TEMA 4 Problema 4.1 (MCMMP pentru modelele ARX) a.

ISLAB_4A (model ARX[1,1] si intrare u)

Estimating an ARX[1,1] model by the Least Squares Method. estimation error standard deviation tube

FR magnitude

-1 -2 10

10 10 Normalized frequency [rad/s] (log)

-1

10

FR phase [deg]

0 -5 -10 -15 -2 10
-1

estimation error standard deviation tube 10 10 Normalized frequency [rad/s] (log)

0

10

Estimating an ARX[1,1] model by the Least Squares Method. True parameters: -0.8000 1.0000 Estimated parameters: -0.7727 1.0012 1.4

1.6

Noise variance

1.2

0.8

0.6 estimated true 0 10 20 30 40 50 60 Realization index 70 80 90 100

0.4

ISLAB_4B (model ARX[1,1] si intrare uf) uf[n]=0.6/(1-0.8*q^-1)*u[n] filtrarea intrarii u[n]

Estimating an ARX[1,1] model by the Least Squares Method. 1 estimation error standard deviation tube

FR magnitude

0.5 0 -0.5 -2 10

10 10 Normalized frequency [rad/s] (log)

-1

10

FR phase [deg]

0 -5 estimation error standard deviation tube -10 -2 10 10 10 Normalized frequency [rad/s] (log)
-1 0

10

Estimating an ARX[1,1] model by the Least Squares Method. 1.6 True parameters: -0.8000 1.0000 Estimated parameters: -0.7823 1.0131 1.4

Noise variance

1.2

0.8

0.6 estimated true 0.4 0 10 20 30 40 50 60 Realization index 70 80 90 100

ISLAB_4C (model ARX[2,2] si intrare u)

Estimating an ARX[2,2] model by the Least Squares Method. 1 estimation error standard deviation tube

FR magnitude

0.5 0 -0.5 -2 10

10 10 Normalized frequency [rad/s] (log) estimation error standard deviation tube

-1

10

20

FR phase [deg]

10 0 -10 -20 -2 10

10 10 Normalized frequency [rad/s] (log)

-1

10

Estimating an ARX[2,2] model by the Least Squares Method. 1.6 True parameters: -0.4000 -0.3200 0.5000 0.0300 Estimated parameters: -0.3637 -0.2821 0.4834 0.0295 1.4

Noise variance

1.2

0.8

0.6 estimated true 0.4 0 10 20 30 40 50 60 Realization index 70 80 90 100

ISLAB_4D( model ARX[2,2] si intrare uf)

Estimating an ARX[2,2] model by the Least Squares Method.

FR magnitude

0.5 0 -0.5 - 2 10

estimation error standard deviation tube

10 10 Normalized frequency [rad/s] (log) estimation error standard deviation tube

-1

10

FR phase [deg]

100 50 0 -50 - 2 10

10 10 Normalized frequency [rad/s] (log)

-1

10

Estimating an ARX[2,2] model by the Least Squares Method. 1.6 1.4 T rue parameters: -0.4000 -0.3200 0.5000 0.0300 Estimated parameters: -0.3690 -0.3064 0.4927 0.0955

Noise variance

1.2 1 0.8 0.6 0.4 0 estimated true 20 40 60 Realization index 80 100

b. La modelul ARX[1,1] tubul standard de deviatie este mai mic si astfel parametrii estimati la modelul cu intrare filtrata se apropie mai mult de cei reali.

La modelul ARX[2,2] cu intrare filtrata, parametrii estimati tind mai mult spre cei reali cu observatia ca radacina parazita a polinomului B(q^-1) se modifica destul de mult. Se mai observa ca graficul erorii de estimare a amplitudinii raspunsului in frecventa tinde spre 0 la filtrare.

