Proceedings of the 35th Conference on Decision and Control Kobe, Japan December 1996

TM04 1:30

Nonlinear Phenomena in Pulse Width Modulated Feedback Controlled Systems

Mario N d i Bernardo*, Franco Garofalo' , Luigi Glielmo*, and Fr,ancesco Vasca'

* Dipartimento di Informatica e Sistemistica

Universitb degli Studi di Napoli Federico I1 Via Claudio 21, 80125 Napoli, Italy Universitb degli Studi di Salerno FacoltB. di Ingegneria di Benevento Corso Garibaldi, Palazzo Bosco, 82100 Benevento, Italy vasca@disna.dis.unina.it

Abstract
Nonlinear phenomena in two phases piecewise LTI systems are analysed. Dealing with closed loop pulse width modulated selcond order systems with a linear state feedback control, impacts are defined as the intersections of the control voltage with the periodic carrier signal. Using this definition, a new discrete time nonlinear mapping, the impact map, is defined and compared with the stroboscopic map which is usually adopted to model piecewise LTI systems. Also, it is shown how the impact map allows one to obtain analytical conditions for the periodic orbits and the flip bifurcations. Moreover, independently of the system operating conditions, a sort of grazing bifurcation is illustrated to occur when the control signal is tangent to the carrier signal. The results presented have an interesting application in current and voltage controlled dc/dc converters.

new kind of nonlinear map. This idea was inspired by previously published results on the analysis of chaos in particular mechanical systems: the impact oscillators [11]-[13]. Two difi:rent mappings can be introduced for these second order systems: the stroboscopzc map and the zmpact map. The former is characterized by a fixed sampling period which is the period of the sinusoidal forcing input; the latter is obtained by choosing the impact as the event which determines the sampling time instants. We point out that, in all previously published papers on chaos in the class of system considered the stroboscopic map was used. In what follows, we propose an analysis of PWM piecewise LTI systems based on a sort of impact map. In the second section we show how this map can be obtained for two phases, pulse width modulated, second order systems, and in particular we define the concept of impact in the presence of such a modulation. Note that the map considered in this work is even more general than that one used for mechanical systems because, in order to obtain a model which applies to all linear state feedback control strategies, the impact is assumed to occur when a linear combination of the two state variables equals a suitable periodic carrier signal. In the third section necessary conditions for the existence of periodic orbits are presented. Then, in the successive section, a necessary (and sufficient condition for the occurrence of a flip bifurcation is discussed. Moreover a sort of grazing bifurcation is introduced and analysed. This phenomenon, which has been observed in mechanical impact oscillators, seems to be a crucial condition for the appearance of chaos. An interesting physical interpretation of the analytical result presented in that section shows that the grazing bifurcation occurs when

1 Introduction
In recent years, much effort has been spent to analyse nonlinear phenomena in piecewise LTI systems. Indeed a large part of power electronics systems are characterized by a number of riwitches which commutate according to some pulse width modulation technique. In particular, numerical and experimental results have shown that high frequency dc/dc converters topologies (such as boost, buck, buck-boost, Cuk) can exhibit nonlinear and also chaotic evolutions [1]-[lo]. In this paper, the analysis of nonlinear phenomena in closed loop PWM LTI systems starts by introducing a
0-7803-3590-2/96 $5.00 Q 1996 IEEE

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the control signal is tangent to the carrier signal. In the fifth scction, numerical rcsults based on our analysis are applied to the case of the current controlled dc/dc buck converter, and they are shown to be in perfect accordance to what has been derived by other researchers through numerical simulation.

2 Nonlinear closed loop maps 2.1 PWM operating conditions A pulse width modulated piecewise LTI system can be viewed as a time-varying system which passes, periodically in time, through two different LTI configurations. The system switches from one configuration t o the other one whenever the control signal v e ( t ) is equal to a suitable 'I1-periodiccarrier signal v,.(t).

I
A

1
t
(n

A
tmt1

t
nT

tm

t
(n

I
tn+2

I
t .

1 1
t
(n

+ l)T

+ 2)T

+ 3)T

Figure 1: Standard PWM operating conditions in the case of a ramp carrier signal: one impact per period.

