Chapter 2

Phase Plane Analysis

Phase plane analysis is a graphical method for studying second-order systems, which
was introduced well before the turn of the century by mathematicians such as Henri
Poincare. The basic idea of the method is to generate, in the state space of a second-
order dynamic system (a two-dimensional plane called the phase plane), motion
trajectories corresponding to various initial conditions, and then to examine the
qualitative features of the trajectories. In such a way, information concerning stability
and other motion patterns of the system can be obtained. In this chapter, our objective
is to gain familiarity with nonlinear systems through this simple graphical method.
Phase plane analysis has a number of useful properties. First, as a graphical
method, it allows us to visualize what goes on in a nonlinear system starting from
various initial conditions, without having to solve the nonlinear equations analytically.
Second, it is not restricted to small or smooth nonlinearities, but applies equally well
to strong nonlinearities and to "hard" nonlinearities. Finally, some practical control
systems can indeed be adequately approximated as second-order systems, and the
phase plane method can be used easily for their analysis. Conversely, of course, the
fundamental disadvantage of the method is that it is restricted to second-order (or first-
order) systems, because the graphical study of higher-order systems is
computationally and geometrically complex.

17
 18 Phase Plane Analysis Chap. 2

2.1 Concepts of Phase Plane Analysis

2.1.1 Phase Portraits

The phase plane method is concerned with the graphical study of second-order
autonomous systems described by

x2=f2(Xl,x2) (2.1b)

where jq and x2 are the states of the system, and/, a n d / 2 are nonlinear functions of
the states. Geometrically, the state space of this system is a plane having x, and x2 as
coordinates. We will call this plane the phase plane.

Given a set of initial conditions x(0) = x0, Equation (2.1) defines a solution
x(0- With time / varied from zero to infinity, the solution x(t) can be represented
geometrically as a curve in the phase plane. Such a curve is called a phase plane
trajectory. A family of phase plane trajectories corresponding to various initial
conditions is called a phase portrait of a system.

To illustrate the concept of phase portrait, let us consider the following simple
system.

Example 2.1: Phase portrait of a mass-spring system

The governing equation of the mass-spring system in Figure 2.1 (a) is the familiar linear second-
order differential equation

x+x = Q (2.2)

Assume that the mass is initially at rest, at length xo . Then the solution of the equation is

x(l) = xo cos t

x(t) = — A'osin(

Eliminating time / from the above equations, we obtain the equation of the trajectories

This represents a circle in the phase plane. Corresponding to different initial conditions, circles of
different radii can be obtained. Plotting these circles on the phase plane, we obtain a phase
portrait for the mass-spring system (Figure 2.1 .b). U
Sect. 2.1 Concepts of Phase Plane Analysis 19

k= 1 m=l

(a) (b)

Figure 2.1 : A mass-spring system and its phase portrait

The power of the phase portrait lies in the fact that once the phase portrait of a
system is obtained, the nature of the system response corresponding to various initial
conditions is directly displayed on the phase plane. In the above example, we easily
see that the system trajectories neither converge to the origin nor diverge to infinity.
They simply circle around the origin, indicating the marginal nature of the system's
stability.
A major class of second-order systems can be described by differential
equations of the form
x +f(x, x) = 0 (2.3)

In state space form, this dynamics can be represented as

k
\=x2

with A| = x and JT2 = -*• Most second-order systems in practice, such as mass-damper-
spring systems in mechanics, or resistor-coil-capacitor systems in electrical
engineering, can be represented in or transformed into this form. For these systems,
the states are x and its derivative x. Traditionally, the phase plane method is
developed for the dynamics (2.3), and the phase plane is defined as the plane having x
and x as coordinates. But it causes no difficulty to extend the method to more general
dynamics of the form (2.1), with the (xj , xj) plane as the phase plane, as we do in this
chapter.
20 Phase Plane Analysis Chap. 2

2.1.2 Singular Points

An important concept in phase plane analysis is that of a singular point. A singular
point is an equilibrium point in the phase plane. Since an equilibrium point is defined
as a point where the system states can stay forever, this implies that x = 0, and using
(2.1),

/ , ( * , , JC2) = 0 /2(jr1,jr2) = 0 (2.4)

The values of the equilibrium states can be solved from (2.4).

For a linear system, there is usually only one singular point (although in some
cases there can be a continuous set of singular points, as in the system x + x = 0, for
which all points on the real axis are singular points). However, a nonlinear system
often has more than one isolated singular point, as the following example shows.

