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Frequency Domain Analysis of Dynamic Systems: Jos E C. Geromel

This document summarizes key concepts regarding nonlinear systems, including Lur'e systems, passivity, and the Popov criterion. It discusses: 1) Lur'e systems which have a linear part coupled with a nonlinear feedback defined by a vector-valued nonlinear function. 2) Passivity, which guarantees stability for all nonlinear functions where the output multiplied by the input is nonpositive. It can be checked using linear matrix inequalities. 3) The Popov criterion, which provides a stability condition for single-input single-output Lur'e systems with sector-bounded nonlinearities. Stability is ensured if the linear transfer function shifted by a constant is strictly positive real.

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0% found this document useful (0 votes)
40 views24 pages

Frequency Domain Analysis of Dynamic Systems: Jos E C. Geromel

This document summarizes key concepts regarding nonlinear systems, including Lur'e systems, passivity, and the Popov criterion. It discusses: 1) Lur'e systems which have a linear part coupled with a nonlinear feedback defined by a vector-valued nonlinear function. 2) Passivity, which guarantees stability for all nonlinear functions where the output multiplied by the input is nonpositive. It can be checked using linear matrix inequalities. 3) The Popov criterion, which provides a stability condition for single-input single-output Lur'e systems with sector-bounded nonlinearities. Stability is ensured if the linear transfer function shifted by a constant is strictly positive real.

Uploaded by

blister_xblade
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
You are on page 1/ 24

CHAPTER IV - Nonlinear systems

FREQUENCY DOMAIN ANALYSIS OF


DYNAMIC SYSTEMS

JOSÉ C. GEROMEL

DSCE / School of Electrical and Computer Engineering


UNICAMP, CP 6101, 13083 - 970, Campinas, SP, Brazil,
[email protected]

Campinas, Brazil, August 2006

1 / 24
CHAPTER IV - Nonlinear systems

Contents

1 CHAPTER IV - Nonlinear systems


Lur’e systems
Passivity
Popov criterion
Frequency domain interpretation
Example
Sector optimization using LMIs
Control design
Problems

2 / 24
CHAPTER IV - Nonlinear systems

Lur’e systems

Lur’e systems
Lur’e systems are those presenting the following state space
model
ẋ(t) = Ax(t) + Bw (t)
z(t) = Cx(t) + Dw (t)
w (t) = −φ(z(t))
where x(t) ∈ Rn , w (t) ∈ R m , z(t) ∈ Rr and
φ(·) : Rr → Rm
is a vector-valued nonlinear function belonging to some set.
The above model is a linear system with impulse response
L(h(t)) = C (sI − A)−1 B + D with a nonlinear feedback
defined by w (t) = −φ(z(t)). The linear part is supposed to
be asymptotically stable.

3 / 24
CHAPTER IV - Nonlinear systems

Passivity

Passivity

Consider the linear part of a previously defined Lur’e system


with r = m. Passivity and Positive Realness are equivalent
concepts.
Definition (Time domain characterization)
It is said to be Passive if for x(0) = 0 the following inequality holds
Z T
z(t)′ w (t)dt ≥ 0 , ∀ T ≥ 0
0

Definition (Frequency domain characterization)


Its transfer function is Positive Real. That is, it satisfies

H(jω)∼ + H(jω) ≥ 0 , ∀ ω ∈ R

4 / 24
CHAPTER IV - Nonlinear systems

Passivity

Passivity

Passivity can be verified with LMIs. Using the Lyapunov


function v (x) = x ′ Px with P = P ′ > 0, from the time domain
characterization we have that
Z T
(w (t)′ z(t) + z(t)′ w (t))dt > v (x(T )) > 0
0

implies (strictly) passivity. Hence, with x(0) = 0 we have to


impose for all (x, w ) 6= (0, 0) that

v̇ (x) < w ′ z + z ′ w


(Ax + Bw )′ Px+x ′ P (Ax + Bw ) < w ′ (Cx + Dw ) + (Cx + Dw )′ w
| {z } | {z } | {z } | {z }
ẋ ′ ẋ z z′
5 / 24
CHAPTER IV - Nonlinear systems

Passivity

Passivity

Main result on Passivity and Positive Real transfer functions :


Theorem (Passivity and Positive Real)
The transfer function H(s) = C (sI − A)−1 B + D is (strictly)
Positive Real if and only if there exists P = P ′ > 0 such that
 ′ 
A P + PA PB − C ′
<0
B ′ P − C −D − D ′

Sufficiency follows from the previous quadratic Lyapunov


function.
Necessity follows from the KYP Lemma.

6 / 24
CHAPTER IV - Nonlinear systems

Passivity

Passivity

Indeed, the transfer function H(s) is positive real whenever


 ∼  
I I
Π <0, ∀ω∈R
H(jω) H(jω)

where the multiplier Π is given by


 
0 −I
Π=
−I 0

Hence, the KYP Lemma provides the necessity part of the


previous theorem.