The open loop second order system,can be modeled as follows :

Fig. 1. The application of the presented results to any other standard PWM carrier signal is straightforward.
2.2 The stoboscopic map

+ [ban + 6 ( t ) ( b o f f- bo*)] e ( t )

(1)

where z(t) E R2 is the state vector, e(t) E R is the input signal,' and we introduced the modulated signal 6 ( t ) which is one when v e ( t )> u,.(t) (the so-called OFF phase) and zero when v e ( t ) < v,.(t) (the so-called ON phase). We assume that the control law is a linear state feedback, i.e. v c ( t ) = glzl(t) gzzz(t), where indeces indicate the state components and the feedback gains g1 and gz are appropriately chosen. Hence the system switches whenever the following condition is satisfied:

By looking at the system dynamics every T seconds, at the beginning of the ramp cycle, the following well known open loop discrete-time model can be obtained (see [14] for details):

(3) where z, = z ( n T ) , 6, = ( t , mod T )/ T is the socalled duty cycle corresponding to the n-th period, e , = e ( t ) , V t E [nT,( n + 1)T) (i.e. the input signal is assumed to be constant during each period) and the system matrices are ~ ( 6 , ) = ,Aon(1-6,)T,A0ff6,T , (4a)
Z,+I

= A(6,)zfl

+ b(6,)en,

Sl-"l(t)

+ gzzz(t) = v,.(t).

b(6,)

eAon(1-6*)TA;i

(eAoff6nT -

1 )bOff

(2)

For reasons to become clear shortly, we will refer to this equation as the impact condition. During standard PWM operating conditions, the control signal crosses the carrier signal only and necessarily oncc within each PWM period (in some practical applications this operating condition is constrained by the use of a latch, see among ot,hers [9]). Fig. 1 shows the modulating process in the case of a ramp carrier signal, i.e. v,.(t) = Q P ( t mod T ) . The system switches between the two configurations at time instants n T and at the instants t , internal to the PWM period, where n and m are positive integers. (We used different indeces, i.e. n for periods and m for impacts, to emphasize the possibility of not having one impact per period.) The instants t,, i.e. the solutions of (2) which are not multiple of the modulating period T, will be defined as the impact instants.

(eAon(1-6,)T

We will refer to (3) as the stroboscopic map, because of its similarity to the maps usually introduced for periodically forced nonlinear mechanical systems [ll].Use of such a mapping for the analysis of more complex operating conditions results in many different problems. The stroboscopic map (3) becomes nonlinear when control is activated. This is due to the dependence of the duty cycle 6 , on the system state, introduced by the feedback control strategy. Moreover building the map requires the solution w.r.t. t , of the impact condition in order to eliminate sn from ( 3 ) . The problem with this is that (5) is trascendental, because the state variables in it are evaluated at the impact instants t , = b,T rather than at nT. Namely, z ( t m ) # z, and depends in a nonlinear way on z, and 6,. For the same reasons a local analysis of the system dynamics in the neighborhood of the impact instants is very difficult and the map does not even apply to the case of multiple pulsing and skipped cycles.

In what follows, without loss of generality, we assume that the carrier signal is a sawtooth, so as shown in
'Note that in practical PWM systems this is not a control

variable..

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2.3 The impact map To overcome the previously described problem, the impact map can be used instead. This is defined as the mapping from the pair consisting of an impact instant and a corresponding :state variable to the next pair:
(zm, tm)
I-+

(Zm+l, L + l

(6)

where t , is an impact instant and z , = x(tm) E R is one of the two state variables evaluated a t the impact instant (the other is costrained by the impact condition). Note that, with a slight abuse of notation, from now on we use the index m to indicate a variable evaluated at the impact instant t,. If a partial feedback law is considered, i.e. g1 = 0 (gz = 0), the appropriate j .(z = z z ) , since the impact conchoice for z is z = z dition will constrain only the other state component. If g1 # 0 and gz # 0, 2 can also be chosen as a linear combination of both the state variables, even though this choice leads t o a much more complicated analysis and therefore will not be considered in this paper. We will now detail hlow the impact map can be built. First, let us write the solution of the system (l),from the impact instant t,, to the next one tm+l,as

of impacts per period. Th.erefore, we define an O(X, v) orbit as an vT-periodic solution which contains X impacts in each of its periods. In view of this definition, the usual steady-state operating conditions consists of an O ( 1 , l ) orbit, i.e. a T-periodic solution characterized by one impact per period. In this situation it is useful to define the new variablie 7 = (t mod T ) exploiting the system periodicity. As a consequence the new impact instants become r, = ( t , mod T), with the mth impact T, occuring in the mth period. Using (9) and substituting r for t , we can write (with a slight abuse of notation)

where we highlighted the dependence on the constant input signal E because it is usually chosen as bifurcation parameter. Necessary conditions for the existence of O(1,l) orbits are then
X,+l
= :cm = 2,

r , + 1

=7 , = 7.

