PDF Identification of Continuous Time Systems Linear and Robust Parameter Estimation Engineering Systems and Sustainability 1St Edition Allamaraju Subrahmanyam Ebook Full Chapter

You might also like

Download as pdf or txt
Download as pdf or txt
You are on page 1of 54

Identification of Continuous-Time

Systems: Linear and Robust Parameter


Estimation (Engineering Systems and
Sustainability) 1st Edition Allamaraju
Subrahmanyam
Visit to download the full and correct content document:
https://textbookfull.com/product/identification-of-continuous-time-systems-linear-and-r
obust-parameter-estimation-engineering-systems-and-sustainability-1st-edition-allam
araju-subrahmanyam/
More products digital (pdf, epub, mobi) instant
download maybe you interests ...

Identification of Continuous Time Systems Linear and


Robust Parameter Estimation 1st Edition Allamaraju
Subrahmanyam (Author)

https://textbookfull.com/product/identification-of-continuous-
time-systems-linear-and-robust-parameter-estimation-1st-edition-
allamaraju-subrahmanyam-author/

Fundamentals of Electronics 2 Continuous time Signals


and Systems 1st Edition Pierre Muret

https://textbookfull.com/product/fundamentals-of-
electronics-2-continuous-time-signals-and-systems-1st-edition-
pierre-muret/

Linear Discrete-Time Systems Zoran M. Buchevats

https://textbookfull.com/product/linear-discrete-time-systems-
zoran-m-buchevats/

Classification, parameter estimation, and state


estimation : an engineering approach using MATLAB
Second Edition Heijden

https://textbookfull.com/product/classification-parameter-
estimation-and-state-estimation-an-engineering-approach-using-
matlab-second-edition-heijden/
Classification Parameter Estimation and State
Estimation An Engineering Approach Using MATLAB 2nd
Edition Bangjun Lei

https://textbookfull.com/product/classification-parameter-
estimation-and-state-estimation-an-engineering-approach-using-
matlab-2nd-edition-bangjun-lei/

Rotor Systems: Analysis and Identification 1st Edition


Rajiv Tiwari

https://textbookfull.com/product/rotor-systems-analysis-and-
identification-1st-edition-rajiv-tiwari/

Vibration of continuous systems Second Edition Rao

https://textbookfull.com/product/vibration-of-continuous-systems-
second-edition-rao/

Dynamic Estimation and Control of Power Systems 1st


Edition Abhinav K. Singh

https://textbookfull.com/product/dynamic-estimation-and-control-
of-power-systems-1st-edition-abhinav-k-singh/

Nonlinear Dynamics of Discrete and Continuous Systems


Andrei K. Abramian

https://textbookfull.com/product/nonlinear-dynamics-of-discrete-
and-continuous-systems-andrei-k-abramian/
Identification
of Continuous-Time
Systems
ENGINEERING SYSTEMS AND SUSTAINABILITY SERIES
Series Editor: Ganti Prasada Rao
Co-Editors: D. Subbaram Naidu, Hugues Garnier, and Zidong Wang

Published Titles

Identification of Continuous-Time Systems: Linear and Robust


Parameter Estimation
Allamaraju Subrahmanyam and Ganti Prasada Rao

Nonlinear Stochastic Control and Filtering with


Engineering-Oriented Complexities
Guoliang Wei, Zidong Wang, and Wei Qian

Multi-Stage Flash Desalination: Modeling, Simulation, and


Adaptive Control
Abraha Woldai
Identification
of Continuous-Time
Systems
Linear and Robust
Parameter Estimation

Allamaraju Subrahmanyam
Ganti Prasada Rao
CRC Press
Taylor & Francis Group
6000 Broken Sound Parkway NW, Suite 300
Boca Raton, FL 33487-2742

© 2020 by Taylor & Francis Group, LLC


CRC Press is an imprint of Taylor & Francis Group, an Informa business

No claim to original U.S. Government works

Printed on acid-free paper

International Standard Book Number-13: 978-0-367-37143-2 (Hardback)

This book contains information obtained from authentic and highly regarded sources. Reasonable efforts
have been made to publish reliable data and information, but the author and publisher cannot assume
responsibility for the validity of all materials or the consequences of their use. The authors and publishers
have attempted to trace the copyright holders of all material reproduced in this publication and apologize
to copyright holders if permission to publish in this form has not been obtained. If any copyright material
has not been acknowledged please write and let us know so we may rectify in any future reprint.

Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced, transmit-
ted, or utilized in any form by any electronic, mechanical, or other means, now known or hereafter invented,
including photocopying, microfilming, and recording, or in any information storage or retrieval system,
without written permission from the publishers.

For permission to photocopy or use material electronically from this work, please access www.copyright.
com (http://www.copyright.com/) or contact the Copyright Clearance Center, Inc. (CCC), 222 Rosewood
Drive, Danvers, MA 01923, 978-750-8400. CCC is a not-for-profit organization that provides licenses and
registration for a variety of users. For organizations that have been granted a photocopy license by the
CCC, a separate system of payment has been arranged.

Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are
used only for identification and explanation without intent to infringe.

Library of Congress Cataloging‑in‑Publication Data

Names: Allamaraju, Subrahmanyam, author. | Prasada Rao, Ganti, 1942-


author.
Title: Identification of continuous-time systems : linear and robust
parameter estimation / Allamaraju Subrahmanyam and Ganti Prasada Rao.
Description: First edition. | New York, N.Y. : CRC Press/Taylor & Francis
Group, 2020. | Series: Engineering systems and sustainability | Includes
bibliographical references and index.
Identifiers: LCCN 2019032828 (print) | LCCN 2019032829 (ebook) | ISBN
9780367371432 (hardback) | ISBN 9780429352850 (ebook)
Subjects: LCSH: Automatic control--Mathematical models. | Linear time
invariant systems. | System identification. | Parameter estimation.
Classification: LCC TJ212.2 .A44 2020 (print) | LCC TJ212.2 (ebook) | DDC
629.8/95--dc23
LC record available at https://lccn.loc.gov/2019032828
LC ebook record available at https://lccn.loc.gov/2019032829

Visit the Taylor & Francis Web site at


http://www.taylorandfrancis.com

and the CRC Press Web site at


http://www.crcpress.com
Contents

List of Figures........................................................................................................ vii


List of Tables............................................................................................................ix
Preface.......................................................................................................................xi
Acknowledgments.................................................................................................xv
Authors................................................................................................................. xvii
List of Abbreviations........................................................................................... xxi

1. Introduction and Overview...........................................................................1


1.1 Background..............................................................................................1
1.2 Introduction..............................................................................................3
1.3 Role of Model Parameterizations in System Identification...............4
1.3.1 Poisson Moment Functional Approach....................................6
1.3.2 Integral Equation Approach......................................................6
1.3.3 Biased Estimation........................................................................8
1.3.4 Reducible Models (for Multivariable Systems)........................8
1.3.5 Distribution of Estimation Errors..............................................9
1.4 Error Quantification: An Engineering Necessity.............................. 13

2. Markov Parameter Models.......................................................................... 17


2.1 Introduction............................................................................................ 17
2.2 Markov Parameter Models................................................................... 18
2.2.1 Generalizations.......................................................................... 19
2.2.2 Choice of λ.................................................................................. 20
2.2.3 Markov Parameter Estimation................................................. 23
2.2.4 Identification of Structure........................................................ 24
2.3 Finitization of the Markov Parameter Sequence............................... 25
2.3.1 Controller Form Realization.................................................... 25
2.4 Identifiability Conditions..................................................................... 28
2.5 Convergence Analysis of the Algorithm............................................ 32
2.6 Illustrative Examples............................................................................. 36
2.7 Summary and Conclusions.................................................................. 41

3. Time Moment Models...................................................................................43


3.1 Introduction............................................................................................43
3.2 Time Moment Models...........................................................................44
3.3 Finitization of Time-Moment Sequence............................................. 47
3.3.1 Implementation Issues.............................................................. 48
3.4 Illustrative Examples............................................................................. 51
3.5 Choice of Basis of Parameterization....................................................54
3.6 Summary and Conclusions.................................................................. 61

v
vi Contents

4. Robust Parameter Estimation......................................................................63


4.1 Introduction............................................................................................63
4.2 Problem Description.............................................................................64
4.3 Solution to the Suboptimal Problem................................................... 67
4.4 Bounds on Parameter Errors................................................................ 76
4.5 Summary and Conclusions.................................................................. 78

5. Error Quantification...................................................................................... 81
5.1 Introduction ........................................................................................... 81
5.1.1 Role of Priors..............................................................................83
5.1.2 A Plausible Philosophy............................................................. 85
5.1.3 Chapter Layout........................................................................... 86
5.2 Robust Parameter Estimation.............................................................. 86
5.3 Quantification of Parameter Errors..................................................... 87
5.4 Illustrative Examples.............................................................................90
5.5 Conclusions............................................................................................ 92

6. Conclusions..................................................................................................... 95
6.1 Linear Model Parameterizations for System Identification............. 95
6.2 Robust Estimation................................................................................. 96
6.3 Error Quantification.............................................................................. 97

