Hu -Wang Dynamics of Controlled Mechanical Systems with Delayed Feedback Springer-Verlag Berlin Heidelberg GmbH ONLINE LIBRARY Engineering http://www.springer.de/engine/ H. Y. Hu • Z. H. Wang Dynamics of Controlled Mechanical Systems with Delayed Feedback With 74 Figures and 8 Tables Springer Professor Haiyan Hu Nanjing University of Aeronautics and Astronautics Institute of Vibration Engineering Research 210016 Nanjing P. R. China e-mail: [email protected] Professor Zaihua Wang Nanjing University of Aeronautics and Astronautics Institute of Vibration Engineering Research 210016 Nanjing P. R. China e-mail: [email protected] ISBN 978-3-642-07839-2 Library of Congress Cataloging-in-Publication -Data applied for Die Deutsche Bibliothek - Cip-Einheitsaufnahme Hu, Haiyan: Dynamics of controlled mechanical systems with delayed feedback: with 8 tables I H. Hu ; Z. Wang. -Berlin; Heidelberg; New York; Barcelona; Hong Kong; London; Milan; Paris; Tokyo: Springer 2002 (Engineering online library) ISBN 978-3-642-07839-2 ISBN 978-3-662-05030-9 (eBook) DOI 10.1007/978-3-662-05030-9 This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrati ons, recitations, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer-Verlag. Violations are liable for prosecution under the German Copyright Law. http://www.springer.de © Springer-Verlag Berlin Heidelberg 2002 Originally published by Springer-Verlag Berlin Heidelberg New York in 2002 Softcover reprint of the hardcover 1st edition 2002 The use of general descriptive names, registered names trademarks, etc. in this publicati on does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. Typesetting: data delived by authors Cover design: de'blik, Berlin Printed on acid free paper SPIN: 10870766 62/3020/M -5 43 2 1 0 To Luna and Amanda for their love and support over the years Haiyan Hu To my wife Jun Shen and my daughterJ iayi for their love Zaihua Wang Preface Recent years have witnessed a rapid development of active control of various mechanical systems. With increasingly strict requirements for control speed and system performance, the unavoidable time delays in both controllers and actuators have become a serious problem. For instance, all digital controllers, analogue anti aliasing and reconstruction filters exhibit a certain time delay during operation, and the hydraulic actuators and human being interaction usually show even more significant time delays. These time delays, albeit very short in most cases, often deteriorate the control performance or even cause the instability of the system, be cause the actuators may feed energy at the moment when the system does not need it. Thus, the effect of time delays on the system performance has drawn much at tention in the design of robots, active vehicle suspensions, active tendons for tall buildings, as well as the controlled vibro-impact systems. On the other hand, the properly designed delay control may improve the performance of dynamic sys tems. For instance, the delayed state feedback has found its applications to the design of dynamic absorbers, the linearization of nonlinear systems, the control of chaotic oscillators, etc. Most controlled mechanical systems with time delays can be modeled as the dynamic systems described by a set of ordinary differential equations with time delays. Finite as the number of unknowns in the ordinary differential equations is, the time delay implies that the change of a system state depends on the previous history of system. The solution space of such a set of delay differential equations, hence, is of infinite dimensions. This gives rise to a tough problem to the theoreti cal analysis of delayed dynamic systems. Over the past decades, numerous mathematicians have made great efforts to study the existence of solution, the os cillation property, the stability and the local bifurcation for delayed dynamic sys tems mainly in the frame of functional differential equations, and published a number of excellent monographs. Among them, the books such as (Hale 1977), (Qin et al. 1989), (Gopalsamy 1992), (Kuang 1993), (Hale and Lunel 1993) and (Diekmann et al. 1995) are a few to name. VIII Preface From the viewpoint of an engineer, however, less attention has been paid to the practical problems associated with delayed dynamic systems, such as the model ing and parametric estimation, the stability analysis when some system parameters are to be designed, the dynamic performance of nonlinear delay systems, and so forth. Except for the works by (Stepan 1989) and (Moiola and Chen 1997), few monographs have been available for the engineers, who deal with various prob lems of control coming from mechanical engineering. Motivated by the dynamics of controlled elastic structures, active vehicle sus pensions and four-wheel-steering vehicles, the authors have been engaged in the dynamics