887
NONLINEAR MODEL IDENTIFICATION AND STATE-OBSERVER DESIGN F0Jt
WATER DISTRIBUTION SYSTEMS
D. Georges
Laboratoire d'autoinatique de Greiioble aitd ISAR Rh6ne-Alpes, France
A b s t r a c t : This paper discusses the nonlinear
model identification and the state-observer d e
sign for water distribution systems. A nonlinear
niodel of the flows dynamics is put forward, on
the basis of the Saint-Venaiit equations. Since
some of the model parameters are not k i i u w
or may be slowly time-varying, an identificat ioii
procedure is needed. Our approa.ch is based air
output-error minimization, by use of non1iiie;ir
programming techniques. On tlie basis 0 1 t lie
identified model, the problem of state-observcbr
design is t.hen stated.
Keywords: Nonlinear systems, systeni itlciiti-
fication, nonlinear state-observer, observali1it.y
Gramia,iis assignement.
N o t a t i o n s . R" denotes the la-dimensional real
Euclidian space with norm 11 z I/= ( Z * X ) ~ / ~ .
.
A > 0, I , respectively denote apositive-defitlire
matrix, an identity matrix wliose dinlension is
given by the contest. As( A ) (X1(.4)) delicites
the maximum (the i n i i i i n i u i - t i ) eigenvaliic of h y n -
metric itial.ris A .
INTRODUCTION
Water flow and water level supervision ~1.01)-
lems take pla.ce in many water resources sys-
tems. such as irrigation systems, wa.ter t1iht.i.i-
bution 11etworlis 01' S C \ V ~colltrol
~ syste111s. 111
this paper two main issues a.risiiig i n s u l w r v i -
sion problems are considered: how to get ii IC%-
liable water flow inodel and a real-time realis-
tic vision of the water fl0n.s and water levc~ls
i n each segment of thc system, by 1nca.m of a
CONTROL'94.21-24March 1994. ConferencePublication No. 3 8 9 . 0 IEE 1994.
liinitcd iiuinber of well-chosen fow and/or level
mea.siirements Y Flows dynamics in water tfistri-
hution systems are goveriicd by a set of nonlin-
ear cciupieti liyperbolic partial tlifferential equa-
t,ioiis. lillo\V1l i t s the Saint-Venant equatioiis. A
~;iiirplilietliiiotlcl is put forward on tlie basis of
a. simple first order s p t i a l discretizat.ion. TIE
f i r s t hection presents tlie niodelling aspec.ts, the
second one deals with soiiiii identification issues
[ struc tural identifiability, identification algori-
tlritns I . The third section is devoted to the non-
1iiiea.r state-observer desigir . In the last section,
0 1 1 1 . i (Ien t i ii cat ion algori t h i I i s a.nd s t a.to-observer
are applied to a stretch of it rea,] water distribii-
tioil systeni.
NONLINEAR MODEL EQUATIONS
Water flows and water levels i n a distribution
qystein are gownled by tlie follcwing ow-dimen-
sionai nonlinear partial diffcrent,ial equations (the
w cl 1- I.: nowi L Sa i 11t Venan t ciqu a t i o its ) :
with 7 ( t . L , . ) = = ~ , ( t ) , q ( t , . l . = O ) = q ~ a l i d z ( t =
0, x), q ( t = 0, . E ) , given by an equili1)riuin point;
(I,, i z the length of the channel), and where we
dciiote also:
s-the cross-sectional arca;
z-thc water dcpth from free surface t o hot tom;
q-the water flow across s; to zero, must be emphasized. We will suppose
I(x)-the canal bottom slope ( I = dzbot t om that x is defined on a invariant compact set
~

dr
< 0);
X C RZN-': X = { X E R2N-';gi L: X, L:
J(z,z, q)-the friction slope: -r j , g j , z j > 0 , i = 1,...,2N - 1). Input vec-
tor U is also supposed to belong t o a compact
set U = { u / g L: U L: n}. These assumptions
are realistic because, for physical reasons, water
where T is a friction coefficient.(J may be also
level and water flows are bounded.
defined by: J = "" with D = K s ( - ) ~and
-
0 2
s

