Nonlinear Systems and Control Spring 2015

Introduction to Nonlinear Systems

1 Main Concepts
When engineers analyze and design nonlinear dynamical systems in elec-
trical circuits, mechanical systems, control systems, and other engineering
disciplines, they need to be able to use a wide range of nonlinear analysis
tools. Despite the fact that these tools have developed rapidly since the mid
1990s, nonlinear control is still largely a tough challenge.
In this course, we will present basic results for the analysis of nonlinear
systems, emphasizing the differences to linear systems, and we will introduce
the most important nonlinear feedback control tools with the goal of giving
an overview of the main possibilities available. Additionally, the lectures will
aim to give the context on which each of these tools are to be used.
Table 1 contains an overview of the topics to be considered in this course.

Requirements Challenges Theoretical Results

Modeling and Simulation Well posedness ODE Theory

Disturbance Rejection Sensors Observers
Stabilization Uncertainty Lyapunov
Tracking Nonlinearities Feedback Linearization
Sliding Mode

Economic Optimization Control Effort Optimal Control

Constraints Model Predictive Control

Table 1: Course Content

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1.1 Nonlinear Models and Nonlinear Phenomena

We will deal with systems of the form:

x1 = f1 (x1 , x2 , .., xn , u1 , u2 , . . . , um )
x2 = f2 (x1 , x2 , .., xn , u1 , u2 , . . . , um )
...
xn = f3 (x1 , x2 , .., xn , u1 , u2 , . . . , um )

where x Rn and u Rm .
Often, we will neglect the time varying aspect. In the analysis phase,
external inputs are also often neglected, leaving system

x = f (x). (1)

Working with an unforced state equation does not necessarily mean that the
input to the system is zero. It rather means that the input has been specified
as a given function of the state u = u(x).

Definition 1 A system is said to be autonomous or time invariant if the

function f does not depend explicitly on t ; that is x = f (x).

Definition 2 A point xeq is called equilibrium point of x = f (x) if x( ) = xeq

for some implies x(t) = xeq for t .

The set of equilibrium points is equal to the set of real solutions of the
equation f (x) = 0.

x = x2 :isolated equilibrium point

x = sin(x): infinitely many equilibrium points

x = sin(1/x): infinitely many equilibrium points in a finite region

Linear Systems satisfy the following 2 properties:

1. Homogeneity: f (x) = f (x), <

2. Superposition: f (x + y) = f (x) + f (y), x, y <n

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For example, consider the system given by the linear differential equation:
x = Ax + Bu (2)
where x <n , u <m , A <n , B <nm .
Then the solution is given by
Z t
At
x(t) = exp x0 + expA(t ) Bu( )d. (3)
0

Note that the expression for x(t) is linear in the initial condition x0 and
Nonlinear systems are those systems that do not
in the control function u().
satisfy these nice properties.
As we move from linear to nonlinear systems, we shall face a more difficult
situation. The superposition principle no longer holds, and analysis tools
necessarily involve more advanced mathematics. Most importantly, as the
superposition principle does not hold, we cannot assume that an analysis of
the behaviour of the system either analytically or via simulation may be
scaled up or down to tell us about the behaviour at large or small scales.
These must be checked separately.
The first step when analyzing a nonlinear system is usually to linearize it
about some nominal operating point and analyze the resulting linear model.
However, it is clear that linearization alone will not be sufficient. We must
develop tools for the analysis of nonlinear systems. There are two basic
limitation of linearization. First, since linearization is an approximation in
the neighborhood of an operating point, it can only predict the local behavior
of the nonlinear system in the vicinity of that point. Secondly, the dynamics
of a nonlinear system are much richer than the dynamics of a linear system.
There are essentially nonlinear phenomena that can take place only in the
presence of nonlinearity; hence they cannot be described or predicted by
linear models. The following are examples of nonlinear phenomena:
Finite escape time: The state of an unstable linear system can go
to infinity as time approaches infinity. A nonlinear systems state,
however, can go to infinity in finite time.
Multiple isolated equilibrium points: A linear system can have
only one equilibrium point, and thus only one steady-state operating
point that attracts or repels the state of the system irrespective of the
initial state. A nonlinear system can have more than one equilibrium
point.

