popov statbility

6
 Simple Methods for Stability Analysis of  Nonlinear Control Systems R. Matousek, Member, IAENG, I. Svarc, P. Pivoňka, P. Osmera, M. Seda  Abstract  Three methods for stability analysis of nonlinear control systems are introduced in this contribution: method of linearization, Lyapunov direct method and Popov criterion. Since stability analysis of nonlinear control systems is difficult task in engineering practice, these methods are made easier and tabulated. Method of linearization: The table includes the nonlinear equations and their linear approximation. Lyapunov direct method: The table contains Lyapunov functions for usu- ally used equations second order. Popov criterion: The table will allow us to directly determine the stability of the nonlinear circuit with the transfer function G(  s) and the nonlinearity that satisfies the slope k.  Index Terms Global asymptotic stability (GAS), Phase-plane trajectory, Modified frequency response. I. METHOD OF LINEARIZATION Consider the nonlinear autonomous n-order system. This system might be described by one nonlinear n-order equation or by a set on n first-order nonlinear differential equations [1] ( ) ( ) n  x  x  x n  f n  x n  x  x  x  f  x n  x  x  x  f  x , ... , 2 , 1 ........ .......... , ... , 2 , 1 2 2 , ... , 2 , 1 1 1 = = =  (1) or matrix equation (2) ( ) x f x  = The solution of the system (1) is given phase-plane tra-  jectory in the n-dimensional state space. The points of the space in which is ( ) ( ) ( ) 0 ... 2 1  = = = x x x n  f  f  f  are singular  points of the system because in the equilibrium points are speeds . The matrix representation for the linear system (1), where is linear function x  we can write . On supposing that det  is solu- tion . The linear time-invariant system has an equilib- rium point at the origin. 0 ... 2 1  = = = n  x  x  x ( ) x f Ax x  = 0 A 0 = x A nonlinear system can have more an equilibrium points  because can have more solutions – more singular  points. The equilibrium points can be stable or unstable. It depends on the phase-plane trajectory. They are stable if the trajectory approaches the equilibrium point as t  tends to infinity and they are unstable if the trajectory recedes. ( ) 0 = x f Stability theory plays a central role in systems theory and Manuscript received July 25, 2009. The results presented have been achieved using a subsidy of the Ministry of Education, Youth and Sports of the Czech Republic, research plan MSM 0021630529: “Intelligent Systems in Automation”. The authors are with Brno University of Technology, Czech Republic. They are now with the Institute of Automation and Computer Science, Faculty of Mechanical Engineering, Technicka 2, 61669 Brno (e-mail: [email protected] , [email protected] tbr.cz). engineering. Stability of an equilibrium points we can find out by linearization of the equations (1) in the neighbour- hood of each equilibrium point and then we have to find out stability of a surrogate system. If the linearization is allow- able then the nonlinear system behaves similarly as the lin- earized system in the neighbourhood of equilibrium point. If we can express function  f i  (i = 1,2, ..., n) in a set (1) in Taylor series in the neighbourhood of each singular point then we can write for this singular point ( ) ( ) ( 0 10 1 1 0 ... d d n n n i i i i  x  x  x  f  x  x  x  f  x  x t  ⎠  ⎞ ⎝ ⎛ + +  ⎠  ⎞ ⎝ ⎛ =  )  (3) or matrix way ( ) ( ) ( 0 0 0 d d x x x J x x  = t )  (4) where ( ) = n n n n n  x  f  x  f  x  f  x  f  x  f  x  f ... : : : ... 2 1 1 2 1 1 1 0 x J  (5) is Jacobian matrix that is defined as the matrix of partial derivatives with numerical values given singular point. The equation (3) is a set of linear differential equations that sub- stitute the original set (1). A necessary and sufficient condition of stability of system is that the characteristic equation has all the roots in the left half-plane. If the characteristic equation has one or more roots in the right half-plane, the system is unstable. If the single or multiple roots are located on the imaginary axis, we can’t find out stability using linearization. But this stability that was found out by linearization is applicable only in a small enough region in the neighbourhood of equilibrium  point.  Now we will accomplish the practical linearization of second order system assumed the equation ( ) ( ) 0 = + +  y  f  y  g  y  (6) If this is rearranged as two first-order equations, choosing the phase variables as the state variables, that is  y  x  y  x  = = 2 1 ; , then equation (1) can be written as ( ) ( ) 1 2 2 2 1  x  f  x  g  x  x  x = =  (7) Singular points of this system we will obtain by solving 0 2 1  = =  x  x  and they are the points on the real axis [ ] 0 ; 10  x . When we introduce f or conciseness the s ymbol Proceedings of the World Congress on Engineering and Computer Science 2009 Vol II WCECS 2009, October 20-22, 2009, San Francisco, USA ISBN:978-988-18210-2-7 WCECS 2009

