Automatica, Vol. 14, pp.

413-428
Pergamon Press Ltd. 1978. Printed in Great Britain
International Federation of Automatic Control
0005-1098/78/0901-0413 $02.00/0
Model Predictive Heuristic Control:
Applications to Industrial Processes*
J. RI CHALET, t A. RAULT, # J. L. TESTUD? and J. P AP ON?
Different industrial processes are being computer controlled using a new dual
algorithm which identifies i nput -out put impulse responses and computes control
inputs as needed to realize desired output trajectories even when system noise,
disturbances, and parameter variations occur.
Key Word I nde x- - Che mi c a l i ndust r y; comput er cont r ol ; cont r ol t heor y; dual cont r ol ; i dent i fi cat i on;
Lyapunov met hods ; mul t i vari abl e cont r ol syst ems; oil refi ni ng; predi ct i ve cont r ol ; st eam gener at or s.
Su mma r y - - A new me t hod of digital process cont r ol is de-
scri bed. It relies on t hr ee pri nci pl es:
(a) The mul t i vari abl e pl ant is r epr esent ed by its i mpul se
r esponses whi ch will be used on line by t he cont r ol comput er
for l ong r ange pr edi ct i on;
(b) The behavi or of t he cl osed- l oop syst em is pr escr i bed by
means of reference t r aj ect or i es i ni t i at ed on t he act ual out put s ;
(c) The cont r ol vari abl es are c omput e d in a heuri st i c way
wi t h t he same pr ocedur e used in i dent i fi cat i on, whi ch appear s
as a dual of t he cont r ol under t hi s f or mul at i on.
Thi s me t hod has been cont i nuousl y and successfully ap-
pl i ed t o a dozen l arge scale i ndust ri al processes for mor e t han
a year' s t i me. Its effectiveness is due t o t he ease of its
i mpl ement at i on (e.g. const r ai nt s on t he cont r ol vari abl es) and
t o its amazi ng r obust ness as concer ns st ruct ural
per t ur bat i ons.
The economi cs of t hi s cont r ol scheme is el oquent and
figures can be put f or war d to demons t r at e its efficiency.
Opt i mal i t y does not come f r om ext r aneous cri t eri a on t he
cont r ol act i ons but f r om mi ni mi zat i on of t he er r or vari ance
whi ch permi t s comput at i on of t he set poi nt s of t he dynami c
cont r ol in a hi erarchi cal way.
I NTRODUCTI ON: USE OF
DI GI TAL COMP UTERS I N
I NDUSTRI AL PROCESS CONTROL
THE GROWTH of digital t echnol ogy in t he last
few years has r epr esent ed a chal l enge t o aut o-
mat i c cont r ol research wor ker s.
Wi t h t he avai l abi l i t y of much mor e powerful
comput er s, shoul d not t he basic appr oaches t o
cont r ol syst ems appl i cat i on be r econsi der ed?
The t heor y of f eedback syst ems or i gi nat ed
f r om wor k on cont i nuous electrical net wor ks.
Despi t e t he pr ogr ess of t echnol ogy, t he f undam-
*Recei ved Januar y 13, 1977; revi sed August 26, 1977;
revi sed Mar ch 29, 1978. The ori gi nal versi on of t hi s paper
was pr esent ed at t he 4t h I FAC Sympos i um on Ident i fi cat i on
and Syst em Par amet er Est i mat i on whi ch was hel d in Tbilisi,
Geor gi an Republ i c USSR dur i ng Sept ember 1976. The pub-
l i shed Pr oceedi ngs of t hi s I FAC Meet i ng may be or der ed
f r om: Nor t h Hol l and Publ i shi ng Company, P. O. B. 103,
Amst er dam, West Net her l ands. Thi s paper was r ecommended
for publ i cat i on in revi sed f or m by associ at e edi t or K. J.
Ast r 6m.
?ADERSA/ GERBI OS, 53 avenue de l ' Eur ope, F78140
V61izy, France.
413
ent al s of cont r ol t heor y r emai n unchanged. It is
now nat ur al t o ask: can we concei ve a novel t ype
of cont r ol syst em t hat woul d use t o t he full t he
capabilities of cur r ent l y avai l abl e comput er s :
- - s t or a ge of i nf or ma t i on- - f a s t access me mor y
- - f a s t comput at i on, choi ce of a sol ut i on a mong
several possibilities accor di ng t o a cr i t er i on?
