You are on page 1of 6

2010 American Control Conference ThB16.

Marriott Waterfront, Baltimore, MD, USA
June 30-July 02, 2010

Stability Analysis of Stochastic Networked Control Systems

M.C.F. Donkers, W.P.M.H. Heemels, D. Bernardini, A. Bemporad, V. Shneer

Abstract In this paper, we study the stability of Networked Given a protocol, such as the well-known Round-Robin (RR)
Control Systems (NCSs) that are subject to time-varying trans- and Try-Once-Discard (TOD) protocol, which orchestrates
mission intervals, time-varying transmission delays, packet- when a certain communication node is given access to the
dropouts and communication constraints. Communication con-
straints impose that, per transmission, only one sensor or network, the mentioned papers provide criteria for computing
actuator node can access the network and send its information. the so-called Maximum Allowable Transmission Interval
Which node is given access to the network at a transmission (MATI) and Maximum Allowable Delay (MAD). Stability
time is orchestrated by a so-called network protocol. This is guaranteed as long as the actual transmission intervals
paper considers NCSs, in which the transmission intervals and delays are always smaller than the MATI and MAD,
and transmission delays are described by a random process,
having a continuous probability density function (PDF). By respectively.
focussing on linear plants and controllers and periodic and A common feature of the aforecited references is that
quadratic protocols, we present a modelling framework for conditions for stability are derived, given hard deterministic
NCSs based on stochastic discrete-time switched linear systems. bounds on the various network phenomena. In many situ-
Stability (in the mean-square) of these systems is analysed using ations, however, transmission intervals and delays are mod-
convex overapproximations and a finite number of linear matrix
inequalities. On a benchmark example of a batch reactor, we elled as random phenomena that are described by probability
illustrated the effectiveness of the developed theory. distributions. Unfortunately, less results are available that
provide conditions for stability when the transmission inter-
I. I NTRODUCTION vals and delays are random processes. A common approach
Modelling, analysis, and controller design of networked found in literature, see, e.g., [6][9], is to take a finite or
control systems (NCSs) has recently received considerable countable set of possible transmission intervals and delays
attention in literature. The main reason for this attention and attribute probabilities to each element of the set. In
is the advantages that NCSs offer, such as low installation this way, the NCS can be effectively modelled as a Markov
and maintenance costs, reduced system wiring and increased jump system [10]. It is however not possible to make any
flexibility of the system. A drawback of networking the statements about stability when the number of elements in
control system, however, is that it is no longer possible the set are not finite or countable.
to assume, that delays are constant or perhaps negligible, In this paper, we focus on linear plants and linear con-
that sampling occurs equidistantly in time, and that all trollers and study the stability (in the mean-square) of NCSs,
sensor and actuator signals are available at all times. As a in the presence time-varying transmission intervals and time-
result, a deep understanding of the effects of time-varying varying delays, which are described by random processes,
delays, time-varying transmission intervals, and constrained and communication constraints. Contrary to [6][9], we
communication, (i.e., not all sensor and actuator signals allow for continuous probability density functions, which
being transmitted at every transmission), on the stability can, possibly, be defined on an unbounded domain, like in
and performance of the control system is needed. Most [11], [12]. In particular, the techniques we provide are appli-
of the literature studies the effects of only some of the cable to more general probability distributions, including the
phenomena, while ignoring the others. Clearly, it is important exponential probability distribution that was studied in [11]
to consider the combined presence of time-varying delays as a special case. Contrary to [12], we can consider both
and time-varying transmission intervals, and communication quadratic and periodic protocols, as introduced in [4]. These
constraints, as in any practical NCS they will be present classes of protocols includes the well-known Try-Once-
simultaneously. Discard (TOD) protocol and Round-Robin (RR) protocol as
Stability of NCSs subject to time-varying transmission special cases. For reasons of space, however, in this paper
intervals and communication constraints has been considered we restrict our attention to the analysis for the quadratic
in [1], [2] and time-varying transmission intervals, time- protocol. The main difference between between [11], [12]
varying delays and communication constraints in [3][5]. and the work presented in this paper is that [11], [12] use
a continuous-time modelling paradigm, while we apply a
This work is supported by the European Community through the FP7- discrete-time modelling framework that leads to a switched
ICT-2007-2 thematic programme under the WIDE-224168 project.
Tijs Donkers and Maurice Heemels are with the Department of Me- linear system model, which is stochastically time-varying.
chanical Engineering, Eindhoven University of Technology, the Netherlands, Using a convex overapproximation and newly developed
{m.c.f.donkers, m.heemels} Linear Matrix Inequalities (LMIs), the stability (in the mean-
Daniele Bernardini is with the Department of Information Engineering,
University of Siena, Italy, square) of the NCS with the transmission intervals and delays
Alberto Bemporad is with the Department of Mechanical Engineering, satisfying a continuous probability density function (PDF)
University of Trento, Italy, can be analysed. We will show the effectiveness of the
Vsevolod Shneer is with the Dept. of Mathematics and Com-
puter Science, Eindhoven University of Technology, the Netherlands, presented approach on the benchmark example of a batch reactor as also used in [1][4], [11].

