Pergamon Chemical Engineering Science, Vol.

Copyright
51, No. 7, pp. 1149-1155, 1996
0 1996 Elsevier Science Ltd
Printed in Great Britain. All rights nwwd
OW-2509/96 115.00 + 0.00

OOO!L250!3(95)00361-4

ESTIMATING SECOND-ORDER DEAD TIME PARAMETERS

FROM UNDERDAMPED PROCESS TRANSIENTS

G. P. RANGAIAH and P. R. KRISHNASWAMY*

Department of Chemical Engineering, National University of Singapore, 10 Kent Ridge Crescent,
Singapore 0511, Singapore

(First received 19 August 1994; revised manuscript received 5 September 1995; accepted 26 September 1995)

Abstract-Two simple methods for determining second-order dead time model parameters from under-
damped process transients are presented. One of the methods relies on three characteristic points of the
oscillatory step response curve. These three points attempt to minimize the integral of absolute error
between process and model responses. The other method is based on just two points of the step response.
Illustrative examples show that the proposed techniques allow rapid and reliable estimate of parameters.

INTRODUCTION THE METHOD

The open-loop dynamics of chemical processes are
usually overdamped in nature. However, when the
processes are under closed-loop control (either cas-
cade or simple feedback control), oscillatory res-
ponses could be encountered. Thus reliable and
simple methods are needed to identify the parameters
of an oscillatory closed-loop response in order to
either design the master controller of a cascade loop
or to characterize a given closed-loop behavior.
The dynamics of an oscillatory system, with gain
normalized to unity, could be modeled by
where e < 1. Methods have been proposed in the past
for estimating the parameters of this model from step
response. Some of these methods [e.g. Meyer et al.
(1967) and Sundaresan et al. (1978)] involve graphical
procedures and are not amenable to quick on-line
estimation. Some recent methods (Huang and
Clements, 1982; Huang and Chou, 1994) overcome
this problem. However, the parameter estimation is
based on arbitrarily selected points (up to five points)
from the step response curve. No justification, theor-
etical or otherwise, is available for choice of these
points. These methods are thus empirical in nature.
The purpose of this note is therefore to analyze the
parameter estimation problem using a quantitative
criterion of performance and to recommend the re-
quired points on a rational basis. The analysis will
reveal that in fact no more than three characteristic
points are needed for excellent parameter estimates.
Thus the arbitrariness involved in the earlier methods
will be removed and the number of points required
will be reduced to the minimum. At the same time the
accuracy in parameter estimation will be improved.
*Corresponding author.
1149
Consider an observed oscillatory step response y(t)
representing an unknown process. It is assumed that
the step response can be approximated by a second-
order underdamped model with dead time. The pres-
ent approach involves allowing y(t) and its model
approximation j(t) to intersect at three points, name-
ly, (tl,yl), (tZ,y2), and (t3,y3) as shown in Fig. 1. It
may be noted that no more than three points are
needed to estimate the three unknown parameters
(f, [and 0). The responses in Fig. 1 are assumed to be
normalized after obtaining the model gain from the
final steady-state value of the process response. The
objective is to locate the three intersecting points so
that the integral of absolute error (IAE), represented
by the shaded area in Fig. 1, is minimized. The IAE is
thus taken as a measure of closeness of the model fit.
The range of interest here is limited to 0.4 < f < 0.8
as this range is often considered suitable for specifying
desired control system response (Seborg et al., 1989).
Outside this range, the following methods could be
used: (i) for [ < 0.4 (i.e., when oscillations are signifi-
cant) the method of Chen (1989) may be used; (ii) for
e > 0.8 (i.e., when the response is sluggish), the
method of Rangaiah and Krishnaswamy (1994) is
recommended.