The achi evement s of mode r n cont r ol t heor y
are wel l -known. Successful appl i cat i ons t o aer o-
space gui dance pr obl ems are r emar kabl e.
However t he i mpl ement at i on of such t echni ques
t o i ndust ri al cont r ol has not been so successful.
I ndust r i al processes are qui t e different, t hey are
highly mul t i var i abl e systems, per t ur bat i ons affect
t he pl ant st r uct ur e mor e oft en t han t he measur-
abl e variables. I ndust r i al processes have t hei r
own per f or mance cri t eri a and reliability requi re-
ment s. The economi c and psychol ogi cal envi r on-
ment r equi r ed for a successful i mpl ement at i on is
oft en not met in pr act i ce so t hat many con-
st rai nt s pr event t he i mpl ement at i on of on-l i ne
cont r ol schemes on pr oduct i on plants.
We t ri ed t o concei ve a cont r ol t heor y where
digital c omput a t i on and model i ng pl ay a maj or
rol e and s uppor t new concept s.
Before publ i shi ng t he pri nci pl es of this new
cont r ol scheme in or der t o give evi dence of its
efficiency we want ed t o have a significant number
of compl ex i ndust ri al appl i cat i ons wor ki ng con-
t i nuousl y for mor e t han a year' s time.
The or gani zat i on of t he paper is as follows:
- - I n Sect i on 1, t he general scheme is given of
this new Model Pr edi ct i ve Heuri st i c Cont r ol
whose soft ware is called I DCOM ( I dent i f i cat i on-
Command) . An overal l pr esent at i on of t he me-
t hod is given in t he simplest way; we emphasi ze
t he i mpl ement at i on aspects. No compar i s on of
this met hod wi t h t he classical appr oach is pre-
sented. In this section, appl i cat i ons are stressed.
414 J. Rt( ttAI,ET, A. RAULr, J. L. I'ESTUD and .1. PAPON
In Sect i on 2, the out l i nes of t he mos t signi-
fi cant pr esent i ndust ri al appl i cat i ons of the me-
t hod are given, wi t h a br i ef descr i pt i on of t he
syst ems and an economi c appr ai s al of t he results.
In Appendi x A, t he i dent i fi cat i on al gor i t hm is
pr esent ed and its conver gence anal ysed.
- - I n Appendi x B, st abi l i t y and r obus t nes s of the
cont r ol scheme are anal ysed.
Mor e det ai l s ar e gi ven in [22, 23].
Since new concept s are put f or war d, new ex-
pr essi ons have had t o be coi ned. Howe ve r t he
basi c i deas are s t r ai ght f or war d and can easi l y be
under s t ood. I nt er pr et i ng or "nat ur al i zi ng" in
t er ms of classical cont r ol does not hel p t o com-
pr ehend t he met hod. No bl ock di a gr a m or bl ack
box r epr es ent at i on can be used.
SECTI ON 1
1.1. Model predictive heuristic control
The MP HC s t r at egy relies on t hr ee pri nci pl es:
(a) The mul t i var i abl e pr ocess t o be cont r ol l ed
is r epr esent ed by its i mpul se- r esponses whi ch
const i t ut e t he internal model. Thi s model is used
on-l i ne for pr edi ct i on, its i nput s and out put s are
updat ed accor di ng t o t he act ual st at e of t he
process. Th o u g h it coul d be identified on-l i ne,
this i nt er nal model is mos t of t he t i me c omput e d
off-line as expl ai ned l at er in t he sel f - adapt at i on
Sect i on 1.4.
(b) The st r at egy is fixed by means of a re-
ference trajectory whi ch defines t he cl os ed- l oop
behavi or of t he pl ant . Thi s t r aj ect or y is i ni t i at ed
on the act ual out put of t he pr ocess and t ends t o
t he desi red set -poi nt .
(c) Cont r ol s are not c omput e d by a one- s hot
ope r a t or or cont r ol l er but t hr ough a pr ocedur e
whi ch is heuri st i c in t he general case. Fut ur e
i nput s are c omput e d in such a way t hat , when
appl i ed t o t he fast t i me i nt er nal pr edi ct i ve model ,
t hey i nduce out put s as close as possi bl e t o t he
desi red reference t r aj ect or y.