978-1-4244-7427-1/10/$26.00 2010 AACC 3684

the controller and/or the plant at arrival instant rk . As in [3], a
transmission only occurs after the previous transmission has
arrived, i.e., tk+1 > rk > tk , for all k N. In other words,
we consider the delays to be smaller than the transmission
interval. After each transmission and reception, the values
in y and u are updated, while the other values in y and u
remain the same. This leads to the constrained data exchange
Fig. 1: Illustration of a typical evolution of y and y. expressed as
y(t) = yk y(tk ) + (I yk )y(tk )

u(t) = uk u(tk ) + (I uk )u(tk )
A. Nomenclature
The following notational conventions will be used. for all t (rk , rk+1 ], where k := diag(yk , uk ) is a
diag(A1 , . . . , AN ) denotes a block-diagonal matrix with the diagonal matrix, given by
entries A1 , . . . , AN on the diagonal and A> Rmn de-
i = diag(i,1 , . . . , i,ny +nu ), (4)
notes the transposed of matrix A Rnm . For a vector x
Rn , we denote by xi the i-th component and p kxk := x> x when k = i. In (4), the elements i,j , with i {1, . . . , N }
its Euclidean norm. We denote by kAk := max (A> A) and j {1, . . . , ny }, are equal to one, if plant output y j
the spectral norm of a matrix A, which is the square-root of is in node i, elements i,j+ny , with i {1, . . . , N } and
the maximum eigenvalue of the matrixhA> A. We i sometimes
h i j {1, . . . , nu }, are equal to one, if controller output uj is
write symmetric matrices of the form B > C , as A ?
C .
in node i, and are zero elsewhere.
The convex hull and interior of a set A are denoted by coA The value of k {1, . . . , N } in (3) indicates which
and intA, respectively. A probability density function on Rn node is given access to the network at transmission instant
is a Lebesgue-integrable function p : Rn R+ , where R+ tk , k N. Indeed, (3) reflects that the values in u and y
denotes the set of nonnegative real numbers, that satisfies corresponding to node k are updated just after rk , with
p(x)dx = 1. The expected Rvalue of the random variable the corresponding transmitted values at time tk , while the

x Rn is defined as E(x) := Rn xp(x)dx. others remain the same. A scheduling protocol determines
the sequence (0 , 1 , . . .) and a particular class of protocols
II. NCS M ODEL AND P ROBLEM S TATEMENT will be made explicit later.
In this section, we present the model describing the Net- The transmission instants tk , as well as the arrival instants
worked Control Systems (NCSs), subject to communication rk , k N are not necessarily distributed equidistantly in
constraints, time-varying transmission intervals and delays. time. Hence, both the transmission intervals hk := tk+1
Let us consider the linear time-invariant (LTI) continuous- tk > 0, k N and the transmission delays k := rk
time plant given by tk > 0, k N, are varying in time, as is also illustrated
( in Fig. 1. Furthermore, since tk+1 > rk , for all k N, we
dt x (t) = A x (t) + B u(t)
d p p p p
have that k < hk . We assume that the transmission intervals
y(t) = C p xp (t), and transmission delays are described by an Independent and
Identically Distributed (IID) random process, characterised
where xp Rnp denotes the state of the plant, u Rnu by a probability density function (PDF) p : R2 R+ . The
the most recently received control variable, y Rny the assumptions made above can described by making explicit
(measured) output of the plant and t R+ the time. The assumptions on the PDF.
controller, also an LTI system, is assumed to be given by
Assumption II.1 For each k N, the transmission interval
dt x (t) = A x (t) + B y(t)
d c c c c
(2) hk and the transmission delay k are described by an IID
u(t) = C c xc (t) + Dc y(t). random process, characterised by a PDF p : R2 R+ , with
In this description, xc Rnc denotes the state of the p(h, ) = 0 for all (h, ) 6 , where
controller, y Rny the most recently received output of = (h, ) R2 | h > 0 0 6 < h .

