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Abstract
In this paper, a simple yet robust method is proposed for identication of linear continuous time delay processes from step
responses. New linear regression equations are directly derived from the process dierential equation. The regression parameters
are then estimated without iterations, and an explicit relationship between the regression parameters and those in the process are
given. Due to use of the process output integrals in the regression equations, the resulting parameter estimation is very robust in the
face of large measurement noise in the output. The proposed method is detailed for a second-order plus dead-time model with one
zero, which can approximate most practical industrial processes, covering monotonic or oscillatory dynamics of minimum-phase or
non-minimum-phase processes. Such a model can be obtained without any iteration. The eectiveness of the identication method
has been demonstrated through simulation. # 2001 Elsevier Science Ltd. All rights reserved.
Keywords: Process identication; Step response; Low-order modelling; Least-squares algorithm; Instrumental variable method
1. Introduction
System identication has been an active area of automatic control for a few decades and it has strong links
to other areas of engineering including signal processing, optimization and statistics [1]. A considerable
number of identication methods have been reported in
the literature [Automatica 1981 v.17(1), Automatica
1990 v.26(1), IEEEAC 1992 v.37(7), Automatica 1995
v.31(12)], and they are generally classied into parametric and non-parametric ones [2]. Transfer functions
might be the most welcome parametric model. Methods
of ltering non-parametric time responses to transfer
functions are illustrated in Unbehaue and Rao [3]. Fitting parametric models to measured frequency data is
another viable approach [4].
However, most of the existing methods for transfer
function identication do not consider the process delay
(or dead-time) [58] or just assume knowledge of the
delay. It is well known that the delay is present in most
industrial processes, and has a signicant bearing on the
achievable performance for control systems. Thus there
* Corresponding author. Tel.: +65-874-2282; fax: +65-779-11030.
E-mail address: elewqg@nus.edu.sg (Q.-G. Wang).
0959-1524/01/$ - see front matter # 2001 Elsevier Science Ltd. All rights reserved.
PII: S0959-1524(00)00031-7
532
Kp
e
Ts 1
Ls
2. Second-order modelling
This section focuses on SOPDT modelling. It motivates the general method to be described in the next
section, and is itself very useful as SOPDT models can
essentially cover most practical industrial processes [20].
Assume that a stable process is represented in the
Laplace domain by
Ys GsUs
b1 s b2
e
s 2 a1 s a 2
Ls
Us;
or in time domain by
:
:
y t a1 yt a2 yt b1 ut
L b2 ut
L;
b1 u
0
0 0
Ld b2
t
0 0
u1
Ld1 d:
0;
1;
if t < 0;
if t50:
L2 h
1
b2 t L2 h:
2
t
a1 y d
0 0
a2
t
0 0
t
Lh
y1 d1 d
1
2
b1 L b 2 L h
2
1
b2 Lth b2 t2 h:
2
b1
Dene
8
t yt;
>
>
>
>
t
t
>
1 2
< T t
0 y d;
0 0 y1 d1 d; h; th; 2 t h
; 7
>
>
>
1
>
>
: T a1 ; a2 ; b1 L b2 L2 ; b1 b2 L; b2 :
2
Then (6) can be expressed as
t T t;
Choose ti , i 1; 2; . . . ; N, such that L4t1 < t2 < . . .
< tN , and let
t1 ;
t2 ; . . . ;
tN and t1 ;
t2 ; . . . ; tN T . Then
One can readily see that the columns in are independent, and T is nonsingular. Thus, the ordinary
least squares (LS) can be applied to (8) to nd ^ , an
estimate of , by
^ T
T :
10
v d
t 2
0 0
for t t1 ; . . . ; tN :
6
v t
533
11
ZT
12
is consistent.
There might be many choices for Z. The condition
number,
ZT
;
cond ZT
ZT
may beused as a criterion
for choosing suitable Z. Here
ZT and ZT are the smallest and largest sin
gular
values of the square matrix ZT , respectively.
With these requirements in mind, we choose Z as
3
2
1 1
2
1
t
t
1
1 7
6 t3 t4
7
6 1
1
7
61 1
6
2 7
1
t
t
7
6 3
2
2
7
6 t2 t42
7:
Z6
6 .
