 , x2 ) x2 h( x1 , x2 ) x1

dx1
x2
Thereby eliminating the independent variable t from the
set of first-order differential equation
One consider x1 (t ) and x2 (t )
dependent variables respectively.

as independent and

For a given set of initial conditions, ( x1 (0), x2 (0)) ,the

solution to above equation may represented by a single
curve in the phase plane for which the coordinates are:
( x1 (t ), x2 (t ))

 x1 (t ), x2 (t )
> Curve traced out by the state point,
as time t is varied from zero to infinity, is called a
phase trajectory.
Family of all possible curves for different
initial
conditions is called the phase
portrait
A finite number of trajectories defined in
a finite region is considered a phase
portrait.
The phase portrait provide a powerful
qualitative aid for investigating system
behavior and design of system parameters to achieve

Equilibrium Point or Singular

Points
- Equilibrium point is defined as a point where
the system states can stay forever.
- The system continues to lie at the equilibrium
point unless otherwise disturbed.
.
d that
- this implies

x1

x1 x2 0

dt
.
d
x2
x2 g ( x1 , x2 ) x2 h( x1 , x2 ) x1 0
dt
g ( x1 , x2 ) x2 h( x1 , x2 ) x1 0
- which gives

Example 2: A.. non-linear

second-order
system
.
2
The system y 0.6 y 3 y y 0 has two singular
points:(0, 0) and (-3, 0). Trajectories move towards the
point (0,0) while moving away from the point (-3,0).

Example 3 : Consider a linear second-order servo system

described by ..the differential
equation:
.

y (t ) 2 y (t ) y (t ) 0;
.

y (0) 0, y (0) y0 ,0 1
.

In terms of the state variables x2 y (t ) and x1 (t ) y (t )

the system model
is given by equations:
.

x1 (t ) x2 (t );
.

x2 2 x2 (t ) x1 (t );
x2 (0) 0, x1 (0) y0 ,
The origin of the phase plane (x1= 0, x2 = 0) is the
equilibrium point of the system. At this point derivatives of x1
and x2 are zero.

 The nature of the transient can be inferred from phase

trajectory
Starting from the point P, i.e. with initial deviation but no
velocity, the system returns to rest , i.e. to the origin with
damped oscillatory behavior.

Example 4: A first-order system: Consider the system

3
given by:
x& 4 x x
There are three equilibrium points, defined by :
3
4 x x 0 , namely, x = 0, 2, and 2.
Figure shows the phase trajectory of the first-order
system.
The arrows in the phase
portrait
denote
the
direction of motion. The
equilibrium point x = 0 is
stable, while the other
two are unstable

Singular Points
Consider a time invariant second order system
described by equation
of the form:
.
x1 (t ) x2 (t );
.

x2 (t ) f ( x1 , x2 )
Elimination of independent variable t gives the
equation of the trajectories of phase plane as:
dx2
f ( x1 , x2 )

dx1
x2

Integration of the above equation, for various initial

conditions, yields a family of phase trajectories.

Every point (x1,x2) of the phase plane has

associated with it, the slope of the trajectory which
passes through that point
Slope m at the point (x1,x2) is given by equation
Consider a time invariant second order system
described by equation of the form:
dx2
f ( x1 , x2 )
m

dx1
x2
With f(x1,x2) assume to single valued, there is
definite value for this m at given point in phase
plane.
This implies that phase trajectories will not intersect.

 Only exception are singular points at which The

value of the slope is 0/0 , i.e., the slope is
indeterminate.
f ( x1 , x2 ) 0
m

x2
0
Many trajectories may intersect at such points
Examination of such points reveal a great deal of
information of properties of the system.
Stability of linear system is uniquely by the nature
of their singular points.
For Non-linear system, there may be complex
features such as limit cycle.

Where will be singular points and how many will be

there ?
Singular points are points given by solution of
equations: x2 0; f ( x1 , x2 ) 0
Singular points of the non-linear system lie on the xaxis of the phase plane.
As, at singular points
on the phase plane,
.
.
x1 x 2 0
these points correspond to the equilibrium states of
the non-linear system
A non-linear system often has multiple equilibrium
points.