the plant and u Rnu denotes the controller output. At
transmission instant tk , k N, (parts of) the outputs of A. The NCS as a time-varying switched system
the plant y(tk ) and controller u(tk ) are sampled and are
To analyse the stability of the NCS described above, we
transmitted over the network. We assume that they arrive
transform it into a discrete-time model. In this framework,
after a delay k at instant rk := tk + k , called the arrival
we need a discrete-time equivalent of (1) and also of (2)
instant, see Fig. 1.
because a continuous-time controller is used. To arrive at
Let us now explain in more detail the functioning of the
this description, let us first define the network-induced error
network and define these most recently received y and u
exactly. The plant is equipped with sensors and actuators e (t) := y(t) y(t)
that are grouped into N nodes. At each transmission instant (6)
eu (t) := u(t) u(t).
tk , k N, one node, denoted by k {1, . . . , N }, gets
access to the network and transmits its corresponding values. The stochastically time-varying discrete-time switched sys-
These transmitted values are received and implemented on tem can now be obtained by describing the evolution of the

Ahk + Ehk BDC
Ehk BD Ehk k Bk
xk+1 = x (11)
C(I Ahk Ehk BDC) I D1 k + C(Ehk k Bk Ehk BD) k
| {z }
=:Ak ,hk ,k

states between tk and tk+1 = tk + hk . In order to do so, we Since y is still updated according to (3), we can describe the
define xpk := xp (tk ), uk := u(tk ), uk := limtrk u(t) and evolution of the states between tk and tk+1 = tk + hk in a
euk := eu (tk ). Since u, as in (3), is a left-continuous piece- similar fashion as in (7). In this case, (9) reduces to
wise constant signal, we can write uk1 = limtrk1 u(t) = >
u(rk ) = u(tk ). As (3) and (6) yield uk1 = uk + euk and xk := xp> ey>

k xc>
k k
, (13)
uk1 uk = uk euk , we can write the exact discretisation of
(1) as follows: resulting in (11), in which
Ap Bp C c
B p Dc
h i
p Rh p
xpk+1 = eA hk xpk + 0 k eA s dsB p (uk + euk ) Ahk := e 0 Ac
B := , (14a)
R h p
0 k k eA s dsB p uk euk . (7)
C := C 0 , D := I,
A discretised equivalent of (2) is obtained in a similar fashion R A0p BpACc c s
h i

by defining xck := xc (tk ), yk := y(tk ), eyk := ey (tk ), yk := E := 0 e ds, R. (14c)

limtrk y(t), and observing yk1 = y(tk ), and is given by
c Rh c
xck+1 = eA hk xck + 0 k eA s dsB c (yk + eyk )
R h c
B. The Quadratic Protocol as a Switching Function
0 k k eA s dsB c yk eyk . (8)
Based on the previous modelling steps, the NCS is formu-
We now present two different models each describing a lated as a stochastically time-varying discrete-time switched
particular NCS. The first covers the situation where both system (11). In this framework, protocols are considered
the plant and the controller outputs are transmitted over the as the switching function determining k . We consider
network and the second where only the plant outputs y are quadratic protocols, as introduced in [4].
transmitted over the network and the controller outputs u A quadratic protocol is a protocol, for which the switching
are sent continuously via an ideal nonnetworked connection. function can be written as
We include this particular case, because it is often used in
examples in NCS literature (see, e.g., the benchmark example k = arg min x>
k Pi xk , (15)
in [1][4], [11]) and it allows us to compare our methodology
to the existing ones. where Pi , i {1, . . . , N }, are certain given matrices. In fact,
1) The NCS model when both y and u are transmitted: the well-known TOD protocol, see, e.g., [1][3], sometimes
For an NCS having controller (2), the complete NCS model also called Maximum Error First (MEF) protocol, belongs to
is obtained by combining (3), (6), (7), and (8) and defining this class of protocols. In the TOD protocol, the node that has
> the largest network-induced error, i.e., the largest difference
xk := xp> ey>

k xc>
k k eu>
k . (9) between the latest transmitted values and the current values
of the signals corresponding to the node, is granted access to
This results in the discrete-time model (11), as shown on
the network. The TOD protocol can be modelled as in (15)
the top of this page, in which Ak ,hk ,k Rnn , with n =
by adopting the following structure in the Pi matrices:
np + nc + ny + nu , and

