2014 - Feedback Systems With Communications - Integrated Study of Signal Estimation, Sampling, Quantization, and Feedback Robustness

INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING
Int. J. Adapt. Control Signal Process. 2014; 28:496522

Published online 8 May 2013 in Wiley Online Library (wileyonlinelibrary.com). DOI: 10.1002/acs.2403
Feedback systems with communications: integrated study of signal

estimation, sampling, quantization, and feedback robustness
Le Yi Wang 1, * , , G. George Yin 2 , Chanying Li 3 and Wei Xing Zheng 4
1 Department
of Electrical and Computer Engineering, Wayne State University, Detroit, Michigan 48202, USA
of Mathematics, Wayne State University, Detroit, Michigan 48202, USA
3 Key Laboratory of Systems and Control, Institute of Systems Science, Academy of Mathematics and Systems Science,
Chinese Academy of Sciences, Beijing 100190, China
4 School of Computing, Engineering and Mathematics, University of Western Sydney, Penrith, NSW 2751, Australia
2 Department
SUMMARY
Feedback systems with communication channels encounter unique challenges. Communication channels
mandate signal sampling and quantization, and introduce errors, data losses, and delays. Consequently,
transmitted signals must be estimated. The signal estimation introduces a dynamic system that interacts
with communication channels and affects the stability and performance of the feedback system. This paper
studies interactions among communications, sampling, quantization, signal estimation, and feedback, in
terms of fundamental stability and performance limitations. Typical empirical-measure-based algorithms
are used for signal estimation under quantized observations. When the sampling interval and signal estimation step size are coordinated, the ODE approach for stochastic approximations provides a suitable platform
for an integrated system analysis for signal estimation, sampling and quantization, and feedback robustness.
Feedback design for enhancing robustness against communication uncertainty and signal estimation dynamics is studied under the new notion of stability margin under signal averaging. Fundamental limitations on
noise attenuation in such an integrated system are derived. Copyright 2013 John Wiley & Sons, Ltd.
Received 10 December 2012; Revised 27 February 2013; Accepted 3 April 2013
KEY WORDS:
signal estimation; sampling; quantization; communication; feedback system; stability; noise

attenuation
1. INTRODUCTION
Feedback systems with communication channels introduce new challenges. Communication
channels mandate signal sampling and quantization, and introduce errors, data losses, and delays.
Consequently, transmitted signals must be estimated. The signal estimators interact with sampling
and quantization of the communication channel and affect the feedback systems stability and performance. Despite the research effort in understanding impact of communication channels on feedback
systems [15], it remains unclear how to characterize the interaction among sampling and quantization, signal estimation, feedback robustness, and how to understand complexity issues such
as fundamental performance limitations under communication resource (bandwidth) constraints.
Typically, the system design employs individual specifications: Signal estimators are designed to
attenuate noise effects and recover transmitted signals, sampling rates and quantization are selected
on the basis of communication protocols, and feedback controllers may be designed for stability and
*Correspondence to: Le Yi Wang, Department of Electrical and Computer Engineering, Wayne State University, Detroit,
Michigan 48202, USA.
E-mail: lywang@wayne.edu
Copyright 2013 John Wiley & Sons, Ltd.
FEEDBACK SYSTEMS WITH COMMUNICATIONS
497
noise rejection under certain nominal conditions. However, when these subsystems are combined,
unexpected stability and performance deterioration can occur, and such interactions are not well
understood at present.
This work introduces a framework that integrates essential features of signal estimation (step
size), communications (sampling and quantization), and feedback control (robustness against signal
estimation), and provides design guidelines in such systems. The main contributions of this paper
include the following: (1) It establishes a basic relationship among signal quantization thresholds,
sampling intervals, and updating rates of signal estimation under which the overall feedback system can be analyzed (Theorems 1, 2, and 3). When the sampling interval and signal estimation
step size are coordinated, the overall systems behavior can be studied under the ODE framework
of stochastic approximation, providing a suitable platform in treating many stochastic scenarios in
such systems. (2) It introduces the notion of stability margins against the step size of signal estimation (Section 4.2). When a signal estimation algorithm is implemented under a feedback setting,
this margin introduces irreducible estimation errors and limits feedback performance. To enhance
feedback robustness against communication uncertainties and signal estimator dynamics, this stability margin becomes a suitable measure for robust control design (Section 4.3). (3) Within the
ODE framework, it is shown that the step size in stochastic approximation algorithms serves as a
measure of time complexity and can be meaningfully optimized in a feedback setting (Section 5).
(4) When a communication channel has limited data flow rates (bandwidths), we demonstrate the
complexity relationships in selecting quantization levels, sampling rates (Section 6). It highlights
how communication uncertainties can be incorporated into this framework for system analysis.
This work is related to several areas of research in systems and control. Networked control systems have been investigated in the past decade [1, 4, 5], in which impact of communication channels
on stability and achievable performance has been an important focus [2, 3, 6]. Channel noise and
their implication on fundamental performance limitations were studied in [1, 2, 6]. On the other
hand, data flow rates or bandwidth constraints were shown to be a critical factor in feedback stability
and performance [3, 4]. Our focus differs from these studies by considering the interactions among
quantization, sampling interval, signal estimation speed, and feedback control, and demonstrates
how such integrated studies can be simplified by using the limit ODE. There have been extensive
studies on stochastic approximation [7]. Its utility in analyzing combined signal estimation, communications, and feedback performance in this paper is new. Moreover, this paper provides a new
angle in interpretation and design of the step size in stochastic approximation algorithms. Parameter
estimation with quantized data is a new area that has seen much activity recently [811]. Utility and
properties of quantized identification in signal estimation, its ODE representation, and impact on
feedback systems are new. Signal averaging has been used in many aspects of stochastic analysis
[1215]. Background materials on stochastic processes and related topics can be found in [1618]
and references therein. This paper concentrates on one type of stochastic approximation algorithm,
but the findings can be extended to other algorithms. Stability margin in terms of gain, phase, delay,
and unmodeled dynamics is a standard concept treated in many control textbooks, see for example [1921], but robust stability against signal estimation is nonstandard. Optimal robust control
design of this paper introduces a modified structure so that the NevanlinnaPick interpolation for
gain margin computation can be employed [19, 22].
The rest of the work is organized as follows. Section 2 introduces the system structures and illustrates the issues that have motivated this study. Signal estimation problems are studied in Section 3.
We show that signal estimation under quantized observation can be represented by a filter and an
equivalent noise source, which are determined by sampling rates and quantization. It is shown that
when the sampling interval is proportional to the step size of signal estimation, the overall systems behavior can be studied under the ODE framework for stochastic approximations (Theorem 2).
Accuracy of approximation is illustrated.
Impact of signal estimation on feedback system stability is discussed in Section 4. A notion of
stability margin against signal averaging is introduced. It first shows that the stability of the closedloop system will be guaranteed if the ratio = is sufficiently small (Theorem 4). Detailed analysis
to establish the maximum ratio = is conducted (Theorems 5 and 7). This framework provides
a new meaning of the step size in recursive algorithms as an exponential time complexity, which

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Figure 1. Continuous-time and sampled systems.
can be optimized for feedback robustness. Section 5 shows performance limitations in closed-loop
systems. For a given sampling rate, even optimally designed averaging filters can only have limited
benefits in reducing noise effects (Theorem 9). Further reduction of noise effects requires faster
sampling, implying increased costs.
Impact of communication channels on feedback robustness and performance is studied in
Section 6. Typical channel uncertainties are treated, including random transmission errors, packet
losses, and communication latency (Theorems 10, 11, and 12). Section 7 further investigates complexity relationships between quantization and sampling, in terms of feedback stability and noise
attenuation (Theorem 15). For concreteness, an AWGN channel and the binary phase-shift keying
modulation are used to demonstrate such trade-off. Finally, Section 8 summarizes the main findings
and some issues that are related but not resolved in this paper.
2. SYSTEM CONFIGURATIONS AND MAIN ISSUES

2.1. System configurations
We start with a continuous-time feedback system that consists of a LTI SISO plant P .s/ and a
controller C.s/, combined as the open-loop system L.s/, in the left part of Figure 1. In feedback
systems involving communication channels, a signal must be quantized, sampled, communicated,
and estimated, resulting in an expanded structure shown in the right part of Figure 1.
Communication channels introduce uncertainties such as packet losses, transmission errors, and
time delays. How do we study the interactions among quantization, sampling, signal estimation,
and channel uncertainties in such a typical setting? The key issue is to understand the relationship
among y.t /, yk , and b
y k . Suppose that the sampled signal is yk C "k , where "k represents either
the measurement noise or a dither selected by the designer [11]. yk C "k is quantized to produce a
quantized sequence sk D S.yk C "k / and then transmitted to the receiver as xk . In general, suppose
that the signal yk is quantized by m quantization thresholds f1 , : : : , m g, which divides the range
ymin , ymax into ymin < 1 < < m < ymax . The output of the quantizer is represented by
sk D Ik D
mC1
X
iIfi 1 <yk 6i g
(1)
i D1
with 0 D ymin and mC1 D ymax . Here, Ifa<yk 6bg denotes the indicator function over an interval
.a, b. Hence, sk D i for i D 1, : : : , m C 1, implies that yk 2 .i 1 , i . The regular sensors may be
viewed as the limiting case when m ! 1 and maxi .i i 1 / ! 0.

