Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
continuous
u(t)
System
output (observed)
input (observed)
discrete
y(t)
{v(k)}
{u(k)}
System
{y(k)}
1
Y( z ) G ( z ) U( z ) V( z )
V(z)
G(z)
U(z)
Y(z)
white noise
U(z)
input
H(z)
V(z)
filter
G(z)
process
disturbance
Y(z)
output
Y( z ) G ( z ) U( z ) H ( z ) ( z )
3
Parametric Models
(z)
V(z)
H(z)
U(z)
where
z n
B( z 1 )
A ( z 1 )
G(z)
1
A ( z ) 1 a1z ana z
na
B( z 1 ) b1z 1 b2 z 2 bnb z4 nb
Y(z)
y ( k ) a1 y ( k 1) ana y ( k na )
b1u( k n 1) b2 u( k n 2) bnb u( k n nb ) ( k )
n
and z
represents an extra delay of n sampling
instants.
identification problem
determine n, na, nb
estimate
(structure)
a1 , a2 , , ana
b1 , b2 , , bnb
(parameters)
5
(z)
V(z)
H(z)
U(z)
z n
B( z 1 )
A ( z 1 )
Y(z)
G(z)
where
A ( z 1 ) 1 a1z 1 ana z na
B( z 1 ) b1z 1 b2 z 2 bnb z nb
1
C( z ) 1 c1z cnc z
nc
( k ) c1 ( k 1) cnc ( k nc )
identification problem
determine n, na, nb, nc
estimate a , a , , a
1
na
b1 , b2 , , bnb
c1 , c2 , , cnc
(structure)
(parameters)
7
Process
y(t)
e(t,)
Predictor with
adjustable
parameters
Algorithm for
minimising some
function of e(t,)
min e (k )
k 0
Consistency
A desirable property of an estimate is that it
converges to the true parameter value as the
number of observations N increases towards
infinity.
This property is called consistency
Consistency is exhibited by ARMAX model
identification methods but not by ARX
approaches (the parameter values exhibit
bias).
9
10
15
20
25
10
20
25
INPUT #1
1
0
-1
0
10
15
input and output data
65
ARX model:
66
67
68
Time
69
70
71
1
0
.
0666
0
.
0445
z
G ( z ) z 3
1 12737
.
z 1 0.123935z 2
72
MATLAB Demo
13
ADAPTIVE CONTROL
PERFORMANCE
ASSESSMENT &
UPDATING
MECHANISM
K J Astrom
ref
regulator
parameters
_
REGULATOR
disturbances
fast
varying
PROCESS
parameters
slowly
varying
16
operating
conditions
process
y
output
Auto-tuning
parameters K, Ti, Td
+
_
PID
controller
Process
F
I
1
KG
1
T sJ
H Ts K
d
MRAS
ym
ideal
output
adjustment
mechanism
uc
regulator
process
19
y
actual
output
d
e
e
dt
u (uc y )
filter
e
integrator
uc
multiplier
+
_
multiplier
process
_
+
y
STR
uc
regulator
estimation
process
22
y
actual
output
-K-
filter
reference
error
1/s
Integrator
-Kg1
+
e
mult
1/s
Integrator1
*
Input
to
-K-
g2
mult_
s+2
filter_
0.5
+
feedback
error
s+1
process
Mux
Mux1
parameters
*
so
24
Mux
Mux
reference,
output,
command
50
100
Time (second)
150
25
MATLAB Demo
26
x Ax Bu Gw
v(t)
x(t)
y Cx Du v
y(t)
SYSTEM
H
K
T ( )I Q (assumed constant)
EF
w
(
t
)
w
G
JK
H
T ( )I R (assumed constant)
EF
v
(
t
)
v
G
JK
H
where Q and R are symmetric and non negative definite
covariance matrices. (E is the expectation operator)
Only u(t) and y(t) are assessable.
The state estimation problem is to estimate the states x(t)
from a knowledge of u(t) and y(t). (and assuming we know
A, B, G, C, D, Q, and R).
28
y(t)
SYSTEM
x(t)
D
A
u(t)
B
FILTER
x
C
y(t )
_
+ y(t)
L(t)
x(t )
Filter equation :- x Ax Bu L(t )(y 29Cx Du)
R E Kalman
30
I
T [x(t ) x
(
(
min E F
[
x
(
t
)
x
t
)]
t
)]
G
J
L (t )
subject to:
x& Ax Bu Gw
y Cx Du v
x&
Ax Bu L(t )(y Cx Du)
E(ww )=Q, E( vv )=R
is the dual of the optimum regulator problem:
T
min
L (t )
subject to:
T
T GQGT x uT RuIdt
1 F
x
JK
2 0G
H
x AT x CT u
u L(t )x
31
S AS SA SC R CS GQG
1
L (t ) R CS(t )
Lim L(t ) L
32
33
Example:
x 1 x2
x 2 x1 w(t ) , E ( w (t )) 1
2
y x1 v (t ) , E (v (t )) 3
2
produces:
L=
0.5562
0.1547
34
x x l ( y y )
1
2
1
x x l ( y y )
2
y x1
where l1 = 0.5562, l2 = 0.1547
35
w(t)
u(t) = 0
v(t)
x2
1
s
x1
1
s
-1
y(t)
+
SYSTEM
-1
1
s
x2
1
s
x1
l1
FILTER
l2
x2 ( t )
36
x1 (t )
SIMULINK SIMULATION
vt
WS1
wt
WS2
1.7
sqrt(R)
v(t)
PLANT
1
w(t)
sqrt(Q)
+
-
1/s
x2
1/s
x1
+
+
y
meas(y)
+
y-Cx
+
_
1/s
x2hat
+
+
__
e1t
WS3
Mux
1/s
x1hat
Mux1 x1/x1hat
+
e2t
WS4
e2
0.556
l1
Mux
0.155
l2
+
e1
Mux x2/x2hat
KALMAN FILTER
37
x1
0
-2
-4
-6
265
270
275
Time (second) 38
280
x2
-2
-4
-6
265
270
275
Time (second)
280
39
5
0
-5
-10
265
270
275
280
40
MATLAB Demo
41