Nonlinear Control and Servo systems

Lecture 1
Giacomo Como, 2014
Dept. of Automatic Control
LTH, Lund University
Overview Lecture 1

Practical information

Course contents

Nonlinear control phenomena

Nonlinear differential equations

Course Goal
To provide students with a solid theoretical foundation of
nonlinear control systems combined with a good engineering
ability
You should after the course be able to

recognize common nonlinear control problems,

use some powerful analysis methods, and

use some practical design methods.

Todays Goal

Recognize some common nonlinear phenomena

Transform differential equations to autonomous form,

rst-order form, and feedback form.

Describe saturation, dead-zone, relay with hysteresis,

backlash

Calculate equilibrium points

Course Material

Textbook

Glad and Ljung, Reglerteori, ervariabla och olinjra

metoder, 2003, Studentlitteratur,ISBN 9-14-403003-7 or the
English translation Control Theory, 2000, Taylor & Francis
Ltd, ISBN 0-74-840878-9. The course covers Chapters
11-16,18. (MPC and optimal control not covered in the
other alternative textbooks.)

H. Khalil, Nonlinear Systems (3rd ed.), 2002, Prentice Hall,

ISBN 0-13-122740-8. A good, a bit more advanced text.
Course Material, cont.

Handouts (Lecture notes + extra material)

Exercises (can be download from the course home page)

Lab PMs 1, 2 and 3

Home page
http://www.control.lth.se/course/FRTN05/

Matlab/Simulink other simulation software

see home page
Lectures and labs
The lectures (28 hours) are given as follows:
Mon 1315, M:E Jan 20 Mar 3
Wed 810, M:E Jan 22 Feb 26
Thu 10-12 M:E Jan 23
The lectures are given in English.

The three laboratory experiments are mandatory.

Sign-up lists are posted on the web at least one week before
the rst laboratory experiment. The lists close one day before
the rst session.
The Laboratory PMs are available at the course homepage.
Before the lab sessions some home assignments have to be
done. No reports after the labs.
Exercise sessions and TAs
The exercises (28 hours) are offered twice a week
Tue 15:15-16:45 17-18:30 Wed 15:15-16:45 17-18:30
NOTE: The exercises are held in either ordinary lecture rooms or the
department laboratory on the bottom oor in the south end of the
Mechanical Engineering building, see schedule on home page.
Christian Grussler
The Course

14 lectures

14 exercises

3 laboratories

5 hour exam: March 12, 2014, 8:00-13:00.

Open-book exam: Lecture notes but no old exams or
exercises allowed.

Retake exam on April 25, 2014, 14-19, Sparta:B

Course Outline
Lecture 1-3 Modelling and basic phenomena
(linearization, phase plane, limit cycles)
Lecture 2-6 Analysis methods
(Lyapunov, circle criterion, describing functions))
Lecture 7-8 Common nonlinearities
(Saturation, friction, backlash, quantization))
Lecture 9-13 Design methods
(Lyapunov methods, Backstepping, Optimal control)
Lecture 14 Summary
Todays lecture
Common nonlinear phenomena

Input-dependent stability

Stable periodic solutions

Jump resonances and subresonances

Nonlinear model structures

Common nonlinear components

State equations

Feedback representation
Linear Systems
S
u
y = S(u)
Denitions: The system S is linear if
S(u) = S(u), scaling
S(u
1
u
2
) = S(u
1
) S(u
2
), superposition
A system is time-invariant if delaying the input results in a
delayed output:
y(t ) = S(u(t ))
Linear time-invariant systems are easy to analyze
Different representations of same system/behavior
x(t) = Ax(t) Bu(t), y(t) = Cx(t), x(0) = 0
y(t) = p(t) u(t) =

p(r)u(t r)dr
Y(s) = G(s)U(s)
Local stability = global stability:
Eigenvalues of A (= poles of G(s)) in left half plane
Superposition:
Enough to know step (or impulse) response
Frequency analysis possible:
Sinusoidal inputs give sinusoidal outputs
Linear models are not always enough
Example: Ball and beam
x
mp
mpsin()

Linear model (acceleration along beam) :