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We will start with a binary-valued quantization of threshold , leaving general quantization

schemes to Section 7. In this case,

1, if yk C "k 6 ,
sk D
(2)
0, if yk C "k > .
As a result, communication of the signal is one bit per sample.
The main goal of this paper is to understand interaction among quantization, sampling, signal
estimation, and feedback stability and performance. In addition, we will analyze impact of communication uncertainties on feedback robustness and fundamental performance limitations in such an
integrated system.
2.2. Signal estimation
We first consider the case of communication without uncertainties, xk D sk . Signal estimation aims
to estimate yk from sk D S.yk C "k / defined in (2) or (1).
Assumption 1
The disturbance f"k g is a sequence of independent and identically distributed (i.i.d.) random variables with E"k D 0 and E"2k D 2 < 1. The distribution function F of "k is known and twice
continuously differentiable with density f .x/ D dF .x/=dx 0.
It should be pointed out that the assumption on knowing F ./ can be removed if one employs
joint identification algorithms for the signal and the noise distribution functions. The main results
are contained in our earlier paper [23].
The basic idea for estimating yk from xk is derived from system identification with quantized
observations [9, 10]. However, modifications will be made because signals are time varying and
estimation cannot use data windows of long horizon. Exponentially weighted window functions
will be used to accommodate these aspects.
For a selected 0 < < 1, define the following truncated and exponentially weighted empirical
measures
k0
D .1 /
k
X
kl sl ,
(3)
lD1
P
l
where the weight is normalized so that when sl D 1, .1 / 1
lD0 D 1. This algorithm can also
be written recursively as

0
0
0
0
k0 D k1
D k1
,
(4)
C .1 / sk k1
C sk k1
which is a stochastic approximation algorithm with a constant step size D 1 . For some small
b satisfying 0 < b < 1, define
8 0
,
if b < k0 < 1 bI
< k
if k0 < bI
k D b,
(5)
:
0
1 b, if k > 1 b.
Then, the estimate of yk is
b
y k D F 1 .k /.
(6)
When yk is a constant, denoted by yk D , an asymptotically efficient estimation algorithm of was derived [9, 10],
in the sense that the error variance asymptotically achieves the CramrRao (CR) lower bound. [9, 10] uses the standard
PN
empirical measure N D N1
kD1 sk .
Pk
Note that if regular sensors are used, then 0 is already an estimate of yk , b

y k D .1 / lD1 kl .yl C "l /.
However, this cannot be directly employed when quantization is involved.

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The projection parameter b is introduced to overcome some transient singularity of the recursive
algorithm because the inverse F 1 ./ is involved. However, b will not affect asymptotic properties
of the algorithm or error analysis.
2.3. Interaction of communications, signal estimation, and feedback control
As part of communication systems, sampling and quantization integrate with signal estimation and
controller to impact feedback stability and performance. We use several examples to highlight the
motivating issues for this study.
Impact of Signal Averaging Weight : It is well understood that signal averaging can reduce noise
effects. However, signal averaging introduces a dynamic subsystem, which has detrimental effects
on the closed-loop system. We illustrate this by the following example.
Example 1
Consider a continuous-time open-loop system

xP D Ax C Bu
y D Cx
with
(7)
3
2 3
0
0
1 0
0 1 5 I B D 4 0 5 I C D 0, 0, 1.
AD4 0
1
1 3 0
2
The initial state is x.0/ D 1, 1, 10 . Suppose that the sampling interval is fixed as D 0.03. Assume
that regular sensors are used. Then, the signal estimator (6) is applied. Figure 2 illustrates impact of
weight on the closed-loop system. When is increased, the closed-loop system becomes unstable.
This example suggests that in closed-loop applications, must be carefully selected.
Impact of Sampling Intervals: In communication systems, due to sharing of channels with other
users of various priority levels, a user experiences variable communication data flow rates. This will
ClosedLoop Stability with Averaging Weight = 0.98
Output
4000
2000
0
2000
10
15
20
25
30
35
40
45
50
45
50
45
50
Time (second)
Output
10
15
20
25
30
35
40
Time (second)
Output
2
0
2
4
10
15
20
25
30
35
40
Time (second)
Figure 2. Effects of signal averaging weights on closed-loop systems.


DOI: 10.1002/acs
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ClosedLoop Stability with Sampling Interval T = 0.002
Output
2
0
2
4
10
15
20
25
30
35
40
45
50
45
50
45
50
Time (second)
Output
10
15
20
25
30
35
40
Time (second)
Output
4000
2000
0
2000
10
15
20
25
30
35
40
Time (second)
Figure 3. Interaction of sampling and signal estimation affects feedback stability.
result in different sampling rates, each time a communication link is established. This change in data
flow rates has an direct impact on feedback stability. In particular, there is a fundamental coupling
between the sampling rates and the step sizes of signal estimation when they are used in feedback
systems.
Example 2
Consider the same plant as in Example 1. The sampling interval is now varying from 0.002 to
0.03. The weight of the signal estimator (6) is fixed as D 0.98. Figure 3 illustrates impact
of different sampling rates on closed-loop systems. When is decreased, if the signal estimation
rate is not adapted accordingly, the closed-loop system may become unstable. This example suggests that in closed-loop applications, the relationship between sampling and signal estimation must
be coordinated.
Noise Attenuation Limitations: The primary purpose of signal estimation is to attenuate noise
effects. In open-loop applications, convergence of estimates is achieved by increasing towards 1.
However, in a closed-loop setting, signal averaging encounters a fundamental limitation. In other
words, convergence is not achievable.
Example 3
Consider the following continuous-time system

xP D Ax C Bu
y D Cx
with
0
4
0
AD
1
1
0
3
3
2 3
0
0
1 5 I B D 4 0 5 I C D 0, 0, 1.
1
0.6
Since the main concern here is persistent noise attenuation, the system starts from the zero initial
condition. The sampling interval is fixed at D 0.01. The sampled output yk D y.k/ is subject
to a measurement noise dk which is i.i.d., uniformly distributed in 5, 5. The signal averaging
(6) is used to estimate yk from noise corrupted yk C dk . We now vary to evaluate its impact on

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3
8.75
x 10
Impact of Averaging Weighting Factors on Noise Attenuation
8.7
Output variance
8.65
8.6
8.55
8.5
8.45
8.4
0.55
0.6
0.65
0.7
0.75
0.8
0.85
0.9
0.95
Averaging Decaying Rates
Figure 4. Limitations of noise attenuation by signal averaging in closed-loop systems.
noise attenuation. For each , simulation is run 200 times and the average sample variance is then
calculated. This is repeated for different values with increment 0.01. Figure 4 illustrates impact
of on output noise attenuation. When the value is too low or too high, the sample variances of
the output are increased, indicating that the output variations have an irreducible lower bound and
an optimal choice of lies somewhere in between.
Tradeoff between Sampling Rates and Quantization Accuracy: Suppose that the communication
link has a limited bandwidth. Under the sampling interval and quantization precision level m, the
data flow rate (bits per second [bps]) is
BD
1
log2 .m C 1/.
For example, if the channel bandwidth for the output is limited at B D 10 KHz. When the number
of quantization levels varies from log2 .m C 1/ D 3, 4, 5, 6, 7, 8 bits, the corresponding sampling
intervals are D log2 .m C 1/=B D 0.0003, 0.0004, 0.0005, 0.0006, 0.0007, 0.0008. Figure 10 illustrates how different selections of the sampling intervals will affect the output variance. The optimal
may be selected at the minimum point.
The rest of the paper is devoted to developing new approaches to understand rigorously the following issues: (1) How are sampling and signal averaging jointly affecting feedback stability? (2)
For a give sampling interval, what is the robust range of a feedback system in terms of the decaying
rates of signal estimation? (3) How can one design the controller properly to enhance such robustness? (4) When noise attenuation is concerned as a performance index, what is the optimal selection
of the decaying rate of signal estimation? (5) To achieve better performance, how should communication resources (assigned bandwidths) be properly used? Or equivalently, how can we analyze the
relationships between sampling rates and quantization accuracy under bandwidth constraints?
3. THE ODE FRAMEWORK FOR ASYMPTOTIC ANALYSIS
3.1. Asymptotic filter representation of the quantized signal estimator
Signal estimation from (6) introduces an additional subsystem into the feedback loop. We will show
that under an asymptotically efficient algorithm, this subsystem may be asymptotically represented
by a signal averaging filter and an equivalent noise source.
The algorithm (5) is a nonlinear algorithm. [24] established the following asymptotic result on
this algorithm.