Passivity is more restrictive than simple asymptotical stability.


However, stability is preserved for all φ(·) such that φ(0) = 0
and w ′ z = −φ(z)′ z ≤ 0.
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CHAPTER IV - Nonlinear systems

Passivity

Passivity

Important remarks :
The previous theorem implies D + D ′ > 0 that is, H(s) must
be proper. This is required for extended passivity. Passivity
(not extended) is imposed by making D → 0 and

A′ P + PA < 0 , PB = C ′ , P > 0

in this case, the LMI given before is not strict.


For SISO systems, Passivity is equivalent to

Re(H(jω)) ≥ 0 , ∀ω ∈ R

For SISO systems, the graphic of the nonlinear function


φ(z) : R → R with respect to z ∈ R must belong to the first
and third quadrants.

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CHAPTER IV - Nonlinear systems

Passivity

Passivity

For SISO systems stability is preserved whenever the locus of


the linear part H(s) and the graphic of the nonlinear part are
as indicated :

Im(H(jω)) × Re(H(jω)) φ(z) × z

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CHAPTER IV - Nonlinear systems

Popov criterion

Popov criterion

For simplicity we only consider SISO systems. The basic


stability criterion applies to Lur’e systems with r = m = 1.
The number of states n is arbitrary. The nonlinear function:
satisfies the condition φ(0) = 0.
belongs to the sector (0, κ > 0) that is (φ(z) − κz)φ(z) ≤ 0.

κz

φ(z) × z

10 / 24
CHAPTER IV - Nonlinear systems

Popov criterion

Popov criterion

Quadratic Lyapunov function : Consider v (x) = x ′ Px with


P = P ′ > 0 and impose

v̇(x) < (φ(z) − κz)′ φ(z) + φ(z)′ (φ(z) − κz)

Taking into account that w = −φ(z), this inequality is


enforced by the existence of P > 0 such that
 ′ 
A P + PA PB − κC ′
<0
B ′ P − κC −(I + κD)′ − (I + κD)

From the Passivity Theorem this is possible if and only if the


transfer function G (s) := κH(s) + I is strictly positive real.

11 / 24
CHAPTER IV - Nonlinear systems

Popov criterion

Popov criterion
Hence global asymptotic stability is preserved whenever
1
Re(H(jω)) > − , ∀ ω ∈ R
κ

−1/κ

Im(H(jω)) × Re(H(jω))

This condition is more stringent than the Nyquist criterion


applied to the linear system defined by φ(z) = βz with
0 ≤ β < κ.
12 / 24
CHAPTER IV - Nonlinear systems

Popov criterion

Popov criterion

We now assume that the transfer function of the Lur’e system


is strictly proper, that is D = 0. We introduce the
Popov-Lyapunov function :
Z z

V (x) = x Px + 2θ φ(ξ)dξ
0

where P = P ′ > 0 and θ ≥ 0. It is important to keep in mind


that, under our assumptions, this function is positive definite
and radially unbounded. Hence is time derivative is given by

V̇ (x) = ẋ ′ Px + x ′ P ẋ + θφ(z)′ ż + θ ż ′ φ(z)


= (Ax + Bw )′ (Px − θC ′ w ) +
+(x ′ P − θw ′ C )(Ax + Bw )

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CHAPTER IV - Nonlinear systems

Popov criterion

Popov criterion

Finally, the constraint V̇ (x) < (w + κz)′ w + w ′ (w + κz) is


assured from the existence of P > 0 and θ ≥ 0 satisfying the
LMI
 
A′ P + PA PB − θA′ C ′ − κC ′
<0
B ′ P − θCA − κC −(I + θCB) − (I + θCB)′

Once again, applying the Passivity Theorem this is possible if


and only if the transfer function

G (s) = (κC + θCA)(sI − A)−1 B + (I + θCB)

is strictly positive real. The Popov criterion follows from the


equality A(sI − A)−1 = −I + s(sI − A)−1 which yields

G (s) = (κ + sθ)H(s) + I
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CHAPTER IV - Nonlinear systems

Popov criterion

Popov criterion

The previous calculations lead to the celebrated Popov


criterion :
Theorem (Popov criterion)
Stability is preserved whenever there exits a scalar θ ≥ 0 such that
  
θ 1
Re 1 + j ω H(jω) > −
κ κ

holds for all ω ∈ R.

