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Chapter 1
Overview
The first chapter of this book is an opening
introduction to the terminology and problematic areas
Identification Systems (IS). Starting from the concepts of
"process"
and "system" is specified fundamendal problem while being
highlighted the three coordinates that define the IS: models
Mathematical they operate in practice, the input signals
they stimulate the processes and methods of providing data
which is expected parameters selected models.
1.1. The subject
Identification Systems (IS) is a discipline whose object of study is
process modeling / dynamic systems using experimental data
acquired
During their operation. In this context, modeling and construction
means
determining a mathematical model associated entity, usually
progressive, with a
momentum. The entity is seen as a black box about whose
structure
Internal no details. A model is a mathematical relationship
abstract
accurately describe certain characteristics and / or dynamic /
operation of a
entities. Mathematical models in the IS (also called identification
models) are
'70 -'80) Does not go unnoticed. Thus, it can be said that the
Romanian school
Identifications were initiated mainly through the works of C.
Penescu, M. and P. Stoica Tertico
[PITC71] [TeSt80] [TeSt85] [TSP87]. An extremely practical vision
related to IS (in
Automatic control systems context) was published by ID Landau
[LaID93] (in French), a book that was translated into Romanian
[LaID97]. A
Another paper dealing with practical aspects of the IS range is
[SMS04].
()
3
3
() () 0.95
y
y
dy t y t
+
-
p , tR. (6)
The area under the bell of Gauss is almost above the range 3
equal to the entire area. This implies that the values of y will
belong close
3 safe range. It is noted that this range is controlled by the
values of ,
called standard deviation. The range looks and how precisely is
determined / y located.
The higher the standard deviation is higher, much weaker y is
located on the real axis
(Gauss bell is dilated) and therefore less precise. Deviations
standard (or variant) small lead to high accuracy (Gauss bell
being
tablet). Basically, it is essential Gauss bell located above 3
range.
Finally, a third interesting property which can be demonstrated as
follows:
(Y (t)) y (t) dy (t) y
+
-
p =, tR, (7)
indicating that the statistical mean value of y is even y at any
time
time. Of course, media y may depend, in turn, time, even if this
addiction does not appear explicitly in the definition (4).
Thus, both the P ( *) and the M () are stimulated with the same
input
u, which is the collection of data measured in a 1 N {[]} = U =.
As horizon
It is normally finished, for example, of length N N *. The process
provides output data
measured in N y n 1 {[]} = Y =. The mathematical model
provides simulated data
n N yn 1 {[,]} = YM M, which depend on the parameters
determined from the data vector
measured. For the same set of measured data {U, Y}, one can
obtain a collection of
vectors of unknown parameters (both as a value and as
dimensions), and therefore sets
simulated data. It was noted by [n, ] error between the
measured data
N
=
And R
V, (11)
where S stability Rn is the model matematic3 and "argmin"
means the argument that minimizes (specified criterion function).
Naturally,
want the resulting model "different" as little of the data provider,
ie
leading to a minimal total error. Typically, applications, to
accurately determine the
the optimum point is not possible, but there are techniques for
approximating it with
precisely controlled (as are the techniques of gradient). These
techniques are based on
iterative whose main quality characteristics are complexity,
convergence and speed of convergence. Of these, the optimum
convergence is
Foremost.
The optimization problem (11) is solved for a finite size
vector parameters (ie n1, N) in order to provide finite
collection
vectors which will subsequently choose suitable parameter
vector. It should be noted that it
Suitable parameters are always the most precise meaning of
criterion V as
two vectors (VVT). One can easily see that this criterion directly
addresses
true parameters (which are unknown), so apparently it is
impossible
rated. However, it can be shown (as in Chapter 4) that, for certain
estimated matrix P () can be estimated despite vector
True parameter is unknown.
Identification problem in this case is reduced to a nonlinear
problem
minimization:
Argmin ()
n
N
=
P
And R
(13)
where the minimization is performed in the positive sense of
ownership defining matrices.
More specifically, a square matrix P1 is less than or equal to a
matrix P2
varies rapidly over time, then the model must be adapted to the
dynamics des
process. The information on the temporal variability of the
process is useful in the
choice of appropriate identification method: non-recursive (offline)
or recursive (on-line).
classes stimulus signals accepted by the process. It is very
possible
as though to obtain a more accurate model to be necessary to
stimulate
process a certain type of signals, which would lead to instability.
In this case, the mathematical model could be determined using
only
signals of classes admitted by process (occurring in exploitation
The usual). The result, however, suffer from lack of generality.
Instability
processes is typically produced shocks with high amplitudes
entries. Even if they can not determine the class of the stimulus
signal
accepted, the use of sufficiently small amplitude signals can
lead to general mathematical models and precise enough.
