Exercises in

Nonlinear Control Systems

Mikael Johansson
Bo Bernhardsson
Karl Henrik Johansson
Created: 1998
Latest update: December 15, 2014

Introduction
The exercises are divided into problem areas that roughly match the lecture
schedule. Exercises marked PhD are harder than the rest. Some exercises
require a computer with software such as Matlab and Simulink.
Many people have contributed to the material in this compendium.
Apart from the authors, exercises have been suggested by Lennart Andersson, Anders Robertsson and Magnus Gfvert. Exercises have also shamelessly been borrowed (=stolen) from other sources, mainly from Karl Johan
strms compendium in Nonlinear Control.

The authors, Jan 1999

Exercises marked with (H) have hints available, listed in the end of each
chapter.

1. Nonlinear Models and

Simulation
EXERCISE 1.1[KHALIL, 1996]
The nonlinear dynamic equation for a pendulum is given by
ml = m sin kl ,
where l > 0 is the length of the pendulum, m > 0 is the mass, k > 0 is a
friction parameter and is the angle subtended by the rod and the vertical
axis through the pivot point, see Figure 1.1.

Figure 1.1

The pendulum in Exercise 1.1

(a) Choose appropriate state variables and write down the state equations.
(b) Find all equilibria of the system.

(c) Linearize the system around the equilibrium points, and determine
if the system equilibria are locally asymptotically stable.

EXERCISE 1.2[KHALIL, 1996]

The nonlinear dynamic equations for a single-link manipulator, see Figure 1.2, with flexible joints, damping ignored, is given by
I q1 + M sin q1 + k( q1 q2 ) = 0

J q2 k( q1 q2 ) = u,

where q1 and q2 are angular positions, I and J are moments of inertia,

k is a spring constant, M is the total mass, L is a distance, and u is a
torque input. Choose state variables for this system and write down the
state equations.

Chapter 1.

Nonlinear Models and Simulation

q1

Figure 1.2

The flexible manipulator in Exercise 1.2

EXERCISE 1.3[KHALIL, 1996]

A synchronous generator connected to a strong electrical bus can be modeled by
M = P D 1 Eq sin
E q = 2 Eq + 3 cos + EF D ,
where is the rotor deflection angle in radians, Eq is voltage, P is mechanical input power, EF D is field voltage, D is damping coefficient, M is
inertial coefficient, is a time constant, and 1 , 2 , and 3 are constant
parameters.
(a) Using EF D as input signal and , , and Eq as state variables, find
the state equation.

(b) Suppose that is relatively large so that E q ( 0. Show that assuming

Eq to be constant reduces the model to a pendulum equation with
input torque.
(c) For the simplified model, derived in (b), find all equilibrium points.
EXERCISE 1.4

(t, )

Figure 1.3

C(sI A)1 B

The feedback system in Exercise 1.4

Figure 1.3 shows a feedback connection of a linear time-invariant system

and a nonlinear time-varying element. The variables r, u and y are vectors
of the same dimension, and (t, y) is a vector-valued function.

(a) Find a state-space model with r as input and y as output.

(b) Rewrite the pendulum model from Exercise 1.1 into the feedback connection form described above.

Chapter 1.

Nonlinear Models and Simulation

EXERCISE 1.5[KHALIL, 1996]

sin()

Figure 1.4

G (s)
1
s

The phase-locked loop in Exercise 1.5

A phase-locked loop can be represented by the block diagram of Figure 1.4.

Let { A, B, C} be a state-space representation of the transfer function G (s).
Assume that all eigenvalues of A have negative real parts, G (0) ,= 0 and
that i is constant. Let z be the state of the realization { A, B, C}.

(a) Show that

z = Az + B sin e
e = Cz

is a state equation for the closed-loop system.

(b) Find all equilibrium points of the system.

(c) If G (s) = 1/( s + 1), the closed-loop model coincides with the model
of a pendulum with certain conditions on m, l, k, and (as given in
Exercise 1.1), what conditions?

EXERCISE 1.6 (H)

xr

G PI D

Figure 1.5

Friction

1
ms

1
s

Control system with friction in Example 1.6.

Figure 1.5 shows a block diagram of a mechanical system with friction

under PID control. The friction block is given by
F (v) = F0 sign(v)
Let xr = 0 and rewrite the system equations into feedback connection form
(i.e. a linear system in feedback with a nonlinear system).

Chapter 1.

Nonlinear Models and Simulation

EXERCISE 1.7
Gaw
- +

Gf f

Gp

G fb
Anti-windup compensation in Example 1.7.

Figure 1.6

Figure 1.6 illustrates one approach to avoid integrator windup. Rewrite the
system into feedback connection form.

EXERCISE 1.8
Consider the model of a motor with a nonlinear valve in Figure 1.7. Assume
Motor
r

Valve

Process

1
(s+1)2

1
s

1
Figure 1.7

Block diagram of system in Exercise 1.8.

that the valve characteristic is given by f ( x) = x2 (this is unrealistic for

x < 0).

(a) Choose appropriate state variables and write down the state equations.

(b) For which constant input amplitudes r > 0 does the system have a
locally stable equilibrium?
(c) What would be a more realistic valve model for x < 0?

EXERCISE 1.9
Is the following system (a controlled nonlinear spring) nonlinear locally
controllable around x = x = u = 0?
x = k1 x k2 x3 + u.

Chapter 1.

Nonlinear Models and Simulation

EXERCISE 1.10PHD
The equations for the unicycle in Figure 1.8 are given by

( x, y)
Figure 1.8

The unicycle used in Exercise 1.10.

x = u1 cos

y = u1 sin
= u2 ,

where ( x, y) is the position and the angle of the wheel. Is the system
nonlinear locally controllable at (0, 0, 0)? (Hint: Linearization gives no information; use the definition directly).

EXERCISE 1.11PHD
The system in Figure 1.9 is known as the rolling penny. The equations

( x, y)
Figure 1.9

The rolling penny used in Exercise 1.11.

are given by
x = u1 cos

y = u1 sin
= u2

= u1 .

Is the system nonlinear locally controllable at (0, 0, 0, 0)?

Chapter 1.

Nonlinear Models and Simulation

EXERCISE 1.12
Determine if the following system is nonlinear locally controllable at ( x0 , u0 ) =
(0, 0)
x 1 = cos( x1 ) 1 + x22 + u

x 2 = sin( x1 ) + u2 .

EXERCISE 1.13
Simulate the system G (s) = 1/(s + 1) with a sinusoidal input u = sin t.
Find the amplitude of the stationary
output for = 0.5, 1, 2. Compare with
the theoretical value p G (i )p = 1/ 1 + 2 .

EXERCISE 1.14
Consider the pendulum model given in Exercise 1.1.

(a) Make a simulation model of the system in Simulink, using for instance m = 1, = 10, l = 1, k = 0.1. Simulate the system from
various initial states. Is the system stable? Is the equilibrium point
unique? Explain the physical intuition behind your findings.
(b) Use the function linmod in Matlab to find the linearized models for
the equilibrium points. Compare with the linearizations that you derived in Exercise 1.1.
(c) Use a phase plane tool (such as pplane or pptool, links at the course
homepage) to construct the phase plane of the system. Compare with
the results from (a).

EXERCISE 1.15
Simulate the example from the lecture with two tanks, using the models
h = (u q)/ A
p
q = a 2 h,

where h is the liquid level, u is the inflow to the tank, q the outflow, A
the cross section area of the tank, a the area of the outflow and the
acceleration due to gravity, see Figure 1.10. Use a step input flow. Make
a step change in u from u = 0 to u = c, where c is chosen in order to
give a stationary value of the heights, h1 = h2 = 0.1. Make a step change
from u = c to u = 0. Is the process linear? Linearize the system around
h1 = h2 = 0.1. Use A1 = A2 = 3 $ 103 , a1 = a2 = 7 $ 106 .

Chapter 1.

In

1/A

1
Sum

Gain

s
Integrator

f(u)
Fcn

Nonlinear Models and Simulation

1
2

Figure 1.10

In
h

In

In

Out

Subsystem2

Subsystem

The flow system in Exercise 1.15

EXERCISE 1.16
Simulate the system with the the oscillating pivot point (the electric handsaw), see Figure 1.11. Use the equation

Figure 1.11

The inverted pendulum on an electric hand-saw in Exercise 1.16

(t) =

1
( + a 2 sin t) (t).
l

Assume a = 0.02m and = 2 50 for a hand-saw. Use simulation to find

for what length l the system is locally stable around = = 0 (Note:
asymptotic stability is not required).
EXERCISE 1.17
The Lorentz equations
d
x1 = ( x2 x1 )
dt
d
x2 = rx1 x2 x1 x3
dt
d
x3 = x1 x2 bx3 ,
, r, b > 0,
dt
where , r, b are constants, are often used as example of chaotic motion.

(a) Determine all equilibrium points.

(b) Linearize the equations around x = 0 and determine for what , r, b

this equilibrium is locally asymptotically stable.
9

Hints

Hints
Exercise 1.6
The nonlinear system in feedback with the friction block takes F as input
and produces V . To find the linear system, treat F as input and V as
output.

10

2. Linearization and
Phase-Plane Analysis
EXERCISE 2.1[KHALIL, 1996] (H)
For each of the following systems, find and classify all equilibrium points.

(a)

(b)

x 1 = x2

x 2 = x1 + x13 /6 x2
x 1 = x1 + x2

x 2 = 0.1x1 2x2 x12 0.1x13

(c)

x 1 = (1 x1 ) x1 2x1 x2 /(1 + x1 )
x2
x 2 = (1
) x2
1 + x1

(d)

x 1 = x2

x 2 = x1 + x2 (1 3x12 2x22 )

(e)

x 1 = x1 + x2 (1 + x1 )

(f)

x 1 = ( x1 x2 )( x12 + x22 1)

x 2 = x1 (1 + x1 )

x 2 = ( x1 + x2 )( x12 + x22 1)

EXERCISE 2.2[STRM, 1968]

For all positive values of a, b and c, determine the equilibrium points of
the system
x 1 = ax1 x1 x2
x 2 = bx12 cx2

and determine the type of equilibrium.

11

Chapter 2.

Linearization and Phase-Plane Analysis

EXERCISE 2.3[KHALIL, 1996]

For each of the following systems, construct the phase portrait, preferably
using a computer program, and discuss the qualitative behaviour of the
system.

(a)

x 1 = x2

x 2 = x1 2 tan1 ( x1 + x2 )

(b)

x 1 = x2

x 2 = x1 + x2 (1 3x12 2x22 )

(c)

x 1 = 2x1 x1 x2

x 2 = 2x12 x2

EXERCISE 2.4
Saturations constitute a severe restriction for stabilization of system. Figure 2.1 shows three phase portraits, each corresponding to one of the following linear systems under saturated feedback control.

(a)

x 1 = x2

(b)

x 1 = x2

(c)

x 1 = x2

x 2 = x1 + x2 sat(2x1 + 2x2 )

x 2 = x1 + 2x2 sat(3x2 )

x 2 = 2x1 2x2 sat( x1 x2 )

Which phase portrait belongs to what system?

Phase plane

Phase plane

Phase plane

0.8

1.5

1.5

0.6

1
0.4

0.5

x2

0.2

x2

x2

0.5

0.2

0.5

0.5

0.4

1
0.6

1.5

1.5

2
2

0.8

1.5

0.5

0
x1

0.5

Figure 2.1

1.5

1
1

0.8

0.6

0.4

0.2

0
x1

0.2

0.4

0.6

0.8

1.5

0.5

0
x1

0.5

1.5

Phase portraits for saturated linear systems in Exercise 2.4

12

Chapter 2.

Linearization and Phase-Plane Analysis

EXERCISE 2.5[KHALIL, 1996] (H)

The phase portraits of the following two systems are shown in Figures 2.2(a),
and 2.2(b), respectively. Mark the arrow heads and discuss the qualitative
behaviour of each system.

(a)

x 1 = x2

x 2 = x1 x2 (1 x12 + 0.1x14 )

(b)

x 1 = x2

x 2 = x1 + x2 3 tan1 ( x1 + x2 )
Phase plane
8

x2

x2

Phase plane
8

8
8

Figure 2.2
the right.

0
x1

8
8

0
x1

Phase portraits for Exercise 2.5(a) to the left, and Exercise 2.5(b) to

EXERCISE 2.6
The following system
x 1 = (u x1 )(1 + x22 )

x 2 = ( x1 2x2 )(1 + x12 )

y = x2

is controlled by the output feedback

u = K y

(a) For all values of the gain K , determine the equilibrium points of the
closed loop system.
(b) Determine the equilibrium character of the origin for all values of
the parameter K . Determine in particular for what values the closed
loop system is (locally) asymptotically stable.

13

Chapter 2.

Linearization and Phase-Plane Analysis

EXERCISE 2.7[STRM, 1968]

As an application of phase plane analysis, consider the model of a synchronous generator derived in Exercise 1.3(b):
x 1 = x2
P
D
1
x 2 =

x2
Eq sin x1 .
M
M
M
The equilibrium points of the system where derived in Exercise 1.3(c).Determine
the character of the equilibrium points.

EXERCISE 2.8 (H)

Consider the system
x 1 = x2 + x1 (1 x12 x22 )

x 2 = x1 + x2 (1 x12 x22 )

(a) Verify that the trajectory ( x1 , x2 ) = (sin t, cos t) is a solution to the

system.
(b) The trajectory in (a) is periodic and can thus be seen as a limit cycle.
Check whether this limit cycle is stable or not.
(c) Linearize the system around the trajectory(/limit cycle).

EXERCISE 2.9
Linearize the ball-on-beam equation
2r
7
x x2 = sin + ,
5
5
around the trajectory





t2
5
sin( 0 )
(t), x(t) = 0 ,
7
2

EXERCISE 2.10
Use a simple trigonometry identity to help find a nominal solution corresponding to u(t) = sin (3t), y(0) = 0, y(0) = 1 for the equation
y +

4 3
1
y (t) = u(t).
3
3

Linearize the equation around this nominal solution.

14

Hints
EXERCISE 2.11
The equations for motion of a child on a swing are given by
d
d
(ml 2 ) + ml sin = 0
dt
dt
Here (t) is the angle of the swing, m the mass, and l (t) the distance of the
child to the pivot of the swing. The child can excite the swing by changing
l (t) by moving its center of mass.

(a) Draw phase diagrams for two different constant lenghts l1 and l2 .

(b) Assume that it is possible to quickly change between the lenghts l1

and l2 . Show how to jump between the two different systems to increase the amplitude of the swing.

Hint: During constant l the energy in the system is constant. When l (t)
d
changes quickly will be continuous but dt
(t) will change in such a way
2 d
that the angular momentum ml dt is continuous.

Hints
Exercise 2.1 Set x 1 = x 2 = 0 and find necessary conditions on the stationary
points by considering the simplest equation. Use this in the other equation.
Exercise 2.5 Note that the sign of x2 determines the sign of x 1 .
Exercise 2.8 Introduce polar coordinates to determine stability of the limit
cycle.
x1 = r cos( )
x2 = r sin( )

with r 0.

15

3. Lyapunov Stability
EXERCISE 3.1
Consider the scalar system
x = ax3

(a) Show that Lyapunovs linearization method fails to determine stability of the origin.
(b) Use the Lyapunov function
V ( x) = x4
to show that the system is globally asymptotically stable for a < 0.

(c) What can you say about the system for a = 0?

EXERCISE 3.2
Consider the pendulum equation with mass m and length l.
x 1 = x2
k

x 2 = sin x1 x2 .
l
m

(a) Assume zero friction, (i.e. let k = 0), and that the mass of the pendulum is concentrated at the the tip. Show that the origin is stable by
showing that the energy of the pendulum is constant along all system
trajectories.
(b) Show that the pendulum energy alone cannot be used to show asymptotic stability of the origin for the pendulum with non-zero friction,
k > 0. Then use LaSalles invariance principle to prove that the origin
is asymptotically stable.

EXERCISE 3.3
Consider the system
x + d x 3 + kx = 0,
where d > 0, k > 0. Show that
V ( x) =

1
kx2 + x 2
2

is a Lyapunov function. Is the system locally stable, locally asymptotically

stable, and globally asymptotically stable?

16

Chapter 3.

Lyapunov Stability

EXERCISE 3.4
Consider the linear system


1
x = Ax =
x
1 1
0

(a) Compute the eigenvalues of A and verify that the system is asymptotically stable
(b) From the lectures, we know that an equivalent characterization of
stability can be obtained by considering the Lyapunov equation
AT P + PA = Q
where Q = Q T is any positive definite matrix. The system is asymptotically stable if and only if the solution P to the Lyapunov equation
is positive definite.

(i) Let
P=

p11

p12

p12

p22

Verify by completing squares that V ( x) = x T Px is a positive

definite function if and only if
p11 > 0,

p11 p22 p212 > 0

(ii) Solve the Lyapunov function with Q as the identity matrix. Is

the solution P a positive definite matrix?
(c) Solve the Lyapunov equation in Matlab.

EXERCISE 3.5[SLOTINE

LI, 1991]

AND

As you know, the system

x (t) = Ax(t),

t 0,

is asymptotically stable if all eigenvalues of A have negative real parts. It

might be tempted to conjecture that the time-varying system
x (t) = A(t) x(t),

t 0,

(3.1)

is asymptotically stable if the eigenvalues of A(t) have negative real parts

for all t 0. This is not true.

(a) Show this by explicitly deriving the solution of




1 e2t
x =
x,
0 1

t 0.

17

Chapter 3.

Lyapunov Stability

(b) The system (3.1) is however stable if the eigenvalues of A(t) + AT (t)
have negative real parts for all t 0. Prove this by showing that
V = x T x is a Lyapunov function.

EXERCISE 3.6[BOYD, 1997]

A student is confronted with the nonlinear differential equation
x +

2x
=0
(1 + x2 )2

and is asked to determine whether or not the equation is stable. The students think this is an undamped mass-spring system the spring is nonlinear with a spring constant of 2/(1 + x2 )2 . The student re-writes the
system as
x 1 = x2
x 2 =

2x1
(1 + x12 )2

and constructs the obvious Lyapunov function

V ( x) =

x1

2
1
d + x22 .
(1 + 2 )2
2

The student declares, V is positive definite, because everywhere in IR2 ,

V ( x) 0, and V ( x) = 0 only if x = 0. The student ascertains that V 0
everywhere in IR2 and concludes, the conditions for Lyapunovs theorem
are satisfied, so the system is globally stable about x = 0.