P
2

wet perimeter P (Manning-Strickler's formula));

g-the acceleration of gravity; IDENTIFICATION
L(z)-the effective width of the channel (If a tra-
pezoidal or circular cross-section is assumed, L
becomes also z-dependent). Some dynamical parameters, such as effective
widths and slopes of the canals as well as fric-
tion coefficients are not known precisely and/or
A nonlinear m o d e l based on s p a t i a l dis- may be slowly time-varying. Therefore an iden-
c r e t i z a t ion tification procedure is needed. In the framework
of supervision tasks, i t is essential to get param-
eter values with a physical interpretation. This
We consider, without restriction but for simpli- problem is related t o structural identifiability:
fication purpose, stretches of canals with rectan-
gular cross-section: s ( t , r ) = L ( x ) z ( t , r ) . Each Definition 1 (Structural identifiability) Let 'us
stretch is divided into several segments Si, i = consider the following class of models, parametri-
1, ...,N oflength l j . Equations (1)are now trans- zed b y parameter vector p E Rm:
formed into a set of interconnected time-depen-
dent ordinary differential equations of the fol-
lowing form:
1 where y is the observation vector. p is said to be
2, = -(q,-l(t)
I; Li
- qi(t)), i = 1, ...,M (2) globally identifiable, if, for almost all p' E RI",
2 A4(p*) = A{($) + p' = $.
q,= 1 [
- q2A -Qt+l
I , L*z*(t) LI+lz,+l(t)
i-gLtG(t)(zt(t)- z,+1(t))l (3) This definition shows clearly that identifiability
t g L , z , ( t ) ( I ,- Ja(Y,, &)), depends on the choice of measurement vector y
i = 1, ...,N - 1 and input U . We can state the following result,
where qt is the water flow going out segment i in the case of water flows dynamics:
and 2%is the water level in segment z. A similar
model has already been proposed by Cremer and T h e o r e m 2 (Global identifiability of pow dy-
Yu (1). These discretized models lead to nonlin- namics) Parameter vector
ear state-space representations of the following
11' (L1, ...,L N , I l , ...,IN-l,Tl,...,TN-l) T
form:
x = F(s,u)
{ y = ex
appearing i n equations (2) and (3) is globally
identifiable, using observation vector y m ( t , p ) =
where x = (z1 ,...,z ~ , q 1...,
, q ~ - 1 )E ~R2N-1 (21, Z N ) T .
represents the state of the canal stretch, y is the
observation vector (water levels or water flows) S k e t c h of proof. A sufficient coiidition for p t o
and U = (qo,qN)T, where qo and QN are re- be globally identifiable is given by the following
spectively the input and output flows in this result (see Pohjanpalo (2)):
canal stretch. The fact that system (4) is sin-
gular, when a t least one of the level 2, is equal
 889

dk The Gauss-Newton algorithm and the Leven-

where a ~ ; ( p=
) lim - y m ( t , p ) . Other results
t-O+ dtk berg-Marquardt algorithm exploit very well the
exist t o prove global identifiability , see Waltei specid structure of (9), without Hessian calcu-
(3), Vajda and Rabitz (4). Theoiem 2 shows lation,
that only two level sensors, placed at the CY-
tremities of the canal sectioii. are thcorically siif- G a u s s - N e w t o n algorithm: pk+l = pk+ t ~ ~ ; d k ,
ficient to identify vector p . xvlierc. search direction cli, is given by:

min 11 ~ ( p ~ ) --d kg(7.P) 112 (10)

I d e n t i f i c a t i o n a l g o r i t h m s based o n o u t p u t -
error minimization anti CII; is the step parameter.

