System Modeling Coursework

Class 37-38: Linearization and its consequences

P.R. VENKATESWARAN
Faculty, Instrumentation and Control Engineering,
Manipal Institute of Technology, Manipal
Karnataka 576 104 INDIA
Ph: 0820 2925154, 2925152
Fax: 0820 2571071
Email: pr.venkat@manipal.edu, prv_i@yahoo.com
Web address: http://www.esnips.com/web/SystemModelingClassNotes
 WARNING!

• I claim no originality in all these notes. These are the

compilation from various sources for the purpose of
delivering lectures. I humbly acknowledge the
wonderful help provided by the original sources in
this compilation.
• For best results, it is always suggested you read the
source material.

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 Contents

• Linearisation – explanation of concepts

• Methods of linearisation
• Impact of linearisation
• Numerical

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 Contents

• Linearisation – An Introduction
• Approximation and Validation methods
• Perturbation theory

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 Introduction

• The replacement of a non linear function by a linear

approximation is known as linearisation.
• Motivation is to allow analysis of a non linear
problem by linear techniques
• Results are to be interpreted with care to ensure that
the linearising approximation does not cause
unacceptably large errors.

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 A simple example
• The Volume of a sphere is given by
V= 4πr3/3.
• Where r is the radius of the sphere.

r V
10 4188.79
10.1 4315.7147
11 5575.27956

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 Linearise this equation

• To linearise the equation, one operation can be as follows:

Let V=V0+δv, r=r0+δr. The formula can be rewritten as:
V0+δv = 4π(r0+δr)3/3= 4 π(r 3 +3r 2δr+3r δr 2 +δr 3 )
0 0 0
3
• Substracting the last equation from the one above yields

4
• Linearisation δv= π(3r02inδr+3r
consisits δr 2
neglecting
0 +δr 3
)
terms in δr 2, δr3 etc.

Therefore, 3

4 2
δv= πr0 δr
3
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 Results of this linearization

• To complete this linearization, consider the values of r0 in

linearised form. Let r0 be 10.
• When r1 = 10.1, δr=0.1, δv=4π(10)20.1 = 125.6637
yielding V1=V0+δV=4314.45 (true solution = 4315.7147)
• When r1 = 11, δr=1, δv=4π(10)21 = 125.66 yielding
V2=V0+δV=5445.28 (true solution = 5575.28)
• Clearly, as the perturbation (in this case δr) moves further
from the point about which linearization is performed (in
this case r0) the approximation becomes less valid

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 Comments

a) Linearisation amounts to local approximation of

differentiable functions by derivatives
b) It is valid only for small perturbations.

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 Comments

• Point (b) can be overcome to a considerable extent by

linearising a function, not about some constant value but
rather about a nominal solution that is expected to be
followed approximately as shown in the following figures (a)
and (b).
• What if the linearised equation is itself generating the
solution about which successive linearization are being
performed?
– If the perturbations are too large, the accuracy of the linearisation
will be poor, and the generated solution will be invalid and the
errors will be cumulative, so that the whole approach will fail.

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 Linearising as a function

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 Linearising about a current solution

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 Linearisation about a nominal trajectory
.

• Let the equation x =f(x)+g(u) represent a non

linear industrial process that repeats the same
routine day after day. Each day it receives a nominal
input uN(t), in response to which it produces a
nominal output xN(t) as in figure. Linearisation
about the nominal trajectories consists in producing
the perturbation equation
. ∂f ∂g
δ x= ∂x + ∂u
∂x x = xN ( t ) ∂u u =u N ( t )

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 Linearising functions

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 Principles of linearisation

• Let f be an analytic function of one variable, then by Taylor’s

theorem,

• Where a is to be considered as the fixed point about which

linearisation is performed whereas h is to be considered as a
perturbation from the point a. Linearisation consists in replacing
the function f(a+h) by the approximation

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 Comments

• The accuracy of the approximation depends on the

magnitude of h and the magnitudes of the higher derivatives
of f at x=a. Clearly, near to a turning point of the function,
df/dh≈0 and the approximation will be ill conditioned.
• Linearisation as described above consits of local
approximation of a differentiable function by a linear
function. Clearly, other types of approximation can be
envisaged. For instance, a curve may be approximated can
be undertaken graphically on an ad hoc basis whenever
required.

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 Other approaches
• Another approach to linearise is to replace the function f, differentiable or
not, by a linear multiplier k chosen such that the error between f(x) and kx is
minimised when x moves over a range of values. Suppose that x=asinωt is to
be approximated, then k could be chosen to minimise R where

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 Numerical - 1

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 Numerical - 1

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 Numerical - 3

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 Numerical - 4

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 Numerical - 4

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 And, before we break…

• Life is cheap. It is all the accessories that kill you

Thanks for listening…

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