Notice that in the affirmative case the parameter θ ≥ 0 is


readily determined and allows the construction of the
Popov-Lyapunov function V (x).
The previous and more conservative stability condition is
obtained by imposing θ = 0 implying that V (x) = v (x).
15 / 24
CHAPTER IV - Nonlinear systems

Frequency domain interpretation

Frequency domain interpretation


Simple algebraic manipulations show that the Popov stability
condition can be rewritten as
θ 1
Re(H(jω)) − ωIm(H(jω)) > − ∀ω ∈ R
κ κ

1/θ
−1/κ

ωIm(H(jω)) × Re(H(jω))

Notice that the complex plane used to apply the Popov


criterion in not the same adopted by the Nyquist criterion.
16 / 24
CHAPTER IV - Nonlinear systems

Example

Example

Consider the asymptotically stable transfer function


s +2
H(s) =
s 4 + 6s 3 + 13s 2 + 14s + 6
We have obtained the following values :
Nyquist criterion applied for φ(z) linear provides κ ≈ 17.36.
Popov criterion with quadratic Lyapunov function applied for
φ(z) nonlinear provides κ ≈ 9.38.
Propov criterion applied for φ(z) nonlinear provides κ ≈ 17.33.
This example puts in evidence the quality of the result
obtained from the Popov-Lyapunov function yielding the
celebrated Popov criterion.

17 / 24
CHAPTER IV - Nonlinear systems

Sector optimization using LMIs

Sector optimization

Using the LMI representation of the Popov criterion, there is


no difficulty to solve the convex problem

sup κ
P>0,θ>0,κ>0

subject to
 
A′ P + PA PB − θA′ C ′ − κC ′
′ <0
B P − θCA − κC −(I + θCB) − (I + θCB)′

which provides :
The parameters P > 0 and θ > 0 of the function V (x).
The biggest sector defined by the optimal value of κ > 0 for
which the Popov criterion holds.

18 / 24
CHAPTER IV - Nonlinear systems

Control design

State feedback

Consider the Lur’e system with state feedback :

ẋ(t) = Ax(t) + B1 w (t) + B2 u(t)


z(t) = Cx(t)
u(t) = K x(t)
w (t) = −φ(z(t))

the goal is to determine the state feedback gain such that the
sector defined by κ > 0 is maximized. The Popov criterion is
used to check global asymptotic stability.
The key observation is that the Popov criterion can be
rewritten in terms of W := P −1 > 0.

19 / 24
CHAPTER IV - Nonlinear systems

Control design

State feedback

with products of variables θW and κW , that is


 
AW + WA′ B − θWA′ C ′ − κWC ′
<0
B ′ − θCAW − κCW −(I + θCB) − (I + θCB)′

However, from the definition of the new variable K = LW −1


the closed-loop system is such that

AW → (A + B2 K )W = AW + B2 L
B → B1

The maximization of κ is an LMI with respect to matrices


W > 0 and L for θ > 0 and κ > 0 fixed.
The optimization requires a two-dimensional parameter search.
Setting θ = 0, the nonlinear term κW remains.
20 / 24
CHAPTER IV - Nonlinear systems

Problems

Problems

1. Consider the nonlinear system ẋ(t) = Aφ(x(t)) where


A ∈ Rn×n and φ(·) : Rn → Rn is such that

φ(0) = 0 , φ(x) = [φ1 (x1 ), · · · , φn (xn )]′

Show that the equilibrium point x = 0 is GAS wherever there


exists a diagonal positive matrix P such that A′ P + PA < 0.
To this end, make use of the so called Persidiskii-Lyapunov
function
Xn Z xi
v (x) = Pii φi (ξ)dξ
i =1 0

and verify under which conditions it is positive definite and


radially unbounded.

21 / 24
CHAPTER IV - Nonlinear systems

Problems

Problems

2. Consider a Lur’e system with


s + 10
H(s) =
(s + 1)(s 2 + 2s + 2)

and determine:
The maximum value of κ > 0 such that stability is preserved
with φ(z) linear.
The maximum value of κ > 0 such that stability is preserved
with φ(z) nonlinear, provided by a quadratic Lyapunov
function.
The maximum value of κ > 0 such that stability is preserved
with φ(z) nonlinear, provided by the Popov-Lyapunov function.
The maximum value of κ > 0 using H∞ theory.

22 / 24
CHAPTER IV - Nonlinear systems

Problems

Problems

3. Consider a linear plant with transfer function H(s) plus a


linear feedback w (t) = −δz(t) where δ ∈ R. For H(s) given
by
(s − 1)(s − 2)
H(s) =
(s + 1)2 (s + 4)
determine the upper bound δmax such that asymptotic
stability is preserved for all 0 ≤ δ ≤ δmax using :
The H∞ theory
The Popov criterion
The Routh criterion
Compare the obtained results from the root locus plot (with
respect to δ) of the closed-loop system.

23 / 24
CHAPTER IV - Nonlinear systems

Problems

Problems

4. Consider a MIMO Lur’e system such that

H(s) = C (sI − A)−1 B ∈ Cm×m

Determine :
the stability conditions provided by a quadratic Lyapunov
function.
the stability conditions provided by a Popov-Lyapunov type
function.
5. Consider a SISO Lur’e system. Generalize the Popov criterion
to cope with nonlinear functions belonging to the sector
(−κ, κ).

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