Transcript of popov statbility

8/12/2019 popov statbility

http://slidepdf.com/reader/full/popov-statbility 1/6

8/12/2019 popov statbility

http://slidepdf.com/reader/full/popov-statbility 2/6

 

( ) ( 12  x f  x g    )−−=ψ    (8)

then the Jacobian matrix of this system is (where we have to

give for the coordinate of singular point

)

21 ; x x

0 ; 2101   ==  x x x

  ( )⎥⎥⎦

⎢⎢⎣

∂∂

∂∂=

21

0

10

 x x

ψ ψ xJ   (9)

and then following equations represents the linearization of

the nonlinear equations about the equilibrium point

( )

( )  ψψ

d

d

 d

d

22

1011

2

2101

 x x

 x x x

 xt 

 x x xt 

∂+−

∂=

=−

 

(10)

2211  x x x   ∂∂∂

These equation

Table I: Linearized equations of nonlinear systems 

 NoEquation of nonlinear

systemψ 

Singular

 pointsLinearized equation

1 0=+′+′′  y yby y r    121  x xbx r  −−   [ ]0;0   0=+′′  y y  

2 0=+′+′′ cy yby ya r   121  x

a

c x x

a

b r  −−   [ ]0;0   0=+′′  ya

c y  

[ ]0;0  

1012

21

ψψψ   x x x x

 x x

∂+

∂−

∂=′

=′⇒  

s correspond to the linearized second order

0=+′+′′  ya

c y

a

b y  

3 02 =++′+′′ dycy yb ya  2112  x

a

d  x

a

c x

a

b−−−  

⎥⎦

⎤⎢⎣

⎡− 0;

c0=+−′+′′

a

c y

a

c y

a

b y  

4 0=++′+′′ t dycy yb ya  t  x

a

d  x

a

c x

a

b112   −−−   [ ]0;0   0=+′+′′  y

a

c y

a

b y  

5 0=+′+′+′′ dy ycy yb yar    1212  x

a

d  x x

a

c x

a

b r  −−−   [ ]0;0   0=+′+′′  ya

d  y

a

b y  

[ ]0;0   0=+′+′′  ya

d  y

a

b y  

6 02 =++′+′+′′ eydy yc yb ya r   21122  x

a

e x

a

d  x

a

c x

a

b r  −−−−

⎥⎦

⎤⎢⎣

⎡− 0;

e

d 0=−′+′′  y

a

d  y

a

b y  

7 0=++′+′+′′ t r  eydy yc yb ya  t r   x

a

e x

a

d  x

a

c x

a

b1122   −−−−

 

[ ]0;0   0=+′+′′  ya

d  y

a

b y  

8 ( ) 0=+′++′′ cy ynymb ya r   ( ) 121  x

a

c xnxm

a

b r  −+−   [ ]0;0   0=+′+′′  ya

c ym

a

b y  

9 ( ) 0=+′++′′

cy ynymyb ya

qr  p

  ( ) 1211  xa

c

 xnxmxa

b qr  p −+−  [ ]

0;0  0

=+′′ ya

c

 y  

Proceedings of the World Congress on Engineering and Computer Science 2009 Vol IIWCECS 2009, October 20-22, 2009, San Francisco, USA

ISBN:978-988-18210-2-7 WCECS 2009

8/12/2019 popov statbility

http://slidepdf.com/reader/full/popov-statbility 3/6

8/12/2019 popov statbility

http://slidepdf.com/reader/full/popov-statbility 4/6

 

( )

( )[ ]   ( ) 22

2112

21221

22

11

21

12122

,

 x x x x x x x x

 x x

V  x

 x

V  x xV 

+−=−+−+=

=′∂

∂+′

∂=′

 

The function V ́ is negative semidefinite (because for  x2 

= 0 the function V ́ is for arbitrary  x1  equals zero) and the

system is globally stable.