Levenberg-Marquardt algorithm: pk+I =

We work on the basis of mea.surement time-series
{y(ti), i = 1, ...N n z } and input time-series ti),
i = 1,..., Arm}. We c0nside.r identification sclie-
mes based on output-error nlinimization:
min j ( p ) =
P directioii of dk. Wheii An is equal t o zero, tlie
N,,,
l n i n C [ y ( t i ) - ~ n i ( t i , ~ ) l ~ l ~ i [ z / (-t iY) ~
P
1=1
(7)
where Qi = Q,' 2 0. Q ; can be defined by using
a priori statistical informations on output errors
y m ( t ; , p ) - y(t;). 'The problem is theii solvcd tis-
pk+ai,dk, where di; is solution of the linear equa-
tions:
wlierlb XI; controls both tlie magnitude and the
L M aigoritliin is equivalent to the Gauss-Newton
~~(~~,/ J algorithm.
~I
When Xk teiids t9 infinity, tlie L M
algori thm becomes a steepest tlesccwt method.
The UFGS quasi-Newton algorithni does not ex-
ploit the special structure of (Cl). It is based on
aii approxiination of Ilessiai matrix 11, ac-cor&

ing nonlinear programming; algoritlinis. suclt <LS i iig to the following iterative formilla:
Gauss-Newton, Levenberg-~'larquardtor flE'C;S
quasi-h-ewton algorithms. Evaluation of C;i.;tcli-
eiit r f ( p ) is needed i n all ciises. V f ( p )is gi\,c.n
by sensitivity calculatioii:
N,
DY,n
~ f ( i v=i 2C--(ti,p)7'~~i[y7n(l,,~1)- ti)]
i=l
(911
BFGS a l g o r i t h m : pk+' =: pk f u I ; d I ; . where tli;
is given by:

dr; = -f€;lv j(#) (1.3)

STATE-OBSERVER DESIGN

011 tlie basis of t,lie identified model, the prihlem

of sigiiiiig a lionlinear ,ytate-obser\.er is now
tlt
sba.tc:l: is it possible to estimate in real-time the
\\'ate: Aows aiid tlie wat,cr l e d i o f carli scqnent
of t h e distribution teiir'! A n d w1ia.t arc tlie
tyor. the site or the ininimum nuintwr of seu-
sors iieetlcd to estimate a11 tli'c!se s t a t c s ? First
01' all, \ve will state a 1or;tl observability prop-
~ r t yof flow dynamics. 'I'liis l)ropclrt:,. is bawd

