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Chapter 7
Chapter 7
Chapter 7
2. Model complexity
3. Engineering effort required.
• An attractive alternative: Develop an empirical dynamic
model from input-output data.
• Advantage: less effort is required
• Disadvantage: the model is only valid (at best) for the
range of data used in its development.
i.e., empirical models usually don’t extrapolate very
well. 1
Simple Linear Regression: Steady-State Model
• As an illustrative example, consider a simple linear model
between an output variable y and input variable u,
y = β1 + β 2u + ε
2
S =∑ ε12 = ∑ (Yi − β1 − β 2ui ) (7-2)
i =1 i =1
β̂1 = 2
(7-5)
NSuu − ( Su )
NSuy − Su S y
β̂ 2 = 2
(7-6)
NSuu − ( Su )
where:
N N N N
Su ∆ ∑ ui Suu ∆ ∑ ui2 S y ∆ ∑ Yi Suy ∆ ∑ uiYi
i =1 i =1 i =1 i =1
4
Extensions of the Least Squares Approach
• Least squares estimation can be extended to more general
models with:
1. More than one input or output variable.
2. Functionals of the input variables u, such as poly-
Chapter 7
5
The sum of the squares function analogous to (7-2) is
2
N p
S = ∑ Yi − ∑ β j X ij (7-8)
i =1
j =1
which can be written as,
Chapter 7
T
S = (Y - X β ) (Y − X β ) (7-9)
Y1 β1
Y = β=
Yn β p
6
X11 X12 X1 p
X 21 X 22 X2p
X =
X n1 X n2 X np
Chapter 7
( )
−1
βˆ = X X T
X TY (7-10)
8
• The initial slope is given by:
d y 1
= (7-15)
dt KM t =0 τ
Chapter 7
9
Chapter 7
10
First-Order Plus Time Delay Model
Ke-θ s
G ( s) =
τs + 1
For this FOPTD model, we note the following charac-
teristics of its step response:
Chapter 7
11
Chapter 7
• The time delay and time constant are then estimated from the
following equations:
θ = 1.3t1 − 0.29t2
(7-19)
τ = 0.67 ( t2 − t1 )
14
Estimating Second-order Model Parameters
Using Graphical Analysis
• In general, a better approximation to an experimental step
response can be obtained by fitting a second-order model to
the data.
Chapter 7
• Figure 7.6 shows the range of shapes that can occur for the
step response model,
K
G (s) = (5-39)
( τ1s + 1)( τ 2 s + 1)
• Figure 7.6 includes two limiting cases: τ 2 / τ1 = 0 , where the
system becomes first order, and τ 2 / τ1 = 1 , the critically
damped case.
• The larger of the two time constants, τ1 , is called the
dominant time constant.
15
Chapter 7
16
Smith’s Method
• Assumed model:
Ke −θs
G (s) =
τ 2 s 2 + 2ζτs + 1
Chapter 7
• Procedure:
17
Chapter 7
18
Fitting an Integrator Model
to Step Response Data
( )
Chapter 7
y1 ( t ) = KM 1 − e −t / τ (5-18)
For short times, t < τ, the exponential term can be approximated
by
−t / τ t
e ≈ 1−
τ
so that the approximate response is:
t KM
y1 ( t ) ≈ KM 1 − 1 − = t (7-22)
τ τ
19
is virtually indistinguishable from the step response of the
integrating element
K2
G2 ( s ) = (7-23)
s
In the time domain, the step response of an integrator is
Chapter 7
y2 ( t ) = K 2 Mt (7-24)
20
If the original process transfer function contains a time delay
(cf. Eq. 7-16), the approximate short-term response to a step
input of magnitude M would be
KM
y (t ) = (t − θ ) S (t − θ )
t
Chapter 7
21
Chapter 7
dy ( t )
= f ( y, u ) (7-26)
dt
where y is the output variable and u is the input variable. 23
• This equation can be numerically integrated (though with some
error) by introducing a finite difference approximation for the
derivative.
• For example, the first-order, backward difference
approximation to the derivative at t = k ∆t is
dy y ( k ) − y ( k − 1)
Chapter 7
≅ (7-27)
dt ∆t
where ∆t is the integration interval specified by the user and
y(k) denotes the value of y(t) at t = k ∆t. Substituting Eq. 7-26
into (7-27) and evaluating f (y, u) at the previous values of y and
u (i.e., y(k – 1) and u(k – 1)) gives:
y ( k ) − y ( k − 1)
≅ f ( y ( k − 1) , u ( k − 1) ) (7-28)
∆t
y ( k ) = y ( k − 1) + ∆tf ( y ( k − 1) , u ( k − 1) ) (7-29)
24
Second-Order Difference
Equation Models
• Parameters in a discrete-time model can be estimated directly
from input-output data based on linear regression.
• This approach is an example of system identification (Ljung,
Chapter 7
1999).
• As a specific example, consider the second-order difference
equation in (7-36). It can be used to predict y(k) from data
available at time (k – 1) ∆t and (k – 2) ∆t .
by defining:
β1 a1 , β2 a2 , β3 b1 , β4 b2
Chapter 7
X1 y ( k − 1) , X2 y ( k − 2) ,
X3 u ( k − 1) , X4 u ( k − 2)
Y1 β1
Y = β=
Yn β p
( )
−1
βˆ = X T X X TY (7-10)
27