Example 2.2: A nonlinear second-order system

Consider the system

x + 0.6 x + 3 x + x1 = 0

whose phase portrait is plotted in Figure 2.2. The system has two singular points, one at (0, 0)
and the other at (-3, 0). The motion patterns of the system trajectories in the vicinity of the two
singular points have different natures. The trajectories move towards the point x = 0 while
moving away from the point x = — 3. D

One may wonder why an equilibrium point of a second-order system is called a

singular point. To answer this, let us examine the slope of the phase trajectories.
From (2.1), the slope of the phase trajectory passing through a point (X|,x 2 ) is
determined by

2 J2\ ! V (2 5)
dx\ f\(xx,x2)
With the functions / ] and f2 assumed to be single valued, there is usually a definite
value for this slope at any given point in phase plane. This implies that the phase
trajectories will not intersect. At singular points, however, the value of the slope is
0/0, i.e., the slope is indeterminate. Many trajectories may intersect at such points, as
seen from Figure 2.2. This indeterminacy of the slope accounts for the adjective
"singular".

Singular points are very important features in the phase plane. Examination of
the singular points can reveal a great deal of information about the properties of a
Sect. 2.1 Concepts of Phase Plane Analysis 21

to infinity

Figure 2.2 : The phase portrait of a nonlinear system

system. In fact, the stability of linear systems is uniquely characterized by the nature
of their singular points. For nonlinear systems, besides singular points, there may be
more complex features, such as limit cycles. These issues will be discussed in detail
in sections 2.3 and 2.4.
Note that, although the phase plane method is developed primarily for second-
order systems, it can also be applied to the analysis of first-order systems of the form
x +f(x) = 0
The idea is still to plot x with respect to x in the phase plane. The difference now is
that the phase portrait is composed of a single trajectory.
22 Phase Plane Analysis Chap. 2

Example 2.3: A first-order system

Consider the system

There are three singular points, defined by - 4x + x 3 = 0, namely, x = 0, - 2 , and 2. The phase-
portrait of the system consists of a single trajectory, and is shown in Figure 2.3. The arrows in
the figure denote the direction of motion, and whether they point toward the left or the right at a
particular point is determined by the sign of x at that point. It is seen from the phase portrait of
this system that the equilibrium point x = 0 is stable, while the other two are unstable. O

stable

unstable
Figure 2.3 : Phase trajectory of a first-
order system

2.1.3 Symmetry in Phase Plane Portraits

A phase portrait may have a priori known symmetry properties, which can simplify its
generation and study. If a phase portrait is symmetric with respect to the X\ or the x2
axis, one only needs in practice to study half of it. If a phase portrait is symmetric
with respect to both the Xj and x2 axes, only one quarter of it has to be explicitly
considered.

Before generating a phase portrait itself, we can determine its symmetry

properties by examining the system equations. Let us consider the second-order
dynamics (2.3). The slope of trajectories in the phase plane is of the form

dx2 f{x\,x2)
dx, 1

Since symmetry of the phase portraits also implies symmetry of the slopes (equal in
absolute value but opposite in sign), we can identify the following situations:

Symmetry about the xi axis: The condition is

 Sect. 2.2 Constructing Phase Portraits 23
f(xhx2) = f(xl,-x2)
This implies that the function / should be even in x2- The mass-spring system in
Example 2.1 satisfies this condition. Its phase portrait is seen to be symmetric about
axis.
Symmetry about the x2 axis: Similarly,
f(x\,x2) = -f(-xl,x2)
implies symmetry with respect to the x2 axis. The mass-spring system also satisfies
this condition.
Symmetry about the origin: When
f{x{,x2) = -f(-xh-x2)
the phase portrait of the system is symmetric about the origin.