Bibliography........................................................................................................... 99
Subject Index....................................................................................................... 113
Author Index........................................................................................................ 117
List of Figures

Figure 1.1 Indirect identification of CT parameters via DT parameters......7


Figure 1.2 Direct identification of CT parameters via DT parameters.........8
Figure 1.3 Poisson filter chain.............................................................................8
Figure 2.1 E
 xpansion of the complex plane: (I) Actual ZOC,
(II) Expanded ZOC. (a) λ < 0 for real and heavily
damped poles; and (b) λ > 0 for lightly damped
and imaginary pole..........................................................................21
Figure 2.2 Pattern of MP convergence (Example 2.1)..................................... 37
Figure 2.3 Pattern of MP convergence—Subsystem 1 (Example 2.2).......... 38
Figure 2.4 Pattern of MP convergence—Subsystem 2 (Example 2.2).......... 38
Figure 3.1  attern of parameter convergence—Noise: 10% white
P
(Example 3.1)..................................................................................... 52
Figure 3.2 P
 attern of parameter convergence—Noise: 10% colored
(Example 3.1)..................................................................................... 52
Figure 3.3 R
 esults of restricted complexity model estimation using
basis PF (Example 3.3).................................................................... 57
Figure 3.4 R
 esults of restricted complexity model estimation using
basis SVF (Example 3.3).................................................................. 58
Figure 3.5 R
 esults of restricted complexity model estimation using
basis LAG (Example 3.3)................................................................. 59
Figure 3.6 C
 omparison of approximations (Example 3.3). Basis-1:
MP , Basis-2: SVF , Basis-3: LAG...................................................... 60
Figure 3.7 R
 esults of restricted complexity model estimation using
basis  SVF (Example 3.4).................................................................. 61
Figure 4.1 Patterns of parameter convergence............................................... 73
Figure 4.2 Decay of determinants.................................................................... 74
Figure 4.3 R
 esponse to a sudden change in steady-state gain of the
system................................................................................................ 74
Figure 5.1 Frequency domain error bounds (Example 5.1)........................... 91
Figure 5.2 Frequency domain error bounds (Example 2.2).......................... 92

vii
List of Tables

Table 2.1 Parameter estimates (Example 2.1).................................................. 37


Table 2.2 Parameter estimates—Subsystem 1 (Example 2.2)........................ 39
Table 2.3 Parameter estimates—Subsystem 2 (Example 2.2)........................ 39
Table 2.4 R
 esults of Monte Carlo experiments with MP approach
(Example 2.3)....................................................................................... 39
Table 2.5 Comparison of percentage REN (Example 2.3).............................40
Table 3.1 Parameter estimates—Noise: 10% white (Example 3.1)................ 51
Table 3.2 Parameter estimates—Noise: 10% colored (Example 3.1)............. 51
Table 3.3 Parameter estimates—Noise: 10% white (Example 3.2)................ 53
Table 3.4 Parameter estimates—Noise: 10% colored (Example 3.2)............. 53
Table 3.5 R
 esults of Monte Carlo simulation experiments—Noise:
white (Example 3.2)............................................................................ 53
Table 3.6 R
 esults of Monte Carlo simulation experiments—Noise:
colored (Example 3.2).........................................................................54
Table 3.7 Parameter estimates (Example 3.3).................................................. 56
Table 3.8 Comparison of condition numbers (Example 3.3)......................... 60
Table 3.9 Parameter estimates (Example 3.4).................................................. 60

ix
Preface

About fifty years ago in a survey paper (Automatica 1971, 123–162) Ǻström and
Eykhoff remarked that the field of System Identification at that time was like a
bag of tricks having no organization. That bag was also full of methods only for
discrete time (DT) models. Hardly any attention has been given to continuous-
time (CT) model (CTM) identification despite the natural relevance to physical
systems and the role of CTMs in our understanding of the control of dynami-
cal systems. When required, CTMs were obtained via DT models in an “indi-
rect approach.” In subsequent years, methods in a “direct approach” for CTM
identification were reported and found to outperform the indirect methods
(Ljung 2003). The primary objective of the direct approaches is to retain the
system parameters as in their native CTMs. Direct methods are characterized
by devices to avoid numerical computation of derivatives of process signals
for use in the parameter estimation algorithms, which are also interpreted as
some kind of prefilters to provide smoothed differentiated input-output data
for parameter estimation. Thus, the direct methods of identifying CTMs are
viewed as methods comprising two stages: the prefiltering primary stage, fol-
lowed by the secondary stage of parameter estimation. Thus, the derivative
measurement problem in CTMs is resolved by diverse methods in the primary
stage unified into a linear dynamic operator (LDO) or prefilter stage. In the
direct approach, the physically meaningful parameters in the CT domain
are retained and estimated. The secondary stage—parameter estimation—is
standard with the existing statistical methods. Subsequent efforts to handle
“uncertainties” and “deficiencies in the knowledge about systems” resulted in
the application of robust control methods. Uncertainties are attributed to “noise
and disturbances” and “deficiencies” to unmodeled dynamics and handled by
∞ methods. Thus, in identifying CT systems, the issues on the side of the sig-
nals were handled through the LDO or prefilters to preserve the system param-
eters in rational transfer function models in the CT domain. On the side of the
models, methods consider models that are linear in unknown parameters in
order to render the parameter estimation linear.
Several papers surveying direct approaches to CTM identification
have appeared over the last four decades—the most recent by Rao and
Unbehauen (2006). Among the books that are available on direct approaches,
some are devoted to orthogonal function techniques (Rao 1983; Jiang and
Schaufelberger 1992; Datta and Mohan 1994). In their book Unbehauen and
Rao (1987) presented for the first time LDO techniques of CT identification
in a unified way together with the so-called adaptive model methods. Apart
from these, some books and special journal issues presenting collections of
diverse works have also appeared.

xi
xii Preface

This book is devoted to the identification of CTMs that are linear in their
parameters, starting with Markov parameter (MP) and time-moment mod-
els. Other linear-in-parameter models—transfer functions represented as
Poisson, Lauerre, and Kautz series—are also considered. To enhance the sec-
ondary stage of CT system parameter estimation, linear and robust estima-
tion aspects are detailed.
The term “robust” is used in various contexts to denote various “robust”
attributes in systems and control. In this book, this word is used in two
contexts: when the “estimation (algorithm) is robust,” and when “the esti-
mate is robust.” The former is about “rejection” (by the algorithm) of errors,
while the latter is about “validity” (of the estimate) for a given or predicted
bounded set of realizations of errors. Here, “errors” are the effects of the
“unmeasurable” stochastic/deterministic disturbances not influenced by the
system excitation) and the “unmodeled” (due to model simplification) distur-
bances on the system output.
Among the various possible parameterizations of models for parametric
identification, a class of parameterizations that are linear leads to linear esti-
mation algorithms (e.g., simple least squares estimation) that are robust to
zero-mean disturbances. Here the estimates will converge asymptotically to
the same set of values as will be obtained in the disturbance-free case, for
all possible realizations of zero-mean disturbances. This book attempts to
exploit this well-known fact for continuous system identification. Linear-in-
parameter models with MPs and time moments (TMs) are the subjects of a
study in this book in Chapters 2 and 3.
To ensure validity of the estimate, what is required is a “set” estimate
rather than a “point” estimate. Here, given a bounded set of realizations
of errors, the estimate is characterized by a bounded set, and the occur-
rence of any particular value is equally probable among such a set. Set
estimation is thus a deterministic counterpart of variance estimation. “Set-
membership identification” (SMI), a well-developed branch of system iden-
tification, deals with this problem. This problem has been of considerable
interest in the past due to its relevance to robust control, where, for robust
controller design, such parameter (or equivalently, transfer function) sets
are assumed to be available a priori. This problem is more involved when
the available priors on errors are not in a form suitable for processing by
SMI techniques. A number of approaches have been applied toward solv-
ing this problem. This activity is appropriately called “error quantifica-
tion,” and it is taken up for investigation in Chapters 4 and 5 of this book.
Such investigations are of importance by themselves toward assessing the
quality of the estimated model, with a measure of the size of the estimated
set indicating the quality.
The following is the outline and organization of this book.
Chapter 1 provides a brief overview of the field of CT system identification
and sets the stage for the presentation of estimation of linear-in-parameter
models of CT systems.
Preface xiii