.. .. .. .. 7
6 ..
. . . . 7
7
6
7
6
7
6
41 1
2 5
1
t
t
N
N
t3N t4N
The proof that it satises conditions (i) and (ii) of
Proposition 1 is given in the next section.
Once is found, one has to recover ai , b1 , and L to
obtain the process model. It follows from (7) that
2
a1
6 a2
6
6 b1
6
4 b2
L
7 6
7 6
76
7 6
5 6
4
3
1
7
2
7
7
7;
7
5
4 5
5
13
534
q
where 42 25 3 . Suppose that the process static gain is positive, i.e., G0 > 0. Then a negative
corresponds to a non-minimum-phase process and will
cause inverse response, i.e., the output step response will
rst move in an opposite direction to its nal value. A
positive corresponds to a minimum-phase process.
Thus, by observing the output time response, one is able
to determine by
8 q
<
42 25 3 ; if a inverse response is detected;
q
: 2 2 ;
otherwise:
5 3
4
If G0 < 0, reverse the sign of accordingly. This
rule always works well if the underlying process is second-order or dominated by a second-order one.
One can conclude that an SOPDT model can be
identied from a process step response by applying an
LS or IV algorithm only once, without any iteration.
The simulation in Section 5 shows that the proposed
identication is very robust in noisy environment. It is
thus appealing to extend this method to the general case
of n-th order modelling.
yt
a1
1
0;t
n
a2
2
0;t
y...
an
0;t
1
L hb2 t L2 . . .
2
0;t
1
1
hbn 1 t Ln 1 hbn t Ln ;
n 1!
n!
1
n
n
X
bj Lj
a1
y . . . an
y ht0
j!
0;t
0;t
j1
an
ht1
y hb1 t
n
n
X
bj Lj 1 ht2 X
bj Lj 2
...
j 1!
2! j2 j 2!
j1
n
htn 1 X
bj Lj
n 1! jn 1
1!
n 1
htn
bn :
n!
16
Dene
8
t yt;
>
>
>
1
n
ht2
tn h
> T
>
>
;
.
.
.
;
y;
.
.
.
;
y;
h;
ht;
;
>
0;t
0;t
>
n!
2!
>
"
>
<
n
n b Lj X
P
bj Lj 1
j
T
;
;...;
a
;
.
.
.
;
a
;
1
n
>
j!
j 1!
>
j1
>
j1
>
#
>
>
>
n
P
>
j
n
1
>
>
bj L
; bn :
:
Ys GsUs
t T t;
jn 1
b1 s n 1 b2 s n 2 . . . bn 1 s bn
e
s n a1 s n 1 . . . an 1 s an
Ls
b 1 u n
L b2 un
b n 1 u 1 t
L bn ut
L . . .
L;
t m
0 0
...
2
0
u t
1
t
m!
Lm h:
;
where
t1 ;
t2 ; . . . ;
tN T , and
t2 ; . . . ; tN T .
t . . . an 1 y1 t an yt
if t5L:
or equivalently by
y n t a 1 y n
Us;
17
15
18
t1 ;
li i 0:
i1
19
and so
n
X
d n i y t
li
h:
dtn i
i1
20
535
li i 0;
6 tn1
6 1
6
6
6 1
6
6 n1
t
Z6
6 2
6.
6 ..
6
6
6
4 1
tn1
N
1
t2n
1
...
tn2
1
1
1
t2n
2
..
.
...
tn2
2
..
..
.
1
t2n
N
...
tn2
N
t1
...
t2
...
..
.
..
.
..
tN
...
3
tn1 7
7
7
7
7
n 7
t2 7
7:
7
.. 7
. 7
7
7
7
5
tnN
24
in1
or
2X
n1
li
in1
ti
i
n1
n 1!
