Bulletin of the Transilvania University of Braşov • Vol.

2 (51) - 2009
Series II: Forestry • Wood Engineering • Agriculture and Food Engineering

PROGRAM FOR NON-LINEAR

MODELING OF A PROCESS

W. LAURENZI1 K. MARET2

Abstract: On every process act many factors. Every factor has a greater or
lesser influence on the process. In order to optimize a process it’s necessary
to know the influences and the interactions of these factors on the process,
respectively to know the mathematical model of the process. One of the most
used models is a non-linear second order model. If this model is unknown it’s
possible to obtain it by modelling with rotatable experiments. The aim of this
paper is to present the theoretical bases and a program for experimenting
and modelling processes with rotatable experiments.

Key words: rotatable experiments, process modelling.

1. Introduction the following linear model:

The optimization of a process is possible
when his mathematical model is known.
These models could be linear or nonlinear.
When the mathematical model is
unknown it’s possible to determine it using
different experimental and modelling
methods.
2. Objectives
The objectives of this paper are to
present an experimental and modeling
method for second order mathematical
models and to conceive a program for
y = b0 + bi xi + bij xi x j (1)
In the second stage, a detailed analyzes
of the response surface of the dependent
factor must be done. This analyze is not
possible with a linear model. Only a higher
order model can be used to find the
optimal point. The most used non-linear
model is a second order polynomial
y = f ( z1 , z 2 ,..., z n ) :
N N N
y = β 0 + ∑ β i xi + ∑ βij xi x j + ∑ βii xi2 + (2)
i =1 i , j =1, i =1
i≠ j

experimenting and modeling.

3. Complete factorial experiments
The optimization of a process can be
done in two stages [3].
In the first stage are used linear models
in order to find the optimal domain, like
where: β0, βi, βij, βii - real coefficients of
the equation; xi, xj, …, xk - codified values
of the factors.
Replacing the codified values of the
factors with the calculated values result:

1
Department of Wood Machines, Faculty of Wood Industry Transilvania University of Braşov.
2
IBH, Ingenierbüro Holztechnik, Susoweg 2, 89077 Ulm, Germany
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2

N N N The C.F.E 3n programs became

y = b0 + ∑ bi xi + ∑ bij xi x j + ∑ bii xi2 +
i =1 i , j =1,
i≠ j
The mathematical model (2) can be
obtained with special programs, the most
important programs are named Central
Composed Programs (C.C.E). These
programs are based on C.F.E 3n (Complete
Factorial Experiments for n factors on
three levels) programs where a factor is
modified at three levels like in Table 1.
Between the codified and the real values
of the factors exists following dependence:
zi ± zi 0
xi =
∆zi
uneconomical for three or more factors.
(3)
i =1
Box and Wilson studied this problem in
1951 and find that the number of
experiments could be reduced if a C.F.E 2n
experiment (n factors on 2 levels) is
completed with some points of the factorial
space ((-2, 0), (+2, 0), (0, -2) and (0, +2)).
These new points are equally spaced from
the center point (0, 0) with the distance α.
In Figure 1 and Table 1 is presented an
example of the codified and the real values
of a C.F.E 22 and a C.F.E 32 experiment
(the cutting power of beech milling in
function of the feed speed and the cutting
(4) height).
Thus the number of experiments N is:

where: xi − codified values; zi − real N = n0 + nc + nα ; (5)

(natural) values; zi0 − real (natural) values
where: N - number of experiments; n0 -
in the center of the experiment; ∆zi − number of experiments in the center of the
variation interval; experiment; nc – number of experiments of

C.F.E 22 and C.F.E 32 experiment Table 1

Nr. Type of Codified values Real (natural) values
experiment x1 x2 y u, m/min h, mm P, kW
1 −1 −1 5 10
2 +1 −1 25 10
3 −1 +1 5 50
C.F.E 22

4 +1 +1 25 50
C.F.E 32

5 −1 −1 5 10
6 +1 −1 25 10
7 −1 +1 5 50
8 +1 +1 25 50
9 0 0 15 30
Laurenzi, W., Maret, K.: Program for non-linear modeling of a process.
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x2
(0,+2)

Comparision between a C.F.E 3n

(-1,1) (+1,+1)

(+2,0)
and a BW program [3] Table 2
(-2,0)

(0,0) x1 Number of factors 2 3 4 5

2
(-1,-1) (+1,-1)
C.F.E 3 program 9 27 81 243
(0,-2) BW program 9 15 25 43
a

Fig. 1. Points in the factorial space.

a C.F.E 2n program, n∝ - number of programs of second order (RP2) there must

experiments in the extreme points; ∝ - be realized following steps [3]:
distance from the center point. Step 1. The levels of the natural factors zi
The values of the number n, n0, nc, n∝ and are established. At first the minimum zimin
α are presented in Table 3. and maximum value zimax of the factor is
In practice are used two types of C.C.E
established. With these two values are
programs, orthogonal and rotatable
calculated the value in the center of the
programs, but the most used programs are
rotatable programs [3]. experiment zi0 (6) and the variation
interval ∆zi (7):
4. Rotatable programs of second order
zimax − zimin zimax − zi0
In order to obtain the second order zi0 = ; ∆zi = (6)
mathematical model with rotatable 2 α

Number of experiments for the C.C.E program [3] Table 3.