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Limit cycles: A linear system can have a stable oscillation if it has a

pair of eigenvalues on the imaginary axis. The amplitude of the oscilla-
tion will then depend on the initial conditions. A nonlinear system can
exhibit an oscillation of fixed amplitude and frequency which appears
independently of the initial conditions.

Chaos: A nonlinear system can have a more complicated steady-state

behavior that is not equilibrium or periodic oscillation. Some of these
chaotic motions exhibit randomness, despite the deterministic nature
of the system.

Multiple Modes of behaviour: A nonlinear system may exhibit

very different forms of behaviour depending on external parameter val-
ues, or may jump from one form of behaviour to another autonomously.
These behaviours cannot be observed in linear systems, where the com-
plete system behaviour is characterized by the eigenvalues of the system
matrix A.

2 Typical Nonlinearities
In the following subsections, various nonlinearities which commonly occur in
practice are presented.

2.1 Memoryless Nonlinearities

Most commonly found nonlinearities are:

Relay, see Figure1. Relays appear when modelling mode changes.

Saturation, see Figure 2. Saturations appear when modelling vari-

ables with hard limits, for instance actuators.

Dead Zone, see Figure 3. Dead Zone appear in connection to actuator

or sensor sensitivity.

Quantization, see Figure 4. Quantization is used to model discrete

valued variables, often actuators.

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Figure 1: Relay

This family of nonlinearities are called memoryless, zero memory or static

because the output of the nonlinearity at any instant of time is determined
uniquely by its input at that time instant; it does not depend on the history
of the input.

2.2 Nonlinearities with Memory

Quite frequently though, we encounter nonlinear elements whose input-output
characteristics have memory; that is, the output at any instant of time may
depend on the recent or even entire, history of the input.
In the case of hysteresis one is confronted with a situation where the
path forward is not the same as the path backward. This behavior is often
observed when dealing with defective actuators such as valves.

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Figure 2: Saturation

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Figure 3: Dead Zone

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Figure 4: Quantization

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Figure 5: Relay with hysteresis

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3 Examples of Nonlinear Systems

In this section we present some examples of nonlinear systems which demon-
strate how nonlinearities may be present, and how they are then represented
in the model equations.

3.1 Reactor
This is an example of a strongly nonlinear system
q
[Ca ] = ([Caf ] [Ca ]) r[Ca ]
V
The coefficient r is an exponential function of the temperature and the
reagent concentration.
E
r = K exp
RT
while the temperature T i given by
q
T = (Tf T ) + Kr r[Ca ] + Kc (T Tc )
V
The model has 2 states: the concentration Ca of A and the temperature
T of the reaction vessel liquid. The manipulated variable is the jacket water
temperature Tc . Depending upon the problem formulation,the feed temper-
ature Tf and feed concentration [Caf ] can be considered either constant or
as a disturbance.
At a jacket temperature of 305K, the reactor model has an oscillatory re-
sponse. The oscillations are characterized by reaction run-away with a tem-
perature spike. When the concentration drops to a lower value, the reactor
cools until the concentration builds and there is another run-away reaction.

3.2 Diode
We assume a time invariant linear capacitor C, inductor L and resistor R.
The tunnel diode characteristic curve iR = h(vR ) is plotted in the next
figure.

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Figure 6: Chemical Reactor

Choosing x1 = vC and x2 = iL and u = E we obtain the following

dynamical system
1
x1 = (h(x1 ) + x2 )
C
1
x2 = (x1 Rx2 + E)
L
The equilibrium points of the system are determined by setting x1 = x2 =
0.
1
0 = (h(x1 ) + x2 )
C
1
0 = (x1 Rx2 + E)
L
Therefore, the equilibrium points corresponds to the roots of the equation
E x1
h(x1 ) =
R
The next figure shows graphically that, for certain values of E and R, this
equation has three isolated roots which correspond to three isolated equilib-
rium points of the system. The number of equilibrium points might change

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Figure 7: Chemical Reactor Phase Portrait

as the values of E and R change. For example, if we increase E for the same
value of R, we will reach a point beyond which only Q3 will exist.
As we will see in the next chapter, the phase portrait in this case has two
stable equilibrium point and 1 unstable equilibrium point
The tunnel diode characteristic curve iR = h(vR ) is plotted in the next
figure.