Classes interference posed to the process. This information is
helpful in selecting a suitable model of noise that can affect
the measurements of the process output. Without it, experiment
Identification can be repeated several times until the
establishment of a model
Noise appropriate.
===
. (15)
Under Nyquist frequency signal obtained by sampling meshed
the continuous distortion due mainly contains aliasing
high frequencies (aliasing), a phenomenon described for example
in [OpSc85] and
[StD9602a]. This implies that the process acquired data can
not reflect its actual behavior, they are disturbed by noise
High-frequency sampling, the more important by frequency
the sample is lower than the critical one.
A very intuitive image sampling rule is given by
T meshing a sine period. Three possible situations can be made
in evidence:
a. if Ts> T / 2, resulting discrete signal may be periodically period
at least 2TS> T and non-routine (as the T / Ts
or not a rational number);
Basically, the circuit from input to output of the process there are
four components:
power amplifier, the electrical resistance, hot air flow sensor
temperature. The process is nonlinear, but linearized around each
of temperatures
Beach permissible that can provide electrical resistance (having
power
The maximum). Also, the process can be considered as having an
average type of
variation because the settling time of a fixed temperature is
about 2s.
The process dead time is about 0.1s. Its parameters can be
considered
They are constants. (Their variations become noticeable when
the heater has a
given the high wear resistance aging electrical and / or
power amplifier due to damaging the temperature sensor
its exposure to high temperatures, etc.) Heating can be controlled
with a range
range of input signals, including high persistence. Their amplitude
however, it will be limited by the capacity of the power amplifier.
The disturbance comes from the cold air flow, which can be both
temperature as well as
Variable flow. The variable temperature due to the environment in
which it is
Located heater (that is an external noise), while variations in flux
rather they may be due to defects in the electric motor acting
fan (internal noise they produce). No distinction will be made
between the two
as follows:
A (Q 1) y [n] B (q -1) [not] C (Q 1) e [n]
AR X MA
- = - + - , nN (16)
where:
u is the input signal or stimulus;
y is the output signal or system response;
e is ideal stochastic called white noise signal; in statistical
terms,
White noise is the prototype total neautocorelate signals, ie:
2
0 E {e [n] e [m]} = [n - m] n, mZ (17)
where E is the statistical average operator, 0 is the impulse unit
centered in origin (Kronecker's symbol), and 2 is the variance of
noise,
unknown;
Q-1 is a step delay operator (sampling), defined by:
(q-1 f) [n] = f [n-1] nZ for any string of data f (scalar or
vector);
A, B, C are finite polynomial:
=+++
=+
=+++
-------nc
nc
nb nk
nb
N/A
N/A
Cqcqcq
Bqbqbqq
Aqqq
1
1
1
11
1
1
1
1
1
() 1
() ()
() 1
(18)
for which the coefficients ii na 1, {} , ii nb b 1 {} , ii nc c 1 {}
(model parameters)
Grades na, nb, nc (structural indices of the model) (and
sometimes nk - delay
intrinsic model) are unknown variables.
=+
=+
-----() ()
() 1
2
3
1
12
1 October
2
2
1
1
1
Bbbqbqqq
Aqqq
(20)
(intrinsic delay is already known and equal to 10 times of
sampling).
Another suitable model possible, but parsimonios is ARX [2,2,10].
Comparing
the two models, it appears that the model parameter b3 (19) (20) has a
much smaller than the absolute value of the absolute values of
the other two parameters
polynomial B. It follows that the term 2
3
=+
=+
=+
-----1
1
1
1
12
1 October
2
2
1
1
1
() 1
() ()
() 1
Cqcq
Bbbqqq
Aqqq
(21)
The model is sufficiently precise to play details of transitional
arrangements
characterized heater. Its step response but can be approximated
that of a system of order 1 (ie having only one pole). If the model
(16) & (21)
is too complex for automatic adjustment application, then you
can choose one
simple models of ARX [1,2,10] or ARMAX [1,2,1,10], slaughtering
the accuracy and validity area.
exercise 1.3
Using Gaussian distribution (4), demonstrate the following
property:
(Y (t)) (y (t) y) 2DY (t) 2
+
-
p - = , tR.
Exercise 1.4 (mini-project)
Write a program in MATLAB by which to regularly check sampling
Nyquist-Shannon's where meshing a continuous sinusoid period
time. Show graphs illustrating the operation of sampling
accuracy. It is
thus possible to obtain a sampled signal using a non-routine
Automatic calculation means? If not, show why. If so, build signal
non-routine and display graph or a long enough time horizon.