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Int. J. on Recent Trends in Engineering and Technology, Vol. 7, No. 2, July 2012
2012 ACEEE
DOI: 01.IJRTET.7.2.547
Generating Chaos from A System of Two Stable First
Order Conventional Digital Phase Locked Loops
Bishnu Charan Sarkar
1a
, Saumendra Sankar De Sarkar
2
, Tanmoy Bannerjee
1b
1
Department of Physics, The University of Burdwan, Burdwan, West Bengal, 713104, India
a
Email: bcsarkar_phy@yahoo.co.in
b
Email: tanbanrs@yahoo.co.in
2
Department of Physics, Raniganj Girls College, Burdwan, West Bengal, 713358, India
Email:ssdesarkar@gmail.com
Abstract A technique for obtaining chaotic response from a
stable first order conventional digital phase locked loop (DPLL)
driven by another stable first order conventional DPLL has
been reported in this paper. The dynamics of the driven system
has been characterized using the dynamical measures of
Lyapunov exponent and Correlation dimension. It is found
that the resultant chaos is low dimensional, which ensures
the application potentiality of the system.
Index Terms digital phase locked loop (DPLL), stability
analysis, chaos generation
I. INTRODUCTION
Starting from the last decade of the twentieth century,
researches on the chaotic behaviour of nonlinear electronic
systems addressed the problems on prediction of chaos, chaos
control and chaos synchronization alongwith possible
applications of chaos. Several examples of occurrence of
complex behaviour like bifurcation, chaos, intermittency etc.
in electronic systems can be found in [1] and the references
therein. By controlling bifurcation and chaos one can control
or suppress the chaos [2] where it is unwanted (Power
electronics). Again sensitiveness to initial conditions and
the wideband property of chaotic signals have made them
useful in secure communication methods [3]. Since chaotic
signals play an important role in digital communication
systems, researchers in the field of engineering and physics
have been attracted towards designing and implementing new
chaos generators. There are many implementations on chaos
generators in the literature [4,5]. A few years ago, a different
problem, namely, to make a nonchaotic system chaotic or
enhancing the existing chaos, received considerable research
interest to the community of nonlinear dynamics. This has
been termed as chaotification or anticontrol in the literature
[6,7]. The interest in this research, i.e., chaos synthesis, is
mainly due to the great potential of chaos to be applicable in
various engineering and technological fields.
Phase-locked loop (PLL) is probably the most widely used
functional device in modern communication systems [8] owing
to its application potentiality in synchronous communication
systems and rich nonlinear dynamical behaviour. At the
advent of digital communication systems digital phase locked
loop (DPLL) has replaced its analog counterpart because
they overcome the problems of sensitivity to DC drift, periodic
adjustment and the building of higher order loops [9]. DPLLs
can be used as controlled chaos generators by suitably
adjusting the design parameters [10,11]. In the present paper
a technique has been proposed to make a first order stable
DPLL chaotic by controlling it using another stable first order
DPLL. Considering the first DPLL as Master and the second
one as Slave, the error signal of the Master DPLL (MDPLL)
is subtracted from that of the Slave DPLL (SDPLL) of that
instant and the difference is mixed with the error signal of the
SDPLL after proper gain. Phase error dynamics of the system
of DPLLs has been studied by numerical simulation. It is
observed that the dynamics of the driven system can be
controlled by varying the coupling strength. The bifurcation
and chaos of the system have been explored using nonlinear
dynamical theoretical and computational tools.
The paper is organized in the following way. Section II
describes the system description and system equations.
Section III includes the stability analysis of the system. The
behaviour of the system obtained from numerical simulation
studies and the corresponding numerical analysis of the
bifurcation phenomena have been discussed in Section IV.
The chaotic response of the system has been quantified in
section V through time series analysis by standard dynamical
measures. Finally, it has been concluded that the proposed
chaos generator may be utilized in chaos based secure
communication systems as it produces low dimensional
chaos.
II. SYSTEM DESCRIPTION AND SYSTEM EQUATION FORMULATION
The block diagram of the proposed system of two first
order DPLLs coupled unidirectionally is shown in Fig. 1. Each
of them is a positive going zero crossing type DPLL (ZC
1
-
DPLL) which comprises of a sampler, a loop digital filter (LDF)
and a digitally controlled oscillator (DCO). s(t) is a noise free
unmodulated signal of amplitude A
0
and angular frequency
, mathematically expressed as