Chapter 2 presents an MPs approach to CT system identification. Reference


to CT MPs is rare in the field of CTM identification, whereas reference to
CT MPs is frequently made in the related field of model order reduction.
This scarcity is justifiable in view of the natural but difficult-to-estimate form
in which MPs are defined for CT systems [see Eq. (1.14)]. Dhawan et al. (1991)
made the first attempt in this direction and pointed out some of the implica-
tions of using MPs for CT single-input single-output (SISO) system identi-
fication, along with some interesting results. Motivated by these results, in
this chapter, the problem of irreducible CTM identification via MP estima-
tion for multi-input multi-output (MIMO) systems is considered.
Here, the basic definition of MPs is generalized to make the model param-
eterization more flexible. However, due to truncation of the infinite length
MP sequence (MPS), an undermodeling error is inherent. For the case of
finite dimensional systems, a simple iterative but time recursive algorithm
employing the pole-placement technique called the “bias reparameteriza-
tion algorithm” is proposed to remove this undermodeling error in order
to finally give a rational transfer function matrix estimate. This algorithm
is then analyzed for its convergence. Comparisons with some of the exist-
ing methods are made via numerical examples to establish the merits of the
proposed class of models.
Chapter 3 considers CTMs parameterized with TMs of system impulse
response function. These “not-directly realizable” models have never before
attracted the attention of system identification researchers. This chapter
attempts to bring these models into the mainstream of model parameteriza-
tions via basis functions. Most of the contents of this chapter run in parallel
to those of Chapter 2. This is because of the structural similarities between
MP models and TM models, although these two have altogether different
origins. Given that the basis for TM models is in terms of differentiators,
Poisson filtering is introduced to obtain a new realizable basis that is near-
orthogonal. A variant of the bias reparameterization algorithm is also sug-
gested here to tackle the inherent undermodeling error.
The two sets of basis functions presented in this and the previous chapters
are also compared for their performance, and some guidelines are given for
approximating complex systems.
Chapter 4 presents a methodology to robustify the celebrated recursive
least squares (RLS) algorithm for parameter estimation of linear regres-
sion models, via an ∞-norm bounded recursive least squares (NBLS) algo-
rithm. This algorithm is a special case of the ∞ filter algorithm (Nagpal and
Khargonekar 1991; Shaked and Theodor 1992). This algorithm guarantees
estimates with the smallest possible estimation error energy, over all possible
modeling errors of fixed energy. Governed by a robust criterion function, the
proposed recursive algorithm makes cautious updates. Various similarities
with the ordinary RLS algorithm are pointed out. Sufficient conditions for
the convergence of the proposed estimator are given, and it is shown that, in
the asymptotic case, the estimates converge to the RLS solution. Given prior
xiv Preface

bounds on modeling errors, formulae are derived to compute ellipsoidal


parameter error bounds, thus providing for deterministic robust estimation.
Such formulae are useful during the exercise of error quantification.
An important consequence of robustification is an active and accelerated
estimation. This feature is useful when the available measurement records
are short.
Chapter 5 discusses error quantification—a scientific inference problem
in which prior assumptions on modeling errors play a very crucial role. It is
argued in this chapter that such prior assumptions should be noninforma-
tive so as to let the measurement data speak of the system under identifica-
tion experiment. A critical survey of the existing literature on this problem
reveals that, to quantify error, most of the techniques make use of informa-
tive priors, which are difficult to realize in practice. The aim of this chapter
is to show that even in the absence of informative priors it is possible to
quantify error, and a simple off-line error quantification scheme is suggested
for this purpose.
Chapter 6 reviews the work in the preceding chapters and provides some
directions for further research.
It is hoped that this modest volume will be a useful addition to the litera-
ture on identifying CT systems.

Allamaraju Subrahmanyam
Ganti Prasada Rao
Acknowledgments

Much of the work covered in this book was carried out in the excellent
academic atmosphere of the Department of Electrical Engineering, Indian
Institute of Technology (IIT), Kharagpur, India, and partly at the International
Foundation for Water Science and Technology (IFFWSAT), Abu Dhabi.
We are grateful to many of our colleagues at IIT Kharagpur. In particu-
lar, we thank Professors Dines Chandra Saha, Amit Patra, and Siddhartha
Mukhopadhyay, who gave their valuable time for many sessions of inter-
esting and fruitful discussions. We are also grateful to Professors K.B.
Datta, S. Sinha, and other faculty members of the Department of Electrical
Engineering for their encouragement.
We are extremely grateful to Dr. Darwish M.K. Al Gobaisi, director of
the International Centre for Water and Energy Systems (ICWES), erstwhile
IFFWSAT, and past director general of the Water and Electricity Department
(WED), Government of Abu Dhabi, for the unusual and generous support
that helped us to work together in Abu Dhabi for some time away from IIT
Kharagpur and enabled us to participate in several International Federation
of Automatic Control (IFAC) conferences to share our ideas with colleagues
from many parts of the world.
We thank Professor Graham Goodwin, Australian Laureate Professor of
Electrical Engineering at the University of Newcastle, Australia, for his valu-
able comments on the first draft of the manuscript.
Professor H. Unbehauen, Lehrstuhl Für Elektrische Steurung und Regelung,
Ruhr Universität Bochum, Germany, who collaborated with our team at IIT
Kharagpur for nearly four decades in the field of identifying continuous-time
systems, passed away on May 1, 2019. He was also one of the coeditors of this
book series. We miss him very much.
We thank our families for their patience and support.

Allamaraju Subrahmanyam
Ganti Prasada Rao

xv
Authors

Allamaraju Subrahmanyam (aka Subbu Allamaraju) received the BTech


degree in Electrical and Electronics Engineering from the Jawaharlal Nehru
Technological University College of Engineering, Kakinada, India, in 1990.
He received the MTech degree in Control Systems Engineering in 1992 and
the PhD degree in 1995, both from the Indian Institute of Technology (IIT),
Kharagpur, India.
Subbu is currently a vice president of technology at the Expedia Group,
based in Seattle, Washington, USA, where he leads several technology ini-
tiatives. His current areas of work include cloud computing, distributed
systems, and automation of large-scale systems. He is a frequent speaker at
various technology conferences on these topics. He also volunteers his time
as an expert-in-residence at RippleWorks, providing guidance for nonprofits
and social ventures.
Prior to his current role, Subbu was a distinguished engineer at eBay Inc.
for five years, where he helped build eBay’s private cloud platform across
multiple data centers. He also served in various software engineering
roles in other technology companies like BEA Systems (now part of Oracle
Corporation), Yahoo Inc., Wipro Infotech, and Computervision (now part of
Parametric Technology Corporation).
Subbu has published four books over the many years of his work in the
United States:

• RESTful Web Services Cookbook, O’Reilly Media (March 2010)


• Professional Java Servlets 2.3 (January 2002)
• Professional Java Server Programming J2EE, 1.3 Edition, Wrox (August 2001)
• Professional Java E-Commerce, Wrox (January 2001).

Earlier, he published several research papers on the identification of


­continuous-time systems using Markov parameters and time moments.

Ganti Prasada Rao received the BE degree in Electrical Engineering


from Andhra University, India, in 1963 and the MTech (Control Systems
Engineering) and PhD degrees in Electrical Engineering in 1965 and 1969,
respectively, both from IIT Kharagpur, India. From July 1969 to October 1971,
he was with the Department of Electrical Engineering, PSG College of
Technology, Coimbatore, India, as an assistant professor. In October 1971 he
joined the Department of Electrical Engineering, IIT Kharagpur, as an assis-
tant professor and was a professor there from May 1978 to June 1997. From May
1978 to August 1980, he was the chairman of the Curriculum Development

xvii
xviii Authors

Cell (Electrical Engineering) established by the Government of India at IIT


Kharagpur. From October 1975 to July 1976, he was with the Control Systems
Centre, University of Manchester Institute of Science and Technology
(UMIST), Manchester, UK, as a Commonwealth Postdoctoral Research
Fellow. During 1982–1983, 1985, 1991, 2003, 2004, 2007, and 2009, he visited
the Lehrstuhl für Elektrische Steuerung und Regelung, Ruhr-Universität
Bochum, Germany, as a research fellow of the Alexander von Humboldt
Foundation. He visited the Fraunhofer Institut für Rechnerarchitectkur und
Softwaretchnik (FIRST) Berlin, in 2003, 2004, 2007, 2009, and 2011. He was a
visiting professor in 2003 at University Henri Poincare, Nancy, France, and a
Royal Society-sponsored visiting professor at Brunel University, UK, in 2007.
During 1992–1996, he was a scientific advisor to the Directorate of Power and
Desalination Plants, Water and Electricity Department, Government of Abu
Dhabi and the International Foundation for Water Science and Technology,
where he worked in the field of desalination plant control. At present, he
is a member of the United Nations Educational, Scientific and Cultural
Organization Encyclopedia of Life Support Systems (UNESCO-EOLSS) Joint
Committee.
He has authored/coauthored four books: Piecewise Constant Orthogonal
Functions and Their Applications to Systems and Control; Identification of Continuous
Dynamical Systems—The Poisson Moment Functional (PMF) Approach (with
D.C. Saha); General Hybrid Orthogonal Functions and Their Applications in Systems
and Control (with A. Patra), all three published by Springer in 1983, 1983, and
1996, respectively; and Identification of Continuous Systems (with H. Unbehauen),
published by North Holland in 1987. He has also coedited (with N.K. Sinha)
Identification of Continuous Systems—Methodology and Computer Implementation,
published by Kluwer in 1991. He has authored/coauthored over 150 research
papers.
He is/was on the editorial boards of the International Journal of Modeling and
Simulation, Control Theory and Advanced Technology (C-TAT), Systems Science
(Poland), Systems Analysis Modeling and Simulation (SAMS), the International
Journal of Advances in Systems Science and Applications (IJASSA), and the Students’
Journal of IETE (India). He was a guest editor of three special issues: one
of C-TAT on Identification and Adaptive Control—Continuous Time Approaches,
Vol. 9, No. 1, March 1993, and the Students’ Journal of IETE on Control, Vols. I
and II, 1992–1993, System Science, Special Issue dedicated to Z. Bubnicki, Vol. 33,
No. 3, 2007. He organized several invited sessions in International Federation
of Automatic Control (IFAC) symposia on identification and system param-
eter estimation in 1988, 1991, 1994 and in World Congress in 1993. He was
a member of the international program committees of these symposia
during 1988–1997. He was a member of the IFAC Technical Committee on
Modelling, Identification and Signal Processing in 1996. He was chairman of
the Technical Committee of the 1989 National Systems Conference in India.
He is coeditor (with A. Sydow) of the book series “Numerical Insights Series”
published by Taylor & Francis Group. He is a member of the international
Authors xix

