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=
e
e
dt
d
*n this e#uation) e R y$ym denotes the model error and is a controller parameter"
The #uantity
e
is the sensitivity derivative of the error with respect to " The parameter determines
the adaptation rate" *n practice it is necessary to ma-e appro/imations to obtain the sensitivity derivative"
The M*T rule has been regarded as gradient scheme to minimi+e the s#uared error e
>
SEL6$T;D*D, .E,;L%T0.S (ST.!
The adaptive scheme discussed so far are called direct methods) because the adjustment rules tell directly
how the controller parameters should be updated" % different scheme is obtained if the estimates of the
process parameters are updated and the controller parameters are obtained from the solution of a design
problem using the estimated parameters" % bloc- diagram of such a system is shown below" The adaptive
Adaptive control for improved LFC in an interconnected power system incorporating energy storage devices
Department Of Electrical Engineering Page 56
controller can be thought of as being composed of two loops" The inner loop consists of the process and an
ordinary feedbac- controller" The parameters of the controller are adjusted by the outer loop) which is
composed of a recursive parameter estimator and a design calculation" *t is sometimes not possible to
estimate the process parameters without introducing probing control signals or perturbations" Dotice that
the system may be viewed as an automation of process modeling and design) in which the process model
and the control design are updated at each sampling period" % controller of this construction is called a self$
tuning regulator (S*.! to emphasi+e that the controller automatically tunes its parameters to obtain the
desired properties of the closed loop system"
The bloc- labeled Pontroller designP in 6igure represents an on$line solution to a design problem for a
system with -nown parameters" This is the underlying design problem" Such a problem can be associated
with most adaptive control schemes) but it is often given indirectly" To evaluate adaptive schemes) it is
often useful to find the underlying design problem) because it will give the characteristics of the system
under the ideal conditions when the parameters are -nown e/actly"
The ST. scheme is very fle/ible with respect to the choice of the underlying design and estimation
methods" Many different combinations have been e/plored" The controller parameters are updated
indirectly via the design calculations in the self$tuner shown in 6igure" *t is sometimes possible to re$
parameteri+e the process so that the model can be e/pressed in$terms of the controller parameters" This
Adaptive control for improved LFC in an interconnected power system incorporating energy storage devices
Department Of Electrical Engineering Page 57
gives a significant simplification of the algorithm because the design calculations are eliminated" *n terms of
6igure) the bloc- labeled Pontroller designP disappears) and the controller parameters are updated
directly"
*n the ST. the controller parameters or the process parameters are estimated in real time" The estimates
are then used as if they are e#ual to the true parameters (i"e) the uncertainty of the estimates are not
considered!" This is called the certainty e#uivalence principle" *n many estimation schemes it is also
possible to get a measure of the #uality of the estimates" This uncertainty may then be used in the design
of the controller" 6or e/ample) if there is a large uncertainty) one may choose a conservative design"
Adaptive control for improved LFC in an interconnected power system incorporating energy storage devices
Department Of Electrical Engineering Page 58
Chapter *_____________________________
System
Identification & Control.
Adaptive control for improved LFC in an interconnected power system incorporating energy storage devices
Department Of Electrical Engineering Page 59
*n the fields of physical science and engineering we are often interested in the development of a
mathematical model of some physical phenomena in order to analytical predictions about the behavior of
the system" *n control application we are often interested in modeling a physical plant) which we wish to
control in order to predict the effect of control efforts and disturbances on that plant"
0ften) the system model can be obtained by application of physical principle to the region of space
designated as the system and obtaining the governing dynamic e#uations" 0ften these e#uations result
from force) mass" Energy) or momentum balances or the governing principles of electromechanical
systems(i"e) DewtonIs) MirchhoffIs) Len+Is and 6aradays laws!" Sometimes the model cannot be obtained
from physical arguments because of un-nown chemical reactions) un-nown boundary conditions on the
physical processes) or the e/treme comple/ity of the process" *n these cases we must resort to the
e/perimental method to develop a system model" This method is applied to the system where in
measurements of system stimuli and responses are made and the dynamic nature of the system is
deducted from the relations between responses and stimuli" This process) -nown as system identification
or characteri+ation) is the epitome of the scientific method" There are many techni#ues for accomplishing
this process and only two are given here8 however) it is interesting to note that the popular techni#ues are
(=! random or pseudorandom e/citation8 (>! impulse e/citation8 (?! step e/citation8 (<! sinusoidal e/citation
with a sweep through the fre#uencies"
LE%ST$S5;%.ES TEHD*5;E
7e will be interested in the identification of systems with constant parameters which will form the
parameter vector <) which will be related to the measurements by the linear vector relation
yi Rdi
T
< iR=)>Sn (?">"=!