1.1.1 Impulse response representation
(a) Why? Use of i mpul se r esponses t o r epr e-
sent syst ems is a cont r over s i al t echni que. I t is not
new ( Fr echet 1910- Vol t er r a 1930) [25], but it is
not r egar ded as conveni ent by t he classical or
" mode r n" cont r ol t heor y. Di fferent i al equat i ons,
t r ansf er f unct i ons and st at e r epr es ent at i on are
very well sui t ed t o anal yse t he t ype of pr ocesses
t hat were consi der ed t o be at t he ori gi n of ci rcui t
anal ysi s and cont r ol t heor y. All t hese pr ocesses
can be consi der ed as anal ogous t o a s ys t em
c ompos e d of an i nert i al mas s movi ng in a field
force. The physi cal p h e n o me n a are basi cal l y in-
cremenral: i ncrease of the speed of a mass, de-
crease of t he vol t age acr oss a capaci t or , etc.
In a l arge cat egor y of processes encount er ed in
i ndust r i al pl ant s, t he physi cal phe nome non in-
vol ved can best be descri bed as t hat of the
influence of a source, t hr ough channel s of dif-
ferent lengths, t hus of different losses and t i me
del ays, on a l ocal i zed sensor. One can i nt er pr et
t he i mpul se r esponse as t he pr obabi l i t y densi t y
f unct i on of t he occur r i ng effect of the sour ce on
t he sensed poi nt . The phe nome na i nvol ved can
be: heat , physi cal t r ans f or mat i on, pr opa ga t e d
chemi cal effects, etc. Ti me del ays and non-
mi ni mal phas e effects are often encount er ed.
Since mos t i ndust r i al processes are i nt er connect -
able, t hei r "' order" woul d necessari l y have been
l arge (e.g. 20), in such a way t hat if N is the
n u mb e r of pa r a me t e r s defining the i mpul se re-
sponse, with N= 4 0 t he r edundancy f act or is
gener al l y close t o 2 and does not exceed 3.
The mai n cri t i ci sms t hat were t r adi t i onal l y put
f or war d agai nst this r epr esent at i on deal t with the
non- mi ni mal i t y of this model i ng. The i l l -posed
nat ur e of t he i dent i fi cat i on i nvol ved if any c a n
be avoi ded by a pr oper condi t i oni ng of the
r el axat i on f act or or a pr oper selection of the
st r uct ur al di st ance t o be mi ni mi zed, as di scussed
in Appendi x A, and in ref. [16].
Now, why obj ect to a pr ocedur e which saves
time' ? Wha t is t he use of a l engt hy anal ysi s where
one has t o char act er i ze the process, test several
hypot heses, l ook for a mi ni mal r epr esent at i on' ?
The goal of model i ng is cl earl y in this case t o
predi ct the behavi or of t he pl ant when it is
s ubmi t t ed t o a known i nput . The accur acy of t he
pr edi ct i on depends l argel y on the adequacy of
t he test si gnal s and on t he i dent i fi cat i on
t echni que.
As we will see, t he one used gives easi l y t he
unbi as ed pa r a me t e r s of a mul t i var i abl e pr ocess
s ubmi t t ed t o unknown per t ur bat i ons . Since t hese
pa r a me t e r s a ppe a r l i nearl y in a non- mat r i x form,
12 i mpul se r esponses wi t h 40 pa r a me t e r s each,
are c o mmo n l y identified.
Last l y we have t o poi nt out t hat t here are no
"i ni t i al condi t i ons " wi t h this r epr esent at i on,
whi ch makes t he i dent i fi cat i on of mul t i var i abl e
syst ems easier, and t hat "s t r uct ur e" and "var i -
abl es" pl ay a s ymmet r i cal role, whi ch will be t he
base of t he cont r ol al gor i t hm as descr i bed in
Sect i on 1.1.3.
The char act er i st i cs of this r epr es ent at i on are
listed bel ow.
(b) Universality. Each out put s~(n) of a mul -
t i var i abl e s ys t em is a wei ght ed s um of t he N past
val ues ek(n-- i) of the NE i nput s
NE N
s j ( n) - - y" ~, a(i)k4ek(n--i)
k - I i 1
Model predi ct i ve heuri st i c cont r ol : appl i cat i ons t o i ndust ri al processes 415
or in a vect or f or m
. ~j ( n ) = a T e ( n )
aj = {a( i ) k, j } e ( n ) = (ek(n - - i ) } .