0 Bp
 Pi = P diag(0, i ), (16)
Ap hk Ac hk
Ahk := diag(e ,e ), B := , (11a)
Bc 0 in which i , i {1, . . . , N }, is given by (4) and P some
I 0 arbitrary matrix. Indeed, if we define eik := i ek , where
C := diag(C p , C c ), D := , (11b)
Dc I ek := [ey>
k , ek ] , (15) becomes
u> >

k = arg min e> k 1 ek , . . . , ek N ek


R p R c
E := diag( 0 eA s ds, 0 eA s ds), R. (11c)
= arg max ke1k k, . . . , keN

k k , (17)
2) The NCS model when only y is transmitted: In this case which is the TOD protocol. In case two nodes have the same
we assume that only the outputs of the plant are transmitted maximal values, one of them can be chosen arbitrarily.
over the network and the controller communicates its values
continuously and without delay. We therefore have that Remark II.2 Although the work presented in this paper
u(t) = u(t), for all t R+ , which allows us to combine considers analysis of NCSs with continuous-time controllers
(1) and (2), yielding and quadratic protocols only, extensions are possible towards
x (t) A B p C c xp (t) discrete-time controllers and other protocols, such as periodic
 p   p    p c
= + y(t). (12)
xc (t) 0 Ac xc (t) Bc protocols.

C. Stability of the NCS a partitioning Sm=1 Sm = , (as we use a finite number of
The problem studied in this paper is to analyse stability of bounded triangles Sm , m {1, . . . , S}, and can be an
the stochastically time-varying discrete-time switched linear unbounded set), we will propose a method to deal with the
system (11) with protocol (15), and the transmission intervals remainder, i.e., with c :=R \(Sm=1 Sm ), and select it to
and transmission delays by a random process satisfying be small in the sense that c p(h, )dhd < for some
Assumption II.1. Let us now formally define stability for suitably chosen > 0.
the NCS. The proposed overapproximation is such that for each Sm ,
m {1, . . . , S}, and for all {1, . . . , N }, it holds that
Definition II.3 System (11) with switching sequences sat-
n o
A,h, | (h, ) Sm
isfying (15) is said to be Uniformly Globally Mean-Square
Exponentially Stable (UGMSES) if there exist c > 0 and
nP o
l=1 l
A ,m,l + B m C | A, , (22)
0 6 < 1, such that for any initial condition x0 Rn , and
all k N, it holds that where A,m,l Rnn , Bm Rnq and the procedure to
obtain this convex overapproximation is given below.
E kxk k2 6 ckx0 k2 k .

Select triangles Sm , m {1, . . . , S}, satisfying
In the previous section, we obtained an NCS model in the
form of a stochastically time-varying discrete-time switched Sm = co{(hm,1 , m,1 ), (hm,2 , m,2 ), (hm,3 , m,3 )} (23)
linear system. In the stability conditions developed in the
next section, we will employ techniques originally developed where (hm,l , m,l ), l {1, 2, 3} denote the vertices of
for the situation in which the time-varying transmission inter- the triangle Sm . Moreover, for all m, p {1, . . . , S}
vals and delays lie in some bounded set , i.e., (hk , k ) R p 6= m, intSp intSm = , intSm 6= , and
for all k N, as discussed in [4]. As in [4], Ak ,hk ,k \(S
p(h, )dhd < , for some small > 0.
m=1 Sm )
depends nonlinearly on the uncertain parameters hk and Define
k . To make the system amenable for analysis, a procedure A,m,l := A,hm,l ,m,l . (24)
was proposed to overapproximate Ak ,hk ,k by a polytopic
system with norm-bounded additive uncertainty, i.e., To bound the approximation error, first construct the
matrix , that, depending on the NCS model defined in
X Section II-A, is given by
xk+1 = kl Ak ,l + Bl k Ck xk ,

diag(A , A ),
p c
if (11) is as in Section II-A.1,

Ap B p C c
where A,l Rnn , Bl Rnq , C Rqn , for , if (11) is as in Section II-A.2.
0 Ac