To determine the behavior of the non-linear system in

the vicinity of a singular points (equilibrium states).
Step-1: Linearization of the non-linear system about
singular points.
Step-2: Using linear system analysis, determine the
nature of phase trajectories around the singular points.
If the singular point of interest is not at the origin:
defining the difference between the original state
and the singular point as a new set of state variables.
one can shift the concerned singular point to the
origin.

Linearization of the non-linear system

Local linearization.
Extensively used while analyzing non-linear phenomena
Also called as perturbation analysis
Consider the time-invariant non-linear system:
.

x f x, u
Where function f x, u is assumed to be continuously

differentiable with respect to each component of x and u

When the control function u is either zero or a constant the
equilibrium states are those where 0 f xe , u0 is satisfied.
Let
x(t ) x (t ) x(t )
e

u (t ) u0 u (t )

 x(t ) and u (t ) are perturbation on xe and u0

.
x(t ) is its time derivative of x (t )
Putting new expression of x(t) and u(t) into system equation:
.

x e (t ) x (t ) f xe (t ) x (t ), u0 u (t )
f x, u
f xe , u0
x

f x, u
x
u
xe , u 0

Where h xe , u0 , x, u
terms.

u h xe , u0 , x, u
xe , u 0

contains the remaining higher order

Assumption that as x(t ) and u (t )go to zero, term

h xe , u0 , x, u

order terms

tends to zero at a faster rate than the first

 That is assumption is that :

h xe , u0 , x, u
lim
0;
x 0

x
u 0

term f x, u and f x, u
u
matrices: x

f1
x
1
f 2

f
x1
x

f
n
x1

f1
x2
f 2
x2

f n
x2

h xe , u0 , x, u
lim
0
x 0

u
u 0
are following Jacobian

f1
xn

f 2
xn

f n

xn

evaluated at xe and u 0

 f1
u
1
f 2

f
u1
u

f
n
u1

f1
u2
f 2
u2

f n
u2

f1
u p

f 2
u p

f n
u p

evaluated at xe and u 0

Then, in very small region about equilibrium point xe and

for sufficient values of u , the behaviour of the perturbed
system can be approximated by the locally linearised equation:

f x, u
x(t )
x
.

f x, u
x
u
xe , u 0

u
xe , u 0

 a set of linear and time invariant system of equations.

Much simpler to study analytically.
All methods available for linear systems like that based on
eigen value or roots of characteristic equation are applicable to
determine the stability of the linearised system.
.
For an autonomous system x f x , the linearised model
is:

f x
x(t )
x
x x
.

f x
The Jacobian matrix
x
equilibrium points.

is to be evaluated at the

Problem: Linearize the Non-linear System represented by the

following state equations, about equilibrium points
and obtain eigen value of linearized system.
.

x1 x1 x2
x13
x 2 2 x1 x2
3
Solution: At equilibrium points:
.

x1 x1 x2 0
3
1

x
x 2 2 x1 x2
0
3
Then x1 x2 , second equation3 become:
x1
2 x1 x1
0
3
.

Solving the non-linear simultaneous equations, one get

the equilibrium points as:
(0, 0 ) (3 , 3) (-3,-3)
Forming the Jacobian Matrix

f1
f x1

x f 2
x1

f1
x2

f 2
x1

1
2 x

evaluated at xe

2
1

evaluated at xe

Therefore, representation of Linearized system about

equilibrium point (0,0) is given as:

x1 1 1 x1
.

x 2 2 1 x2
.

Eigen values are at s = +1.732, -1.732.

Representation of Linearized system about the
equilibrium points (3,3) and (-3, -3) are given as:

x1 1 1 x1
.

x 2 7 1 x2
.

Eigen values are at s j 6

Analysis and Classification of Equilibrium or

singular points

It is possible to linearise a non-linear system around the

equilibrium points.
then study the behavior of the system trajectories in the near
the equilibrium points using the linearised model.
Based on the nature of the phase trajectories , the
equilibrium points are then classified as:
(1)Node
(2) Focus
(3) Saddle Point (4) Center
Linearization results in an equation similar to linear time
invariant system with constant matrix A whose eigen values
can be analyzed to study the state trajectories around the
equilibrium points .

