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State space Models are systems of ODE. State space Model can be either
Linear or non-linear. Time variant or Time invariant. Autonomous or Non-autonomous Deterministic or Stochastic
The model can contain lags (delays at the level of the input or output) The model can contain delays at the level of the states.
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
Objectives
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Study the dynamic behavior of nonlinear systems. Introduce the concept of equilibrium point, stability, and limit cycles. Learn how to solve differential equations. Learn how to construct the phase portrait. Learn how to evaluate the stability of the solution. Understand the difference between global behavior and local behavior.
Expected Outcomes
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Use tools to study the dynamic behavior of nonlinear systems. Grasp the concept of equilibrium point, stability, and limit cycles. Solve differential equations. Construct the phase portrait. Evaluate the stability of the solution of a differential equation. Differentiate between global behavior and local behavior.
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
Structure
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Recall/use some of the motivating examples . Solution of differential equations. Use of modern software tools to solve such equations.
Examples.
Qualitative Analysis
Phase portrait, equilibrium points, and limit cycles. Examples
Stability
Definition. Stability of linear systems and stability analysis via linear approximation. Lyapunov stability analysis. Parametric and non-local behavior. Examples
dx n = f n ( x1 , x 2 , x3 ,..., x n , u1 ,..., u p ) dt Where f i ( x1 , x 2 , x3 ,..., x n , u1 ,..., u p ) is any function of xi ' s not necessarily linear
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Define
then
Linear System
dX 0 = K dt M y = [1 0] X 1 0 B X + 1 r (t ) M M
Non-linear System
x1 = x 2 x2 = g B F (t ) sin( x1 ) 2 x 2 + l ml ml
dX = AX + Br (t ) dt y = CX + Dr (t )
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x = Ax + Bu y = Cx x = f ( x, u ) y = ( x)
Definitions :
(1)
f : R n Rm Rn
(2)
: Rn R p
Linearity
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A system is said to be linear if it satisfies the superposition theorem (addition) and also homogeneity If y1 is the output due to u1 If y2 is the output of u2 Let u=u1+u2 the new output y=y1+y2. Let u= u1 then the new output y= y1
Dr. Sami El Ferik, KFUPM, Term 131.
9/8/2013
Superposition
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* Superposition
u1
Sys.
y1 u2
Sys.
y1 + y2
y2
Sys.
t A( t ) y1 (t ) = Ce At x0 + C 0 e Bu1 ( ) d t A( t ) At Bu2 ( )d + y2 (t ) = Ce x0 + C 0 e
Linearity
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?
x
1 0 2 x0
u (t ) = 0
y 2 (t ) = C e
2 y1 + y 2 = C e A t ( x 1 0 + x0 )
A mnemonic rule for linear system :All functions in RHS of a differential equation are linear. System is linear at least at zero input or zero initial condition
Ex:
2 x1 = x 2
x2
= x1 + s i n u
n o n li n e a r
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x = A (t ) x + B (t )u y = C (t) x
(3 )
x y
= =
f ( x , u , t ) ( x , t )
(4 )
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Stability depends on the systems parameter (linear) Stability depends on the initial conditions, input signals as as the system parameters (nonlinear). Output of a linear system has the same frequency as the input although its amplitude and phase may differ. Output of a nonlinear system usually contains additional frequency components and may, in fact, not contain the input frequency. well
Equilibrium Point
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Equilibrium Point
We start with an autonomous system.
x = Ax or x = f ( x), x Rn
If det(A)0, the autonomous system has a unique equilibrium point, (Linear System).
xs =0
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x = f ( x, t ) x(t0 ) = x0
If
f ( x*, t ) 0
dX 0 = K dt M y = [1 0] X
1 0 B X + 1 r (t ) M M
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Example 2: Pendulum
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x1 = x 2 x2 = g B F (t ) sin( x1 ) 2 x 2 + l ml ml
1 0.8 0.6 0.4 0.2 0 -0.2 -0.4 -0.6 -0.8 -1 0
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12
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x = ax bxy = 0 y = cxy dy = 0
x=0 or y = a / b y=0 or x = d / c
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Predator Prey M2
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x = ( a by x ) x y = ( cx d y ) y
Comparison:
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Linear System
dX 0 = K dt M y = [1 0] X 1 0 B X + 1 r (t ) M M
Non-linear System
x1 = x 2 x2 = g B F (t ) sin( x1 ) 2 x 2 + l ml ml
x1 = 0 = x 2 g F (t ) sin( x1 ) + l ml F (t ) sin( x1 ) = gm x2 = 0 =
if r (t ) = 0 x1 = 0 & x 2 = 0
Dr. Sami El Ferik, KFUPM, Term 131.