The i nf or mat i on used t o r epr esent t he syst em
wi t h N E i nput s and one out put is t hus car r i ed by
a vect or of di mensi on N E x N , if we assume for
si mpl i ci t y t hat all i mpul se responses have t he
same t i me me mor y N T ( T = sampl i ng peri od).
The choi ce of N and T shoul d be such t hat
N T > T R
where T R is t he t i me r esponse of t he system.
The syst em is assumed asympt ot i cal l y stable,
whi ch implies t hat it is possi bl e t o find N such
t hat t he t r uncat i on er r or can be ar bi t r ar i l y small.
I f one i nt egr at i on is pr esent in t he t ransfer fun-
ct i on, such as in level cont r ol , one can r epr esent
t he syst em by an equat i on of t he fol l owi ng t ype
s ( n ) = s ( n - - 1 ) + h T e .
- - Tr u n c a t i o n er r or s shoul d have t he same or der
of magni t ude as t he ot her er r or s: r epr esent at i on,
sampl i ng, c omput a t i on. . .
- - I f t he syst ems were t o be nat ur al l y u n s t a b l e - -
whi ch r ar el y h a p p e n s - - t h e y coul d be st abi l i zed
by some s t andar d pr ocedur e wi t h no cl ai m on
per f or mance while I DCOM woul d opt i mi ze t hei r
per f or mance in a super vi sor y way as di scussed
l at er in t he sect i on on I mpl ement at i on.
(c) L i n e a r i t y . The maj or f eat ur e of this repre-
sent at i on is l i neari t y wi t h respect t o t he par a-
met ers aj. I t is t hen per mi t t ed t o model syst ems
by equat i ons of t he fol l owi ng t ype
s ( n ) = a T u ( n )
where u ( n ) = f ( e ( n ) ) , f ( . ) bei ng any f unct i on pr o-
vi ded u ( n ) can be measur ed or est i mat ed.
Nonl i near i t i es i nduced by t he act uat or s can ea-
sily be t aken i nt o account by this pr ocedur e.
(d) I d e n t i f i c a t i o n . Li near i t y wi t h respect t o t he
unknown par amet er s facilitates i dent i fi cat i on pro-
cedures. The i dent i fi cat i on al gor i t hm and pr oof
of conver gence under var i ous condi t i ons are gi-
ven in Appendi x A. In most i ndust ri al cases,
per t ur bat i ons affect t he out put s onl y and not t he
measur ed i nput s of t he pr ocess so t hat if identifi-
cat i on is per f or med in open- l oop condi t i ons, un-
bi ased est i mat es of t he par amet er s are easily
obt ai ned in realistic condi t i ons where poor signal
t o noise r at i o exists.
No mat r i x c omput a t i on bei ng i nvol ved, this
i dent i fi cat i on t echni que can be i mpl ement ed ea-
sily on a small on-l i ne digital comput er . However
it will not be used on-l i ne cont i nuousl y.
(e) Test si gnal s. The onl y critical phases are
exper i ment pl anni ng and dat a collecting. A pro-
per hi er ar chi cal appr oach shoul d have first de-
fined t he cont r ol and f eed- f or war d vari abl es and
t he out put s. Thi s par t t ur ns out t o be difficult on
large systems. Active test signals shoul d per t ur b
nor mal oper at i ng condi t i ons as little as possible
and shoul d give t he best i nf or mat i on on t he
syst em st ruct ure. These demands cannot be satis-
fied wi t hout some pr evi ous comput at i on. It is
necessary t o select careful l y t he nat ur e of test
signals t hat will be added t o t he act ual cont rol s.
Pseudo Ra ndom Bi nar y Signal, or det ermi ni s-
tic dedi cat ed signals, have pr oved t o be con-
veni ent pr ovi ded t hat t he spect r um and t he cross-
cor r el at i on of i nput s were appr opr i at e.
The ampl i t ude of i nput s shoul d be above t he
significant t hr eshol d of t he sensors. The vari ance
of t he est i mat ed par amet er s depends on t he en-
ergy ( ampl i t ude time) of t he test signals and on
t he per t ur bat i on vari ance. The t i me dur at i on of
tests is l i mi t ed by pract i cal consi der at i ons and by
t he non- s t at i onar y charact eri st i cs of t he process.
