Today's Goal: To Be Able To

Lecture 6 — Describing function analysis
Today’s Goal: To be able to
Derive describing functions for static nonlinearities

Predict stability and existence of periodic solutions through
describing function analysis
Material:
Slotine and Li: Chapter 5

Chapter 14 in Glad & Ljung
Chapter 7.2 (pp.280–290) in Khalil
(Chapter 8 in Adaptive Control by Åström & Wittenmark)
Lecture notes
FRTN05 — Lecture 6 Automatic Control LTH, Lund University

Course Outline
Lecture 1-3 Modelling and basic phenomena

(linearization, phase plane, limit cycles)
Lecture 2-6 Analysis methods

(Lyapunov, circle criterion, describing functions)
Lecture 7-8 Common nonlinearities

(Saturation, friction, backlash, quantization)
Lecture 9-13 Design methods

(Lyapunov methods, Backstepping, Optimal control)
Lecture 14 Summary

Example: saturated sinusoidals
4
2
3
1.5
2 1
1 0.5
input signal
output signal
0 0
−1 −0.5
−2 −1
−3 −1.5
−4 −2
0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 10
time [s] time [s]
Sine Wave Saturation Scope
sat( A sin ω t)
The “effective gain” ( the ratio ) varies with the
A sin ω t
input signal amplitude A.

Motivating Example
2
y
r e u y u
G (s) 1
− 0
−1
−2
0 5 10 15 20
4
G (s) = and u = sat ( e) gives stable oscillation for r = 0.
s(s + 1)2
How can the oscillation be predicted?
Q: What is the amplitude/topvalue of u and y? What is the frequency?

Motivating Example
2
y
r e u y u
G (s) 1
− 0
−1
−2
0 5 10 15 20
4
G (s) = and u = sat ( e) gives stable oscillation for r = 0.
s(s + 1)2
How can the oscillation be predicted?
Q: What is the amplitude/topvalue of u and y? What is the frequency?

Recall the Nyquist Theorem
Assume G (s) stable, and k is positive gain.
The closed-loop system is unstable if the point −1/ k is

encircled by G (iω )
The closed-loop system is stable if the point −1/ k is not
G (iω )
0 e u y
k G (s) −1/ k
−

Motivating Example (cont’d)
Heuristic reasoning:
For what frequency and what amplitude is
"the loop gain" f ⋅ G = −1?
Introduce N ( A) as an amplitude dependent approximation of
the nonlinearity f (⋅).
G (iω )
0 e u y
f (⋅) G (s)
−
−1/ N ( A)
A
1
y = G (iω )u ( − G (iω ) N ( A) y [ G (iω ) = −
N ( A)

0
−1/ N ( A)
−2
−4
G (iω )
−6
−8
−10
−8 −6 −4 −2 0
Introduce N(A) as an amplitude dependent gain-approximation

of the nonlinearity f (⋅).
Heuristic reasoning: For what frequency and what amplitude is
"the loop gain" N ( A) ⋅ G (iw) = −1?
The intersection of the −1/ N ( A) and the Nyquist curve G (iω )
predicts amplitude and frequency.
0
−1/ N ( A)
−2
−4
G (iω )
−6
−8
−10
−8 −6 −4 −2 0

0
−1/ N ( A)
−2
−4
G (iω )
−6
−8
−10
−8 −6 −4 −2 0

How do we derive the describing function N ( A)?
Does the intersection predict a stable oscillation?
Are the estimated amplitude and frequency accurate?

Fourier Series
Every periodic function u(t) = u(t + T ) has a Fourier series
expansion
∞
a0 X
u(t) = + (an cos nω t + bn sin nω t)
2
n=1
∞ q
X
a0
= + a2n + b2n sin[nω t + arctan(an /bn )]
2
n=1
where ω = 2π /T and
Z T Z T
2 2
an = u(t) cos nω t dt bn = u(t) sin nω t dt
T 0 T 0
Note: Sometimes we make the change of variable t → φ /ω

The Fourier Coefficients are Optimal
The finite expansion

k
a0 X
b k (t) =
u + (an cos nω t + bn sin nω t)
2
n=1
solves Z T 2
2
min b k(t) dt
u(t) − u
b T
u 0
if {an , bn } are the Fourier coefficients.

The Key Idea
0 e u y
N.L. G (s)
−
Assume e(t) = A sin ω t and u(t) periodic. Then

∞ q
a0 X
u(t) = + a2n + b2n sin[nω t + arctan(an /bn )]
2
n=1
If p G (inω )p ≪ p G (iω )p for n = 2, 3, . . . and a0 = 0, then

q
y(t) ( p G (iω )p a21 + b21 sin[ω t + arctan(a1 /b1 ) + arg G (iω )]
Find periodic solution by matching coefficients in y = − e.