DOI: 10.1002/acs
503
Lemma 1
lim Eb
y k D and
!1
F . /.1 F . //
1C
E .b
y k /2 D
.
!1 1
f 2 . /
lim
(8)
Remark 1
By [10], F .1F /=.Nf 2 / is the CR lower bound when a uniform window of size N is used. Asymptotically, the exponentially weighted window and uniform window are related by N D 1C
, see [24]
1
for derivations. Lemma 1 claims that the algorithm (5) achieves the CR lower bound asymptotically,
and hence is asymptotically efficient when ! 1.
Lemma 1 implies that asymptotically, b
y k D yk C k , where the estimation error k satisfies
1 F . /.1F . //
2
Ek D 0 and Ek D 1C
. On the other hand, the same characterization may be
f 2 . /
derived from a filter
Q./ D
.1 /
(9)
that acts on yk C dk with fdk g being a sequence of i.i.d. random variables satisfying
Edk D 0 and d2 D Edk2 D
F . yk /.1 F . yk //
.
f 2 . yk /
Indeed, suppose xk D yk C dk and yk D is a constant. Let k D Qxk , namely k D

P
.1 / klD1 kl xl . Then, Ek D and
E.k /2 D .1 /2
1
X
lD0
2l d2 D
1 2
.
1C d
(10)
This leads to the asymptotically equivalent filter representation of the estimator (6) in Figure 5. We
should emphasize that the representation contains two elements: the filter Q./ and the equivalent
noise dk . The filter is determined solely by the step size of the algorithm, but the noise variance
is a function of other parameters such as quantization levels, the distribution function F , the true
parameter , quantization thresholds, and so on. Q./ will enter the feedback loop and affect feedback stability. If the feedback system is stable, then closed-loop noise attenuation can be used as a
performance measure for which the variance of dk will be critical.
Remark 2
Lemma 1 is stated for a constant yk . When the signal estimation is involved, additional errors
will be introduced. In [24], we established the error bounds because of time variations. In general,
when a smooth continuous-time signal y.t / is sampled with sampling interval , the difference
jykC1 yk j 6 " for some " and hence is considered as a slowly time varying signal. In our
asymptotic analysis, we focus on asymptotic limit on stability and noise attenuation performance
when is sufficiently small. Consequently, Lemma 1 becomes the error bound used in asymptotic
performance analysis on the limit system.
Figure 5. Equivalent representations.


DOI: 10.1002/acs
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3.2. Asymptotic continuous-time representation and limit ODE

Although most studies on feedback systems with communication channels choose to study them in
the discrete-time domain, see, for example, [6], we will show that if signal estimation algorithms
are coordinated with sampling and quantization schemes, a limit ODE can be used to study stability
and performance in a simplified continuous-time system.
We first establish a fundamental relationship between the sampling interval and the weight
for asymptotic analysis. Because of interaction between and , they collectively affect stability
and performance. This subsection establishes a key condition under which the ODE approach in
stochastic approximation can be employed to analyze the entire system.
We now show that for stability analysis, we may concentrate on a limiting continuous-time ODE.
Consider a continuous-time feedback system whose open-loop system L.s/, which combines the
controller and plant, has a minimal state space realization

L.s/ W
xP D Ax C Bu
y D C x.
(11)
It is assumed that the closed-loop system under the negative unity feedback u D y is stable.
.
Namely, xP D Ax C B.C x/ D .A BC /x D A0 x is stable.
For a (sufficiently small) sampling interval , the overall closed-loop system with signal
estimation on y becomes
xkC1 D xk C .Axk C Buk /
yk D C xk

1, yk C dk 6
sk D
0, yk C dk >
(12)
kC1 D k C .sk k /
b
y k D F 1 .k /
uk D b
yk .
Theorem 1
Suppose that the sampling interval is proportional to the step size : = D . Then, the
closed-loop system is
(
xkC1 D xk C .A0 xk B. F 1 .k / C xk /

kC1 D k C 1 .sk k /.
(13)
Proof
Define the signal estimation error ek D b
y k yk . The state equation can be modified to
xkC1 D xk C .Axk Bb
y k / D xk C .Axk B.yk C ek // D xk C ..A BC /xk Bek /.
Hence, we have
xkC1 D xk C .A0 xk Bek /

kC1 D k C .sk k /.
Because ek D F 1 .k / C xk , we have (13).


DOI: 10.1002/acs
505
The ratio D = > 0 will be a critical factor in closed-loop stability. Define piecewise constant
interpolations .t / D k , x .t / D xk , t 2 k, .k C 1//. Then for t , s > 0, it is easily seen that
x .t C s/ x .t / D
.t Cs/=1
X

.A0 xk B. F 1 .k / C xk /
j Dt =
.t C s/ .t / D
1

.t Cs/=1
X
.sk k /.
j Dt =
In the previous equation, for notational simplicity, we have used t = and .t C s/= to denote the
integer parts of t = and .t C s/=, respectively, instead of using the floor function notation. To
establish the convergence of the interpolated sequences, we work with D.0, 1/ W R R/, the space
of functions defined on 0, 1/ taking values in R R that are right continuous and have left limits
endowed with the Skorohod topology (for the definition of such a space as well as the Skorohod
topology, we refer the reader to [7, Chapter 7]). We first show that the sequence .x ./, .// is
tight in D.0, 1/ W R R/, and the limit has continuous sample paths w.p.1. Then, we characterize
the limit process by martingale averaging techniques. Using [7, Chapter8], we obtain the following
theorem. The verbatim proof is omitted for brevity.
Theorem 2
Under Assumption 1, as ! 0, .x ./, .// converges weakly to .x./, .// such that .x./, .//
is a solution of the ordinary differential equation
(
xP D A0 x B. F 1 ./ C x/
(14)
P D 1 .F . C x/ /,

provided that (14) has a unique solution for each initial condition.
The unique equilibrium point of (14) is D F ./ and x D 0. We further derive the locally
linearized system of (14) at the equilibrium point.
Theorem 3
The locally linearized system of (14) is
xP D Ax C Bu,
y D C x,
1
1
uP D y u,

(15)
which is exactly the feedback system with

y D L.s/u, u D R.s/y,
where R.s/ D
(16)
1
.
sC1
Proof
Because 0 and, as a stable matrix, A0 is nonsingular, the equilibrium point of (14), solved from
D F . C x/,
A0 x D 0,
is unique D F ./, x D 0. Define v D F ./. For stability analysis, we may transform the limit
system (14) into a system of x and v, with the equilibrium point x D 0 and v D 0,

xP D A0 x B. F 1 .v C F .// C x/
(17)
vP D 1 .F . C x/ F ./ v/.
The Jacobian matrix of (17) at x D 0, v D 0 is
"
AD
B
f . /
f ./C = 1=
#
.
(18)

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Hence, the locally linearized system of (17) is

(
xP D Ax C
B
v
f . /
(19)
vP D 1 f ./C x 1 v.
Now, by defining u D v=f ./, the linearized system (19) becomes (15). By (11) and after taking
the Laplace transform of the last equation, we obtain (16).

Remark 3
The previous result establishes a basic relationship
D e = .
.1/
When ! 0, the filter Q./ D
(20)
in (9) can be approximated by the continuous-time filter

R.s/ D
1
s C 1
(21)
in the sense that maxt 2k,.kC1// jy.t / y.k/j D o./ where o./= ! 0, as ! 0. For a
simple understanding, note that the R.s/ has impulse response r.t / D 1 e t = , t > 0. Acting on a
Rt
Rt
continuous-time signal x.t /, its output is y.t / D 1 r.t
/x.
/d
D 1 1 e .t /= x.
/d
.
For small , y.t / is approximated by
1
yk D y.k/ D

D
.t /=
1

.1 /
.1 /
k
X = ki
x.
/d
D
.e
/ xi C o./

i D1
k
X
k
X
ki xi C o./ D .1 /
i D1
ki xi C o./,
i D1
where D e = . This is reduced to the filter Q in (9).

