05LINMDL
05LINMDL
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Finite Impulse Response (FIR) Models Honeywell
2.5
1.5 1.55
1.26 U(t)
Y(t)
1
0.79
0.5
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Step Response Models Honeywell
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FIR Models1 Honeywell
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FIR Models2 Honeywell
2 0.800
1.8
0.700
1.6 This is a step response model of
“a process” 0.600
1.4
0.500
1.2 This is a FIR (response of the process
FSR
FIR
FSR
1 0.400
a short time. This is a theoretical concept FIR
0 0.000
1 2 3 4 5 6 7 8 9 10 11 12 13 14
Scan
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FIR Models3 Honeywell
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FIR Models4 Honeywell
• Predictor (Positional form)
∆y (t ) = b0 ∆u (t ) + b1∆u (t − 1) + + bnb ∆u (t − nb )
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FIR Models5 Honeywell
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FIR Models6 Honeywell
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Laplace Transform S-Domain Honeywell
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Laplace Transforms1 Honeywell
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Laplace Transforms2 Honeywell
dL
A = F1 − F 2
dt
Changing to deviation variables and initial conditions
~
d L + L0 ~ ~
A = F1+ F10 − F 2 − F 2 0
dt
Where
F1o = Initial flow in
F 2 0 = Inital flow out
Lo = Initial level
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Laplace Transforms3 Honeywell
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Laplace Transforms4 Honeywell
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Fixed Laplace Form Honeywell
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Z-Domain1 Honeywell
• Discrete Transformation
– Converts equations in the Laplace domain to Z domain representation
– Forms the basis for discrete modeling and is the backbone of predictive
control techniques
• One-to-one correspondence between S and Z domain
– Transform tables
• Basis for transfer function modeling
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Z-Domain2 Honeywell
Where:
k-1 is previous scan
z is the backward shift operator
Note that the prediction relates to the previous value and the new value in a
similar way to the way the exponential filter works
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Identifier Overview
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Identification Honeywell
• A fundamental problem in system identification is the choice of the
nature of the model which should be used for the system. In general the
model is one of the following:
– Linear time-invariant (lumped parameter) - ODE
– Linear time-varying (lumped parameter) - ODE
– Linear with distributed - PDE
– Non-linear
• System identification still remains both an art and a science. The
science is concerned with parameter estimation, while the art is
concerned with overcoming the following problems:
– Determining structure and /or order
– Excitation requirements
– Accuracy
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Parameter Estimation Honeywell
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RMPCT Features Honeywell
• Gives the engineer a powerful tool to inspect data and generate MIMO
system models
• Considers all dependent and independent variables simultaneously
• Allows operator interaction during plant testing
• Process does not need to have steady initial or terminal conditions
• Multiple model forms and structures are accommodated
• Data segmentation is permissible
• Performance is given in terms of:
• - step response
• - time series prediction per CV
• - residual error
• System models can be automatically chosen based on open-loop
prediction performance
• Both continuous- and discrete- time models are generated
• Cross validation analysis is easily accommodated
• Multiple system models can be merged easily
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Identification Overview (1) Honeywell
• Model categories
– Linear or non-linear
– Continuous or discrete
– Parametric or non-parametric
– Time or frequency domain
• Stages of System identification
– Experimental design & execution
– Data processing
– Model order/structure selection
– Parameter estimation
– Model validation
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Identification Overview (2) Honeywell
Start
Experimental Design
and execution
Steps, pulses, PRBS, etc.
Identification
- Data processing Correlation, transformation
- Model order/structure
- Parameter estimation
plant models
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Error Sources In Estimation Honeywell
• Error = Bias + Variance
• Bias - Systematic errors caused by
– Input signal characteristics (power, correlation, etc)
– Choice of model structure
• Caused by limiting ourselves to a deadtime and lag model. When you
have inverse response, you may introduce error as you try to fit a
Laplace transform to it unless you allow for a high order model
• Mode of operation (open vs. closed-loop)
– Try to minimize
• Variance - Random errors caused by
– presence of noise
– number of model parameters
– duration of the test
– if you do enough step testing it will be minimized
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FIR Properties For Identification Honeywell
Strengths Weaknesses
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FIR Identification Summary Honeywell
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Parametric Model ID1 Honeywell
2.5
1.5
2 e−2 S Parametric
1
y( s ) = u( s ) Noise
CV
2S + 1 FSR
0.5
0
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16
Residual “noise” is
-0.5 Laplace-FIR
Scan
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Parametric Model ID2 Honeywell
• Benefits of the parametric model fit
– Reduced model variance
• Parametric fit acts as a filter. Rather than filter the raw data we average
out the variance using the parametric fit
– Models are parsimonious (fewer model parameters).
• Computationally more efficient
• Used by on-line controller for prediction
– Easier model manipulation
• If you want to edit the Laplace transform it is very easy to do this and we
can add a filter etc. using the Laplace editor box which we will use
extensively later on in this course to show model manipulation
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Parametric Model ID3 Honeywell
• Parametric model fit options
– Laplace (Fixed form)
• The Laplace fit chooses the most appropriate model order for you (1st or
2nd, with or without lead term as required)
– Discrete (ARX or OE)
• The discrete form fits one less zero than the no. of poles I.e. it always
fits a 2nd order model by default but we can fit up to 10th order.
• Experience is that mostly 2nd order is enough with occasional
requirements for 3rd order
– Best of both
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Discrete Model Regression Honeywell
y (t ) =
( )u(t ) + 1 e(t )
B z −1
A (z −1 ) A (z −1 )
Output Error
y (t ) =
( )
B z −1
u (t ) + e(t )
F(z )
−1
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‘Best’ Model Selection Honeywell
• Typically multiple sets of FIR generated
– e.g. 3 cases 60, 90 and 120 min. settling time
– can set many more than 3 trials and then pick the best trial or let us do it for
you and then check on its choice and override it at your will!
– One parametric model fit for each CV, MV (or DV) pair per case
• Best combination of models selected to minimize error
– Between predicted CV and plant test results
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Summary of RMPCT approach Honeywell
• Hybrid approach
– FIR or GMS
– Parametric
• First pass FIR calculations no structure required (settling time)
• Second pass parametric to FIR
– Continuous (fixed form)
– Discrete (ARX or OE)
– Select best
• Third pass use raw data to automatically select the best model
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