if F (t ) = 0 x1 = k & x 2 = 0
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Simulation
mass_spring_sim. clc close all clear all global m k g r B m=1; k=2; g=9.8;r=0; B=0.5; X0=[2,8]; [t,Y]=ode45(@mass_spring,[0 50], X0); figure(1) plot(t,Y(:,1)) grid figure(2) plot(Y(:,1),Y(:,2)) grid
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Pendulum_sim.m clc close all clear all global l m g F B l=2; m=1; B=2; g=9.8; F=2; X0=[pi/4,0]; [t,Y]=ode45(@pendulum,[0 50], X0); figure(1) plot(t,Y(:,1)) grid figure(2) plot(Y(:,1),Y(:,2)) grid
ODE45 Code
60 function function [dXdt]=pendulum(t,X) [dXdt]=mass_spring(t,X)
global l m g F B
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dx1 1 = [ h ( x1 ) + x 2 ] dt c dx 2 1 = [ x1 Rx 2 + E ] dt L
Applications for tunnel diodes included local oscillators for UHF television tuners, trigger circuits in Oscilloscopes,
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Lets Summarize
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Linear System
Unique equilibrium Point Stable Linear system under harmonic input produces an output with the same frequency. Single mode of behavior
Non-linear System
Multiple equilibrium points. Nonlinear system under harmonic input produces an output containing harmonics and sub-harmonics Multiple modes of behavior.
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Summary
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Linear System
Unique equilibrium Point Stable Linear system under harmonic input produces an output with the same frequency. Single mode of behavior Infinite escape time.
Dr. Sami El Ferik, KFUPM, Term 131.
Non-linear System
Multiple equilibrium points. Nonlinear system under harmonic input produces an output containing harmonics and sub-harmonics Multiple steady State modes of behavior. Finite escape time.
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i =1
, n : eigenvectors of A
i , i = 1, , n : eigenvalues of A
=0
x0
>0
x0
<0
Re > 0, Im 0
Re < 0, Im 0
All other motions are, basically superpositions of these (along with t je i t , where j is the multiplicity of i ). Thus linear automonous system can exhibit only exponential behavior (possible labeled by harmonic function). Thus the set of possible patterns relatively poor.
but this would not be the eigenbehavior but the forced behavior.
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x x 0 x1dx + 0 x 2 dx = const.
1 2
2 x12 + x2 = constant
x1
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x = f ( x), x R n
Basically everything.
Here the solution is chattering, because x = +1, x = 1. Therefore, no differential function satisfying the equation exists.
1-71Sami El Ferik, KFUPM, Term 131. Dr.
Solutions
Solution may not exist globally.
x = 1 + x 0
x 2
x = tan(t + c )
Assume c = 0
dx = 0t d t + c 1 + x2 ta n 1 x = t + c
/2
x (t )
x = t3
x = 3x 3 , x (t ) = 0 x (t ) = t 3
1-72 Dr. Sami El Ferik, KFUPM, Term 131.
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Example:
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A possible solution is
y= 1 Kt 1
1 t 1
For K=1
y =
Assume
K ( y) = K y 2 B ( v ( t )) = B v ( t ) M d 2 y (t ) dy = r (t ) B K y2 dt dt 2
dy K 2 = y dt B
y =
K t 1 B
is a possible solution.
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Simulation
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clc %close all clear all global m k g r B m=1; k=0.2; g=9.8;r=1; B=0.5; X0=[2.2 0]; %initial value [t,Y]=ode45(@mass_nonlinear_spring,[0 50], X0); figure(2) plot(t,Y(:,1)) grid figure(1) plot(Y(:,1),Y(:,2)) grid
Dr. Sami El Ferik, KFUPM, Term 131.
Periodic Solutions
Nonlinear system may have isolated closed (periodic) solutions.
Ex:
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Isolated closed solution ( only one periodic solution.) Isolated attractive periodic solution
Chaos
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For stable linear systems, small differences in initial conditions can only cause small differences in output. Nonlinear systems, however, can display a phenomenon called chaos, by which we mean that the system output is extremely sensitive to initial conditions. (Chaotic regimes non periodic, bounded behavior) Example:
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Pitchfork bifurcation
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As the coefficient varies from positive to negative, one equilibrium point splits into three points (xe = 0, , )
A Hopf bifurcation
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