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Expectative Modeling of Wide-area Damping Networked Control Systems with

Long Stochastic Time Delay


Zhang Xinran1, Lu Chao1, Han Yingduo1
1. State Key Laboratory of Control and Simulation of Power System and Generation Equipments, Tsinghua University, Beijing 100084
E-mail: zhangxr07@mails.tsinghua.edu.cn

Abstract: In this paper, the impact of stochastic time delay on wide-area damping networked control systems is
analyzed. A disintegrate method of time-delay upon sampling period is approved. Furthermore, the expectative model of
networked control systems with long and stochastic time delay, whose variance extent is larger than one sampling period,
is theoretically proved and calculated. Finally, the effectiveness of this expectative model is confirmed on the simulation
of a power system with 8 generators and 36 nodes.
Key Words: Networked Control System, Wide Area Damping Control, Long Stochastic Time Delay, Expectative
Model.

compensation control of constant time-delay. He Jingbo


1 INTRODUCTION analyzed the impact of time-delay on control performance
With the development of network communication, more in frequency domain, and brought out the new stability
data is being transferred by communication network in criterion using Padé polynomial approximation to
control systems, forming networked control systems (NCS). calculate time deviation [5]. In order to further study the
Compared to traditional local control, the most obvious impact of time-delay, He built a power system with
difference of networked control system is that wide-area damping control system and phasor
long-distance communication can be obtained through measurement unit (PMU) on real-time digital simulator
communication network, which can expand the (RTDS) [6]. The results certificated that network
applications of control system. However, new problems, i.e. time-delay would lead to high frequency oscillation,
time-delay, data loss, mis-ordering, are also brought out, which was explained by the method of frequency
resulting in the decrease of control performance and even domain stability analysis.
stability. In former research, modeling was based on the assumption
The concept of NCS was put forward first by G.C. Walsh that the variance of time-delay is narrower than one
from Maryland University in 1999 [1]. Afterwards, this sampling period. On such condition, the delay periods of
concept was quickly accepted by other scholars and used effective control signals in the discrete model of control
till now. The most significant breakthrough of this concept systems is constant, which reduces the difficulty of
was the integrated research of control system and modeling. However, in actual systems, the variance of
communication system, including the analysis of stability time-delay is often wider than one sampling period. For
and the design of controllers. example, the actual measured distribution of time-delay in
In recent years, much research work has been done on the the wide-area measurement system of China Southern
modeling and stability analysis of NCS. W. Zhang built a Power Grid is shown in Fig.1 [7]. On the condition that the
mixed model of continuous system and discrete system, and sampling period is 10ms, the time-delay of 99.75% data
analyzed the stability of control system with stochastic packages is distributed in the range between 60ms and
time-delay with the method of Lyapunov function[2], while 80ms. The variance of time-delay in this system is two
only the situation of time-delay shorter than one sampling sampling periods, which can’t be handled by former
period can be dealt with. Qixin Zhu expanded the modeling methods.
application range of this modeling method from “short
time-delay” (shorter than one sampling period, [0, Ts]) to
“narrow variance long time-delay” (variance still shorter
than one sampling period, [N*Ts ,(N+1)*Ts ]) [3]. With
both data loss and time-delay taken into consideration,
Weiguo Ma built the analytical model of control system
with narrow variance time-delay, and analyzed stability
with the method of linear matrix inequality and Lyapunov
function [4].
The former research on the impact of time-delay on
wide-area damping control systems mainly aimed at the
mechanism analysis of time-delay impact and
Fig 1. Time-delay distribution measured in China Southern Power Grid
This work is supported by National Nature Science Foundation under
Grant 51037002 and 973 Program (2012CB215206), (2011CB302805).