4 Second Order Systems

Second-order autonomous systems occupy an important place in the study
of nonlinear systems because solution trajectories can be represented in the
2D-plane. This allows for easy visualization of the qualitative behavior of

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Figure 8: Diode

the system.
In the sequel we consider the following aspects of second order systems:

1. Behavior near equilibrium points

2. Nonlinear oscillations

3. Bifurcations

A second-order autonomous system is represented by two scalar differen-

tial equations

x1 = f1 (x1 , x2 ), x1 (0) = x10

x2 = f2 (x1 , x2 ), x2 (0) = x20

or in vector notation

x = f (x), x(0) = x0 , x, x0 <2

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Figure 9: Diode Characteristic Curve

The locus in the (x1 , x2 ) plane of the solution x(t) for all t 0 is a curve
that passes through the point x0 . This plane is usually called state plane or
phase plane. The vector f gives the tangent vector to the curve x().

Definition 3 We obtain a vector field diagram by assigning the vector (f1 (x), f2 (x)
to every point (x1 , x2 ) in a grid covering the plane.

For example, iff (x) = (2x21 , x2 ), then at x = (1, 1), we draw an arrow point-
ing from (1, 1) to (1, 1) + (2, 1) = (3, 2).

Example 1 Pendulum without friction.

x1 = x2
x2 = 10 sin x1

See Figure12.

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Figure 10: Diode Equilibria

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Figure 11: Diode Phase Portrait

Figure 12: Frictionless Pendulum.

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Definition 2.2: The family of all trajectories of a dynamical system is called

the phase portrait.
As we will see later, the behavior of nonlinear systems near equilibrium points
is well described by the behavior of the linearization. We approximate the
nonlinear system by its linearization:
f1 f1
x1 = x
x1 1
+ x
x2 2
f2 f2
x2 = x
x1 1
+ x
x2 2

4.1 Qualitative Behavior of 2nd Order Systems Near

Equilibrium Points
Consider the linear time-invariant system x = Ax where A is a 2 2 real
matrix. The solution of the equation for a given state x0 is given by

x (t) = M exp (Jr t) M 1 x0 ,

where Jr is the real Jordan form of A and M is a real nonsingular matrix

such that M 1 AM = Jr . Depending on the properties of A, the real Jordan
form may take one of three forms:
     
1 0 k
, ,
0 2 0

where k is either 0 or 1. The first form corresponds to the case when the
eigenvalues 1 and 2 are real and distinct, the second form corresponds
to the case when the eigenvalues are real and equal, and the third form
corresponds to the case of complex eigenvalues 1,2 = j.

Real Distinct Eigenvalues

In this case 1 and 2 are different from zero and M = [v1 , v2 ], where v1
and v2 are the real eigenvectors associated with 1 and 2 . The change of
coordinates z = M 1 x transforms the system into two decoupled first-order
differential equations,

z1 = = 1 z1
z2 = = 2 z2

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Figure 13: Stable Node.

whose solution, for a given initial state (z10 , z20 ), is given by

z1 = = z10 e1 t
z2 = = z20 e2 t .

Eliminating t between the two equations, we obtain

/1
z2 = cz1 2

where
c = z20 / (z10 )2 /1 . (4)
There are then three cases:

Stable node: Both eigenvalues are negative, Figure 13.

Unstable node: Both eigenvalues are positive, Figure 14.

Saddle point: Eigenvalues have different sign, Figure 15

Complex Eigenvalues The change of coordinates z = M 1 x transforms

the system into the form

z1 = z1 z2
z2 = z1 + z2

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Figure 14: Unstable Node.

Figure 15: Saddle Point.