Number of
n nc nα n0 α
factors
2 13 4 4 5 1.414
3 20 8 6 6 1.682
4 31 16 8 7 2
5 52 32 10 10 2.378

Correspondence between the codified and real values of a RP2 program. Table 4
Codified values xi -α or -2 -1 0 +1 + α or +2
Real values zi zimin zi0 − ∆zi zi0 zi0 + ∆zi zimax

Codified and real programming matrix for a PR2 program. Table 5

Nr.exp. Codified values Dependent Real values Dependent
x1 x2 Factor v u factor
y [m/s] [m/min] P[kW]
1 +1 +1 60 20
2 -1 +1 40 20
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3 +1 -1 60 10
4 -1 -1 40 10
5 0 +α (+1.41) 50 ≈22
6 0 -α (-1.41) 50 ≈8
7 +α (+1.41) 0 ≈64 15
8 -α (-1.41) 0 ≈36 15
9 0 0 50 15
10 0 0 50 15
11 0 0 50 15
12 0 0 50 15
13 0 0 50 15
N

∑x iu x ju y u
(9)
The correspondence between the bij = u =1

codified and real values is presented in Nc

Table 4. N n N

Step 2. With help of the information bii1 = ( F − G ) ∑ xiu2 yu + G ∑∑ xiu2 yu (10)

u =1 i =1 u =1
presented at step 1 the programming N
matrix from Table 5 is created (the cutting bii2 = E ∑ yu (11)
power for beech milling in function of the u =1
cutting speed v and the feed speed u): bii = bii1 + bii2 (12)
Step 3. With the real values from Table 5
2
are performed experiments and the e = nc + 2α ; (13)
measured values are written in the f = nc + 2α ; 4
(14)
adequate column of Table 5.
Step 4. After experimentation the D = 2α H 4 −1
[ f + ( n − 1) nc ] ; (15)
coefficients b0 , bi , bij and bii of the E = −2 H eα −1 4
(16)
mathematical model (3) are calculated with F=H [ Nf + ( n − 2) Nn − ( n − 1) e ] ; (17)
−1
c
2

[3]: G = H ( e − Nn )
−1 2
c (18)
N N N H = 2α [ Nf + ( n − 1) Nn − ne ] ,
4
(19) 2

b0 = D ∑ yu + E ∑∑ x yu
c
2
iu (7) N = nc + 2n + n0 (20)
u =1 i =1 u =1
N

∑x iu yu
(8)
bi = u =1

Values of n, n0, α, D, E, F and G [3] Table 6

n N n0 α D E F G
2 13 5 1.414 0.200 -0.1000 0.1437 0.0187
3 20 6 1.682 0.1663 -0.0568 0.0694 0.0069
4 31 7 2.000 0.1428 -0.0357 0.0350 0.0037
5 52 10 2.378 0.0988 -0.0191 0.0180 0.0015

where: N – number of all experiments; n – number of factors; nc – number of

Laurenzi, W., Maret, K.: Program for non-linear modeling of a process.
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experiments of a C.F.E 2n program; n0 – with:

number of experiments in the center. The N

∑( y yu )
−~
2
values of n, n0, α, D, E, F and G are u
s (26)
presented in Table 6. sr2 = r = u =1