{1, . . . , N } and l {1, . . . , M }, with M the number of
vertices of the polytope. The vector k = [k1 . . . kM ]>
Write the matrix in its real Jordan form [13], i.e.
A, k N, is time varying with
n := T T 1 , where T is an invertible matrix and
A = RM l=1 l = 1 and l > 0 = diag(1 , . . . , L ) (26)
for l {1, . . . , M } (20) with i Rni ni , i {1, . . . , L}, the i-th real Jordan
block of .
and k , where is a norm-bounded set of matrices Compute for each real Jordan block i , i {1, . . . , L}
in Rmm that describes the additive uncertainty. Equation the worst case approximation error, i.e.
(19) is an overapproximation of (11), in the sense that for 3
all {1, . . . , N }, it holds that
P3 l
i l=1 hm,l X l i hm,l
n o
i,m = P sup e e ,
l = 1,
A,h, | (h, ) l=1
o (27a)

l=1 A ,l Bl C | A, . (21) 3
P3 l
l=1 hm,l
i,m = P sup l
ei s ds ,

Contrary to [4], we will not exactly pursue a description 3

l = 1,
l=1 l=1 hm,l
satisfying (21), as this would remove all information about l
the PDF of (hk , k ). As in [4], we partition into triangles (27b)
Sm , m {1, . . . , S}, but we make individual overapprox-
imations of Ak ,hk ,k for each triangleRR Sm , instead. This X3 Z P3
l=1 l (hm,l m,l )
allows us to assign a probability pm = Sm p(h, )dhd to Eh
i,m = P sup

ei s ds .

each triangle and adopt this information in the subsequent l=1l = 1, l=1 hm,l m,l
stability analysis. Roughly speaking, the continuous PDF >0

p(h, ) is approximated by a discrete probability distribution (27c)

that assigns probabilities to (h, ) in each triangle Sm in the For a detailed explanation of the origin of the approxi-
partitioning of . Since it is typically not possible to achieve mation error bounds, the reader is referred to [4].

Finally, define Furthermore, we introduce the sets

T 1 n X
M := RN N ji = 1 for i {1, . . . , N }
C := T BDC 1 1
T BD (28)
0 T 1 B j=1
and ji > 0 for i, j {1, . . . , N } (34)
T T T and
Bm := Um , (29)
R = {diag(r1 I1 , . . . , rL IL , rL+1 I1 , . . . , r3L IL )
in which R3(np +nc )3(np +nc ) | ri > 0}, (35)
Um = diag(1,m
I1 , . . . , L,m Eh
IL , 1,m I1 , . . . , where Ii is an identity matrix of size ni . The main result of
Eh Eh
L,m IL , 1,m I1 , . . . , L,m
IL ), (30) this section is presented next.

with Ii the identity matrix of size ni , complying with Theorem IV.1 Suppose there exist triangles Sm , m
the i-th real Jordan Block. The additive uncertainty set {1, . . . , S} and a convex overapproximation as in (19)
R3(np +nc )3(np +nc ) is now given by satisfying (22), for all {1, . . . , N }, a matrix =
{ji } M, a positive scalar , a positive definite matrices
= diag(1 , . . . , 3L ) | i+jL Rni ni ,

Pi satisfying Pi I, matrices Ui,m , and matrices Ri,m,l
ki+jL k 6 1, i {1, . . . , L}, j {0, 1, 2} . (31) R, i {1, . . . , N }, m {1, . . . , S}, and l {1, 2, 3},

Remark III.2 In the special case that there exist hnom or Ui,m 0 pm A>i,m,l j=1 ji Pj Ci> Ri,m,l
nom such that p(h, ) = 0, either for all h 6= hnom or ? Ri,m,l pm Bm>
j=1 ji Pj

