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Alstad Given
Alstad Given
based control
Vidar Alstad
Department of Chemical Engineering
NTNU
June 8, 2005
1
NOT IN ORIGINAL PRESENTATION!
Title: "Identification for industrial model-based control. "
Deatils: The committee would like a survey of what
kind of models (soft/hard) are used by industry for
model predictive control (MPC), how the models are
identified, and the expected future direction. The
candidate should also address the following question:
"Why does industry today use almost exclusively black-
box (soft) models?"
2
Outline
Scope of presentation
Introduction & brief history of MPC
Model identification
Linear models used in industrial MPC
Non-linear models in industrial MPC
Future directions
Why still black-box models?
Concluding remarks
3
Scope of presentation
Model based control (Brosilow and Joseph, 2001 )
Examples:
Internal model control (Morari and Zafiriou, 1989)
Model predictive control (Richalet et al, 1976, Cutler and Ramaker,
1979)
Black-box and first principles
Black-box/Soft Hard
Structure Empirical/data-based First principles
Steady-state models
Often steady-version of the above dynamic model or a separate
comprehensive model (Qin and Badgwell, 2003)
Continuous processes
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Model predictive control
(Gorinevsky, 2005)
control horizon
1. At each time step, compute the 2. Apply the first value of the
optimal control inputs over the computed control input into
control horizon by solving an open the process
loop optimization problem over
the prediction horizon taking 3. At the next time step, redo
constraints into account the calculation
6
Industrial MPC formulation
Prediction model
7
Brief history of industrial MPC
LQR (Kalman, 1964)
Little impact in process industries due to lack of constraint handling
(Richalet et al., 1976, Garcia et al. 1989)
IDCOM and DMC (Richalet et al., 1976, Cutler and Ramaker, 1979)
Input/output representation
Ad hoc constraint handling
QDMC (Cutler et al., 1983)
Explicit constraint handling (improved DMC)
IDCOM-M, HIECON, SMCA and SMOC (late 1980-1990s)
State space representation
Hard constraints and priorities
DMC-plus and RMPCT (2000+)
Improved identification technology
Non-linear MPC (Aspen, DOT-products)
8
Industrial usage of MPC
Factors for widespread usage in process industries
(Piche, et al. 2000)
Open-loop settling time minutes or hours
Well suited for multivariable control (MIMO)
Explicit constraint handling
Empirical modelling tools
Standard in refining, chemical, petrochemical, pulp and
paper and food processing.
Many industrial commercial vendors.
9
Non-exhaustive MPC Vendor List
(Allgwer, 2004)
10
Identification for MPC
Model identification is clearly the In a typical commissioning project,
Achilles heel of MPC (or any modeling efforts can take up to 90%
other model-based controller of the cost and time (Andersen and
design technique) (Ogunnaike and Kummel, 1992).
Ray, 1994)
Basics of identification
Instrument verification
Pre-test Time to steady-state (TSS)
Data for initial identification
Sequential
Test protocol
Simultanious
Signal type (PRBS or step)
Accept?
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Test signals for MPC identification
Data from tests should be informative, e.g. contain information
on sufficient distinct frequencies. (Ljung, 1999).
MPC relevant signal design (McLellan, 2004)
frequency
t t t t
power power
Limited information on
higher frequencies
frequency frequency
Input magnitude Input magnitude
Duriation Duration
Minimum switching time
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Desired frequency content
Test signals and identification
( Qin and Badgwell, 2003; Conner and Seborg, 2004; Morari and Lee,
1999; Li and Lee, 1996)
Open loop and sequential SISO identification
Step Easy identify model structure
No information on directionality
Easy to administer and
easier to interpret data Good individual SISO match (either
Long test time step or frequency response), poor
MIMO model.
MISO identification
Simultanious excitation signals
Process upset
Output models fit one-by-one
Open loop and simultanious Better disturbance model
No information on directionality
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Model formulation in industrial MPC
(Qin and Badgwell, 2003)
Non-linear
Pre-test Input/Output models
Nonlinear
Nonlinear neural net (NNN) +
auto-regressive with exogenous state space
inputs (ARX) Hybrid models
Test protocol State space
Nonlinear state space model
(LSS) (NNN)
Model
Input/Output models
Finite impulse response (FIR)
Model validation Finite step response (FSR)
Laplace transfer function (TF)
Auto-regressive with exogenous
Accept? inputs (ARX)
State space
Linear state space model (LSS)
Linear
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Non-linear
Linear models
Empirical
Majority of industrial MPC
applications use linear empirical
models (Qin and Badgewell, Linear
2003)
Input/Output models
Finite impulse response (FIR)
Finite step response (FSR)
Laplace transfer function (TF)
Auto-regressive with exogenous inputs
(ARX)
State space
Linear state space model (LSS)
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Non-linear
Input/output models
FIR and FSR Empirical
First principles
Nonparametric models
Finite Impulse Response Linear
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Input/output models Non-linear
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Input/output models Non-linear
Linear
Finite impulse response (FIR) and Finite step response (FSR) model
+ Can handle complex dynamics
Time delays, inverse response
+ Little prior process knowledge needed
Time to steady state (TTSS)
Nu,Nd,Nv
+ Model identification
+ No bias in parameters due to measurement noise
Bias due to truncation
Over-parametrized
Sample time selected so 30-120 coefficients describe the full open loop
response
Cannot handle unstable or integrating processes
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Output feedback
Input/output models Non-linear
ARX
(Zhu et al., 2000; Ljung, 1999; Qin and Badgwell, 2003) Empirical
First principles
Parametric models
Linear
General MIMO
22
Input/output models Non-linear
ARX
(Zhu et al., 2000; Ljung, 1999; Qin and Badgwell, 2003) Empirical
First principles
24
Linear model identification
(Qin and Badgwell, 2003)
Test protocol
using either
Model
1. Equation error approach (one step ahead prediction)
2. Output error approach (multi step ahead prediction)
Model identification
Finite impulse and step response (FIR and FSR)
yield linear least square.
Model validation
Accept?
Predictor
25
Linear model identification ARX
(Qin and Badgwell, 2003)
Prediction error
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Linear models Summary
(Qin and Badgwell,2003; Zhu and Butoyi, 2002; Ljung, 1999)
Non-linear
Pre-test Input/Output models
Nonlinear
Nonlinear neural net (NNN) +
auto-regressive with exogenous state space
inputs (ARX) Hybrid models
Test protocol State space
Nonlinear state space model
(LSS) (NNN)
Model
Input/Output models
Finite impulse response (FIR)
Model validation Finite step response (FSR)
Laplace transfer function (TF)
Auto-regressive with exogenous
Accept? inputs (ARX)
State space
Linear state space model (LSS)
Linear
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Non-linear
Non-linear
empirical models Empirical
First principles
Linear
Input/Output models
Nonlinear neural net (NNN) + auto-
regressive with exogenous inputs (ARX)
State space
Nonlinear state space model (LSS) (NNN)
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Non-linear
Input/output
(Piche et al., 2000, Qin and Badgwell, 2003)
Empirical
Pavilion First principles
31
Non-linear
State space
( Zhao et al. ,1998;2001)
Empirical
First principles
Aspen Apollo
Linear
Identification
MIMO identification
34
Why does industry still use black-box models?
Acknowledgements:
Bjrn Glemmestad, Vinay Kariwala, Audun Faanes, Tor Steinar Schei,
Stig Strand, Kjetil Fjaalestad, Svein Olav Hauge and Olav
Slupphaug
36
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