Dept of Electrical and Electronic Eng.

PhD School on Electronic and Information Eng.

Zeno phenomena in hybrid systems and sliding mode behaviours

Elio USAI eusai@diee.unica.it

Summary
Hybrid Systems Zeno phenomena Mechanical systems Optimal control Sliding Modes Invariance Equivalent control Filippovs solution Approximability Advances

Zeno phenomena in hybrid systems and sliding mode behaviours

Hybrid Systems

Dynamical systems Possible different dynamics Switchings between dynamics Autonomous Forced Jumps in the state Autonomous (often due to constraints) Forced

Zeno phenomena in hybrid systems and sliding mode behaviours

Hybrid Systems

Various dynamics

& (t ) = f i (x(t ), t , u(t )), x X i R n , u U i R m , t R + x i Q N

fi is a smooth vector field fi:RnxRmxR+xRn

The state dynamics is invariant until a switch occurs Jumps in the state may not cause changes of the dynamics

Zeno phenomena in hybrid systems and sliding mode behaviours

Hybrid Systems

Switching between different dynamics

g isw (x( k ), k , u( k ), v( k )) = 0 & k = f i x k , k , u k , x

( )

(( )

( ))

& k+ = f j x k+ , k+ , u k+ x
l

( )

(( )

( ))

x X i R n , u U i R m , v {0,1} i, j Q N

t R+

The reaching of the guard gisw cause the switching from the dynamics fi to the dynamics fj, according to proper rules

Zeno phenomena in hybrid systems and sliding mode behaviours

Hybrid Systems

Jumps in the state variables

g ijm (x( k ), k , u( k ), v( k )) = 0 x k+ = ri x k , k , u k

( )

(( )

( ))
l

x X i R n , u U i R m , v {0,1} i Q N

t R+

The reaching of the guard gijm causes the jump, according to proper rules, from the state x(k) to a new state which is the new initial state for the system dynamics
Zeno phenomena in hybrid systems and sliding mode behaviours

Hybrid Systems

Hybrid system dynamics may behave very differently from each of the constituting ones.

& &(t ) + a1 y & (t ) + a01 y (t ) = 0 system 1 y & &(t ) + a1 y & (t ) + a0 2 y (t ) = 0 system 2 y 0 < a01 < a0 2
a1>0 the systems are both asymptotically stable a1=0 the systems are both marginally stable a1<0 the systems are both unstable

Zeno phenomena in hybrid systems and sliding mode behaviours

Hybrid Systems
Phase plane
3 2 1 a0 =0.5 a0 =9.0
2 1

a1 = 0.1
Both dynamics are asymptotically stable
Phase plane
20

dy(t)/dt

0 -1 -2 -3 -3 -2 -1 0 1 2 3

y(t)

15

& (t ) y (t ) 0 system 1 y & (t ) y (t ) < 0 system 2 y 0 < a01 < a0 2

10

dy(t)/dt

Switched unstable dynamics

-5 -10 -5 0 5 10

y(t)

Zeno phenomena in hybrid systems and sliding mode behaviours

Hybrid Systems
Phase plane
6 a0 =9.0 4 a0 =0.5
1 2

a1 = 0.1
Both dynamics are unstable

dy(t)/dt

-2

-4

Phase plane
1 0.8 0.6 0.4 0.2

-6 -6

-4

-2

y(t)

& (t ) y (t ) < 0 system 1 y & (t ) y (t ) 0 system 2 y 0 < a01 < a0 2

dy(t)/dt

0 -0.2 -0.4 -0.6 -0.8 -1 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 1.2

Switched asymptotically stable dynamics

y(t)

Zeno phenomena in hybrid systems and sliding mode behaviours

Hybrid Systems

H = {Q, D, E , G , R, F , U , S }
Q N: set of discrete states D Rn : set of domains of continuous states E Q x Q : set of edges defining relations between domains G : set of functions defining the guards R : set of reset functions U Rm : set of domains of continuous controls S {0,1}l : set of domains of discrete controls

Not all sets have to appear in the definition of a hybrid system

Zeno phenomena in hybrid systems and sliding mode behaviours

Hybrid Systems

= {T , In, Ed }

T = {i}iN : set of switsching/jump time instants In = {xi} iN xi D : set of initial states sequence Ed = {i}iN i=(i,j) Q x Q : set of edge sequence

The execution H of the hybrid system H can be constituted by finite or infinite elements. Executions with infinite number of elements may be due to the Zeno phenomenon