on the linearized flow dynamics, obtained at the
vicinity of an equilibrium point (x,, u e ) :
6 y = C6x
with62 = x - x Z e , 6 u = u - u e r 6 y = y - y e where
(E) are evaluated a t
Theorem 3 (Observability of the linearizedjlow
dynamics) Assumption: at least two sensors are
placed at the extremities of the canal section.
One of these two sensors has to be a water level
sensor. Under this assumption, linearized dy-
namics (14) is observable:
rank([CT,A T C T , ...,(A*)z”-’Cr]) = 2 N
On this basis, a first class of linear observers
may be defined:
2 = A ( f - 2,) + B ( u - U , ) + L ( y - $1
i y= ci
(15)
where 2 denotes the estimated state. Of course,
the validity of this observer is limited to the
vicinity of equilibrium point ( x e ,ue).
Some extended Icalman observers could also be
defined by linearization of the estimation error
dynamics about the estimated trajectory 5 , but
the amount of computation is prohibitive in the
case of real-time applications, and no guaraiitee
of observer convergence can be obtained. We
propose another approach based on the traiisfor-
mation of the flow dynamics into some “observer
form”. We suppose that the vector of ineasure-
merits y belongs t o RP. We denote L F ~ / *the ,
Lie-derivative of y t with respect to vector field
F . If we can prove that the Jacobian matrix of:
(Yl,LFYl, .Jy- 2Yl, ...,Y p , LFY,, ..., L;”-*YP)
with respect t o x, for u = 0, has a full rank
2N - 1 (observability condition), w e can select
a subset of full rank:
{Ul, ...,0z‘V-1> = IlYl, ..., LpF’Yl,..., yp, ... L$YP}
)
890
which defines a change of coordinates of for,n
0 = T ( x ) . In new coordinates U , the dynamits
becomes:
where pair (A,,C,) is observable by construc-
tion. Then we need to introduce a fundamental
lemma:
Lemma 4 (Gramians assignement, see Yasuda
and Skelton (5)) We suppose that we are given
A E R n x n ,C E Rpxn such that ( A , C ) is ob-
servable, Q o 6 R n X n ,such that Q , = QT > 0 ,
and matrix P E Rnxn, such that P = PT > 0 ,
thul is to be assigned to the following Lyapunov
equation:
-1 ( A- LC)TP + P ( A - L C ) = -Qo
by some choices of matrix L. P is assignable as
a solution if and only if P satisfies:
( I - C+C)(ATP PA + + Q o ) ( I- C’C) =0
where C+ denotes the Moore-Penrose pseudo-
inverse of matrix C . A possible matrix L that
achieves this assignement is given by:
1
L = P-’[(I- aC+C)(ATP+PA+Q,]Cf (17)
We can now design our nonlinear observer, on
the basis of system (16): In order to guarantee
the convergence of the observer, we impose the
following conditions:
( C l ) We suppose that there exists 64 > 0,
such that :
V z , y E D , where D is compact set T ( X ) .
(This condition is easily met because water
levels and water flows are bounded).
(C2) There exists P satisfying lemma 4,
for given Q, and with A , and CO given
by equations (16). (This condition is met
because pair ( A o ,C,) is observable).

The following observer is proposed:
a = .Ao& + 4(0, + L,(y - CO$)
U)
where L will be specified later. From (18) and
(IG), we obtain the followiitg observatioit wror
dynamics, denoted e = U - 0 :
i. = ( A c z- LC,)e t 4[u,U ) - 4(6,U )
Let us introduce the Lyapunov function cantli-
date V ( e ) = eTPe, where .P satisfies (C2),we
obtain:
V(ei = <?[(Ao - LC',)TI-' t P(A,- LC,,)]E
t 2eTP[$(U . ?1 j - d(0 %
,U)]
Lemma 4 provides a necessary and sufficient coil-
dition for solution P > 0 to be assigned to (A, --
LC,)'P + P( A , - LC,) = - Q o , by the choice of
a gaiii matrix L calculated according t o forniula
(17). This choice of 1, yields, using coiitlitioit
(Cl):
P(e) 5 -xI(Q,) II e 112 t 2 ~ s ( ~ ) /Ib ed I/' ( 2 1 )
Assuming that X,(Qo) > 2Xs(P)bb, we can eas-
ily show that:
with y = (X,(Q<,) - 2X,y(P)bq)/2Xs(Pj > 0.
Then e is bounded and the c~bservationei ror tly-
namics is exponentially stable.
Theorem 5 If conditions ( C l ) a'nd (C2) hold
and assuming that Ar(Qo) :> 2Xs(P)bd. the 0 6 -
servation error dyiiciniics resulting from o b s r m r'
(18) is exponentially stable in D .
R e m a r k s . We cannot guarantee that estimated
state 0 will not leave compact set D , during
transients. Condition X,[Qu) > 2Xs( P)6,++ini-
posed by theorem 5 gives a restriction to the
maximum value of deviation 6 d .
NUMERICAL SIMULATIONS
Our water distribution system consists of a 10-
kilometer long canal connected t o three secoiida-
ry canals (see figure 1). The system is supp1ic.d
89 1
( 18)
( 19)
~ - - ~_______
Figurcx 1: Map of the water distribution system
by t h e Bourne river a,iid by pu mpiiig stations,
briitging water from the Isere river to the canals.
('LO)
Tliis :;ysteni irrigates the agricultural pla.in of
Valence (in thc. south-east of France), by means
of 24 main pumping stations distributed ;along
the cmals. All the numerical tests, presented
here, ;Lre based on the model of a stretch of sec-
ondarv canal S2, starting from the main canal
a.nd eliding a t the Ruches pumping station. The
leiigtli of this stretch is 3067 in. The canal slope
is l.%i m/1000 in in average. T h e cross-section
is supposccl t o be rectangula.r, where wit1t;h L is
e q d to 4 in.
Tests of identification a l g o r i t h m s
This c:anal stretch has beclii divided in 10 seg-
nients. Then a model ( 2 ) and ( 3 ) of order 19
is oblnined. The a.im of this section is to com-
pare the efficiency of the Gau:is-Newton algo-
rithm. the Levenberg-Marclua.rdt algorithm and
t,lie BFGS a.lgoritlim, on the basis of the identifi-
cation of width paraiiieters p = ( L 1 ,Lz. ..., Llo,)T,
using water level time-serirs zl(ti) and il,)(t,),
t; = I , ...A.,I The following results have been
obtaii ed, with the same precision, using M A T
r-
LAB optimization toolbox:
Gauss-Newton
L~,veiiberg-Marquardt1
BFGS
Table 1: Comparison of algorithm performmces
 892