Definition of Describing Function
The describing function is
b1 (ω ) + ia1 (ω )
N ( A, ω ) =
A
e(t) u(t) e(t) b1 (t)

u
N.L. N ( A, ω )
If G is low pass and a0 = 0, then
b1 (t) = p N ( A, ω )p A sin[ω t + arg N ( A, ω )]

u
can be used instead of u(t) to analyze the system.
Amplitude dependent gain and phase shift!

Idea: “Use the describing function to approximate the part of
the signal coming out from the nonlinearity which will survive
through the low-pass filtering linear system”.
e(t) = A sin ω t = Im ( Aeiω t )
e(t) u(t) ∞
N.L. a0 X
u(t) = + (an cos nω t + bn sin nω t)
2
n=1
e(t) u1 (t) u1 (t) = a1 cos(ω t) + b1 sin(ω t)

N ( A, ω )
= Im ( N ( A, ω ) Aeiω t )
where the describing function is defined as

b1 (ω ) + ia1 (ω )
N ( A, ω ) = =[ U (iω ) ( N ( A, ω ) E(iω )
A

Existence of Limit Cycles
G (iω )
0 e u y
f (⋅) G (s)
−
−1/ N ( A)
A
1
y = G (iω )u ( − G (iω ) N ( A) y [ G (iω ) = −
N ( A)
The intersections of G (iω ) and −1/ N ( A) give ω and A for

possible limit cycles.

Describing Function for a Relay
u 1
u
H 0.5
e
e 0
−0.5
−H
−1
0 1 2 3 4 5 6
φ
Z 2π
1
a1 = u(φ ) cos φ dφ = 0
π 0
Z 2π Z π
1 2 4H
b1 = u(φ ) sin φ dφ = H sin φ dφ =
π 0 π 0 π
4H
The describing function for a relay is thus N ( A) = .
πA

Describing Function for Odd Static Nonlinearities
Assume f (⋅) and (⋅) are odd static nonlinearities (i.e.,

f (− e) = − f ( e)) with describing functions N f and N . Then,
• Im N f ( A, ω ) = 0, coeff. (a1 " 0)

• N f ( A, ω ) = N f ( A)
• Nα f ( A) = α N f ( A)
• N f + ( A) = N f ( A) + N ( A)

Limit Cycle in Relay Feedback System
0.1 −1/ N ( A)
r e u y 0
G (s) −0.1
− −0.2
−0.3 G (iω )
−0.4
−0.5
−1 −0.8 −0.6 −0.4 −0.2 0
3
G (s) = with feedback u = −sgn y
(s + 1)3
−3/8 = −1/ N ( A) = −π A/4 [ A = 12/8π ( 0.48

G (iω ) = −3/8 [ ω ( 1.7, T = 2π /ω = 3.7

Limit Cycle in Relay Feedback System (cont’d)
The prediction via the describing function agrees very well with
the true oscillations:
1
u
y
0.5
−0.5
−1
0 2 4 6 8 10
G filters out almost all higher-order harmonics.

Describing Function for a Saturation
u
1
H
0.8 e
0.6
0.4
u
−D D e 0.2
−0.2
−0.4
−0.6
−H −0.8
φ
−1
0 1 2 3 4 5 6 7
Let e(t) = A sin ω t = A sin φ . First set H = D . If A ≤ D then

N ( A) = 1, if A > D then for φ ∈ (0, π )

A sin φ , φ ∈ (0, φ 0 ) ∪ (π − φ 0 , π )
u(φ ) =
D, φ ∈ (φ 0 , π − φ 0 )
where φ 0 = arcsin D / A.

Describing Function for a Saturation (cont’d)
Z 2π
1
a1 = u(φ ) cos φ dφ = 0
π 0
Z 2π Z π /2
1 4
b1 = u(φ ) sin φ dφ = u(φ ) sin φ dφ
π 0 π 0
Z φ0 Z π /2
4A 4D
= sin2 φ dφ + sin φ dφ
π 0 π φ0

A
= 2φ 0 + sin 2φ 0
π

Describing Function for a Saturation (cont’d)
If H = D

1
N ( A) = 2φ 0 + sin 2φ 0 , A≥D
π
For H ,= D the rule Nα f ( A) = α N f ( A) gives

H
N ( A) = 2φ 0 + sin 2φ 0 , A≥ D
Dπ
1.1
0.9
N ( A) for H = D = 1
0.8
0.7
0.6
NOTE: dependance of A shows
0.5 up in φ 0 = arcsin D / A
0.4
0.3
0.2
0.1
0 2 4 6 8 10

3 minute exercise:
What oscillation amplitude and frequency do the describing

function analysis predict for the “Motivating Example”?