2.2 Constructing Phase Portraits

Today, phase portraits are routinely computer-generated. In fact, it is largely the
advent of the computer in the early 1960's, and the associated ease of quickly
generating phase portraits, which spurred many advances in the study of complex
nonlinear dynamic behaviors such as chaos. However, of course (as e.g., in the case of
root locus for linear systems), it is still practically useful to learn how to roughly
sketch phase portraits or quickly verify the plausibility of computer outputs.
There are a number of methods for constructing phase plane trajectories for
linear or nonlinear systems, such as the so-called analytical method, the method of
isoclines, the delta method, Lienard's method, and Pell's method. We shall discuss
two of them in this section, namely, the analytical method and the method of isoclines.
These methods are chosen primarily because of their relative simplicity. The
analytical method involves the analytical solution of the differential equations
describing the systems. It is useful for some special nonlinear systems, particularly
piece-wise linear systems, whose phase portraits can be constructed by piecing
together the phase portraits of the related linear systems. The method of isoclines is a
graphical method which can conveniently be applied to construct phase portraits for
systems which cannot be solved analytically, which represent by far the most common
case.
24 Phase Plane Analysis Chap. 2

ANALYTICAL METHOD

There are two techniques for generating phase plane portraits analytically. Both
techniques lead to a functional relation between the two phase variables Xj and x2 in
the form

g(xhx2,c) = 0 (2.6)

where the constant c represents the effects of initial conditions (and, possibly, of
external input signals). Plotting this relation in the phase plane for different initial
conditions yields a phase portrait.

The first technique involves solving equations (2.1) forx[ and x2 as functions of
time t, i.e.,

and then eliminating time t from these equations, leading to a functional relation in the
form of (2.6). This technique was already illustrated in Example 2.1.

The second technique, on the other hand, involves directly eliminating the time
variable, by noting that

and then solving this equation for a functional relation between Xj and x2. Let us use
this technique to solve the mass-spring equation again.

Example 2.4: Mass-spring system

By noting that x = (dx/dx)(dx/dt), we can rewrite (2.2) as

-v — + x = 0
dx

Integration of this equation yields

i 2 + x 2 =xo2 •

One sees that the second technique is more straightforward in generating the equations
for the phase plane trajectories.

Most nonlinear systems cannot be easily solved by either of the above two
techniques. However, for piece-wise linear systems, an important class of nonlinear
systems, this method can be conveniently used, as the following example shows.

L
Sect. 2.2 Constructing Phase Portraits 25
Example 2.5: A satellite control system

Figure 2.4 shows the control system for a simple satellite model. The satellite, depicted in Figure
2.5(a), is simply a rotational unit inertia controlled by a pair of thrusters, which can provide either
a positive constant torque U (positive firing) or a negative torque — U (negative firing). The
purpose of the control system is to maintain the satellite antenna at a zero angle by appropriately
firing the thrusters. The mathematical model of the satellite is

where w is the torque provided by the thrusters and 8 is the satellite angle.

Jets Satellite

ed = o U' — i u e i
1
-u p p

Figure 2.4 : Satellite control system

Let us examine on the phase plane the behavior of the control system when the thrusters are
fired according to the control law

u(t) = / - U if 9 > 0 (2.7)

w
1 u if e < o
which means that the thrusters push in the counterclockwise direction if G is positive, and vice
versa.

As the first step of the phase portrait generation, let us consider the phase portrait when the
thrusters provide a positive torque U. The dynamics of the system is

which implies that 6 dQ = U dQ. Therefore, the phase trajectories are a family of parabolas
defined by

where cf is a constant. The corresponding phase portrait of the system is shown in Figure 2.5(b).

When the thrusters provide a negative torque - U, the phase trajectories are similarly found
to be
26 Phase Plane Analysis Chap. 2

u = -U

(a) (b) (c)

Figure 2.5 : Satellite control using on-off thrusters

with the corresponding phase portrait shown in Figure 2.5(c).

parabolic
trajectories

u = +U

switching line

Figure 2.6 : Complete phase portrait of the control system

The complete phase portrait of the closed-loop control system can be obtained simply by
connecting the trajectories on the left half of the phase plane in 2.5(b) with those on the right half
of the phase plane in 2.5(c), as shown in Figure 2.6. The vertical axis represents a switching line,
because the control input and thus the phase trajectories are switched on that line. It is interesting
to see that, starting from a nonzero initial angle, the satellite will oscillate in periodic motions

i
Sect. 2.2 Constructing Phase Portraits 27
under the action of the jets. One concludes from this phase portrait that the system is marginally
stable, similarly to the mass-spring system in Example 2.1. Convergence of the system to the
zero angle can be obtained by adding rate feedback (Exercise 2.4). [3

THE METHOD OF ISOCLINES

The basic idea in this method is that of isoclines. Consider the dynamics in (2.1). At a
point (JCJ , x2) in the phase plane, the slope of the tangent to the trajectory can be
determined by (2.5). An isocline is defined to be the locus of the points with a given
tangent slope. An isocline with slope a is thus defined to be
dx2 _f2(xh x2) _
dxx fl(xl,x2)
This is to say that points on the curve

all have the same tangent slope a.

