Nonlinear Control Systems - Lecture 1 - August 23, 2005 Topics covered in this course 1) Lyapunov stability theory 2) L2 -gain

and passivity techniques (backstepping) 3) Exact Feedback Linearization Dufng Oscillator x + x + (x x) = cos t Second term is a damping term, third term models a soft spring and the last term is an exogenous sinusoidal driving term. This is a second order ODE that can be transformed into two rst order ODEs by making the following state variable assignments, x = x1 and x = x2 . With these assignments, the second order ODE may be rewritten as x 1 x 2 = x1 + x2 x3 2 + cos t x1 = F (x1 , x2 )
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x(t) < for all t > 0. In other words, we can always nd a starting point about the xed point that keeps us arbitrarily close to that point. We may formalize the study of Lyapunov stability by perturbing the state trajectory about the equilibrium point. Consider the perturbed trajectory x(t) = x (t) + y (t) The time derivative of this perturbed trajectory is x = x + y F (x )y + O(|y |2 ) x Since F (x ) = 0, this implies that = F (x ) + y F (x ) y x

which is called a linearization of the nonlinear system about the equilibrium point x . Obvious question is when does stability of the linearization imply the stability of the original nonlinear system. This is often called Lyapunovs indirect method,
1) When all eigenvalues of F x (x ) have negative real parts, then nonlinear system is stable. 2) If at least one eigenvalue of F x (x ) has a positive real part, then nonlinear system is unstable.

F : 2 2 is a map from 2-dimensional Euclidean space back into the same space. The elements of the space are vectors, so F can be seen as generating a eld of vector or vector eld. The phase plane has the state along the x-axis and state velocity along the y -axis. We can draw the vectors generated by F for the Dufng oscillator and can integrate this eld to identify a family of trajectories in the phase plane. This type of graphical analysis represents one early method for studying the global behavior of nonlinear systems. But it is difcult to extend beyond two dimensions. A more systematic study of nonlinear system dynamics involves determining the xed points (also called equilibrium points of the vector eld, studying the stability of the trajectories around those xed points and then studying the global relationship between these xed points. xed point: A function x : n is a xed point (trajectory, orbit) of F if and only if F (x (t)) = 0 for all t. Note that x need not be a single point, it can be a trajectory. The xed points of the unforced Duffying oscillator are obtained from the following set of algebraic equations, 0 = x1 + x2 0 = x1 x3 2

This is only a local result since the region (|x| < ) may be arbitrarily small. For the Dufng oscillator, at equilibrium point (0, 0), we can see that F (0, 0) = x which has eigenvalues, 1 1,2 = 2 + 4 2 2 which has one stable and one unstable eigenvalue. Therefore the equilibrium point (0, 0) is unstable. The other equilibrium points are (0, 1). In this case F (0, 1) = x which has eigenvalues 1 2 8 1,2 = 2 2 In this case both eigenvalues have negative real parts so the points (0, 1) are both stable. Given x = F (x), we can therefore identify an associated linear system y = Ay 0 1 2 0 1 1

which implies that x2 2 = 1 or rather that x2 = 1 and x1 = 0. So there are three xed points.

The behavior of a state trajectory around a xed point refers to its Lyapunov stability. In particular, we say x is stable if for any > 0 there exists a > 0 such that if x(0) < , then

where A is an n n matrix equal to the Jacobian of F evaluated at x . Note that the state space for this linear system may be decomposed into the direct sum of three linear subspaces,
n

spring. Note that this is a differential equation and therefore denes a closed curve in the state space which represents a periodic orbit, again a time-varying equilibrium point of the system. Such periodic orbits often exhibit a type of mixing behavior that causes these systems to be extremely sensitive to initial conditions. We often such refer to such systems as being chaotic systems. The Dufng oscillator is an example of a system that (depending on how we choose the forcing term and damping/spring constants) exibits a wide range of behaviors ranging from point attractors, to periodic orbits, to chaotic trajectories. In this class well focus on behavior around a single equilibrium point (rather than the global behavior between equilibria).

= Es + Eu + Ec

where E s is the subspace spanned by the stable eigenvectors of A, E u is the subspace spanned by the unstable eigenvectors of A, and E c is the subsapce spanned by eigenvectors of A whose associated eigenvalues lies on the imaginary axis. Note that if x(0) starts in either E s or E u , then x(t) remains in those subspaces forever. We can therefore think of E s and E u as being invariant with respect to A or Ainvariant. Go back to the nonlinear system, x = F (x). If we let y = x x , then we know y = F (x + y ) = Ay + R(y ) and we can use a as As u v = 0 0 w similarity transformation to rewrite this 0 Au 0 Rs (u, v, w) u 0 0 v + Ru (u, v, w) Rc (u, v, w) w Ac

If we integrate these equations locally around the equilibrium point, we end up with invariant manifolds W s and W u that are tangent to the stable and unstable eigensubspaces of A at the equilibrium point. Remark: Note that if DF (x ) has a center subspace, it is impossible to assess stability of x = F (x) from its linearization. The behaviour of the nonlinear system is determined by the behavior on the center manifold. This has important consequences because the center manifold has lower dimensionality than the entire subspace, so we can study stability by simply looking at what happens on this lower dimensional manifold. Lyapunov stability is only concerned with local behaviour in a neighborhood around the equilibrium point. Studies of a systems global behavior requires a study of the interaction between equilibria. For example consider the Dufng Oscillator where = 0 and there is no forcing term. Multiplying by x , we get x x xx + xx 3=0 This is a perfect differential that can be rewritten as 0= This means that 1 2 x 2 x4 x2 2 4 = constant d dt 1 2 x2 x4 x + 2 2 4

The rst term represents the kinetic energy of the oscillator and the second term is the potential energy stored in the