Thus it follows t hat test signals opt i mi sat i on
can be done onl y when t he process model is
known. To br eak this vicious circle, an i t erat i ve
pr ocedur e is used. I nt er medi at e model s can be
used, one or t wo trials usual l y being sufficient.
Ident i fi cat i on can be per f or med by ei t her of t he
fol l owi ng pr ocedur es:
- - Th e syst em is open- l oop. A weak manual con-
t rol is t ol er at ed on some out put s, i nduci ng a
negligible bias on t he par amet er s.
- - Th e syst em is cont r ol l ed in a "t r ans par ent " or
super vi sor y way, as descri bed l at er in t he
Appl i cat i ons section, where t he anal og cont r ol l er s
are still wor ki ng on-line. An overal l model will
t hen be deri ved. Test signals are added t o t he set-
poi nt values of t he PI D cont rol l ers. These
oper at i ng condi t i ons are much in favor. Since
risks are minimized, oper at or s are unst ressed and
mor e t ol erant .
1.1.2 Re f e r e n c e t r a j e c t o r y
Fo r sake of simplicity let us consi der a single
i nput , si ngl e- out put system. Let C be t he con-
st ant val ue of t he prescri bed out put and so( n) t he
act ual out put val ue at t i me n, as i l l ust rat ed in
Fig. 1.
Fr o m t he last sampl ed val ue so( n) a t r aj ect or y
s Mg ( n + i) is initialized whi ch reaches C accor di ng
t o some cri t eri on (e.g. no over shoot , fixed t i me
response). These desi red val ues of t he fut ure
out put can be obt ai ned f r om st ored dat a or
416 J. RICHALET, A. RAULT, J. L. TESTUD and J. PAPON
- - ~ - - H . F ~
C = Desi red out put n
__. . . ~Meos ur ed o u t p u t ~ -
So ( n ' F. ut ur e ~ R ; fPerr edniCet e dt r j ut pUt r y
Post " =
SMRCn*,)
Meosured~
F]6. 1. Model predictive heuristic control: reference trajectory
updating.
comput ed by a recursi ve equat i on. One of t he
simplest ( l st or der ) is
SMR(n+i)=~SMR(n+i--1)+(1--oOC ( i >0 )
s~,,,(n) =so(n).
The mai n char act er i st i c of t he reference t r aj ect or y
is its t i me dur at i on: TMR. Thi s par amet er is one
of t he few t o be specified in t he pr ogr a m and
must be accessible t o users.
The cont r ol al gor i t hm has t o find a set of
f ut ur e cont r ol vari abl es such t hat t he f ut ur e
out put s of t he i nt er nal model will be as close as
possi bl e t o t he reference t r aj ect or y. The whol e
pr ocedur e is t o be r epeat ed at ever y sampl i ng
peri od. Due t o st at e and st r uct ur al per t ur bat i ons
and t o comput at i onal errors, t he t r aj ect or y of t he
act ual process does not usual l y fit t he one t hat
was pr escr i bed in t he past. The cont r ol pr obl em
is t hen r educed t o t he comput at i on of cont r ol
vari abl es act i ng on a known and non- per t ur bed
syst em: t he i nt er nal model , so t hat its f ut ur e
out put s f r om n t o infinity fol l ow t he reference
t r aj ect or y.
The f ut ur e t raj ect ori es t hat will be fol l owed by
t he act ual process and t he i nt er nal model ma y be
different, mai nl y due t o t he i nt er nal model mis-
mat ch which may i nduce i nst abi l i t y if t oo large.
Thi s will be anal ysed in Appendi x B.
1.1.3 Control algorithm
Gi ven a model of t he process, and fast t i me
comput er facilities, if a sol ut i on exists, t hen by
any heuri st i c means t he cont r ol vari abl es will be
comput ed in such a way t hat t he out put of t he
si mul at ed process follows t he reference t r aj ect or y.
In t he par t i cul ar case of i ndust ri al processes,
t he i mpul se- r esponse r epr esent at i on will be used
t o advant age. In this case, t he systems are "st at e-
l i near" wi t h respect t o i nput s e~(n-i) and
"st r uct ur e- l i near " with respect t o par amet er s aj.