 The eigen values of the matrix A can be real, (a) both

positive , (b) both negative, (c) one positive and other
negative.
Complex (with positive or negative real part) or purely
imaginary
Linear equation in
. the vicinity of the equilibrium point can
x a b x
1
be written as:
1

x 2 c d x2
.

Eigen values of the matrix are given from the characteristic

I A 0
equation:

That is a

b
0
d

Or a d bc 0

2 (a d ) ad bc 0
Eigen Values are:
2

(a d )
(a d )
1 , 2

ad bc
2
2

Using a linear transformation x Mz, such that resultant

system is diagonal canonical form:

1 0
z
1
.

z 2 0 2

z1
z
2

Transformation transform the coordinate axes from

x1 x2 plane to z1-z2 plane having same origin.
Transformation does not effect the nature of the roots of the
characteristics equation.
Phase trajectories obtained by using transformed state
equation still carry same information expect that trajectories in
x1 x2 plane may be skewed or stretched along coordinate
axes
We have two first order equations:
.
.

z1 1 z1 ; z 2 2 z2

1t

its solution given by: z1 (t ) z1 (0)e ;

z 2 (t ) z 2 (0)e

2 t

Slope of the trajectories in the z1-z2 plane is given by

dz 2 2 z2

tan
dz1 1 z1

On rearranging

dz 2 2 dz1

z 2 1 z1
Upon integration, this gives:

2
ln z1
In z 2
1

which can be written as:

z 2 c z1

2 1

where c is an integration constant.

Based on the nature of these Eigen values and trajectory in
z1-z2 plane, the singular points are classified as follows:

Eigen Values are Real

(1) Distinct and negative:

If the singular points is at origin, then equation z 2 c z1
k

c
z
become 2
where k1 2 1 0
1
The trajectories become a set of parabola as shown in
Figure.
The equilibrium point is called a stable node.
In original system of ordinates these trajectories appear to be
skewed.
2

(2) Distinct and positive:

If eigen values are both positive, nature (or shape) of
trajectories will not change.
Expect that trajectories diverges out of equilibrium point as
both z1(t) and z2(t) are increasing exponentially.
This type of singularity are called as unstable node

The phase portrait near a stable and unstable node has two
straight lines also, which defined by the equations:
x2 (t ) 1x1 (t )

x2 (t ) 2 x1 (t )
for stable node, If 2 1 , the transient term e t decays
2

faster than the term e t .

1

Therefore , as t , x1 0 and x2 0 ( for zero input ).

For both stable and unstable nodes, all trajectories are
tangential at the origin to the straight line trajectory
x2 (t ) 1x1 (t )

For stable repeated pole, two straight line trajectories coalesce

into a singular trajectory with slope equal to the root value.

(3) Distinct, one Positive and other negative:

One of the states corresponding to the negative eigen value
converges and one corresponding positive eigen value
diverges.
The trajectories are given by: z 2 c z1 k or z1k z 2 c
It is an equation of a rectangular hyperbola for positive
values of k.
The solution to the state equation is of form:

z 2 (t ) z 2 (0)e 2t ;

z1 (t ) z1 (0)e 1t

This type of singularity are called a saddle point

There are two straight line trajectories with slopes defined

by the root values.
The straight line due to the negative root,
trajectory that enters the singular points.

provides a

The straight line due to the positive root,

trajectory that leaves the singular points.

provides a

All other trajectories approach the singular point adjacent to

the incoming straight line.
Then curve away and leave the vicinity of the singular
points, eventually approaching the second straight line.