advisory boards of the International Institute of General Systems Science (IGSS),


the Systems Science Journal (Poland), and the International Congresses of
World Organisation of Systems and Cybernetics (WOSC).
Since 1996, Prof. Rao has been closely associated with the development of
the Encyclopedia of Desalination and Water Resources (DESWARE) (www.
desware.net) and the EOLSS, developed under the auspices of UNESCO
(www.eolss.net).
He has received several academic awards, including the IIT Kharagpur
Silver Jubilee Research Award 1985, the Systems Society of India Award
1989, the International Desalination Association Best Paper Award 1995,
and an honorary professorship of the East China University of Science and
Technology, Shanghai. He was elected to the Fellowship of the Institute
of Electrical and Electronics Engineers (IEEE) with the citation “for devel-
opment of continuous time identification techniques.” The International
Foundation for Water Science and Technology established the “Systems
and Information Laboratory” in the Electrical Engineering Department at
IIT Kharagpur in his honor. He was honored by his alma mater—Indian
Institute of Technology, Kharagpur, with its Distinguished Alumnus Award
in August 2019.
He is listed in several biographical volumes and is a Life Fellow of the
Institution of Engineers (India), a Life Member of the Systems Society of
India, a Member of the Indian Society for Technical Education, a Fellow of
the Institution of Electronics and Telecommunication Engineers (India), a
Life Fellow of the IEEE (USA), and a Fellow of the Indian National Academy
of Engineering.
List of Abbreviations

BCLS bias compensating least squares


BPF block-pulse functions
CD common denominator
CONTSID continuous-time system identification
CRAN Le Centre de Recherche en Automatique de Nancy
CT continuous time
CTAT control theory and advanced technology
CTM continuous-time model
DT discrete time
DU Diekmann-Unbehauen
EE equation error
EOB ellipsoidal outer bounding
FIR finite impulse response
GHOF general hybrid orthogonal functions
GLS generalized least squares
HF Haar functions
IET CTA Institution of Engineering and Technology [formerly, the
Institution of Electrical Engineers (IEE)] Control Theory and
Applications
IJC International Journal of Control
IV instrumental variables
LDO linear dynamic operation
LS least squares
LTI linear time-invariant
MIMO multi-input multi-output
MISO multi-input single-output
MP Markov parameter
MPPS Markov-Poisson parameter sequence
MPS Markov parameter sequence
NBLS norm bounded least squares
NLMS normalized least mean squares
OE output error
PCBF piecewise constant basis functions
PF Poisson filter
PFC Poisson filter chain
PMF Poisson moment functional
PRBS pseudo random binary sequence
RDU Rao-Diekmann-Unbehauen
REN relative error norm

xxi
xxii List of Abbreviations

RLS recursive least squares


SISO single-input single-output
SMI set membership identification
SVF state-variable filters
TFM transfer function matrix
TM time moment
TMS time-moment sequence
WF Walsh functions
ZOC zone of convergence
1
Introduction and Overview

1.1 Background
A system is a unified collection of entities or objects called subsystems. A sys-
tem may occur naturally or be human engineered for a purpose. The objects
are naturally interrelated or artificially made to interact. The collection
functions together as a whole within certain spatial and temporal boundar-
ies. A system is characterized by its structure, function, and environment.
A dynamical system is a system whose state can change in time and space
either spontaneously or by the action of external influence.
Dynamical systems are represented by their mathematical models—
difference equations or differential equations. Differential equation models
arise mostly from physical systems because the governing laws are basi-
cally formulated in continuous time (CT). Examples include Newton’s laws
of mechanics and Faraday’s laws of electromagnetism. When a dynamic
system is studied intermittently—in discrete time (DT)—the mathematical
models are in the form of difference equations. CT and DT descriptions
can be transformed into other domains for operational or computational
convenience.
The behavior of a system is exhibited in its response to external inputs
and is studied by solving the system model differential/difference
equations with forcing functions. The reverse of such study is System
Identification whose objective is to determine the dynamical system model
that best fits the behavior under appropriate observations. System iden-
tification involves consideration of a set of (measurable) signals, a set of
models, and a criterion (Zadeh 1962). System identification is then con-
cerned with the determination of an appropriate (based on a criterion)
mathematical model to describe the input–output behavior of the system
under test on the basis of a given set of measured input and output signals
and prior information.
For parametric identification of CT systems, an appropriate parameter-
ization of the chosen model structure in a realistic time domain is crucial.
The choice of model structure is governed—first by the nature of the system
under test, and then by the intended application of the model.

1
2 Identification of Continuous-Time Systems

The field of system identification has been surveyed in the past in general,
both in CT and DT (Aström and Eykhoff 1971; Niederlinski and Hajdasinski
1979; Billings 1980; Young 1981; Unbehauen and Rao 1990, 1998; Pintelon et al.
1994). These include surveys of linear time-invariant (LTI) lumped dynami-
cal stable CT systems (Young 1981; Unbehauen and Rao 1990, 1998; Pintelon
et al. 1994). There are books dealing with CT identification of systems (Rao
1983; Saha and Rao 1983; Unbehauen and Rao 1987) and edited volumes of
collected works of different authors (Sinha and Rao 1991; Garnier et al. 2001,
2008; Garnier and Young 2014) on the subject. Special issues of journals were
devoted to CT approaches to identification and control (Rao and Unbehauen
1993; Young and Garnier 2014).
This book focuses on the identification of LTI lumped dynamical stable sys-
tems with CT processing of input–output signals; and hence, in the sequel we
will consider LTI parametric transfer functions for modeling such systems.
CT systems have traditionally been modeled by linear differential equa-
tions in the time domain or by rational transfer functions in the complex
variable “s” in the frequency domain. However, such models cannot be pro-
cessed on digital computers without discretizing CT operators and process
signals. Consequently, CT systems began to be modeled by difference equa-
tions in the time domain or by rational transfer functions in the complex
variable “ z” in the frequency domain. These models remained popular for
their simplicity and the availability of analytical tools until several research-
ers pointed out the associated drawbacks in the context of identification and
control (Gawthrop 1987; Middleton and Goodwin 1990; Mukhopadhyay
1990; Sinha and Rao 1991) such as

• High coefficient sensitivity of these models at fast sampling, leading


to problems in parameter estimation and control
• Clustering of poles near (1,0) point in the z-plane at fast sampling
leading to undesirable numerical ill-conditioning
• Appearance of non-minimum phase zeros due to sampling
• Lack of uniqueness of models due to their dependence on sampling
rate
• Loss of physical significance of parameters due to discretization
even for partially known CT systems
• Loss of prior knowledge available in the CT model.

See Mukhopadhyay et al. (1992) and the references therein for details.
Further research to avoid such drawbacks has led to the currently popular
approximate CT modeling in which the CT operators and signals are DT
approximated while retaining the CT model parameters. This approach to
CT model (CTM) identification has gained a lot of attention in recent years
(Unbehauen and Rao 1987; Sinha and Rao 1991). In this approach, the DT
(sampled or averaged) measures of the process signals are realized using
Introduction and Overview 3

sampled or averaged measurements, and the filtered versions of signals that


arise in CT modeling are computed via DT approximations of the CT differ-
entiation operator p ( = dtd ). An important feature of this modeling is that the
resulting discrete domain is in harmony with the CT s-domain, approaching
it with rapid sampling.

1.2 Introduction
Let  be an LTI-stable dynamical system with an unknown transfer function
G 0 (p) defined as

y(t) = G 0 (p)u(t) + v(t), (1.1)

where v(t) is an unknown disturbance term. Define the averaged/sampled


(at averaging/sampling interval Ts ) measurement data set

Y N = {u(k ), y(k ), k = 1,  , N }. (1.2)

The identification problem considered here is that, given Y N , along with


some prior knowledge concerning the dynamics of  and the input–
output signals, to compute a nominal transfer function estimate G(p , θ)
to describe the dynamics of  as closely as possible by minimizing some
suitable norm of modeling errors, and to make a quantitative statement
assessing the quality of the estimate. Here p is a DT approximation (such
as obtained by forward or backward differencing, or trapezoidal rule) of
the CT differentiation operator p, and θ is the unknown parameter vector.
In terms of the parameterized model structure G(p , θ) ,

y(k ) = G(p , θ)u(k ) + e(k ), (1.3)

where e(k ) is the total modeling error that includes effects of unmodeled
dynamics due to restricted complexity modeling, unmeasurable distur-
bances v(k ) and possibly effects of unknown initial conditions.