where di is a p$vector of data corresponding to measurement yi) and < is a p$vector of parameters which
we wish to find based on the data yi) and di
T
"Let us define our estimate of the parameter vector as = which
may differ from the actual parameter values of < " The set of e#uations then are
yiRdi
T
= Tei iR=)>Sn (?">">!
where ei is the error induced because we have employed the estimate of <" The set of n$e#uations of
(?">">! can be written as the vector e#uation
9>D = ?+ (?">"?!
Adaptive control for improved LFC in an interconnected power system incorporating energy storage devices
Department Of Electrical Engineering Page 60
where D is the n / p data matri/ with an ith row of %*
T
and 9 is commonly called nU = measurement vector
and + is an n / = vector of errors" There are many practical problems that we can put into the form of
(?">"?!"
The techni#ue of least s#uares is not restricted to models that are linear in the independent variable) but
the models must be linear in the parameters" (olynomial curve fits are common) but note that these fits are
linear in the coefficients which are the parameters" Similarly) 6ourier series representations are linear in the
parameters) which in that case are the un-nown 6ourier coefficients"
Let us now go to our general discussion of least s#uares" The model of the estimator is
9>D< (?">"<!
while in reality
9 > D=? + (?">"G!
where the + vector represents the errors in the estimates of the points yi "7e want to minimi+e the sum of
the s#uares of the errors or minimi+e the scalar function
@> +
T
+ > A+*
2
(?">"A!
7e see that the error vector is the difference of 9 and the predicted value of 9 (namely D=!) or
J> 09/D=!
T
09/D=! (?">"B!
Dow to minimi+e J with respect to = we differentiate the function J with respect to the vector =
and we get
d
dJ
>09/D=!
T
0/D!?0/D!
T
09/D=!RE (?">"C!
These two terms are the same) and hence it is sufficient that one of them be +ero and hence
D
T
D=> D
T
9 (?">"O!
(?">"O!
This set of e#uations is often referred to as the normal e"uations) which must be solved for the parameter
estimate vector =" 0ne way would be to invert the D
T
D to give
=R 0D
T
D!
/1
D
T
9 (?">"=E!
(?">"=E!
The matri/ D
T
D is p / p and must be inverted" *f p Q n) then the ran- of D
T
D is less than p and it will be
singular and hence not invertible"
learly ) the number of data points (n! ta-en should be larger than the number of parameters to be
estimated (p!" 7hen dealing with a large number of data points possible that numerical problems will arise
Adaptive control for improved LFC in an interconnected power system incorporating energy storage devices
Department Of Electrical Engineering Page 61
in the inversion re#uired in (?">"=E!" *t might be easier to solve (?">"O! by an iterative techni#ue such as
rela/ation"
Transfer 6unction Estimation ;sing Least S#uares
7e sha*l assume that we have a discrete$data system and that we have measured stimulus and response
se#uences u(-! and y(-!) respectively" 7e must assume a priori a form of the +$domain transfer function" *t
is sometimes not an easy tas-) so one must assume several forms for the transfer function and see which
one gives the minimum aggregate error" %n e/ample will best illustrate this techni#ue) ithen can easily be
applied to other transfer functions"
%ssume that the process involved is governed by the transfer function
, (+! R
) (
) (
z U
z Y
R ( bn$= +
n$=
T""""T b= + T bE!1(+
n
$an$= +
n$=
$"""" $ a= + & aE! (?"?"=!
The e#uivalent difference e#uation is
y(-! Ran$= y(- $=! T" " " T aE y (- $ n! T bn$ u(- $=! TST bE u(- $ n! (?"?">!
7e shall assume that y(-! and u(-! are +ero for negative indices -"
Let us define the kth data vector to be
d(-!RVy(-$=! y(-$>!"""y(- $ n!u(-$=!"""u(-Wn$=!X
T
(?"?"?!
and the parameter vector to be
< >Van$=Sao bn$=SboX
T
(?"?"<!