In the method of isoclines, the phase portrait of a system is generated in two
steps. In the first step, a field of directions of tangents to the trajectories is obtained. In
the second step, phase plane trajectories are formed from the field of directions .
Let us explain the isocline method on the mass-spring system in (2.2). The
slope of the trajectories is easily seen to be
dx2 X\
dx\ x2
Therefore, the isocline equation for a slope a is
X| + ax2 =0
i.e., a straight line. Along the line, we can draw a lot of short line segments with slope
a. By taking a to be different values, a set of isoclines can be drawn, and a field of
directions of tangents to trajectories are generated, as shown in Figure 2.7. To obtain
trajectories from the field of directions, we assume that the the tangent slopes are
locally constant. Therefore, a trajectory starting from any point in the plane can be
found by connecting a sequence of line segments.
Let us use the method of isoclines to study the Van der Pol equation, a
nonlinear equation.
28 Phase Plane Analysis Chap. 2

Figure 2.7 : Isoclines for the mass-spring

system

Example 2.6: The Van der Pol equation

For the Van der Pol equation

an isocline of slope a is defined by

dx_0.2(x2- \)x + x

Therefore, the points on the curve

0 . 2 ( x 2 - \)x + x + ax = 0

all have the same slope a.

By taking a of different values, different isoclines can be obtained, as plotted in Figure 2.8.
Short line segments are drawn on the isoclines to generate a field of tangent directions. The phase
portraits can then be obtained, as shown in the plot. It is interesting to note that there exists a
closed curve in the portrait, and the trajectories starting from both outside and inside converge to
this curve. This closed curve corresponds to a limit cycle, as will be discussed further in section
2.5. •
Note that the same scales should be used for the xj axis and Xj axis of the phase
plane, so that the derivative dx^dx-^ equals the geometric slope of the trajectories.
Also note that, since in the second step of phase portrait construction we essentially
assume that the slope of the phase plane trajectories is locally constant, more isoclines
should be plotted in regions where the slope varies quickly, to improve accuracy.
 Sect. 2.3 Determining Time from Phase Portraits 29

a = -5

a=l

trajectory

isoclines

Figure 2.8 : Phase portrait of the Van der Pol equation

2.3 Determining Time from Phase Portraits

Note that time t does not explicitly appear in the phase plane having Xy and x2 as
coordinates. However, in some cases, we might be interested in the time information.
For example, one might want to know the time history of the system states starting
from a specific initial point. Another relevant situation is when one wants to know
how long it takes for the system to move from a point to another point in a phase plane
trajectory. We now describe two techniques for computing time history from phase
portraits. Both techniques involve a step-by step procedure for recovering time.

Obtaining time from At~Ax/x

In a short time At, the change of x is approximately

Ax ~ xAt (2.8)

where x is the velocity corresponding to the increment Ax. Note that for a Ax of finite
magnitude, the average value of velocity during a time increment should be used to
improve accuracy. From (2.8), the length of time corresponding to the increment Ax
 30 Phase Plane Analysis Chap. 2

is

The above reasoning implies that, in order to obtain the time corresponding to the
motion from one point to another point along a trajectory, one should divide the
corresponding part of the trajectory into a number of small segments (not necessarily
equally spaced), find the time associated with each segment, and then add up the
results. To obtain the time history of states corresponding to a certain initial
condition, one simply computes the time t for each point on the phase trajectory, and
then plots x with respect to t and x with respect to t,

Obtaining time from t = f (1/i) dx

Since x = dx/dt, we can write dt - dx/x. Therefore,

where x corresponds to time t and xo corresponds to time t0 . This equation implies

that, if we plot a phase plane portrait with new coordinates x and (1/i), then the area
under the resulting curve is the corresponding time interval.

2.4 Phase Plane Analysis of Linear Systems

In this section, we describe the phase plane analysis of linear systems. Besides
allowing us to visually observe the motion patterns of linear systems, this will also
help the development of nonlinear system analysis in the next section, because a
nonlinear systems behaves similarly to a linear system around each equilibrium point.

