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    Controlling

    AcrossNetworks

    Controlling Across Networks

    Chaouki T. Abdallah

    Professor & ChairECE Department, The University of New Mexico

    Talk Given at Shanghai Jiao Tong University

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    Controlling

    AcrossNetworks

    The Really Big Picture

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    Controlling

    AcrossNetworks

    The Big Picture

    We live and operate in a networked world.

    Networks provide a powerful metaphor for describing

    system behavior in biology, computer science, physics,

    social science, and engineering.Complex networks are being studied for the purpose of

    gaining insight into how properties such as community

    structure and small-world effects emerge.

    In modern cars and airplanes, as well as in networked

    homes and office buildings, modern control systems

    are increasingly incorporating communication networks

    in feedback loops.

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    Controlling

    AcrossNetworks

    Networks and Control

    Control engineers are thus forced to expand their

    application domain by incorporating the communication

    infrastructure into their designs, and by considering the

    impact of link capacity, latency, and packet loss on the

    performance of feedback control.

    In this talk, ...

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    Controlling

    AcrossNetworks

    The Need to Study Networks

    The increasing complexity and interconnectedness of

    energy, telecommunications, transportation, and financial

    infrastructures pose new challenges for secure, reliable

    management and operation.1

    Complex interactive networks are omnipresent and critical

    to economic and social well-being.

    M. Amin, National Infrastructures as Complex Interactive

    Networks, Chapter 14 in Automation, Control, andComplexity: An Integrated Approach, T. Samad and J.

    Weyrauch, Eds. (John Wiley and Sons, NY, 2000).

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    Controlling

    AcrossNetworks

    Obvious Questions

    How many of us would choose an old and more

    expensive computer over a modern and cheaper one,

    IF the first can be networked while the second can not?

    It is the obviously the network!

    What connects us makes us stronger (the whole is

    more than the sum of it parts), but also more vulnerable

    (viruses, marketing, etc.)

    BUT, suppose you understand how networks come to

    be, their structure, and some of their hidden properties:Can you use that knowledge to design better processes

    over the network?

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    Controlling

    AcrossNetworks

    Networks as Communications Media

    Connectedness: which expresses the existence of a

    path between the information transmitter and the

    information receiver.

    Navigability: quantified by the difficulty of finding a

    connecting path. Typically, this difficulty depends onwhether the path is predetermined, or whether it is

    discovered in an ad hoc fashion.

    Efficiency: as represented by the latency (delays) of

    each utilized path. This latency, usually a function ofthe number of hops and the individual link latencies,

    must be sufficient to guarantee desired end-to-end

    communication latencies.

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    Controlling

    AcrossNetworks

    Connectedness

    Connectedness is identical to the mathematical notion of

    percolation. Percolation is illustrated by a wildfire, initiated

    at a source vertex, spreading across an edge connected toa burning vertex with a fixed probability By analyzing the

    number of vertices reached by the process, it is possible to

    determine whether there exists a path connecting a given

    pair of nodes.

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    Controlling

    AcrossNetworks

    Power Laws in Networks

    One common feature of many real world networks is a

    power-law degree distribution, in which the probability of a

    randomly chosen vertex having k neighbors scales as

    p(k) k

    (1)

    The ubiquity of the power-law degree distribution has led

    network theorists to focus on graph models that exhibit this

    feature, but whose topological structure is otherwise

    random. Obviously, a network with many redundant pathsbetween all pairs of vertices becomes more robust to node

    and edge failures of all kinds.

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    Controlling

    AcrossNetworks

    Random Newtorks

    Figure: Random Networks

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    Controlling

    AcrossNetworks

    Power Laws

    Figure: Random Networks

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    Controlling

    AcrossNetworks

    Navigability

    Given that a network is connected, several paths may

    typically connect a transmitter with a receiver. In network

    theory, a networks navigability is determined both by how

    easily such a path can be found, and how many hops

    (delays!) such a path ultimately requires. Solutions can be

    grouped into two categories: Central authorities, in which

    the communication path between two vertices is determined

    by an external source, later mirrored by the networks

    routers, and Decentralized techniques, in which routingdecisions are made independently by network routers,

    possibly in an ad-hoc fashion.

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    Controlling

    AcrossNetworks

    Efficiency

    As far as control design is concerned, a communication

    channel is merely a medium for obtaining or sending

    information (measurement signals, or control commands).