The previous analysis confirms that for asymptotic analysis of the feedback system with communication channels and signal estimation, the limit ODE is (16) and the signal estimation can be
represented by a filter R.s/. This structure forms the foundation of subsequent system analysis and

design. From (20), lim!0 .1/
D . This relationship represents an inherent interaction among
sampling interval , signal estimation weight , and closed-loop stability.
3.3. Illustration on approximation accuracy of asymptotic analysis
Similar to typical stochastic analysis, such as convergence of parameter estimation, the previous
asymptotic analysis encounters a question: How small the sampling interval needs to be for approximation to be reasonable. Theoretical foundation of the answer is the convergence rate analysis of
the ODE approach, which has been comprehensively discussed in [7]. Here, we use an example
to illustrate.
Example 4
We use the same plant as in Example 1. To understand the accuracy of asymptotic analysis, we fix
the value of the limit ODE at D 0.5, under which the limit closed-loop system is stable. The
sampling interval is now varying from 0.001 to 0.05. The corresponding decaying rates values
are calculated from D e = . Figure 6 illustrates approximation when the sampling frequencies
increase from 20 Hz (T D 0.05 s), to 50 Hz (T D 0.02 s), 100 Hz (T D 0.01 s), and 1000 Hz
(T D 0.001 s). Beyond 1000 Hz, the output trajectories are virtually identical to the trajectory of the
limit ODE.

DOI: 10.1002/acs
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Comparison of Asymptotic Analysis
3
T=0.05
2
T=0.01
T=0.02
Output
T=0.001
10
12
14
16
18
20
Time (second)
Figure 6. Accuracy of asymptotic analysis.
4. FEEDBACK ROBUST STABILITY AGAINST SIGNAL AVERAGING

4.1. Robust stability for small
If C.s/ is initially designed to stabilize P .s/, then the closed-loop system (16) is stable when
R.s/ D 1. We now show that stability is preserved when D = D =.1 / is small. In
other words, if the sampling interval is small compared with the signal estimation step size, signal
estimation will not destabilize the system.
Theorem 4
There exists 0 > 0 such that for all 0 6 < 0 , the equilibrium point x D 0, v D 0 of the limit
nonlinear system (17) is locally asymptotically stable.
Proof
We only need to show that the Jacobian matrix of (17) at x D 0, v D 0
"
#
B
A
f . /
AD
f ./C 1
is stable. Moreover, the eigenvalues of A are invariant under a similarity transformation. Take

I
0
I
0
1
,
MD
, M D
f ./C 1
f ./C 1
"
#
B
A0
1
f . /
A1 D M AM D
.
f ./CA0 CB 1
We only need to prove that A1 is stable.
Because A0 is stable, there exists P0 > 0 that solves the Lyapunov equation
A0 P0 CP0 A00 D I ,

2
P0
p e where e D 1, 0, : : : , 00 .
where A00 denotes the transpose of A0 . Define P D
2 e 0

p
Because P0 > 0, we check det.P / D det.P0 / det

4 P01 . For sufficiently small ,
det.P / > 0. This implies that P > 0 for sufficiently small .

DOI: 10.1002/acs
508
Now,
L. Y. WANG ET AL.
1
Be 0
A0 P0 C 2 f .
/
A1 P C P A1 D 4

f ./CA0 P0 C 2 CB 1 e 0
p B
f . /
p
2
f ./CA0 e C CB
2 A0 e C
For sufficiently small , the dominant terms are

# "
"
P0 A00
A0 P0
0
C
A1 P C P A1 D
f ./CA0 P0 p1
0

"
#
p
I
!
D

CO
2
0
! p
f ./P0 A00 C 0
p1

p1

5 C P A1 .
p
C O. /
where ! D
f ./P0 A00 C 0 .
"
It remains only to show that

is positive definite. Because I > 0, we need to show
! 0 p2

"
#!
"
#!
I
!
I
!
det
> 0. By the determinant formula for block matrices, det
D
! 0 p2
! 0 p2

det.I / det p2 ! 0 ! > 0 for sufficiently small . This implies that A1 is stable. This completes

the proof.

Theorem 4 demonstrates that it is always meaningful to discuss stability margins against > 0.
We now proceed to establish the largest for stability of the closed-loop system.
4.2. Averaging stability margin
The following analysis shows that the quantity D =.1/ D = determines a certain robustness
margin of the closed-loop system. The robust stability margin will be called the averaging margin,
and is different from the typical gain margin, phase margin, delay margin, or robustness against
additive or multiplicative unstructured uncertainty. The feedback system in Figure 5 can be written as xk D G./ek C dk , ek D rk Q./xk . The feedback system is stable if all solutions to
1 C G./Q./ D 0 are inside the open unit disk.
Definition 1
The discrete-time averaging margin max is defined as the largest value 0 such that the closed-loop
system is robustly stable against Q./ D .1/
for all 0 6 < 0 . If the feedback system is stable

for all < 1, we denote max .G/ D 1.
On the other hand, the stability of the limit ODE (17) is determined by the locally linearized
system (16).
Definition 2
The continuous-time averaging margin max of the system (16) is defined as the largest value 0
such that the continuous-time closed-loop system is robustly stable against the averaging filters R
for all < 0 . If the feedback system is stable for all , we denote max D 1.
For a small , the maximum max or equivalently a minimum min D 1 max for closed-loop
stability is a linear function of . There is a fundamental relationship between the continuous-time
averaging margin max and the discrete-time averaging margin max of its sampled system.
Corollary 1
If the averaging margin in the continuous-time domain is max , then

lim
D lim
D max .
!0 min
!0 ln max

DOI: 10.1002/acs
Proof
This follows from the relationship D e = and lim !0
ln.1 /
D 1.
509
Lemma 2
Suppose L.s/ D N.s/=D.s/ where N.s/ and D.s/ are polynomials. Then, max is the smallest
> 0 that makes the polynomial
sD.s/ C D.s/ C N.s/ D 0
(22)
marginally stable.
Proof
max is the largest > 0 before the closed-loop system becomes unstable. The characteristic
1 N.s/
equation of the closed-loop system is 1CR.s/L.s/ D 1C sC1
D 0 or sD.s/CD.s/CN.s/ D
D.s/
0. Because the closed system is stable when D 0, max is the value that makes the polynomial to
become marginally stable first time when is increased from 0.

Example 5
Suppose G.s/ D 2=.s 1/. Then, the closed-loop systems characteristic equation is sD.s/ C
D.s/ C N.s/ D 0; that is, s.s 1/ C s C 1 D s 2 C .1 /s C 1 D 0. This results in max D 1.
Theorem 5
max .L/ of L.s/ is the gain margin of W .s/ D
sD.s/
.
D.s/CN.s/
Proof
(22) can be equivalently written as
1C
sD.s/
D 0.
D.s/ C N.s/
The theorem follows from the definition of the gain margin.
(23)
Remark 4
First, max can be obtained by using the RouthHurwitz method. Also, (23) is in a standard form for
sD.s/
(it is an improper
using root locus technique. So, we may plot the root locus of the system D.s/CN.s/
system) and detect the value that reaches marginal stability, which will be max . The root locus plot
sD.s/
starts at the poles of D.s/CN.s/
, which are precisely the poles of the closed-loop system without the
averaging filter. Because the closed-loop system is stable, for small , the closed-loop system with
sD.s/
the filter will remain stable. The root locus plot moves toward the zeros of D.s/CN.s/
, which are the
poles of the open-loop system. Hence, if the open-loop system is unstable, the exponential averaging
sD.s/
margin is always finite. Alternatively, one may obtain max from the Bode plot of D.s/CN.s/
.
Example 6
sD.s/
s 2 s
Suppose G.s/ D .sC2/=.s1/. Then, W .s/ D D.s/CN.s/
D 2sC1
. The gain margin can be obtained
by using the MATLAB function margin [28], which gives max D 2, or by plotting the Bode plot,
which gives max D 6.02 dB D 2.
4.3. Optimal robustness against signal averaging
Suppose that the open-loop system L.s/ D P .s/C.s/ contains a plant P .s/ and a controller C.s/.
In this section, M will denote the set of all stable systems. For derivation simplicity, we assume that
P .s/ does not have imaginary poles or zeros.

DOI: 10.1002/acs
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L. Y. WANG ET AL.
Assumption 2
(1) C.s/ internally stabilizes P .s/. In other words, 1 C P C is invertible in M. (2) P .s/ has a
coprime factorization in M, namely P .s/ D N.s/=D.s/ with N , D 2 M such that there exist
X , Y 2 M satisfying NX C DY D 1.
Suppose now that an averaging filter R D 1=. s C 1/ is applied, resulting in a feedback system
with the expanded plant PR and controller C .
Theorem 6
s
C internally stabilizes PR if only if 1 C 1CP
is invertible in M.
C
Proof
From the principle of internal stability [19, 22], we conclude that C internally stabilizes the plant
1
with filter R if and only if 1 C RP C D 1 C sC1
P C is invertible in M. This is equiva1

1
PC
D
lent to the condition that s C 1 C P C is invertible in M. Because R.s/ 1 C sC1

1
1
s
s
1 C 1CP C
and 1=.1 C P C / 2 M by Assumption 2, this is equivalent to 1 C 1CP C
1CP C
being invertible in M.