In order to minimize IAE, an expression for it is
first derived which is then differentiated with respect
to f, [ and 6, and the derivatives set equal to zero.
Numerical solution of the three resulting expressions
yield y, , y,, and y3 as well as the corresponding tl, t2,
and t3, for each set of ‘?, [ and e^considered. As has
been observed earlier (Huan_g and Clements, 1982), y,,
~9, and y3 are functions of c only, while tl, t2, and t3
depend on F, %and 6. The results obtained are plotted
in Fig. 2 (solid lines) in terms of y, , y2, and y3 versus t
Details of the expressions for IAE and the procedure
for IAE minimization are given in the Appendix.
Many investigators consider the point of inflection
[e.g., Sten (1970) and Huang and Clements (1982)]
and the first peak [e.g., Chen (1989) and Huang
1150 G. P. RANGAIAHand P. R. KRISHNASWAMK
11 ti 12
Fig. 1. Underdamped process response and
a6 a7
% conveniently observed from the actual process re-
Fig. 2. f versus y,, ~2,~3. yi, and yp.
and Chou (1994)] as important characteristics of a
second-order underdamped response. As these char-
acteristic points can be defined analytically, values
corresponding to the inflection point yi and the first
peak y, are also compared in Fig. 2. For the [ range
covered (0.4-0.8), the results reveal an interesting co-
incidence: yi and y, agree closely with yl and y3,
respectively. Thus, with only a marginal loss of accu-
racy, yi and y3 could be replaced by yi and y,, respec-
tively. In other words, the proposed estimation
method based on IAE minimization now requires the
model curve to agree with the process response at yi,
y, and y, rather than at yi , y2 and y,. This observa-
tion is made use of in the following development.
Estimation 0s c
The parameter estimation problem can be signifi-
cantly simplified if 4 can be obtained right in the
beginning. As the first peak can be directly read from
the actual response, [ is first estimated [following
Huang and Chou (1994)] by
13 tp
Time
second order dead time approximation.
l/2
r^=
WY, - 1)
(2)
[ W + ln2(y, - 1)1
Now that [is available, the task reduces to a two-
parameter problem of estimating p and e^ so as to
achieve a good model fit. This requires use of two out
of the three chosen points (namely yi, y, and yp) along
with the corresponding time values. Two different
possibilities are considered: (i) use (yi, ti) and (y2, tz)
or (ii) use (yip ti) and (y,,, tp).
The first choice (use of yi and yl) amounts to
utilizing all the three selected points for parameter
estimation (i.e., use y, for estimating [, yi and y, for
estimating T and 8). Hence it is referred to hereafter
0.8
as the three-point method. In this method, y, can be
sponse and yi estimated analytically from eq. (3a) as
described below. Estimation of y2, however, will have
to depend on an empirical correlation based on the
data (yZ vs t) in Fig. 2.
In the second choice, yi and y, are used to estimate
$ and i?. In other words, y2 is not utilized and hence
the method (referred to as the two-point method) is
free from empiricism. More interestingly, the three
parameters, p, [ and 6 are estimated using only
two points - inflection point and the peak. This is
possible because the peak in fact provides two quant-
ities. One of them is the magnitude of the peak from
which f is estimated [eq. (2)]. The other quantity, the
time where the peak occurs, is used in conjunction
with the inflection point to estimate $ and 6. In the
following development, both the methods will be
examined.
Estimation of T and 6 by the three-point method
This procedure requires values of (yi, ti) and ( y2, t2).
In general, it is not practical to read off the inflection
point directly from the actual process response.
Hence, an analytical approach is utilized here by
taking advantage of the fact that f is already known.
Huang and Clements (1982) have derived an analyti-
cal expression for yi corresponding to a unit step
 Estimating second-order dead time parameters
response of eq. (1):
Yi=lw~l&-p
J_
--J&
exp
( tan-‘7
> Analytical expression for ip in terms of f is provided
J=-P
sin 2 tan-‘- . (34