Then the output at time k can be written as the inner product of the parameter vector and the data vector
y(-!R %
T
(-! < (?"?"G!
*f an estimate of < ) say =) is used) there will be an error in the prediction of y(-!) or)
y(-!R %
T
(-! = T e(-! (?"?"A!
*f we start k at n and end it at *) the resulting set of e#uations is
y(n!R%
T
(n! = Te(n!
y(D!R%
T
(D!= Te(D! (?"?"B!
Define the vector of output data 9(D! as
9(D! R Vy(n! " " " y(D!X
T
(?"?"C!
Define the data matri/ as
D(D! R V%
T
(n! " " " %
T
(D!X
T
(?"?"O!
Adaptive control for improved LFC in an interconnected power system incorporating energy storage devices
Department Of Electrical Engineering Page 62
%lso define the error vector
+(D! R Ve(n! " " " e(D!X
T
(?"?"=E!
*f we intend to estimate the parameter vector) the system of e#uations (?"?"B! can be written as
9(n! R D(n! = T +(D! (?"?"==!
*f we want to estimate the parameter vector at time *T) we want to minimi+e the sum of the s#uares of the
errors) or
J R Ye
>
(-! R +
T
(D!+(D! (?"?"=>!
*f we solve relation (?"?"==! for +(D! and substitute into the relation for J)
J R V9(D! $ D(D! = Z
T
09(D! $ D(D! =! (?"?"=?!
*f we differentiate this product with respect to the vector B) we get
^
J
R $ 9(D! $ D(D! T = D
T
(D! D(D! RE (?"?"=<!
0r)
D
T
(D!D(D! B R D
T
(D! 9(D! (?"?"=G!
This set of e#uations is lied the normal e#uations from least$s#uares theory) and much attention as been
given to the solution of them" 7e may write the solution symbolically as
= R VD
T
0N! D0N!C
/1
D
T
0D! 90D! (?"?"=A!
although it is not li-ely that we would actually invert the matri/ to get the parameter estimate"
7E*,HTED LE%ST S5;%.ES
0ften it is important to weigh the data nearest our current time more heavily than those in the past) so it is
sometimes wise to incorporate a weighting matri/ into the problem) or
JR +
T
(D!W(D!+
T
(D! (?"<"=!
% popular choice for the elements of the weighting matri/ is to ma-e it diagonal) such that
n N
a
E E
W(D!R V E " E X (?"<">!
E E a
So i
th
diagonal element is W*(D!R
l n N
a
+ 1
Minimi+ing J yields the following normal e#uations which involve the weighting
= (D! R VD
T
(D! W(D! D0D!X
$=
D
T
(D! W(D! 9(D! (?"<"?!
*f W(D !R= we have the ordinary unweighted least s#uares of relation (?"<"=A!"
Adaptive control for improved LFC in an interconnected power system incorporating energy storage devices
Department Of Electrical Engineering Page 63
.E;.S*2E LE%ST S5;%.ES
*n the above section we e/plored a batch mode identification techni#ue and in this section we e/plore a
techni#ue with which we may re$evaluate the parameter estimate with each newly obtained response
sample"
Let us loo- bac- at the weighted least$s#uares techni#ue) which we shall e/amine the (D T =!st estimate of
the parameter vector
= (DT =!R VD
T
(DT=! W(DT=! D(DT=!X
$=
D
T
(DT=! W(DT=! 9(DT=! (?"G"=!)
Let us now e/amine the matri/ product in tile s#uare brac-ets) which may be written out as
D
T
(DT=! W(DT=! D(DT=!RY-Rn
DT=
Vd
T
(-!W(DT=!d
T
(-!X
and if we choose e/ponential weighting)
D
T
(DT=!W(DT=!D(DT=! R Y-Rn
DT=
V%(-!
k N
a
+1
%
T
(-!X (?"G">!
This can be partitioned into two terms9
D
T
(DT=! W(DT=! D(DT=! R Y-Rn
DT=
Vd(-!
k N
a
d
T
(-! T d(DT=! ad
T
(DT=!Z
R y D
T
(D! 7(D! D(D!T d(DT=! a d
T
(DT=! (?"G"?!