0 0
( ) sin[ ] s t A t = + (1)
where
0
is the constant phase part of the input signal.
The sequence of the samples {x
i
(k)}, k=0,1,2, ... is filtered
by the LDF and the filtered version of the samples
{y
i
(k)}(having a dimension of time), controls the period
T
i
(k+1)of the DCO at the (k+1)th sampling instant (SI) with
the following algorithm [9],
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2012 ACEEE
DOI: 01.IJRTET.7.2.
Int. J. on Recent Trends in Engineering and Technology, Vol. 7, No. 2, July 2012
547
Figure 1. Block diagram of unidirectional coupling of two first
order DPLLs.
( 1) ( )
i i i
T k T y k + = , (2)
where ( 2 / )
i i
T = is the nominal period of the DCO. The
suffix i assigned to a parameter denotes that it corresponds
to ith DPLL.
The sampler output at the kth instant can be written as

0
( ) sin ( )
i i
x k A k = (3)
where ( )
i
k is the loop phase error defined as

1
0
( ) 2 ( )
k
i i i i
k k y j

=
(4)
where ( / )
i i
= is the normalized input frequency of the
ith DPLL.
Both the DPLLs give stable output when they are not
coupled to each other. The first one i.e. the MDPLL is driving
the second one or the SDPLL. The Additional Error Signal
(AES) obtained from the Master and the Slave by
subtracting the error signal of the MDPLL from that of the
SDPLL at same instant is mixed with the error signal of the
SDPLL after proper gain.
The phase governing equation of the first MDPLL can easily
be found as

1 1 1 1 1 1
( 1) ( ) 2 ( -1) - sin ( ) k k K k + = + (5a)
and that for the SDPLL is

2 2 2
( 1) ( ) 2 ( -1) k k + = +

2 2 2 2 1
[sin ( ) {sin ( ) sin ( )}] K k P k k + (5b)
Here
1
and
2
represents the steady state phase error of
the Master and the Slave respectively in coupled mode. The
parameter P denotes gain of the AES or simply the strength
of coupling.
0 i i i
K A G = is the loop gain and G
i


is the gain
of the LDF of ith DPLL.
III. STABILITY ANALYSIS
The convergence and stability analysis of first order
CDPLL is well documented in [12]. For stable operation of
the system K
i
is limited as,
0 2
i
K < < , for
i
=1, (6a)

2 2
0 ( ) [2 ( 1)] 4 K
i i i
< < , for
i
1, (6b)
Also for an optimum transient response K
i
should be 1 for a
phase step input (
i
=1) and
2 2
( ) [2 ( 1)]
i i i
K =1 for a
frequency step input (
i
1).
Lets now find the stability of the coupled system. Clearly,
(5a) and (5b) are two first order map equations of the form
1 1
( 1) { ( )} k f k + = a n d
2 1 2
( 1) { ( ), ( )} k g k k + =
respectively.
To find the stability criterion of the coupled system we
examine the behaviour of (5b) around fixed points
1, S
and
2, S
.
1, S
is the steady state phase error of the MDPLL and
2, S
is the steady state phase error of the SDPLL taking the
coupling in account. From (5a) we get, for steady state,
1
/
1, 1 1
sin ( )
S
a b

= where
1 1
2 ( 1) a = and
1 1 1
b K = . Using
the value of
1, S
in (5b) one can get
1
2, 2 2 1, 2
sin [{ sin( )}/ ]
S S
a c b

= + , where
2 2
2 ( 1) a = ,
2 2 2
(1 ) b K P = + and
2 2 2
c K P = . The
Jacobian matrix of (5a) and (5b) is given by

1 1
2 1 2 2
1 cos ( ) 0
cos ( ) 1 cos ( )
b k
J
c k b k

| |
=
|
|

\ .
(7)
The fixed points
1, S
and
2, S
are chosen to linearize (7). It
then reduces to

1 1,
2 1, 2 2,
1 cos 0
*
cos 1 cos
S
S S
b
J
c b

| |
= |
|

\ .
(8)
Now according to Ostrowskis theorem [12] in order to reach
steady locked state , the eigenvalues of the matrix (8) , de-
noted by
i
, i=1,2 must satisfy the condition 1
i
< . Deriv-
ing the eigenvalues of
*
J
one can easily find the stability
condition of the driven system as