The general form of a linear second-order system is

xl=axr+ bx2 (2.9a)

k2 = cxi+dx2 (2.9b)

To facilitate later discussions, let us transform this equation into a scalar second-order
differential equation. Note from (2.9a) and (2.9b) that

b k2 = b cx\ + d(x\ — axj)

Consequently, differentiation of (2.9a) and then substitution of (2.9b) leads to

Sect. 2.4 Phase Plane Analysis of Linear Systems 31

Xj = (a +d)X\ + (cb - ad)xi

Therefore, we will simply consider the second-order linear system described by

x + ax + bx = 0 (2.10)

To obtain the phase portrait of this linear system, we first solve for the time
history

x(t) = klexit + k2el2> forX,*^2 (2.11a)

x(t) = klexi' + k2tehl for X{ = X^ (2.11b)

where the constants X\ and X2 are the solutions of the characteristic equation

s2 + as + b = (s - A,j) (s - Xj) =0

The roots A,j and ^> can be explicitly represented as

For linear systems described by (2.10), there is only one singular point (assuming
b & 0), namely the origin. However, the trajectories in the vicinity of this singularity
point can display quite different characteristics, depending on the values of a and b.
The following cases can occur

1. ^.j and Xj are both real and have the same sign (positive or negative)
2. X\ and Xj are both real and have opposite signs
3. A,j and X2 are complex conjugate with non-zero real parts

4. X{ and X2 are complex conjugates with real parts equal to zero

We now briefly discuss each of the above four cases.

STABLE OR UNSTABLE NODE

The first case corresponds to a node. A node can be stable or unstable. If the
eigenvalues are negative, the singularity point is called a stable node because both x(f)
and x(t) converge to zero exponentially, as shown in Figure 2.9(a). If both
eigenvalues are positive, the point is called an unstable node, because both x(t) and
x{t) diverge from zero exponentially, as shown in Figure 2.9(b). Since the eigenvalues
are real, there is no oscillation in the trajectories.
 32 Phase Plane Analysis Chap. 2
SADDLE POINT
The second case (say X^ < 0 and A^ > 0) corresponds to a saddle point (Figure 2.9(c)).
The phase portrait of the system has the interesting "saddle" shape shown in Figure
2.9(c). Because of the unstable pole Xj , almost all of the system trajectories diverge
to infinity. In this figure, one also observes two straight lines passing through the
origin. The diverging line (with arrows pointing to infinity) corresponds to initial
conditions which make £2 (i.e., the unstable component) equal zero. The converging
straight line corresponds to initial conditions which make kl equal zero.
STABLE OR UNSTABLE FOCUS
The third case corresponds to a focus. A stable focus occurs when the real part of the
eigenvalues is negative, which implies that x(t) and x(t) both converge to zero. The
system trajectories in the vicinity of a stable focus are depicted in Figure 2.9(d). Note
that the trajectories encircle the origin one or more times before converging to it,
unlike the situation for a stable node. If the real part of the eigenvalues is positive,
then x(t) and x(t) both diverge to infinity, and the singularity point is called an
unstable focus. The trajectories corresponding to an unstable focus are sketched in
Figure 2.9(e).
CENTER POINT
The last case corresponds to a center point, as shown in Figure 2.9(f). The name
comes from the fact that all trajectories are ellipses and the singularity point is the
center of these ellipses. The phase portrait of the undamped mass-spring system
belongs to this category.
Note that the stability characteristics of linear systems are uniquely determined
by the nature of their singularity points. This, however, is not true for nonlinear
systems.

2.5 Phase Plane Analysis of Nonlinear Systems

In discussing the phase plane analysis of nonlinear systems, two points should be kept
in mind. Phase plane analysis of nonlinear systems is related to that of linear systems,
because the local behavior of a nonlinear system can be approximated by the behavior
of a linear system. Yet, nonlinear systems can display much more complicated
patterns in the phase plane, such as multiple equilibrium points and limit cycles. We
now discuss these points in more detail.
Sect. 2.5 Phase Plane Analysis of Nonlinear Systems 33

stable node
11
(a)

unstable node
X X - C7

(b)
77
saddle point

(c)

stable focus

(d)

unstable focus

x
(e)

center point

(0

Figure 2.9 : Phase-portraits of linear systems

34 Phase Plane Analysis Chap. 2

LOCAL BEHAVIOR OF NONLINEAR SYSTEMS

In the phase portrait of Figure 2.2, one notes that, in contrast to linear systems, there
are two singular points, (0,0) and (-3,0). However, we also note that the features of
the phase trajectories in the neighborhood of the two singular points look very much
like those of linear systems, with the first point corresponding to a stable focus and the
second to a saddle point. This similarity to a linear system in the local region of each
singular point can be formalized by linearizing the nonlinear system, as we now
discuss.