Commut at i vi t y of t he i nner pr oduc t is used as
I d e n t i f i c o t i o n S( n) = A T E(n)
Meosured e i t ed
out put A =
Control S(n) A T E(n) = ET(n) . A
Past Fut ure
V t
Measured Reference
trajectory Past Fut ure
t t
Meosured To be solved
for
From
i dent i f i cat i on
FIG. 2. Duality of identification and control.
schemat i zed on Fig. 2
s(n) = aTe(n) =eT( n) a.
In t he i dent i fi cat i on scheme s(n), e(n) are given;
t he pr obl em is t o find a.
In t he cont r ol pr obl em:
a is given by t he pr evi ous i dent i fi cat i on;
s(n) is known, in t he past f r om the col l ect ed
dat a, in t he fut ure by the reference model
t r aj ect or y;
e(n) is given in t he past f r om the cont r ol s
act ual l y appl i ed; t he pr obl em is t o find e in t he
fut ure. The same t ype of al gor i t hm as used for
i dent i fi cat i on will be used, since it appear s t hat
control and identification are dual.
Const r ai nt s on t he cont r ol s shoul d be i nt r o-
duced. Li mi t at i ons i mposed by act uat or s are de-
scri bed by
me<e(n)<M e
[ e ( n ) - e ( n - 1 )[ < VM.
Const r ai nt s on i nt ernal vari abl es or secondar y
out put s can be i nt r oduced
u( n) =hTe u(n)eD.
Theor et i cal l y, t o t ake i nt o account pr oper l y t he
const rai nt s, all t he fut ure cont r ol s have t o be
comput ed. Pract i cal l y, t he pr edi ct ed t i me span
can be s hor t ened t o a few poi nt s wi t h little loss
of per f or mance: HP ~- 10.
The di fferent steps of t he cont r ol al gor i t hm are
br ought up in t he di agr am given in Fig. 3.
1.2 Program specifications
The cont r ol bei ng heuri st i c in t he sense t hat no
st r uct ur e or cont r ol law is used, t he t uni ng of
"par amet er s " t o pl ant modi f i cat i on or oper at i ng
poi nt var i at i ons is meani ngl ess here. I ndeed, t he
process model is used in its initial form, t he
i mpul se response, for predi ct i on. The onl y argu-
Model pr edi ct i ve heuri st i c cont r ol " appl i cat i ons t o i ndust r i al processes 417
]
P r e d i c t i v e cont r ol v e c t o r [
I
i n i t i a l i s a t i o n
Computation of t he r e f e r e n c e
t r a j e c t o r i e s
Comput at i on o f t he p r e d i c t i v e i n p u t
sequence such t h o r one o f t he outputs
of t he i n t e r n a l model fits to t he r ef er ence
, I t r a j e c t o r y on t he p r e d i c t i o n hor i zon [
I es, s on coost o, nts I
I
Application of t h e cont r ol [
i nput v e c t o r
FIG. 3. Flow-chart of the control algorithm. The (A) loop
iterates to compute each predicted input vector sequence
needed to obtain a fit between the internal model out put and
the reference trajectory for a number of sample times in the
future. Comput at i on is based on equation (15) of Appendix B
using the dual form of the algorithm defined in AppendixA.
The number of future points HP to be fitted is defined in
Fig. 1. Tests on constraints being taken into account, loop (B)
iterates on the number of outputs to be controlled. Loop (C)
iterates on the whole predicted input control vector sequence
ensuring convergence. Once this is satisfied only the first
input control vector of the HP predicted sequences is applied.
The whole procedure is repeated at the next sampling time.
ment s t hen t o be specified have a di rect meani ng
r eadi l y under s t ood by users.
- - I n t e r n a l model : a, where s =a X' e , where
cont r ol vari abl es will be di st i ngui shed f r om
measur abl e per t ur bat i ons used as f eedf or war d
pr edi ct i on.
- - Re f e r e nc e t r aj ect or y: for a given class, its
t i me- r esponse TMR.
~Co n s t r a i n t s on cont r ol s: max, min, vel oci t y
max on i nt er nal vari abl es if
necessary.