Use of (11) into (lo), yields the system

Z

= pz(Z, T;E ) ,
T; E ) = 0,

where PI(.) and p z ( . ) are nonlinear functions that can , be derived from the model and tm+l depends on 2 and t,. Then, since ,t and tm+l are impact instants, we can write
gl.Zl,
QlZ1,+1

&(Z,

(124 (12b)

+ 92zz,+1

QZZ2,

=
=

.r(tm)
.,(tm+1)

(84 (8b)

?; E ) , 7 E (0, T [ . For each where p r ( Z , 7; E ) = p r ( Z vt, parameter value E , the solutions of (12), if they exist, must be checked to verify their correspondence to actual O( I, 1)orbits, since conditions (11)are only necessary.

and use these coniditions to eliminate the pair (zz,, z z , + 1 ) if I = z1 (or the pair (qm, ~ l , + ~ if) I = zz) from (7). Thus we obtain the desired mapping (6) which can be written as I,+1 =: Pr(I,, t,, Pt(Inor t,, t,+1)
f,+l),

= 0.

(94 (9b)

In a similar way, impact maps for generic O(vl v) orbits can be defined iterating tlhe same structure outlined for U ( 1 , l ) . In the more general case of O(X, v) orbits the map should be constructed appropriately using a suitable composition of the elementary behaviours. Then, necessary conditions for their existence can be given and the resulting algebmic system numerically solved.

The structure of p z ( . ) and p t ( . ) changes according to the location of the two successive impacts. In [2] it is shown that, in the case of a ramp carrier signal, there are only three different impact-to-impact elementary behaviours, and any trajectory of the system can be obtained as a sequence of these three elementary dynamics.

4 PWM system bifurcations

4.1 Period doubling bifurcation Let us suppose that the system is evolving along an U ( 1 , l ) stable orbit. We want to check whether a period doubling bifurcation can occur or not when a suitable system parameter is varied. In general, as it is well known, a flip bifurcation occurs when, varying a parameter, one of the eigenvalues of the Jacobian of the nonlinear map, evaluated along the orbit, becomes equal to -1. For second order systems, a necessary and sufficient condition for this to occur is that

3 Periodic orbits

Piecewise PWM LTI systems can exhibit several types of periodic solutions as a parameter is varied. These orbits are characterized by different periods and numbers

det [ J ( % , r ; E ) ] tr [ J ( % , 7 ; E ) ] 1 = 0,

(13)

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where det[J] and tr[J] indicates the determinant and the trace of the Jacobian matrix J of the map, respectively. For an c?(X,v) orbit such a Jacobian matrix can be written, from (6), as

By detailing the elements of the Jacobian matrix by means of the implicit function theorem, the determinant of the Jacobian can be written as

type of bifurcation. Namely, in these oscillators the grazing bifurcation takes place when, by varying a system parameter, a previously existing impact vanishes and the oscillator just grazes the obstacle. A grazing occurs when the determinant of the Jacobian matrix of the impact map, which describes the oscillator, becomes infinite at an impact, thus introducing a local infinite stretching on the phase space. Still inspired by the meaning of the impact in these systems, we can think that grazing occurs when the control signal v c ( t ) is tangent to the ramp v,.(t). This hypothesis will be shortly confirmed by analytical results. Note that we will derive the infinite stretching condition for the general impacbto-impart map (6), i.e. without specifying its structure. In such a way the analysis will be still independent from the specific orbit of the system, i.e. we will find a grazing condition which applies whichever the system operating conditions are. From (15) it is straightforward to see that the determinant becomes infinite when

and its trace as

Equation (17) has an interesting physical interpretation. Indeed, assuming tm to be given, the left-handside of (17) is the time derivative of the control signal v c ( t ) at the impact instant tm+l, whereas the righthand-side is the time derivative of the ramp (note that this derivative is not defined at nT). Then from (17) we can conclude that a grazing bifurcation occurs when the control signal is tangent to the ramp at the impact, as it was conjectured. In genral it seems possible that the grazing occurs at any point within the modulation period, provided condition (17) is verified. However, let us assume that the system under investigation is such that the following physical constraints are verified: there exists a left neighborhood of an impact within the O F F phase where