Define a >n / >n matri/ ((D T =! as
P(DT =! R VD
T
(DT=!W(DT=!D(DT=!X
$=
(?"G"<!
6rom relation (?"G"?! we see that
P(DT =! RV P
$=
(D! T D(DT=! a D
T
(DT=!X
$=
Dow employ the matri/ inversion lemma) to yield
P(DT=!R
) ( ) ( N P N P
%(DT=!(
a
1
T%
T
(DT=!
) (N P
%(DT=!!
$=
%
T
(DT=!
) (N P
(?"G"A!
7e also need to e/amine the #uantity D
T
(DT=! W(DT=! 9(DT=!
Adaptive control for improved LFC in an interconnected power system incorporating energy storage devices
Department Of Electrical Engineering Page 64
which may also be partitioned as
D
T
(DT=! W(DT=! 9(DT=! R Y-Rn
DT=
V%(-!
k N
a
+1
9(-! T %(DT=! a9(DT=!X (?"G"B!
R D
T
(D!W(D! 9(D! T %(DT=! a 9(DT=! (?"G"C!
the weighted least$s#uares result (?"G"?!) we get
= RV
) ( ) ( N P N P
%(DT=!(
a
1
T%
T
(DT=!
) (N P
%(DT=!!
$=
%
T
(DT=!
) (N P
X (?"G"O!
[V D
T
(D!W(D! 9(D! T %(DT=! a 9(DT=!
7hen we multiply this out and note that
P(D!D
T
(D!W(D! 9(D!R =
7hen we multiply this out and note
B(DT=!R =(D!?
) (N P
%(DT=!! a 9(DT=!$
) (N P
(
a
1
T%
(DT=!
) (N P
%
T
(DT=!!
$=
%
T
(DT=! =(D!
$
) (N P
%(DT=!(
a
1
T%
T
(DT=!
) (N P
%(DT=!!
$=
%
T
(DT=!
) (N P
% DT=! a 9(DT=! (?"G"=E!
Dow insert the following identity between the d(D T =! and the a in the second term9
(
a
1
T %
T
(DT=!
) (N P
%(DT=!!
$=
(
a
1
T %
T
(DT=!
) (N P
%(DT=!! (?"G"==!
Dow e/panding we get the following estimate of the parameter vector at time (DT=!T9
B(DT=!R =(D!?D(DT=!Vy(DT=!$d
T
(DT=! =(D!X (?"G"=>!
7here the gain vector D(DT=! is defined as
D(DT=!R
) (N P
%(DT=! (
a
1
T %
T
(DT=!
) (N P
%(DT=!!
$=
(?"G"=?!
0ne can note the similarity between this and the structure of the Malman fitter"Dote that the parameter
estimator given by (?"G"=>! is recursive and that it is driven by the error in the predicted system output at
time (D T =!T"
Adaptive control for improved LFC in an interconnected power system incorporating energy storage devices
Department Of Electrical Engineering Page 65
This algorithm is useful for real$time identification and hence can be used to monitor systems for which the
parameters drift slowly in time" %n adaptive control strategy can thus be employed which not only updates
the values of the estimates of the system parameters but also updates the control law either in the form of a
conventional compensator or a state$space controller composed of a state estimator and estimated state
feedbac- control law" The algorithm can be started in many ways) and hence we ma-e the following
suggestions" Let
((n! R a l
where a is large and positive" *f we assume that the first n data points are noiseless) the e/act solution for =
(n! would be
= (n!R VVd
T
(=! d
T
(>!S"d
T
(n!X
T
X
$=
Vy(=! y(>! """""""" y(n !X
T
%nd this would be one way of starting the recursive process"
The algorithm for recursive identification is then summari+ed as9
=" hoose P(-!) a ) and = (-! to start the algorithm"
>" ompute D(- T =! from
-(DT =!R
) (N P
%(DT=! (
a
1
T %
T
(DT=!
) (N P
%(DT=!!
$=
?" Estimate the parameters at time D T = or
= (- T =! R =(-!?D(-T=!Vy(-T=!$d
T
(-T=! =(-!X
<" ompute P(-T=! from
P(-T=! R
1
Vl $ D(-T=! %
T
(-T =!X P(-!"
G" Let DR-T="
A" ,o to step >"
Adaptive control for improved LFC in an interconnected power system incorporating energy storage devices
Department Of Electrical Engineering Page 66