Remark 1.1 Assumptions on v(k)

In conventional system identification, disturbances and errors are treated to be real-


izations of stochastic processes, and v(k ) is generally assumed to be a realization of a
zero-mean stationary stochastic process independent of u(k ).
On the other hand, in the case of bounded-error/worst-case identification (for an
overview, see Norton 1987a; Deller 1989; Arruda and Favier 1991; Milanese and
4 Identification of Continuous-Time Systems

Vicino 1991; Wahlberg and Ljung 1992) where disturbances and errors are treated in
a deterministic framework, an assumption on v(k ) in terms a bound Cv , is

v(k )2 ≤ Cv < ∞. (1.4)

In addition, the following assumptions are generally imposed on v(k ),


N

∑ v(k) = 0,
1
lim
N →∞ N
k =1

∑ v(k)u(k − κ ) = 0, ∀κ ,
1
lim
N →∞ N
k =1

and
N

∑[v(k)]
1 2
∞ > lim =C>0
N →∞ N
k =1

1.3 Role of Model Parameterizations in System Identification


Although linearity of models is primarily governed by the nature of the sys-
tem under test and the intended model application, there is another kind of
linearity of importance, namely, between the dependent variables and the
parameters, that is, linearity of the model parameterization. A parameteriza-
tion is linear (or in other words, a model structure is linear in parameters)
if second- and higher-order partial derivatives of G(p, θ) with respect to θ
vanish for all θ. Note that linearity of a parameterization is different from
the linearity of the model in terms of input–output behavior. Even nonlinear
models can be linearly parameterized.
To appreciate the importance of linearly parameterized models in identi-
fication, consider, for example, a DT model. Its representation as a rational
transfer function leads to nonlinear estimation, whereas a finite impulse
response (FIR) model representation leads to simple linear estimation
problems. However, in various problems of control, signal processing and
identification, use of rational transfer functions or differential/difference
equations as models has been very popular and a majority of theoretical
contributions to these fields are based on such models.
Let G(p , θ) be parameterized as a proper rational transfer function

B(p , θ)
G(p , θ) = , (1.5)
A(p , θ)
Introduction and Overview 5

where B and A are polynomials in p . Then the model output error (OE) in
sampled form is

B(p , θ)
 OE (k ) = y(k ) − u(k ) (1.6)
A(p , θ)

and a suitable parameter estimation criterion is to minimize

N
J OE = ∑
k =1
OE ( k )2 . (1.7)

Given that Eq. (1.6) is nonlinear in parameters, minimization of the above


criterion function requires nonlinear optimization. To simplify matters,
most of the identification approaches consider the equation error (EE)

A(p , θ) B(p , θ)
EE (k ) = y(k ) − u(k ) (1.8)
E(p , θ) E(p , θ)

and a criterion

N
J EE = ∑
k =1
EE ( k )2 . (1.9)

1
Here E( p ) is a linear-dynamic operator of a suitable order that removes the
need for direct differentiation of process data (Unbehauen and Rao 1990).
These operators also serve the purpose of prefilters used for removing unim-
portant frequencies form the process data. The prefilter concept originates
from the work of Shinbrot (1957), who used a set of modulating functions on
the input–output signals mainly to shift the derivative operations from pro-
cess signals on to the chosen modulating functions whose derivatives need
not be obtained by undesirable numerical computations. The preservation of
the parameters in their CT form is desirable for many reasons, although some
suggest an approach to identify CT systems by an indirect method in which
a DT model is obtained and then transformed into CT form. This is not with-
out difficulties given that a DT model obtained by discretizing a CT model
is unique and going back to its native CT version is problematic. Therefore,
direct methods of identifying CT models are preferred. In the direct approach
to CT identification, the input and output signals are prefiltered, as men-
tioned before, in several ways that are connected to the modulating function
method. Unbehauen and Rao (1990) in their surveys call this prefiltering a
linear dynamic operation (LDO), which views a modified version of the mod-
ulating function method as one using convolution involving a “modulating
function” arising out of the impulse response function of a filter.
6 Identification of Continuous-Time Systems

1.3.1 Poisson Moment Functional Approach


The need to compute the integrals of the products of the signals with mod-
ulating functions was later eliminated by choosing exponential impulse
response function of a first-order system characterized by the transfer func-
tion 1/(s + λ ), λ ≥ 0. This is known as a Poisson filter. Because the pole is far
into the left half plane, its transients decay fast and, therefore, the initial con-
ditions are not considered in the convolution integral that gives the output of
the filter element. The input and output signals are passed through chains of
such elements called Poisson filter chains (PFCs).
Given that λ ≥ 0, the bandwidth of the Poisson filter is large and much of
the noise passes into the measured outputs of the filter chains. With λ = 0,
the filter element becomes an integrator that can filter high-frequency com-
ponents of the noise spectrum. Parameter estimation can also be done in the
presence of unknown initial conditions. The output signals of the various
stages of the Poisson filter chain are known as Poisson moment functionals
(PMFs). Much work is reported on the use of PMFs in identifying CT systems
(Fairman and Shen 1970; Fairman 1971; Saha and Rao 1980a,b, 1981, 1982;
Saha et al. 1982). In the book by Saha and Rao (1983), the authors comprehen-
sively cover the use of PMFs in CT system identification. Rao and Sivakumar
(1976) applied the PMF method also to determine an unknown time delay in
a system. In 1982, Rao and Sivakumar processed the PMF through a Kalman
filter and obtained good results on a simulated system. Bapat (1993) made
some extensions of the PMF method. Garnier and colleagues reported sev-
eral results during 1994–1995 on the application of PMF method in system
identification.
With λ = 0, the Poisson filter element becomes a time integrator. Methods
related to this case of PMF were first reported by Diamessis (1965a, 1965b,
1965c), who applied the repeated integration method to LTI, time-varying,
and nonlinear systems. Sagara and Zhao (1988, 1989, 1991) used integrating
filters for online identification of CT systems.

