Linearization of Non-Linear Models
Most of real control systems are non-linear. Non-linear system follows nonlinear phenomena that takes
place in the presence of nonlinearity, making them indescribable or unpredictable by linear models
Example of Nonlinear Phenomena
Finite Escape Time
Multiple Isolated equilibria
Limit Cycles
Subharmonic, harmonic or almost periodic oscillation
Chaos
Multiple modes of Behavior
Linearization
Linearization is an important tool in analyzing non-linear model system. It allows the utilization of linear
equations to estimate a point (equilibrium point) in a nonlinear function, the further from that point the
greater the likelihood of error.
Limitations of linearization process
It can only predict the local behavior of the nonlinear system in the vicinity
Nonlinear system dynamics is much richer compared to linear system dynamics
Linear System
Linear system is defined in terms of system excitation (input) and response (output). In equation,
excitation could be expressed in terms of x(t), response as y(t)
Linear system satisfies the properties of superposition and homogeneity
Superposition
- For every excitation, there must be a response
Homogeneity
- The response y(t) of a linear system to a constant multiple B of an input x(t) must be
equal to the response to the input multiplied by the same constant
Linear equations occur at nominal steady state conditions.
STEPS IN LINEARIZATION PROCESS
Derivation of Non Linear Equation to Deviation Variable Form
Supposed, an equation is stated
dy
=f [ x ( t ) , y ( t ) ]
dt
Step 1: Obtain steady-state model by setting the derivatives to zero. Specify the nominal state
conditions
0=f [ x̄+ ȳ ]
Wherein x̄, ȳ is the nominal steady-state operating point
Step 2 Subtract the steady state equations from the differential equation
dy
− 0=f [ x ( t ) , y ( t ) ] +b −[f [ x̄+ ȳ ] +b ]
dt
dy
=f [ x ( t ) , y ( t ) ] − f [ x̄+ ȳ ]
dt
Linearize the equation
dy df
dt
=
dx[ df
]
¿ x̄ , ȳ ( x ( t ) − x̄ ) + ¿ x̄ , ȳ ( y ( t ) − ȳ ) + f [ x̄ + ȳ ] − f [ x̄+ ȳ ]
dy
dy df
dt
=
dx[ df
¿ x̄ , ȳ ( x ( t ) − x̄ ) + ¿ x̄ , ȳ ( y ( t ) − ȳ )
dy ]
Substitute the deviation variables
x’ = x(t) - x̄ y’ = y(t) - ȳ
[ ]
'
d ( y + ȳ) df df
= ¿ x̄ , ȳ ( x ' )+ ¿x̄ , ȳ ( y ' )
dt dx dy
Step 3 : Express model in deviation form
Since ȳ = 0
[ ]
'
dy df df
= ¿ x̄ , ȳ ( x ' )+ ¿x̄ , ȳ ( y ' )
dt dx dy
Taylor Series Expansion in Linearization Process
A non-linear function, which is a function of independent variables, can be expanded in terms of infinite
series around the given point/s of linearization through Taylor series
However, since higher order differentials have an infinitesimal value, their values are disregarded
leaving the equation with:
Supposed, an equation is stated with a one state variable, one input variable, and an output function
dx
=f [ x ( t ) ,u ( t ) ]
dt
y= g(x,u)
Using Taylor Series Expansion
Let xs and us be the steady state operation point
dx df
dt
=
dx [ df
¿ xs,us ( x − xs ) + ¿ xs , us ( u −us )+ f [ xs +us ]
du ]
y=
[ dg
dx
¿ xs , us ( x − xs )+
dg
¿ ( u −us )+ g (xs , us)
du xs ,us ]
Derive : f[xs +us] = 0 ; g(xs, us) = ys
x=x − xs ;u=u −us ; y= y − ys
g(xs, us) = ys
d ( x − xs) df
dt
=
[
dx
df
¿ xs ,us ( x ) + ¿xs ,us ( u )
du ]
d ( x ) df
dt
=
dx [ df
¿ xs , us ( x )+ ¿ xs ,us ( u )
du ]
y=
[ dg
¿
dx xs , us
( x )+
dg
¿ ( u )+ ys
du xs ,us ]
y − ys=
[ dg
¿
dx xs , us
( x )+
dg
¿
du xs , us
( u) ]
y=
[ dg
¿
dx xs ,us
( x )+
dg
¿ (u )
du xs ,us ]
Convert the model into state-space form
df df dg dg
Let a= ¿ xs ,us , b= ¿xs ,us , c= ¿ xs , us , d= ¿ (u)
dx du dx du xs, us
d(x)
=[ a ( x ) +b ( u ) ]
dt
y= [ c ( x ) +d (u ) ]