( i > ip = lI/Ji7?
After computing yi by the above equation, ti could be
read off from the actual response. In addition, defining
t as the dimensionless time past the dead time, we
have
??i= (ti - G)/$
for the inflection point. This quantity, crcan be evalu-
ated from the following equation (Huang and Clem-
ents, 1982) as t is already known:
ii=J&tan-lT.
Jm
Information similar to eqs (3a)-(3c) is developed for
the second intersecting point. Using the data in Fig. 2
(y2 vs $, a correlation for y, is first developed:
y2 = 1.8277 - 1.7652f + 0.6188f2.
After computing yz using this equation along with the
known value of [, t2 could be directly read from the
actual response. It may now be recalled that
i2 = (t2 - 6)/F.
To evaluate the f2 from & another correlation, as
below, is obtained using the solutions resulting from
the IAE minimization procedure outlined in the Ap-
pendix:
i2 = 3.4752 - 1.3702[ + 0.1930c2.
It is now possible to evaluate the two unknown
parameters, p and fi from the two eqs (3b) and (4b).
Subtracting eq. (3b) from eq. (4b) and rearranging, we
have
YP= (t2 - tl)/(i2 - ii).
Thus, the computed values of TZand ii and the meas-
ured values of t2 and ti yield T. The remaining para-
meter 8 can be obtained from eq. (3b):
8 = ti - iii+.
To summarize, evaluation of the model parameters
is based on an objective criterion of IAE minimiz-
ation. While the optimization procedure encountered
is somewhat involved, application of the proposed
method is straightforward as can be seen from the
steps listed in Fig. 3.
Estimation of ‘f and 6 by the two-point method
This method is based on only two characteristic
points of the response, namely, the peak and the
CES 51:7-J
1151
inflection point. Relevant information concerning the
inflection point has already been developed in the
form of eqs (3a)-(3c). Regarding the peak all one needs
to know is the dimensionless time, ip, defined as
ip = (tp- Q/f. (74
by Kuo (1991):
(7’4
Following the earlier discussion, it can be shown that
P = (tp - ti)/(ip- ii). (8)
and 8 is provided by eq. (6). Figure 3 shows the steps
in the two-point method also.
(3b)
RESULTS AND DISCUSSION
The proposed methods are applied to three exam-
ples. In the first two, fourth-order transfer functions
represent the actual process dynamics. The third in-
volves the inner loop of a typical cascade control
(3c)
configuration. The effect of noise is also considered
with respect to model accuracy. The results are com-
pared with those due the previous method of Huang
and Chou (1994) and direct IAE minimization.
(4a) Example 1
The following transfer function is considered to be
the actual process:
e-es
G(s) =
(T2s’ + 2(Ts + l)(O.iTs + 1)(0.3Ts + 1)’
W
(9)
The two minor time constants (0.1 T and 0.3T) serve
to provide some modeling error or deviation from
second-order dynamics. T is fixed at unity and 0 is
taken as 0.4. The 4’values considered are in the range
(4c) 0.4-0.8 at an interval of 0.05. The purpose here is to
see if the two methods proposed (i.e., the three point
and the two-point methods) are able to model the
process by a second-order dynamics.
Representative parameter estimates, resulting from
the application of the present methods, are given in
(5) Table 1. For comparison purposes, results due to
Huang and Chou’s (1994) five-point method and
those due to an optimization method involving direct
minimization of IAE, are also included in Table 1.
The model parameters based on the three-point
method of Huang and Chou (1994) were also obtained
(6)
for this and subsequent examples. However, these
results are not included in the discussion because of
the consistently poorer estimates produced by this
method.
The results in Table 1 clearly show that the present
methods yield reliable parameter estimates. In other
words, the two characteristic points [i.e., the first
peak, y, read from the actual process response and the
inflection point, yi computed using eq. (3a)] could be
used either by themselves (two-point method) or in
conjunction with the correlation [eq. (4a)] for y2
1152 G. P. RANGAIAHandP.R.KRISHNASWAMY