III.  POPOV CRITERION 

The Popov criterion is considered as one of the most ap-

 propriate criteria for nonlinear systems and it can be com-

 pared with the Nyquist criterion for linear systems [4].

However there are reservations that relate to the very es-

sence, correctness and reliability of the criterion. It is nec-

essary to emphasise that this criterion is reliable, but the

conditions of its appl. should be clearly specified in advance.

Table II: Lyapunov´s functions for second-order systems

 No Equation of system Restriction Lyapunov function V

1 0=+′+′′ cy yb ya   -

2 0=+′+′′ cy yby ya qr   r even q odd

22

21  x x

a

cV    +=  

3 0=+′+′′t qr 

cy yby ya   r even q,t odd  

4 ( ) 0=+′++′′ t q sr  cy ynymyb ya   r,s even q,t odd

5 ( )( ) 0=+′+′++′′ t k q sr  cy y f  yenymyb ya   r,s even k,q,t odd

22

11

1

12  x x

t a

cV  t  +

+=   +  

Table III: Lyapunov´s functions for third-order systems

 No Equation of system Restriction Lyapunov function V

1 0=′+′′+′′′ r m  yb ya y  a,b>0

m,r odd23

12

1

2 x x

bV 

r  ++

=   +  

2 0=′+′′+′′′+′′′ ht r nm ye y yb y ya y  

a,b,e>0

m,r odd

n,t,h even

23

12

1

2 x x

h

eV 

h ++

=   +  

3 0=′+′′′+′′′+′′′ ht  sr  pnm ye y y yb y y ya y  

a,b,e>0

h,m,r odd

n,p,s,t even

23

12

1

2 x x

h

eV  h +

+=   +  

4

01 =′′′+

+′′′+′′+′′′+′′′

−  z 

ut  sr  pnm

 y y yd 

 y y yc y yb y ya y 

a,b,c,d>0

m,p,s,z odd

n,r,t,u even

23

12

1

2 x x

d V   z  +

+=   +  

5

0=′+

+′′′+′′+′′′+′′′

h

ut  sr  pnm

 ye

 y y yc y yb y ya y 

a,b,c,e>0

m,p,s,h odd

n,r,t,u even

23

12

1

2 x x

h

eV 

h ++

=   +  

6

01 =′+′′′+

+′′′+′′+′′′+′′′

− h z 

ut  sr  pnm

 ye y y yd 

 y y yc y yb y ya y 

a,b,c,d,e>0

h,m,p,s,z odd

n,r,t,u even 23

12

11

1

2

1

2

 x xh

e

 x z 

d V 

h

 z 

++

+

++

=

+

+

 

701 =−′+′′′+

+′′′+′′+′′′+′′′

−  y y y y y

u yt  y s yc y ybn ym ya y r  p

 a,b,c>0

m,p,s odd n,r,t,u

even( ) 2

32

21  x x xV    +−=  

801 =+′+′′′+

+′′′+′′+′′′+′′′

− fy ye y y yd 

 y y yc y yb y ya y ut  sr  pnm

 

a,b,c,d,e>0f<0

 f e

2=  

m,p,s odd

n,r,t,u even

23

2

21  x xd 

 f  xd V    +⎟⎟

 ⎠

 ⎞⎜⎜⎝ 

⎛ +=  

Proceedings of the World Congress on Engineering and Computer Science 2009 Vol IIWCECS 2009, October 20-22, 2009, San Francisco, USA

ISBN:978-988-18210-2-7 WCECS 2009

8/12/2019 popov statbility

http://slidepdf.com/reader/full/popov-statbility 5/6

 

Fig. 1 shows the system configuration with one nonlinear

element and a linear part with the transfer function G( s) that

can include all linear elements. It shows the nonlinearity that

is single-valued, time–invariant and constrained to a hatch

sector bounded by slopes k that is assumed to satisfy: for the

case when all poles of G( s) are inside the left-half plane

( )∞<≤≤ k 

e

e f 0 ,

for the case when G( s) has poles on the imaginary axis (the

so-called critical case)

( )∞<≤< k 

e

e f 0

.

