IEEE TRANSACTIONS ON COMMUNICATIONS, VOL. COM-28, NO.

8, AUGUST 1980 1269

Short Term Frequency Instability Effects in Networks

of Coupled Oscillators
WALTER R.-BRAUN, MEMBER, IEEE

Absrrucr-A set of N identical oscillators (clocks) are connected to

formamutuallysynchronousnetwork.Generalmatrixexpressions
are derived for the phase error spectrum at each oscillator when the
networkoperates in thelinearregime.Forcertaintopologies of
practical interestthephaseerrorvarianceandthecorrelationbe-
tween the errors at different oscillators is computed and compared in
their behavior for large N . The results presented assume no thermal
noise and nodelay between the oscillators. However, the theory canbe
easily extended to include these two effects. *k
Fig. 1. Linearized model for a typical node.
I. INTRODUCTION

T HE problem of synchronizing many oscillators occurs in k, anda k l , I = 1, .-, N are the weights used in node k to average
numerous distributed systems, such as digital communica- the N phase processes. We will assume
tion networks, distributed logic systems, and electrical power
generation [ 1 1 -[8]. Depending on the application, sucha net- akk =0 (1)
work synchronization may have a dual purpose: besides pro-
viding system coherence itmay enhance the frequency stability.
A system where both benefits are highly desirable is the Solar
Power Satellite under study by NASA. Here, a large number of
power amplifiers have to be synchronized to produce a high-
power microwave beam from a large aperture phased array.
Good frequency stability is imperative in order to minimize
interference in adjacent frequency bands. Then, if all PLL's are identicaland thephase variations are small
This paperstudiesthe effect of networktopologyon enough to allow a linearization of the loop equation we find
system coherenceandfrequency stability.It shows that the for the steady-state behavior of the kthoscillator
maximum increase in stabilityattainable is proportional to
the number of oscillators and that most of the improvement
can be attained with very low connectivity. This is particularly
importantfor systems distributed over wide geographical
areas. where @k and j[lk are the Fourier transforms of the time func-
Section I1 defines the problem and presents the linearized tions e k and $ k , respectively, and H ( o ) is the PLL transfer
system equation in matrix form for an arbitrary network. Sec- function. Since the oscillator noise appears only in its filtered
tion 111 applies the theory to various topologies of special in- form in the above equation, it is convenient to define the new
terest. It begins with a simple chain of oscillators where each process
node is slaved to the previous one (this could be one branch
in a tree network) and proceeds through systems of increasing G k ( 0 )= [ 1 -H(0)] *k(o). (5)
complexitytothe fully connectednetwork.It provides ex-
plicit equations for the differential phase error and the phase The system operation can be described more concisely in vec-
stability of the system. It also demonstrates the effect of the tor notation by defining the weighting matrix A(w) and the
synchronizationloop transfer functiononthestability. Sec- phase vectors 0 and +:
tion N summarizes the results and presents the conclusions.
11. NETWORK MODEL
Consider a network of N nodes, where each node represents
an oscillator (PLL) phase locked to a weighted average of the
phases of all other oscillators. Fig. 1 shows the kth oscillator
ofsuch asystem. Here, e l , ..., ON are therandom phase-
processes of the I'LL'S, $ k is the oscillator phase noise at node where t stands for transpose. Equation (4) then takes the form
Manuscript received June 15, 1979; revised April 3, 1980.
The author is with the LinCom Corporation, Pasadena,CA 91 105. @(a)=A(w)@(w)+ G(w) (9)

0090-6778/80/0800-1269$00.75 0 1980 IEEE

or, withI as the N X N identity matrix

@(o)= [ I - A ( w ) ] -%(w). (10 )

The above description ofthekthnode excluded "master"

oscillators described by akl = 0 , 1 = 1, -., N , and e k = $ k .
Such nodes can be included in (IO) by setting i i k = \ k k for
master oscillators. The spectrum and cross-spectrum (viz., the
Fouriertransformofthe cross-correlation function)ofthe
processes 0 can now be easily found:

[Sek,(w)l = E { ~ ~ * ' } = [ I - A I - ' [ s ~ I [ I - A I - ' *(11)

~

where [S$] is a diagonal matrix with the spectrum of the kth

oscillator (filtered by 1 - H for all but the master oscillators)
in its kth position.If there are no masteroscillators, all diagonal
elements of [S$ ] are identical and,(1 1) reduces to

[So,,] = S ~ ( w ) [ I - A ] - ' [ I - A ] - ' * f . (12)

111. SPECIAL CASES

The results of Section I1 will now be applied to several net-
work configurations of practical interest. The following topo-
logies will be considered.
SingleChain: A linear array where the first oscillator is a
master. The kth clock is controlled by the (k - I)th, k = 2, ..., (e)
N [Fig. 2(a)] . Fig. 2. Network configurations analyzed. (a) Single chain, (b)double
Double Chain: Alineararraywhere the kth oscillator is chain, (c) single loop, (d) double loop, (e) completely coupled system.
locked to theaverage phase of its twoneighbors. The oscillators
at the two ends of thechain are slaved to their neighbors [Fig. Substituting this matrixinto (12) the phase spectracan be
2(b)l. computed for any given oscillator spectrum. The largest varia-
Single Loop: Circular array obtained from the single chain tion may be expected at the Nth oscillator so its spectrum is
by slaving the first oscillator to the last one [Fig. 2(c)]. computed next:
Double Loop: Circular array obtained from the doublechain

I
N-2
by coupling the two end oscillators [Fig. 2(d)]. SeN(w)= I H(w) 12N-2 + I 12k
Completely Coupled System: A system where every oscilla- k=b
tor has the average of all other clock phases as its input.