for all 6= nom , i.e., the transmission interval or delay is 0


? ? pm j=1 ji Pj
constant, Procedure III.1 has to be modified slightly. This
is because we proposed to form triangles Sm R2 , ? ? ? Ri,m,l
m {1, . . . , S}, having the property that intSm 6= , which
for all i {1, . . . , N }, m {1, . . . , S}, l {1, 2, 3}, in
is not useful in this case. In this case, we propose to form
which pm := Sm p(h, )dhd , and satisfying
line-segments Sm , m {1, . . . , S} instead, such that for
each Sm , m {1, . . . , S}, it holds that S
Pi Ui,m kAi,h, k2 p(h, )dhd I  0,
Sm = co{(hm,1 , m,1 ), (hm,2 , m,2 )}, (32) m=1 \(S
m=1 Sm )
where (hm,l , m,l ), l {1, 2}, now denote the vertices of the for all i {1, . . . , N }. Then, the switching law (15) renders
line segment Sm . All other properties of Sm , m {1, . . . , S} the system (11) UGMSES.
still hold and the remainder of the procedure can be applied
mutatis mutandis. We can now briefly comment on the conditions presented
in Theorem IV.1: Firstly, the stability of (11) is guaran-
IV. S TABILITY OF NCS WITH S TOCHASTIC teed for h and satisfying a continuous PDF, because
U NCERTAINTY RR PDF is also overapproximated by assigning pm :=
p(h, )dhd to each triangle Sm , m {1, . . . , S}. To
In section II, we discussed the NCS model and in Section be more precise, the probability pm is the probability that
III, we proposed a way to overapproximate it by a switched the pair (h, ) Sm . Secondly, in case the triangles can
polytopic system with a norm-bounded uncertainty. A spe- be chosen such that \(Sm=1 Sm ) = , the conditions in
cific feature of this overapproximation is that an individual (37) simplify as the integral in the left-hand side of (37)
overapproximation is made for each triangle Sm , m vanishes. This is possible, if there exists some h > 0, such
{1, . . . , S} which enables us to preserve the characteristics of that p(h, ) = 0 for all h > h. In other cases, condition (37)
the PDF. In this section we will use this overapproximation to can be satisfied by finding an upper bound on the integral in
develop conditions to verify stability of the NCS model (11) (37). Since kAi,h, k2 can bounded by kAi,h, k2 6 ceh , for
with transmission intervals and delays (hk , k ), characterised some constant c > 0 and a constant that depends on the
by an IID random process satisfying Assumption II.1. eigenvalues of > +> , with as in (25). The satisfaction of
Stability of the class of quadratic protocols given by (15), (37) requires the existence of the integral in its left-hand side,
of which the TOD protocol is a special case, can be analysed which is satisfied when the PDF p(h, ) decays exponentially
using the ideas in [14], in which only switched linear systems faster than the bound ce h, when the transmission intervals
without any form of uncertainty are considered. To analyse approach infinity. Hence, p(h, ) 6 ceh for some >
the stability of (11) having this switching function, we guarantees finiteness of the integral in (37). The fact that the
introduce the non-quadratic Lyapunov function PDF decays exponentially fast also allows us to bound the
expected value of the evolution of (1) and (2) in between
V (xk ) = min x>
k Pi xk , (33) two subsequent transmissions, i.e., the so-called intersample