1.3.2 Integral Equation Approach


With repeated integration, the model differential equation becomes an
integral equation in which the integral operations on process input and
output signals can be safely performed, resulting in filtering noise.
The integral operation in the integral equations is realized as an algebraic
operation through an operational matrix for integration if the signals are
characterized by orthogonal basis functions in the time domain. Several
classes of orthogonal functions such as continuous basis functions
(Sinusoidal, Jacobi, Chebychev, Laguerre functions) and piecewise constant
basis functions (PCBFs) [Walsh functions (WFs), Haar functions (HFs),
and block-pulse functions (BPFs), collectively called PCBFs] or general
hybrid orthogonal functions (GHOFs) (Patra and Rao 1996) can be used.
Another random document with
no related content on Scribd:
“Well, not so very possible,” he said contemptuously. “I am afraid
the kind of man he is sticks out plainly enough. Inexperienced as she
is, I fancy she can see his game—an heiress and so young. I should
feel responsible if anything happened, unless I had said a word to
Overton. Oh, yes, I know. You suppose that he knows all about Bob’s
record, but in a case as serious as this we have no right to suppose.
It is somebody’s duty to speak plainly, and if you won’t do it, why, I
will.”
“I am the person to do it, if it must be done,” said Nellie.
“I am not so sure of that. There are very pertinent little incidents in
your cousin’s past which I hope you don’t know, but which you
certainly could not repeat.”
“I know quite enough, I’m afraid,” she answered, with a sigh.
“Oh, well, don’t sigh over it,” said Emmons. “If you feel so badly
about it, I’ll go myself.”
“No,” she returned firmly, “I will see Mr. Overton to-morrow. I
promise you I will, James.”
There was a short pause.
“Now about that bay-window,” Emmons began; but glancing at his
betrothed he was surprised to observe tears in her eyes. She rose to
her feet.
“Suppose you go home, James,” she said not unkindly. “I feel
tired. I think I’ll go to bed.”
“I can see that blackguard worries you,” said Emmons; but he
obeyed.
Yet strangely enough after his departure she did not go to bed, but
sat on in the little parlor trying to read. But her chin was often raised
from her book to listen for footsteps. At eleven she went upstairs, but
she was still awake when after midnight she heard Vickers return.
Chapter IX
Procrastination is the thief of more than time;—it is only too often
the thief of opportunity. Vickers, who knew very well that he might
have made his escape any time in the course of the last month, if
only he had been sure he wanted to, now saw before him the
prospect of making a more hurried flight than suited his purpose. He
had allowed himself to drift, had asked how the present situation was
to end, without attempting any answer. And now he had to give an
answer within a few days.
He found Overton in his library. Books, mostly in calf-skin covers,
stood on shelves that ran almost to the ceiling. Overton was reading
—not one of those heavy volumes, but a modern novel in a flaming
cover.
“Well, young man,” he said, looking up without surprise, for it was
no longer unusual for Vickers to come in like this, “I warn you that I
am in a romantic mood. I don’t know that I care to talk to common,
everyday mortals like you. I wish I had lived when men wore ruffles
and a sword. Then you got romance at first hand.”
“Well, I’ll tell you what it is, Balby G. Overton,” said Vickers, “there
is just one place you don’t want romance, and that is right here in
your own life, and that is where I have got it at the moment, and I’ve
come to you to help me get it out.”
“You talk as if it were a bad tooth,” returned Overton.
“Will you extract it?”
The other smiled. “Not a little of a lawyer’s business,” he said, “is
extracting romance from the lives of his clients.”
“It’s a lawyer’s business, too, to know when people are lying, and
when they are telling the truth, isn’t it? I hope so, for I am going to tell
you a yarn which sounds uncommonly impossible.”
“You encourage me to think it may be amusing.”
Vickers laughed. “Well, it begins well,” he said. “In the first place, I
am not Bob Lee.”
“Indeed,” said Overton. “Let me congratulate you.”
It was impossible to tell, from his tone, whether he believed the
statement or not, and Vickers made no attempt to determine, but
went on with his story.
He told, with a gravity unusual in him, of the death of Lee, and the
incidents which had led him to assume the dead man’s personality.
When he had finished there was a pause. Overton smoked on
without looking at him, until at last he observed:
“Vickers—I was once counsel for a railroad that had a station of
that name, I think.”
“Vickers’s Crossing. It was called after my grandfather, Lemuel
Vickers. The name is well known in the northern part of New York.”
“But there is still one point not clear to me,” said Overton. “Why is
it that you did not come home under the interesting and well-known
name of Vickers?”
“Is that really difficult for the legal mind to guess?”
But Overton would not guess. “A desire for change?” he
suggested; “an attraction to the name of Lee?”
“The simple fact that I had committed a crime.”
“Of which a jury acquitted you?”
“I had not sufficient confidence in the jury to leave it to them.”
“What! You ran away?”
“I did.”
“And what was the crime?”
“I had killed a man.”
Nothing could be calmer than Overton’s expression, but at this he
raised his eyebrows. “Murder?” he said, “manslaughter? homicide?
With what intent?”
“With none. I did not mean to kill the fellow; I knocked him down in
a good cause.”
“A woman, of course.”
“At the earnest entreaty of his wife, whom he was chasing round
the room with a knife.”
“And is it possible,” said Overton, “that the juries in the northern
part of the State of New York are so unchivalrous as to convict a
man who kills in such circumstances?”
“So little did I suppose so,” returned Vickers, “that I gave myself up
as soon as I found the man was dead.”
“But later you regretted having done so?”
“You bet I did. The lady in the case went on the stand and testified
that my attack was unprovoked and murderous——”
“These people were your friends?”
“Well, the woman was.”
“I understand. That made it more awkward.”
“Oh, lots of things made it awkward. You see I had broken in a
window when I heard her screams. Besides, every one wanted to
know how I came to be passing along an unfrequented road at one
o’clock in the morning. In short, I saw that there was only one thing
for me to do, if I wanted to save my precious neck. I broke jail one
night, and slipped over the Canadian border, and from there
managed to get to Central America.”
“You still had some friends left, I see,” said Overton with a smile. “I
suppose it is for legal advice that you have come to me.”
“No, you are wrong,” answered Vickers. “I have not finished my
story. I came north with a real desire to settle down—with a real
enthusiasm for a northern home. I thought I should like to jolly an old
father, and a pretty cousin, for the rest of my life.”
“How did you know she was pretty?”
“Well, I wasn’t mistaken, was I? But what happened? Lee turned
out to be a rotten bad lot. I have been very much disappointed in
Bob Lee, Mr. Overton. He is not a pleasant fellow to impersonate, I
can tell you.”
“His record is not a desirable one, I believe,” answered the lawyer.
“I don’t know whether you have heard that, among other things, he
stole the small capital left to his cousin,” Vickers went on.
“Yes, I have heard it rumored.”
“As you may imagine, that did not help the home atmosphere. It
did not tend to make Nellie cordial. In fact, you must often have
wondered at my indifference to your offers of better positions. Nellie
had threatened to have me arrested as a thief if I should attempt to
leave Hilltop; and though it would not have been very difficult to
prove that I was not Lee, it would have been confoundedly awkward
to defend myself as Vickers, and be extradited back to New York.”
“Yes, it is a pretty predicament,” said Overton, “but there are still
some minor points I do not understand. For instance, I can’t see any
reason why you have not told your cousin—Miss Nellie, I mean—that
you are not Lee.”
“Why, I have. I did at once. She laughed in my face and intimated
that I had always been an infernal liar. You see, one of the troubles is
that as soon as I told them that I was Lee, every one remembered
me perfectly. Why, sir, it was like a ray of light when you said you
found me changed. No one else did.”
“I see,” said Overton. “And now one thing more. Why didn’t you
bolt at once?”
“I’ve just told you.”
“What, a threat of arrest? Hardly strong enough as a motive for a
man like you. You have taken bigger risks than that, in your time.
Why did you not take the chance now?”
Vickers paused, and a slight frown contracted his brow. “It would
be hard to say—” he began, and stopped again. The two men looked
at each other and Overton smiled.
“Might I offer a possible explanation?” he said.
“Oh, very well,” returned Vickers. “Yes. I don’t want to leave her. Is
that so odd?”
“So natural that I guessed before you said it. You are, in fact, in
love with her?”
“I suppose that is about what it amounts to,” the other said; and
added with more vigor, “and if I stay here another day, I shall do
bodily violence to the man she is engaged to.”
“In that case,” remarked Overton dispassionately, “I advise you to
go. Emmons is an honest, able little fellow, who will take care of her,
and her life has not been an easy one.”
“Don’t say that to me,” said Vickers; “the mere idea of his taking
care of her sickens me. For that matter, I could take care of her
myself.”
“Possibly,” said Overton, “but by your own showing you would
have to choose your State.”
Vickers rose and began to walk up and down the room. “Well,” he
observed at length, “if you advise me to go without even having
heard the offer that tempts me—This evening a very good old friend
of mine turned up from Central America. It seems they have been
having an election down there—an election which bears some
resemblance to a revolution. A fellow called Cortez has been elected
——”
“Odd,” murmured the lawyer. “I read the item in the paper, without
the smallest interest.”
“I have known Cortez for some time, and served him once or
twice. He sends up to offer me a generalship in his little army—a
general of cavalry. But I must take Saturday’s steamer.”
“Plenty of time. This is only Monday.”
“Plenty of time—if I am going.”
“Is it a pretty uniform?”
“I tell you the offer tempts me,” retorted Vickers.
Overton rose, too. “My dear fellow,” he said, “of course you are
going to accept it. Heaven knows I shall be sorry to see you leave
Hilltop, but no good will come of your staying. Go to-night—at once.
Be on the safe side. Let me see.” He drew out his watch. “The last
train has gone a few minutes since, on this road, but there is a
branch about five miles from here that has a train about ten. You can
catch that. Get into my trap, and I’ll drive you over there with one of
my trotters.”