By the Youla parametrization [19], all stabilizing controllers for P can be parameterized by
, V 2 M. As a result, internally stabilizing controllers for P .s/R.s/ can be expressed
C D XCDV
Y N V
s
as these with V 2 M such that 1 C 1CP
D 1 C sD.s/.Y N V / is invertible in M.
C
Definition 3
The system PR is said to be robustly stabilizable for 0, max / if there exists V 2 M such that
1 C sD.s/.Y N V /
(24)
is invertible in M for all 0 6 < max .

Optimal averaging margin design is to seek the largest max for which the system is robustly
stabilizable. Because in (24) appears as a gain in this expression, we may use the method of
conformal mapping and H 1 control to derive max [22]. However, because of the factor s in
sD.s/.Y.s/ N.s/V .s//, the problem becomes much more complicated.
Define S.s/ D D.s/.Y.s/ N.s/V .s//. Suppose that P .s/ is rational. Let pi be the right-half
plane poles and j be the right-half plane zeros of P .s/. Given S.s/, V 2 M if and only if S.s/
satisfies
S 2 M,
S.pi / D 0,
S.j / D 1.
(25)
Let H be the closed right-half plane, D be the unit disk, and D fs W s is real and s 6 1= g. Let
be the complement of in the complex plane. Then, .s/ D
p
1 p1Cs
1C 1Cs
(i.e., it is analytic and its inverse is also analytic) from to D. Define
is a conformal mapping
.s/ D .sS.s//.
Theorem 7
Given .s/, S.s/ satisfies the interpolation conditions (25) if and only if
.s/ D s
0 .s/,
2 M,
0 .pi /
D 0,
0 .j /
D .j /=j .
(26)
Proof
If S.s/ satisfies the interpolation conditions (25), then .0/ D .0/ D 0, which implies that .s/
can be expressed as .s/ D s 0 .s/. Because .s/ is a conformal mapping, 0 .s/ 2 M. Moreover,
.pi / D .pi S.pi // D .0/ D 0; .j / D .i S.i // D .j / D j . .j /=j /.
Conversely, .s/ D s 0 .s/ with 0 2 M implies that q.s/ D 1 .s 0 .s// is analytic and satisfies q.0/ D 0. This implies that we can write q.s/ D sS.s/. In addition, q.pi / D 1 .pi 0 .pi // D

DOI: 10.1002/acs
1 .0/ D 0, which implies S.pi / D 0 because pi 0, and q.j / D 1 .j

1 . .j // D j , which implies S.j / D 1.
511
0 .j //
D
Corollary 2
p
1 p1C0 s
, there exists
The system PR is robustly stabilizable for 0, 0 / if and only if for .s/ D 1C
1C0 s
an analytic function 0 .s/ W H ! D such that 0 .pi / D 0,
0 .j / D .j /=j .
Corollary 2 claims that max is the largest 0 for which the solution to 0 .s/ in Theorem 2 exists.
More concretely, this may be expressed in terms of NevanlinnaPick matrices.
Arrange the right-half plane poles and zeros and their corresponding interpolation values by
a1 D p1 , b1 D 0, : : : , am D pm , bm D 0, amC1 D 1 , bmC1 D .mC1 /, : : :. Denote the
NevanlinnaPick matrix
D
ij I
with
ij
1 bi bj
ai C aj
(27)
Theorem 8
max is the largest for which > 0.
Proof
This follows from the well-known NevanlinnaPick theorem.
Example 7
If a plant has one unstable pole p D 1 and one unstable zero D 2, then we have a1 D
"
#
p
1=2
1=3
1 p1C2
p
p
. D
. max solves
1, b1 D 0, a2 D 2, b2 D
2
2
2.1C 1C2/
1=3 1.1 1C2/ 4=4.1C 1C2/

p
p
2
1
p
1 . 1C21/
D 19 that is p 1C21 D 23 . Hence, max D 12.
2
8
4.1C 1C2/
1C2C1
5. PERFORMANCE LIMITATIONS AND OPTIMAL FILTER SELECTION

Within the averaging stability margin 2 0, max /, how should be selected? It is readily seen that
signal averaging can reduce noise effect. On the other hand, averaging reduces closed-loop system
performance. Consequently, an optimal choice of averaging becomes an issue.
We start with the limit continuous-time system (16) with added noise d , y D Lu, u D R
RL
RL
.y C d /. Consequently, y D 1CRL
d . Denote M D 1CRL
. Noise attenuation in L2 aims to reduce
the L2 norm of
D
inf
0<<max
kM kL2
(28)
where k kL2 is the L2 norm.

Nevertheless, the discrete-time counterpart in Figure 5 has its noise attenuation on dk defined by
f D QG where G and Q are the sampled systems of L and R, respectively, and
the l 2 norm of M
1CQG

M l 2 , where k kl 2 is the l 2 norm.
D e = . Let e
D inf0<<max f
Theorem 9
Suppose that dk is i.i.d., Edk D 0, Edk2 D 2 . Then,
lim
!0
e

D .
(29)
Proof
f is the sampled system of M . We first establish a relationIt is well understood that for small , M
f . Suppose that the disturbance sequence dk
ship between the L2 norm of M and the l 2 norm of M

DOI: 10.1002/acs
512
L. Y. WANG ET AL.
passes through a zero order hold of interval toRbecome d.t /. The continuous-time system M is
t
stable with impulse response b.t /. Then, y.t / D 0 b.t
/d.
/d
. Suppose k is a pulse sequence,
0 D 1, and D 0, k 0. Then, d.t / D 1, 0 6 t < , and d.t / D 0, otherwise. Under this input,
RT
y.t / D 0 b.t
/d
. Hence, the sampled values of y.t /, which is the pulse response of the samRT
pled system, become yk D y.K/ D 0 b.k
/d
, which for small can be approximated by
yk D b.k/.
R1
P
2
We note that for small , kM k2L2 D 0 b 2 .t /dt D 1
kD0 b .k/ C o./. Consequently, if
f , we have gk D b.k/ and kM
f k22 D kgk k22 D
we use gk to denote the pulse response of M
l
l
P1 2
2
2

kD0 b .k/ D kM kL2 C o./.
P
From yk D kiD0 gki di , if dk is i.i.d. with mean zero and variance 2 , then
k2 D
k X
k
X
gki Edi dj gkj D 2
i D0 j D0
k
X
2
gki
6 2 kgk k2l2 D 2 kM k2L2 C o./.
i D0
If kM k2L2 is optimized, then kM k2L2 D as in (28). Consequently, the noise reduction ratio can
be expressed as
o./
e

DC
! , as ! 0.

(30)
Example 8
2
Consider a system L.s/ D ss 2C2s1
. The closed-loop systems characteristic equation is sD.s/ C
sC4
3
2
D.s/ C N.s/ D s C .2 /s C .1 C 4 /s C 3 D 0. It can be calculated by the RouthHurwitz
method that max D 1.366. The L2 norm of M as a function of is plotted in Figure 7. The optimal
averaging occurs at D 0.59 with the optimal sensitivity kM0.59 kL2 D 2.5263.
From the relationship D e = , for small sampling interval , D e = D e =0.59 D e 1.7
is the optimal rate for averaging in the discrete-time domain. For example, if D 0.01, we obtain
D 0.983. In other words, D 1 D 0.013 is the optimal step size for signal estimation
in (4).
H2 norm of F G/(1+F G)
4.5
3.5
2.5
0.2
0.4
0.6
0.8
1.2
1.4
Figure 7. Optimal averaging rate.