    From this perspective, what seems to be important is: how

    much information can be carried, and how fast can it be

    transferred.

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    Controlling

    AcrossNetworks

    Our Focus

    In the remainder of the talk, I will focus on the issues of

    source encoding in order to send output and control signalsacross a packet network.

    I will not discuss the issues of connectedness or navigability

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    Controlling

    AcrossNetworks

    Closed-Loop Type I

    LTI

    ENCODER

    NETWORK

    DECODER

    CONTROL

    Rate: Rppackets/time_unit

    Figure: Closed-loop network control system: Type 1

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    Controlling

    AcrossNetworks

    Closed-Loop Type II

    ENCODER

    NETWORK

    1

    DECODER

    ENCODER

    NETWORK

    2

    DECODER

    CONTROL

    LTI

    Rate: Rp1 packets/time_unit

    Rate: Rp2 packets/time_unit

    Figure: Closed-loop network control system: Type 2

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    Controlling

    AcrossNetworks

    Fundamental Results

    Let the system be

    x(k+ 1) = Ax(k) + Bu(k); y(k) = Cx(k)

    Theorem (Data Rate Theorem)The minimum required rate for stabilization is given by

    R >n

    i=1

    log2(|i(A)|); (2)

    wherei are the eigenvalues of an open-loop discrete linearsystem.

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    Controlling

    AcrossNetworks

    Fundamental Results

    Theorem (Tatikonda)

    For system with(A,B) a stabilizable pair, a necessary

    condition on the channel capacity for almost surelyasymptotic stabilizability is that

    C (A)

    max { 0, log2 |(A)| }

    .

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    Controlling

    AcrossNetworks

    Specific Problem

    Consider the discrete LTI system given by

    x(k+ 1) = Ax(k) + Bu(k) (3)

    where A is n n and we assume that it is diagonalA = diag(1, . . . , n) and |j| 1, j {1, . . . , n}, andi = j if j = i, x(k) is n 1, B is n m and u(k) is m 1.

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    ControllingAcross

    Networks

    Assumptions

    Assumptions

    The packet based network considers a packet size of

    Dmax bits used for data.

    Noiseless network.

    The controller does not saturate.

    There are not packet losses in the network.

    Synchronization between encoder and decoder: the

    decoder knows exactly both the sign and the position ofeach significant bit when it is encoded.

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    ControllingAcross

    Networks

    Notation

    log() represents log2().

    The norm symbol (.) denotes the Euclidean norm.

    . is the ceil function.

    The variable to denote the controllability index.

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    ControllingAcross

    Networks

    Background: Previous Results

    Theorem

    (L. Shi, R. Murray) Assuming B, C are invertible and the

    system dimension isn. Then a sufficient condition for the

    closed loop exponential stability is that the networkparameters and the system parameters satisfy the

    inequality below

    |A| 2R1

    n + |B| B1A 2R2

    n < 1

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    ControllingAcross

    Networks

    Disadvantage of the Result

    Disadvantages

    The assumption of an invertible B is very conservative.

    Moreover, the idea of state augmentation for the

    time-delay consideration is not longer valid since the

    augmented B is, in general, not invertible.

    We focus our work in removing this constraint.

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    ControllingAcross

    Networks

    Results: NCS Type I

    For a Closed-Loop Type I, we have the following result.

    Theorem

    Assuming an equal allocation of bits per state component, a

    network rate, Rp of packets/bits, and(A,B) is a controllable

    pair with controllability index, a sufficient condition forsystem (3) to be asymptotically stabilizable is

    Rp

    R

    DMax

    ,

    where R = n log (A) + 1 and every state can allocate Rn

    bits/sample.

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    R l NCS T I

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    ControllingAcross

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    Results: NCS Type I

    Corollary

    Assuming an equal allocation of bits per state component

    and(A,B) is a controllable pair, where B isn 1 and the

    control law, u(k), is1 1, a sufficient condition for system(3) to be asymptotically stabilizable is

    Rp

    R

    DMax

    ,

    where R = n log (An) + 1 and every state allocates Rn

    bits/sample.

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    R lt NCS T I Ti D l

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    ControllingAcross

    Networks

    Results: NCS Type I: Time Delay

    Let us consider the network control System type 1 and the

    discrete LTI system given by the following equation:

    x(k+ 1) = Ax(k) + Bu(k p) (4)

    where A = diag(1, . . . , n) and |j| 1, j {1, . . . , n}, andi = j if j = i, x(k) is n 1, B is n 1 and u(k) is 1 1 andp N is the time delay. We assume here that the delay is a

    constant equal to p time-steps even though that the networkprobably imparts a time-varying and random delay.

