Scribd Logo
Upload

Welcome to Scribd!

  • 49 views

    System Identification Basics System Identification Is

    Uploaded by

    Ayyar Kandasamy
    The document discusses system identification which is a methodology for building mathematical models of dynamic systems using input and output measurements. It describes different types of models like white, grey, and black box models. It also discusses various steps in system identification like experiment design, model structure selection, parameter estimation, and model validation. Finally, it covers different identification methods like non-parametric, least squares, and frequency response methods.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    System Identification Basics System Identification Is

    Uploaded by

    Ayyar Kandasamy
    49 views7 pages
    The document discusses system identification which is a methodology for building mathematical models of dynamic systems using input and output measurements. It describes different types of models like white, grey, and black box models. It also discusses various steps in system identification like experiment design, model structure selection, parameter estimation, and model validation. Finally, it covers different identification methods like non-parametric, least squares, and frequency response methods.

    Original Description:

    System identification notes

    Original Title

    81538

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    The document discusses system identification which is a methodology for building mathematical models of dynamic systems using input and output measurements. It describes different types of models like white, grey, and black box models. It also discusses various steps in system identification like experiment design, model structure selection, parameter estimation, and model validation. Finally, it covers different identification methods like non-parametric, least squares, and frequency response methods.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    49 views7 pages

    System Identification Basics System Identification Is

    Uploaded by

    Ayyar Kandasamy
    The document discusses system identification which is a methodology for building mathematical models of dynamic systems using input and output measurements. It describes different types of models like white, grey, and black box models. It also discusses various steps in system identification like experiment design, model structure selection, parameter estimation, and model validation. Finally, it covers different identification methods like non-parametric, least squares, and frequency response methods.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 7

    SYSTEM IDENTIFICATION

    BASICS

    System identification is a methodology for building mathematical models of


    dynamic systems using measurements of the system's input and output signals.

    • White box

    One could build a so-called white-box model based on first principles, e.g. a model for a
    physical process from the Newton equations, but in many cases such models will be overly
    complex and possibly even impossible to obtain in reasonable time due to the complex nature
    of many systems and processes.

    • Grey box model: although the peculiarities of what is going on inside the system are not
    entirely known, a certain model based on both insight into the system and experimental
    data is constructed.

    • black box model: No prior model is available. Most system identification algorithms are
    of this type.

    Different approaches to system identification depending on model class ™

    • Linear/Non-linear ™

    • Parametric/Non-parametric

    • Non-parametric methods try to estimate a generic model. (step responses, impulse


    responses, frequency responses)

    • Parametric methods estimate parameters in a user-specified model. (transfer functions,


    state-space matrices)

    System identification includes the following steps

    • Experiment design: its purpose is to obtain good experimental data, and it includes the
    choice of the measured variables and of the character of the input Signals
    • Selection of model structure: A suitable model structure is chosen using prior
    knowledge and trial and error.
    • Choice of the criterion to fit: A suitable cost function is chosen, which reflects how well
    the model fits the experimental data.

    1
    • Parameter estimation: An optimization problem is solved to obtain the numerical
    values of the model parameters.

    •™Model validation: The model is tested in order to reveal any inadequacies.

    Different mathematical models

    • Model description: ™ Transfer functions ™State-space models ™ Block diagrams (e.g.


    Simulink)

    Experiments and data collection

    Preliminary experiments

    • Step/impulse response tests to get basic understanding of system dynamics ,

    • Linearity, static gains, time delays constants, sampling interval.

    2
    Data collection for model estimation

    • Carefully designed experiment to enable good model fit

    • Operating point, input signal type, number of data points to collect

    Preliminary experiments- step response

    Useful for obtaining qualitative information about the system

    • Dead time (delay)

    • Static gain

    • Time constants (rise time)

    • Resonance frequency

    1. NON PARAMETRIC METHODS

    TRANSIENT ANALYSIS
    The input is taken as a step or an impulse and the recorded output constitutes the model.

    1.1 STEP RESPONSE

    3
    • Time domain equation

     
    y( t )  K 1  e  t / 
    t  , y()  K  Yss
    y()  0.632 * K

    1.2 IMPULSE RESPONSE

    • Time domain equation

    y( t )  Ke  t / 
    t  0, y(0)  K
    y()  0.368 * K

    4
    FREQUENCY ANALYSIS

    The input is a sinusoid. For a linear system in steady state the output will also be
    sinusoidal. The change in amplitude and phase will give the frequency response for the
    used frequency.

    IDENTIFICATION FROM FREQUENCY RESPONSE

    First order system

    The frequency response of the first order system is given by

    Y( j) K
    T( j)  
    R ( j) 1  2  2

    • Correlation analysis. The input is white noise. A normalized cross-covariance function


    between output and input will provide an estimate of the weighting function.

    • Spectral analysis. The frequency response can be estimated for arbitrary inputs by
    dividing the cross-spectrum between output and input to the input spectrum.

    5
    LEAST SQUARES METHOD

    f x   ax  b
    N N
    Error   y i  f x i    y i  ax i  b 
    2 2

    i 1 i 1
    • The ‘best’ line has minimum error between line and data points
    • This is called the least squares approach, since square of the error is minimized.
     N
    2
    Minimize Error   y i  ax i  b  
     i 1 
    Take the derivative of the error with respect to a and b, set each to zero

     N 2
      y i  ax i  b  
     Error 
      i 1  0
    a a
     N 2
      y i  ax i  b  
     Error 
      i 1  0
    b b
     Error  N
     2 x i y i  ax i  b   0
    a i 1

     Error  N
     2 y i  ax i  b   0
    b i 1
    Solve for the a and b so that the previous two equations both = 0
    N N N
    a  x  b x   x y
    2
    i i i i
    i 1 i 1 i 1
    N N
    a  x i  bN   y i
    i 1 i 1
    Put these into matrix form

    6
     N
     N 
    N  xi 


    b  i 1
    y i 
     i 1
        
    N N

    2   a  N

     x i  x i   i i 
    x y
     i 1 i 1   i 1 
    N N N
    N x i yi   x i  yi
    a i 1 i 1 i 1
    2
    N
    N 
    N  x i   x i 
    2

    i 1  i 1 
    N N N N

    y x x x y
    i
    2
    i i i i
    b i 1 i 1 i 1 i 1
    2
    N
      N
    N x i2   x i 
    i 1  i 1 

    You might also like