Step 5. The reproductibility dispersion νr N −l

2
(experimental error) s 0 is calculated with:
where: l – the number of terms of the
regression equation; N – the number of
S0 1 N0
s02 = = ∑ ( y 0 k − y0 ) 2 (21 experiments; yu - the measured values of
ν 0 N 0 − 1 k =1
the dependent factor; ~y - the estimatedu
values with the mathematical model
where: ν 0 - number of degrees of freedom Step 8. The concordance of the model
for the experiments in the center; N0 – with the experimental data is tested with
number of experiments in the center; yok - the Fisher test. In this order the
measured values of the dependent factor in 2
concordance dispersion scon and the
the center of the experiment; y0 - mean Fischer criteria Fc is calculated with:
value of the yok values;
2 2 2 N n0
Step 6. The dispersions sb0 , sbi , sbii ,
∑ ( yu − ~yu ) 2 − ∑ ( y0k − y0 ) 2 (27
sb2ij of the regression coefficients are 2
scon = u =1 k =1
ν con
calculated with:
ν con = ν r −ν 0 (28)
2 2
s s
sb20 = Ds02 sb2 = 0
(22) Fc = con
2 (29)
i
e s0
s02 2 where: ν con - number of freedom for the
sb2ij = sbii = Fs02 (23)
nc concordance dispersion; s02 -
Step 7. The significance of the coefficients reproductibility dispersion (22); Fc -
are tested with the Student test:
calculated value of the Fischer criteria.
bi bij bii The calculated value Fc is compared with
t bi = ; tbij = ; tbii = ; (24)
sbi sbij sbii the tabular value Ftab = F0.05(ν con ;ν 0 ) of the
Fischer criteria [3].
i:=1,l; ttab = t0.05(ν 0 ) ; ν 0 = n0 − 1 (25)
If Fc ≤ Ftab then the mathematical
where: tbi , tbij , tii - calculated values of
model is adequate and can be used in the
the Student test; ttab - tabular value of the optimization process [3]. If the Fischer test
Student test; ν 0 − number of degrees of is not fulfilled then the variation interval
must be decreased and all steps repeated.
freedom; n0 – number of experiments in
the center.
5. Presentation of the program
If tbi , tbij , tbii > ttab then the coefficient,
respectively the factor is significant and On base of the information presented
can be kept in the mathematical model. above and in [1] and [2] a program was
The residual dispersion sr2 is calculated conceived which allows following
operations:
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- generate the programming matrix with - display the non-linear mathematical

the codified values for PR2 programs for 2
÷ 5 factors;
- generate the programming matrix with
the real values for PR2 programs for 2 ÷ 5
factors;
- allows creation of the data base with the
measured values;
- calculate the coefficients of the non-
linear model;
- realize a statistical analyze of the
mathematical model;
model and the results of the statistical
analyze.
In Figure 2 is presented the main menu
of the program. In the left pane are
displayed the codified and the real
programming matrixes. In the left bottom
window appears the mathematical models
and the results of the statistical analyze. In
the right side could be entered or displayed
information for maximum five factors:
information about the experiment, the
name and the measuring units of the factor,

Fig. 2. Main menu of the PR2 program.

Fig. 3. Codified programming matrix.

Laurenzi, W., Maret, K.: Program for non-linear modeling of a process.
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Fig. 4. Real programming matrix.

Fig. 5. Real programming matrix with measured values.

Fig. 6. Mathematical model for two factors with all significant coefficients.
 Bulletin of the Transilvania University of Braşov • Vol. 2 (51) - 2009 • Series II
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Fig. 7. Mathematical model for two factors with all coefficients.
the real value in the centre of the
experiment the variation interval, the
Number of factors, the number of
experiments and the number of parallel
experiments in the centre.
The main menu allows also choosing
the type of the experiment (orthogonal
OP or rotatable RP programs) and the
type of the mathematical model (linear
or non-linear models).
With the buttons placed on the bottom
of the right pane are realized following
operations:
- displaying the codified (Figure 3)
and the real programming matrixes
without (Figure 4) and with
measured values (Figure 5)
- loading or saving the real
programming matrixes without or
with the measured values;
- calculating and displaying (Figures
6 and 7) the mathematical model
with or without the significant
factors and the result of the
concordance test of the
mathematical model.
6. Conclusions
The experimenting and modelling
method presented in this paper is very
useful in process optimizing. Using
rotatable experimental programs the
number of experiments could be reduced
without significant precision losses. Also
the method allows obtaining of
mathematical models of second order
which can be used in the optimizing
process. The program which is based on
this method is very easy to use and
constitute a real help in different
experimental and modelling researches.
References
1. Laurenzi, W. Contribuţii la
modelarea şi optimizarea
aşchierii lemnului cu pânze
circulare în vederea conducerii
procesului de tăiere cu ajutorul
calculatorului (Contributions for
modelling and optimization of
wood cutting with circular saw
blades in order to lead the
process with a computer). In:
Ph.D. Thesis, Transilvania University
of Braşov, Braşov, Romania, 2000
2. Laurenzi, W., Taran, N.,
Mihailescu, T., Popa, V.: 2000.
Laurenzi, W., Maret, K.: Program for non-linear modeling of a process.
9

Software packages for tehnologice. Aplicaţii în

experimental data processing metalurgie. (Optimization of
and process modeling. In: Tehnological Processes.
Proceedings of the International Application in metallurgy).
Symposium on Wood Machining, București, Editura Academiei,
Viena, Austria, 2000. 1987.
3. Taloi, D.:Optimizarea proceselor