Zeno phenomena in hybrid systems and sliding mode behaviours

Zeno phenomena

The Zeno phenomenon appears when the execution H of the hybrid system is such that

lim i = ( i +1 i ) = <
i i =0

(the Zeno time) is a right accumulation point for the

time instants sequence

( i +1 i ) i 0
The switching frequency tends to be infinite

Zeno phenomena in hybrid systems and sliding mode behaviours

Zeno phenomena

In a Zeno condition the system evolves along a guard

g (x(t ), t ) & (t ) = 0 t x x
The guard is an invariant set of the system state After the Zeno time the system is constrained to evolve on the guard Such a constrain may be natural or forced

Zeno phenomena in hybrid systems and sliding mode behaviours

Zeno phenomena
The bouncing ball

i : y ( i ) = 0 (i = 1,2, K) & ( + ) = y & ( ) [0,1] y

i i

& &(t ) = g y

y0

1 0.9

2 & 2 + 2 gy0 k+1 k+ = g k y 2 &k = y & k+ = k y &0 y + 2 gy0 1+ 2 1 1 & & = g y0 + g y 0 + 2 gy0 1
Elevation

0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 1 2 3 4 5 6

( )

Time [s]

Zeno phenomena in hybrid systems and sliding mode behaviours

Zeno phenomena
The bouncing ball Representation as a linear complementarity system

& &(t ) = g + 0 y 0 y

i : y ( i ) = 0 (i = 1,2,K) & ( + ) = y & ( ) [0,1] y

i i

Representation as a differential inclusion

& &(t ) [ g , ) y

Such a differential inclusion represents more than a bouncing ball

Zeno phenomena in hybrid systems and sliding mode behaviours

Zeno phenomena
Mass-spring and Coulomb friction k

&(t ) + b sgn ( y & (t )) + ky(t ) = 0 m& y

Switching time instants

m y
Phase space
5 4 3 2

& ( k ) = 0 k = k y
5 4 3 2

m k
velocity position

dy(t)/dt

0 -1 -2 -3 -4 -5 -6 -4 -2 0 2 4 6

1 0 -1 -2 -3 -4 0 2 4 6 8 10

y(t)

Time [s]

Zeno phenomena in hybrid systems and sliding mode behaviours

Zeno phenomena
Singular optimal control

& = f (x ) + b(x )u x J = [ f 0 (x ) + b0 (x )u ]dt u 1, x(0 ) = x 0 , x(T ) = xT

0 T

H = f 0 (x ) + b0 (x )u + pT [ f (x ) + b(x )u ] T H & = p x u = sgn b0 (x ) + pT b(x )

b0 (x ) + pT b(x ) = 0 t [t1 , t 2 ]

u switches at infinite frequency ?

Zeno phenomena in hybrid systems and sliding mode behaviours

Zeno phenomena
Continuation of the trajectory Regularization Averaging Filippov solution Equivalent control Physical meaning of the Zeno behaviour Modeling errors Limit behaviour

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes

Special case of Zeno behaviour in switching systems The system is forced onto a surface in the state space, i.e., the sliding surface The system is invariant when constrained on the sliding surface When the system is constrained on the sliding surface, the system modes differ from those of the original systems Any system on the sliding surface behaves the same way
Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes

10

& & a1 y & + a2 y = 0 y a1 > 0 a2 =

dy/dt

-2

-4

-6

-8

-10 -8

-6

-4

-2

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes

& & a1 y & + a2 sgn ( y ) = 0 y & + cy =y a1 = 1, a2 = 1, c = 0.2,

dy/dt

-0.05

-0.1

-0.15

The state slides along the sliding manifold

-0.2

-0.25

-0.5

0.5

1.5

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes - Invariance

The system is invariant when constrained on the sliding manifold

&i = xi +1 i = 1,2, K n 1 x & n = f (x, t ) + b(x, t )u x f (x, t ) F (x ), 0 < bm (x ) b(x, t )
n 1 i =1

The system is uncertain with known bounds

ci are chosen such that the corresponding polynomial is Hurwitz Finite time convergence to the sliding manifold is assured

= xn + ci xi
& = f (x, t ) + b(x, t )u + ci xi +1
i =1 n 1

F (x ) + u = sgn

c x
bm (x )
i =1

n 1

i i +1

+ k2 & k 2

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes - Invariance

The system is invariant when constrained on the sliding manifold

&i = xi +1 i = 1,2, K n 2 x &n 1 = ci xi + x xn = ci xi +

i =1 i =1 n 1 n 1

The system behaves as a reduced order system with prescribed eigenvalues

Matching uncertainties, included in the uncertain function f, are completely rejected In the sliding mode it is not possible to recover the original system dynamics (semi-group property) Take care of unstable zero-dynamics
Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes - Invariance

& + (b1 + b2 y & )y & + b3 sgn ( y & ) + k1 + k3 y 2 y = u sin (t ) m(t )& y & + cy =y
5 4 3 2 1 0 -1 -2 -3 -4 -5 0 0.5 1 1.5 2 2.5 3 3.5 position velocity

u = U sgn ( )