i i
tempimagetemp 2010/2/11 14:37 page 1 #1

Uniform Distribution with a = 0 and b = 0.11 random process satisfying the aforementioned PDFs. In [4],
Gamma Distribution with a = 10 and b = 0.006
we obtained a hard deterministic maximum allowable trans-
Probability p(h) mission interval of 0.066, which includes all PDFs for which
holds that p(h, ) = 0 for all h > 0.066 and all 6= 0, and
we can therefore conclude that incorporating probabilistic
information on the distribution of the transmission intervals
can prove stability for situations not covered by earlier results
in the literature.
0 0.05 0.1 0.15 0.2 0.25
Transmission Interval h VI. C ONCLUSIONS
Fig. 2: Illustration of the considered PDFs. In this paper, we studied the stability of Networked
Control Systems (NCSs) that are subject to communication
constraints, time-varying transmission intervals and time-
behaviour. As a consequence, UGMSES of the discrete- varying delays. We analysed the stability of the NCS when
time NCS model (11) with switching function (15) also the transmission intervals and transmission delays are de-
implies mean-square exponential stability of the underlying scribed by a random process, having a continuous proba-
continuous-time NCS given by (1), (2), (3) and (6), with bility density function, and the communication sequence is
protocol (15). determined by a quadratic protocol. This analysis was based
on a stochastically time-varying discrete-time switched linear
V. I LLUSTRATIVE E XAMPLE system of the NCS. We provided conditions for stability (in
In this section, we illustrate the presented theory using a the mean-square) using a convex overapproximation and a
well-known benchmark example in the NCS literature [1] finite number of linear matrix inequalities. On a benchmark
[4], [11], consisting of a model of a batch reactor. The details example, we illustrated the effectiveness of the developed
of the linearised model of the batch reactor model used in theory. Although the work presented in this paper consid-
this example and the continuous-time controller can be found ers analysis of NCSs with continuous-time controllers and
in the aforementioned references. quadratic protocols only, extensions are possible towards
We will analyse the NCS as was done in [1][4], [11], discrete-time controllers and other protocols, such as periodic
where it is assumed that the controller is directly connected protocols.
to the actuator, i.e., only the two outputs are transmitted via
the network. Furthermore, we consider the TOD protocol and
assume for simplicity that delays are absent, i.e., p(hk , k ) = [1] D. Nesic and A. Teel, Input-output stability properties of networked
control systems, IEEE Trans. Autom. Control, pp. 16501667, 2004.
0 for all k 6= 0, k N. In this example, we consider two [2] G. Walsh, H. Ye, and L. Bushnell, Stability analysis of networked
different PDFs, namely a uniform distribution control systems, IEEE Trans. Control Systems Technology, pp. 438
446, 2002.
for a 6 h 6 b and = 0
[3] W. Heemels, A. Teel, N. van de Wouw, and D. Nesic, Networked
p(h, ) = ba (38)
0 elsewhere control systems with communication constraints: Tradeoffs between
transmission intervals, delays and performance, IEEE Trans. Autom.
Control, 2010.
with a = 105 and b = 0.11 and the Gamma distribution [4] M. Donkers, W. Heemels, N. van de Wouw, L. Hetel, and M. Stein-
i i
hc1 e d for h > 0 and = 0 buch, Stability analysis of networked control systems using a
p(h, ) = dc (c) (39) switched linear systems approach, Submitted for journal publication.
0 elsewhere
i i
[5] A. Chaillet and A. Bicchi, Delay compensation in packet-switching
networked controlled sytems, in Proc. IEEE Conf. on Decision and
with c = 10 and d = 0.006, in which (c) denotes the Control, 2008, pp. 36203625.
Gamma function, [15]. The resulting PDFs are shown in [6] L. Montestruque and P. Antsaklis, Stability of model-based networked
control systems with time-varying transmission times, IEEE Trans.
Fig. 2. Autom. Control, pp. 15621572, 2004.
In order to assess the bounds on the allowable transmission [7] P. Seiler and R. Sengupta, An H approach to networked control,
intervals, we first define our NCS model as in Section II- IEEE Trans. Autom. Control, pp. 356 364, 2005.
[8] Y. Shi and B. Yu, Output feedback stabilization of networked control
A.2. This model appropriately describes the situation as systems with random delays modeled by markov chains, IEEE Trans.
discussed in this example, where only the plant outputs y Autom. Control, pp. 1668 1674, 2009.
are transmitted over the network and the controller outputs [9] F. Yang, Z. Wang, Y. Hung, and M. Gani, H control for networked
systems with random communication delays, IEEE Trans. Autom.
u are sent continuously via a nonnetworked connection. Control, pp. 511 518, 2006.
Then, we derive the uncertain polytopic system (19), using [10] O. Costa, M. Fragoso, and R. Marques, Discrete-Time Markov Jump
Procedure III.1. For the uniform distribution, we construct Linear Systems. Springer-Verlag, 2005.
[11] M. Tabbara and D. Nesic, Input-output stability of networked control
80 line segments, as discussed in Remark III.2, Sm = systems with stochastic protocols and channels, IEEE Trans. Autom.
[( 0.11
79 (m 1), 0), ( 79 m, 0)], for m {1, . . . , 80}. For the
Control, pp. 11601175, 2008.
Gamma distribution, we construct 40 line segments Sm = [12] D. Antunes, J. P. Hespanha, and C. Silvestre, Control of impulsive
renewal systems: Application to direct design in networked control,
[( 0.3
39 (m1), 0), ( 39 m, 0)], m {1, . . . , 30}. We now check
in Proc. IEEE Conf. on Decision and Control, 2009, pp. 6882 6887.
the matrix inequalities of Theorem IV.1, using the structure [13] R. Horn and C. Johnson, Matrix Analysis. Cambridge University
of the Pi -matrices as in (16). Using this procedure we obtain Press, 1985.
[14] J. Geromel and P. Colaneri, Stability and stabilization of discrete time
a feasible solution of LMIs of Theorem IV.1, on the basis switched systems, Int. J. Control, pp. 719728, 2006.
of which we conclude that the TOD protocol stabilises the [15] A. Papoulis, Propability, Random Variables, and Stochastic Processes.
NCS when the transmission intervals are given by an IID McGraw-Hill, Inc., 1991.