(a) Sadly, there is a mistake in the students reasoning. What is the

mistake?

(b) Perhaps the student has merely made a poor choice of Lyapunov function, and the system really is globally stable. Is there some other Lyapunov function that can be used to show global stability? Find such
a function, or show that no such function exists.

EXERCISE 3.7[SLOTINE

AND

LI, 1991] (H)

Consider the system

x 1 = 4x12 x2 f1 ( x1 )( x12 + 2x22 4)

x 2 = 2x13 f2 ( x2 )( x12 + 2x22 4),

where the continuous functions f1 and f2 have the same sign as their
arguments, i.e. xi fi ( xi ) > 0 if xi ,= 0, and fi (0) = 0.

(a) Find all equilibrium points of the system. You may use the fact that
due to the property of f1 , and f2 stated above, there do not exist any
equilibria that satisfy x1 ,= 0 and x2 ,= 0. (Extra: Prove this fact)
18

Chapter 3.

(b) Show that

is an invariant set.

Lyapunov Stability



E = x p x12 + 2x22 = 4

(c) Show that almost all trajectories of the system tend towards the invariant set E.
(d) Is E a limit cycle?

Extra: Simulate the system.

(Remark. Compare with Example 3.13 in the book by Slotine and Li.)
EXERCISE 3.8
Consider the system
x 1 = x2

x 2 = 2x1 2x2 4x13 .

Use the function

V ( x) = 4x12 + 2x22 + 4x14

to show that

(a) the system is globally stable around the origin.

(b) the origin is globally asymptotically stable.

EXERCISE 3.9
Consider the system
y = sat(3 y 2y).

(a) Show that y(t) 0 as t 0.

(b) For PhD students. Is it possible to prove global asymptotic stability

using a Lyapunov function V ( x) that satisfies

pp xpp22 V ( x) pp xpp22 ,

for some positive scalars and ?

V ( x) pp xpp22

(c) For PhD students. Consider the system

x = u

and show that all feedback laws u = k1 x + k2 x that give an asymptotically stable system, also give an asymptotically stable system when
the actuator saturates, i.e., when
x = sat(u).

(d) For PhD students. Does the results in (c) hold for the triple integrator
d3 x
= sat(u)?
dt3

(3.2)

19

Chapter 3.

Lyapunov Stability

EXERCISE 3.10[BOYD, 1997]

The set { z IRn p V ( z) = 0} arising in invariance theorems (such as LaSalles
theorem) is usually a thin hypersurface, but it need not be. Carefully prove
global asymptotic stability of
x 1 = x2

x 2 = x1 max(0, x1 ) max(0, x2 )
using the Lyapunov function V ( x) = x T x.

EXERCISE 3.11
Consider the nonlinear system
x 1 = x1 + x2

x 2 = x1 x2 + ( x)

(a) Show that V ( x) = 0.5xT x is a Lyapunov function for the system when
( x) = 0.

(b) Use this Lyapunov function to show that the system is globally asymptotically stable for all ( x) that satisfy
( x) = ( x2 )
sign(( x2 )) = sign( x2 )
(c) Let ( x) = x23 . This term does not satisfy the conditions in (a). However, we can apply Lyapunovs linearzation method to show that the
origin is still locally asymptotically stable.
For large initial values, on the other hand, simulations reveal that
the system is unstable. It would therefore be interesting to find the
set of safe initial values, such that all trajectories that start in this
set tend to the origin. This set is called the region of attraction of the
origin. We will now illustrate how quadratic Lyapunov functions can
be used to estimate the region of attraction.
(i) Show that V ( x) < 0 for p x2 p < 1. This means that V ( x) decreases
for all solutions that are confined in the strip p x2 (t)p < 1 for all
t.
(ii) Recall that level sets for the Lyapunov function are invariant.
Thus, solutions that start inside a proper level set remain there
for all future times. Conclude that the region of attraction can
be estimated as the largest level set
= { x : V ( x) }
for which p x2 p < 1. Compute the maxiumum value of .

20

Chapter 3.

Lyapunov Stability

EXERCISE 3.12[KHALIL, 1996]

Consider the second order system
x 1 = x2

x 2 = x1 + ( x12 1) x2 .

(This is the Van der Pol oscillator ran backwards in time.)

(a) Use linearization and a quadratic Lyapunov function to show that the
origin is asymptotically stable.
(b) Estimate the region of attraction for the nonlinear system using the
quadratic Lyapunov derived in (a). (Hint. Transform the system into
polar coordinates, x1 = r cos( ), x2 = r sin( ) and find the largest
radius r so that Lyapunov function is decreasing for all x in the ball
Br = { x IR2 : q xq2 r}.).
(c) The procedure used in (b) tends to give quite conservative estimates
of the region of attraction. Can you think of some method to get better estimates of the region of attraction, or to enlarge the estimate
derived above?

EXERCISE 3.13[KHALIL, 1996]

Consider the system
x 1 = x2

x 2 = x1 sat(2x1 + x2 ).

(a) Show that the origin is asymptotically stable.

(b) Show that all trajectories starting in the first quadrant to the right
of the curve
x1 x2 = c
for sufficiently large c, cannot reach the origin. (Hint: Consider V ( x) =
x1 x2 ; calculate V ( x) and show that on the curve V ( x) = c, the derivative V ( x) > 0 when c is sufficiently large.)

(c) Show that the origin is not globally asymptotically stable.

EXERCISE 3.14[BOYD, 1997]

So far, we have only considered stability of autonomous systems, i.e. systems without an external input. If we are faced with an open-loop unstable
system with an input that we can manipulate, a key question is whether it
is possible to find a control law that gives a stable closed-loop system. We
can use Lyapunov theory to give some answers to this question.
We say that the single-input system
x = f ( x, u),

x IRn , u IR

is stabilizable if there is a state feedback u = k( x) that results in a globally

asymptotically stable closed-loop system.
21

Chapter 3.

Lyapunov Stability

(a) Consider the special case when

x = f ( x, u) = ( x) + ( x)u,
and show that the system is stabilizable if there is positive definite
function V , such that the function

V
x

( x)



V
x

2
( x)

is negative definite. (Hint. Try to find a feedback in terms of V ( x),

( x), and ( x) that makes V ( x) a Lyapunov function for the closed
loop system.)

(b) For PhD students. Show that the linear system x = Ax + bu is stabilizable if and only if there is a P = PT such that
AP + PAT bbT < 0.

(Hint. Some LQR theory may come handy when proving necessity. In
particular, if the system is stabilizable, what can you say about
the
R
feedback law u = kx that you obtain from the LQR cost 0 x T x +
uT u dt?)

EXERCISE 3.15
It can sometimes be convenient to re-write nonlinearities in a way that
is more easy to manipulate. Consider the single input, open loop stable,
linear system under saturated feedback
x = Ax + Bsat(u)

u = K x.

(a) Show that this system can be re-written in the form

x = Ax + ( x) B K x,
where 0 < ( x) 1.

(b) Assume P > 0 is such that

x T ( AT P + PA) x 0, x
. Show that all feedback gains K that satisfies
x T (( A B K )T P + P( A B K )) x 0, x
guarantees the closed loop system in (a) to be stable. (The nice thing
about this formulation is that it is possible to construct efficient numerical methods for simultaneously finding both feedback gains K
and Lyapunov matrix P).
22

Chapter 3.

Lyapunov Stability

(c) For PhD students. Consider the nonlinear system

x = Ax + f ( x) + Bsat(u)

u = K x.

Assume that the perturbation term satisfies f (0) = 0 and that f ( x)

is globally Lipschitz with Lipschitz constant k f , i.e.,

p f ( x) f ( y)p k f p x yp,

k f > 0.

Let Q be given by the Lyapunov equation AT P + PA = Q, with

P > 0. Show that if the Lipschitz constant satisfies
kf <

min ( Q)
,
2 max ( P)

then the system is globally stabilizable by linear feedback. Also, suggest a feedback law that stabilizes the system.

EXERCISE 3.16
In general, it is non-trivial to find a Lyapunov function for a given nonlinear
system. Several different methods have been derived for specific classes of
systems. In this exercise, we will investigate the following method, known
as Krasovskiis method.
Consider systems on the form
x = f ( x)
with f (0) = 0. Assume that f ( x) is continuously differentiable and that its
Jacobian, f / x, satisfies

f
P ( x) +
x

T
f
P I
( x)
x

for all x IRn , and some matrix P = PT > 0. Then, the origin is globally
asymptotically stable with V ( x) = f T ( x) P f ( x) as Lyapunov function.
Prove the validity of the method in the following steps.

(a) Verify that f ( x) can be written as

f ( x) =

1
0

f
( x) x d .
x

and use this representation to show that the assumptions imply

x T P f ( x) + f T ( x) Px x T x,

x IRn

(b) Show that V ( x) = f T ( x) P f ( x) is positive definite for all x IRn .

(c) Show that V ( x) is radially unbounded.

23

Hints

(d) Using V ( x) as a Lyapunov function candidate, show that the origin

is globally asymptotically stable.

EXERCISE 3.17
Use Krasovskiis method to justify Lyapunovs linearization method.

EXERCISE 3.18[STRM, 1968]

Consider the servo system in Figure 3.18. Introduce state variables x1 and

( e)

K
s+ 1

x2

1
s

x1

1
Figure 3.1

The pendulum in Exercise 1.1

x2 as indicated in the figure. Assume that the reference value is zero. The
system equations can then be written as
x 1 = x2

x 2 = x2 + K ( e) = x2 + K ( x1 ).
Let the nonlinearity be on the form ( e) = e3 and investigate stability
of the closed loop system. (Hint: Use V ( x) = f ( x)T P f ( x) (Krassovskiis
method) with suitable P.)

Hints
Excersice 3.7
b) Show that if x(T ) E then x12 (t) + 2x22 (t) = 4 for all t T.
c) Define a function V ( x) such that V = 0 on E and V ( x) > 0 if x
/ E,

and start by showing that V 0.

24

4. Input-Output Stability
EXERCISE 4.1
The norms used in the definitions of stability need not be the usual Euclidian norm. If the state-space is of finite dimension n (i.e., the state vector
has n components), stability and its type are independent of the choice of
norm (all norms are equivalent), although a particular choice of norm
may make analysis easier. For n = 2, draw the unit balls corresponding to
the following norms.

(a) pp xpp2 = x12 + x22

(Euclidian norm)

(b) pp xpp2 = x12 + 5x22

(c) pp xpp = p x1 p + p x2 p

(d) pp xpp = sup(p x1 p, p x2 p)

Recall that a ball B ( x0 , R), of center x0 and radius R, is the set of x such
that pp x x0 pp R, and that the unit ball is B (0, 1).

EXERCISE 4.2
r1

y1

y2

Figure 4.1

()

r2

Feedback connection form

Consider an asymptotically stable linear time invariant system G interconnected with a static nonlinearity in the standard form (see Figure 4.1).
Compare the Nyquist, Circle, Small Gain, and Passivity Criterion with
respect to the following issues.

(a) What are the restrictions that must be imposed on in order to apply
the different stability criteria?
(b) What restrictions must be imposed on the Nyquist curve of the linear
system in order to apply the stability criteria above?
(c) Which of the stability theorems above can handle dynamic nonlinearities?

25

Chapter 4.

Input-Output Stability

EXERCISE 4.3
1.5

1.5

1.5

0.5

0.5

0.5

0.5

0.5

0.5

1.5
2

1.5

0.5

0.5

1.5

1.5
2

Figure 4.2

1.5

0.5

0.5

1.5

1.5
2

1.5

0.5

0.5

1.5

Static nonlinearities in Exercise 4.3.

Consider the static nonlinearities shown in Figure 4.2. For each nonlinearity,

(a) determine the minimal sector [ , ],

(b) determine the gain of the nonlinearity,

(c) determine if the nonlinearity is passive.

EXERCISE 4.4[KHALIL, 1996]

The Nyquist curve of
G (s) =

4
(s + 1)(s/2 + 1)(s/3 + 1)

is shown in Figure 4.3 together with a circle with center in 1.5 and with
radius 2.85.
Nyquist Diagrams
3

Imaginary Axis

3
2

Real Axis

Figure 4.3

The Nyquist-curve in Exercise 4.4

(a) Determine the maximal stability sector of the form ( , ).

(b) Use the circle in the figure to determine another stability sector.
(c) What is the maximal stability sector of the form (0, )?

26

Chapter 4.

Input-Output Stability

EXERCISE 4.5[KHALIL, 1996]

The Nyquist curve of
G (s) =

4
(s 1)(s/3 + 1)(s/5 + 1)

is shown in Figure 4.4 . Determine a possible stability sector ( , ).

Nyquist Diagrams
2

1.5

Imaginary Axis

0.5

0.5

1.5

2
4

3.5

2.5

1.5

0.5

Real Axis

Figure 4.4

The Nyquist-curve in Exercise 4.5

EXERCISE 4.6[KHALIL, 1996]

The circle theorem in Slotine and Li is stated erroneously. The second
and third case must require that = 0, i.e., that the open loop system is
Hurwitz. A correct version of the theorem in Slotine and Li would read
THEOREM 4.14.13 CIRCLE CRITERION
If the system
x = Ax B ( y)
y = Cx

satisfies the conditions

1) the matrix A has no eigenvalues on the j axis, and has eigenvalues
strictly in the right half-plane;
2) the nonlinearity ( y) belongs to the sector [ k1 , k2 ].

and, in addition, one of the following holds

3a) 0 < k1 k2 , the Nyquist plot of G (i ) does not enter the disk
D (1/ k1 , 1/ k2 ) and encircles it times counter-clockwise.
27

Chapter 4.

Input-Output Stability

3b) 0 = k1 < k2 , = 0, and the Nyquist plot of G (i ) stays in the

half-plane Rep > 1/ k2
3c) k1 < 0 < k2 , = 0, and the Nyquist plot of G (i ) stays in the interior
of the disk D (1/ k1 , 1/ k2 )

3d) k1 < k2 < 0, the Nyquist plot of G (i ) does not enter the disk
D (1/ k1 , 1/ k2 ) and encircles it times counter-clockwise

then the equilibrium point 0 of the system is globally asymptotically stable.

NOTE: The disk D ( x1 , x2 ) is defined as the disk with diameter p x1 x2 p
which crosses the real axis in x1 and x2 .

Using the circle criterion, for each of the scalar transfer functions below,
find a sector ( , ) for which the system is BIBO stable. Their Nyquist
diagrams are available in figure 4.5.

(a)
G (s) =

s
s2 s + 1

(b)
G (s) =

1
(s + 1)(s + 2)

28

Chapter 4.

Input-Output Stability

Bode Diagram

0.8

0.1

10
Magnitude (abs)

0.6
0.3

10

0.4

0.5

10

0.7

0.2

10

0.9

Im

10

270

0.2

0.4
180

0.6
135

0.8
90
0

10

10

1
1.5

Frequency (rad/sec)

0.5
Re

0.5

0.4

0.2

Im

Phase (deg)

225

0.2

0.4
0.4

0.2

0.2
Re

0.4

0.6

Figure 4.5 Bode and Nyquist curves for the system in Exercise 4.6a (above) and
Nyquist curve for the system in Exercise 4.6b (below)

EXERCISE 4.7 (H)

Consider the linear time-varying system
x (t) = ( A + B (t) C) x,

(a) Show that the system can be written as a feedback connection of a

linear time invariant system with transfer function
G (s) = C(sI A)1 B
and a time-varying multiplication operator defined by (i.e. ( y) =
y).

(b) Let A be Hurwitz (i.e. asymptotically stable), let G (s) have one input
and one output, and let supt0 p (t)p 1. Show that if
sup p G (i )p < 1

IR

then the system is BIBO stable.

(c) Figure 4.6 shows the Nyquist curves for different transfer functions
G (s). Which transfer functions will give a BIBO stable closed loop
according to the criteria in (b)?
29

Chapter 4.

Input-Output Stability

1.5

1.5

1.5

0.5

0.5

0.5

0.5

0.5

0.5

1.5
1.5

0.5

0.5

Figure 4.6

1.5

1.5
1.5

0.5

0.5

1.5
1.5

1.5

0.5

0.5

1.5

Nyquist curves for transfer function G (s) in Exercise 4.7.

(d) For PhD students. Let G (s) be a transfer function matrix with m
inputs and n outputs. Show that if A is Hurwitz, pp(t)pp 1 t, and
sup IR max [ C( j I A)1 B ] < 1, then the system is BIBO stable.

EXERCISE 4.8
The singular values of a matrix A are denoted i ( A).

(a) Use Matlab to compute ( A) for

A=

10

(b) The maximal singular value is defined by

1 ( A) = sup
x

p Axp
.
p xp

Show that 1 ( AB ) 1 ( A) 1 ( B ).

EXERCISE 4.9
In the previous chapter, we have seen how we can use Lyapunov functions
to prove stability of systems. In this exercise, we shall see how another
type of auxiliary functions, called storage functions, can be used to assess
passivity of a system.
Consider the nonlinear system
x = f ( x, u)
y = ( x, u)

(4.1)

with zero initial conditions, x(0) = 0. Show that if we can find a storage
function V ( x, u) with the following properties

V ( x, u) is continuously differentiable.

V (0) = 0 and V ( x, u) 0 for x ,= 0.

uT y V ( x, u).

then, the system (4.1) is passive.

30

Chapter 4.

Input-Output Stability

EXERCISE 4.10
Let P be the solution to
AT P + PA = I,

where A is an asymptotically stable matrix. Show that G (s) = B T P(sI

A)1 B is passive. (Hint. Use the function V ( x) = x T Px.)

EXERCISE 4.11[BOYD, 1997]

Consider the dynamic controller
y = 2y + sat( y) + u,

y(0) = y0 .

(a) Show that the system is passive.

(b) Is the system strictly passive?

(c) A DC motor is characterized by

=
= + ,
where is the shaft angle and is the input voltage. The dynamic
controller
z = 2( z) sat( z)

= z 2

is used to control the shaft position. Use any method you like to prove
that (t) and (t) converge to zero as t .

EXERCISE 4.12

(a) Let uc (t) be an arbitrary function of time and let H () be a passive

system. Show that
y(t) = uc (t) H (uc (t)u(t))
is passive from u to y.

(b) Show that the following adaptive system is stable



e(t) = G (s) (t) 0 uc (t)

(t) = uc (t) e(t),

if > 0 and G (s) is strictly passive.