“Why the deuce should I go to-night?” said Vickers, stepping back
as if to avoid Overton’s enthusiasm.
“The sooner the better. If you don’t go now, how do we know you
will ever go?”
Vickers did not look at his friend. “At least,” he said, “I must go
back to the house and get my things.”
“My dear man, she won’t be up at this time of night.”
“I don’t expect to see her. I don’t even know that I want to see her
again. But I must get some money and clothes. I won’t trouble you.
I’ll walk the five miles.” He moved toward the door.
Overton held out his hand. “Good-by,” he said with a good deal of
feeling.
“Good-by, sir,” said Vickers, and he added: “By the way, did you
believe that story of mine?”
“Yes,” said Overton, “I did.”
After the door closed, he repeated to himself: “Yes, by Jove, I did;
but I wonder if I shan’t think myself a damned fool in the morning.”
But the processes of belief and disbelief are obscure, and
Overton, so far from finding his confidence shaken, woke the next
morning with a strong sense of the reality of Vickers’s story; so
strong, indeed, that he turned a little aside from his shortest road to
the station in order to drive past the Lees’ house, and see if there
were any signs of catastrophe there.
There were. Nellie was standing at the door, and though to the
casual observer she might have seemed to be standing calmly, to
Overton’s eyes she betrayed a sort of tense anxiety. He pulled up.
“Anything wrong, Miss Nellie?”
“My uncle is ill—very ill, I’m afraid,” she answered, and then, as he
jumped out of his brougham and came to her side, she went on, “It’s
his heart. The doctor is not very hopeful.”
“Dear! dear!” said Overton, “I am very sorry to hear that”; but
inwardly he was wondering whether he had not advised Vickers
wrongly. If the old man died, he would have been free to go openly
under the name of Lee. “Can I do anything for you?” he asked aloud.
“No, thank you,” Nellie answered. “My uncle is asleep now, and Dr.
Briggs will be back before long.” And then, a sudden thought striking
her, she asked: “Have you a spare minute, Mr. Overton?”
He said that all his time was at her disposal.
“Then you can do something for me. Come into the house. I want
to say something to you. If my uncle had not been taken ill, I should
have come to pay you a visit to-day.”
“I am sorry I was done out of a visit from you,” he returned. He
signaled to his man to wait, and followed her into the little library
where only the evening before Vickers had had his interview with
Nuñez.
She shut the door, and though she smiled a little as she did so,
plainly it was only to relieve the effect of her fateful manner.
“It wasn’t going to be just a friendly call,” she said. “I have
something to tell you, and I hate to say it.” She hesitated and then
went on again. “You have been very kind to Bob, Mr. Overton.”
Overton’s conscience gave a twinge. Did she know that he had
advised his escape? “Oh, I don’t know about that,” he said. “I have
had an extraordinary amount of pleasure out of his company.”
“He is a pleasant companion,” said the girl, “but I do not know
whether you know much about his real self.”
Overton laughed. “Why, Miss Nellie,” he said, “I was just thinking
that same thing about you.”
“Yes,” she agreed, “of course it must be absurd to you for me to be
offering advice, considering your knowledge of the world and my
ignorance——”
“Knowledge of the world,” said Overton, “is not entirely a matter of
experience. I should often prefer to trust the opinion of the most
innocent women to that of experienced men. Am I to understand that
you entirely distrust your cousin?”
How was it possible that she could be ignorant of Vickers’s
escape? Or had it failed?
“No,” answered Nellie. “I don’t distrust him entirely. But you see in
small superficial things Bob has such unusually nice qualities that
one forgets. Last night when my uncle was taken ill——”
Overton looked up quickly. “Oh, your uncle was taken ill last night,
was he? At what hour?”
“About one, I think. I went and called Bob and asked him to go for
the doctor—I was very much alarmed at my uncle’s condition—and
in the most surprisingly short time Bob had dressed and gone out
and come back again. It was like a conjuror’s trick. And he has been
so kind throughout this dreadful night; and yet—” She paused, and
gave a little sigh.
“Where is Bob at this moment?” said Overton.
“Oh, with his father. Uncle Robert will not let him leave him for an
instant.”
Overton did not answer. He felt unreasonably annoyed with Nellie
for her attitude toward Vickers. The younger man’s avowal of love
rang in his ears. She ought to be able to tell a man when she saw
one, he thought.
He stood up. “Well, I suppose I can’t see him, then.”
His tone did not please Nellie, nor the ease with which he
dismissed her warning.
“But I have not finished what I wanted to say,” she returned.
“Forgive me. You wished to warn me still further against the
contaminating influence of your cousin?”
“I wanted to do nothing so futile,” said Nellie, with spirit. “I had not
come to the point yet. It was of Louisa that I was thinking.”
“Of Louisa?” he repeated.
Nellie nodded. “I do not think that he is a good or safe friend for
Louisa,” she said. “You may tell me it is none of my business, but I
am largely responsible for his being here, and James and I both
thought I ought to speak to you.”
“Am I to understand that Emmons thinks your cousin likely to
attract Louisa?”
“James? Oh, I don’t know whether James’s opinion on that point
would be very valuable. But I do.”
“You surprise me,” said Overton.
“I know. It must surprise you to realize that women should ever be
attracted by men they can not respect, and yet it does sometimes
happen, Mr. Overton. For myself I can not imagine it, but I know
there are girls to whom a man’s mere charm——”
“Oh, but you misunderstand me entirely,” said Overton. “Of course
I have seen quantities of just such cases as you have in mind—
handsome scoundrels who fascinated every woman they came in
contact with. But surely you do not think your cousin such a person.”
“Very much such a person.”
Overton wagged his head. “Well, well, you surprise me,” he
returned. “A jovial, amusing fellow—a favorite with men, perhaps.
But what would you say a girl could see in him?”
His malice was rewarded as malice ought not to be.
“Why,” said Nellie rather contemptuously, “think a moment. In the
first place his looks. Any girl, at least any very young girl, might
easily be carried away by such striking good looks.”
“Humph!” said Overton, pushing out his lips dubiously. “You think
him good-looking?”
“Don’t you?”
“A well-built figure,” he answered, yielding a point.
“An unusually well-shaped head, and a wonderful line of jaw,” said
Nellie. “I may be prejudiced against Bob, but I never denied him
looks.”
“Well,” said Overton, “we’ll grant him looks. Has he anything else?”
“Yes,” replied the girl, “the fact that he is amusing. Seeing him as I
do, day in and day out, I realize how unfailingly pleasant and kind he
is—in small things. And then he has another quality more difficult to
define—a sort of humorous understanding of another person’s point
of view, which leads to a kind of intimacy, whatever your intention
may be.”
“Bless me,” cried Overton, “you begin to alarm me. I fear you are
describing a pretty dangerous fellow. My only consolation is that
Louisa has never mentioned his name, nor indeed done anything to
make me think she was interested in him.”
Nellie did not look relieved. “Perhaps,” she answered, “it is not the
sort of thing that a father is the first person to know.”
Overton shook his head sadly as he rose to go.
“Perhaps not,” he agreed. “Perhaps one is not always the first
person to know it oneself.” And he hastily took his departure.
As he was going out he met Emmons, who stopped him, and after
a brief interchange on the subject of Mr. Lee’s illness, observed that
he had been wanting a few words with Mr. Overton for some days.
“About Bob Lee, Mr. Overton. Do you know his past history?”
“I do,” said Overton. He held up his hand and signaled to his
coachman.
To so simple an answer Emmons for a moment could think of
nothing to say, but feeling that so important a matter could not be so
quickly settled he went on:
“Oh, of course, in that case I have nothing to say. It is no business
of mine.”
Overton was pulling on his gloves and did not reply.
“But have you ever thought, Mr. Overton, what sort of example
your friendship with such a man offered to the community?”
“A very good example, I should think.”
Again Emmons was confused. “Of Christian charity?” he asked.
“Of an even rarer virtue, Mr. Emmons—common-sense.” And the
great man got into his brougham and drove away.
Chapter X
Vickers had heard Overton’s voice downstairs, and would have
liked to explain his reasons for staying. And yet they would have
been difficult to define. He had come home the evening before, fully
determined to go. He had dressed and packed, and just as he was
ready a knock had come at his door. Waiting only to hide his bags,
and to shut up all the bureaus which the haste of his packing had left
open, he heard Nellie call to him. For an instant he had thought that
she had discovered his intention; the next he heard Nellie was
asking him to go for a doctor.
Before dawn, however, a time had come when he might easily
have slipped away, unobserved, if he had wanted to; and yet he had
not again thought of going. No one, he had said to himself, would go
away and leave in such trouble the household that had sheltered
him. Nor was it only the sense of companionship with Nellie that kept
him, but the unwonted knowledge that some one depended on and
needed him.
Trained nurses were not to be obtained in Hilltop, and even if they
had been, most of the work of nursing would have devolved on
Vickers, for Mr. Lee would not let him go out of his sight. All that day
and most of the next night Vickers sat beside his bed, wondering
whether the old man’s death was to be the end of the story or the
beginning. Should he stay, or should he go? He told himself that
Overton was right, and that the only decent thing for a wanderer and
a fugitive to do was to go quickly and quietly. But the remembrance
of Emmons poisoned the vision of his own departure.
On the second day of his illness, Mr. Lee died. For all his devotion
Vickers was not with him at the moment. The old man had fallen into
a comfortable sleep about noon; and Nellie had made Vickers go
and lie down. He was awakened a few hours afterward by the girl
herself. She came and sat down beside his sofa, and told him gently
that his father had died without waking.
“My poor child,” said Vickers, “were you all alone?”
“I have been thinking that I ought to tell you, Bob,” she went on,
disregarding his interest in her welfare, “that you have so much more
than made up to my uncle. He has been happier than I ever
expected to see him. I think that must be a help to you, Bob;” and,
under the impression that he was suffering a very intimate sorrow,
she gave him her hand.
Vickers took it only for a moment, and then replaced it on her lap.
They sat in the twilight of the darkened room for some time, talking
of plans and arrangements.