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The solution of these equations is oscillatory and can be expressed more

conveniently in polar coordinates.
q
r = z12 + z22
 
1 z2
= tan
z1
where we have two uncoupled first-order differential equation:

r = r
=

The solution for a given initial state (r0 , 0 ) is given by

r (t) = r0 et
(t) = 0 + t

We now have three behaviors:

Stable Focus, when < 0, the spiral converges to the origin, see
Figure 16.
Unstable Focus, when > 0, it diverges away from the origin, see
Figure 17.
Circle, when = 0, the trajectory is a circle of radius r0 , see Figure
18.

Nonzero Multiple Eigenvalues

The change of coordinates z = M 1 x transforms the system into the form

z1 = z1 + kz2
z2 = z2

whose solution, for a given initial state (z10 , z20 ), is given by

z1(t) = (z10 + kz20 t)

t
z2 (t) = e z20 .

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Figure 16: Stable Focus.

Figure 17: Unstable Focus.

Figure 18: Circle.

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Figure 19: Nondegenerate Eigenvalues.

Figure 20: Degenerate Eigenvalues.

Eliminating t, we obtain the trajectory equation

  
z10 k z2
z1 = z2 + ln
z20 z20

Here there are only two cases:

Non-degenerate eigenvalues: k = 0 ( < 0, > 0), see Figure 19.

Degenerate eigenvalues :k = 1 ( < 0, > 0), see Figure 20.

One or more Eigenvalues are zero When one or both eigenvalues of A

are zero, the phase portrait is in some sense degenerate. Here, the matrix A
has a nontrivial null space. Any vector in the null space of A is an equilibrium

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Figure 21: One Zero Eigenvalue.

Figure 22: Zero Eigenvalues.

point for the system; that is, the system has an equilibrium subspace, rather
than an equilibrium point.
The dimension of the null space could be one or two; if it is two, the
matrix A will be the zero matrix. When the dimension of the null space is
one, the shape of the Jordan form of A will depend on the multiplicity of
the zero eigenvalue. When 1 = 0 and 2 6= 0, the matrix M is given by
M = [v1 , v2 ] where v1 and v2 are the associated eigenvectors.
Here there are two cases:

1 = 0 and (2 < 0, 2 > 0), see Figure 21.

1 = 02 = 0, see Figure 22.

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4.2 Limit Cycles and Bifurcations

Oscillations and Limit Cycles Oscillations are one of the most impor-
tant phenomena that occur in dynamical systems. A system
x = f (x)
oscillates when it has a nontrivial periodic solution, i.e.
x (t + T ) = x (t) , t 0
for some T > 0. The word nontrivial is used to exclude equilibrium point.
In a phase portrait an oscillation or periodic solution is given by a closed
trajectory, usually called a closed or periodic orbit. The trajectory resembles
a closed curve in the phase plane. The trivial example is a center.

Example 2 Van der Pol Oscillator

x1 = x2
x2 = x1 + 1 x21 x2

In the case = 0 we have a continuum of periodic solutions, while in the

case 6= 0 there is only one.

Definition 4 An isolated periodic orbit is called a limit cycle.

Figure 23 depicts a stable and an unstable limit cycle. Limit cycles are
themselves special cases of limit sets. However the study of general limit sets
is outside the scope of this course.

Existence of Periodic Orbits Periodic orbits in the plane are special in

that they divide the plane into a region inside the orbit and a region outside it.
This makes it possible to obtain criteria for detecting the presence or absence
of periodic orbits for second-order systems, which have no generalizations to
higher order systems.

Theorem 1 Poincar-Bendixson Criterion Consider the system on the

plane x = f (x) and let M be a closed bounded subset of the plane such that:
1. M contains no equilibrium points, or contains only one equilibrium
point such that the Jacobian matrix [f /x] at this point has eigenvalues
with positive real parts.

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Figure 23: Limit Cycles.

2. Every trajectory starting in M remains in M for all future time.

Then M contains a periodic orbit of x = f (x).

Proof: A trajectory in M is bounded, and so it must either converge to an

equilibrium point or approach a periodic solution as time tends to infinity. As
there are no stable equilibrium points, it must converge to a stable trajectory.