Fig.1: Non-linear control circuit and characteristic of

nonlinear element

For the case that G( s) has poles only inside the left-half

s-plane, the static characteristic can be zero both in the be-

ginning and out of the beginning. For the case when G( s) has

 poles on the imaginary axis, it must not be zero out of the

 beginning.

A nonlinear circuit with a transfer function of the linear

 part G( s) and with the nonlinear element (with the above

described nonlinearity) is globally asymptotically stable

when an arbitrary real number q  (> 0 or = 0 or < 0) exists

where for every ω ≥ 0 the following inequality is completed

( ) ( )[ ] 01

ωω1Re   >++k 

 jGq j   (14)

The Popov criterion can be – for more convenience – ap-

 plied graphically in the G ( jω)-plane. Let us apply a modified

frequency response function G*( jω), defined

for (15)( ) ( )

( ) ( )ωIm.ωωIm

ωReωRe

 jG jG

 jG jG

=

=

0ω ≥

and we obtain the graphical interpretation of the Popov cri-terion for global asymptotic stability (GAS): The sufficient

condition for GAS of nonlinear circuit is that the plot of

G*( jω) should lie entirely to the right of the Popov line which

crosses the real axis at -1/k   at a slope 1/q (q is an arbitrary

real number) .

In this contribution table III shows the commonly used

nonlinear circuits (with stability being solved). The table has

 been constructed for the circuits with different transfer

function G( s).There is an algebraic solution to the inequality

(14) on condition that:

0 ≤ k  < ∞ (only for poles G( s) inside the left-half of s-plane);

0 < k  < ∞ (also for poles G( s) on the imaginary axis); a, b >0; ω... for every value from 0 to ∞ ; q...arbitrary.

In the table IV, the frequency response function of the

linear part of the circuit is presented in the form inserted to

the inequality (14), and the resultant relation is presented

after modifications. If the inequality is satisfied for k, q, a, b,

ω, the circuit in question is globally asymptotically stable

(GAS)

Table IV: Modified frequency response plots

 N

o

G( s) G*( jω)

1 a

2 as

3as

4a s +

1  

∞=ω   

5a s

 s

6 2

1

as 

7( )2

1a s +

 

8( )2

a s

 s

9( )2

1

a s s   + 

10( )3

1

a s + 

11( )2

a s s

b s

+

12 ( )( )2

1

a sb s   ++  

Im

ReIm

-1 /a

Im

Re1 /a

ω

=0

-1

Re1ω=0 

∞=ω a

∞=ω 

ReIm

ω=0 

Re

Im

1/a2

ω

=0∞=ω   

Im Re

-1

ω=0 

∞=ω 

Im Re

ω=0 

∞=ω   

321

a−  

ImRe

ω=0

∞=ω 38

1a

−  

31

a

Im-1 /a2

ω=0  -1 /a

∞=ω 

Re

ImRe

ω=0

∞=ω 2)(2

1

baa   +−  

ba21

Im

∞=ω   

Re

Im

ω=0

Rea

  u

equation u=ke

slope: k

static

characteri

 ( ) sG  

u

eeu w=0 

k

Proceedings of the World Congress on Engineering and Computer Science 2009 Vol IIWCECS 2009, October 20-22, 2009, San Francisco, USA

ISBN:978-988-18210-2-7 WCECS 2009

8/12/2019 popov statbility

http://slidepdf.com/reader/full/popov-statbility 6/6

 

for every value k . If it is not the case, then it is possible to

determine for which k  circuit is GAS or that it is not for any k  

(this calculation is illustrated in the table). Therefore the table

will allow us to directly determine the stability of the

nonlinear circuit with the transfer function G( s) and the

nonlinearity that satisfies the slope k . Table V illustrates the

modified frequency response plots enabling us graphic solu-

tions to stability.