0:
Proof. Denoting
min
k;i
ti nk Ti ; if k4n;
tki n 1 Ti ; if k > n;
N
N
X
X
zi Ti
i1
"
;
^ T
T :
21
22
23
where 1 ; 2 ; . . . ; N T , and
i
vti
a1
1
0;ti
a2
2
0;ti
v...
an
0;ti
v :
2n1;i
1;i ;
N
X
2;i ; . . . ;
i1
T
#T
N
X
2n1;i
i1
lk
N
X
k;i
0;
i1
k1
or
N h
X
i1
l1 t i
n1
l2 t i
n2
. . . ln ti
2n
ln1
i
ln2 ti . . . l2n1 tni Ti 0:
25
For noisy y, Ti , i 1; 2; . . . ; N, are linearly independent with probability one, and so (25) leads to
l1 t i
2;i ; . . . ;
i1
N
X
i1
1;i ;
n1
. . . ln t i
2n
for i 1; 2; . . . ; N;
or in matrix form:
536
6 tn1
6 1
6
6 1
6 n1
6t
6 2
6.
6.
6.
6
4 1
tn1
N
2
l1
6l
6 2
6.
6.
4.
...
tn2
1
1
...
tn2
2
..
.
..
1
t2n
N
tn2
N
1
t2n
1
1
t2n
n
..
.
1
t2n
N
t1
...
tn1
t2
...
tn2
..
.
..
.
..
..
.
tN
...
tnN
7
7
7
7
7
7
7
7
7
7
7
5
N !1
7
7
7 0:
7
5
26
l2n1
It is clear that the columns of the above matrix are
linearly independent. This implies li 0, i 1; 2; . . . ;
2n 1, and the columns of ZT are linearly independent.
Let gN be a function of N. We say that OgN
g N
k
N (k is an integer) if lim
! c, a non-zero
N !1 Nk
constant. Since y^ t is corrupted by a zero-mean stochastic process vt,
lim
N !1
1 T
Z
N
2
0;ti y
n1
i1 ti
N
P
6
6
6
6.
6 ..
6
1
6
6 P
N
0;ti y
6
16
t2n
6
i1
i
lim
N !1 N 6
N
6 P
6
6
0;ti y
6 i1
6
6 ..
6.
6
4 P
N
1
tni 0;ti y
2
1
O
6
n1
6 N
6
1
6
6 O n2
6
N
6
6.
6.
.
6
6
6 O1
6
6
6 ON
6
6.
6 ..
4
ONn
...
..
...
...
..
.
O Nn1
i1
..
1
Nn
1
O n1
N
..
.
ON
O N2
..
.
O Nn1
3
7
7
7
7
7
7
7
7
7:
O Nn
7
7
n1 7
ON
7
7
..
7
5
.
2n
ON
..
.
N
P
...
...
...
...
..
.
...
...
..
.
...
i1
N
P
...
..
0;ti y
n1
i1 ti
N
P
...
O1
1
O
N
..
.
...
1
ZNT N exists.
N
By the assumption, v is strictly stationary, and so its
statistics are unchanged by a shift in the time origin.
Equivalently, its distributions of all orders are independent of the time origin [27]. This indicates that t and
the elements in Z are independent. Therefore, the
instrumental variables are uncorrelated with Z and
and the inverse of lim
..
.
i1
h
..
.
N 1
P
n1
i1 ti
..
n
0;ti y
hN
...
..
.
..
N 1
P
N
N
P
P
n
tni 0;ti y h tni
i1
i1
1
O
N
1
O n1
N
..
.
O Nn 1
ONn
..
.
O N2n 1
...
...
1
Nn
1
O 2n
N
..
.
O1
ON
..
.
O N2n 1
O
0;ti y
t2n
i
2n
i1 ti
3
N 1
P
7
i 1 ti 7
7
7
..
7
.
7
7
N 1 7
P
7
h
7
n
i1 ti 7
7
N
7
P
h tni 7
7
7
i1
7
7
..
7
.
7
5
N
P
h tni
...
i1
O
Nn 1
1
O 2n 1
N
..
.
O N
O N2
..
.
O Nn
lim
N !1
1 T
Z 0:
N
&
In the view of the above development, we can establish the following theorem.