Locate yp from the

actual process response

Estimate < from eq. (2)

Compute y, from eq. (3a) and read off

the correspondingtl from the actual response, y(t)

Compute ti from eq. (3cl

3-Point
Method i, Zig

1 1
Estimate ya from eq. (4a) and Read off tp corresponding

read off the correspondingta to yp from the y(t) curve

from the y(t) curve

I

Compute ;a from eq. (4~) Compute ts from eq. (7b)

c) I . A

Evaluate T and 8 from eqs. Estimate T and 8 from eqs.

(5) and (6) respectively (81 and (6) respectively

Fig. 3. Steps in the application of parameter estimation methods.

(three-point method). Interms of IAE, the three-point
method has a slight advantage over the two-point
method. Estimates obtained by direct IAE minimiz-
ation are marginally better. The five-point method of
Huang and Chou (1994) yields parameter estimates
which are comparatively less accurate in terms of IAE,
particularly when [ is small.
Example 2
This example considers a process given by
e -es
G(s)= z
s + 2cTs + l)(O.lTs + 1)(0.6Ts + 1)’
(T2
In this case, the modeling error due to the minor time
constants, O.lT and 0.6T, is greater than that in the
previous case. As before [ is varied in the range
0.4-0.8 with T and 0 fixed at 1.0 and 0.4, respectively.
Illustrative results obtained by various methods
(Table 2) clearly show that the proposed methods can
provide consistent estimates. The relative accuracy of
the various methods is similar to that observed for
example 1.
Effect of noise
As noise is often present in experimental data, the

methods under consideration are evaluated with re-

(10) gard to measurement noise introduced at the process
 Estimating second-order dead time parameters 1153

Table 1. Parameter estimates for example 1

Estimated Proposed Proposed Huang and

model method method Chou (1994) IAE
r parameters (three points) (two points) (five points) minimization

0.4 i 1.012 1.022 1.050 1.007

0.414 0.414 0.414 0.413
0.767 0.754 0.706 0.775
IAE 5 10’ 4.502 5.682 10.486 4.283
0.5 b 1.020 1.026 1.056 1.013
0.512 0.512 0.512 0.513
0.761 0.754 0.704 0.768
IAE ,x 10’ 3.443 3.899 6.915 3.199
0.6 i 1.022 1.024 1.049 1.020
0.610 0.610 0.610 0.611
0.760 0.757 0.713 0.760
IAE ,x 10’ 2.535 2.595 3.853 2.511
0.7 $ 1.023 1.026 1.039 1.026
0.707 0.707 0.707 0.707
0.762 0.758 0.726 0.757
IAE ,x lo2 2.061 2.089 2.417 2.046
0.75 ! 1.025 1.023 1.036 1.030
0.756 0.756 0.756 0.754
0.759 0.762 0.731 0.753
IAE x lo2 1.904 1.917 2.143 1.864

Table 2. Parameter estimates for example 2

Estimated Proposed Proposed Huang and

model method method Chou (1994) IAE
r parameters (three points) (two points) (five points) minimization

0.4 x 1.055 1.053 1.133 1.026

0.451 0.45 1 0.45 1 0.452
0.933 0.936 0.813 0.972
IAE ,x lo2 12.763 12.601 22.989 11.352
0.5 i 1.057 1.057 1.132 1.047
0.547 0.547 0.547 0.551
0.926 0.938 0.822 0.948
IAE x 10’ 8.460 8.251 13.079 8.040
0.6 H 1.077 1.059 1.123 1.070
0.641 0.641 0.641 0.643
0.920 0.940 0.839 0.927
IAE ,x lo2 6.060 6.290 7.699 6.009
0.7 i 1.089 1.061 1.113 1.094
0.733 0.733 0.733 0.730
0.913 0.943 0.858 0.907
IAE ,x 10’ 4.696 5.493 5.269 4.664
0.75 i 1.095 1.060 1.111 1.108
0.778 0.778 0.778 0.771
0.913 0.950 0.864 0.899
IAE x lo2 4.306 5.454 4.746 4.157