EXERCISE 4.13PHD
Let f be a static nonlinearity in the sector (0, ).
31

Hints

(a) Show that the system x = x + e, y = f ( x) is passive from e to y if

0.
(b) Show that if the Popov criterion

Re (1 + iw) G (i ) > 0,

is satisfied, with 0, then the closed loop system in Figure 4.7 is

absolutely stable.

Figure 4.7

1
1+ s

f ()

1+ s

G (s)

Proof of the Popov criterion in Exercise 4.13.

(c) How does the Popov criterion change if f is in the sector ( , ) instead?
(d) Figure 4.8 shows the Nyquist curve and the Popov curve (Re G (i ), Im G (i ))
for the system
G (s) =

s+1
.
s(s + 0.1)(s2 + 0.5s + 9)

Determine a stability sector (0, ) using the line in the figure.

Hints
Exercise 4.7
b) Use the definition of L2 -norm in the lecture slides to show that ( ) 1
by showing
q ( y)q2 q q q yq2 q yq2
and then apply the appropriate theorem.

32

Hints

0.5

0.5

1.5

2
10

Figure 4.8 Nyquist (dash-dot) and Popov curve (solid) for the system in Exercise 4.13d. The Popov curve is to the right of the dashed line for all .

33

5. Describing Function
Analysis, Limit Cycles
EXERCISE 5.1 (H)
Match each of the odd, static nonlinearities in Figure 5.1 with one of the
describing functions in Figure 5.2.
Nonlinearity a

15

15

10

10

0
0

10

0
0

c
15

10

10

10

Figure 5.1

0
0

Describing functions nr 1

10

0
0

nr 3
4

Figure 5.2

10

nr 4

0
0

10

nr 2
4

Nonlinearities in Exercise 5.1.

0
0

10

15

0
0

10

0
0

10

Describing functions in Exercise 5.1.

34

Chapter 5.

Describing Function Analysis, Limit Cycles

EXERCISE 5.2
Compute the describing functions for

(a) the saturation,

(b) the deadzone, and

(c) the piece-wise linear function

in Figure 5.3. (Hint: Use (a) in (b) and (c).)

H

2D

H
Figure 5.3

The static nonlinearities in Exercise 5.2

EXERCISE 5.3
Show that the describing function for a relay with hysteresis in Figure 5.4
satisfies

 2 !1/2
D
D
A
1
=
.
+i
1

N ( A)
4H
A
A
Im

Re
A

D
H
Figure 5.4

4H

N (1A)

D
4H

The relay with hysteresis in Exercise 5.3.

EXERCISE 5.4
If the describing function for the static nonlinearity f ( x) is YN ( C), then
show that the describing function for D f ( x/ D ) equals YN ( C/ D ), where D
is a constant.

35

Chapter 5.

Describing Function Analysis, Limit Cycles

EXERCISE 5.5
Show that all odd, static nonlinearities f such that
d2 f ( x )
> 0,
dx2

d f ( x)
> 0,
dx

for x > 0, have a real describing function () that satisfies the inequalities

(a) <

f ( a)
,
a

a > 0.

EXERCISE 5.6[STRM, 1968]

Compute the describing function for a static nonlinearity of the form
f ( x) = k1 x + k2 x2 + k3 x3 .
How does the term k2 x2 influence the analysis?

EXERCISE 5.7[SLOTINE

AND

LI, 1991] (H)

Consider the system in Figure 5.5, which is typical of the dynamics of

electronic oscillators used in laboratories. Let
G (s) =

1
1

Figure 5.5

s2

5s
+ s + 25

G (s)

Electronic oscillator.

(a) Assess intuitively the possibility of a limit cycle, by assuming that the
system is started at some small initial state, and notice that the system can neither stay small (because of instability) nor at saturation
values (by applying the final value theorem of linear control).
(b) Use the describing function method to predict whether the system
exhibits a limit cycle. In such cases, determine the frequency and
amplitude of the limit cycle. The describing function of a saturation
is plotted in Figure 5.6.
(c) Use the extended Nyquist criterion to assess whether the limit cycle
is stable or unstable.

36

Chapter 5.

Describing Function Analysis, Limit Cycles

N(A)

0.8

0.6

0.4

0.2

0
0

10

Figure 5.6

Normalized describing function.

EXERCISE 5.8
Consider a servo motor with transfer function
G0 (s) =

4
s(s + 1)(s + 2)

controlled by a relay with a dead-zone a as shown in Figure 5.7.

+

G (s)
0

Figure 5.7

Position servo in Exercise 5.8.

(a) Show that the describing function for the relay with dead-zone a is
given by

N ( A) =

4
A

A<a
1

a2
A2

Aa

(b) How should the parameter a be chosen so that the describing function
method predicts that sustained oscillations are avoided in the closed
loop system?

EXERCISE 5.9
The Ziegler-Nichols frequency response method suggest PID parameters
based on a systems ultimate gain K u and ultimate period Tu according to
the following table. The method provides a convenient method for tuning
PID controllers, since K u and Tu can be estimated through simple experiments. Once K u and Tu have been determined, the controller parameters
are directly given by the formulas above.

(a) Show that the parameters K u and Tu can be determined from the sustained oscillations that may occur in the process under relay feedback.
Use the describing function method to give a formula for computing
37

Chapter 5.

Table 5.1

Describing Function Analysis, Limit Cycles

Parameter

Value

0.6K u

Ti

0.5Tu

Td

0.125Tu

Tuning rules for Ziegler-Nichols method.

Figure 5.8

G (s)

An auto-tuning experiment: linear system under relay feedback.

K u and Tu based on oscillation data. (amplitude A and angular frequency of the oscillation). Let the relay amplitude be D.

Recall that the ultimate gain and ultimate period are defined in the
following way. Let G (s) be the systems transfer function, and u be
the frequency where the system transfer function has a phase lag of
180 degrees. Then we have
Tu = 2 / u

K u = 1/p G (i u )p

(b) What parameters would the relay method give for the process
G (s) =

50
s(s + 1)(s + 10)

which is simulated in Figure 5.9 with D = 1? Compare what you

obtain from analytical computations ( K u = 2.20, Tu = 1.99)

1
0.5
0
0.5
1
0
Figure 5.9

10

15

Input and output of system under relay feedback.

38

Chapter 5.
EXERCISE 5.10[SLOTINE

AND

Describing Function Analysis, Limit Cycles

LI, 1991]

In many cases, it is desirable to limit the high frequency content in a

signal. Usually, such filtering is performed using a linear low-pass filter.
Unfortunately, this type of filtering introduces phase lags. If the limiter is
positioned within a feedback loop, this phase lag can be harmful for system
stability.
r

1 s+ 1
2 s+ 1

2 s+ 1
1 s+ 1

1 > 2
Figure 5.10

The nonlinear lowpass filter suggested in Exercise 5.10.

Figure 5.10 shows an alternative way of limiting the high frequency content of a signal. The system is composed of a high pass filter, a saturation,
and a lowpass filter. Show that the system can be viewed as a nonlinear
lowpass filter that attenuates high-frequency inputs without introducing a
phase lag.

EXERCISE 5.11[KHALIL, 1996]

Consider the second order system
x 1 = x1 x2 x1 ( x12 + x22 )

x 2 = x1 + x2 x2 ( x12 + x22 )

(a) Show that the unit circle is a periodic orbit.

(b) Use a Poincar map to show that the periodic orbit derived in (a) is
asymptotically stable.
(b) Use the Lyapunov function candidate V = r2 1 (together with La
Salles Theorem) and show that the limit cycle derived in (a) is globally asymptotically stable.

EXERCISE 5.12PHD
Show that the system
G (s) =

1
s(s + 1)2

with relay feedback has a locally stable limit cycle.

39

Chapter 5.

Describing Function Analysis, Limit Cycles

EXERCISE 5.13PHD
Consider a linear system with relay feedback:
x = Ax + Bu,
y = Cx,

u = sgn y,
where A is assumed to be non-singular. In this exercise we will study limit
cycles for this system. The Jacobian of the Poincar map will be derived.
It gives a condition for local stability of the limit cycles.

(a) Draw a figure that illustrates a limit cycle for the system if the linear
dynamics is of third order.
(b) Consider an initial point x(0) = z that satisfies Cz = 0, that is, z
lies in the switch plane. Show that the Poincar map from z to next
switch plane intersection is
( z) = eAh( z) z ( eAh( z) I ) A1 B,

(5.1)

where h( z) is the time it takes from z to next switch plane intersection.

(c) A limit cycle corresponds to a fix point z of , that is, a point such
that z = ( z ). Let h( z) in (5.1) be equal to h and solve the equation
z = ( z ). (The solution is a function of h.)

(d) Consider a perturbed initial point z + z and a perturbed switch time

h + h. Derive a first-order Taylor expansion of and show that
( z + z) = z + eAh z ( Az + B ) h + O ( 2 ),

(5.2)

where O ( 2 ) represents second-order and higher-order terms in z

and h.

(e) Let the perturbations z and h be such that both the perturbed
initial point and the Poincar mapping of it lie in the switch plane.
This is equivalent to that C z = 0 and C( z + z) = 0. Show by using
(5.2) and C( z + z) = 0 that asymptotically (when z 0)

h =

CeAh
z.
C( Az + B )

(f) Use (d) and (e) to show that

( z + z) = z + ( I

( Az + B ) C Ah
) e z.
C( Az + B )

We have now shown that the Jacobian of the Poincar map for a linear
system with relay feedback is equal to the matrix

( Az + B ) C Ah
e .
C( Az + B )
The limit cycle is locally stable if and only if this matrix has all
eigenvalues in the unit disc.
40

Hints

(g) [Matlab exercise] Choose a state-space representation so that

C(sI A)1 B =

1
.
(s + 1)3

In c you derived the solution z = z (h). Plot the scalar function

Cz (h) as a function of h. The zero crossing at h > 0 indicate a
possible stable limit cycle. What is h ?
Let z = z (h ) and h = h . Derive the eigenvalues of

( Az + B ) C Ah
e .
C( Az + B )

Hints
Exercise 5.1
Use the interpretation of the describing function N ( A) as equivalent gain
for sinusoidal inputs with amplitude A.
Exercise 5.7
Q ( s)
b and c) Given G (s) = P(s) , you can split the frequency response into a
real part and imaginary part as:
G (i ) =

Q(i )
Re{ Q(i ) P(i )}
Im{ Q(i ) P(i )}
=
+
2
P(i )
p P(i )p
p P(i )p2

This is useful for plotting the Nyquist curve.

41

6. Anti-windup, Friction,
Backlash, Quantization
EXERCISE 6.1
Figure 6.1 (a) shows a controller in polynomial form, R(s)u = T (s)uc
S(s) y, where u is the control signal, y the measurement variable, and uc
the reference signal. Figure (b) shows an antiwindup scheme for the same
controller. Assume that the anti-windup controller is controlling a process
given by the transfer function A(s) y = B (s)u. Also, put uc = 0.
(a)
uc

(b)
uc

1
R

T
u

1
A aw

S
A aw R

Figure 6.1

Anti-windup scheme considered in Problem 6.1

Make a block transformation to write the system in standard feedback

+B S
form with lower block P = AR
AAaw 1. Use the circle criterion to conclude
that the system is globally asymptotically stable if A is stable and the
following condition holds:
Re


AR + B S
(i ) > 0,
AAaw

EXERCISE 6.2
The following model for friction is described in a PhD thesis by Henrik
Olsson:
dz
dt

= v

pvp
z
(v)

F = 0 z + 1 (v)

dz
+ Fvv,
dt

where 0 , Fv are positive constants and (v) and 1 (v) are positive functions of velocity.

(a) What friction force does the model give for constant velocity?

(b) Prove that if 0 < (v) a and p z(0)p a then

p z(t)p a,

t0

(Hint: Use the function V ( z) = z2 )

(c) Prove that the map from v to z is passive if z(0) = 0.

42

Chapter 6.

Anti-windup, Friction, Backlash, Quantization

(d) Prove that the map from v to F is passive if z(0) = 0 and 0 1 (v)
4 0 (v)/pvp.

EXERCISE 6.3
Derive the describing function (v input, F output) for

(a) Coulomb friction, F = F0 sign (v)

(b) Coulomb + linear viscous friction F = F0 sign (v) + Fvv

(c) as in b) but with stiction for v = 0.

EXERCISE 6.4
In Lecture 7 we have studied an adaptive friction compensation scheme for
the process (assuming m = 1)
x = v

v = F + u

The friction force F is given by:

F = sign(v).
If v is not directly measurable the adaptive friction compensation scheme
must be modified. Consider the following double observer scheme:
Fb = ( zF + K F pb
vp)sign(b
v)
z F = K F (u Fb)sign(b
v)

b = zv + K v x
v
b.
zv = Fb + u K v v

Define the estimation error states

b
b
ev = v v
b
eF = F Fb

b(t) ,= 0 show that the state equations for the estimation

For t such that v
errors are given by

 
b
ev(t)
Kv
=
b
eF (t)
Kv K F

1
0



b
ev(t)
b
eF (t)

Conclude that the linear system is asymptotically stable if K v > 0 and

K F < 0.

43

Chapter 6.

Anti-windup, Friction, Backlash, Quantization

EXERCISE 6.5

Figure 6.2

System considered in Problem 6.5

(a) What conclusion does describing function analysis give for the system
in Figure 6.2
(b) Show that the describing function for quantization is given by

0
s

2
n
N ( A) =
P
4D
2i 1

1
D

A i=1
2A

A<

D
2

2n1
2 D

< A<

2n+1
2 D

(Hint: Use one of the nonlinearities from Lecture 6 and superposition.)

EXERCISE 6.6
Show that a saturation is a passive element.

EXERCISE 6.7[KHALIL, 1996]

Consider the mass-spring system with dry friction
y + c y + ky + ( y, y) = 0
where is defined as

k msign( y)

( y, y) = ky

s msign( y)

for p yp > 0

for y = 0 and p yp s m/ k

for y = 0 and p yp > s m/ k

Construct the phase potrait and discuss its qualitative behavior. (Hint: Use
piecewise linear analysis.)

EXERCISE 6.8

44

Chapter 6.

Figure 6.3

Anti-windup, Friction, Backlash, Quantization

A/D

filter

decim.

The static nonlinearities in Exercise 6.8

The accuracy of a crude A/D converter can be improved by adding a highfrequency dither signal before quantization and lowpass filtering the discretized signal, see Figure 6.3. Compute the stationary value y0 of the
output if the input is a constant u0 . The dither signal is a triangle wave
with zero mean and amplitude D /2 where D is the quantization level in
the A/D converter.

EXERCISE 6.9
For PhD students. Show that the antiwindup scheme in observer form is
equivalent to the antiwindup scheme in polynomial form with A e equal to
the observer polynomial (see CCS for definitions).

EXERCISE 6.10
For PhD students. Show that the equilibrium point of an unstable linear
system preceded with a saturation can not be made globally asymptotically
stable with any control law.

45

7. Nonlinear Controller
Design
EXERCISE 7.1
In some cases, the main nonlinearity of a system can be isolated to a static
nonlinearity on the input. This is, for example, the case when a linear process is controlled using a actuator with a nonlinear characteristic. A simple
design methodology is then to design a controller C(s) for the linear process
and cancel the effect of the actuator nonlinearity by feeding the computed
control through the inverse of the actuator nonlinearity, see Figure 7.1.
Compute the inverse of the following common actuator characteristics
Controller

Figure 7.1

f 1 ()

C(s)

f ()

G (s)

Compensation of input nonlinearity by inversion.

(a) The quadratic (common in valves)

f (v) = v2 ,

v0

(b) The piecewise linear characteristic

(
k1 v
f (v) =
sign(v)( k1 k2 )d + k2 v

pvp d
pvp > d

with k1 , k2 0.

Use your result to derive the inverse of the important special case of
a dead zone.

(c) A backlash nonlinearity.

EXERCISE 7.2
An important class of nonlinear systems can be written on the form
x 1 = x2

x 2 = x3
..
.

x n = f ( x) + ( x)u
Assume that the full state x is available for measurement.
46

Chapter 7.

Nonlinear Controller Design

(a) Find a feedback

u = h( x, v)
that renders the closed loop system from the new input v to the state
linear. What conditions do you have to impose on f ( x) and ( x) in
order to make the procedure well posed?

(b) Apply this procedure to design a feedback for the inverted pendulum
x 1 = x2

x 2 = a sin( x1 ) + b cos( x2 )u
that makes the closed loop system behave as a linear system with a
double pole in s = 1. Is the control well defined for all x? Can you
explain this intuitively?

(c) One drawback with the above procedure is that it is very sensitive to
modelling errors. Show that this is the case by designing a linearizing
feedback for the system
x = x2 + u
that makes the closed loop system linear with a pole in 1. Apply the
suggested control to the system
x = (1 + ) x2 + u
and show that some solutions are unbounded irrespectively of ,= 0.

EXERCISE 7.3
Consider a linear system
x 1 = ax2 + bu
x 2 = x1

with nominal parameter values a = 1, b = 1. The system equations were

obtained by linearization of a nonlinear system, which has the consequence
that the parameters a and b vary with operating region.

(a) One of the design parameters in the design of a sliding mode controller is the choice of sliding surface. Which of the following sliding
surfaces will result in a stable sliding mode for the above system?
(i) ( x) = 2x1 x2

(ii) ( x) = x1 + 2x2

(iii) ( x) = x1

(b) Let the sliding mode be ( x) = x1 + x2 . Construct a sliding mode

controller for the system.

47

Chapter 7.

Nonlinear Controller Design

(c) How large variations in the parameters a and b can the controller
designed in (b) tolerate in order to still guarantee a stable closed
loop system?

EXERCISE 7.4
Consider concentration control for a fluid that flows through a pipe, with
no mixing, and through a tank, with perfect mixing. A schematic diagram
of the process is shown in Figure 7.2 (left). The concentration at the inlet
of the pipe is cin (t). Let the pipe volume be Vd and let the tank volume be
Vm . Furthermore, let the flow be q and let the concentration in the tank
at the outlet be c(t). A mass balance gives
Vm

dc(t)
= q(cin (t L) c(t))
dt

where L = Vd / q.

Vd

k
0.63k

c in
Time

Vm
c

Figure 7.2 Schematic of the concentration control system (left). Parameters in

Ziegler-Nichols step response method (right).