978-1-4673-5534-6/13/$31.00 2013
c IEEE 3103
In this paper, the structure of NCS is described in Section 2. time-delay. The variance of time-delay leads to the variance
In Section 3, the impact of stochastic time-delay on control of model parameters, which in turn results in the change of
systems is analyzed. The expectative model is built in system output responses.
Section 4, and verified in a wide-area damping control Since time-delay in the research of this paper is assumed to
system with 8 generators and 36 nodes in Section 5. Finally, be independent identical distribution, system output
Section 6 concludes this paper. responses would obey law of large numbers, which is meant
to have a determined expectation. Furthermore, with the
2 STRUCTURE AND CONTINUOUS MODEL increase of test times, the limit of the average system output
OF NETWORKED CONTROL SYSTEMS response is this determined expectation. The properties of
the control system with stochastic time-delay can be
analyzed through the analysis of system output response
expectation. For a two order system
ª0 1º ª1 0 º
A=« » , B = [0 1]T , C = « » , K = [ −1 −6]
¬ −2 −3¼ ¬0 1 ¼
with a normal distributed time-delay (mu=0.7s,
sigma=0.033s), the output responses of 100 times
simulation and the average response are shown in Fig.3.
Fig 2. Structure of networked control system.
The structure of networked control system is shown in Fig.2.
As only the sum of the time-delay from sensor to controller
and from controller to actuator affects the control
performance, a variable delay representing total time-delay
is used in building the continuous model.
The continuous model of networked control system is:
­ •
° x(t ) = Ax(t ) + Bu (t − delay )
°
® y (t ) = Cx(t ) (1)
°u (t ) = Ky (t )
°̄
x(t ) is state variable, y (t ) is output variable, u (t ) is
control variable, and delay is stochastic time-delay. Fig 3. The result of 100 times simulation and their average output
response.
3 IMPACT OF STOCHASTIC TIME-DELAY Among the three parameters, i.e. network time-delay,
ON CONTROL SYSTEMS model parameters and output response, the expect network
time-delay is the easiest to calculate. Replacing the
communication network with the average time-delay as an
3.1 Causes of Time-delay
equivalent is a commonly used method in former research.
Since communication network is imported in the However, only one property of network time-delay, i.e.
feedforward and feedback channel of NCS, the limit expect, is taken into account in this method, which doesn’t
capacity and bandwidth of network result in the conflict and comprehensively consider the stochastic distribution of
retransmit of data packages. As a consequence, the time of network time-delay. In Fig.4, the average output responses
sampling, quantization, encoding and decoding, of one system with a same time-delay expect (mu=0.7s) but
transmission causes time-delay during the transmission of different standard deviations (sigma=0, 0.1s, 0.2s). It can be
information in control system, which is called network perceived from the figure that output responses show
induced time-delay. Network time-delay is impacted by significant differences with the change in standard
network protocol, load state, network transmission rate and deviation of time-delay.
the size of data package. A variant types of time-delay exist
in NCS, e.g. constant, stochastic, bounded, time-varying
and so on[8].
Currently, the communication in wide-area damping
control system is realized through 2M exclusive used fiber.
On such condition, time-delay is independent identically
distributed (IID), which generally obeys normal
distribution. The following research in this paper is
expanded based on this condition.

3.2 Impact of Time-delay on Control System


According to the continuous model of NCS in Section 2, the
parameters of NCS model varies with the network induced

3104 2013 25th Chinese Control and Decision Conference (CCDC)


uk −7 , uk −8 . To conclude, ISP part changes not only the
parameters, but also the structure of the control system.
The modeling research below is based on the
decomposition of network time-delay brought out above,
handling the ISP part and the RO part in different ways.
4 EXPECTATIVE MODELING OF
DISCRETE SYSTEMS

4.1 Modeling by Signal Arrival Modes


In the analysis of this part, the distribution of network
time-delay is assumed to be a normal distribution whose
average time-delay is 0.7s and standard deviation is 0.033s,
Fig 4. Impact of standard deviation on control performance. while the sampling period of this control system is 0.1s.
3.3 Decomposition of Time-delay by Sampling Period According to such assumption, the distribution range of
time-delay is from 0.6s to 0.8s, to which 99.75% of all
In building the model of NCS, one important problem is time-delay is included. As a consequence, the delay
how to handle stochastic time-varying time-delay with a sampling period ranges stochastically from 6 to 7. Four
variance that wider than one sampling period. This is also a signal arrival modes, as well as four discrete sub-models are
difficulty in the research of NCS. To analyze the impact of formed according to the time-delay of two adjacent signals.
stochastic time-varying time-delay, network time-delay is
decomposed into two parts, i.e. integral sampling periods
(ISP) part and randomly oscillation (RO) part.
In Fig.5, network time-delay includes the transmission time
of feedback signal from the sensor to the controller and the
time of control signal from the controller to the actuator.
The ISP part is shown as “d*T” in Fig.5, while the RO part
is shown as τ .

Mode 1 Mode 2

Mode 3 Mode 4
Fig 6. Four different control modes.
In this section, P6 is defined to be the possibility that the
delay sampling period of time-delay is 6. P7 is the
Fig 5. Time sequence of networked control system possibility that the delay sampling period of time-delay
The variation of these two parts impacts the control system
is 7. τ 1 is the RO part of the former signal, while τ 2 is
in different ways. Though the change of τ impacts the
parameters of control system, it doesn’t change the that of the latter signal.
control signal that functions from time k to time k+1. For 4.2 Mode 1: Delay Sampling Periods of Both Adjacent
example, when the network time-delay varies from 6 signals Are 6
sampling periods to 7 sampling periods, the control
signals that impacts state variable xk +1 are In this mode, from time k to time k+1, control signal uk − 6
arrives at the actuator. So during this time, the control
always uk −6 , uk −7 , though the specific parameters may
signals that affect state variable xk +1 are uk −6 , uk −7 . The
change with τ . However, when the delay sampling
periods changes, e.g. the network time-delay varies from possibility of this mode equal to the possibility that both
7 sampling periods to 8 sampling periods, the control the delay sampling periods of two adjacent signals are 6,
2
signals that impacts state variable xk +1 would be which is P6 .
The discrete sub-model of Mode 1 is:

2013 25th Chinese Control and Decision Conference (CCDC) 3105


T /2 −τ1 T
xk +1 = Dxk + ( E1 + GF (τ 1 ) B)uk −8
xk +1 = e AT xk + e As ds*Buk − 7 + As
ds*Buk −6 (2) (8)
³
0
³τ e
T /2 −
+(GF (τ 2 ) B − GF (τ 1 ) B)uk − 7 + ( E2 − GF (τ 2 ) B)uk − 6
1

The simplified result is: However, if uk −6 arrives earlier than uk −7 at the actuator,
xk +1 = Dxk + ( E1 + GF (τ 1 ) B )uk −7 uk −7 will be judged by the actuator to be a signal that sent
(3)
+ ( E2 − GF (τ 1 ) B )uk −6 out earlier than the functioning signal, which will be
Where: ignored. In this situation, the control signals that affect
T /2 xk +1 are uk −6 , uk −8 during this time. The possibility of
D = e AT , E1 = ³e
As
ds * B, this mode equal to the possibility that the RO part of
0
−τ1
(4) uk −6 is shorter than that of uk −7 , which is
T
E2 = ³e
As
ds * B, F (τ 1 ) = ³ e As ds, G = e A(T /2) P6 * P7 * P(τ 2 > τ 1 ) .
T /2 0 The discrete sub-model of this mode is:
Matrixes D, E1, E2, F, G in the below part of this paper T /2 −τ 1 T
are with the same definition as above. xk +1 = e AT xk + ³ e As ds*Buk −8 + ³τ e
As
ds*Buk − 6 (9)
0 T / 2−
4.3 Mode 2: Delay Sampling Periods of Both Adjacent 1

signals Are 7 The simplified result is:


xk +1 = Dxk + ( E1 + GF (τ 1 ) B )uk −8
In this mode, from time k to time k+1, control signal uk − 7 (10)
+ ( E2 − GF (τ 1 ) B )uk −6
arrives at the actuator. So during this time, the control
signals that affect state variable xk +1 are uk −7 , uk −8 . The 4.5 Mode 4: The Former Delay Sampling Period is 6,
possibility of this mode equal to the possibility that both the While the Latter is 7
delay sampling periods of two adjacent signals are 7, which In this mode, no control signal arrives between time k and
is P7 2 . time k+1, which means that the functioning signal in the
The discrete sub-model of Mode 1 is: whole period is the same as the former period. The
T / 2 −τ1 T possibilities of this mode is P6 * P7 .
xk +1 = e AT xk + ³ e As ds*Buk −8 + ³τ e
As
ds*Buk −7 (5) The discrete sub-model of Mode 1 is:
0 T / 2− 1
T

The simplified result is: xk +1 = e AT xk + ³e As ds*Buk −7 (11)


xk +1 = Dxk + ( E1 + GF (τ 1 ) B )uk −8 0
(6) The simplified result is:
+ ( E2 − GF (τ 1 ) B )uk −7
xk +1 = Dxk + ( E1 + E2 )uk −7 (12)
4.4 Mode 3: The Former Delay Sampling Period is 7,
While the Latter is 6
4.6 Theoretical Derivation and Certification of
Expectative Model
In this mode, two control signals, uk −6 , uk −7 , arrives It can be inferred from the four signal arrival modes above
between time k and time k+1. Both these two signals are that, on the condition that network time-delay distributed
possible to arrive earlier, which leads to two different between 0.6s and 0.8s, the functioning signals are always
discrete sub-models. uk −6 , uk −7 , uk −8 or some of them, though the specific
If uk −6 arrives later than uk −7 at the actuator, the control parameters may vary. Therefore, the following equation
signals that affect xk +1 are uk −6 , uk − 7 , uk −8 during this can uniformly describe the four signal arrival modes
time. The possibility of this mode equal to the possibility above, where X k is the random vector describing the
that the RO part of uk −6 is longer than that of uk −7 , system state at time k, L(tk ) is a random matrix varying
which is P6 * P7 * P (τ 2 < τ 1 ) . with network time-delay tk .
The discrete sub-model of this mode is: X k +1 = DX k + L(tk )[uk −8 uk − 7 uk − 6 ]T (13)
T / 2 −τ1
T T
xk +1 = e AT xk + e As ds*Buk −8 Define vk = [uk −8 uk −7 uk −6 ] . Then it can be
³
0 deduced that:
T / 2 −τ 2
(7)
As
T
As
X k + 2 = DX k +1 + L(tk +1 )vk +1T
+ ³τ e ds*Buk −7 + ³τ e ds*Buk −6 (14)
T / 2− 1 T / 2− 2
= D 2 X k + DL(tk +1 )vk +1T + L(tk )vk T
The simplified result is: As the start state x0 is definite, X k can be expressed as:

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k −1 A = diag ( A1 , A2 , A3 ), where
X k = D k x0 + ¦ D i −1 L(ti )viT (15)
ª 0 1 º ª 0 1 º
i =1 A1 = « » , A2 = « −108.4 −12.49 »
− 30.94 − 1.406
In this equation, ti is the ith network time-delay which is ¬ ¼ ¬ ¼
independent identically distributed. Therefore, the ª 0 1 º
, A3 = « »
random vector X k is determined by the linear ¬ −8.774 0.22 ¼
combination of the definite start state x0 , the control B = [0 0 0 0 0 1]T
ª −2.478 1.289 52.56 5.92 0.5546 −1.581 º
signal vi and the network time-delay ti . According to
C=« 0 0 0 0 −0.05855 −0.0102 »
the linear property of random variable expect, the expect « »
«¬ 0 0 0 0 −4.101 1.954 »¼
of X k can be calculated as:
Based on linear optimal controller design, the controller
k −1
k i −1 T is designed to be:
E ( X k ) = D x0 + ¦ D E ( L(ti ))vi (16)
i =1 K = [ 0.0015 18.9144 −0.2580]
It can be concluded from this equation that the expect
In the simulation process, fix the controller parameter as
output response of a control system with stochastic
above. The standard deviation of time-delay is always
time-delay equals the output response of the control
0.033s, while the expect time-delay changes in order to
system with expectative parameter. This conclusion
observe the output response of the control system. The
offers the theoretical basis for the calculation below.
simulation process is to add a small disturbance at the
4.7 Calculation of Integrated Expectative Model PSS of Generator 7 from 0s to 0.2s, in order to observe
Based on the sub-models of four signal arrival modes, the the frequency difference of Generator 1 and Generator 7,
expectative model of the integral system can be calculated. which is designed to be the output signal.
The first step of the calculation process is to get the
possibility of four signal arrival modes and the distribution
of τ under each mode. Then, the expect F (τ ) of each
mode can be calculated based on the distribution of τ .
Finally, according to the possibility and expect
sub-model of each signal arrival mode, the integral
expectative model can be calculated.
The possibility of each signal arrival mode is shown in
Table.1.
Table1. Possibility of Each Signal Arrival Mode

Signal Arrival Modes Possibility


Both adjacent delay P6 2 Fig 7. The average time-delay is 0.1s.
sampling periods are 6
Both adjacent delay P7 2
sampling periods are 7
The former delay P6 * P7 * P(τ 2 < τ 1 )
sampling period is 7,
while the latter is 6 P6 * P7 * P(τ 2 > τ 1 )
The former delay P6 * P7
sampling period is 6,
while the latter is 7

Then, the form of integral expectative model is:

xk +1 = Dxk + B1uk −8 + B2uk −7 + B3uk − 6 (17)


Fig 8. The average time-delay is 0.3s.

5 SIMULATION AND VERIFICATION OF


EXPECTATIVE MODEL
According to the method in [9], a multi-area power
system with 8 generators and 36 nodes can be described
as the 6 order linear state formula below:

2013 25th Chinese Control and Decision Conference (CCDC) 3107


model can be used to analyze the stability of networked
control system with stochastic time-delay, to analyze the
mode of oscillation, and to improve the design of controller.
In addition, only a distribution range of two sampling
periods is considered in this paper. Further work can be
done on a wider time-delay distribution range and the
situation of data loss according to the method in this paper.
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Fig 9. The average time-delay is 0.5s. IEEE, vol. 21, pp. 84-99, 2001-01-01 2001.
The simulation results are shown in the figures above. In [3] Qixin Zhu and Shousong Hu, "Analysis and modeling of
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repeated for 100 times. On contrast, the black dash dot line [4] Weiguo Ma and Cheng Shao, "Stability analysis for
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[6] He Jingbo, Lu Chao, Wu Xiaochen, Li Peng and Wu Jingtao,
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In this paper, on the basis of analyzing the structure and [7] Lu Chao, Han Yingduo, Wu Xiaochen, Li Peng, Wu Jingtao
time-delay distribution of networked control system, a new and Shi Jinghai. Field experiments of wide area damping
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Systems, 2008. APCCAS 2008. IEEE Asia Pacific
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[8] J. Nilsson, B. Bernhardsson and B. Wittenmark, "Stochastic
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The integrated analytical modeling of physical network and
information network is achieved. In further research, this

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