Combine F = m a = m
d
2
x
dt
2
with F = mpsin():
x(t) = psin((t))
Linear models are not enough
x = position (m) = angle (rad) p = 9.81 (m/s
2
)
Can the ball move 0.1 meter in 0.1 seconds with constant ?
Linearization: sin for 0

x(t) = p
x(0) = 0
Solving the above gives x(t) =
t
2
2
p
For x(0.1) = 0.1, one needs =
2

0.1
0.1
2

p
2 rad
Clearly outside linear region!
Contact problem, friction, centripetal force, saturation
How fast can it be done? (Optimal control)
Warm-Up Exercise: 1-D Nonlinear Control System
x = x
2
x u

stability for u = 0?

stability for constant u = b?

stability with linear feedback u = ax b?

stability with non-linear feedback u(x) =?

Stability Can Depend on Amplitude
?

1
s
1
(s1)
2
Motor Valve
Process
1
r
y
Valve characteristic f (x) =???
Step changes of amplitude, r = 0.2, r = 1.68, and r = 1.72
Stability Can Depend on Amplitude

1
s
1
(s1)
2
Motor Valve
Process
1
r
y
Valve characteristic f (x) = x
2
Step changes of amplitude, r = 0.2, r = 1.68, and r = 1.72
Step Responses
0 5 10 15 20 25 30
0
0.2
0.4
Time t
O
u
t
p
u
t

y
0 5 10 15 20 25 30
0
2
4
Time t
O
u
t
p
u
t

y
0 5 10 15 20 25 30
0
5
10
Time t
O
u
t
p
u
t

y
r = 0.2
r = 1.68
r = 1.72
Stability depends on amplitude!
Stable Periodic Solutions
Example: Motor with back-lash
y
Sum
5
Pcontroller
1
5s +s
2
Motor
0
Constant
Backlash
1
Motor: G(s) =
1
s(15s)
Controller: K = 5
Stable Periodic Solutions
Output for different initial conditions:
0 10 20 30 40 50
0.5
0
0.5
Time t
O
u
t
p
u
t

y
0 10 20 30 40 50
0.5
0
0.5
Time t
O
u
t
p
u
t

y
0 10 20 30 40 50
0.5
0
0.5
Time t
O
u
t
p
u
t

y
Frequency and amplitude independent of initial conditions!
Several systems use the existence of such a phenomenon
Relay Feedback Example
Period and amplitude of limit cycle are used for autotuning

Process
PID
Relay
A
T
u y

1
5 1
1

1
Time
u
y
[ patent: T Hgglund and K J strm]
Jump Resonances
y
Sum
Sine Wave
Saturation
20
5s +s
2
Motor
1
Response for sinusoidal depends on initial condition
Problem when doing frequency response measurement
Jump Resonances
u = 0.5sin(1.3t), saturation level =1.0
Two different initial conditions
0 10 20 30 40 50
6
4
2
0
2
4
6
Time t
O
u
t
p
u
t

y
give two different amplications for same sinusoid!
Jump Resonances
Measured frequency response (many-valued)
10
1
10
0
10
1
10
3
10
2
10
1
10
0
10
1
M
a
g
n
i
t
u
d
e
Frequency [rad/s]
l
i
n
e
a
r
s
a
t
u
r
a
t
e
d
s
a
t
u
r
a
t
e
d
New Frequencies
Example: Sinusoidal input, saturation level 1
asin t y
Saturation
10
0
10
2
10
0
Frequency (Hz)
A
m
p
l
i
t
u
d
e

y
0 1 2 3 4 5
2
1
0
1
2
Time t
10
0
10
2
10
0
Frequency (Hz)
A
m
p
l
i
t
u
d
e

y
0 1 2 3 4 5
2
1
0
1
2
Time t
a = 1
a = 2 a = 2 a = 2 a = 2
New Frequencies
Example: Electrical power distribution
THD = Total Harmonic Distortion =

k=2
energy in tone k
energy in tone 1
Nonlinear loads: Rectiers, switched electronics, transformers
Important, increasing problem
Guarantee electrical quality
Standards, such as THD < 5%
New Frequencies
Example: Mobile telephone
Effective ampliers work in nonlinear region
Introduces spectrum leakage
Channels close to each other
Trade-off between effectivity and linearity
Subresonances
Example: Dufngs equation y y y y
3
= asin(t)
0 5 10 15 20 25 30
0.5
0
0.5
0 5 10 15 20 25 30
1
0.5
0
0.5
1
Time t
Time t
y
a
s
i
n

t
When is Nonlinear Theory Needed?