which can be simply specified in the two cases x = 21 or x = 22. Then, by solving the nonlinear system (12), (13) w.r.t. (z, ?, E), it is possible to obtain the value of the parameter at which the period doubling orbit may occur. Equation (13) has been written considering the simple case of O ( 1 , l ) orbits. It is indeed possible to use it to analyze the period doubling of a more general O(A, v ) orbit, once the necessary conditions for its existence (corresponding to equation (12)) have been solvcd. To obtain this solution, the ( A , v ) impact map for the O(X, U ) orbit must be derived.
4.2 Grazing bifurcation

and there exists a right neighborhood of an impact within the ON phase where

The so-called grazing phenomenon has been rigorously analysed, with reference to the zmpact osczllators, in [ll],[la], [13], showing the existence of a new
~~

?-The proof of this is straightforward when considering that the characteristic polynomial for a second order linear system can be written as s2 - tr[J]s det[J.

Then, under these hypotheses, an impact cannot be grazed at a time instant internal to the modulating period, since the control signal will cross the ramp, and a n impact will occur, thus switching t,he system from one configuration to the other. Therefore, the grazing bifurcation can occur only at the time instants multiple of T, i.e. at the beginning of the ramps, and the control signal will be constrained to be equal to the ramp until the end of the current period.

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5 The case of the buck dc/dc converter

In this section we show some simulation results applying the previously obtained results to a PWM feedback controlled dc/dc buck converter, which is shown in Fig. 2. The parameters chosen for the converter

Ramp generator

I
'UC

11.7

'
15
20 25
E

I
30 35

40

Figure 4: Bifurcation diagram of the output voltage, obtained by considering the impact map.

0.7

0.65

0.6 7. . . . . . .rl

0.55

Figure 2: Closed loop scheme of the dc/dc buck converter.

simulations are:

0.5

0.45

E = 15 V, L = 20 m H , C = 47pF, R = 22 Q, T = 400 psec, gl = 0 VIA, ,f3 = 1309.5 Vfsec. g2 = 1, Q = 11.7 V ,

11.7

11.8

111.9

12
V

12.1

12.2

12.3

Figure 5: Attractor exhibited by the convertert for E = 35, obtained by looking at the impact map.
0.8
0.7
0.6

increased (see Fig. 3). These results are in perfect accordance to what presented in [l] where the analysis was carried out using a stroboscopic map. In previous works it has been highlighted through numerical simulations thatt for a closed loop buck converter the O ( 1 , l ) orbit undergoes a flip bifurcation as the parameter E is varied. For the buck converter we are considering, solving numerically the system (12) and (13), we have been able to obtain with a great accuracy the value of the input voltage at which the first period doubling bifurcat,ion takes place in the buck converter [l], [a], [4] (for curiosity E = 24.51678453). In Fig. 4 the bifurcation diagram of the output voltage, obtained by using the impact map, is shown. It should be noticed that the route to chaos is characterized by a sudden j u m p occuring; after a doubling cascade.
Also the grazing bifurcation can be analyzed in the buck converter. In particular, by means of a simple analysis (see [a]), it can 'be shown that, for the given parameters, the buck converter equations ensure that (18) and (19) are satisfied. Then, as detailed in the previous

.c
U

' s

0.5

0.4
0.3 0.2
0.1
0

1 0

15

20

25
E

30

35

40

45

Figure 3: Duty cycle steady-state closed loop variation for different input voltage values.
The impact map can be built for this converter by considering the three impact-to-impact elementary behaviours (details are reported in [2]). Assuming standard operating condlitions (one impact per period), and solving numerically system (12), we obtained the duty cycle steady state variation as the input voltage E is

21 6 5

section, a grazing bifurcation occurs when the control signal is tangent to the ramp at the beginning of the period. It is relevant to point out that, as shown in [l], when the buck converter evolves along a chaotic attractor the control signal v e ( t ) often impacts the ramp at the beginning of a modulating cycle with derivative next to the grazing value p. Due to the local stretching = p) introduced on the phase (infinite when space, we conjecture that this yields the sensitive dependence upon initial conditions characteristic of any chaotic evolution. Thus, the number of impacts per period is highly dependent on the value of the derivative of the control signal at time instants multiple of the period. Fig. 5 shows the strange attractor obtained by using the impact map; looking at this figure it is evident the stretching phenomenon exhibited by the closed loop converter.