exit. The noise signal is assumed Gaussian with mean
zero and a specified standard deviation of 0.01. Both
the processes [eqs (9) and (lo)] were considered cover-
ing the entire [ range of 0.4 to 0.8. Representative
results for example 2 are shown in Table 3. It is
evident from this table that the process parameter
values recovered under noisy conditions attest to the
robustness of the methods. A comparison between the
original noisy response and the recovered model re-
sponses is shown in Fig. 4 for t; = 0.5. The figure
reveals that except for some minor discrepancy in the
initial part of the response (which may be due to the
approximation of a higher-order process by a lower-
order model), the proposed method is able to describe
the noisy process quite well. Huang and Chou’s (1994)
five-point method, in comparison, shows some devi-
ation around the peak.
Example 3
This example corresponds to the inner loop of
a typical cascade control configuration. The details,
including a plot of the actual step response, are pro-
vided by Sundaresan et al. (1978). The first peak for
this step response is seen to be y, = 1.097 at
t, = 4.797. From eqs (2) and (3a), e and yi are cal-
culated as 0.596 and 0.4038, respectively. Value of ti
1154 G. P. RANGAIAHand P. R. KRISHNASWAMY

Table 3. Effect of noise. on parameter estimation for Table 4. Parameter estimates for example 3
example 2
Method i^ F 4 IAEx lo*
Estimated model parameters
_ Proposed (two points) 0.596 1.041 0.729 9.52
Method c Noise T i^ e Proposed (three points) 0.596 1.075 0.689 9.18
Huang and Chou (1994) 0.596 1.122 0.612 11.41
Proposed 0.5 No 1.057 0.547 0.926 IAE minimization 0.600 1.055 0.715 8.97
(three points) Yes 1.001 0.568 1.004
Huang and Chou 0.5 No 1.132 0.547 0.822
(1994) (five points) Yes 1.098 0.568 0.849
IAE 0.5 No 1.047 0.551 0.948 (the peak and the inflection point) allow the analytical
minimization Yes 1.034 0.562 0.947
Proposed 0.7 No 1.089 0.733 0.913 expressions defining them to be effectively made use
(three points) Yes 1.071 0.730 0.948 of in parameter estimation. Results from the illustra-
Huang and Chou 0.7 No 1.113 0.733 0.858 tive examples clearly show that the proposed
(1994) (five points) Yes 1.106 0.730 0.875 methods, involving only a minimal number of data
IAE 0.7 No 1.094 0.730 0.907
points, are more reliable and easier to apply than
minimization Yes 1.087 0.743 0.898
the currently available alternatives. Accuracy of the
recovered model by the proposed (three-point)
method is comparable to that obtained by direct
IAE minimization. The method is also robust against
process noise.

NOTATION

G(s),&I process and model transfer function,

respectively
0.80 IAE integral of absolute error
ml,+& first moment of y(t) and j(t), respectively
2 S Laplace transform variable
& 0.60 t time
uz t1,tz,t3 time corresponding to the three intersec-
tions between y(t) and j(t) (see Fig. 1)
0.10 ti, tp time corresponding to the inflection point
and the first peak, respectively
- -
Noisy process response ti, tp (ti - 8)/f and (t, - 8)/f, respectively
0.20 Proposed(3 paint1method T, $ time constant of process and model, re-
Huang and Chou 119911 spectively
Y@),j%) normalized process and model step
0.00 ldp response, respectively
0 2 1 6 8 10 12 11 Yl,Y2,Y3 normalized response corresponding to tl ,
Time tZ, and t3, respectively
Yi9Yp normalized response corresponding to ti
Fig. 4. Comparison between the noisy process response and
model approximations.
and t,, respectively.