Theorem 1. For a linear time-invariant process of n-th or
higher-order, if the noise in the output measurement is a
zero-mean strictly stationary stochastic process and the
number of output samples N satises N52n 1, then the
estimate given by
^ ZT
ZT
27
k 1; 2; . . . ; n;
2
6
6
6
6
6
6
6
6
6
6
6
6
6
6
6
6
6
6
4
L
1
L2
2!
L
L3
3!
L2
2!
...
...
..
.
0
0
..
.
0
0
..
.
0
0
..
n1
n2
n3
n4
..
.
...
6
7
6
7
6
7
6
7
6
7
6
7:
6
7
6
7
6
7
4 2n 5
2n1
...
.
...
...
Ln 1
n 1!
Ln 2
n 2!
Ln 3
n 3!
Ln 4
n 4!
..
.
1
0
3
Ln
n! 7
7
3
Ln 1 7
72
7 b
n 1! 76 1 7
7 b2 7
Ln 2 76
7
76
6 b3 7
n 2! 7
6 .. 7
7
6 . 7
Ln 3 7
7
76
4 bn 1 5
n 3! 7
7
7 bn
..
7
.
7
L 5
1
(28)
L2
2!
3 61 L
b1
6
6 b2 7 6
6 . 7 6
0 1 L
6 .. 7 6
6
7 6
..
4
5 6
6 .. ..
bn 1
.
6. .
4
bn
0 0 0
0 0 0
3
2
n2
6 n3 7
7
6
6 n4 7
7
6
6 .. 7:
6 . 7
7
6
4 2n 5
2n1
2
537
can be determined. Transfer functions, which are familiar to most control engineers, are sucient to design a
PID or advanced controller.
3
Ln 2
Ln 1
...
n 2! n 1! 7
7
Ln 3
Ln 2 7
7
...
n 3! n 2! 7
7
7
..
..
..
7
.
.
.
7
5
...
1
L
...
0
1
4. Implementation issues
In this section, several practical issues concerning the
implementation of the algorithm are discussed.
4.1. Choice of t1
n
X
ni1
i0
i!
0:
29
30
1
N
tN
t1 ;
i 1; 2; . . . ; N:
538
s 1
Kp e
2 s 1
s2
Ls
Us:
32
33
;
2
2
which is already in the normal regression form, and
used to nd ^ . This feature of data screening is quite
attractive and time saving, especially for the slow processes frequently encountered in process control.
4.7. Weighting
Weighting may be introduced to weight reliable data
heavier than others. The resultant problem is a weighted
LS and has a standard solution, which can easily be
incorporated into our algorithm.
4.8. An algorithm variation
In the case where the accuracy of static gain Kp is
important, it can be estimated from the steady-state
response:
Kp
y 1
y 0
h
31
2:7s 1 158:5s2 6s 1
e 14s
17:5s 14 20s 1
( actual process, area method; - . - . - . proposeed FOPDT; - - proposed SOPDT; *** proposed TOPDT).
Fig. 1. Identication of Gs 2:15
539
Table 1
Identication results in noise-free case
G^
Gs
Identication method
1
s 15
0:3550
e 2:3959s
s 0:3487
0:2385
e
Proposed method for n 2 2
s 0:8331s 0:2412
1
e 2:63s
The area method
2:38s 1
Proposed method for n 1
1:08
e
s 12 2s 13
4s 1
e
9s2 2:4s 1
1:4725s
1.9310
12:2713s
17:5s 14 20s 1
14s
0:4444s 0:1111
e
s2 2:667s 0:1111
41.40%
5
50.16%
4
4.45%
5.011610
1.43%
1.2610
4.69%
1.731810
0:0396
e 49:9839s
s 0:0184
0:0011
e 28:8861s
Proposed method for n 2 2
s 0:0343s 0:0005
205:94s2 5:25s 1:12
e
Proposed method for n 3
104 s3 996:85s2 38:24s 0:52
2:15
e 53:90s
The area method
46:69s 1
Proposed method for n 1
8.610
31:9265s
6.7%
9.574910
6.649910
E
1.310
0:2449
e 13:8146s
s 0:2268
0:1055
e
Proposed method for n 2 2
s 0:5543s 0:0981
1:08
e 14:04s
The area method
3:96s 1
10s
2:15 2:7s 1 158:5s2 6s 1
"
4.4931%10
48.12%
4.063110
5.81%
2.000910
1.27%
1.1510
60.87%
Not applicable.