Hard to know when - Try simple things rst!

Regulator problem versus servo problem

Change of working conditions (production on demand,

short batches, many startups)

Mode switches

Nonlinear components
How to detect? Make step responses, Bode plots

Step up/step down

Vary amplitude

Sweep frequency up/frequency down

Some Nonlinearities
Static dynamic
Sign
Saturation
Relay
e
u
Math
Function
LookUp
Table
Dead Zone
Coulomb &
Viscous Friction
Backlash
|u|
Abs
Nonlinear Differential Equations
Problems

No analytic solutions

Existence?

Uniqueness?

etc
Finite escape time
Example: The differential equation
dx
dt
= x
2
, x(0) = x
0
has solution
x(t) =
x
0
1 x
0
t
, 0 t <
1
x
0
Finite escape time
t
f
=
1
x
0
Finite Escape Time
0 1 2 3 4 5
0
0.5
1
1.5
2
2.5
3
3.5
4
4.5
5
Time t
x
(
t
)
Finite escape time of dx/dt = x
2
Uniqueness Problems
Example: The equation x =

x, x(0) = 0 has many solutions:

x(t) =

(t C)
2
]4 t C
0 t C
0 1 2 3 4 5
1
0.5
0
0.5
1
1.5
2
Time t
x
(
t
)
Compare with water tank:
dh]dt = a

h, h : height (water level)

Change to backward-time: If I see it empty, when was it full?)
Local Existence and Uniqueness
For R 0, let
R
denote the ball
R
= |z; [z a[ R.
Theorem
If, f is Lipschitz-continuous in
R
, i.e.,
[ f (z) f (y)[ K[z y[, for all z, y
R
,
then

x(t) = f (x(t))
x(0) = a
has a unique solution
x(t) , 0 t < R]C
R
,
where C
R
= max
x
R
[ f (x)[
Global Existence and Uniqueness
Theorem
If f is Lipschitz-continuous in R
n
, i.e.,
[ f (z) f (y)[ K[z y[, for all z, y R
n
,
then
x(t) = f (x(t)), x(0) = a
has a unique solution
x(t) , t 0.
State-Space Models

State vector x

Input vector u

Output vector y
general: f (x, u, y, x, u, y, . . .) = 0
explicit: x = f (x, u), y = h(x)
afne in u: x = f (x) p(x)u, y = h(x)
linear time-invariant: x = Ax Bu, y = Cx
Transformation to Autonomous System
Nonautonomous:
x = f (x, t)
Always possible to transform to autonomous system
Introduce x
n1
= time
x = f (x, x
n1
)
x
n1
= 1
Transformation to First-Order System
Assume
d
k
y
dt
k
highest derivative of y
Introduce x =

y
dy
dt
. . .
d
k1
y
dt
k1

T
Example: Pendulum
MR

k

MpRsin = 0
x =

T
gives
x
1
= x
2
x
2
=
k
MR
x
2

p
R
sin x
1
A Standard Form for Analysis
Transform to the following form
G(s)
Nonlinearities
Example, Closed Loop with Friction
_
_
G C
Friction
0
u
F
v
==
G
1CG
Friction
Equilibria (=singular points)
Put all derivatives to zero!
General: f (x
0
, u
0
, y
0
, 0, 0, 0, . . .) = 0
Explicit: f (x
0
, u
0
) = 0
Linear: Ax
0
Bu
0
= 0 (has analytical solution(s)!)
Multiple Equilibria
Example: Pendulum
MR

k

MpRsin = 0
Equilibria given by

=

= 0 ==sin = 0 == = n
Alternatively,
x
1
= x
2
x
2
=
k
MR
x
2

p
R
sin x
1
gives x
2
= 0, sin(x
1
) = 0, etc
Next Lecture

Linearization

Stability denitions

Simulation in Matlab