Time [s]
Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Equivalent control

The equivalent control is the control signal that assures

& 0
= xn + ci xi
i =1 n 1

& = f (x, t ) + b(x, t )u + ci xi +1

i =1

n 1

ueq =

f (x, t ) + ci xi +1 b(x, t )
i =1

n 1

& 0

If the sliding mode behaviour is detected, the control variable could be switched to the equivalent control
Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Equivalent control

The equivalent control is not available, in practice, because of uncertainty

U ( j ) = U eq ( j ) + U ( j ) =
The equivalent control can be estimated by a low-pass filter

uav + uav = u
If ueq is bounded with its time derivative then

lim u av = ueq
0

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Equivalent control

The cut-off frequency of the low-pass filter must be Greater than the bandwidth of the equivalent control Lower than the real switching frequency

In practice only an estimate of ueq can be evaluated

Finding the equivalent control can be a continuation method in Zeno hybrid systems

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Equivalent control

The bouncing ball

& &(t ) = g + 0 y 0 y

i : y ( i ) = 0 (i = 1,2,K) & ( + ) = y & ( ) [0,1] y

i i

(t ) = g t
& = 0 y y = 0

Mass-spring and Coulomb friction

k & (t )) = b sgn ( y y ( ) t & = 0 y b ] y [ b , + k k

&(t ) + b sgn ( y & (t )) + ky(t ) = 0 m& y

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Equivalent control

& + (b1 + b2 y & )y & + b3 sgn ( y & ) + k1 + k3 y 2 y = u sin (t ) m(t )& y & + cy =y
& )y & + b3 sgn ( y & ) + k1 + k3 y 2 y + sin (t ) + cm(t ) y & ueq = + (b1 + b2 y
15 10 5 0 -5 -10 -15 -20 -25 -30 0 0.5 1 1.5 2 2.5 3 3.5

green: ideal ueq blue: estimated uav

Time [s]

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Equivalent control

ref.

+ _

VSC

System

Internal model

ueq

System

yd

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Equivalent control

The controlled system dynamics belongs to a differential inclusion

& F = f (x, t ) + b(x, t )[ U ,+U ] x

The sliding variable can be considered as a performance index to be nullified to find the right solution

& * = f (x, t ) + b(x, t )ueq F x

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Filippov solution

The controlled system dynamics belongs to a differential inclusion

+ & x F = , = x, t , u = x, t , u +

( (

] ) )

The solution x* such that state trajectory is tangent to the sliding manifold =0 belong to a convex set

& = + + (1 ) , [0,1], grad ( ) x & =0 x

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Filippov solution

The average velocity is defined by

grad ( ) grad ( ) + , 1 = , = + + grad ( ) grad ( )

If the system dynamics is affine in the control variable the equivalent control and the Filippov solution agree

If the system dynamics is nonlinear the Filippov solution may be not unique

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Approximability

In the case of switching errors the switching frequency is fs the real trajectory x(t) is near to the ideal one x*(t) and

x(t ) x* (t ) 0 f s

& = f (x, t ) + b(x, t )[ U ,+U ] x f (x, t ) + b(x, t )u (x, t ) M + N x

= C (x ) x
x0
Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Approximability

By the Bellman-Gronwall lemma

x(t ) M x 0 + MT + N x dt
0

x(t ) x* (t ) S + L x(t ) x* (t ) dt H
0

If is the equivalent delay of the switching

& 0 + = D

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Approximability

The most common cause of delay switching is the digital implementation of the controller

& + (b1 + b2 y & )y + k1 + k3 y 2 y = u sin (t ) m(t )& y & + cy =y

8 6 4 2 0 -2 -4 -6 -8 0 1 2 3 4 5 6 x 10
-3

=1e-4

8 6 4 2 0 -2 -4 -6

x 10

-4

=1e-5

-8 0

3
Time [s]

Tempo [s]

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Approximability

The approximability property allows for obtaining significant simulations of the sliding mode behaviour, even in the presence of a Zeno phenomenon

Anyway, care should be given Fixed step integration methods should be used Analysis of local numerical instability may be necessary

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Advances

The sliding mode concept can be extended to larger integral manifolds

& = && = L = (r 1) = 0 =
r constraints are introduced in the system dynamics
The control acts on the r-th derivative of the sliding variable Accuracy is improved

(i ) = H r i , i = 0,1,2,K, r 1
These modes are usually named Higher-Order Sliding modes
Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes Advances

The control algorithms for Higher-Order Sliding Modes require differentiators
Relative degree

Feedback signals
sign (s )