Theorem 2 Negative Pointcar-Bendixson Criterion If, on a simply

connected region D of the plane, the expression f1 /x1 + f2 /x2 is not
identically zero and does not change sign, then the system x = f (x) has no
periodic orbits lying entirely in D.

Proof: On any orbit x = f (x), we have

dx1 f2
= .
dx2 f1
Therefore, on any closed orbit , we have

int f2 (x1 , x2 ) dx1 f1 (x1 , x2 ) dx2 = 0

This implies, by Greens theorem, that

ZZ  
f1 f2
+ dx1 dx2 = 0
S x1 x2

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where S is the interior of . Now, if

f1 f2
+ 6= 0 on D,
x1 x2
then we cannot find a region S D such that the last equality holds. Hence,
there can be no closed orbits entirely in D.

4.3 Bifurcations
The qualitative behavior of a second-order system is determined by the pat-
tern of its equilibrium points and periodic orbits, as well as by their stability
properties. One issue of practical importance is whether the system main-
tains its qualitative behavior under infinitesimally small perturbations.
For a nonlinear autonomous dynamical system x = f(x), the set of equi-
libria is given by {x : f (x) = 0}. The eigenvalues of f 
x x=x
the Jacobian of

f at an equilibrium x determine the local stability properties for the system
for Re() 6= 0. For Re() = 0 further analysis is required.

Example 3 The systems

x = x3 , x = x3

have the same linearization but quite different stability properties.

In general, for a dynamical system dependent on a parameter ,

x = f (x, )

the system is called structurally stable if small perturbations of the parameter

do not cause the equilibria to change their stability properties, and if there
are no additional equilibria created. Since the eigenvalues usually depend
continuously on , this will usually occur only when Re(()) = 0.

Definition 5 The creation of a new set of equilibria is called a bifurcation.

We are interested in perturbations that will change the equilibrium points

or periodic orbits of the system or change their stability properties. The
points in parameter space at which the system behavior change are called
bifurcation points. A bifurcation can include:

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Figure 24: Bifurcations.

1. The creation of a stable-unstable pair

2. Vanishing of a stable-unsable pair

3. Pitchfork bifurcations

(a) A stable equilibrium becomes 2 stable and one unstable equilib-

rium
(b) An unstable equilibrium becomes 2 unstable and one stable equi-
librium

Example 4 We consider the system

x1 = x21
x2 = x2 .

1. If > 0 we have two equilibrium points Q1,2 = , 0

2. If = 0 we have the degenerated case (0, 0)

3. If < 0 we have no equilibrium

See Figure 24.

Theorem 3 Hopf Bifurcations Consider the system

x = f (x1 , x2 ),

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where is a parameter. Let (0, 0) be an equilibrium point for any value of

the parameter . Let c be such that
 
df
eig (0, 0) = j.
dx
df d
If the real parts of the eigenvalues 1,2 of dx
(0, 0) are such that dx
Re (1,2 ) >0
and the origin is stable for = c then

1. the origin remains stable for small perturbations of

2. there is a 2 such that the origin is unstable surrounded by a stable

limit cycle for c < < 2 .

Thus a Hopf Bifurcation is a bifurcation where a stable point bifurcates into

a stable limit cycle which surrounds an unstable point.

Example 5 We consider the system

x1 = x1 ( x21 x22 ) x2
x2 = x2 ( x21 x22 ) + x2

Study in Matlab the behavior of the system as goes from a negative to a

positive value.

Example 6 Tunnel-Diode Circuit Revisiting Example 3.2 we see that E and

R are bifurcations parameters for the system.

Remark 1 A cascade of bifurcations is usually a precursor to chaotic behav-

ior. Chaotic behavior is observed when the effect arbitrarily small differences
in initial conditions are sufficient to make long term prediction of the trajec-
tory of a system unpredictable. A further consideration of these phenomena
is outside the scope of this nonlinear control course, but the reader is encour-
aged to read more on the subject of chaos of dynamical systems.

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