(a) Show that for fixed q, the system from input cin to output c can be
reprented by a linear transfer function
G (s) =

K
esL
sT + 1

where L and T depend on q.

(b) Use Ziegler-Nichols time response method and your model knowledge
from (a) to determine a gain scheduled PI-controller from the step
response in Figure 7.3. The step response is performed for q = 1.
Recall that the Ziegler-Nichols step response method relies on the
parameters L and a = K L/T defined in Figure 7.2 (right). (The line
is tangent to the point where the step response has maximum slope).
Given these process parameters, the method suggest PID controller
gains according to Table 7.1.

48

Chapter 7.

Nonlinear Controller Design

Step response
1

Amplitude

0.5

0.5

1
0

10

Time [s]

Figure 7.3

Experimental step response for q = 1.

Controller

Kp

1/a

PI

0.9/a

PID
Table 7.1

1.2/a

Ti

Td

3L
2L

L/2

PID parameters suggested by Ziegler-Nichols step response method.

EXERCISE 7.5 (H)

We have seen how it in many cases can be of interest to control the system
into a set, rather than to the origin. One example of this is sliding mode
control, where the system state is forced into an invariant set, chosen in
such a way that if the state is forced onto this set, the closed loop dynamics are exponentially stable. In this example, we will use similar ideas to
design a controller that swings up an inverted pendulum from its stable
equilibrium (hanging downwards) to its upright position.
Let the pendulum dynamics be given by
x 1 = x2
x 2 =

m l
ml
sin( x1 )
cos( x1 )u
Jp
Jp

A general hint for this exercise: Maple and Matlab Symbolic toolbox are
handy when dealing with long equations!

(a) Denote the total energy of the pendulum by E and determine the
value E0 corresponding to the pendulum standing in the upright position.
(b) Investigate whether the control strategy
u = k( E( x) E0 )sign( x2 cos( x1 ))
forces the value of E towards E0 .

(c) Draw a phase portrait of the system and discuss the qualitative behaviour of the closed loop system. In particular, will the suggested
control stabilize the unstable equilibrium point? Use e.g. pplane in
Matlab (link at the course homepage).
49

Chapter 7.

Nonlinear Controller Design

EXERCISE 7.6 (H)

Consider the system
x 1 = x1 + u

x 2 = x1
y = x2

Show that the control law

u = 2x1 sign( x1 + x2 )
will make ( x) = x1 + x2 = 0 into a sliding mode. Determine the equivalent
dynamics on the sliding plane ( x) = 0.

EXERCISE 7.7
R1
Minimize 0 x2 (t) + u2 (t) dt when

x (t) = u(t)

x(0) = 1

x(1) = 0

EXERCISE 7.8
Neglecting air resistance and the curvature of the earth the launching of
a satellite is described with the following equations
x 1 = x3

x 2 = x4
F
cos u
x 3 =
m
F
x 4 =
sin u
m
Here x1 is the horizontal and x2 the vertical coordinate and x3 and x4
are the corresponding velocities. The signal u is the controlled angle. The
criterion is to maximize 0.1 x1 + x2 at the end point. Show that the optimal
control signal has the form
tan u =

At + B
Ct + D

and determine A, B, C, D.

50

Chapter 7.

Nonlinear Controller Design

EXERCISE 7.9
Suppose more realistically that m and F vary. Let F = u2 (t) be a control
signal with limitations
0 u2 (t) umax
and let the mass m = x5 (t) vary as

x 5 = u2
Show that

4
3
tan u1 =

u2 > 0

and

u2 = 0

umax < 0
u2 =
>0
0

= 0,

where means that the solution is unknown. Determine equations for

and . (You do not have to solve these equations).

EXERCISE 7.10
Consider the system

x 1 = x2

x 2 = x1 x23 + (1 + x1 )u

with initial conditions x1 (0) = 1, x2 (0) = 1 and let the criterion be

min

ex1 + x22 + u2 dt.

Is the problem normal ? Show that extremals satisfy

x 1 = f1 ( x1 , x2 , 1 , 2 )

x 2 = f2 ( x1 , x2 , 1 , 2 )
1 = f3 ( x1 , x2 , 1 , 2 )
2 = f4 ( x1 , x2 , 1 , 2 )
Determine f1 , f2 , f3 , f4 . What conditions must 1 , 2 satisfy at the end
point?

EXERCISE 7.11
Consider the double integrator
x 1 = x2

x 2 = u,

pup 1

with initial value x(0) = x0 . We are interested in finding the control that
brings the system to rest ( x(t f ) = 0) in minum time. (You may think of this
51

Chapter 7.

Nonlinear Controller Design

as a way of designing a controller that reacts quickly on set-point changes)

Show that the optimal control is of bang-bang type with at most one
switch. In other words, the control can be expressed as the feedback law
(
umax
( x) > 0
u=
( x) < 0
umax
Draw a phase portrait of the closed loop system under the optimal control.

EXERCISE 7.12
Consider the problem of controlling the double integrator
(
x 1 = x2
x 2 = u, pup 1

from an arbitrary intitial condition x(0) to the origin so that the criterion
Z tf
(1 + pup) dt
0

is minimized (t f is the first time so that x(t f ) = 0). Show that all extremals
are of the form

1 0 t t1
u(t) =
0 t1 t t2

1 t2 t t f
or

1 0 t t1
u(t) =
0 t1 t t2

1 t2 t t f

for some t1 , t2 with 0 t1 t2 t f . Some time interval can have the length
0. Assume that the problem is normal.

EXERCISE 7.13
Consider the system

5 2
0

x =
u

x+
1
6 2

1
from x0 = 0 to x(t f ) =

in minimum time with pu(t)p 3. Show that
1
the optimal controller is either
(
3 0 t t1
u(t) =
+3 t1 t t f
or

u(t) =
for some t1 .

+3 0 t t1
3 t1 t t f

52

Chapter 7.

Nonlinear Controller Design

EXERCISE 7.14 (H)

Show that minimum time control of a linear system
x = Ax + Bu,

pup 1,

x(t f ) = 0,

leads to extremals of the form

u(t) = sign ( C T e At B )
for some vector C. What does this say about the optimal input when A =
B = 1?
EXERCISE 7.15
What is the conclusion from the maximum principle for the problem
Z 1
u dt,
min
0

x 1 = u

x1 (0) = 0

x1 (1) = 1
Explain.

EXERCISE 7.16
Consider the control system
x 2( x )2 + x = u 1

(7.1)

(a) Write the system in first-order state-space form.

(b) Suppose u(t) " 0. Find all equilibria and determine if they are stable
or asymptotically stable if possible.
(c) Design a state-feedback controller u = u( x, x ) for (7.1), such that the
origin of the closed loop system is globally asymptotically stable.

EXERCISE 7.17 (H)

This problem will use the Lyapunov method for design of a control signal
which will stabilize a system. Consider the system
x 1 = x1 + x2 + x3 tan( x1 )
x 2 = x23 x1

x 3 =

x22

+u

(7.2)

Choose u = u( x1 , x2 , x3 ) such that the closed loop system becomes globally

asymptotically stable.
53

Chapter 7.

Nonlinear Controller Design

EXERCISE 7.18 (H)

A nonlinear system is given below.
x1 = 3x1 + x13 x2 + u

x2 = x1 ax2

(a) Determine if possible the (local) stability properties of all equilibrium

points to the nonlinear system if u(t) " 0 and a = 1.
(b) If u(t) " 0 and a = 0, prove that the origin is locally asymptotically
stable using the Lyapunov function candidate
V ( x) =

1 2 1 2
x + x
2 1 2 2

combined with the invariant set theorem.

(c) If a = 1, determine a nonlinear state feedback control u = f ( x) such

that the origin is globally asymptotically stable.

EXERCISE 7.19
In this problem we are going to examine how to stabilize a system using a
bounded control signal u = sat5 (v), i.e.,

v 5;

5,
u(v) =
v,
5 v 5;

5, v 5;

Your task is to choose the control signal v = v( x1 , x2 ), such that the system (7.3)
x 1 = x1 x2

x 2 = u

u = sat5 (v)

(7.3)

is globally asymptotically stabilized.

(a) Indicate the problem of using the Lyapunov candidate

Va = x12 + x22
to design a globally stabilized system when using bounded control.

(b) Instead try with the Lyapunov function candidate

Vb = log(1 + x12 ) + x22
and choose v( x1 , x2 ) so that the system is globally asymptotically stabilized.

54

Chapter 7.

Nonlinear Controller Design

EXERCISE 7.20
Consider the system
x 1 = x2 x1

x 2 = kx12 x2 + u

(7.4)

where u is the input and k is an unknown coefficient. Since k is unknown,

we can not use the traditional methods to design a stabilizing controller.
We therefore try an approach where we estimate k (denoted k ), and try to
prove stability for the whole system (this is often denoted adaptive control).
We assume that k is unknown, and changes very slowly.
Find an update law for k and a stabilizing
controller u. Use the Lya
1
2

punov function candidate V ( x1 , x2 , k) = 2 x1 + x22 + ( k k )2 .

EXERCISE 7.21
Consider the system
x 1 = x12 + x2
x 2 = u

Compute a controller using back-stepping to globally stabilize the origin.

EXERCISE 7.22
Consider the system
x 1 = x12 x13 + x2
x 2 = u

(a) Compute a controller using back-stepping to globally stabilize the origin.

b) Draw a phase plane plot using Matlab (pplane).

55

Chapter 7.

Nonlinear Controller Design

EXERCISE 7.23
Consider the following nonlinear system:
x 1 = x1 + x2

x 2 = sin( x1 x2 ) + u

(a) Show that the system is on strict feedback form.

(b) Design a controller based on back-stepping for the system.

EXERCISE 7.24
Consider the following nonlinear system:
x 1 = sat( x1 ) + x12 x2
x 2 = x12 + u

(a) Show that the system is on strict feedback form.

(b) Design a controller based on back-stepping for the system.

EXERCISE 7.25
Consider the following nonlinear system:
x 1 = x1 + x2

x 2 = sin( x1 x2 ) + x3

x 3 = u

Design a controller based on back-stepping for the system. You do not need
to substitute back to x1 , x2 , x3 in the computed controller.

EXERCISE 7.26
Solve Example 2.1 in http://www.statslab.cam.ac.uk/~rrw1/oc/oc2013.
pdf.

EXERCISE 7.27
Consider the nonlinear optimal control problem
minimize
subject to

1
0

( x(t)u(t))2 dt,

x (t) = x(t)u(t),

x(0) = 1.

Solve the problem using dynamic programming by making the ansatz V (t, x) =
q(t) x2 .
56

Hints

Hints
Exercise 7.5
Use a Lyapunov function argument with V ( x) = ( E( x) E0 )2 .
Exercise 7.6
Use V ( x) = 2 ( x)/2.
Exercise 7.14
You will most likely need the following relations. If
y = eA x

[ x = e A y

and

( e A )T = e A
Exercise 7.17
Use V ( x1 , x2 , x3 ) =

1 2
( x + x22 + x32 ).
2 1

Exercise 7.18
Use the Lyapunov function candidate from (b).

57

Solutions to Chapter 1
SOLUTION 1.1

(a) Choose the angular position and velocity as state variables, i.e., let
x1 =
x2 =
We obtain
x 1 = x2

k
x 2 = sin( x1 ) x2
l
m
(b) By setting the state derivatives to zero, we obtain
0 = x2

0 = sin( x1 ) x2
l
m
We find the equilibrium points ( x1 , x2 ) = (n , 0) with n = 0, 1, 2, . . . .
The equilibrium points correspond to the pendulum hanging down (n
even), or the pendulum balancing in the upright position (n odd).

(c) Linearization gives


0
d
x =

dt
l (1)n

1
k
m

(7.5)

The linearized system is stable for even n, and unstable for odd n.
We can use Lyapunovs linearization method to conclude that the
pendulum is LAS around the lower equilibrium point, and unstable
around the upper equilibrium point.

SOLUTION 1.2
We choose angular positions and velocities as state variables. Letting x1 =
q1 , x2 = q1 , x3 = q2 , x4 = q2 , we obtain
x 1 = x2
x 2 =

x 3 = x4

x 4 =

k
M L
sin x1 ( x1 x3 )
I
I

1
k
( x1 x3 ) + u
J
J

58

Solutions to Chapter 1
SOLUTION 1.3

(a) Let x1 = , x2 = , x3 = Eq and u = EF D . We obtain

x 1 = x2

1
P
D

x2
x3 sin x1
M
M
M
2
3
1
x 3 = x3 +
cos x1 + u
x 2 =

(b) With Eq being constant, the model reduces to

x 1 = x2
x 2 =

D
1
P

x2
Eq sin x1
M
M
M

which is the pendulum equation with input torque P/ M .

(c) The equilibrium points of the simplified equation are given by sin x1 =
P
1 Eq , x2 = 0.
SOLUTION 1.4

(a) Let
x = Ax + Bu,

y = Cx

be a state-space realization of the linear system. We have

u = r (t, y) = r (t, Cx)
and hence
x = Ax B (t, Cx) + Br,

y = Cx

(b) To separate the linear dynamics from the nonlinearities, write the
pendulum state equations as
x 1 = x2
x 2 =

k
x2 sin( x1 )
m
l

and view sin( x1 ) as an input, generated by a nonlinear feedback from

y = x1 (Compare with Figure 1.3). Introduce the state vector x =
( x1 , x2 )T , and re-write the equations as
x =

k/m
y = [1 0] x
u = sin( y),

x+

/l

(7.6)
(7.7)
(7.8)

which is on the requested form.

59

Solutions to Chapter 1

SOLUTION 1.5

(a) Hint: e = y = Cz.

(b) The equilibrium points are given by z = 0 and e = 0. In steady-state

(at an equilibrium point) the amplification of the transfer function
is G (0). Denote the steady state error eo = i 0 . If this should be
constant it means that 0 is constant (see block diagram of Fig.1.4)
and thus 0 = 0, which is the same signal as the output y =[
0 = G (0) sin eo
from which we obtain
eo = n ,

n = 0, 1, 2, . . .

(c) For G (s) = 1/( s + 1), we take A = 1/ , B = 1/ and C = 1. Then

1
1
z = z + sin e

e = z
Now, let x1 = e and x2 = z, so that
x 1 = x2
1
1
x 2 = x2 sin x1 ,

which is the pendulum model with /l = k/m = 1/ .

SOLUTION 1.6
Let G PI D (s) be the transfer function for the PID controller. In order to find
the feedback interconnection form, the first step is to define the input and
output of the non-linearity. In this case F is the output and v is the input.
This implies, that the required linear system Gl has as its input F and as
its output v. By the help of the block-diagram one finds
Gl (s) =

ms2

s
+ G PI D (s)

Hence, the whole system is a feedback interconnection of the linear system

Gl (s) and the non-linearity F (v). Observe, the feedback interconnection
form is usually defined such that, the linear part receives a negative feedback from the non-linearity.
SOLUTION 1.7

60

Solutions to Chapter 1
The requested form
U (s) = Gl (s) V (s)
v(t) = sat(u)

is obtained with
Gl (s) =

G f b G p Gaw
.
1 + Gaw

SOLUTION 1.8

(a) Introduce x1 = y, x2 = y,
x3 = valve input, then
x 1 = x2

x 2 = 2x2 x1 + f ( x3 )

x 3 = r x1

(b) For a constant input r the equilibrium

point
is
given
by
x
=
(
r,
0,

r).

The linearization for x = (r, 0, r) has

A = 1 2 2 r .
1 0
0

The characteristic equation is given by

2 ( + 2) + 2 r + = 0.
The condition for stability of 3 + a
2 + b + c is a, b, c > 0 and ab > c.
Similiar calculations for x = (r, 0, r) gives that that equilibrium point
is never locally stable. Hence we get local stability if 0 < r < 1. An alternative approach is to compute that the gain margin of s(s+1 1)2 is 2. Since

the linearization of the valve has gain f ( x3 ) = 2x3 = 2 r we get stability

for r < 1.

(c) More realistic is that the flow is zero.

SOLUTION 1.9
The linearization is given by

x = k1 x + u,
which is controllable. Hence the system is nonlinear locally controllable.
SOLUTION 1.10

61

Solutions to Chapter 1
The linearized system is not controllable. The system is however nonlinear
locally controllable. This can be seen directly from the definition as follows:
We must show that we can drive the system from (0, 0, 0) to a near by state
( xT , yT , T ) using small control signals u1 and u2 . By the sequence u =
(u1 , u2 ) = (0, 1 ),u = (1 , 0),u = (0, 1 ), u = (2 , 0) (or in words: "turn
left, forward, turn right, backwards") one can move to the state (0, yT , 0).
Then apply (3 , 0) and then (0, 4 ) to end up in ( xT , yT , T ). For any time
T > 0 this movement can be done with small i if xT , yT and T are small.
SOLUTION 1.11
Same solution as in 1.10, except that you have to find a movement afterwards that changes without changing the other states. This can be
done by the sequence: L-F-R-B-R-F-L-B where F=forward, B=backwards,
L=turn left, R=turn right.
SOLUTION 1.12
The linearized system at ( x0 , u0 ) is
x 1 = u

x 2 = x1
The controllability matrix
Wc =

has full rank. Since the linearized system is controllable the nonlinear
system is also locally controllable at ( x0 , u0 ).
SOLUTION 1.13
See lecture slides. Why does max(abs(y(:))) not give the correct stationary
output amplitude?.
SOLUTION 1.14
See lecture slides.
SOLUTION 1.15
See lecture slides.

SOLUTION 1.16
With a = 0.02 and w = 100 we get local stability for l [0.044, 1.9].
SOLUTION 1.17

62

Solutions to Chapter 1

p
p
(a) x =
> 1 also x = ( b(r 1), b(r 1), r 1) and x =
p0, and if rp
( b(r 1), b(r 1), r 1).
(b) The linearization around x = 0 is

r
x =
0

1
0

with characteristic polynomial (s + b)(s2 +( + 1)s + (1 r). A second

order monic polynomial has all roots in the left half plane iff it has
positive coefficients, hence x = 0 is LAS when 0 < r < 1, ( , b, r > 0
by default).

63

Solutions to Chapter 2
SOLUTION 2.1

(a) The equilibrium points are

( x1 , x2 ) = (0, 0), ( 6, 0), ( 6, 0),

which are stable focus, saddle, and saddle, respectively.

(b) The equilibrium points are

( x1 , x2 ) = (0, 0), (2.5505, 2.5505), (7.4495, 7.4495),
which are stable node, saddle point, and stable focus, respectively.