Eigen Values are Complex

Let eigen values be 1 , 2 j
The canonical form of the state equations can be
written as: .
j
z
1
.
0
z

0 z1
j z 2

Using the transformation:

z1
12
z 12

j 2 v1
j 2 v2

New state equation becomes:

v
1
.

v1

v
2

State equation can be written as:

dv1
v1 v2 ;
dt

dv2
v1 v2 ;
dt

The slope of trajectories will be:

dv2
v1 v2
v2 k v1

dv1
v1 v2
v1 k v2
where

Define:

dv2
tan
dv1

and

v2
tan
v1

We get the equation of trajectories:

tan k
tan
1 k tan
This is an equation to a spiral in the polar coordinate

tan k

(4) Complex with Negative Real Part

State responses are both decreasing with respect to
time.
Both are decreasing amplitude sinusoidal signal.
v1 c1e t sin t ;

v2 c2 e t sin t ;

If the real part is negative, trajectory is spiraling

inward
Equilibrium points to which the trajectory spirals in
is called a stable focus.

(5) Complex with Positive Real Part

State responses are both increasing without bound
with respect to time.
Both are increasing amplitude sinusoidal signal.
v1 c1et sin t ; v2 c2 et sin t ;
If the real part is positive, trajectory is spiraling
outward from the equilibrium point
Equilibrium points to which the trajectory spirals
outward is called a unstable focus.

(6) Complex with Zero Real Part

1 , 2 j

From which we get:

dv2
v1
v1

dv1
v2
v2

Cross-multiply and rearranging:

v2 dv2 v1dv2 0

Integrating we get:
v v R
2
2

2
1

This is a equation of a circle of radius R whose

value can be evaluated from the initial conditions.

Trajectories are concentric circles in v1-v2 plane

and ellipses in the x1-x2 plane.
Such an equilibrium point around which the state
trajectories are concentric circles or ellipses is called a
centre or vortex

Stability of Equilibrium
Points
In case of non-linear
system, concept of stability

as to be redefined as the definition of stability of

linear systems cannot be applied to non-linear
system.
Because superposition does not apply to nonlinear system.
Linear system have only one equilibrium point.
The behavior about the equilibrium state
completely determines the qualitative behavior
in the entire state-space in case of linear
system.
In non-linear system, behavior for small
deviation may be different from that for large
deviations.
Local stability does not imply stability in the
overall state-space.

 Non-linear systems may have several

equilibrium points.
System trajectories may move from one
equilibrium state to the other as time
progress
The free behavior of the system can be
different from the forced behavior of the
system.

Example: Van Der Pols equation

2

Equation:

d y
2 dy
2
1 y
0 y 0
2
dt
dt

with
0

For a second order system , the zero-input response

can be analyzed by studying the damping character
of the system.
> The damping property is decided by the coefficient
of the derivative of y, i.e.
.
2

y
The parameter
being positive, following scenario
can be considered:

Case-1:
,Then the damping is negative.
for a such system the zero input response increases
0 y 1
without bound from the equilibrium point at the
origin.

Case-2: y 1
then coefficient of the first
derivative become positive. That damping
itself is positive.
the system trajectories appear to converge
to the equilibrium point
The response is a stable one.
y 1
Case- 3:
, The damping become zero and
system response will be an oscillation of
steady amplitude.
Conclusions:
The system exhibits an unstable character in
the vicinity of the origin. For large signals, a
stable response is shown.
The system is thus unstable locally but
stable for large signal

Stability in the small and Stability in

the Large
The situation as shown for the non-linear
system in from previous example does not
exits in a linear system.
A linear system can only be either stable or
unstable in the complete state space.
In the case of non-linear system, There is no
point in considering the System Stability.
It is more meaningful to consider about the
stability of an equilibrium point.
It will be must to distinguish between the
different regions near the equilibrium point.
Stability in region close to the equilibrium
point or in the vicinity of the equilibrium
point is called stability in the small

 For a larger region around the equilibrium

point , stability is referred to as stability
in the large .
A simple physical illustration of different
types of stability such as global stability ,
global instability, and local stability are as
shown in figure (a) and (b):

Lyapunov stability-First
Method
state space , an
neighborhood

In
equilibrium state
e
dimensional sphere

of an
is defined by n-

x xe

An equilibrium state is stable ( or stable in

the small) if the system state can be made to

stay for ever within an

neighborhood by
starting it anywhere within an appropriately
neighborhood.
chosen
If the system is disturbed slightly from the
equilibrium point, the subsequent motion will
remain in the vicinity of the equilibrium state.