Solution: Find ω and A such that G (iω ) ⋅ N ( A) = −1;
As N ( A) is positive and real valued, find ω s.t.
arg G (iω ) = −π =[ − π2 − 2 arctan ω1 = −π =[ ω = 1.0
which gives a period time of 6.28 seconds.
p G (1.0i)p ⋅ N ( A) = 2 ⋅ N ( A) = 1 =[ N ( A) = 0.5.
To find the amnplitude A, either
1
Alt. 1 Solve (numerically) N ( A) = 1⋅π
2φ 0 + sin 2φ 0 = 0.5,
where φ 0 = arcsin(1/ A)
Alt. 2 From the diagram of N ( A) one can find A ( 2.47

1.1
0.9
N ( A) for H = D = 1
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0 2 4 6 8 10

The Nyquist Theorem
Assume G (s) stable, and k is positive gain.
The closed-loop system is unstable if the point −1/ k is

The closed-loop system is stable if the point −1/ k is not
G (iω )
0 e u y
k G (s) −1/ k
−

How to Predict Stability of Limit Cycles
Assume G (s) stable. For a given A = A0 :
A increases if the point −1/ N f ( A0 ) is encircled by G (iω )

A decreases otherwise
G (iω )
0 e u y
f G (s)
− −1/ N ( A)
A stable limit cycle is predicted

How to Predict Stability of Limit Cycles
G (Ω)
−1/ N ( A)
An unstable limit cycle is predicted
An intersection with amplitude A0 is unstable if A < A0 gives

decreasing amplitude and A > A0 gives increasing.

Stable Periodic Solution in Relay System
0.2
0.15 G (iω )
r e u y 0.1
G (s) 0.05
− 0
−0.05 −1/ N ( A)
−0.1
−0.15
−0.2
−5 −4 −3 −2 −1 0
(s + 10)2
G (s) = with feedback u = −sgn y
(s + 1)3
gives one stable and one unstable limit cycle. The left most
intersection corresponds to the stable one.

Periodic Solution in Relay System
The relay gain N ( A) is higher for small A:
Big amplitudes Small amplitudes

Small relay gain High relay gain
No encirclement One encirclement No encirclement
Shrinking amplitudes Growing amplitudes Shrinking amplitudes
Growing relay gain Shrinking relay gain Growing relay gain
Stable Unstable
periodic periodic
orbit orbit

Automatic Tuning of PID Controller
Period and amplitude of relay feedback limit cycle can be used
for autotuning.
PID
A u y
Σ Process
T
Relay
− 1

Describing Function for a dead-zone relay
u 1
D 0.8 e
0.6
0.4
e 0.2 u
0
−0.2
D −0.4
−0.6
−0.8
−1
0 1 2 3 4 5 6
Let e(t) = A sin ω t = A sin φ . Then for φ ∈ (0, π )

0, φ ∈ (0, φ 0 )
u(φ ) =
D, φ ∈ (φ 0 , π − φ 0 )
where φ 0 = arcsin D / A (if A ≥ D )

Describing Function for a dead-zone relay–cont’d.
Z 2π
1
a1 = u(φ ) cos φ dφ = 0
π 0
Z 2π Z π /2
1 4
b1 = u(φ ) sin φ dφ = D sin φ dφ
π 0 π φ0
q
4D 4D
= cos φ 0 = 1 − D 2 / A2
π π
(
0, A< D
N ( A) = 4 p
1 − D 2 / A2 , A ≥ D
πA

Plot of Describing Function for dead-zone relay
0.7
0.6
0.5 N ( A) for D = 1
0.4
0.3
0.2
0.1
0
0 2 4 6 8 10
Notice that N ( A) ( 1.3/ A for large amplitudes

Pitfalls
Describing function analysis can give erroneous results.
DF analysis may predict a limit cycle, even if it does not

exist.
A limit cycle may exist, even if DF analysis does not predict
it.
The predicted amplitude and frequency are only
approximations and can be far from the true values.