(c) The equilibrium points are

( x1 , x2 ) = (0, 0), (1, 0), (0, 1),
which are unstable node, saddle, and stable node, respectively.

(d) The equilibrium is

( x1 , x2 ) = (0, 0),
which is an unstable focus.

(e) The equilibrium point is

( x1 , x2 ) = (0, 0),
which is a stable focus.

(f) The system has an equilibrium set

x12 + x22 = 1
and an equilibrium point

( x1 , x2 ) = (0, 0),
which is a stable focus.
SOLUTION 2.2
The three equilibrium points are

p
p
( x1 , x2 ) = (0, 0), ( (ac/b), a), ( (ac/b), a).

The first equilibrium point is a saddle. The other equilibria are stable nodes
if 8a c and stable focuses if 8a > c.

64

Solutions to Chapter 2
SOLUTION 2.3

(a) The system has three equilibrium points

( x1 , x2 ) = (0, 0), (a, 0), (a, 0)
where a is the first positive root of
a
a tan( ) = 0
2
given, approximately, by a = 2.33. The origin is a stable node, while
the other two equilibria are saddles.

(b) The system has the origin as a unique equilibrium point, being an
unstable focus.
(c) The system has the equilibrium points
( x1 , x2 ) = (0, 0), (1, 2), (1, 2),
which are saddle, stable focus, and stable focus, respectively.

SOLUTION 2.4
Close to the origin, the saturation element opens in the linear region, and
all system are assigned the same closed loop dynamics. Far away from the
origin, the influence of the saturated control can be neglected, and the open
loop dynamics governs the behaviour.

(a) System (a) has one stable and one unstable eigenvalue. For initial
values close to the stable eigenvector, the state will move towards the
origin. For initial values close to the unstable eigenvector, the system
diverges towards infinity. This corresponds to the rightmost phase
portrait.
(b) All eigenvalues of system (b) are unstable. Thus, for initial values
sufficiently far from the origin, the system state will diverge. This
corresponds to the leftmost phase portrait. Note how the region of
attraction (the set of initial states, for which the state converges to
the origin) is severely limited.
(c) System (c) is stable also in open loop. This corresponds to the phase
portrait in the middle.

SOLUTION 2.5

(a) From the state equations we see that the system has the origin as
a unique equilibrium point. To determine the direction of the arrow
heads we note that if x2 > 0 then x 1 < 0, and if x2 < 0 then x 1 > 0.
Hence, x1 moves to the left in the upper half plane, and to the right
in the lower half plane. After marking the arrow heads in the plots
we see that the origin is a stable focus. This can be determined by
inspection of the vector fields. We also see that the system has two
limit cycles. The inner one is unstable and the outer one is stable.

65

Solutions to Chapter 2

(b) The system has three equilibrium points

( x1 , x2 ) = (0, 0), (a, 0), (a, 0),
where we can see that a ( 4. As before we the sign of x2 determines
the sign of x 1 which makes marking the arrow heads an easy task.
After marking the arrow heads we note that the origin is a stable
focus, and the points (a, 0), (a, 0) are saddles (trajectories approach
the point from one direction and leave along another direction).
SOLUTION 2.6

(a) The equilibrium points are obtained by setting x = 0. For K ,= 2,

the origin is the unique equilibrium point. When K = 2, the line
x1 = 2x2 is an equilibrium set.

(b) The Jacobian is given by



1 K
f
(0) =
x
1
2

with eigenvalues
3
=
2

1
K.
4

Thus, the closed loop system is asymptotically stable about the origin
for K > 2. Depending on the value of K , we can origin has the
following character
1
<K
4

stable focus

2 < K <

1
4

stable node

K < 2

saddle.

SOLUTION 2.7
The equilibria are given by sin x10 =
tion for the linearization becomes

Eq ,
P

x20 = 0. The characteristic equa-

2 + + = 0,
E

D
> 0 and = Mq cos x10 . Depending on , the equilibria are
where = M
stable focus, stable nodes or saddle points.

66

Solutions to Chapter 2
SOLUTION 2.8
(a) Just plug into the system dynamics.

(b) To determine stability of the limit cycle, we introduce polar coordinates. With r 0:
x1 = r cos( )

x2 = r sin( )
Differentiating both sides gives
  
x 1
cos( )
=
sin( )
x 2
Inverting the matrix gives:
 

r
1 r cos( )
=
r sin( )

r sin( )
r cos( )
r sin( )
cos( )

 
r



x 1
x 2

Plugging in the state equations results in:

r = r(1 r2 )
= 1

(7.9)

(7.10)

We see that the the only equilibrium points to (7.9) are 0 and 1 (since
r 0). Linearizing around r = 1 (i.e. the limit cycle) gives:
r = 2r

which implies that the the r = 1 is a locally asymptotically stable

equilibrium point of (7.9). Hence the limit cycle is stable.
Alternative for determining stability of limit cycle We can also
use LaSalles invariance principle: Define
V ( x) = ( x12 + x22 1)2
Then
V = . . . = ( x12 + x22 1)2 ( x12 + x22 ) 0

x R2

(7.11)

Therefore


1
pp xpp2 2
= x :
2
is a compact invariant set. Let


E = x : V ( x) = 0

From (7.11) we see that



E = x : pp xpp2 = 1

which is the limit cycle itself. By the invariance principle we conclude

that all trajectories staring in (i.e. in a neighborhood of the limit
cycle) will converge to E (the limit cycle). The limit cycle is thus
stable.
67

Solutions to Chapter 2

(c) In compact notation we have:

x = f ( x)
Introduce x (t) = x(t) x0 (t) as the deviation from the nominal trajectory. We have
x = x 0 + x
and the first order Taylor expansion of f around x0 (t) is given by
x = f ( x0 ) +

f ( x0 )
x
x

So

f ( x0 )
x
x
Since x0 (t) is a solution to the state equation (verify!) we have x 0 =
f ( x0 ) and thus
f ( x0 (t))
x =
x = A(t) x
x
where


f 1 ( x0 (t))
f 1 ( x0 (t)) !
2 sin2 (t)
1 sin(2t)
x1
x2
=
.
A(t) =
f 2 ( x0 (t))
f 2 ( x0 (t))
1 sin(2t) 2 cos2 (t)
x 0 + x = f ( x0 ) +

x1

x2

SOLUTION 2.9
7
2r
x = cos( 0 ) +
5
5
SOLUTION 2.10
Using the identity

(sin t)3 =

3
1
sin t sin 3t
4
4

we see that u0 (t) = sin (3t), y0 (t) = sin t is a nominal solution. The
linearization is given by
1
y + 4 sin2 t y = u.

SOLUTION 2.11
No solution yet.

68

Solutions to Chapter 3
SOLUTION 3.1
(a) Linearization about the system around the origin yields
A=

f
= 3ax2
x

Thus, at the origin we have A = 0. Since the linearization has one

eigenvalue on the imaginary axis, linearization fails to determine stability of the origin.

(b) V (0) = 0, V ( x) ,= 0 for x ,= 0, and V ( x) as x . Thus, V ( x)

satisfies the conditions for being a Lyapunov function candidate. Its
time derivative is
V
V ( x) =
f ( x) = 4ax6
x

(7.12)

which is negative definite for a < 0. The desired result now follows
from Lyapunovs global asymptotic stability theorem.

(c) For a = 0, the system is linear and given by

x = 0
The system has solutions x(t) = x0 for all t. Thus, the system is stable.
A similar conclusion can be drawn from the Lyapunov function used
in (b).
SOLUTION 3.2
(a) Since x2 is angular velocity, the speed of the pendulum tip is given
by l x2 . Since we assume that all mass is concentrated at the tip the
kinetic of the pendulum is
ml 2 x22
.
2
The potential energy if given by mh, where h is the vertical position
of the pendulum relative to some reference level. We choose this reference level by letting h = 0 when x1 = 0 (i.e pendulum in downward
position). h can expressed as
h = 1 + sin( x1

) = 1 cos( x1 )

The pendulums total energy is then given by

V ( x) = ml (1 cos( x1 )) +

ml 2 2
x
2 2

We use V as a candidate Lyapunov function. We see that V is positive,

and compute the time derivative
dV ( x) X V
=
xi = ml sin( x1 ) x2 + x2 (ml sin( x1 )) = 0
dt
xi
i

69

Solutions to Chapter 3
V is thus a Lyapunov function. From Lyapunovs theorem, we conclude that the origin is a stable equilibrium point. Since V ( x) = 0,
we can also conclude that the origin is not asymptotically stable; trajectories starting at a level surface V ( x) = c, remain on this surface
for all future times.

(b) For k ,= 0, using V ( x) as above, similar calculations give

dV ( x)
= kl 2 x22
dt
V ( x) is negative semidefinite. It is not negative definite because
V ( x) = 0 for x2 = 0. In other words V ( x) = 0 along the x1 axis.
To show local asymptotic stability of the origin define



E = ( x1 , x2 ) p V ( x) = 0 = {( x1 , x2 ) p x2 = 0}

Suppose x2 = 0, and x1 ,= 0. Then by the second state equation we

have

x 2 = sin x1 ,= 0, p x1 p 0.9
l
Thus the largest invariant set in E is {0}. (Note that since we are
considering local asymptotic stability, it is sufficient to consider p x1 p
for any sufficiently small positive .) By LaSalles invariance
principle we conclude that x 0.
SOLUTION 3.3
With V = kx2 /2 + x 2 /2 we get V = d x 4 0. Since V = 0 only when
x = 0 and the system equation then gives x = kx ,= 0 unless also x = 0,
we conclude that x = x = 0 is the only invariant set. The origin is globally
asymptotically stable since the Lyapunov function is radially unbounded.
SOLUTION 3.4

(a) The eigenvalues of A are = 1/2 i 3/2.

(b)

(i) We have

V ( x) = p11 x12 + 2p12 x1 x2 + p22 x22 = (if p11 ,= 0)

= p11 ( x1 +

p2
p12
x2 )2 + ( p22 12 ) x22
p11
p11

If p11 > 0 and p11 p22 p212 > 0, both terms are non-negative.
Moreover, V ( x) as x , and V ( x) = 0 [ x1 = x2 = 0
(This proves the "if"-part). If the conditions on pi j do not hold, it
is easy to find x such that V ( x) < 0 (proving the "only if"-part).

(ii) We want to solve



1 1



p11

p12

p12

p22

p11

p12

p12

p22



 

1
1 0
=
1 1
0 1

70

Solutions to Chapter 3
Reading off the elements, we see that

2p

12
p22 p11 p12

2p12 2p22

= 1

=0

= 1

which has the solution p11 = 1.5, p12 = 0.5 and p22 = 1. P is a
positive definite matrix.

(c) Use the Matlab command lyap(A,eye(2)).

SOLUTION 3.6

(a) The mistake is that V is not radially unbounded. The student has
forgotten to check that lim x V ( x) = . In fact,
V ( x1 , x2 ) =

x12
1
+ x22
2
2
1 + x1

so that lim x = 1. Consequently, V is not radially unbounded.

(b) No, the problem is not that the student was not clever enough to find
a Lyapunov function. There is no Lyapunov function, since the system
is not globally stable. Lets show this now. In part (a), you may have
noticed that V = 0 for all x. In other words, V is an integral of the
motion; the trajectories lie on the curves of constant value of V , i.e.,
we have
V ( x) =

x12
1 2
= V ( x0 ) = c
x2 +
2
1 + x12

If c > 1 then x(t) cannot change sign, since

x22 = c

x12
c1
1 + x12

In this case, we have p x2 p c 1. Since x 1 = x2 , it follows that

p x1 p as t . Roughly speaking, if the system starts with
more initial stored energy than can possibly be stored as potential
energy in the spring, the trajectories will diverge.
SOLUTION 3.7
Find the equilibrium points for the system.
x 1 = 0 = 4x12 x2 f1 ( x1 )( x12 + 2x22 4)

x 2 = 0 = 2x13 f2 ( x2 )( x12 + 2x22 4),

71

Solutions to Chapter 3

(a) No equilibrium point satisfies x1 ,= 0 and

x2 ,= 0. If x1 = 0 the second
state equation implies that (0, 0) and (0, 2) are equilibrium points.
If x1 ,= 0, then x2 = 0, and the second equation implies
2x13 = 0

[ x1 = 0

The equilibrium points are thus (0, 0) and (0, 2).

(b) The set E is invariant since

d 2
( x + 2x22 4) = 2x13 4x2 + 4x2 (2x13 ) = 0.
dt 1
for any x E. I.e. if x(T ) E for some T then x(t) E for all t T.
The motion on this invariant set is given by
x 1 = 4x2 x12

x 2 = 2x1 x12

(c) Use the squared distance to the set E as Lyapunov candidate

V ( x) = ( x12 + 2x22 4)2 .

Since V = . . . = 4( x12 + 2x22 4)2 ( x1 f ( x1 ) + 2x2 f ( x2 )) we conclude

that V < 0 everywhere except on E and x = 0. Since E is an ellipsoid
with the origin as its center, the state converges to E from any initial
condition except the origin (since distance to the E must decrease).
I.e. all trajectories except x " 0 tend to E.

(d) The set

E is NOT a limit cycle, as the two equilibrium points ( x1 , x2 ) =
(0, 2) belong to this set. Any trajectory moving along
the invariant
2) or ( x1 , x2 ) =
set will
eventually
end
up
in
either
(
x
,
x
)
=
(
0,
+
1
2

(0, 2) .
SOLUTION 3.8
Verify that V (0) = 0, V ( x) > 0 for x ,= 0 and V ( x) for pp xpp .
Now,

(a) We have
d
V ( x1 , x2 ) = 8x1 x 1 + 4x2 x 2 + 16x13 x 1 =
dt
= 8x1 x2 + 4x2 (2x1 2x2 4x13 ) + 16x13 x2 =

= 8x22

Since V ( x) 0, we conclude global stability.

(b) The Lyapunov function has V ( x) = 0 for x2 = 0. For x2 = 0, we obtain

x 2 = 2x1 (2 + x12 ).
which implies that if x2 should remain zero, then x1 has also to be
zero. The invariance theorem from the lectures can now be used to
conclude global asymptotic stability of the origin.
72

Solutions to Chapter 3

SOLUTION 3.9

(a) Introduce the state vector x = ( x1 , x2 )T = ( y, y)T . The system dynamics can now be written as
x 1 = x2

x 2 = sat(2x1 + 3x2 )
Consider the Lyapunov function
1
1
V ( x1 , x2 ) = x22 +
2
2

2x1 +3x2

sat( z)dz

It is straight forward to show that V is positive definite. (Can x go

to infinity without V going to infinity?). Now,
d
1
V ( x1 , x2 ) = x2 x 2 + sat(2x1 + 3x2 )(2x1 + 3x2 )
dt
2
3
= (sat(2x1 + 3x2 ))2
2
0
By Lyapunov theory, the system is globally stable. Further,
V ( x) = 0 [ x 2 = sat(2x1 + 3x2 ) = 0

[ x1 (t) = x2 (t) = 0,

which implies global asymptotic stability.

(b) No. These conditions would imply global exponential stability. This
can not be achieved by the system, since in the saturated regions we
have
y = 1.

(c) Try a slight modification of the procedure suggested in (a).

(d) No. So dont work too long on this one.

SOLUTION 3.10

The derivative of the suggested Lyapunov function is

V ( x) = 2x2 max{0, x1 } max{0, x2 } 0
with equality for x1 0, x2 0 or both. Thus, the Lyapunov function
derivative is negative in the first quadrant and zero elsewhere in the plane.
When the Lyapunov function derivative is zero, we have
x 1 = x2

x 2 = x1
73

Solutions to Chapter 3
This system has solutions
x1 (t) = A cos(t) + B sin(t)

x2 (t) = B cos(t) A sin(t)

The trace of x1 , x2 is a circle, then if A and B are both nonzero, x1 (t) > 0 and
x2 (t) > 0 for some t. This implies that the only solution of V ( x) = 0 is x(t) =
0 for all t. By LaSalles theorem, this system is globally asymptotically
stable.
SOLUTION 3.11

(a)

P = 0.5

solves the Lyapunov equation with Q as the identity matrix.

Alternative:
V = x12 + x1 x2 x1 x2 x22 = ( x12 + x22 )

(b) We have
V ( x) = x T ( AT P + PA) x + 2x T P( x2 ) =

= x12 x22 + x2 ( x2 ) < 0

since the contribution from the x2 ( x2 )-term is non-positive under

the stated conditions.

(c) We have
V ( x) = x12 x22 + x24
which is negative for x22 < 1. One might be tempted to consider the
whole strip


E = x : p x2 p < 1

as a region of attraction. However, a couple of simulations show that

this is misleading, see Figure 7.4. The problem is that it is possible
for V to decrease even if p x2 p increases as long as p x1 p decreases sufficiently fast. By taking a level set contained in E we guarantee that
this does not happen. Since the level sets 0.5( x12 + x22 ) = are circles,
we conclude that the largest level set is

= { x : V ( x) <

1
}.
2

The unit circle is thus a guaranteed region of attraction.

SOLUTION 3.12

74

Solutions to Chapter 3

Phase plane
2

1.5

x2

0.5

0.5

1.5

2
2

1.5

0.5

0
x1

0.5

1.5

Figure 7.4 Trajectories of the nonlinear system and level surfaces of V ( x) =

0.5xT x. The region of attraction is the unit circle.

(a) The origin is locally asymptotically stable, since the linearization


0
d
x =
dt
1


1
x
1

is asymptotically stable. A Lyapunov function for the system can be

found by solving the Lyapunov equation
AT P + PA = I,
which has the unique solution

1.5
P=
0.5

0.5
1

(7.13)

(You can solve Lyapunov equations in Matlab using the command

lyap(A.,-eye(2));. Note the transpose on the A matrix, due to
Matlabs definition of the command lyap.
(b) Since the Lyapunov function in (a) is positive for all x, we just have
to find the largest domain in which the derivative of the Lyapunov
function is negative. Introduce the polar coordinates (r, ) by
x1 = r cos
x2 = r sin

We get
V (r, ) = r2 + r4 cos2 sin (2 sin cos ) r2 + 0.861r4
which is negative for r2 < 1/0.861. Using this, together with min ( P)
0.69, we choose
c = 0.8 <

0.69
= 0.801
0.861

The set { xp x T Px c} is an estimate of the region of attraction.