[4] J . H. B. Deane, and D. C. Hamill, Analysis, Simulation and Experimental Study of Chaos in the Buck Converter, Proc of IEEE Power Electronzcs Specaalzsts Conference, San Antonio, Texas, 1990, p. 491-498. [5] M. di Bernardo, F. Garofalo, L. Glielmo, and F. Vasca, Quasi-Periodic Behaviors in DC/DC Converters, Proc. of IEEE Power Electronacs Speczalzsts Conference, Baveno, Italy, 1996, p. 1376-1381 [6] C. K. Tse, Flip Bifurcation and Chaos in ThreeState Boost Switching Regulators, IEEE Trans. on Czrcuats and Systems-I, vol. 41, no.1, January 1994, p. 16-23. [7] I Zafrany, and S. Ben-Yaakov, A Chaos Model of Subharmonic Oscillations in Current Mode PWM Boost Converters , Proc. IEEE Power Electronzcs Speczalzsts Conjerence, Atlanta, Georgia, 1995, p. 1111-

1117.
[8] C. K. Tse, and C. Y. Chan, Instability and Chaos in Current-mode Controlled Cuk Converter , Proc. of IEEE Power Electronzcs Specaalzsts Conference, Atlanta, Georgia, 1995, p . 608-613. [9] J. H. B. Deane, Chaos in Current-Mode Controlled Boost dc-dc Converter, IEEE Trans. on Czrcuat and Systems-I, ~01.39, no. 8, 1992, p. 680 683. [lo] E(. Chakrabarty, G. Poddar, and S. Banerjee, Bifurcation Behavior of the Buck Converter, IEEE Trans. on Power Electronacs, vol.11, no. 3, 1996, p 439-447 [Ill S Foale, Analytical determination of bifurcations in an impart osrillat,or, Phil Trans Roy Scr Lord Roc Ray Sor A , 347, p. 353-364. [la] W Chin, E. O t t , H. E. Nusse, and C.Grebogi, Grazing bifurcations in impact oscillators, Physzcal Revaew E, vol. 50, no. 6, December 1994, p. 4427-4444. [13] A. B. Nordmark, Non-Periodic Motion Caused by Grazing Incidence in an Impact Oscillator, Journal of Sound and Vzbrataon, 1991, 145(2), p. 279-297. [14] F. Garofalo, P. Marino, S. Scala, and F. Vasca, Control of DC/DC Converters with Linear Optimal Feedback and Nonlinear Feedforward , IEEE Trans. on Power Electronacs, vol. 9 no. 6 , November 1994, p. 607-615. [15] G. Yu, and P. Vakili, Periodic and Chaotic Dynamics of Switched-Server System under Corridor Policics, IEEE Trans. on Automatzc Control, vol. 41, no. 4, 1996, p. 584-588.

6 Conclusions

A new discrete time mapping for the analysis of nonlinear phenomena in PWM state feedback controlled second order piecewise LTI systems has been defined. The use of such a map to obtain analytical condition for the presence of periodic orbits and flip and grazing bifurcations has been shown. In particular, when the derivative of the control signal equals that of the ramp at the beginning of the period, a grazing bifurcation occurs. This situation seems to be the key point for the appearance of chaos in PWM systems: the systein opcrating conditions, and, more specifically, the number of impacts, are drastically influenced by the value of the derivative of the control signal at the instants multiple of the modulating period. The analytical results are applied to the case of a PWM dc/dc buck converter operating in continuous conduction mode. The use of the map for the analysis of further nonlinear phenomena in dc/dc converters ([lo]) and in other system structures ([15]) is under investigation.

References
[l] E. Fossas, and G. Olivar, Study of Chaos in the Buck Converter, IEEE Trans. on Czrcuzts and Systems- I, January, 1995 [2] M. di Bernardo, F. Garofalo, L. Glielmo, and F. Vasca, Impacts, Bifurcations and Chaos in DC/DC Converters, (submitted to) IEEE Trans. on Czrcuzts and Systems-I, 1996. [3] D. C. Hamill, J. H. B. Deane, and D. J. Jefferies, Modeling of Chaotic DC-DC Converters by Iterated Nonlinear Mappings, IEEE Trans. on Power Electronzcs, ~01.7, nu. 1, January 1992, p . 25-36.

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