VSS controller
Classical 1-SMC, Super-Twisting

& s, s
2

Dynamic / Terminal 2-SMC Sub-optimal 2-SMC Twisting 2-SMC

& )} s , {sign (s
&) sign (s ), sign (s

3 Any r

& ), sign (& sign (s ), sign (s s&)

Hybrid 3-VSC Universal HOSM

&,..., s ( r 2 ) , sign ( s ( r 1) ) s, s

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes - Advances

k c (t) m c (t) b c (t) xc

x1 b1 x2 m2

k1

k2 m3 k3

b2

fc x3

0 kc (t )+ k1 mc (t ) 0 A(t ) = k1 m2 0 0

1
(t )+ b1 bcm c (t )

0
k1 mc (t )

0
b1 mc (t )

0 0 0
k2 m2

0
b1 m2

0
+ k2 k1m 2

1
+ b2 b1m 2

0 0
0 0 0 0 0 1 m3

0
k2 m3

0
b2 m3

0
+ k3 k2m 3

0 0 0 b2 m2 1 + b3 b2m 3

b3

y (t ) = Cz (t ) &1 , x2 , x & 2 , x3 , x &3 ]T z = [x1 , x

& (t ) = A(t )z (t ) + Bf (t ) z

0 0 0 B=1 m2 0 0

C = [ k1

b1

k1 b1

0 0]

Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes - Advances

The relative degree between the control force fc and the output (i.e., the contact force ) is r = 1. By means of an cascade integrator the control force results to be continuous and the relative degree becomes r = 2 If the Sub-Optimal second-order sliding mode controller is implemented

ex ) u = U sgn ( [0;1) ex is the last (tex ) such that & (tex ) = 0

The contact force is regulated to the reference value in spite of uncertainties on the parameter variations of the suspended catenary systems, and on the pantograph itself.
Zeno phenomena in hybrid systems and sliding mode behaviours

Sliding modes - Advances

110

Contact force

105

100

95

90

50

100

150

200

250

300

350

400

upper frame control force

50

-50

-100

50

100

150

200

250

300

350

400

Train speed [km/h]

Zeno phenomena in hybrid systems and sliding mode behaviours

References
V.I. Utkin, Variable Structure Systems with Sliding Modes, IEEE Transactions on Automatic Control, vol.22, no.2 , pp. 212-222, April 1977 G. Bartolini, T. Zolezzi, Variable Structure Systems Nonlinear in the Control Law, IEEE Transactions on Automatic Control, vol.30, no.3 , pp. 681-684, July 1985 A. Levant, Slidng order and sliding accuracy in sliding mode control, International Journal of Control, vol. 58, no. 6, 1247-1263, 1993 S. Drakunov, Sliding Modes in Hybrid Systems A Semigroup Approach, IEEE-CDC 1994, 4235-4240, Lake Buena Vista, Florida, USA, December 1994 K.H. Johansson, J. Lygerros, S. Sastry, M. Egerstedt, Simulation of Zeno Hybrid Automata, IEEE-CDC 1999, 3538-3543, Phenix, Arizona, USA, December 1999 M.K. Calibel, J.M. Schumacher, On the Zeno behavior of linear complementarity systems, IEEE-CDC 2001, 346-351, Orlando, Florida, USA, December 2001 Heymann M, Feng Lin, Meyer G, Resmerita S., Analysis of Zeno behaviors in a class of hybrid systems, IEEE Transactions on Automatic Control, vol.50, no.3 , pp. 376-83, March 2005. A.D. Ames, S. Sastry, Characterization of Zeno Behavior in Hybrid Systems Using Homological Methods, 2005 American Control Conference, pp. 1160-1165, Portland, Oregon, USA, June 2005 A. Abate, A.D. Ames, S. Sastry, Stochastic Approximations of Hybrid Systems, 2005 American Control Conference, pp. 1557-1562, Portland, Oregon, USA, June 2005 A.D. Ames , Z. Haiyang , R.D. Gregg , S. Sastry Is there life after Zeno? Taking executions past the breaking (Zeno) point. 2006 American Control Conference, pp. 2652-2657, Minneapolis, Minnesota, USA, June 2006

Zeno phenomena in hybrid systems and sliding mode behaviours

References
V.I. Utkin, Sliding Modes in Control Optimization, Springer-Verlag, Berlin, 1992 A.F. Filippov, Differential Equations with Discontinuous Righthand Sides, Kluwer Academic Publishers, Dordrecht, 1988 M.I. Zelikin, V.F. Borisov, Theory of Chattering Control, with applications to Astronautics, Robotics, Economics, and Engineering, Birkhuser, Boston, 1994 C. Edwards, E. Fossas, L. Fridman eds., Advances in Variable Structure and Sliding Mode Control, LNCIS 334, Springer-Verlag, Berlin, 2006

Zeno phenomena in hybrid systems and sliding mode behaviours