I 1 -H(w) l2
i
[! ;
A . Single Chain SJ,(w)
Here the matrix A takes the form

A =H(o)

'
0

.
1 -0

1 0
0
01.
0

The inverse of [ I - A] is then (with w suppressed for concise

(13)
= {I H(w) + 1 - I H(w)
1 - I H(w) I'

It can easily be shown that the term between braces above is

identical to one for a first-order loop, Le.,if H(w) = 2WL/
notation) +
( ~ W L jw). Figs. 3 and 4 show the frequency response for
- two second-order loops. In Fig. 3 the loop damping t is equal
1 0 to one which leads to a high gain near the loop natural fre-
quency. Increasing the damping to t = 2 reduces the peak con-
H 1_- 0
siderably (Fig. 4).
[I-A] - ' r(2 H 1 We note the following limiting cases which hold for all PLL
transfer functions.
HN- 1
HN- ... H
-
BRAUN: NETWORKS OF COUPLED OSCILLATORS 1271

i.e., in both cases the stability has not been improved or de-
graded over the performance ofa single oscillator. The variance
ofthe first phase noise is clearly = uIL andthe correla-
tion between the first and last phase noise is given by

1 "
-- H N - (w)SQ(w)dw. (17)
OelN -2n -
0 0

Hence the phase difference between the first and last element
has the variance

B. Double Chain
ani-.
RE
.L ..
0.5
.- - ..L . . .
1. E I. 5
...j-.-lL.. . I ..
28 25
..---A,
10 For this case the following matrix represents the system
WW,
topology
Fig. 3. Frequency response for single chain (second-order PLL, < = 1).

0 w 0 '
1 H 0 H .
A =-
0. .. .
2 0.
.
.
H.
.
.
.
. :I
Using thecofactormethod recursively anyelement of [I -
A ] -' can be found. If we are interested itl the variance and
correlation of the phase noise in the two end-oscillators only,
it suffices to compute the first and last row of the inverted
matrix. The following expressions result then for the spectra:

0.01 I I I I I I I I
0.6 0.5 1.E 1.5 2.0 2.5 10 1 5 4.E 4.5
w/w ,
Fig. 4. Frequency response for single chain (second-order PLL, = 2).

where
 1- -
\H*)Ll -dm*]

+4 ($JN-i [( l+di=P N-l

+(1 -
2
4 m
)
N-l
3

=1-P N=2.

Figs. 5 to 7 show the system response Se(a)/S$(w) for first-

andsecond-order PLL's. Notethatthe peaks in thesecond- C. Single Loop
orderloopresponses areconsiderablysmallerthanforthe we have to invert the matrix
single chain; Also, the stability is improved for large N at low
frequencies,
For the limiting case H = 1 we find

1 2N-3
S,g;(a)=-- SJ,
2 (N - 1)2 and we find for the phase error spectrum

The ratio Si&, is shown in Figs. 8 to 10 as a function of a

i.e., this part of the phase noise is common to all oscillators.
for different loops. The limit forH ( o ) = 1 is
For H(o) = 0 on the other hand the result is as expected:
BRAUN: NETWORKS OF COUPLED OSCILLATORS 1273

Fig. 5. Frequency response for double chain (first-order PLL). Fig. 8. Frequency response for single loop (first-order PLL).

laOt

w/ w,
Fig. 6. Frequency response for double chain (second-order PLL,
5 = 1). Fig. 9. Frequency response for single loop (second-order PLL, 5 = 1).

I I I I I I I I I
80 1.0 20 3.0 4.0 90 6.8 7.0 &B 9.0
w/w,
Fig. 7. Frequency response for double ch+n (second-order PLL,
5 = 2). Fig. 10. Frequency response for single loop (second-order PLL, 5 = 2).
1274 IEEE TRANSACTIONS O N COMMUNICATIONS, VOL. COM-28, NO. 8, AUGUST 1980

It seems then that the stability can be increased in this con-

figuration by choosing
a large
bandwidth.
loop 1.0 1 I I I I I I
I
D. Double Loop
This case is characterized by the following matrix:
ro H o .-- HI