The funeral took place on Friday, and Hilltop, which had always
honored the name of Lee, turned out in full force. And to increase
Vickers’s embarrassment, every member of the family came to pay
the old gentleman a last token of respect.
“You must stand near me, Nellie,” he said to her the morning of the
funeral, “and tell me their names.”
“Oh, you can’t have forgotten them, Bob,” she answered. “In the
first place, Uncle Joseph, who gave you the goat when you were a
little boy. You remember the goat, don’t you?”
He merely smiled at her for answer, and taking his meaning, she
returned quickly:
“Ah, not to-day, Bob. I could not bear to think you would repudiate
your father to-day.” Then, after a moment, for he said nothing, she
went on: “Of course you remember Bertha and Jane. You used to be
so fond of Jane. They are coming by the early train. They must have
left Philadelphia before eight o’clock. I think that is wholly on your
account, Bob.”
Subsequently he discovered that they were daughters of a sister
of Mrs. Lee’s, his supposed first cousins.
They came some minutes before any one else. Vickers was alone
in the parlor decorously drawing on a pair of black gloves, when they
were ushered in. Fortunately they were quite unmistakable—two
neat, rustling, little black figures, followed by a solitary male, whose
name proved to be Ferdinand. Looking up, Vickers greeted them
without hesitation:
“Why, Jane and Bertha!” he cried.
They lifted their veils, displaying cheerful and pretty countenances,
and to his intense amusement, each imprinted a kiss upon his ready
cheek.
“Dear Bob,” said one of them, “we are so sorry for you. And yet
how glad you must have been to be at home when it happened. Poor
Uncle Robert! We haven’t seen him for years.”
“Sam was so dreadfully sorry he could not come,” said the other,
with a manner so frankly disingenuous that Vickers could not resist
answering:
“Aye, I suppose so!”
Not in the least abashed, the little lady smiled back.
“Well, it is strange,” she admitted, “that he always has a toothache
when it is a question of a family funeral. He keeps one tooth
especially, I believe.” And feeling that more friendly relations were
now established, she continued: “How tall you are, Bob. Were you
always as tall as that? You look sad, poor boy. Why don’t you come
down after the ceremony, and stay a few weeks with us, and let us
try to console you?”
“Thank you,” said Vickers, “but I shall have to be here until to-
morrow.”
“Oh, I see. Nellie will need you. But you might ask her. Nellie,” she
added, “we want Bob to come with us after the funeral. He seems to
think you can’t spare him.”
Nellie, who had just entered the room, looked for an instant
somewhat confused by this sudden address, but almost at once she
replied coldly that she had spared Bob for so many years that she
could probably do it again.
Without very much encouragement the two new cousins continued
to cling to Vickers throughout the remainder of the ceremonies. They
looked upon him as a direct reward of virtue. They had risen at an
impossibly early hour, given up engagements merely from a sense of
obligation to an old gentleman they hardly knew. The discovery of a
good-looking cousin was a return—no more than just, but utterly
unexpected.
For his part, if he had not been very conscious that this was his
last day with Nellie, he would have enjoyed the company of the
others. He took them down to the station and put them on their train,
though he continued to refuse to accompany them.
“But you’ll come some day, soon, won’t you, Bob?” Bertha
exclaimed. “I hear you are very wicked, but it doesn’t matter.”
“Yes,” said Vickers, “I myself understand that I am an excellent
subject for reform.”
“We won’t try and reform you,” they answered; “we like you as you
are,” and they kissed him again, and departed.
On his return to the house he heard that Nellie had gone to lie
down, leaving word that Mr. Overton was coming after lunch.
Overton had been Mr. Lee’s man of business. He and Emmons
arrived soon after two. They sat round the library stiffly. Only Overton
seemed to be as usual, his calm Yankee face untouched by the
constraint visible in the others.
“I don’t know whether you want me actually to read the will itself,”
he said. “It is a very simple one. He leaves all the Hilltop property to
his son, without restrictions of any kind. That is all he had to leave.
The town house is nominally Nellie’s, but it is mortgaged to its full
value.”
“Do you mean to say,” Emmons cried, “that Nellie gets nothing?”
“Nothing, I’m sorry to say—perhaps a hundred or so, but I doubt
even that.”
“You mean that Mr. Lee did not even leave her the equivalent of
the sum which his son took from her?”
“That is exactly what I mean, Mr. Emmons.”
“It is an iniquitous will. The man who made that will was mad, and
no lawyer should have drawn it for him.”
“I drew it,” said Overton gently.
“You should not have done so, sir,” replied Emmons; “knowing the
facts as you do, you ought to have pointed out to the old man where
his obligations lay.”
“It is the profession of a clergyman, not of a lawyer, to point out his
client’s duty, Mr. Emmons.”
Emmons looked from one to the other, and then, remembering the
sudden friendship that had sprung up between them, he asked, “And
when was this will made?”
“Almost three years ago,” Overton answered, and there was
silence until, seeing Emmons about to break out again, Nellie said
mildly,
“Really, James, if I can bear it, I think you might.”
“The sacrifices you made—” Emmons began, but she stopped
him.
“Blood is thicker than water. It would be a pretty poor sort of world
if men did not love their own children better than other people’s.”
“Oh, if you are satisfied,” said Emmons bitterly; and then changed
his sentence but not his tone. “All I can say is I am glad you all are
pleased.”
“You have not given us much of a chance to say whether we were
or not,” suggested Vickers mildly.
Emmons turned on him. “I don’t have to ask whether you are
satisfied or not. I don’t imagine that you have any complaint to
make.”
“None at all,” said Vickers.
“Do you mean to tell me that you would take that property?”
Emmons demanded.
“What are you talking about, James?” said Nellie. “Of course Bob
will take what his father leaves to him.”
“I shall have my opinion of him if he does.”
“Well,” said Vickers, “if anything could separate me from an
inheritance, it would certainly be the fear of Mr. Emmons’s criticism.”
“I shall only call your attention to one thing,” said Emmons,
flushing slightly. “Does it ever strike you, Mr. Bob Lee, to ask what it
was saved you from criminal prosecution twelve years ago? No?
Well, I’ll tell you. Respect for your father, and the fact that you did not
have any money. Both of these conditions have changed to-day.”
Vickers turned to Overton as if he had not heard. “I wonder,” he
said, “if we could not talk over family affairs more comfortably if there
were no outsiders present.”
“James is not an outsider,” said Nellie.
“He is to me,” said Vickers.
“If he goes, I go too,” Nellie answered.
“In that case,” said Vickers, “of course he must be allowed to stay,
but perhaps you will be so good as to ask him, if he must be here,
not to interrupt——”
“Come, come,” said Overton hastily, “can’t we effect some
compromise in this matter? As I understand it, Mr. Emmons believes
that certain sums are owed Miss Nellie by you——”
“Compromise be damned, Overton,” said Vickers. “You know this
money is not mine, and I won’t touch it.”
Nellie started up. “The money is yours, Bob. My uncle would never
have pinched and saved to pay me back. The money exists only
because he loved you so much. It is yours.”
Vickers smiled at her. “I am glad,” he said, “that I do not have to
argue that extremely sophistical point with you. The reason that the
money is not mine is—I hate to repeat a statement that you asked
me not to make again—but I am not Bob Lee.”
He had the satisfaction of seeing that, for the first time, she
weighed the possibility of the assertion’s being true.
“What does he mean, Mr. Overton?” she asked.
“He means he is not the person he represented himself as being.”
“What is this?” cried Emmons, who had remained silent hitherto
only from a species of stupefaction. “Is he trying to make us believe
that his own father did not know him? What folly! How frivolous!”
Nellie’s face clouded again; evidently to her, too, it seemed folly,
but she said temperately:
“At least, James, it will cost him his inheritance, if he can make us
believe him. He certainly does not gain by the assertion.”
“What?” cried Emmons. “How can you be so blind! He was willing
enough to be Bob Lee—he kept mighty quiet, until I threatened suit.
He was willing enough to take the money, until it looked dangerous;
and then we began to hear that he was not the fellow at all.”
Nellie turned desperately to Overton.
“Mr. Overton,” she said, “do you believe this story?”
Overton nodded. “Yes,” he said, “I do; but I must tell you that I
have no proofs of any kind, no facts, no evidence.”
“Then why do you believe it?”
“Why, indeed?” murmured Emmons with a carefully suppressed
laugh; “a very good question.”
“I have asked myself why,” Overton answered, “and I can find only
two reasons, if they may be called so. First, I do feel a difference
between this man and the Bob Lee I used to know—a difference of
personality. And, second, I have never had any reason to doubt this
man’s word.”
“Ah, but I have,” said Nellie. “As a boy Bob was not truthful.”
“I was not speaking of Lee,” said Overton.
Nellie put her hand to her head. “Oh, I don’t know what to think,”
she said, and jumped up and walked to the window, as if to get away
from Emmons, who was ready to tell her exactly what to think.
She stood there, and there was silence in the room. Overton sat
feeling his chin, as if interested in nothing but the closeness of his
morning’s shave. Vickers, though his head was bent, had fixed his
eyes on Nellie; and Emmons leant back with the manner of the one
sane man in a party of lunatics.
Nellie was the first to speak. Turning from the window she asked,
“If you are not my cousin, who are you?”
“My name is Lewis Vickers.”
She thought it over a minute, and threw out her hands
despairingly.
“Oh, it is impossible!” she cried. “Why, if you were not my cousin,
should you have stayed and worked for us, and borne all the hideous
things I said to you? Only a saint would do such a thing.”
“He’ll not ask you to believe him a saint,” put in Overton.
“No, I don’t even claim to be much of an improvement on Lee.”
“Oh, any one would be an improvement on poor Bob.”
In answer, Vickers got up, and going over to where she stood
beside the window, he told her his story. He told it ostensibly to her
alone, but Emmons on the sofa was plainly an interested listener.
Vickers spoke with that simplicity, that directness and absence of any
attempt at self-justification, which the wise use when they are most
desirous of being leniently judged.
From the first, he began to hope that he was succeeding. Nellie
regarded him with a clear and steady glance from the start, and
when he had finished, she remained gazing at him—no longer
doubtful, but with something almost terror-stricken in her expression.

You might also like