Table 2
Identication results for Gs
Noise levels
0
2:4s 5e s
under dierent noise levels
s 13 s 3s 4
Identication method
Proposed method for n 1
Proposed method for n 2
The area method
10%
30%
50%
G^
0:4541
e 2:3602s
s 0:4435
0:4324
e
s2 1:1692s 0:4346
1:0000
e 2:5315s
1:8569s 1
0:4428
e 2:3272s
s 0:4320
0:0258s 0:4167
e
s2 1:1377s 0:4177
1:0000
e 2:4787s
1:8441s 1
0:4479
e 2:3350s
s 0:4403
0:1130s 0:4953
e
s2 1:3395s 0:48888
1:0001
e 2:3406s
1:8486s 1
0:4531
e 2:3438s
s 0:4490
0:1882s 0:5824
e
s2 1:5597s 0:5664
1:0002
e 2:1860s
1:8562s 1
"
1:6532s
7.577410
20.15%
2.287410
1.89%
0.0013
1:5876s
26.29%
7.713410
20.65%
3.711210
3.02%
0.0150
1:5616s
29.66%
8.337010
21.15%
1.570610
4.27%
0.1252
1:6017s
38.27%
9.069610
21.62%
4.430810
6.90%
0.3742
49.41%
540
5. Simulation
The proposed step identication method was applied
to several typical processes. Without loss of generality, a
unit step was employed in all the simulation below. For
a better assessment of its accuracy, identication errors
in both the time domain and the frequency domain are
considered. This is because some step identication
methods are found to t the time domain well, but the
frequency response of the model sometimes deviates too
far away from the real process frequency response. To
achieve better control performance, the estimation error
should be small in both time and frequency domains. The
comparison is made with the area method described in
the Introduction, to show the performance enhancement.
The time domain identication error is measured over
the transient period by standard deviation:
"
N
1X
yKTs
N k1
y^ kTs 2 ;
with 1:15 10 2 and E 60:87%. The model estimated by the proposed method for FOPDT is
G^ s
0:0396
e
s 0:0184
with 8:6 10
model is
G^ s
s2
49:9839s
0:0011
e
0:0343s 0:0005
28:8861s
104 s3
31:9265s
34
mean absnoise
:
mean abssignal
2:15
e
46:69s 1
2:4s 5
e s
s 13 s 3s 4
under NSR=50% ( actual process; area method; - . - . - .
proposed FOPDT; - - - proposed SOPDT).
Fig. 2. Robust of identication of Gs
53:90s
4s 1
e
9s2 2:4s 1
541
Noise level
G^ s
0:4444s 0:1111
e
s2 0:2667s 0:1111
1.731810
4.493110 4%
3%
0:4453s 0:1110
e
s2 0:2679s 0:1108
0:9856s
3.534310
0.47%
5%
0:4462s 0:1110
e
s2 0:2682s 0:1108
0:9765s
7.357510
0.59%
10%
0:4485s 0:1110
e
s2 0:2690s 0:1106
0:9531s
2.661010
1.01%
15%
0:4509s 0:1110
e
s2 0:2698s 0:1104
0:9295s
5.996910
1.49%
20%
0:4533s 0:1110
e
s2 0:2706s 0:1102
0:9059s
1.075310
2.0%
30%
0:4581s 0:1111
e
s2 0:2758s 0:1098
0:8581s
2.2475610
3.05%
40%
0:4631s 0:1111
e
s2 0:2739s 0:1094
0:8088s
4.553310
4.16%
50%
0:4668s 0:1112
e
s2 0:2758s 0:1090
0:7541s
7.617310
5.41%
"
2:4s 5
e s:
s 13 s 3s 4
1:0002
e
1:8562s 1
2:1860s
G^ s
s2
0:1882s 0:5824
e
1:5597s 0:5664
1:6017s
0:4531
e
s 0:4490
2:3438s
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