If the singular point of interest is not at the origin, by defining the difference
between the original state and the singular point as a new set of state variables, one
can always shift the singular point to the origin. Therefore, without loss of generality,
we may simply consider Equation (2.1) with a singular point at 0. Using Taylor
expansion, Equations (2.1a) and (2.1b) can be rewritten as

h = c x l + dx2 + 82^1'X2>
where gj and g2 contain higher order terms.

In the vicinity of the origin, the higher order terms can be neglected, and
therefore, the nonlinear system trajectories essentially satisfy the linearized equation

JL'j = axl + bx2

x2 = cxi+dx2
As a result, the local behavior of the nonlinear system can be approximated by the
patterns shown in Figure 2.9.

LIMIT CYCLES

m the phase portrait of the nonlinear Van der Pol equation, shown in Figure 2.8, one
observes that the system has an unstable node at the origin. Furthermore, there is a
closed curve in the phase portrait. Trajectories inside the curve and those outside the
curve all tend to this curve, while a motion started on this curve will stay on it forever,
circling periodically around the origin. This curve is an instance of the so-called
"limit cycle" phenomenon. Limit cycles are unique features of nonlinear systems.

In the phase plane, a limit cycle is defined as an isolated closed curve. The
trajectory has to be both closed, indicating the periodic nature of the motion, and
isolated, indicating the limiting nature of the cycle (with nearby trajectories
Sect. 2.5 Phase Plane Analysis of Nonlinear Systems 35
converging or diverging from it). Thus, while there are many closed curves in the
phase portraits of the mass-spring-damper system in Example 2.1 or the satellite
system in Example 2.5, these are not considered limit cycles in this definition, because
they are not isolated.
Depending on the motion patterns of the trajectories in the vicinity of the limit
cycle, one can distinguish three kinds of limit cycles

1. Stable Limit Cycles: all trajectories in the vicinity of the limit cycle
converge to it as t —> °° (Figure 2.10(a));
2. Unstable Limit Cycles: all trajectories in the vicinity of the limit cycle
diverge from it as t -> °° (Figure 2.10(b));
3. Semi-Stable Limit Cycles: some of the trajectories in the vicinity
converge to it, while the others diverge from it as r —» °° (Figure

2 diverging
converging diverging

(a) (b) (c)

Figure 2.10 : Stable, unstable, and semi-stable limit cycles

As seen from the phase portrait of Figure 2.8, the limit cycle of the Van der Pol
equation is clearly stable. Let us consider some additional examples of stable,
unstable, and semi-stable limit cycles.

Example 2.7: stable, unstable, and semi-stable limit cycles

Consider the following nonlinear systems

(a) l=x2-xx(xl -x2(xf + x2-- (2.12)

2 2
(b) X,=J +x 2 (x, + x 2 - 1) (2.13)

(c) - I) 2 -x 2 (x, 2 + x 2 2 - I) 2 (2.14)

 36 Phase Plane Analysis Chap. 2

Let us study system (a) first. By introducing polar coordinates

/• = ( x 1 2 + x 2 2 ) 1 / 2 9 = tan-1(jc2/x1)

the dynamic equations (2.12) are transformed as

dr , , ,. d<d
T<=-r(r-l) Tr-X
When the state starts on the unit circle, the above equation shows that r(t) = 0. Therefore, the state
will circle around the origin with a period 1/2K. When r < 1, then r > 0. This implies that the state
tends to the circle from inside. When r > 1, then /• < 0. This implies that the state tends toward
the unit circle from outside. Therefore, the unit circle is a stable limit cycle. This can also be
concluded by examining the analytical solution of (2.12)

r(t) = 1 6(0 = Qn - 1
(l+c o e- 2 ') 1 / 2
where

Similarly, one can find that the system (b) has an unstable limit cycle and system (c) has a semi-
stable limit cycle. Q

2.6 Existence of Limit Cycles

As mentioned in chapter 1, it is of great importance for control engineers to predict the
existence of limit cycles in control systems. In this section, we state three simple
classical theorems to that effect. These theorems are easy to understand and apply.