The last par amet er s shoul d be left at t he di sposal
of t he pr ocess ope r a t or and chosen on- l ~e. In
par t i cul ar , when t he cont r ol is i mpl ement ed for
t he first time, t i me- r esponse and const r ai nt s can
be st ri ct l y set and opt i mi zed aft erwards.
1.3. Performances
Taki ng i nt o account t he fact t hat some invest-
ment , ei t her i nt el l ect ual or financial, is necessary
t o obt ai n a model of t he process, c omput e d off-
line or on-l i ne on a di gi t al comput er , not i ceabl e
i mpr ovement s are t o be expect ed on t he qual i t y
of t he cont r ol if such effort is t o be justified.
- - I n fact, per f or mances achi eved by this cont r ol
scheme are up t o expect at i ons and this is cl earl y
demons t r at ed by figures given in Sect i on 2.
- - Ho we v e r , ot her schemes, on par t i cul ar appli-
cat i ons, can give similar results. Our cl ai m must
t hen rest on t he r emar kabl e r obust ness of t he
me t hod whi ch is essential if it is t o survi ve in an
i ndust r i al envi r onment . These r equi r ement s are:
- - e a s e of i mpl ement at i on of soft ware;
- - p r o g r a m par amet er s must have a cl ear con-
t rol significance, e.g.: t i me r es pons e- - cons t r ai nt s ;
- - l a r g e t ol er ance t o var i at i ons of t he pr ocess
st r uct ur e due t o er r or s of i dent i fi cat i on: nat ur al
al t er at i on of t he gains and dynami cs of sub-
systems, change of t ransfer charact eri st i cs accor d-
i ng t o set -poi nt s ( nonl i near effects), weak sensi-
t i vi t y t o noi s e . . . All t hese condi t i ons shoul d be
satisfied while cont r ol of mul t i var i abl e processes
(time de l a ys - - non mi ni mum phase) is guar an-
teed, and const r ai nt s satisfied.
In Appendi x B, resul t s are given on t he
st abi l i t y limit whi ch show t hat one can cope wi t h
large gain var i at i ons of t he process ( >4 ) at t he
cost of qui t e small changes in per f or mance.
Tha nks t o this appr oach, st abi l i t y appear s t o be
not so critical. The reference t r aj ect or y i nt er-
medi at e goal and t he i nt er nal model pr edi ct i on
bei ng responsi bl e for it. Cont r ol l i ng a "second
or der " syst em is as easy as t o cont r ol a "t ent h
or der " one, if t he i nt er nal model s are cor r ect .
Robust ness and, at t he limit, st abi l i t y will t hen
depend on t he fitness of t he i nt er nal model .
1.4. Necessity of adaptation
It is qui t e obvi ous t hat if t he i nt er nal model is
far f r om reality, and if t he reference t r aj ect or y is
much fast er t han t he process, t he MP HC
st r at egy will not be efficient. The bet t er t he
i nt er nal model is, t he mor e we can demand f r om
t he cont r ol . Adapt at i on of this model t hus ap-
pears t o be necessary if we want t o mai nt ai n t he
opt i mal oper at i ng condi t i ons.
However , in t he general case, aut o- adapt at i on
will not be t he sol ut i on r equi r ed and cont i nuous
i dent i fi cat i on will not be per f or med on a con-
t rol l ed i ndust ri al process. Ther e are several
r easons for such an assert i on:
if t he set -poi nt s are const ant , for a large
cat egor y of pr obl ems, t he nat ur al r obust ness of
I DCOM can cope passively wi t h t he nat ur al
var i at i ons of t he pl ant ' s st ruct ure.
- - on- l i ne i dent i f i cat i on- - i f a non- academi c
case is t o be cons i der ed- - i mpos es pract i cal l y t he
addi t i on, in one way or anot her , of some in-
418 J. RICHALH, A. RAUH. J. L. TESTUD and J. PAPON
dependent ext r aneous signals to the cont r ol s[19,
20, 24]. Not t o per t ur b t he nat ur al oper at i ng con-
di t i ons, these test signals shoul d be small and
i dent i fi cat i on shoul d be per f or med with a poor
si gnal -t o-noi se rat i o. Such i dent i fi cat i on tech-
ni ques exist but large art efact s are always pro-
babl e (e.g. i nst r ument at i on def ect s. . . ) , t hey are
easily det ect ed by the i nspect i on of a human
oper at or but very difficult t o anal yse in all cases
by an al gor i t hmi c pr ocedur e. Aut o- adapt at i on
t hen appear s not to be so necessary and per haps
t oo risky t o users. On t he cont r ar y, adapt at i on
or t uni ng of t he i nt ernal model s from a priori
i nf or mat i on is well accept ed and used satisfac-
t ori l y. Thi s i nf or mat i on is der i ved from measur ed
variables, e.g. t he sampl i ng rat e is cont i nuousl y
fixed by the power, in t he boi l er exampl e de-
scribed in Sect i on 2.