Problema 4.2 (MCMMP pentru modelele OE) ISLAB_4E (model OE[1,1] si intrare u)
Estimating an ARX[1,1] model by the Least Squares Method. 4 estimation error standard deviation tube

FR magnitude

0 10
-2

10 10 Normalized frequency [rad/s] (log)

-1

10

FR phase [deg]

-10 -20 -30 -40 -2 10 estimation error standard deviation tube 10 10 Normalized frequency [rad/s] (log)
-1 0

10

Estimating an ARX[1,1] model by the Least Squares Method. 2.5 True parameters: -0.8000 1.0000 Estimated parameters: -0.5510 0.9605

Noise variance

1.5

estimated true 0.5 0 10 20 30 40 50 60 Realization index 70 80 90 100

ISLAB_4F (model OE[1,1] si intrare uf)

Estimating an ARX[1,1] model by the Least Squares Method. 2

FR magnitude

estimation error standard deviation tube

0 10
-2

10 10 Normalized frequency [rad/s] (log)

-1

10

10 estimation error standard deviation tube

FR phase [deg]

0 -10

-20 -2 10

10 10 Normalized frequency [rad/s] (log)

-1

10

Estimating an ARX[1,1] model by the Least Squares Method. 3 True parameters: -0.8000 1.0000 Estimated parameters: -0.6852 1.1553 2.5

Noise variance

1.5

1 estimated true 0.5 0 10 20 30 40 50 60 Realization index 70 80 90 100

ISLAB_4G (model OE[2,2] si intrare u)

Estimating an ARX[2,2] model by the Least Squares Method. 1.5 estimation error standard deviation tube

FR magnitude

1 0.5 0 -0.5 -2 10
-1

10 10 Normalized frequency [rad/s] (log) estimation error standard deviation tube

10

40

FR phase [deg]

20 0 -20 -40 -2 10

10 10 Normalized frequency [rad/s] (log)

-1

10

Estimating an ARX[2,2] model by the Least Squares Method. 1.8 True parameters: -0.4000 -0.3200 0.5000 0.0300 1.6 Estimated parameters: -0.1009 -0.1182 0.4931 0.1724

1.4

Noise variance

1.2

0.8

0.6

estimated true 0 10 20 30 40 50 60 Realization index 70 80 90 100

0.4

ISLAB_4H (model OE[2,2] si intrare uf)

Estimating an ARX[2,2] model by the Least Squares Method. 1 estimation error standard deviation tube

FR magnitude

0.5 0 -0.5 -2 10

10 10 Normalized frequency [rad/s] (log) estimation error standard deviation tube

-1

10

150

FR phase [deg]

100 50 0 -50 -2 10

10 10 Normalized frequency [rad/s] (log)

-1

10

Estimating an ARX[2,2] model by the Least Squares Method. 1.8 True parameters: -0.4000 -0.3200 0.5000 0.0300 1.6 Estimated parameters: -0.1751 -0.2019 0.5049 0.3157

1.4

Noise variance

1.2

0.8

0.6

estimated true 0 10 20 30 40 50 60 Realization index 70 80 90 100

0.4

Problema 4.3 (Generalizare) ISLAB_4I (pentru modelele ARX[na,nb])

Estimating an ARX[na,nb] model by the Least Squares Method. 50 estimation error standard deviation tube

FR magnitude

-50 10
-2

10 10 Normalized frequency [rad/s] (log) estimation error standard deviation tube

-1

10

300

FR phase [deg]

200 100 0 -100 -2 10

10 10 Normalized frequency [rad/s] (log) Estimating an ARX[na,nb] model by the Least Squares Method. True parameters: -0.4000 -0.3200 0.5000 0.0300

-1

10

1.6

Estimated parameters: -0.1060 -0.1606 0.4973 0.1740

1.4

Noise variance

1.2

0.8 estimated true 0.6 0 10 20 30 40 50 60 Realization index 70 80 90 100

ISLAB_4J( pentru modele OE[na,nb])

Estimating an OE[na,nb] model by the Least Squares Method. 20 estimation error standard deviation tube

FR magnitude

-20 10
-2

10 10 Normalized frequency [rad/s] (log) estimation error standard deviation tube

-1

10

200

FR phase [deg]

100 0

-100 -2 10

10 10 Normalized frequency [rad/s] (log)

-1

10

Estimating an OE[na,nb] model by the Least Squares Method. 1.3 1.2 1.1 True parameters: -0.4000 -0.3200 0.5000 0.0300 Estimated parameters: -0.4355 -0.2897 0.4962 0.0178

Noise variance

1 0.9 0.8 0.7 0.6 0.5 0 10 estimated true 20 30 40 50 60 Realization index 70 80 90 100