The first theorem to be presented reveals a simple relationship between the

existence of a limit cycle and the number of singular points it encloses. In the
statement of the theorem, we use N to represent the number of nodes, centers, and foci
enclosed by a limit cycle, and S to represent the number of enclosed saddle points.

Theorem 2.1 (Poincare) / / a limit cycle exists in the second-order autonomous

system (2.1), then N = S + 1 .

This theorem is sometimes called the index theorem. Its proof is mathematically
involved (actually, a family of such proofs led to the development of algebraic
topology) and shall be omitted here. One simple inference from this theorem is that a
limit cycle must enclose at least one equilibrium point. The theorem's result can be
Sect. 2.6 Existence of Limit Cycles 37
verified easily on Figures 2.8 and 2.10.
The second theorem is concerned with the asymptotic properties of the
trajectories of second-order systems.
Theorem 2.2 (Poincare-Bendixson) If a trajectory of the second-order
autonomous system remains in a finite region Q, then one of the following is true:
(a) the trajectory goes to an equilibrium point
(b) the trajectory tends to an asymptotically stable limit cycle
(c) the trajectory is itself a limit cycle
While the proof of this theorem is also omitted here, its intuitive basis is easy to see,
and can be verified on the previous phase portraits.
The third theorem provides a sufficient condition for the non-existence of limit
cycles.
Theorem 2.3 (Bendixson) For the nonlinear system (2.1), no limit cycle can exist
in a region Q. of the phase plane in which 3/j /3xj + 3/2/3.X2 does not vanish and
does not change sign.
Proof: Let us prove this theorem by contradiction. First note that, from (2.5), the equation

0 (2.15)

is satisfied for any system trajectories, including a limit cycle. Thus, along the closed curve L of
a limit cycle, we have

f (/,rfjc2-/2rfx-1> = 0 (2.16)

Using Stokes' Theorem in calculus, we have

where the integration on the right-hand side is carried out on the area enclosed by the limit cycle.

By Equation (2.16), the left-hand side must equal zero. This, however, contradicts the fact
that the right-hand side cannot equal zero because by hypothesis 3/j/3xj +3/ 2 /3x2 does not
vanish and does not change sign. El

Let us illustrate the result on an example.

 38 Phase Plane Analysis Chap. 2
Example 2.8: Consider the nonlinear system

x2 =

Since

which is always strictly positive (except at the origin), the system does not have any limit cycles
anywhere in the phase plane. . \3

The above three theorems represent very powerful results. It is important to

notice, however, that they have no equivalent in higher-order systems, where exotic
asymptotic behaviors other than equilibrium points and limit cycles can occur.

2.7 Summary
Phase plane analysis is a graphical method used to study second-order dynamic
systems. The major advantage of the method is that it allows visual examination of the
global behavior of systems. The major disadvantage is that it is mainly limited to
second-order systems (although extensions to third-order systems are often achieved
with the aid of computer graphics). The phenomena of multiple equilibrium points and
of limit cycles are clearly seen in phase plane analysis. A number of useful classical
theorems for the prediction of limit cycles in second-order systems are also presented.

2.8 Notes and References

Phase plane analysis is a very classical topic which has been addressed by numerous control texts.
An extensive treatment can be found in [Graham and McRuer, 1961]. Examples 2.2 and 2.3 are
adapted from [Ogata, 1970]. Examples 2.5 and 2.6 and section 2.6 are based on [Hsu and Meyer,
1968].

2.9 Exercises
2.1 Draw the phase portrait and discuss the properties of the linear, unity feedback control system
of open-loop transfer function
10
Sect. 2.9 Exercises 39
2.2 Draw the phase portraits of the following systems, using isoclines

(a) e + e + 0.5 e = o
(b) e + e + o.5 e = i

2.3 Consider the nonlinear system

x = y + x(x* + yl- 1) sin

y = - x + y (x 2 + y2 - 1) sin

Without solving the above equations explicitly, show that the system has infinite number of limit
cycles. Determine the stability of these limit cycles. (Hint: Use polar coordinates.)

2.4 The system shown in Figure 2.10 represents a satellite control system with rate feedback
provided by a gyroscope. Draw the phase portrait of the system, and determine the system's
stability.

u 1
p +a
-1' P1

Figure 2.10 : Satellite control system with rate feedback