Example
The control of output power x(t) from a mobile telephone is critical for
good performance. One does not want to use too large power since
other channels are affected and the battery length is decreased.
Information about received power is sent back to the transmitter and
is used for power control. A very simple scheme is given by
ẋ(t) = α u(t)
u(t) = −sign y(t − L), α,β > 0
y(t) = β x(t).
Use describing function analysis to predict possible limit cycle
amplitude and period of y. (The signals have been transformed so
x = 0 corresponds to nominal output power)
y(t) = β x(t)
α
x(t) y(t) y(t − L)
x(t) s β e−sL
u(t)
y(t − L)
The system can be written as a negative feedback loop with
e−sLα β
G (s) =
s
and a relay with amplitude 1. The describing function of a relay
satisfies −1/ N ( A) = −π A/4 hence we are interesting in G (iω )
on the negative real axis. A stable intersection is given by
−π = arg G (iω ) = −π /2 − ω L
which gives ω = π /(2L).This gives
πA αβ 2Lα β
= p G (iω )p = =
4 ω π
and hence A = 8Lα β /π 2 . The period is given by
T = 2π /ω = 4L. (More exact analysis gives the true values
A = α β L and T = 4L, so the prediction is quite good.)

Accuracy of Describing Function Analysis
Control loop with friction F = sgn y:
F
Friction
_
yref u y
C G
_
Corresponds to
G s(s − b)
= 3 with feedback u = −sgn y
1 + GC s + 2s2 + 2s + 1
The oscillation depends on the zero at s = b.

Accuracy of Describing Function Analysis
1.2
b = 1/3
1
0.8
0.6
b = 4/3 DF predicts period times and
0.4 ampl. (T, A)b=4/3 = (11.4, 1.00)
0.2
0
and (T, A)b=1/3 =(17.3,0.23)
−0.2
−0.4
−1 −0.5 0 0.5
1
y b = 4/3 Simulation:
0
−1
0 5 10 15 20 25 30 (T, A)b=4/3 = (12, 1.1)
0.4
y b = 1/3
0.2
0
(T, A)b=1/3 = (22, 0.28)
−0.2
−0.4
0 5 10 15 20 25 30
Accurate results only if y is sinusoidal!

Analysis of Oscillations—A summary
There exist both time-domain and frequency-domain methods

to analyze oscillations.
Time-domain:
Poincaré maps and Lyapunov functions

Rigorous results but hard to use for large problems
Frequency-domain:
Describing function analysis

Approximate results
Powerful graphical methods

Today’s Goal
To be able to
Derive describing functions for static nonlinearities

Predict stability and existence of periodic solutions through
describing function analysis

Next Lecture
Saturation and antiwindup compensation
Lyapunov analysis of phase locked loops
Friction compensation

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Lecture 6 — Describing function analysis

Today’s Goal: To be able to

Derive describing functions for static nonlinearities

Slotine and Li: Chapter 5

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

Lecture 1-3 Modelling and basic phenomena

Lecture 2-6 Analysis methods

Lecture 7-8 Common nonlinearities

Lecture 9-13 Design methods

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

Sine Wave Saturation Scope

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

How can the oscillation be predicted?

Q: What is the amplitude/topvalue of u and y? What is the frequency?

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

How can the oscillation be predicted?

Q: What is the amplitude/topvalue of u and y? What is the frequency?

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

Assume G (s) stable, and k is positive gain.

The closed-loop system is unstable if the point −1/ k is

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

Introduce N(A) as an amplitude dependent gain-approximation

Introduce N(A) as an amplitude dependent gain-approximation

Introduce N(A) as an amplitude dependent gain-approximation

Does the intersection predict a stable oscillation?

Are the estimated amplitude and frequency accurate?

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

Note: Sometimes we make the change of variable t → φ /ω

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

The finite expansion

if {an , bn } are the Fourier coefficients.

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

Assume e(t) = A sin ω t and u(t) periodic. Then

If p G (inω )p ≪ p G (iω )p for n = 2, 3, . . . and a0 = 0, then

Find periodic solution by matching coefficients in y = − e.

The describing function is

e(t) u(t) e(t) b1 (t)

If G is low pass and a0 = 0, then

b1 (t) = p N ( A, ω )p A sin[ω t + arg N ( A, ω )]

can be used instead of u(t) to analyze the system.

Amplitude dependent gain and phase shift!

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

e(t) = A sin ω t = Im ( Aeiω t )

e(t) u1 (t) u1 (t) = a1 cos(ω t) + b1 sin(ω t)

where the describing function is defined as

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

The intersections of G (iω ) and −1/ N ( A) give ω and A for

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

Assume f (⋅) and (⋅) are odd static nonlinearities (i.e.,

• Im N f ( A, ω ) = 0, coeff. (a1 " 0)

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

−1 −0.8 −0.6 −0.4 −0.2 0

−3/8 = −1/ N ( A) = −π A/4 [ A = 12/8π ( 0.48

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

G filters out almost all higher-order harmonics.

FRTN05 — Lecture 6 Automatic Control LTH, Lund University

Assume f (⋅) and (⋅) are odd static nonlinearities (i.e.,