 The size of the neighborhood being dependent

only on the magnitude of the perturbation.
Definition: Lyapunovs stability:
An equilibrium state
of an autonomous
xe
dynamic system is stable
( or stable in the
sense of Lypunov) if for every
, there
0where depends
only
0 on ,
exits a

x
xine
such that
results
x (t 0 , x0 ) forxall
.
t t0
e
> If system is to be stable in sense of Lyapunov,
then forany
that is specified, a value of

must be produce such that the system state

initially starting in the
neighborhood of the
state
equilibrium
will never leave the

neighborhood.

 An equilibrium state to which all trajectories

from the neighborhood converge has to
distinguished from the above.
This leads to the concept of asymptotic
stability.
Definition : Asymptotic stability:
An equilibrium state
of an autonomous
dynamic system is said to be asymptotically
stable if
(1) if it is stable in sense
a of Lyapunov.
(2) There is a number such x
that every
a
e
motion
starting
in
the
neighborhood
of
xe
converges to
as t tends to infinity.
> If only property (2) is satisfied, not property (1)
then system to be quasi- asymptotically stable

 Region
can be generally small than
.

a
Definition of Instability in sense of Lyapunov:
An equilibrium state of a free dynamic
system is unstable if there
exit an such
that no
can be found to satisfy the
conditions for system to be stable in sense of
Lyapunov.
Concepts of Lyapunov stability and asymptotic
stability are local concepts.
They apply to stability behaviour in the small
or in a small neighborhood of the equilibrium
point.

Size of
is not important, it is the size of
which is determining factor.

1
If a 1 is found to satisfy the definition for
given
same
would satisfy
then
1
definition
.
1 relative to any
A appropriate for a given

must be
smaller or equal to the given
.
First Method of Lyapunov
It is a theorem stating the conditions under
system stability information can inferred
by examining the simplified equation
through local linearization.
This theorem is applicable to only to
autonomous systems.
The theorem can be state as follows:

Theorem: For an autonomous systems

x
, let.

f ( x)

f ( xe )x h( xe , x)

be the equation of the perturbed system

about an equilibrium state,
, if

xe
.
h( xe , x)
lim
0
x 0
x

then,
(1) If the linearized system has only eigen
values with negative real parts,
is
asymptotically stable; x
e
(2) If the linearized system has one or more
eigen values with positive real parts , Then
is
x
e
unstable.

(3) If the linearised system has one or more

eigen values with zero real parts and
xe
remaining eigen values have negative
real parts, stability of
cannot be
ascertained by studying the linearised
system alone, even for stability in the
small.

Symmetry in Phase Plane Portraits

Consider the differential
equation
:
..
.

y f ( y, y ) 0

In phase variable form, it. become:

x1 x2
.

x2 f ( x1 , x2 )
Slope of phase trajectories in Phase Portraits:

dx2 f ( x1 , x2 )

dx1
x2

(a) Symmetry about the x1 axis:

Slope must be equal but opposite in sign for x2 > 0 and x2 <
0 for all x1 .
Possible if f (x1 ,,x2 ) = f (x1 ,, x2 ) .
i.e. f (x1 ,,x2 ) must be an even function of x2
If phase portrait is symmetrical about only difference
between the phase plots in the upper and lower half is in
direction of motion.
Motion of the representative point on the upper half will be
the right and in lower half, it will be to the left.

(b) Symmetry about the x2 axis:

Slope must be equal but opposite in sign for x1 > 0
and x1 < 0 for all x2 .
Possible if f (x1 , x2 ) = f ( x1 , x2 )
i.e. f (x1 , x2 ) must be an odd function of x1
(c) Symmetry about both the axes:
Both the above conditions of (a) and (b) must be
true, simultaneously.
Possible if f ( x1 , x2 ) = f ( x1 , x2 ) .