CONSIDERATIONS ABOUT ESTABLISHING MATHEMATICAL MODELS

USING SYSTEM IDENTIFICATION PROCEDURES

Univ. Prof. eng. Ion COPAE PhD
Military Technical Academy, Bucharest email: ioncopae@hotmail.com
Abstract:
The paper presents the main theoretical aspects when establishing the mathematical
description of the technical systems, based upon the experimental data. The application is
developed for automobiles that are powered by electronically controlled, gasoline injection
engines. The work emphasises the concepts of the linear and nonlinear system identification
and the correspondent algorithms are presented, using both parametric and nonparametric
models. The work also provides some examples of mathematical models concerning
automotives and engines behaviour, using their on-board computers data. It also enhances
the facilities offered by the present on-board computers as well as their specialised software
that allow establishing the mathematical model starting from the obtained experimental data.
This last issue is what the system identification can perform best.
The experimental research that is developed to study any system, including its time
history, cant be as large as needed all the time. From this reason, in all the fields of activity,
to theoretically study a given system, one establishes the mathematical model using known
principles and laws. The resulting algorithm describes the time history or specific relations
between different variables considering the known or expected variations of theses amounts.
When establishing the mathematical model, commonly using equations with differences
(within the discrete domain) or differential equations (within the continuous domain),
simplified hypothesis are adopted and approximations are made upon the parameters of the
analysed process. These hypothesis and approximations lead to incomplete mathematical
descriptions that loose the real behaviour of the phenomenon. Hence, most frequently, the
mathematical model is previously established and further improved using the experimental
data. The system identification procedure establishes the mathematical model based on the
achieved experimental data. This is the only possibility to validate the theoretically adopted
values. Moreover, it becomes possible to establish if the adopted form for the mathematical
model was the most suitable one.
The system identification procedures are numerous, but the most important refer
to [1]: continuous or discrete identification; nonlinear or linear model identification;
parametric or nonparametric identification; deterministic or statistic identification; time
history, frequency or time-frequency identification; theoretical, experimental or combined
identification. In many cases, to describe a system, linear parametric models are used. They
are featured by a coefficient vector , the correspondent model being M(). When the vector
vary along a set of possible values, one can get a set of models or a model structure M. If
the mathematical model is featured by the vector , the identification problem is reduced at
determining or assessing the systems parameters using the experimental data of its input and
output values.
For a single-input-single-output value system, the general form of the linear
parametric model used to identify the parameters is (all the expressions are those contained by
the System Identification toolbox of the MatLab software [2]):
1
( ) ( )
( ) ( ) ( ) ( )
( ) ( )
B q C q
A q y t u t nk e t
F q D q
+
(1)
where y(t) is the output value within the discrete time (a vector); u(t) is the output value
within the discrete time (a vector); e(t) is the perturbation that symbolises the modelling error,
the unknown exterior action etc. (the residual); t is the discrete time value (number of values)
taking his value as integer numbers.
If the system was characterised by a single input but multiple output values (u
1
u
m
),
then the general equation (1) becomes (for m inputs):
3 1 2
1 1 2 2 3 3
1 2 3
( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
B q B q B q
A q y t u t nk u t nk u t nk
F q F q F q
+ + +
( ) ( )
( ) ( )
( ) ( )
m
m m
m
B q C q
u t nk e t
F q D q
+ +
(2)
There are several particular forms of the generalised models (1) and (2) respectively.
For example, the Self Regressive with Gliding Mean Value (with exogene inputs) ARMAX
model acts as a result of
1 2
0
( ) ( ) ( ) ... ( ) 1
m
nd nf
D q F q F q F q

'

(3)
hence, it has the form derived from (2):
1 1 1 2 2 2
( ) ( ) ( ) ( ) ( ) ( ) ... ( ) ( ) ( ) ( )
m m m
A q y t B q u t nk B q u t nk B q u t nk C q e t + + + +
(4)
As an example, fig. 1 depicts the result of the system identification within the discrete
domain for a set of experimental data got from a DAEWOO Nubira passenger car, when
establishing the mathematical model that describes the cars speed variation V according to
the engines angular speed n and the throttles position . For the comparisons sake,
fig. 1 also depicts the experimental dynamic serial overlapped to the one that has been got on
the mathematical models basis. The models coefficients are graphically presented as they
appear in model (4) but being specific to the ARMAX algorithm; the residuals variation is
also given. Therefore, fig. 1 gives the mathematical description within the discrete domain
(equation with differences/regression).
5
( ) 0, 984 ( 1) 9,14 10 ( ) 0, 0133 ( ) ( ) V k V k n k k e k

+ + + (5)
Also, adopting the sampling frequency as f
s
=25 Hz, applying the spectral analysis and
Shannons theorem [1], one could get the mathematical description within the continuous
domain (differential equation), e.g. when the residual is neglected (modelling error):
( ) 0, 394 ( ) 0, 0023 ( ) 0, 336 ( ) V t V t n t t + +
(6)
Fig. 1 also depicts the modelling error on the whole set of the experimental data, using
COV (which represent the variation coefficient, given by the ratio between the standard
deviation and the mean value). One can see that the obtained value is acceptable (so the
models accuracy and the identification quality are acceptable).
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Fig. 1 The V(n, ) identification results
The method of neural networks represents a nonlinear parametric identification
algorithm. The trend to use more and more the neural networks when modelling nonlinear
systems is justified by the fact that both of them have the ability to self-administrate
(self-learning) themselves; this is the reason the neural networks are the best to define the
intelligent systems. Even the name of neural sends the reader to neurone of the living
organism. Basically speaking, the algorithms that use neural networks to establish the
nonlinear mathematical models (for identification purposes) are similar to those that are
specific to the linear parametric models, e.g. The correspondent of the ARMAX algorithm is
the NNARMAX one [3]. As an example, fig. 2 depicts a neural network that provides the
speed variation V as a function of the engine's output torque M
e
,

and the resistant torque M
r
.
Fig. 2 Neural network
The general equation of the neural network is given by:
3
1 1
m n
k k kj j ij i
j i
y f w f w x

1
_

1

,
]

(7)
that represents a nonlinear expression, where n is the number of the input values, m is the
number of neurones within the hidden laws and w(.) are nonlinear transfer functions.
Fig. 3 depicts the result of using the neural networks for an experimental data set;
from this picture one could conclude that the mathematical description has variable
coefficients, which could be considered as an advantage of the neural networks, since they are
very flexible with respect to the amounts variation.
Fig. 3 The coefficients of the neural network linearizing procedure
Other methods also adopt identification procedures, some of them within the time
domain (as the given examples), others within frequency or time-frequency domains. Also,
Bayesiene [4] and bootstrap [5] techniques are also used to perform identification starting
from experimental data.
References:
1. I. Copae, Car Dynamics. Theory and Experimental Research, Military Technical
Academy, Bucharest, 2003
2. L. Ljung System Identification Toolbox for Use with Matlab, 2000,
http://mathworks.com
3. J. Sjberg, Non-Linear System Identification with Neural Network, Linkping
University, Sweden, 1995
4. T. Minka, A Family of Algoritms for Approximate Bayesian Inference,
Massachusetts Institute of Technology, USA, 2001
5. B. Efron and R. Tibshrani, An Introduction to the Bootstrap, Chapman & Hall, New
York, 1993
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