corresponding to yi = 0.4038, obtained from the ac-
tual step response, is 0.1938. Use of the relevant equa-
tions as in Fig. 3 along with the above values yields
the model approximations by the proposed (two-
point and three-point) methods. The results are com-
pared in Table 4 with those due to Huang and Chou
(1994) and IAE minimization. In terms of IAE, the
proposed three-point method is about 24% better
than that of Huang and Chou (1994) and is also
within 2.4% of direct IAE minimization.
To summarize, two simple techniques for estima-
ting the underdamped second-order dead time model
parameters using no more than three points of the
step response curve are presented. The points selected
(i.e., the inflection point, the first peak and a point in
between) are such that they give due consideration to
error (IAE) minimization. Besides two of these points
Greek letters
r,r^ damping coefficient of process and model,
respectively.
e,e dead time of process and model,
respectively.
REFERENCES
Chen, C. L., 1989, A simple method for on-line identification
and controller tuning. A.1.Ch.E. J. 35, 2037-2039.
Huang, C. T. and Chou, C. J., 1994, Estimation of the
underdamped second-order parameters from the system
transient. Ind. Engng Chem. Res. 33, 174-176.
Huang, C. T. and Clements, W. C. Jr., 1982, Parameter
estimation for the second-order-plus-dead-time model.
Ind. Engng Chem. Process Des. Dev. 21,601-603.
Kuo, B. C., 1991, Automatic Control Systems, 6th Edition,
p. 334. Prentice-Hall, Englewood Cliffs, NJ.
Meyer, J. R., Whitehouse, G. D., Smith, C. L. and Murrill,
P. W., 1967, Simplifying process response approximation.
Instrum. Control Systems 40, 76-79.
 Estimating second-order dead time parameters 1155

Rangaiah, G. P. and Krishnaswamy, P.R., 1994, Estimating IAE with respect to 8 and noting that ml and f(t)
second-order plus dead time model parameters. Ind. remain invariant with respect to 8, we get
Engng Chem. Res. 33, 1867-1871.
Seborg, D. E., Edgar, T. F. and Mellichamp, D. A., 1989, (A‘$)

Process Dynamics and Control, p. 117. Wiley, New York.

Sten, J. W., 1970, Evaluating second-order parameters.
Instrum. Technol. 17, 39-41. For the given model equation [eq. (l)],
Sundaresan, K. R., Prasad, C. C. and Krishnaswamy, P. R.,
1978, Evaluating parameters from process transients. Ind. f(l) = 1 - i(t)
Engng Chem. Process Des. Dev. 17, 237-241.

=e - I$@
- 8)/F ,,,q (t - 8)

.
APPENDIX

+Jiq -
to Fig. 1, the first moment of the

1
With reference
actual step response y(t) is defined as i^
-sm y(t - 8) . (A5)

ml = ,Q
s0
‘f(t)dt For response such as the one described by eq. (A5), it
is observed that
where f(t) = 1 - y(t). Using a similar definition for
the first moment of the model response along with the am
r= --
a?(t)
final value theorem and elementary properties of La- ae at
place transform, we get
from which the integrals in eq. (A4) follow as

= F_y f [l - G(s)] = e + 2@ (A2) and

s-ae 11a?(t)
tI
dt =J(tl) -f(t2) (‘46)

where f(f) = 1 - i(t). Noting that IAE (the shaded

area in Fig. 1) is divided into four parts (A, B, C and
D) we get, by suitable addition and subtraction of
sae
mah) dt =ji(t3) -f(m)
,,
I =T(t3).

Substituting eqs (A6) and (A7) in eq. (A4), equating the

(A7)

areas, an expression for IAE as resulting expression to zero and rearranging,

IAE = G1 - m, + 2 (area B) + 2 (area D). f01) +fW =f(tz) + 0.5

Making use of the definitions of first moment as which in terms of i(t) is
above,
jl + $3 = $2 + 0.5. (A8)
11
IAE=8+2@-ml +2 II [f(t) -fWl dt The remaining two derivatives, i.e., a(IAE)/& and
I a(IAE)/& resulted in complex expressions that were
cc not amenable to algebraic manipulation. Hence these
+2 [f(t) -?O)l dt. (A3) were solved numerically covering a set of values for p,
st3 t and 8. The solution for each set of F, f and 8 yielded
In order to minimize IAE, eq. (A3) should be differ- y,, y, and y3 and the corresponding tl, t2 and t3
entiated with respect to 8, p and [, and the derivatives values. Figure 2 (solid lines) shows a plot of the results
set equal to zero. Considering the first derivative of obtained for yl , y, and y,.