DOI: 10.1002/acs
513
6. COMMUNICATION CHANNEL UNCERTAINTIES AND OPTIMAL

BANDWIDTH UTILITY
In this section, we are considering three types of communication uncertainties: transmission errors,
packet losses, and channel delays. In a discrete memoryless channel (DMC), if the channel is time
invariant and independent, then xk depends only on sk . Although sk takes binary values in f0, 1g,
to accommodate the common scenario of packet loss in communications, xk will take values in
f0, 1, g where indicates that no signal is received at k because of packet losses. We shall denote
the channel by the mapping xk D .sk / with sk 2 f0, 1g and xk 2 f0, 1, g. The channel is
characterized by the probability transition matrix

D
with
P3
j D1
11
21
12
22
13
23
ij D 1, i D 1, 2. Here,
11 D P fxk D 0jsk D 0g, 12 D P fxk D 1jsk D 0g, 13 D P fxk D jsk D 0g
21 D P fxk D 0jsk D 1g, 22 D P fxk D 1jsk D 1g, 23 D P fxk D jsk D 1g.
Let p D P fxk D 0jsk D 0g D P fxk D 1jsk D 1g, q D P fxk D js D 0g D P fxk D js D 1g,
p D P fsk D 1g, p x D P fxk D 1g. For a symmetric channel, we have 13 D 23 (the probability
of data loss) and 11 D 22 (the probability of correct data transmission). Then,
s

D
p
1pq
1pq
p
q
q

.
(31)
Assumption 3
2p C q 1 0.
The case 2p Cq 1 D 0 means that p D .1q/=2. This implies that if the data are not lost (which
has probability 1q), then the channel output has an equal probability of receiving 1 or 0 regardless
what is the input symbol. This is the singular case, and the channel does not transmit any information, as evidenced in Shannons information theory. Because p x D pp s C .1 p q/.1 p s / D
.2p C q 1/p s C 1 p q, under Assumption 3, p s can be calculated from p x
ps D
p x .1 p q/
.
.2p C q 1/
(32)
In addition, communication channels introduce time delays. Suppose that a time delay of
seconds is in effect in data transmission at a given time. Under the sampling interval , this time delay
is translated into nd D
= steps of delay in discrete time. For notational simplicity, assume that
nd is an integer. Note that for any given
, nd ! 1 when ! 0. In other words, for a meaningful discussion of effect of time delay on systems in asymptotic analysis, nd must be varied so that
nd D
is a constant.
6.1. Impact of transmission errors and packet losses
In many practical systems with communication channels, it is desirable to reduce communication
power and bandwidth consumption, and perform signal processing at the receiving side. We shall
consider the case of the binary scheme for quantization and DMC communication channels. Let
wk D H.sk / represent the channel.

DOI: 10.1002/acs
514
L. Y. WANG ET AL.
Signal estimation and feedback control algorithms are modified from (12) to
xkC1 D xk C .Axk C Buk /
yk D C xk

1, yk C dk 6
sk D
0, yk C dk >
wk D H.sk /
e
k C wk e
k
kC1 D e
(33)
e
k .1 p q/
.2p C q 1/
b
y k D F 1 .k /
uk D b
yk .
k D
Remark 5
In this algorithm, the channel information p and q are assumed to be known. Joint identification of
the signal yk and the channel parameters p and q can be derived directly from the joint identification
algorithms in [11]. This will not be included here.
Definition 4
yk is slowly varying if jyk yk1 j 6 r for some small r.
By [24], we have the following result.
Lemma 3
Under
Assumption 1 and condition 4, if is selected as a function of r such that 1 .r/ ! 0 and
p
r=.1 .r// ! 0 as r ! 0, the algorithm (5) has the following property:
lim
r!0
F . yk /.1 F . yk //
1 C .r/
E.b
y k yk /2 D
.
1 .r/
f 2 . yk /
Theorem 10
The asymptotic signal estimation error is
.aF . yk / C b/.1 .aF . yk / C b//
1C
E.b
y k yk /2 D
,
!1 1
a2 f 2 . yk /
lim
(34)
where a D 2p C q 1 and b D 1 p q.
Proof
(34) follows from Lemma 3 with
lim!1
p x .1 p x /
1C
E .b
y k yk /2 D
1
.dp x =dyk /2
.ap s C b/.1 .ap s C b//
D
a2 .dp s =dyk /2
.aF . yk / C b/.1 .aF . yk / C b//
D
.
a2 f 2 . yk /

DOI: 10.1002/acs
515
By Theorem 10, we have the following system representation.

Corollary 3
Under (31), in Figure 5 when ! 1 Q./ D
variables satisfying Edk D 0 and Edk2 D
.1/
and fdk g is a sequence

.aF . yk /Cb/.1.aF . yk /Cb//
.
a2 f 2 . yk /
of i.i.d. random
Remark 6
We point out that communication errors and packet losses increase the variance of the equivalent
noise, but do not alter the structure of the closed-loop system. Consequently, under Assumption 3,
the stability analysis and performance trade-off presented in the previous sections remain valid here.
6.2. Impact of communication delays
Communication channels always encounter time delays. Communication latency indicates that the
data point sk sent at time tk will arrive at the receiver buffer at tkr D tk C e
k . Assuming that the

channel hubs employ FIFO buffers, the data sequence will not be altered despite time-varying delays
e
k . Suppose that the sampling of sk is synchronized

with tk D k where is the sampling interval.
r
. In other words, if sk is subject to a much shorter
k , tk1
Then, wk is received at tkr D max tk Ce
delay than sk1 , it will be considered as received immediately after wk1 is received.
Suppose the channel is subject to a constant but unknown time delay
. For simplicity, we focus
on time delay and assume that the channel has no other uncertainty. For a small sampling interval ,
the overall closed-loop system with signal estimation on y becomes
xkC1 D xk C .Axk C Buk / (plant)
yk D C xk

1, yk C dk 6
(quantization)
sk D
0, yk C dk >
wk D sk=
kC1 D k C .wk k /
(channel delay)
(signal averaging)
b
y k D F 1 .k /
uk D b
yk .
(35)
(signal exponential estimation)

(feedback)
Suppose the sampling interval is proportional to the step size D = . Define piecewise constant
interpolations .t / D k , w .t / D wk , y .t / D yk , w .t / D wk , t 2 k, k C /. Then for
t , s > 0, it is easily seen that
.t C s/ .t / D
.t Cs/=1
X

A0 xk B. F 1 .k / C xk /
kDt =
.t C s/ .t / D
.t Cs/=1
X
.sk= k /.
kDt =
In the previous equation, for notational simplicity, we used t = and .t C s/= to denote the integer
parts of t = and .t C s/=, respectively. In what follows, denote
t D f.t C / W
6 6 0g for all t > 0,
(36)
which is regarded as a C.

, 0I Rr /-valued stochastic process. That is, it is a stochastic process
mapping from the continuous function space C
, 0 to Rr . To establish the convergence of the
interpolated sequences, we first show that the sequence .x ./, .// is tight in an appropriate space
with Skorohod topology and the limit has continuous sample paths w.p.1. Then, we characterize
the limit process by martingale averaging techniques. Using [7, Chapter 8], we obtain the following
theorem; the detailed proof is omitted for brevity.

DOI: 10.1002/acs
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L. Y. WANG ET AL.
Theorem 11
Under condition (1), as ! 0, .x ./, y ./, w ./, .// converges weakly to .x./, y./, w./, .//
such that .x./, .// is a solution to the differential equation
8
x.t
P / D A0 x.t / B. F 1 ..t // C x.t //
< y.t / D C x.t /

(37)
w.t / D y.t
/
: P
.t / D 1 .F . w.t // .t //,
provided that (37) has a unique solution for each initial data (initial segments) x.0/ D x0 and
0 .0/ D 0 2 C
, 0.
The limit system is the same feedback system as (16) except that a delay is inserted. Inserting a
time delay into (16) leads to
y D L.s/e s u, u D R.s/y.
(38)
We would like to know the maximum constant time delay

max for (38) to be stable for all
<
max .
Because both signal averaging and time delay are involved, the stability margin
max is a function
of . Suppose L.s/ D N.s/=D.s/ where N.s/ and D.s/ are coprime polynomial functions of s.
The open-loop system is L.s/R.s/e s . The signal averaging filter is R .s/ D 1=. s C 1/. When
the channel delay
is an unknown constant, we would like to derive the maximum tolerance of the
feedback system to time delays. The open-loop system is L.s/R .s/e s . Observe that for a given
< max , the closed-loop system is stable when
D 0. By continuity, for sufficiently small
,
the closed-loop system will remain stable.
max . / is the maximum time delay, which is a function
of > 0, before the closed-loop system becomes unstable.
max . / can be calculated by using the
phase margin. The following result is a consequence of Nyquist stability, whose proof is classical
and omitted here.
Theorem 12
Suppose that the gain crossover frequency of the system L.s/R .s/ is !g . / and the corresponding
phase margin is . /. Then, for < max , the maximum time delay is
max . / D
./
.
!g ./
Example 9
Suppose L.s/ D 20=.s C 1/. For this system, it can be verified that max D 1. Then, for
20
20
, the gain crossover frequency can be derived from p 2 p
D 1,
L.s/R .s/ D .sC1/.sC1/
! C1 2 ! 2 C1
which gives
s
p
.1 C 2 / C .1 C 2 /2 C 1596 2
!g D
,
2 2
and the phase margin is D tan1 .!g / tan1 . !g /. The delay margin is then
tan1 .!g / tan1 . !g /
max . / D r
,
p
.1C2 /C
0 < < 1.
.1C2 /2 C15962
22
7. GENERAL QUANTIZATION SCHEMES AND TIME/SPACE COMPLEXITY ANALYSIS