of high dimensional mechanical systems with feedback time delays over the past five years. Summarized in this monograph are mainly recent ad vances of authors in the system modeling and simplification, the stability analysis of linear dynamic systems, the periodic vibration and bifurcation analysis of non linear dynamic systems, as well as the application of new approaches to controlled elastic structures and ground vehicles. The contents of the book are organized as following. In Chapter 1, the models of a number of typical dynamic systems with time delays are presented first. Then, two parametric estimation techniques are given for the linear systems with short feedback time delays and the nonlinear systems with arbitrary feedback time delays, respectively. Afterwards, the identifiability problem of delayed dynamic systems is addressed. Chapter 2 serves as an introduction to the theory of delay differential equations. It begins with the theorem of existence and uniqueness of a solution of initial val ue problem, and then outlines the fundamental properties of linear delay differen tial equations. Afterwards, it turns to the stability analysis of delay differential equations, offers a brief review for the important concepts and available methods, such as the Pontryakin theorem, the Hassard theorem, the Michailov criterion and the Nyquist diagram, with help of a number of illustrative examples. The topics of Chapter 3 are the delay-independent stability of high dimensional linear systems with multiple time delays and the stability switches of high dimen sionallinear systems with an increase of a single time delay. Those high dimen sional systems may have a number of parameters to be designed so that the stabil ity analysis becomes a tough problem. On the basis of generalized Sturm theory, a simple, but systematic approach is presented to solve the tough problem. The ap proach is demonstrated through the stability analysis of a tall building model equipped with an active tendon, a quarter-car model of vehicle with an active sus pension, as well as a four-wheel-steering vehicle with driver's delay. Preface IX Chapter 4 is devoted to the interval stability of high dimensional linear systems with a number of commensurate constant time delays. Based on the well-known edge theorem and the method of Dixon's resultant elimination, a new approach is presented for testing the interval Hurwitz stability of a non-polytopic family of quasi-polynomials. To demonstrate the approach, the interval Hurwitz stability is analyzed for a single-degree-of-freedom system with two commensurate time de lays in the paths of displacement and velocity feedback, respectively. In many applications, the time delays are much shorter than the shortest period of system vibration. If this is the case, the approximate approaches are preferable. Several approaches to the stability estimation are presented in Chapter 5, on the basis of perturbation of eigenvalues, for high dimensional linear systems with a short time delay in feedback. A criterion of interval stability is suggested by ap plying the Pade approximation to the exponential terms of time delay in the char acteristic function of a linear system. In engineering, it is very natural and popular to simplify the controlled systems with a short time delay by replacing the delayed terms with their Taylor expansions. A detailed analysis in Chapter 5, together with the examples of both linear and nonlinear systems of single degree of freedom, in dicates that this simplification must be implemented with great care. From Chapter 6, the book turns to the nonlinear dynamics of controlled systems with time delays. To study the nonlinear dynamics of a system effectively, the mathematical model for the system should be as simple as possible. In Chapter 6, the theorem of central manifold and the theory of normal form are introduced first. Then, the central manifold theory is combined with the singular perturbation tech nique to simplify the nonlinear delay systems composed of a soft component and a rigid component. A typical example of this system is the quarter car model of ve hicle with an active suspension. For a nonlinear dynamic system, the periodic motion is usually the second most important topic, following the stability of equilibrium positions. Physically speaking, there are two important causes for the emergence of a periodic motion if the system is nonlinear. One is the well-known Hopfbifurcation at the equilibrium of an autonomous system, and the other is the either external or parametric peri odic excitation in a non-autonomous system. In Chapter 7, the periodic motions owing to the two causes are discussed in detail. With help of the theory of the Hopf bifurcation, the periodic motions and their stability of an autonomous dy namic system under delayed control can