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    ControllingAcross

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    Results: NCS Type I: Time Delay

    Theorem

    Assuming an e.a.b per state component, a network rate of

    Rp =

    RDMax

    packets/time-step, and(A,B) is a controllable

    pair. A sufficient condition for system (4) to be

    asymptotically stabilizable is

    R (n + p)

    log(An+p) + 1

    whereA =

    A B 0 . . . 00 0 1 . . . 00 0 0 . . . 0

    1

    0 0... . . . 0

    andB =

    0

    0

    0...

    1

    and every state

    can allocate Rn+p bits/sample..

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    ControllingAcross

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    Results: NCS Type II

    Theorem

    Assuming an equal allocation of bits per mode and (A,B) isa controllable pair, where B isn 1 and the control law, u(k),

    is1 1, a sufficient condition for system (3) to beasymptotically stabilizable is

    An 2R1

    n+1 +

    1A

    2R2+1 < 1

    where =B| AB| . . . | An1B

    .

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    Simulations: Example 1

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    ControllingAcross

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    Simulations: Example 1

    First, we tested the results of Theorem 1 for the system:

    x(k+ 1) =

    1 0 0

    0 3 0

    0 0 4

    x(k) +

    1 0

    1 1

    0 1

    u(k) (5)

    With initial condition x(0) =

    1.333.7688.44

    .

    The rate obtained is R/n = 6 bit/time-step and thesimulation for such a rate is shown in the next figure.

    Controlling Across Networks

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    ControllingAcross

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    Simulations: Example 1

    0 2 4 6 8 10 12

    0

    10

    20

    30

    40

    50

    60

    Time Step

    States

    System Evolution (Using R/n = 6 bit/timestep)

    x1(k)

    x2(k)

    x3(k)

    Figure: (Type 1): Multi-Input Case using Rn

    = 6 bits/time-step.

    Controlling Across Networks

    Simulations: Example 2

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    ControllingAcross

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    Simulations: Example 2

    We considered a single-input system given by:

    z(k+ 1) =

    20 0 100 10 0

    0 10 30

    z(k) +

    11

    1

    u(k) (6)

    Using a state-space transformation, we diagonalized thesystem to obtain:

    x(k+ 1) =

    20 0 0

    0 10 0

    0 0 30

    x(k) +

    1.000

    2.1211.225

    u(k) (7)

    We assume the initial condition to be x(0) =

    1.333.768

    8.44

    .

    We get R/n = 16 bit/time-step.

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    Simulations: Example 2

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    ControllingAcross

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    Simulations: Example 2

    0 5 10 156000

    4000

    2000

    0

    2000

    4000

    6000

    8000

    10000

    12000

    14000

    Time Step

    States

    System Evolution (R/n = 16 bit/timestep)

    x1(k)

    x2(k)

    x3(k)

    Figure: (Type 1): Single Input Case using Rn

    = 16. bit/time-step.

    Controlling Across Networks

    Is the result conservative?

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    ControllingAcross

    Networks

    Is the result conservative?

    0 5 10 15 20 256

    4

    2

    0

    2

    4

    6

    8

    10

    12

    x 104

    Time Step

    States

    System Evolution (Using R/n = 14 bits/timestep)

    x1(k)

    x2(k)

    x3(k)

    Figure: (Type 1): Single Input Case using Rn

    = 14. bit/time-step.

    Controlling Across Networks

    Simulations: Example 3 (Time Delay)

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    ControllingAcross

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    Simulations: Example 3 (Time Delay)

    Let us finally consider a system with time-delay p = 2evolving according to the following dynamics:

    x(k+ 1) =2 0

    0 1.5

    x(k) +1

    1

    u(k 2) (8)

    with the initial condition state vector x(0) =

    1.33

    30.768

    .

    For this system, our result gives a rate bounded below byR/n = 6 bit/time-step.