1 2 2
2 2 2
1 1
2
2 2 ( 1)
0 (1 ) 2 ( 1) 4
K P
K P
K

( < + + <
(

(

(9)
IV. SIMULATION RESULTS AND NUMERICAL BIFURCATION
ANALYSIS
Two conventional first order DPLLs are coupled as shown
in Fig 1. The gain of the MDPLL (with
1
=1.1) and SDPLL
(with
2
=1.11) are chosen as K
1
=1.84 and K
2
=1.8 respectively, ,
so that they individually remain in stable zone of operation
(following condition (6)). To study the response of the Slave
(5a) and (5b) are used. The stability behaviour of the system
has been examined by drawing bifurcation diagram of the
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Int. J. on Recent Trends in Engineering and Technology, Vol. 7, No. 2, July 2012
2012 ACEEE
DOI: 01.IJRTET.7.2.
steady state phase error (
2
( ) k ) of the SDPLL with the cou
pling strength (P). Along the horizontal axis of the bifurca-
tion diagram, the coupling strength of the system is varied,
while successive values of the phase error have been plotted
along the vertical axis. Fig. 2 shows the bifurcation diagram
of
2
( ) k vs. P of the SDPLL. The steady state phase error of
SDPLL shows bifurcation at P~0.058, which is in well agree-
ment with (9), and ultimately becomes chaotic at P~0.4. Thus
response of the driven system becomes chaotic although
the individual components are not chaotic at all. This is un-
doubtedly an interesting phenomenon. Similar cases may also
occur for different sets of and K values. This can be easily
understood from Fig. 3 (K
1
=1.9,
1
=0.9, K
2
=1.95,
2
=0.95)
and Fig. 4 (K
1
=1.95,
1
=0.9, K
2
=1.85,
2
=1.1).
547
Figure 2 : Bifurcation Diagram of the Steady state phase
error of the Slave with Coupling Strength
(K
1
=1.84,
1
=1.1, K
2
=1.8,
2
=1.11)
Figure 3: Bifurcation Diagram of the Steady state phase
error of the Slave with Coupling Strength
(K
1
=1.9,
1
=0.9, K
2
=1.95,
2
=0.95)
Figure 4: Bifurcation Diagram of the steady state phase error
of the Slave with Coupling Strength
(K
1
=1.95,
1
=0.9, K
2
=1.85,
2
=1.1)
Figure. 5: Phase error (of the SDPLL) vs. sampling instant showing
(a-b) intermittent behaviour and (c) fully developed chaos
It is evident from the bifurcation diagrams (Fig. 2, 3and 4)
that the phase error of the SDPLL shows period doubling
phenomenon. Fig. 2 shows that the chaotic dynamics is first
observed at P~0.4198. For 0.4198 1 P s s , the dynamics is
more complicated. This interval exhibits chaotic orbits
interspersed by periodic windows and intermittent chaos.
For P slightly below 0.4788 the chaotic attractor consists two
bands. At P=0.4788 we get single band chaotic attractor. At
P=0.57593 sudden destruction of chaotic attractor occurs and
it is replaced by a period-3 attractor. If the control parameter
P is increased further, the period-3 orbit undergoes a further
set of period doubling bifurcations leading to a chaotic
motion. At P=0.57593 intermittent dynamics is observed. Fig.
5a and 5b show the regular lamina like region just below
P=0.57593 and Fig. 5c shows the fully developed chaos. As P
decreases from 0.57593 the bursts becomes more frequent.
At P>0.5969 sudden widening of the size of the chaotic
attractor is noticed. The sudden widening, sudden
destruction and band-merging are known as crises. Similarly
we can analyze the other bifurcation diagrams obtained in
this section. But these are not discussed here. As in all the
cases the simple periodic behaviour changes to chaotic
behaviour through a sequence of period doubling
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Int. J. on Recent Trends in Engineering and Technology, Vol. 7, No. 2, July 2012
547
phenomena, the values of Feigenbaum constant or
Feigenbaum Delta are calculated for these cases. The constant
is defined as the ratio
1
0
1
lim
n n
n
n
n n
A A
A A

=

, where A
n
is
the parameter value for which period-2n is born. But as n
gets large, the successive bifurcations get closer together
and it becomes much difficult to deal with large n-values.
However graphically determined values of for the three
cases have been shown in Table I and in all cases the values
are very close to the Feigenbaum constant =4.66920161...
Table I. FEIGENBAUM DELTA
V. QUANTIFYING CHAOS THROUGH TIME SERIES ANALYSIS
The dynamics of the proposed system has been analyzed
in this section using the time series data of the phase errors
obtained from the phase governing equations (5a) and (5b).
Two important tools for investigating the behavior of the
nonlinear dynamical systems, namely, (a) the Lyapunov ex-
ponent and (b) the correlation dimension are used for this
purpose. The first one gives a measure of divergence (actual
time dependence) of nearby trajectories while the second
one emphasizes the geometrical nature of the attractor in the
phase space. The method of finding the Lyapunov Exponent
from map equation is well documented in literature [13]. The
phase governing equation (5b) of the SDPLL looks like a one
dimensional map of the form
2 2 1,
( 1) [ ( ), ]
S
k g k + = for a par-
ticular set of parameters. Here
1, S
is a constant term, as the
MDPLL is a stable one. Thus the system will have a single
Lyapunov exponent and it can be defined as

