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Books:
Ljung, L and T. S oderstr om (1983): Theory and Practice of Recursive Identication, The MIT Press.
Lennart, L (1987): System identication: Theory for the user, Prentice Hall.
System Identication: This module has approximately 10 lectures and tutorial. Assessment is via examination and an assignment http://www.personal.rdg.ac.uk/sis01xh/
A model is the knowledge of the properties of a system. It is necessary to have a model of the system in order to solve problems such as control, signal processing, system design. Sometimes the aim of modelling is to aid in design. Sometimes a simple model is useful for explaining certain phenomena and reality. A model may be given in any one of the following forms: 1. Mental, intuitive or verbal models: Knowledge of the systems behavior is summarized in a persons mind. 2. Graphs and tables: e.g. the step response, Bode plot. 3. Mathematical models: Here we conne this class of model to dierential and dierence equations.
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There are two ways of constructing mathematical models: 1. Physical modelling: Basic laws from physics such as Newtons laws and balance equations are used to describe the dynamical behavior of a process. Yet in many cases the processes are so complex that it is not possible to obtain reasonable models using only physical insight, so we are forced to use the alternative: 2. System identication: Some experiments are performed on the system; A model is then tted to the recorded data by assigning suitable values to its parameters.
System identication is the eld of modeling dynamic systems from experimental data. A dynamical system can be conceptually described by the following Figure.
Figure above: A dynamical system with input u(t), output y (t) and disturbance v (t), where t denotes time. The system is controlled by input u(t). The user cannot control v (t). The output y (t) can be measured and gives information about the system. For a dynamical system the control action at time t will inuence the output at time instants s > t.
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How system identication is applied 1. Design of experiments. 2. Perform experiments, and collect data. 3. Determine/choose model structure. 4. Estimate model parameters. 5. Model validation. In practice the procedure is iterated until an acceptable model is found. A good model should encompass essential information without becoming too complex.
Figure: control
Matrix revision
Matrix A: m n is a matrix with m rows and n columns.
b1 b2 b3 b4
a11 a12 a13 a22 a23 a A = 21 a31 a32 a33 a41 a42 a43 b11 b12 B = b21 b22 b31 b32 c11 c12 c c C = AB = 21 22 c31 c32 c41 c42 a11 a12 a13 b11 b12 a22 a23 a = 21 b21 b22 = a31 a32 a33 b31 b32 a41 a42 a43 a11b11 + a12b21 + a13 b31 a11b12 + a12b22 + a13 b32 a21b11 + a22b21 + a23 b31 a21b12 + a22b22 + a23 b32 a b +a b +a b 31 11 32 21 33 31 a31 b12 + a32 b22 + a33 b32 a41b11 + a42b21 + a43 b31 a41b12 + a42b22 + a43 b32
(1)
(2)
2. Addition: C = A + B such that cij = aij + bij (A and B must be the same size) 3. Transpose: C = AT such that cij = aji
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4. Symmetric matrix: C = CT such that cij = cji (If C is symmetric it must be square) 5. Identity matrix: The identity matrix I is square and has 1s on the major diagonal, elsewhere 0s.
=
1 0 . . 0 0
0 1 . . 0 0
...
0 0 . . 1 0
0 0 . . 0 1
A1 exists only if A is square and not singular. A is singular if |A| = 0. (the determinant of A) A=
d b c a |A| a b c d d b c a ad bc
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A1 =
Algebra rules :
A+B=B+A AB = BA
(Addition is commutative)
A(BC) = (AB)C
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