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    Simulations: Example 3

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    ControllingAcross

    Networks

    Simulations: Example 3

    0 2 4 6 8 10 12 14 16 1850

    0

    50

    100

    150

    200

    250

    300

    350

    400

    TimeStep

    State

    s

    System Evolution (Using R/(n+p) = 6 bit/timestep)

    x1(k)

    x2(k)

    Figure: Closed-loop NCS with Time-Delay: Type 1

    Controlling Across Networks

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    ControllingAcross

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    Playing Communications against Control

    By modifying the communication protocol, Tanner shows

    that velocity synchronization in a connected group of

    autonomous mobile agents, may still be achieved when the

    agent controllers use delayed information, regardless of the

    size of this delay, if control and communication are properly

    interleaved.

    Tanner used the composition properties of graphs are used

    to show that under certain assumptions on the

    communication topology, delays may have no effect onstability.

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    Designing with Delays

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    Designing with Delays

    Consider the following second-order linear, time-invariant

    plant:

    H(s) =Y(s)

    U(s)=

    1

    s2 + w2n(9)

    where wn is the natural frequency of the system. Let astatic, output-feedback delay compensator be given by:

    U(s) = C(s)U(s); C(s) = kes (10)

    where k and are both design parameters. The closed-looptransfer function is given by:

    Y(s)

    R(s)=

    kes

    s2 + w2n kes

    (11)

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    Designing with Delays

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    Designing with Delays

    Let us consider the Nyquist plot of the open-loop system

    H(s)C(s) given by:

    H(jw)C(jw) =

    Kejw

    w2n w2 (12)

    We divide the Nyquist graph of (12) into three regions: the

    first, when the frequency is less than the natural frequency,

    or w < wn; the second, when they are equal, i.e. w = wn;

    and the third when the frequency is greater than the naturalfrequency, so that w > wn.

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    Designing with Delays

    Note that the magnitude H(jw)C(jw)w=wn is infinite, so ouranalysis focuses on the cases were w = wn. For thoseregions, the magnitude of the open-loop gain is:

    |G(jw)C(jw)| =K

    w2n w

    2; 0 w < wn

    |G(jw)C(jw)| =K

    w2 w2n; w > wn

    (13)

    and its phase is given by

    (w) = w;for0 w < wn

    (w) = w;for w > wn(14)

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    ControllingAcross

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    s g g ays

    The intersections of the polar plot with the negative real axis

    take place at the frequencies wc where

    wc =

    2n

    , 0 w

    c wn

    (15)

    In order to guarantee asymptotic stability of closed-loop

    system, the magnitude |G(jw)C(jw)| evaluated at wc must beless than 1 so that the -1 point is not encircled.

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    g g y

    Therefore:

    k

    w2n (2n)2/2

    < 1, for0 2n/ < wn

    k

    ((2n + 1))2/2 w2n

    < 1, for(2n + 1)/ > wn

    (16)

    Combining the last two conditions we find the lower and

    upper bounds of the stability region for positive gain k > 0

    2nw2n k < >(2n 1)

    w2n + k

    0 > k 1 + 4n

    1 + 4n + 8n2w2n

    (18)

    Combining the stability regions for positive and negative

    gains (and positive-negtaive delays) , we obtain the graphshown below for w2n = 1.

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    ControllingAcross

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    Figure: Stability Regions with Positive and Negative Delay

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    Designing with Delays

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    ControllingAcross

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    g g y

    As expected, the stabilizing gain regions decrease as the

    delay increases along the vertical axis. Using this simple

    graphical tool, we may choose the delay and gain values to

    guarantee that the closed-loop system is stable. In order toillustrate the process, assume that the open-loop plant is

    described by the transfer function:

    H(s) =1

    s2

    + 1

    (19)

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    Designing with Delays

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    ControllingAcross

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    Due to the connecting network, the output signal is subject

    to a delay that is randomly distributed between 0 and 3

    seconds according to a uniform distribution. Let the initial

    conditions be y(0) = y(0) = 0.1. We the show via a Matlabsimulation, how the closed-loop system is stable with a

    choice of a small gain k = 0.1 despite the fact that the delayis randomly varying. Note that this simply illustrates that the

    delayed feedback controller is somewhat robust to changes

    in the delay as may be encountered across a sharedcommunication network.

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    Designing with Delays

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    0 50 100 150 200 250 300 350 4000.2

    0.15

    0.1

    0.05

    0

    0.05

    0.1

    0.15

    Figure: Simulation of Second Order System with Uniform VariableDelay, Positive Feedback

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    ControllingAcross

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    Figure: See you there, December 9-11, 2008.

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