If the range of yk is large, the bound in Theorem 3 can be extremely large. For example, if the noise
is a standard Gaussian noise, the bounds as a function of yk are listed in the following table.
x D yk
F .x/.1 F .x//=f 2 .x/ 1.57 2.28 7.63 69 1768 1.3 105

2.7 107
1.5 1010

DOI: 10.1002/acs
517
By Theorem 3, to reduce estimation errors, it is essential that
F . yk /.1F . yk //

f 2 . yk /
is small. This
cannot be achieved under a fixed threshold when the range of yk is large. One possible remedy is
to increase quantization levels, leading to the quantization scheme expressed in (1).
7.1. Signal estimation errors under quantized observations
The quantization scheme in (1) increases the word length for each sample from 1 bit to log2 .m C 1/
bits. On the other hand, it can reduce signal estimation errors. Clarifying this trade-off is of essential
importance in understanding how to use communication resources efficiently.
For i D 1, : : : , n, define pjs .yk / D F i .j 1 < yk 6 j / D F i .j yk / F i .j 1 yk /,
dp s .yk /
j
, j D 1, : : : , m C 1. For yk D y, a constant, denote
j D 1, : : : , m C 1 and hsj .yk / D dy
k

0
s
s
s
h .y/ D h1 .y/, : : : , hmC1 .y/ .
The following conclusions are essential for our pursuit here. Because they can be derived from
[10] with the uniform data windows replaced by exponential windows (N D .1 C /=.1 /), their
proofs are omitted.
Lemma 4
The CR lower bound for estimating y based on observations on fsk g is
0
2 11

s
mC1
.y/
h
j
C
B1 C X
s2 D @
A .
1
pjs
j D1
Theorem 13
The signal estimation scheme in (33) is asymptotically efficient in the sense that
as ! 1, where 2 is the error variance yk b
yk .
1C
1
2

s2 ! 0
By considering the worst case for y 2 ymin , ymax , we have

0
2 11 0
2 11

s
s
mC1
mC1
.y/
.y/
h
h
X
j
j
1C 2
BX
C
C
B
sup
inf
s 6
@
A D@
A .
s
1
pj
pjs
y2ymin ,ymax
y2ymin ,ymax
j D1
j D1
We now consider the case of DMC channels, without packet loss or time delay. Let pis D P
fsk D ig and piw D P fwk D ig. They are related by
piw D P fwk D ig D
mC1
X
P fwk D ijsk D j gP fsk D j g D
j D1
mC1
X
pjs j i ,
j D1
0 s s
0

w
s
where j i D P fwk D ijsk D j g. Let p w D p1w , : : : , pmC1
, p D p1 , : : : , pmC1
. Let 11 be a
column vector of all 1s with a compatible dimension. Note that 110 p s D 1 and 110 p w D 1. Then,
2
3

1,mC1
11
6
7
..
..
..
.p w /0 D .p s /0 , where D 4
(39)
5.
.
.
.
mC1,1
mC1,mC1
Example 10
For instance, in the case of symmetric and memoryless channels, 11 D q, 12 D 1 q, 21 D
1 q, 22 D q. It is easily checked that is full rank if and only if q 0.5.
p s D .0 /1 p w , which ensures that the probability information p w obtained at the receiving
site of the communication channel can be used to deduce the probability p s at the transmission site,

DOI: 10.1002/acs
518
L. Y. WANG ET AL.
which is then used to estimate the system parameters. Because dp s =dp w D .0 /1 , the variance of
the estimation error depends proportionally on the operator norm of .0 /1 .
By [25], pis be related to yk by an invertible mapping pis D Kis .yk /, i D 1, : : : , m C 1, whose
inverse is continuously differentiable. Denote
hsi .yk / D
hw
i .yk / D
Then, hw D
dp w
dyk

0
dpis .yk /
and hs .yk / D hs1 .yk /, : : : , hsmC1 .yk / .
dyk

0
dpiw .yk /
w
and hw .yk / D hw
1 .yk /, : : : , hmC1 .yk / .
dyk
dp
D 0 dy
D 0 hs . This analysis leads to the following conclusion.
k
Theorem 14
The signal estimation scheme in (33) is asymptotically efficient in the sense that it achieves
asymptotically the CR lower bound for estimating yk with observations on wk
2 !1
mC1
1 C X hw
i
2
w D
.
(40)
1
piw
i D1
7.2. Time and space complexity: general relationship

Theorem 14 establishes that the CR lower bound can be asymptotically achieved, and hence provides a platform for complexity analysis [25]. These can be interpreted in terms of time and space
complexities with identification errors as the performance measure. More precisely, represents
the exponential time complexity, and m represents the space complexity. They collectively provide
2
information and reduce uncertainty, as measured by CR
. Intuitively, increasing m is desirable in
error reduction, but it increases data flow rates and will increase communication errors if the power
of the communication channel is fixed. This defines the first trade-off. On the other hand, if is
close to 1, it provides more averaging and potentially reduce noise effects. But as analyzed in the
previous sections, it may affect feedback performance negatively. This forms the second trade-off.
Finally, as shown in Theorem 9, one can also reduce noise effects by selecting a smaller . This will
increase data flow rates and increase channel errors. This forms the third trade-off. This subsection
is devoted to study these trade-offs and their relations.
We shall start with a general discussions and then follow up with detailed treatment of some
typical communication configurations.
It is well understood that a communication channel is power constrained and channel error probabilities will increase when the transmission bandwidth B in bps increases [26]. This monotone
relationship will be denoted by a function pb D g.B/, where pb is the bit error probability. The
actual form of this function depends on channel physical layers, signaling, decoding schemes, and
so on. For some basic communication schemes, such as AWGN channels, amplitude shift keying, phase-shift keying, and quadrature amplitude modulation signaling, the optimal signaling and
decoding methods for bit error reduction have been explicitly obtained, see [26] and the references
therein. Under the sampling interval and quantization precision level m,
BD
1
log2 .m C 1/.
Hence, pb D g 1 log2 .m C 1/ . Because pb enters the channel matrix , we shall show this
dependence by using ., m/. For late use, we denote the column vectors of by ., m/ D
1 ., m/, : : : , mC1 ., m/.
Let opt be the optimal from (28) and be defined as in Theorem 9. Then, D e =opt .
Define
0

Hs D hs1 , : : : , hsmC1 , Ds ., m/ D diag01 ., m/p s , : : : , 0mC1 ., m/p s .

DOI: 10.1002/acs
519
Theorem 15
The system output error variance is
Eyk2 D
1
1 e =opt 0
Hs ., m/Ds1 ., m/0 ., m/Hs
.
=
opt
1Ce
(41)
Proof
By Theorem 9, Eyk2 D w2 . From Theorem 14, we have
w2
2 !1
mC1
1
1 C X hw
1 e =opt 0 1
i
H
D
D
.,
m/H
w
w
w
w
1
pi
1 C e =opt
i D1

w
w
w
w
where Hw D hw
D 0 p s ,
1 , : : : , hmC1 and Dw .T , m/ D diag p1 , : : : , pmC1 . From (39), p
w
0
s
0
which implies pi D i ., m/p . It follows that Hw D Hs . These equalities lead to
1
Hw0 Dw
., m/Hw D Hs0 ., m/Ds1 ., m/0 ., m/Hs
and
w2 D
1
1 e =opt 0
Hs ., m/Ds1 ., m/0 ., m/Hs
.
=
opt
1Ce
This completes the proof.
7.3. Time and space complexities on special channels

We now use one of the most commonly used communication schemes to demonstrate time and
space complexities and their relationships. Suppose that the communication channel is an AWGN
channel with noise density N0 . The signals are modulated by the binary phase-shift keying modulation, which becomes a special case of amplitude shift keying when the phase shift is selected to be
antipodal. In such channels, the optimal receiver has been shown to be the matched filter, and the
threshold can be optimized as well [26].
For simplicity of discussion, we have assumed that log2 .m C 1/ is an integer. Under such optimal
design, the minimum bit error probability is
s
!
2E
pb D Q
BN0
where Q.x/ D
p1
2
R1
x
e u
2 =2
du, E is the total energy in one period of signal modulation,
N0 =2 is the two-sided noise power spectral density (noise power per degree of freedom), and B
is the channel bandwidth in bps. Under a fixed total energy E and channel noise level N0 =2, from
B D 1 log2 .m C 1/, we have
s
pe D Q
2E
N0
!