The results for arbitrary values of H are somewhat involved so

we restrict ourselves to thelimiting cases. For H = 1 we Qnd
1
=N
while for H = 0
so =s,. Fig. 11. Frequency response forcompletelycoupledsystem(first-
order PLL).
Hence in these limiting cases the complication of phase lock-
ing to two oscillatorshas not improved the 'stability of the
system over the single loop performance.
E. Completely Coupled System
The completely coupled system is characterized by the ma-
trix

Inverting [I- A ] we find

I I+
N-2
1 -- H IH 12/(N- 1) a0 I 1 I I I I I I
N-1 0.0 1.0 20 3.0 4.0 5.0 E'0 7.0 E0 B0
l2 I 1 -H I2S,(w).
1 -- H - F 2 / ( N - 1)

The
ratio Se/Sb is shown in Figs. 1 1 to 13 different
for loops. l.ev I 1 I I I

For the cross-spectrum between two arbitrary nodeswe find

2 N- 2
-pe(H)-- IH l2
N-1 (N - 1)2
' 8 jk(w) =

11
I 1 -H
N -2
-N--l
I2S,(0)
H -P(N- I)
.I2
and hence for the spectrum of thephase difference

' 8 i- ek(W) I

1 1 2
N-2
2 1--H +-3N--4 IH12--
N- 1
WH) a el I I I I I I I I 1
N-1 (N-lf ae 20 +0 50 ~0 lae 128 14.0 1E0 la0
I1

I2
N-2 w/w,
H-H2(N- 1) Fig. 13. Frequency response for completelycoupledsystem(second-
order PLL, 5 = 2).
BRAUN:
OSCILLATORS
NETWORKS OF COUPLED 1275

I
BB 20 4.0 E8 E0 1U0 128 14.0 16.0 1EB
w/w,
Fig. 14. Frequency response for phase difference in completely coupled Fig. 16. Frequency response for phase difference in completely coupled
system (first-order PLL). system (second-order PLL, = 2). r
REFERENCES
H . Inose, H. Fujisaki,and T.Saito,“Theory of mutuallysyn-
chronizedsystems,” Electron.Commun.Japan. vol.49,Apr.
1966.
A.Gersho and B. J.Karafin,”Mutualsynchronization of geo-
graphically separated oscillators,” Bell Sysr. Tech. J . . vol. 45. pp.
1689-1704. Dec.1966.
F
J . Yamoto, M. Ono, and S. Usuda,“Synchronization of a PCM
u
z
Lu
integratedtelephonenetwork,” IEEE Trans.Commun.Technol..
>
Y
vol. COM-16, pp. 1-1 1 , Feb.1968.
z
Y

0
118 ’ 20 ’ 28 ’ 48:
---
5.8
-LA6.8 1.8
w/w
Fig. 15. Frequency response for phase difference in completely coupled
r
system (second-order PLL, = 1).
Theterm in braces is plotted in Figs. 14to16forthree
typical loops. Notethatthe low frequency response is the
same as in Figs. 1 1 to 13 while the limit for H = 0 is at 2 since
the oscillators are decoupled in this case.
IV. SUMMARY AND CONCLUSIONS
The results presented in the last section show that the net-
workfrequency stability can begreatly increased through
mutual coupling,particularly in the low frequency region
where it is needed most due to the f type spectrum typical
for oscillators. This improvement can be realized to a large
extent even ina networkwith low connectivity. Since the
phase error is only reduced inside theloopbandwidthit is
best to widen thebandwidth as far as thethermal noise
permits.
M. R . Miller, “Feasibility
studies of synchronized-oscillator
systems for PCM telephone networks,” Proc. Inst. Elec. E n g . , vol.
116, pp. 1135-1 142. July 1969.
H . Otto,”Synchronisierverfahren von integriertenPCM-Netzen
nach dem Phasenmittelungsprinzip (Synchronization procedures for
integratedPCMNetworksusingthephase-averagingprinciple),”
Nachrichtentech. Z . . vol. 23. pp. 402-41 1, Aug. 1970.
161 J. Yamato. S. Nakajima,and K. Saito.“Dynamicbehavior of a
E0
synchronizationcontrolsystemforanintegratedtelephone net-
work,” IEEE Trans. Commun., vol. COM-22, pp. 839-844, June
1974.
171 W. C. Lindsey and A. V . Kantak, “Mathematical models for the
timetransfer
networks,”
presented at
Int.
Conf.
Commun.,
Toronto, Ont., Canada, June 1978.
[SI -, “Network synchronization of random signals in noise,” this
issue, pp. 1260-1266.
*
Walter R. Braun (S’71-M’76) was born in
Zurich,Switzerland,onApril 6 , 1947. He re-
ceivedthe“Diplom” in electricalengineering
from the Swiss Federal Institute of Technology,
Zurich, in 1972 andthe M . S . E . E . andPh.D.
degreesfromtheUniversityofSouthernCali-
fornia,
LosAngeles, in 1973and1976.re-
spectively.
He joined LinCom Corporation in 1976 where
he hasbeenworkingonsynchronizationprob-
lems of digital communication systems and on the
simulation of satellite communication links.