75

Solutions to Chapter 3

SOLUTION 3.13

(a) For p2x1 + x2 p 1, we have

x =

1 1

x.

(7.14)

The system matrix is ass. stable. Hence, the origin is locally asymptotically stable.

(b) We have V ( x) > 0 in the first and third quadrant.

V ( x) = x 1 x2 + x1 x 2 = x12 x1 sat(2x1 + x2 ) + x22 .
Now, let us evaluate V ( x) on the strip x1 x2 = c and suppose that c > 0
is chosen so large that the saturation is active, i.e., p2x1 + x2 p > 1.
By inspection of the dynamics, we see that for sufficiently large c, no
trajectories can escape from the first quadrant. We can therefore use
the following Lyapunov argument. Consider the Lyapunov function
derivative
c2
V ( x) = x12 x1 + 2 .
x1
If c 1, V ( x) is positive for all x1 0. Hence, all trajectories starting
in the first quadrant to the right of the curve x1 x2 = c cannot cross
the curve. Consequently, they cannot reach the origin.

(c) It follows from (b) that the origin is not globally asymptotically stable.

76

Solutions to Chapter 3
SOLUTION 3.14

(a) Use V as a Lyapunov function candidate and let u be generated by

the nonlinear state feedback
u = (

V
( x))
x

(b) Intentionally left blank.

SOLUTION 3.5
Use convexity wrt K .
SOLUTION 3.16

(a) Integration of the equality

d
d

f ( x) =

f ( x) =

1
0

f
x (

x) x gives the equation

f
( x) x d .
x

We get

T

Z 1
f
T f
( x) xd +
( x) d Px
x P f ( x) + f ( x) Px = x P
x
x
0 x
0

T )
Z 1(
f
f
T
( x) P d x xT x
=x
P ( x) +

x
0
T

(b) Since P is positive definite, V ( x) is clearly positive semidefinite. To

show that it is positive definite, we need to show that f ( x) = 0 only
when x = 0. But the inequality proved in (a) shows that if f ( p) = 0
then
0 pT p.
(c) Suppose that f is bounded, i.e. that q f ( x)q c for all x. Then
q xT P f + f T Pxq 2cq Pqq xq.
But this contradicts the inequality in (a) as q xq .

(d) We have shown that V is positive definite and radially unbounded.

Moreover
"

T #
 T

f
T
T
T
P f q f ( x)q2 .
P ( x) +
x = f
( x)
P f+ f P
V = x
x
x
x
x
Hence V ( x) < 0 for all x ,= 0. Thus, the origin is globally asymptotically stable.

77

Solutions to Chapter 3
SOLUTION 3.17
Assume the linearization A = xf of f is asymptotically stable. Then the
equation
PA + AT P = I,
R T
has a solution P > 0. (To prove that P = 0 eA s eAs ds > 0 is such a
solution integrate both sides of
T
T
d AT s As
e e = AT eA s eAs + eA s eAs A
ds

from 0 to .) All conditions of Krasovskiis method are then satisfied and

we conclude that the nonlinear system is asymptotically stable. The instability result is harder.

SOLUTION 3.18
The system is given by
x 1 = x2 =: f1

x 2 = x2 + K ( e) = x2 + K ( x1 ) =: f2 .
Following the hint we put V = f T ( x) P f ( x). Direct calculations give

With

V = f

6p12 K x12
p11 p12 3K p22 x12

p11 p12 3K p22 x12

f.
2( p12 p22 ).

1 1

P=

1 2

we get V 0 if 3K x12 < 1. Hence the system is locally stable. Actually

one gets V < 0 if 3K x12 < 1 unless x1 = 0. The invariant set is x1 = x2 =
0. From LaSalles theorem the origin is hence also locally asymptotically
stable.

78

Solutions to Chapter 4
SOLUTION 4.1
See the Figure 7.5.
1.5

1.5

0.5

0.5

0.5

0.5

1.5

1.5

1.5

1.5

0.5

0.5

0.5

0.5

1.5

1.5

Figure 7.5

The balls B (0, 1) in Exercise 4.1

SOLUTION 4.2

(a) What are the restrictions that we must impose on the nonlinearities
so that we can apply the various stability theorems?
The Nyquist Criterion ( y) must be a linear function of y, i.e.,
( y) = k1 y for some constant k1 .

The Circle Criterion ( y) must be contained in some sector [ k1 , k2 ].

Small Gain Theorem ( y) should be contained in a symmetric sector [ k2 , k2 ]. The gain of the nonlinearity is then k2 .

The Passivity Theorem states that one of the systems must be

strictly passive and the other one passive. Here we consider the
case where is strictly passive. Let y = (u). According to the
definition in the lecture notes a system is strictly passive if

(u, y)T (quq2T + q yq2T )

for all u and T > 0 and some > 0. This requires (0) = 0, and
since is static:
y(t)u(t) (u(t)2 + y(t)2 )

t 0

The last inequality can also be written as

u
1
1
)2 2 1
y 2
4

79

Solutions to Chapter 4
Since y = 2u, and y =
(0, 12 ), then

1
2 u

satisfy this inequality for all

1
u
2
also satisfy the inequality. We conclude that is strictly passive
if belongs to the sector [, 1 ] for some small > 0.
2u y

These conditions are illustrated in Figure 7.6.

(b) If the above restrictions hold, we get the following conditions on the
Nyquist curve
The Nyquist Criterion The Nyquist curve should not encircle the
point 1/ k1 .

The Circle Criterion If 0 k1 k2 , the Nyquist curve should

neither encircle nor intersect the disc defined by 1/ k2 , 1/ k1 .
If k1 < 0 < k2 G should stay inside the disc.

Small Gain Theorem The Nyquist curve has to be contained in a

disc centered at the origin, with radius 1/ k2 .

The Passivity Theorem Since we assumed that is strictly passive, G needs to be passive. Thus the Nyquist curve has to stay
in the right half-plane, Re( G (i )) 0.
These conditions are illustrated in Figure 7.7.

(c) The Passivity theorem and Small gain theorem can handle dynamic
nonlinearities.
Nyquist criterion

Circle Criterion

1
k
k

0.5

0.5

(y)

(y)

k
0

0.5

0.5

1
1

0.5

0
y

0.5

1
1

Small Gain Theorem

0.5

0
y

0.5

Passivity theorem

1
k2
0.5
(y)

(y)

0.5

0
k

0.5

1
1

0.5

0
y

Figure 7.6

0.5

0.5

1
1

0.5

0
y

0.5

Sector conditions on memoryless nonlinearity.

80

Solutions to Chapter 4

Circle Criterion
1

0.5

0.5
(y)

(y)

Nyquist criterion
1

0.5

0.5

1
1

0.5

0
y

0.5

1
1

0.5

0.5

0.5

1
1

0
y

0.5

Passivity theorem

(y)

(y)

Small Gain Theorem

0.5

0.5

0.5

0
y

0.5

1
1

0.5

0
y

0.5

Figure 7.7 Conditions on Nyquist curve matched to sector conditions on memoryless nonlinearity.

SOLUTION 4.3

(a) The systems belong to the sectors [0, 1], [0, ] and [1, ] respectively.
(b) Only the saturation nonlinearity (the leftmost nonlinearity) has finite
gain, which is equal to one. The other two nonlinearities have infinite
gain.
(c) The nonlinearity is passive if uy 0. That is if and only if the curve
is contained in the first and third quadrants. The saturation and
the sign nonlinearity are passive. The rightmost nonlinearity is not
passive.
SOLUTION 4.4
Since the linear part of the system is Hurwitz, we are free to use all versions
of the circle criterion.

(a) In order to guarantee stability of a nonlinearity belonging to a symmetric sector [ , ], the Nyquist curve has to stay strictly inside a
disk centered at the origin with radius 1/ . We may, for instance,
take = 0.25 for some small > 0.

(b) The Nyquist curve lies inside the disk D (1.35, 4.35). Thus, stability can be guaranteed for all nonlinearities in the sector 0.23, 0.74.
(NOTE: The disk D ( x1 , x2 ) is defined as the disk with diameter p x1
x2 p which crosses the real axis in x1 and x2 .)

(c) We must find such that the Nyquist plot lies outside of a half-plane
Re( G (i )) < 1/ . A rough estimate from the plot is = 1.1.

81

Solutions to Chapter 4
Nyquist Diagrams
0.5
0.4
0.3

Imaginary Axis

0.2
0.1
0
0.1
0.2
0.3
0.4
0.5
0.5

0.4

0.3

0.2

0.1

0.1

0.2

0.3

0.4

0.5

Real Axis

Figure 7.8 The Nyquist curves for the system in Exercise 4.6b, and the circle
corresponding to k1 = 2, k2 = 7.

SOLUTION 4.5
The open loop system has one unstable pole, and we are restricted to apply
the first or fourth version of the circle criterion. In this example, we can
place a disk with center in 3 and with radius 0.75, and apply the first
version of the Nyquist criterion to conclude stability for all nonlinearities
in the sector [0.27, 0.44].
SOLUTION 4.6

(a) The Nyquist diagram is a circle with midpoint in 0.5 and radius
0.5, see Figure 4.5. Since the open system has two unstable poles the
Nyquist curve should encircle the disc twice. Choosing the circle that
passes through 1/ k1 = 1 + and 1/ k2 = , we conclude by the
1
Bode-diagram, that the loop is stable for the sector [
, 1/],
1
(b) The circle with k1 = 2, k2 = 7 does not intersect the Nyquist curve
(see Figure 7.8). Hence the sector (2, 7) suffices. As always there are
many other circles that can be used (The lower limit can be traded
against the upper limit).

82

Solutions to Chapter 4
SOLUTION 4.7

(a) Introduce y = Cx and u = y = ( y), then

x = Ax + Bu
y = Cx

Y (s) = C X (s) = C(sI A)1 B U (s) = G (s) U (s)

(b) satisfies:

Z
p (t) y(t)p2 dt
p (t)p2 p y(t)p2 dt
0
0
Z
sup p (t)p2
p y(t)p2 dt = sup p (t)p2 q yq22 q yq22

q ( y)q22 =

Thus ( ) 1. The gain of the linear system is ( G ). Then, according

to the Small Gain Theorem the feedback connection is BIBO-stable if
( G ) < 1. Since the gain of a linear system is given by

( G ) = sup p G (i )p < 1
(0,)

(7.15)

the desired results follow directly.

(c) Only the leftmost Nyquist curve shows a system with gain greater
than one. Thus, systems corresponding to the middle and the rightmost Nyquist curve are guaranteed to give a BIBO stable feedback
loop.
(d) Follows from the definition of gain for linear time invariant MIMO
systems.

83

Solutions to Chapter 4
SOLUTION 4.8

(a) >> A=[1 10; 0 1];svd(A)

ans =
10.0990
0.0990
(b)



q AB xq q B xq
q AB xq
= sup
1 ( AB ) = sup

q xq
q B xq
qx
x
x


q Ayq
q B xq
sup
= 1 ( A) 1 ( B )
sup
q
y
q
q xq
y
x

SOLUTION 4.9
The proof follows directly from the definition of passivity, since, according
to the definition of a storage function

u, yT =

uT y dt
V ( x)dt = V ( x(T )) V ( x(0)) = V ( x(T ))

which is non-negative since V ( x(T )) 0. Passivity follows.

84

Solutions to Chapter 4
SOLUTION 4.10
The linear system G (s) corresponds to
x = Ax + Bu,

x(0) = 0.

y = B T Px,

Let V = x T Px. Then

V = x T Px + x T P x

= xT ( AT P + PA) x + 2xT PBu = xT x + 2yT u 2yT u

Integrate and use the fact that V (0) = 0, then

T
0

yT udt V (T ) V (0) 0,

which proves passivity.

SOLUTION 4.11
Write the system in state-space form:
x = 2x + sat( x) + u,
y= x

x(0) = x0

We try using the quadratic storage function V ( y, u) = y2 /2 = x2 /2, which

is typically a good start when looking for a function to show passivity. First
note that
d
V ( y, u) = x(2x + sat( x) + u)
dt
= yu 2x2 + xsat( x) xu x2
as
x2 xsat( x) 0.

(a)
d
V ( y, u) yu x2 yu
dt
Hence, the system is passive.
d
V ( y, u) yu x2 where x2 is a positive definite
(b) As we have that dt
function (which is zero only if x = 0), it follows that the system also
is strictly passive.

(c) You can solve this problem in many ways. Here we will give two alternatives: One using passivity and one based on the circle criterion.
Alternative 1:(Passivity) The controller looks very much as the
strictly passive system from (a) and (b), and we therefore introduce a new variable x2 = z :
85

Solutions to Chapter 4

x 2 = z = 2( z) sat( z)

= z 2 = x2

= 2x2 + sat( x2 )

This will be the block-scheme according to Figure 7.9. We see that the
strictly passive system c with input and output x2 will be feedback
connected to another subsystem which consists of the DC-motor with
a local feedback with ( coming from one term of ). The transfer
function of this subsystem will be

1
s+ 1
+ 1s s+1 1

s2

s
+s+1

which is a passive system. We thus have a passive system in feedback

with a strictly passive system and therefore,see lecture notes, the
closed-loop system will be asymptotically stable, which means that
both and approach 0 as t .

1
s+ 1

1
s

1
x2

c
Figure 7.9

Alternative 2:(Circle criterion) With the obvious state vector x =

( , , z) , we rewrite the system in the feedback connection form

x = Ax B ( y) = 2 1 1 x 0 sat([ 1
1
2
0 2

1 ] x )

The Nyquist curve of the linear system is illustrated in Figure 7.10.

Since the Nyquist curve does not intersect the half plane Re( G (i )) <
1/2, we conclude stability for all in the sector [0, 2]. Due to that
the saturation element lies in the sector [0, 1], we conclude asymptotic
stability of the closed loop.

86

Solutions to Chapter 4
Nyquist Diagrams
1
0.8
0.6

Imaginary Axis

0.4
0.2
0
0.2
0.4
0.6
0.8
1
1.5

0.5

0.5

Real Axis

Nyquist curve of linear subsystem.

Figure 7.10

SOLUTION 4.12

(a) We have
y, u =
=
=

y(t)u(t)dt =

0
T

{u(t)uc (t)}{ H (u(t)uc (t))}dt =

0
T
0

w(t) H (w(t))dt = w, H (w)

where w = uc u. Since H is passive, the result follows.

(b) We will only consider the case where 0 = 0. The case 0 is a little
tricker, and the discussion about this case is postponed to the course
in Adaptive Control.
If 0 = 0, the system equations read
e(t) = G ( p) uc (t)
(t) = uc (t) e(t)
In light of exercise (a), we can identify the second equation modeling
the signal w(t) = uc (t) e(t) sent into an integrator with gain and
postmultiplied by uc (See the lecture slides for an illustration). This
system is passive, and interconnected in a negative feedback loop with
the strictly passive system G. Stability now follows from the passivity
theorem.
SOLUTION 4.13
No solution yet.

87

Solutions to Chapter 5
SOLUTION 5.1
Use the interpretation of describing function as "equivalent gain" and analyse the gains of each non-linearity sectionally. We have 1-b, 2-c, 3-a, 4-d.
SOLUTION 5.2
Denote the nonlinearity by f . For memoryless, static nonlinearities, the
describing function does not depend on , and the describing reduces to
N ( A) =

b1 ( A) + ia1 ( A)
A

where a1 and b1 can be computed as

a1 =
b1 =

f ( A sin( )) cos( ) d

(7.16)

f ( A sin( )) sin( ) d .

(7.17)

(a) First, we notice that the saturation is an odd function, which implies
that a1 = 0. In order to simplify the computations of b1 , we set H = 1
and note that the saturation can be described as
(
0 l
A/ D sin( )
f ( A sin( )) =
1
l < < /2
Here, l = arcsin( D / A) denotes the value of where so that f saturates. Now,
b1 =

=
=
=

u( ) sin( )d =

/2

u( ) sin( )d =
A/ D sin2 ( )d +

/2

sin( )d

A/(2D )(1 cos(2 ))d +

/2

sin( )d

( A/(2D )( l sin( l ) cos( l )) + cos( l )) =



D
2A
=
l + cos( l )
D
A

Thus, the describing function for the normalized saturation is

N ( A) =

2
D
cos( l ))
( l +
D
A
88

Solutions to Chapter 5
Now, using the calculation rule N f ( A) = N f ( A), we find that for
the saturation under consideration we have
N ( A) =

2H
D
cos( l ))
( l +
D
A

(b) We see that the nonlinearity is a superposition of a linear function

( e) =

H
e
D

and the nonlinearity f ( e) with f ( e) as in (a). Using the fact that a

linear function ( e) = ke has describing function N ( A) = k, and the
superposition rule N f + ( A) = N f ( A) + N ( A), we find



H
D
2
l + cos( l )
N ( A) =
1
D

(c) Noting that this nonlinearity can be written as the sum of the two
nonlinearities in (a) and (b), we arrive at the describing function


2( )
D
N ( A) =
l + cos( l ) + .

A
SOLUTION 5.3
Let the input to the relay be
u(t) = A sin( t) = A sin( )
The output of the relay is then

y( ) = H

0 < < 0

0 < < + 0

+ 0 < < 2

where 0 = arcsin( D / A). We get

a1 =

Z
Z

2
0

0
0

4H

y( ) cos( )d

( H ) cos( )d +

+ 0

H cos( )d +

+ 0

( H ) cos( )d

sin( 0 )

and
b1 =

=
=

4H

y( ) sin( )d

( H ) sin( )d +

+ 0

H sin( )d +

+ 0

( H ) sin( )d

cos( 0 )
89

Solutions to Chapter 5
We obtain
4H
(cos( 0 ) i sin( 0 ))
A

N ( A) =
The identity cos( z) =

1 sin2 ( z) gives the desired result.

SOLUTION 5.4
Follows from the integration rule

where F ( x) =

f (ax)dx =

1
F (ax)
a

f ( x)dx.

SOLUTION 5.5
We have

( x)
x

<

( a)
a

x < a.

and thus

Z
2
(a sin( )) sin( )d
a 0
Z
( a)
2
<
a sin( )
sin( )d
a 0
a
Z
2
= ( a)
sin2 ( )d = (a)/a
a 0

(a) =

SOLUTION 5.6
The describing function is
N ( A) = k1 + 3A2 k3 /4
Note, however, that the output y(T ) of the nonlinearity for the input e(t) =
A sin( ) is
y(t) = A2 k2 /2 + ( k1 A + 3A3 k2 /4) sin( )

A2 k2 /2 cos(2 ) A3 k3 /4 sin(3 )

We conclude that the term k2 x22 does not influence N ( A). Still, we can not
just apply the describing function method, since there is a bias term. If the
linear system has integral action, the presence of a constant offset on the
input will have a very big influence after some time.