.
log2 .m C 1/
(42)
Suppose that the channel is symmetric. Then, the channel transition matrix is of dimension
.m C 1/ .m C 1/ and
3
2
log .mC1/
pe 2
.1 pe /log2 .mC1/ pe .1 pe /log2 .mC1/1
7
6
..
..
7.
(43)
D6
.
.
5
4
log2 .mC1/
log2 .mC1/
pe

.1 pe /

DOI: 10.1002/acs
520
L. Y. WANG ET AL.
Note that

D
1 pe
pe
pe
1 pe

pe
1 pe
1 pe
pe

,
namely, the Kronecker product of the log2 .mC1/ basic one-bit channel transition matrix [27]. Consequently, the channel is nonsingular if pe 0.5 for any m. (41) in Theorem 15, (42), and (43)
characterize the time/space complexity relationship of this channel.
For example, consider a channel with the signal-to-noise ratio .SNR/ D 2E=N0 and the quantization level m. Then, the error probability pe is a function of the sampling interval . Figure 8 shows
such functions under different SNR, and Figure 9 shows such functions under different m.
Transmission Error Prabability: m = 3

0.45
0.4
Error probability pe
0.35
SNR=5 db
0.3
0.25
SNR=15 db
0.2
0.15
0.1
SNR=25 db
0.05
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Sampling interval
Figure 8. Transmission error probability as a function of the sampling interval under different SNR.
Transmission Error Prabability: SNR = 25 dB

0.45
0.4
Error probability pe
0.35
0.3
m=15
0.25
m=7
0.2
0.15
m=3
0.1
0.05
m=1
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
Sampling interval
Figure 9. Transmission error probability as a function of the sampling interval under different m.

DOI: 10.1002/acs
521

0.09
0.08
Output Errors
0.07
0.06
0.05
0.04
B=10 KHz
0.03
0.02
0.01
8
4
Sampling Interval
x 10
Figure 10. Output errors as a function of the sampling interval under a fixed data flow rate B D 10 KHz
and log2 .m C 1/ D B.
For this example, the channel transition probability matrix is

pe
pe
1 pe
1 pe
D
pe
1 pe
pe
1 pe
2
.1 pe /2 pe .1 pe / pe .1 pe /
6 p .1 p / .1 p /2
pe2
e
e
6 e
D6
4 pe .1 pe /
pe2
.1 pe /2
2
pe .1 pe / pe .1 pe /
pe

pe2
pe .1 pe /
pe .1 pe /
.1 pe /2
3
7
7
7.
5
For illustration, assume that the plant is the same as in Example 8. Hence, opt D 0.59 and
D 2.5263. The channel signal/noise ratio is SNR D 1 dB, or equivalently, R D 101=20 D 1.122.
The output disturbance or dither is i.i.d., Gaussian with mean 0 and variance 1.
Suppose that the channel bandwidth for the output is limited at B D 10 KHz. The output y.t /
is bounded in 10, 10. The quantization scheme is the uniform quantization. When the number
of quantization levels varies from log2 .m C 1/ D 3, 4, 5, 6, 7, 8 bits, the corresponding sampling
intervals are D log2 .m C 1/=B D 0.0003, 0.0004, 0.0005, 0.0006, 0.0007, 0.0008. Under each
time/space complexity selection, we consider the worst-case scenario for the signal value y.t /.
Figure 10 illustrates time/space complexity relationship when the norm of the output disturbances
is used as the performance index. In this example, D 0.0004 turns out to be the optimal choice.
8. CONCLUSIONS
Stability and performance of feedback systems with communication channels are affected by
channel uncertainty, measurement noises, sampling rates, quantization levels, and signal estimation
algorithms. This paper studies fundamental stability and performance limitations in such systems.
It is shown that by coordinating sampling rates and the estimation updating speeds, it is possible to
use the ODE approach to study the entire system in a limiting continuous-time system.
Noise artifacts on signals can be attenuated by signal averaging. When applied in an open-loop
setting, this is an issue of time complexity: the number of data points it takes to achieve a required
error bound. As a result, one may use small communication bandwidth resources if information
processing is not time pressing. However, if feedback control is involved, signal averaging becomes
less effective. It is shown in this paper that in this situation, for a given communication bandwidth,
noise attenuation encounters an irreducible error. This error is a function of bandwidth resources.
This dependence is derived within the framework of averaging stability margin, performance

DOI: 10.1002/acs
522
L. Y. WANG ET AL.
limitations, and optimal filter design. Impact of communication channel uncertainties are investigated, including network packet losses, data distortion, and latency.
There are many open problems and challenges in this direction. When practical schemes for data
compression, quantization, and source and channel coding are taken into consideration, theoretical
issues become more complex. Also, channel uncertainties are usually time varying and random,
whose properties depend on network operational conditions.
ACKNOWLEDGEMENTS
This research was supported in part by the Army Research Office under grant W911NF-12-1-0223, by the
Australian Research Council under Discovery Grant DP120104986, and by the National Natural Science
Foundation of China under grant NNSFC 61203067.
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INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING

Int. J. Adapt. Control Signal Process. 2014; 28:496522

Feedback systems with communications: integrated study of signal

signal estimation; sampling; quantization; communication; feedback system; stability; noise

FEEDBACK SYSTEMS WITH COMMUNICATIONS

Int. J. Adapt. Control Signal Process. 2014; 28:496522

Figure 1. Continuous-time and sampled systems.

2. SYSTEM CONFIGURATIONS AND MAIN ISSUES

iIfi 1 <yk 6i g

Int. J. Adapt. Control Signal Process. 2014; 28:496522

FEEDBACK SYSTEMS WITH COMMUNICATIONS

We will start with a binary-valued quantization of threshold , leaving general quantization

Note that if regular sensors are used, then  0 is already an estimate of yk , b

Int. J. Adapt. Control Signal Process. 2014; 28:496522

Figure 2. Effects of signal averaging weights on closed-loop systems.

Int. J. Adapt. Control Signal Process. 2014; 28:496522

FEEDBACK SYSTEMS WITH COMMUNICATIONS

Figure 3. Interaction of sampling and signal estimation affects feedback stability.

Int. J. Adapt. Control Signal Process. 2014; 28:496522

Impact of Averaging Weighting Factors on Noise Attenuation

Averaging Decaying Rates

Figure 4. Limitations of noise attenuation by signal averaging in closed-loop systems.

Int. J. Adapt. Control Signal Process. 2014; 28:496522

FEEDBACK SYSTEMS WITH COMMUNICATIONS

Indeed, suppose xk D yk C dk and yk D  is a constant. Let k D Qxk , namely k D

Figure 5. Equivalent representations.

Int. J. Adapt. Control Signal Process. 2014; 28:496522

3.2. Asymptotic continuous-time representation and limit ODE

xkC1 D xk C .A0 xk B. F 1 .k / C xk /

xkC1 D xk C .A0 xk Bek /

Because ek D F 1 .k / C xk , we have (13).

FEEDBACK SYSTEMS WITH COMMUNICATIONS

which is exactly the feedback system with

Copyright 2013 John Wiley & Sons, Ltd.

Int. J. Adapt. Control Signal Process. 2014; 28:496522

Hence, the locally linearized system of (17) is

When ! 0, the filter Q./ D

in (9) can be approximated by the continuous-time filter

where D e = . This is reduced to the filter Q in (9).

Int. J. Adapt. Control Signal Process. 2014; 28:496522

FEEDBACK SYSTEMS WITH COMMUNICATIONS

Figure 6. Accuracy of asymptotic analysis.

4. FEEDBACK ROBUST STABILITY AGAINST SIGNAL AVERAGING

Because P0 > 0, we check det.P / D det.P0 / det

Int. J. Adapt. Control Signal Process. 2014; 28:496522

For sufficiently small , the dominant terms are

It remains only to show that

Int. J. Adapt. Control Signal Process. 2014; 28:496522

FEEDBACK SYSTEMS WITH COMMUNICATIONS

The theorem follows from the definition of the gain margin.

Int. J. Adapt. Control Signal Process. 2014; 28:496522

is invertible in M for all 0 6 < max .

(i.e., it is analytic and its inverse is also analytic) from to D. Define

Int. J. Adapt. Control Signal Process. 2014; 28:496522

FEEDBACK SYSTEMS WITH COMMUNICATIONS

1 .0/ D 0, which implies S.pi / D 0 because pi 0, and q.j / D 1 .j

5. PERFORMANCE LIMITATIONS AND OPTIMAL FILTER SELECTION

where k kL2 is the L2 norm.

Int. J. Adapt. Control Signal Process. 2014; 28:496522

gki Edi dj gkj D  2

Figure 7. Optimal averaging rate.

Int. J. Adapt. Control Signal Process. 2014; 28:496522

Note that if regular sensors are used, then 0 is already an estimate of yk , b

Indeed, suppose xk D yk C dk and yk D is a constant. Let k D Qxk , namely k D

xkC1 D xk C .A0 xk B. F 1 .k / C xk /

Because ek D F 1 .k / C xk , we have (13).

where D e = . This is reduced to the filter Q in (9).

gki Edi dj gkj D 2