IV.  CONCLUSION Stability analysis of nonlinear control systems is difficult

task in engineering practice. This paper can help to solve the

 problem. The describe methods creates tables and graphs for

three methods of stability analysis.First method is method of linearization. The table

includes the nonlinear equations and directs their linear ap-

 proximation. Second method is Lyapunov direct method.

The table contains Lyapunov functions for usually used

control circuits second and third-order. The last method is

Popov criterion. The table will allow us to directly determine

the stability of the nonlinear circuit with the transfer function

G( s) and the nonlinearity that satisfies the slope k .

R EFERENCES 

[1]  R. Iserman, “Digital Control Systems”, Springer , Berlin, 1989

[2]  W. S. Levine, “The Control Handbook ”, CRC Press, Inc., Boca Raton,

Florida 1996

[3]  I. Svarc, R. Matousek, “How and when to use Popov and circle criteria

for stability”, In  Proceedings of the ICCC ’2008, Sinaia (Romania),

2008, pp. 663-666. ISBN 978-973-746-897-0

[4]  I. Svarc, “Stability analysis of nonlinear control systems using lin-

earization”, In Proceedings of 5th ICCC’2004, Zakopane, pages 25 - 30

[5]  I. Svarc, “A new approach to graphs to stability of nonlinear controlsystems”, Journal Elektronika, Warsaw, No 8-9/2004, pages 18-22

[6]   N. Sidorov, B. Loginov, A. Sinitsyn, M. Falaleev, “Lyapunov-Schmidt

Method in Nonlinear analysis and Applications”,  Kluwer Academic

 Publisher , 2002

Table V: Results of stability analysis by Popov´s criterion

 No G( s) G( jω) in inequality (14)

( ) ( )[ ] 01

1Re   >++k 

 jGq j   ω ω Solution of (14)

Conditions of

stability

1 a   a ka+1 > 0  GAS for every k  

2 as ajω  1 - k ω3q > 0  GAS for every k  

3as

ω a j

1−   qk + a > 0  GAS for every k  

4a s +

2222ω 

ω 

ω    +−

+ a j

a

02

22

>+

+++

ω 

ω  aqak   GAS for every k  

5a s

 s

2222

2

ω 

ω 

ω 

ω 

++

+ a

a j

( )

0

1

2

22

>+

++−

ω 

ω  aaqk   GAS for every k  

6 2

1

as 

2

1

ω a−   2

ω ak  <  not stable for

arbitrary k

7( )2

1

a s + 

( ) ( )222222

22 2

ω 

ω 

ω 

ω 

+−

+

a

a j

a

( )

( ) 0

12

222

22

>++

++−

ω 

ω 

a

kaaqk   GAS for every k  

8( )2

a s

 s

( ) ( )222

32

222

22

ω 

ω ω 

ω 

ω 

+

−+

+ a

a j

a

( )( ) 0

2222

222

>++

+−+

ω 

ω ω 

a

aqak   GAS for every k  

9( )2

1

a s s   + 

( ) ( )222

22

222

2

ω ω 

ω 

ω    +

−+

+

a

a j

a

a…

GAS for

k < 2a3 

10 ( )31

a s +   ( ) ......1

3  =+ a jω    … GAS fork < 8a3

11( )2

a s s

b s

+

( )...

2 =

+

+

a j j

b j

ω ω 

ω  

32234

2456

28104

6124

abbabaa

babaak 

−+−

+−−>  

12( )( )2

1

a sb s   ++ 

( )( )...

12 =

++ a jb j   ω ω 

 

( )2

4322345 281282

ba

abbababaak 

+

++++<  

Proceedings of the World Congress on Engineering and Computer Science 2009 Vol IIWCECS 2009, October 20-22, 2009, San Francisco, USA

ISBN:978-988-18210-2-7 WCECS 2009