90

Solutions to Chapter 5
SOLUTION 5.7

(a) When the saturation works in the linear range, we have the closed
loop dynamics
G (s) =

s2

5s
+ (1 5)s + 25

which is unstable. Thus, the state can not remain small. In saturation,
on the other hand, the nonlinearity generates a constant(step) input
to the system. The final value theorem then gives
lim y(t) = lim

s0

5s
=0
s2 + s + 25

The observation that y(t) 0 contradicts the assumption that the

nonlinearity remains saturated.

(b) We should investigate intersection of the Nyquist curve and 1/ N ( A).

Since N ( A) (0, 1], 1/ N ( A) lies in the interval (, 1].
The frequency response of the system is
G (i ) =

i5
5 2
5 ( 2 25)
=
+
i
25 2 + i
(25 2 )2 + 2
(25 2 )2 + 2
(7.18)

which intersects the negative real axis for = 5 rad/s. The value
of G (i ) = 5. Thus, there will be an intersection. The frequency of
the oscillation is estimated to 5 rad/s, the amplitude can is given by

1
= G (i ) = 5
N ( A)

[ N ( A) = 0.2

From Figure 5.6 we see that A = 6.

(c) From (7.18) we see that the Re( G ) 0 for all R, and that
Im( G ) < 0 for [0, 5), and Im( G ) 0 for 5. The Nyquist
curve of the system is shown in Figure 7.11. The function 1/ N ( A)
is situated on the negative real axis between and 1, the latter is marked by a small line. The Nyquist curve encircles the points
Re( G (i )) > 5, indicating increased oscillation amplitude. The points
to the left of the intersection are not encircled, indicating stability and
a decaying oscillation amplitude. We can thus expect a stable limit
cycle.

91

Solutions to Chapter 5
Nyquist Diagrams

Imaginary Axis

Real Axis

Figure 7.11

Nyquist curve and 1/ N ( A) for oscillator example.

SOLUTION 5.8
(a) Introduce 0 = arcsin(a/ A) and proceed similarly to the saturation
nonlinearity.

(b) The describing function has maximum for

A = 2a
which gives
N ( A ) =

2
a

The Nyquist curve

crosses the negative real axis for = 2, for which
the gain is G (i 2) = 2/3. Thus, we should expect no oscillations if
a>

4
.
3

SOLUTION 5.9
(a) The describing function for a relay with amplitude D is given by
N ( A) =

4D
A

1/ N ( A) lies on the negative real axis. If the Nyquist curve intersects

the negative real axis, the describing function methods will predict a
sustained oscillation

4D
p G (i u )p = 1
A

Thus, given the amplitude A of the oscillation, we estimate the ultimate gain as
K u = 1/p G (i u )p =

4D

The ultimate period is the period time of the oscillations

Tu = 2 /
92

Solutions to Chapter 5

(b) From the simulation, we estimate the amplitude A = 0.6 which gives
K u ( 2.12. The ultimate period can be estimated directly from the
plot to be Tu ( 2. Note that the estimates have good correspondence
with the analytical results (which require a full process model)
SOLUTION 5.10
No solution yet.
SOLUTION 5.11
No solution yet.
SOLUTION 5.12
No solution yet.

SOLUTION 5.13
No solution yet.

93

Solutions to Chapter 6
SOLUTION 6.1
We would like to write the system equations as
v = G (s)(u)

u = (v)

where () denotes the saturation. Block diagram manipulations give



AR
BS
v=u
+
u
Aw A
Aw A


AR + B S
1 (u) = G (s)(u)
=
AAw
Since the saturation element belongs to the sector [0, 1], we invoke the
circle criterion and conclude stability if the Nyquist curve of G (i ) does
not enter the half plane Re( G (i )) < 1. This gives the desired condition.
SOLUTION 6.2
The model is given by

pvp
dz
= v
z
dt
(v)
F = 0 z + 1 (v)

(7.19)
dz
+ Fvv
dt

(7.20)

(a) For any constant velocity, v, (7.19) converges to the value

z=

(v)
v = (v)sign(v)
pvp

and F therefore converges to

F = 0 (v)sign(v) + Fvv

(b) Following the hint, we consider V ( z) = z2 . Along trajectories of the

model, we have
pvp
V = 2z(v
z)
(v)
p zp
2p zppvp(1
)
(v)
which is non-positive if p zp/(v) 1. Since 0 (v) a, we see that for

p z(t)p a

we have V 0. We conclude that

= { zp zT z < a2 }

is invariant. In other words, all trajectories that start within remain

there for all future times. The set provides a bound on the state z(t).
94

Solutions to Chapter 6

(c) Consider the storage function V ( z) = z2 /2. We have

zv = z

dz
pvp 2
dz
+
z z
= V (t)
dt
(v)
dt

and passivity follows from the discussion in (+).

(d) We have

Fv = Fvv2 + ( 1 z + 0 z)( z +

1 z2 +

pvp
z)
(v)

pvp
pvp
0 z2 + (
1 + 0 ) zz
(v)
(v)

(7.21)
(7.22)

In the expression above we recognize the term 0 zz as the time derivative

of the storage function V ( z) = 0 z2 /2. Next, we separate out the storage
function derivative and make a completion of squares to estimate the additional terms

pvp 2
pvp
z + 1
zz
(v)
(v)


2
2 !
p
v
p
p
v
p
p
v
p
z2
z + 0
1
= V + 1 z +
2(v)
(v)
2(v)

Fv 0 zz + 1 z2 + 0

(7.23)
(7.24)

Since the second term is non-negative, we have

Fv V
and thus passivity if

0 1

pvp
>0
4(v)

This concludes the proof.

SOLUTION 6.3

(a) The describing function for a relay has been derived on Lecture 6 to
be
N ( A) =

4F0
A

(b) Using the superposition property of describing functions for static

nonlinearities N f + = N f + N , and the fact that for a scalar gain
y = ku the describing function is N ( A) = k, we obtain
N ( A) = Fv +

4F0
A

(c) Stiction is a point-wise phenomenon (occurring for v = 0) with finite

amplitude, and has no influence on the integral calculations involved
in the describing function computation. The describing function is
therefore the same as in (b).
95

Solutions to Chapter 6

SOLUTION 6.4
The process is given by
x = v

v = F + u

The velocity is observed through

vb = zv + K v x

b
zv = Fb + u K vv

where Fb denotes the estimated friction force, estimated by the observer

Fb = ( zF + K F pb
vp)sign(b
v)

z F = K F (u Fb)sign(b
v)

Defining the observer errors

b
ev = v v

eF = F Fb

we obtain the observer dynamics

b = v zv K v x = F + u ( Fb + u K v vb) K vv
ev = v v

= F + Fb K v(v vb) = eF K v ev



b = F K F (u Fb)
e F = F Fb = F z F sign(b
v) K F v


K F F + u K vvb + K vv = F K F K v (v vb) = F K F K v ev

The term F is zero (except at zero velocity where it is not well defined).
Putting F = 0, we obtain

ev
e F

Kv
Kv K F

1
0



ev
eF

(7.25)

with the characteristic equation

(s) = s2 + K v s K v K F
We conclude that the error dynamics are locally asymptotically stable if
K v > 0,

Kv K F > 0
which implies the desired conditions.

96

Solutions to Chapter 6

D /2

D /2

Figure 7.12

The function in 6.5.

SOLUTION 6.5

(a) The gain margin for the system is 1.33 > 1.27, thus there should
be no limit cycle since the gain margin exceeds that required for the
worst-case scenario with quantization.
(b) We have already (lecture) seen that the describing function for the
function in Figure 7.12 is given by

0
A < D /2
q
N D ( A) =
4D 1 ( D )2 A > D /2
A
2A
Superposition ( N f1 + f2 = N f1 + N f2 ) gives

N Q = N D + N3D + N5D + . . . + N2i+1

which gives the stated describing function N Q ( A) for the quantizer.
SOLUTION 6.6
We have

u, yT =

uy dt =

T
0

usat(u) dt 0

We conclude passivity from to the definition given in the lecture slides.

SOLUTION 6.7
No solution yet.
SOLUTION 6.8
Assume without loss of generality that 0 < u0 < D /2. The input to the
quantizer is u0 + d(t) where d(t) is the dither signal. The output y from
the quantizer is
y(t) = Q(u0 + d(t)) =

u0 + d(t) < D /2

D u0 + d(t) > D /2
97

Solutions to Chapter 6
It is easy to see that y = D during a time interval of length uD0 T, where T
is the time period of the dither. The average value of y becomes
y0 =

1 u0
T D = u0 .
T D

Hence the dither signal gives increased accuracy, at least if the signal y
can be treated as constant compared to the frequency of the dither signal.
The method does not work for high-frequency signals y.
SOLUTION 6.9
No solution yet.
SOLUTION 6.10
No solution yet.

98

Solutions to Chapter 7
SOLUTION 7.1
Let the output of the nonlinearity be u, so that u = f (v).

(a) We have

u = v2 ,

v0

which implies that

v=

u,

u0

(b) The piecewise linear characteristic

(
k1 v,
u=
sign(v)( k1 k2 )d + k2 v
gives the inverse
(
v=

pvp d
pvp > d

u/ k1 ,

pup k1 d

(u sign(u)( k1 k2 )d)/ k2

pup > k1 d

Consider a (unit) dead-zone with slope k1 = in the interval pvp d,

and slope k2 = 1 otherwise. We obtain the inverse
(
u/,
pup d
v=
u + sign(u)(1 )d,
pup > d
The dead-zone nonlinearity and its inverse are shown in Figure 7.13.

Dead zone inverse

2

v=f1(u)

u=f(v)

Dead zone
2

0
1
2
2

0
1

0
v

Figure 7.13

2
1

0
u

Deadzone and its inverse.

(c) See the slides from the lecture of backlash.

99

Solutions to Chapter 7
SOLUTION 7.2

(a) We notice that all state equation but the last one are linear. The last
state equation reads
x n = f ( x) + ( x)u
If we assume that ( x) ,= 0 for all x, we can apply the control
1
( f ( x) + Lx + v)
( x)

u = h( x, v) =

renders the last state equation linear

x n = Lx + v
The response from v to x is linear, and the closed loop dynamics is
given by

x =
0

0
..
.

l2

l3

...

l1

...
0
x + .. v
.
0
0

ln

(You may recognize this as the controller form from the basic control course). For the control to be well defined, we must require that
( x) ,= 0 for all x.

(b) The above procedure suggest the control

u=

1
(a sin( x1 ) + l1 x1 + l2 x2 + v)
b cos( x1 )

which results in the closed loop system

x =

l1

l2

x+

 
0
v
1

The system matrix has a double eigenvalue in s = 1 if we let

l1 = 1, l2 = 2
The control law is well defined for x1 ,= /2. This corresponds to the
pendulum being horizontal. For x1 = /2, u has no influence on the
system. Notice how the control blows up nearby this singularity.
Extra. You may want to verify by simulations the behaviour of the
modified control
u = sat(h( x, v))
for different values of the saturation level.

100

Solutions to Chapter 7

(c) The above procedure suggest the control

u = x2 x + v
Letting v = 0, we apply the control to the perturbed system
x = (1 + ) x2 x2 x = x2 x
and note that for x > 1/, we have x > 0, which implies that the
trajectories tend to infinity. Thus, global cancellation is non-robust
in the sense that it may require a very precise mathematical model.
SOLUTION 7.3

(a) The sliding surface in a sliding mode design is invariant, i.e., if x(ts )
belongs to the sliding surface ( x) = 0, at time ts , then it belongs to
the set ( x) = 0 for all future times t ts . Thus, it must hold that

( x) = ( x) = 0
which yields the dynamics on the sliding surface.

(i) We have

( x) = 2 x 1 x 2 = 2 x 1 x1 = 0
The third equality implies that x1 (t) on the sliding surface. Thus, forcing this surface to be a sliding mode would give
unstable solutions.

(ii) Similarly as above

( x) = x 1 + 2 x 2 = x 1 + 2x1 = 0
Thus, the equivalent dynamics along this surface satisfy x 1 =
2x1 and is hence asymptotically stable.

(iii) We have

( x) = x 1 = 0
The dynamics on this sliding surface would thus be stable, but
not asymptotically stable.

(b) According to the lecture slides, the sliding mode control law is
u=

pT Ax

T sign( ( x))
T
p B
p B

Where the sliding surface is given by

( x) = pT x = 0
Thus, in this example we have pT = [ 1

1 ] and

u = ( x1 + x2 ) sign( x1 + x2 )
101

Solutions to Chapter 7

(c) According to the robustness result of the sliding mode controller presented on the lecture, the above controller will force the system toward the sliding mode if is chosen large enough, and if sign( pT B ) =
sign( pT B ), which implies sign(b ) = sign(b). Since the nominal design
has b = 1, we must have
b>0

(7.26)

It remains to check that the dynamics of the sliding mode remains

stable. (Otherwise, we could have a situation where the controller
forces the state onto the sliding mode, but where the sliding mode
dynamics are unstable. The state would then tend toward infinity
along the sliding mode.) In this case, we can verify that on the sliding
mode, we have ( x) = 0 for all values of the parameter a.
SOLUTION 7.4
(a) Straightforward manipulations give
G (s) =

K
1
esL =
esVd / q
sT + 1
sVm / q + 1

(b) The step response gives parameters a = 0.9, L = 1. Using the results
from (a) and a = K L/T we obtain
a = Vd / Vm

L = Vd / q

Since the experiment was performed for q = 1, we see that L = Vd .

Now, a gain scheduled PI controller can be constructed using ZieglerNichols recommendations as
K p = 0.9/a = 1
Ti = 3L = 3/ q

Here we see that K p remains constant wheras Ti changes with the

flow q.
SOLUTION 7.5
(a) The pendulum energy is given by
E( x) = ml (1 cos( x1 )) +

Jp 2
x
2 2

If the energy of the pendulum hanging downwards is taken to be

E(0) = 0, the energy for x1 = , x2 = 0 is E0 = 2ml.

(b) The time derivative of the Lyapunov function candidate reads

d
V ( x) = 2( E( x) E0 ) E( x) =
dt
= 2( E( x) E0 )(ml sin( x1 ) x 1 + J p x2 x 2 ) =

= 2( E( x) E0 )(ml x2 cos( x1 )u)

102

Solutions to Chapter 7
Applying the suggested control, we obtain
V ( x) = 2kml ( E( x) E0 )2 x2 cos( x1 )sign( x2 cos( x1 )) 0
if k > 0, with equality attained for E( x) = E0 , or x2 = 0 or x1 = /2.
The only unwanted invariant manifold is x1 = x2 = 0.

(c) The phase portrait of the closed loop system is shown in Figure 7.14.
We notice how the state is driven to the set E( x) = E0 , and that
this set contains no stable equilibrium points. Note that the velocity
approaches zero as the pendulum approaches the upright position.
Since the equilibrium point is unstable, and the control for this state
is zero, the pendulum does not remain in the upright position.
Extra. Feel free to design a stabilizing controller for the upright position (using, for example the results from Exercise 7.2). In particular,
how should you switch between the two control strategies to make
the system stable? (Some Lyapunov theory will help you on this one)

Phase plane
10

x2

10
6

Figure 7.14

0
x1

Phase plane for pendulum under energy control.

SOLUTION 7.6
We get
V = ( x) ( x) = ( x1 + x2 )(2x1 + u) = ( x1 + x2 )(sign)( x1 + x2 ) = p x1 + x2 p
and therefore ( x) = x1 + x2 0. The equivalent dynamics is easiest
determine by
d
0 = ( x) = x 1 + x 2 = x1 + u + x1
dt
which gives u = 2x1 and hence x 1 = x1 on the sliding plane.

103

Solutions to Chapter 7
SOLUTION 7.7
Hamiltonian.
The general form of the Hamiltonian according to Glad/Ljung (18.34) is
H = n0 ( x2 + u2 ) + u
Adjoint equation.

= H x = 2n0 x,

(1) = free

Optimality conditions.
According to (18.35a) the optimal control signal must minimize the Hamiltonian, so the the derivative with respect to u must be zero:
0 = Hu = 2n0 u +

Hence
x = u =

2n0

u=

2n0

=x

The equation x = x has the general solution

x(t) = c1 et + c2 et
The boundary conditions x(0) = 1 and x(1) = 0 give
c1 + c2 = 1

c1 e + c2 e1 = 0

This gives c1 = e2 /(1 e2 ), c2 = 1/(1 e2 ) and the control signal is

u = x = c1 et c2 et
What about the case n0 = 0? Then is constant and (1) = ,= 0. Hence
H = u has no minimum in u, so this case gives no solution candidates.
SOLUTION 7.8
Hamiltonian.

( x(t f )) = 0.1 x1 (t f ) x2 (t f ) is the criterion to be minimized. Note that

L = 0. Setting = F /m, we have
H = 1 x3 + 2 x4 + 3 cos u + 4 ( sin u )
Adjoint equation.

1 = 0
2 = 0

3 = 1
4 = 2
104

Solutions to Chapter 7
We know that (t f ) = Tx ( x (t f )) which gives

1 (t f ) = 0.1
2 ( t f ) = 1
3 (t f ) = 0
4 (t f ) = 0
Together with the adjoint equation this gives

1 (t) = 0.1
2 (t) = 1
3 (t) = 0.1(t t f )
4 (t) = t t f
Optimality conditions.
Minimizing H with respect to u gives H
u = 0 (as u is unbounded)
t t f
F
F
[ 3 m sin(u) = 4 m cos(u) [ tan(u) = 43 = 0.1t0.1t
This gives A = 1,
f
B = t f , C = 0.1, D = 0.1t f .
SOLUTION 7.9
We get
u2
u2
cos u1 ) + 4 ( sin u1 ) 5 u2
x5
x5
= (t, u1 )u2 + terms independent of u

H = 1 x3 + 2 x4 + 3 (

where (t, u1 ) = x53 cos u1 +

with respect to u:

4
x5

sin u1 5 . Since we want to minimize H

umax < 0
u2 =

=0

>0
0

and

tan u1 =

4
3

u2 > 0

u2 = 0

SOLUTION 7.10
The problem is normal, can use n0 = 1. We have
2

H = ex1 + x22 + u2 + 1 x2 + 2 ( x1 x23 + (1 + x1 )u)

1 = H x1 = 2x1 ex1 2 (1 + u)
2

2 = H x2 = 2x2 1 + 3x22 2
(1) = 0
Minimization of H wrt u gives

H
=0
u

2u + 2 (1 + x1 ) = 0

u=

2
2

(1 + x1 )
105

Solutions to Chapter 7
2

( uH2 = 2 > 0 hence minimum). This gives

x 1 = f1 = x2

1 = f3 = 2x1 ex1

(1 + x1 )2
2
2 (1 + u)

x 2 = f2 = x1 x23

2 = f4 = 2x2 1 + 3x22 2
1 (1) = 2 (1) = 0
SOLUTION 7.11

Hamiltonian. We have L = 1, = 0, (t f ) = 0 and t f free, so

H = n0 + 1 x2 + 2 u
Adjoint equation.

