SYSTEM IDENTIFICATION

BASICS

System identification is a methodology for building mathematical models of

dynamic systems using measurements of the system's input and output signals.

• White box

One could build a so-called white-box model based on first principles, e.g. a model for a
physical process from the Newton equations, but in many cases such models will be overly
complex and possibly even impossible to obtain in reasonable time due to the complex nature
of many systems and processes.

• Grey box model: although the peculiarities of what is going on inside the system are not
entirely known, a certain model based on both insight into the system and experimental
data is constructed.

• black box model: No prior model is available. Most system identification algorithms are
of this type.

Different approaches to system identification depending on model class ™

• Linear/Non-linear ™

• Parametric/Non-parametric

• Non-parametric methods try to estimate a generic model. (step responses, impulse

responses, frequency responses)

• Parametric methods estimate parameters in a user-specified model. (transfer functions,

state-space matrices)

System identification includes the following steps

• Experiment design: its purpose is to obtain good experimental data, and it includes the
choice of the measured variables and of the character of the input Signals
• Selection of model structure: A suitable model structure is chosen using prior
knowledge and trial and error.
• Choice of the criterion to fit: A suitable cost function is chosen, which reflects how well
the model fits the experimental data.

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 • Parameter estimation: An optimization problem is solved to obtain the numerical
values of the model parameters.

•™Model validation: The model is tested in order to reveal any inadequacies.

Different mathematical models

• Model description: ™ Transfer functions ™State-space models ™ Block diagrams (e.g.

Simulink)

Experiments and data collection

Preliminary experiments

• Step/impulse response tests to get basic understanding of system dynamics ,

• Linearity, static gains, time delays constants, sampling interval.

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 Data collection for model estimation

• Carefully designed experiment to enable good model fit

• Operating point, input signal type, number of data points to collect

Preliminary experiments- step response

Useful for obtaining qualitative information about the system

• Dead time (delay)

• Static gain

• Time constants (rise time)

• Resonance frequency

1. NON PARAMETRIC METHODS

TRANSIENT ANALYSIS
The input is taken as a step or an impulse and the recorded output constitutes the model.

1.1 STEP RESPONSE

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 • Time domain equation

 
y( t )  K 1  e  t / 
t  , y()  K  Yss
y()  0.632 * K

1.2 IMPULSE RESPONSE

• Time domain equation

y( t )  Ke  t / 
t  0, y(0)  K
y()  0.368 * K

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 FREQUENCY ANALYSIS

The input is a sinusoid. For a linear system in steady state the output will also be
sinusoidal. The change in amplitude and phase will give the frequency response for the
used frequency.

IDENTIFICATION FROM FREQUENCY RESPONSE

First order system

The frequency response of the first order system is given by

Y( j) K
T( j)  
R ( j) 1  2  2

• Correlation analysis. The input is white noise. A normalized cross-covariance function

between output and input will provide an estimate of the weighting function.

• Spectral analysis. The frequency response can be estimated for arbitrary inputs by
dividing the cross-spectrum between output and input to the input spectrum.

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 LEAST SQUARES METHOD

f x   ax  b
N N
Error   y i  f x i    y i  ax i  b 
2 2

i 1 i 1
• The ‘best’ line has minimum error between line and data points
• This is called the least squares approach, since square of the error is minimized.
 N
2
Minimize Error   y i  ax i  b  
 i 1 
Take the derivative of the error with respect to a and b, set each to zero

 N 2
  y i  ax i  b  
 Error 
  i 1  0
a a
 N 2
  y i  ax i  b  
 Error 
  i 1  0
b b
 Error  N
 2 x i y i  ax i  b   0
a i 1

 Error  N
 2 y i  ax i  b   0
b i 1
Solve for the a and b so that the previous two equations both = 0
N N N
a  x  b x   x y
2
i i i i
i 1 i 1 i 1
N N
a  x i  bN   y i
i 1 i 1
Put these into matrix form

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 N
 N 
N  xi 


b  i 1
y i 
 i 1
    
N N

2   a  N

 x i  x i   i i 
x y
 i 1 i 1   i 1 
N N N
N x i yi   x i  yi
a i 1 i 1 i 1
2
N
N 
N  x i   x i 
2

i 1  i 1 
N N N N

y x x x y
i
2
i i i i
b i 1 i 1 i 1 i 1
2
N
  N
N x i2   x i 
i 1  i 1 