4/CY/O8 Advanced System Identification

Lecture 1

What is system identification ?

System identification is the experimental approach to process modelling . 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. Parameter estimation: An optimisation problem is solved to obtain the numerical values of the model parameters. Model validation: The model is tested in order to reveal any inadequacies.

Dr. V.M. Becerra

4/CY/O8 Advanced System Identification

Lecture 1

Experiment Design

Data

Choose model structure Choose criterion to fit

Calculate model (Parameter estimation)

Not OK Revise

Validate model
OK use it

Dr. V.M. Becerra

4/CY/O8 Advanced System Identification

Lecture 1

What is adaptive control?

Parameter adjustment
Controller parameters Setpoint Output

Controller
Control Signal

Plant

An adaptive controller is a special type of controller with adjustable parameters and a mechanism for adjusting the parameters. Adaptive control is a special type of nonlinear control. The parameter adjustment loop is often slower than the feedback loop. Adaptive controllers have useful properties, which can be used to design control systems with improved performance and functionality. Two key factors for using adaptive control are Variations in process dynamics Variations in the character of the disturbances On-line determination of process parameters is a key element in adaptive control

Dr. V.M. Becerra

4/CY/O8 Advanced System Identification

Lecture 1

Basic test configuration for a SISO system

Disturbance v(t) (observed or not) Input u(t) (observed) Output y(t) (observed)

System

Sampling
y(t)

time

h: Sampling interval Continuous signal: y(t), where t is a continuous time variable Discrete signal: y(kh) or just y(k), where k is a sampling index

Dr. V.M. Becerra

4/CY/O8 Advanced System Identification

Lecture 1

Pulse transfer function Assuming that the system is linear, we may write:
k y ( k ) = g ( i ) u ( k i ) + v ( k ) i =0

where the sequence { g(k) } is called the impulse response of the system. By setting u(k)=0 for k<0
y ( k ) = g ( i ) u ( k i ) + v ( k ) i =0

Recall the definition of z-transform of a discrete signal f(k):

F ( z ) = f (i ) z i i =0

Thus, by taking z-transform above we have: Y(z) = G(z) U(z) + V(z) where G(z) = g(i)z i is the pulse transfer function
i=0

Here z is a complex variable.

V(z) U(z) Y(z)

G(z)

Dr. V.M. Becerra

4/CY/O8 Advanced System Identification

Lecture 1

Shift operator Define the forward shift operator q as q u(k) = u(k+1) and q-1 is seen as a backward shift operator q-1 u(k) = u(k-1) By making use of the shift operator we may re-write
y ( k ) = g ( i ) u ( k i ) + v ( k ) i =0

as follows

y ( k ) = g (i ) q iu ( k ) + v ( k ) i =0

or
y(k ) = G(q)u(k ) + v(k )
G ( q ) = g (i ) q i . k =0

where

Notice the analogy with the z-

domain expression: Y(z) = G(z) U(z) + V(z)

Dr. V.M. Becerra

4/CY/O8 Advanced System Identification

Lecture 1

Difference equations Discrete time systems are usually modelled as difference equations (as opposed to differential equations for continuous time systems)
y(k + na ) + a1y(k + na 1)+...ana y(k ) = b0 u(k + nb )+...+bnb u(k )

Using the shift operator gives:

(qna + a qna 1+...+a )y(k ) = (b qnb +...+b )u(k ) 1 na 0 nb

which can be written as: A(q) y(k) = B(q) u(k) For causality, na > nb Dividing by qna
(1 + a q1+...+a qna )y(k ) = qd (b +...+b qnb )u(k ) 1 na 0 nb

A*(q1)y(k ) = qd B*(q1)u(k )

where d= na-nb is called the pole excess of the system This results in the following difference equation
y(k ) + a y(k 1)+...a y(k n ) = b u(k d )+...+b u(k d n ) 1 na a 0 nb b

Dr. V.M. Becerra

4/CY/O8 Advanced System Identification

Lecture 1

Useful definitions Frequency function: The pulse transfer function evaluated at the unit circle gives the frequency function G( ej ) Mean (expectation): Consider a vector signal generated by the sequence { s(k) } = { s(0), s(1), ... s(N) }. Then the mean value is
1 N s (i ) s = E{s ( k )} = lim N +1 i =0 N

Covariance: The covariance function of { s(k) } is

T R ( ) = E{( s ( k ) s )( s ( k ) s ) } s

The cross-covariance function of two discrete vector signals { s(k) } and { r(k) } is
T R ( ) = E{( s ( k ) s )( r ( k ) r ) } sr

If the two signals are independent then Rsr = 0 for all Discrete-time white noise: Let { r(k) } be a scalar sequence { r(0), r(1), ...} of zero mean, independent and equally distributed random variables, such that r(i) is independent of r(j) for ij . The covariance function is given by: r() = { 2 =0; 0 0 }

Dr. V.M. Becerra