2 2 2
1
1
lim log 1 (1 ) cos ( )
N
N
i
K P i
N

=
A = + (10)
In this case 10,000 points are taken , which is sufficiently
large for the present system. Fig. 6, 7 and 8 show that the
Lyapunov spectrums (Lyapunov Exponent
A
vs. the coupling
strength P) of the present system are well agreed with the
corresponding bifurcation diagrams (Fig. 2, 3 and 4
respectively).
A
becomes zero at the points of bifurcation
and goes to negative infinity when it shows super stable
cycle. Sudden jumps of
A
into negative region indicate that
Figure 6: Lyapunov exponent of the SDPLL with Coupling
Strength. (K
1
=1.84,
1
=1.1, K
2
=1.8,
2
=1.11)
Figure 7: Lyapunov exponent of the SDPLL with Coupling
Strength. (K
1
=1.9,
1
=0.9, K
2
=1.95,
2
=0.95)
Figure 8: Lyapunov exponent of the SDPLL with Coupling
Strength. (K
1
=1.95,
1
=0.9, K
2
=1.85,
2
=1.1)
periodic windows are present in the chaotic zone. Positive
Lyapunov exponents indicate that the system is driven into
chaotic region. A detailed procedure for finding the correlation
dimension with the Grassberger-Procaccia algorithm can be
found in [14]. The correlation integral is defined as
(11)
where N is the number of data points used in the time series.
H is the Heaviside function, d is a set of pre-assigned values.
x
k
s are the data points obtained from the time series. Since
the phase governing equation is embedded in one dimen-
sion, we do not have to resort to time delay technique [15].
The correlation dimension can be calculated from the slope
of the log C(d) vs. log(d) curve, in the limit d 0, when the
system is driven into chaotic region. The intermediate re
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Int. J. on Recent Trends in Engineering and Technology, Vol. 7, No. 2, July 2012
2012 ACEEE
DOI: 01.IJRTET.7.2.
gion, in which the curve is almost a straight line, is called the
scaling region. The slope in the scaling region gives the cor-
relation dimension (Dc). From Fig. 9 (with proper choice of
the scaling region indicated by the boxed region) the correla-
tion dimension for the system with K
1
=1.84,
1
=1.1, K
2
=1.8,
2
=1.11and P=0.85 is found as Dc~0.8532. Fig. 10 and 11
give Dc~0.8931 and 0.7066
547
Figure 9: Plot between logC(d) vs. log(d) for the SDPLL (K
1
=1.84,
1
=1.1, K
2
=1.8,
2
=1.11 and P=0.85)
Figure 10: Plot between logC(d) vs. log(d) for the SDPLL (K
1
=1.9,
1
=0.9, K
2
=1.95,
2
=0.95 and P=0.8)
Figure 11: Plot between logC(d) vs. log(d) for the SDPLL
(K
1
=1.95,
1
=0.9, K
2
=1.85,
2
=1.1and P=0.94)
when the parameters for the coupled system are chosen as
(K
1
=1.9,
1
=0.9, K
2
=1.95,
2
=0.95, P=0.8) and (K
1
=1.95,
1

=0.9, K
2
=1.85,
2
=1.1, P=0.94) respectively. It is obvious
from the values obtained for Dc that the resulting chaos from
the SDPLL is well defined and low dimensional.
CONCLUSION
In this paper, the nonlinear dynamics of a first order stable
CDPLL driven by another first order stable CDPLL has been
studied. It is seen that the dynamical stability of the SDPLL
can be reduced with the increase in the coupling strength
and it ultimately enters the chaotic region. Both dynamical
and geometrical descriptions of the chaotic behaviour of the
SDPLL have been analyzed using nonlinear dynamical tools.
It is well known that the study of nonlinear dynamics of a
DPLL has two fold importances. First, one can design an
optimum DPLL system by considering the stability condition.
Secondly, by characterizing chaos from the DPLL, one can
explore the possibility of using DPLLs in chaos based secure
electronic communication systems. Over last few decades,
there has been tremendous interest in the possibility of
exploiting chaos in wideband communications systems. In
the case studied here, instability in the loop (SDPLL) response
i.e. sensitivity to the initial conditions can be introduced by
controlling the coupling strength but without requiring high
loop gain values. Thus the proposed system can be used as
a controlled chaos generator. Now, from the viewpoint of
circuit implementation, first order systems are preferred over
higher order systems due to the simplicity in the circuit design.
i.e. without making the system a complex one. Again, the
computational results shows that chaos obtained from the
system is low dimensional and well characterized which are
the necessary criteria for controlling chaos. This implies the
chaotic signal thus obtained can have possible application
in developing chaos based secure communications systems.
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Int. J. on Recent Trends in Engineering and Technology, Vol. 7, No. 2, July 2012
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