From this test and other tests, the Gauss-Newton

algorithm seems the most appropriate t o solve
flow dynamics identification.

S t a t e - o b s e r v e r design a n d s i m u l a t i o n

In order t o simplify the presentation, the canal

stretch has only been divided in 3 segments of 0; 5 IO I5 20
Am ,I,
25 10 35 A
length II = 1000 m, 12 = 1000 772 and 13 =
1067 m. A model (2) and (3) of order 5 is ob- Figure 2: Observer behaviour
tained, The state-observer is derived on the ba-
sis of water level measurements: y = ( z 1 , z 2 ,~ 3 ) ~ .
Change of coordinates o = T ( z )is given by:
CONCLUSION
(?/17Yl,YZrY3,Y3)

with input flows equal to zero:

The main contributions of this paper are:

A realistic state-space model of the dy-

In coordinates g , the observer is: namics of water distribution systems by
the combination of nonlinear identification
and nonlinear modelling.
A first attempt (I do not know any pre-
Some matrices P , Qo and gain L , satisfying con- vious work) t o solve the problem of state
ditions ( C l ) and (C2), may be obtained as so- observability in the framework of nonlin-
lutions of the following nonlinear prograinining ear water flows dynamics.
problem:
Acknowledgements. The "Syndicat Intercom-
munal du Canal de la Bourne" is gratefully ac-
knowledged for many very useful informations,
subject to : about its water distribution system.
( I - C+C)(AZPt PA0
-
+ Qo)(I- C+c'),,j
- ci,j
-(X,(Q0) t 2Xs(P)b4)/2Xs(P) = -/\D REFERENCES
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(25) 1. Cremer,M., Yu,J.S., 1989, AIPAC'89, 320-
where P = V V T ,Qo = W W T ,V , W are some 324
triangular matrices and 11 L 11 denotes the in-
duced norm of L . L is bounded in norm, in order 2. Polijanpalo,H., 1978, Math. Biosci., 21-33
t o avoid too high gain values, which could in-
crease sensitivity to perturbations. With AD = 3. Walter$., 1982, "Identifiability of parametric
0.01, b+ = 0.005 and % = 1, a solution, given by models", Springer Verlag, Berlin, G
MATLAB function constr, is:

0.3302 -0.2308 -0.4229 4. Vajda,S. and Rabitz,H., 1989, IEEE Trans.

011 XC,34, 220-223
0.2896 -0.1097 -0.1s93
0.0390
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-0.1917 -0.1849 0.4457 dance,l4,
- - 87S-8S5
 893

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