be determined. Furthermore, if the gains of delayed feedback can be scaled as small parameters, the method of multiple scales can easily be used to analyze the dynamics of systems. In the case of strong feedback involving time delays, numerical analysis becomes a possibly unique, X Preface but useful tool. The chapter presents a numerical approach to locate the periodic motion of nonlinear systems with a time delay. In Chapter 8, the delayed control of nonlinear systems is outlined. As an exam ple, the delayed resonator with velocity feedback is presented first to work as a vi bration absorber. Then, the stabilization to a critically stable system is presented. Finally, controlling chaos, an interesting topic in the past two decades, is dis cussed through an example of the forced Duffing oscillator with delayed feedback. The first author appreciates very much the kind host of Professors E. H. Dowell and L. N. Virgin to his sabbatical of 1996 in The Department of Mechanical Engi neering and Material Science, Duke University, where he began to pay attention to the dynamics of mechanical systems with delayed control. Most results presented in this book come from the later projects supported in part by the National Natural Science Foundation of China under the Grants 59625511 and 19972025, and in part by the Ministry of Education under the Grant GG-130-10287-1593. The authors wish to acknowledge all of the help and encouragement they have re ceived in the development of this book. Special thanks should be due to Dr. H. L. Wang and Dr. W. F. Zhang, who carefully read the manuscript of the book and made invaluable suggestions. Haiyan Hu and Zaihua Wang Nanjing, March, 2002 Contents 1 Modeling of Delayed Dynamic Systems ............................................................ 1 1.1 Mathematical Models .................................................................................. 1 1.1.1 Dynamic Systems with Delayed Feedback Control ............................. l 1.1.2 Dynamic Systems with Operator's Retardation .................................... 5 1.2 Experimental Modeling ............................................................................... 9 1.2.1 Identification of Short Time Delays in Linear Systems ..................... 10 1.2.2 Identification of Arbitrary Time Delays in Nonlinear Systems .......... 14 1.2.3 Discussions on Identifiability of Time Delays ................................... 21 2 Fundamentals of Delay Differential Equations .............................................. 27 2.1 Initial Value Problems ............................................................................... 27 2.1.1 Existence and Uniqueness of Solution ............................................... 28 2.1.2 Solution of Linear Delay Differential Equations ................................ 33 2.2 Stability in the Sense of Lyapunov ............................................................ 37 2.2.1 The Lyapunov Methods ...................................................................... 38 2.2.2 Method of Characteristic Function ..................................................... 42 2.2.3 Stability Criteria ................................................................................. 47 2.3 Important Features of Delay Differential Equations .................................. 54 3 Stability Analysis of Linear Delay Systems .................................................... 59 3.1 Delay-independent Stability of Single-degree-of-freedom Systems .......... 60 3.1.1 Stability Criteria ................................................................................. 61 3.1.2 Stability Criteria in Terms of Feedback Gains ................................... 66 3.2 The Generalized Sturm Criterion for Polynomials .................................... 70 3.2.1 Classical Sturm Criterion ................................................................... 70 3.2.2 Discrimination Sequence .................................................................... 72 3.2.3 Modified Sign Table ........................................................................... 74 3.2.4 Generalized Sturm Criterion ............................................................... 75 3.3 Delay-independent Stability of High Dimensional Systems ...................... 76 3.4 Stability of Single-degree-of-freedom Systems with Finite Time Delays ....... 86 3.4.1 Systems with Equal Time Delays ....................................................... 86 3.4.2 Systems with Unequal Time Delays ................................................... 90 3.5 Stability Switches of High Dimensional Systems ...................................... 91 3.5.1 Systems with a Single Time Delay ..................................................... 92 3.5.2 Systems with Commensurate Time Delays ........................................ 98