(
1 = 0

2 = 1

(
1 = 1

2 (t) = 1 t + B

Since the final time is free and H is constant, we get the condition H " 0.
Thus 1 = B = 0 is impossible since this leads to n0 = 0, and we can not
have [n0 1 2 ] = 0. Therefore 2 (t) is linear and nonzero.
Optimality conditions.
Minimization of H gives

2 (t) < 0

1
u(t) =
?
2 (t) = 0

1 2 (t) > 0

Since 2 is linear, it follows that u(t) = 1 with at most one switch. The
simplest way to find the switch time is to solve the equations for such input
signals. For u(t) = 1 we get
x1 + C1 = x22 /2
This gives the phase plane in the Figure 7.15. For u = 1 we get
x1 + C2 = x22 /2
This gives the phase plane in the Figure 7.16. Consider especially the two
curves for u = 1 that pass through the origin. From the plots we see that
the control law is given by


1
2
u(t) = sign x1 (t) + sign{ x2 (t)} x2 (t)
2
since then u(t) = 1 above the switch curve and u(t) = 1 below it.
106

Solutions to Chapter 7
5

5
5

Phase plane for u = 1

Figure 7.15
5

5
5

Figure 7.16

Phase plane for u = 1

SOLUTION 7.12
Since we assume the problem is normal (t f is free so this is not obvious)
we have
H = 1 + pup + 1 x2 + 2 u.
Minimization wrt pup 1 gives

2 > 1 [ u = 1
p 2 p < 1 [ u = 0
2 < 1 [ u = 1
We also have

1 = H x1 = 0 [ 1 = B

2 = H x2 = 1 [ 2 = A Bt
for some constants A, B. If B < 0 we see that 2 increases (linearly) and
hence u(t) passes through the sequence 1 0 1, or a subsequence of
this. If B > 0 the (sub-) sequence is passed in the other direction 1
0 1.
107

Solutions to Chapter 7

Phase plane
5

x2

5
5

x1

Figure 7.17

Phase plane with switching curve

If B = 0 then u is constant: either u = 1, u = 0 or u = 1. The cases

2 " 1 and 2 " 1 are then impossible since the condition H " 0 (since
t f is free) then can not be satisfied.
SOLUTION 7.13
Alternative 1 Use the Bang-bang

theorem (p. 472). Note that ( A, B ) is

1
0

controllable and x =

has full rank, hence u(t) is bang-bang.

0 1
From sats 18.6 we know that there are at most n 1 = 1 switches in u
(the eigenvalues of A are 1, 2 and are hence real).
Alternative 2 Direct calculation shows
H = (t)u + terms independent of u
Minimization wrt u shows that pup = 3 where the sign is given by the sign
of (t). From = AT and (t f ) = Tx = we get

(t) = T B == T e A(tt f ) B = c1 et + c2 e2t

for some constants c1 , c2 . Since (t) = et (c1 + c2 et ) can have at most one
sign change and there will be only one switch in u. (It is easy to check that
the case (t) " 0 is impossible).
SOLUTION 7.14
Hamiltonian.
Rt
The objective is to minimize t f = 0 f 1d, so L = 1 and the Hamiltonian is
H = n0 + T ( Ax + Bu) = T Bu + T Ax + n0

108

Solutions to Chapter 7

Adjoint equation.

= H x = AT

(t) = e A t (0)

Optimality conditions.
The optimal control signal must minimize H, so

u = sign( (t)T B ) = sign( (0)T e At B )

When A = B = 1, this implies that the optimal input is constant, either
u " 1 or u " 1.
SOLUTION 7.15
Minimization of
H = (1 + 1 )u

gives

1 + 1 ,= 0

1 + 1 = 0

no minimum in u

all u give minima

This does not prove that all u in fact give minima. It only says that all u(t)
are so far possible minima and we need more information.
But in fact since
Z 1
Z 1
x 1 dt = x(1) x(0) = 1
u dt =
0

all u that give x1 (1) = 1 are minimizers.

SOLUTION 7.16
(a) Introduce x1 = x, x2 = x
x 1 = x2

x 2 = x1 + 2x22 + u 1

(7.27)

(b) Let x 1 = x 2 = 0 [ ( x1 , x2 ) = (1, 0) is the only equilibrium. The

linearization around this point is




 
0 1
0
1
0
=
A=
B=
1 4x2 ( xo , xo )=(1, 0)
1 0
1
1

The characteristic equation for the linearized system is s2 + 1 = 0 [

s = i. We can not conclude stability of the nonlinear system from
this.

(c) The simplest way is to cancel the constant term and the nonlinearity
with the control signal and introduce some linear feedback.
u = +1 2 x 2 a x,

a > 0 [ x = a x x

As the resulting system is linear and time invariant with poles in the
left half plane for all a > 0 it is GAS.
109

Solutions to Chapter 7

SOLUTION 7.17
As the hint suggests, the Lyapunov function V ( x1 , x2 , x3 ) =

1 2
( x + x22 + x32 )
2 1

is used:
V (0, 0, 0) = 0, V ( x1 , x2 , x3 ) > 0 for pp xpp ,= 0 and V + as pp xpp +.
dV
= x 1 x1 + x 2 x2 + x 3 x3 =
dt
x12 + x1 x2 + x1 x3 tan( x1 ) x24 x1 x2 + x3 x22 + ux3 =

(7.28)

x12 x24 + x3 ( x1 tan( x1 ) + x22 + u)

By choosing e.g. u = x1 tan( x1 ) x22 x3 we will get

dV
2
4
2
dt = x1 x2 x3 < 0, x ,= (0, 0, 0). Thus, the closed loop system is GAS
for this choice of u.
SOLUTION 7.18

(a) All singular points are given by { x 1 = 0, x 2 = 0}:

x1 x2 = 0 and 3x1 + x13 x2 = 0 [ x1 = x2 and 4x1 + x13 = 0
gives x1 = 0, 2 and x2 = x1

By writing the system with u(t) " 0 and a = 1 as x = f ( x) we get

the linearizations at the equilibria as
x (

f
( x x eq)
x p x= xeq



3 + 3x12 1
f
A( x1 , x2 ) =
=
x
1
1


9 1
A(2, 2) =
1 1

eig ( A(2, 2)) = 4 24 ( {8.9, 0.9} ( saddle point )

A(2, 2) gives the same eigenvalues


3 1
A(0, 0) =
1 1
eig ( A(0, 0)) = {2, 2} ( stable node )
The origin is only locally asymptotically stable, since there is more
than one equilibrium point. Moreover, solutions starting in the two
unstable equilibrium points will not converge to the origin.

(b)

V = x1 x1 + x2 x2 = 3x12 + x14 x1 x2 + x1 x2 < 0

as long as p x1 p < 3 and x1 ,= 0. However we see that we can only

prove local stability since V = 0 if x1 = 0. Then we use the invariant
set theorem. If we have that x1 = 0 then x1 = x2 ,= 0 unless x2 also
is 0. Therefore the origin is the only invariant point.
110

Solutions to Chapter 7

(c) If u( x) = x13 then all nonlinearities are canceled and the system is
purely linear. The eigenvalues are -2,-2 and thus the origin is GAS.
This can showed by using the Lyapunov function as well.
V = 3x12 + x14 x1 x2 + x1 u + x1 x2 x22 = 3x12 + x1 ( x13 u) x22

= 3x12 x22

if

u( x) = x13

Then the origin is globally asymptotically stable, since the Lyapunov

function is radially unbounded. The convergence rate is even exponentially since the closed loop system is linear.
SOLUTION 7.19
Both Va and Vb are positive definite with respect to ( x1 , x2 ) and radially
unbounded.

(a)

(b)

d
Va = 2 ( x1 x 1 + x2 x 2 ) = 2( x12 + u) x2
dt
a
u would need to be x12 fodd ( x2 ) to get the derivative dV
dt negative
(semi-)definite. As u is bounded this can not be achieved globally.

d
Vb = 2
dt

x1 x 1
+ x2 x 2
1 + x12

=2


x12
+ u x2
1 + x12

x12
1 we can always compensate for this term with u and
1 + x12
by choosing the rest of our available control signal u as for instance
4sat( x2 ), so that pvp < 5
As 0

v=

x12
x12

4sat
(
x
)
[
u
=

4sat( x2 )
2
1 + x12
1 + x12

d
However, this will leave us with dt
Vb = 4sat( x2 ) x2 0. If x2 = 0 [
x 1 = 0, but with the chosen control law x 2 = 0 only if x1 = 0, so the
origin will be the only equilibrium.

SOLUTION 7.20
Consider the system
x 1 = x2 x1

x 2 = kx12 x2 + u

where u is the input and k is an unknown coefficient.

We use the Lyapunov function candidate V ( x1 , x2 , k ) =
and investigate the time derivative

(7.29)
1
2


x12 + x22 + ( k k )2 .,

d
V ( x1 , x2 , k ) = x1 x 1 + x2 x 2 ( k k ) k
dt
111

Solutions to Chapter 7
since k 0 because k changes very slowly. Inserting the system equations
and some simplifications gives
d
V ( x1 , x2 , k ) = x1 x2 x12 + kx12 x2 x22 + ux2 ( k k ) k
dt


= x2 x2 + x1 x2 + ux2 + k k + x2 x2 + k k
1

If we chose the update law for the estimate as

k = x12 x2

(7.30)

we obtain
d
2 x2
V ( x1 , x2 , k ) = x12 x22 + x1 x2 + ux2 + kx
1
dt


2
= x2 x2 + x2 u + x1 + kx
1

which is now independent of the unknown parameter k. We can now proceed

as usual with the control design.
2
Choosing u = x1 kx
1
which gives
d
V ( x1 , x2 , k ) = x12 x22
dt
which is negative semi-definite ( V ( x1 , x2 , k ) does not depend on the estimation error). We can not show asymptotically stability, since we can not
guarantee that the estimation error goes to zero. In practice this means
that if the system is at rest, the estimation error will not change, even if
the estimate is wrong. The estimate is only updated if x1 , x2 ,= 0. This is a
general problem for adaptive systems.
SOLUTION 7.21
Start with the system x 1 = x12 + ( x1 ) which can be stabilized using ( x1 ) =
x12 x1 . Notice that (0) = 0. Take V1 ( x1 ) = x12 /2. To backstep, define
z2 = ( x2 ( x1 )) = x2 + x12 + x1 ,
to transfer the system into the form
x 1 = x1 + z2

z2 = u + (1 + 2x1 )( x1 + z2 )

Taking V = V1 ( x1 ) + z22 /2 as a Lyapunov function gives

V = x1 ( x1 + z2 ) + z2 (u + (1 + 2x1 )( x1 + z2 )) = x12 z22
if u = u = (1 + 2x1 )( x1 + z2 ) x1 z2 Hence, the origin is globally
asymptotically stable.

112

Solutions to Chapter 7
SOLUTION 7.22

(a) Start with the system x 1 = x12 x13 + ( x1 ) which can be stabilized
using ( x1 ) = x12 x1 . Notice that (0) = 0. Take V1 ( x1 ) = x12 /2. To
backstep, define

2 = ( x2 ( x1 )) = x2 + x12 + x1 ,
to transfer the system into the form
x 1 = x1 x13 + 2
2 = u + (1 + 2x1 )( x1 x13 + 2 )
Taking V = V1 ( x1 ) + 22 /2 as a Lyapunov function gives
V = x1 ( x1 x13 + 2 ) + 2 (u + (1 + 2x1 )( x1 x13 + 2 )) = x12 x14 22
if u = (1 + 2x1 )( x1 + 2 ) x1 2 = 2x14 x13 2x1 2x2 2x1 x2 .

Hence, the origin is globally asymptotically stable. Notice that we did

not have to cancel out the term x13 since it contributes to stability.

(b) The phase plane plot of the system is shown in Figure 7.18

Figure 7.18

Phase plane for system in exercise 7.22.

SOLUTION 7.23

(a) Defining
f1 ( x1 ) = x1

1 ( x1 ) = 1
f2 ( x1 , x2 ) = sin( x1 x2 )
2 ( x1 , x2 ) = 1
the system can be written on the strict feedback form
x 1 =

x 2 =

f1 ( x1 ) + 1 ( x1 ) x2

f2 ( x1 , x2 ) + 2 ( x1 , x2 )u

(see lecture 8).

113

Solutions to Chapter 7

(b) Start with the system x 1 = x1 + ( x1 ) which can be stabilized using

( x1 ) = 2x1 . Notice that (0) = 0. Take V1 ( x1 ) = x12 /2. To backstep,
define

2 = ( x2 ( x1 )) = x2 + 2x1 ,
to transfer the system into the form
x 1 = x1 + 2
2 = 2x1 + 2 2 + sin(3x1 2 ) + u
Taking V = V1 ( x1 ) + 22 /2 as a Lyapunov function gives
V

= x1 x 1 + 22 = x1 ( x1 + 2 ) + 2 (u 2x1 + 2 2 + sin(3x1 2 ))
= x12 22

if u = sin(3x1 2 ) + x1 3 2 = sin( x1 x2 ) 5x1 3x2 . Hence,

the origin is globally asymptotically stable.

SOLUTION 7.24

(a) Defining
f1 ( x1 ) = sat( x1 )

1 ( x1 ) = x12
f2 ( x1 , x2 ) = x12
2 ( x1 , x2 ) = 1

the system can be written on the strict feedback form

x 1 =

x 2 =

f1 ( x1 ) + 1 ( x1 ) x2

f2 ( x1 , x2 ) + 2 ( x1 , x2 )u

(see lecture 8).

(b) Start with the system x 1 = sat( x1 )+ x12 ( x1 ) which can be stabilized
using ( x1 ) = x1 . Notice that (0) = 0. Take V1 ( x1 ) = x12 /2. To
backstep, define

2 = ( x2 ( x1 )) = x2 + x1 ,
to transfer the system into the form
x 1 = sat( x1 ) x13 + x12 2
2 = sat( x1 ) x13 + x12 2 + x12 + u
Notice that we did not have to cancel out the term sat( x1 ) since it
contributes to stability.

114

Solutions to Chapter 7
Taking V = V1 ( x1 ) + 22 /2 as a Lyapunov function gives


V = x1 sat( x1 ) x14 + x13 2 + 2 sat( x1 ) x13 + x12 2 + x12 + u


= x1 sat( x1 ) x14 + 2 sat( x1 ) + x12 2 + x12 + u

= x1 sat( x1 ) x14 22

if u = sat( x1 ) x12 2 x12 2 = sat( x1 ) x13 x12 x1 x2 x12 x2 .

Hence, the origin is globally asymptotically stable.
SOLUTION 7.25
Start with the system x 1 = x1 + 1 ( x1 ) which can be stabilized using
1 ( x1 ) = 2x1 . Notice that 1 (0) = 0. Take V1 ( x1 ) = x12 /2. To backstep,
define

2 = ( x2 1 ( x1 )) = x2 + 2x1 ,
to transfer the system into the form
x 1 = x1 + 2
2 = 2x1 + 2 2 + sin(3x1 2 ) + x3
Think of x3 as a control input and consider the system
x 1 = x1 + 2
2 = 2x1 + 2 2 + sin(3x1 2 ) + 2
and use the Lyapunov function candidate V2 = V1 + 22 /2:

V 2 = x1 x 1 + 22 = x1 ( x1 + 2 ) + 2 (2x1 + 2 2 + sin( x1 + 2 2 ) + 2 )

= x12 22 + 2 ( x1 + 3 2 + sin(3x1 2 ) + 2 )
|
{z
}

which is stabilized by

2 = sin(3x1 2 ) + x1 3 2
W
V 2 = x12 22
To backstep a second time, define

3
3

= x3 2 = x3 + sin(3x1 2 ) x1 + 3 2
=[
= x 3 + cos(3x1 2 ) (3 x 1 2 ) ( x 1 + 32 )
= u + cos(3x1 2 )(2x1 + 4 2 3 ) 2x1 4 2 + 3 3

to transfer the system into the form

x 1 = x1 + 2
2 = x1 2 + 3
3 = u + cos(3x1 2 )(2x1 + 4 2 3 ) 2x1 4 2 + 3 3

= u + ( x, z)

115

Solutions to Chapter 7
Now the control signal appears in the equation, and we can design a control
law. Consider the Lyapunov function candidate V = V2 + 32 /2:
V

Choosing

= x1 x 1 + 22 + 33
= x1 ( x1 + 2 ) + 2 ( x1 2 + 3 ) + 3 (u + ( x1 , 2 , 3 ))
= x12 22 32 + 3 ( 2 + 3 + u + ( x1 , 2 , 3 ))
{z
}
|

u = 2 3 = cos(3x1 2 )(2x1 + 4 2 3 ) + 2x1 + 3 2 4 3

gives
V

= x12 22 32

which is negative definite, and the system is therefore global asymptotically

stable

SOLUTION 7.26
See solution in link or in lecture slides.

SOLUTION 7.27
The optimal control is u(t, x) =

1
t 2 .

116

8. Bibliography
strm, K. J. (1968): Reglerteknik Olinjra System. TLTH/VBV.

Boyd, S. P. (1997): Homework assignments in ee375 advanced analysis of

feedback. Available from http://www-leland.stanford.edu/class/ee375/.
Khalil, H. K. (1996): Nonlinear Systems, 2nd edition. Prentice Hall, Upper
Saddle River, N.J.
Slotine, J.-J. E. and W. LI (1991): Applied Nonlinear Control. Prentice Hall,
Englewood Cliffs, N.J.

117