In pract i ce, dependi ng on the local condi t i ons,
a general over haul of the i nt ernal model can be
per f or med once a year for instance. An opt i mal
test-signal pr ocedur e will be used on-line, but t he
results shoul d be i nspect ed by a human oper at or
before bei ng fed back i nt o the cont r ol pr ogr am.
1.5. Implementation
The poor reliability of digital comput er s in-
itially hi nder ed t he progress of digital process
cont r ol . Nowadays , t he cent r al uni t Mean Ti me
Between Fai l ur e is large enough t o pr ovi de a
good service. If soft ware and cont r ol ar chi t ect ur e
do not demand magnet i c disks or tapes, pur e
solid el ect roni c devices will ensure a reliable
cont r ol . Nevert hel ess, it is useful for different
reasons t o keep a hi er ar chy of cont r ol l er s and
anal og PI D mi xed with digital comput er s. Two
mai n possibilities are offered:
Direct digital control (DDC). As i ndi cat ed in
Fig. 4, comput er s cont r ol t he process cont r ol
variables, which are often set -poi nt s of cascaded
"level 0" P1D cont r ol l er s as discussed bel ow in
Section 1.6. The i nt er nal model is in this case t he
process model . Out put s and set -poi nt s are fed
t hr ough t he appr opr i at e peri pheral s. In this im-
pl ement at i on, const r ai nt s on the act uat or s are
easily f or mul at ed. On t he ot her hand, identifi-
cat i on pr ocedur e and super vi sor y soft ware (wat ch
dog) r equi r e careful at t ent i on.
Transparent control (TC). As shown in Fig. 5,
the out put s of t he cont r ol comput er are the set-
poi nt s of convent i onal anal og cont r ol l er s oper at -
ing at "level 1". In t he classical SPC mode (Set-
Poi nt Cont r ol ) , t he set -poi nt s are const ant . The
Set - - poi nt ~ [ ~ E
RG. 4. Di r e c t d i g i t a l c o n t r o l .
Open loop = Analog Open loop : Manual
ANA MANU
S e t - point . ~ 1 _~;~
F'I~;. 5. Tr anspar ent c ont r ol .
TC mode can be consi der ed ei t her as a "dynami c
SPC" or a DDC pr ocedur e appl i ed to a closed-
l oop system with sl uggi sh- - t hus r obus t - - a na l og
cont rol s. If t he cont r ol l er s are P I, uni t y static
gains are ensur ed for di agonal t ransfers and zero
gain for cross-t ransfer. A progressi ve set of so-
l ut i ons: manual - -anal og, digital can be used in a
per manent way. Some out put s can be cont r ol l ed
by an anal og cont r ol l er , some by I DCOM which,
in a di rect or super vi sor y way, ensures opt i mal
cont r ol of t he process.
Securi t y i nsured by the anal og back- up and
progressi vi t y of t he i mpl ement at i on make this
t ype of cont r ol mor e at t r act i ve t o users[22].
1.6 Necessity of a sophisticated control
algorithm'?
Nowadays effective cont r ol schemes used in
pract i cal i ndust ri al appl i cat i ons are digital
t r anscr i pt i ons of anal og cont r ol laws[21]. What
is t he pur pose of an i ndust ri al cont rol l er' ? What
are t he cri t eri a? St ri ct dynami c cont r ol must be
i mbedded in a larger pr obl em which can be
di vi ded i nt o 4 hi erarchi cal levels.
Level 0 Cont r ol of anci l l ary systems (e.g.
servo-val ves) where PI D cont r ol l er s
are qui t e efficient.
Le ve l l Dynami c cont r ol of the plant~-
mul t i vari abl e process per t ur bed by
state and st r uct ur al non- measur ed
per t ur bat i ons.
Level 2 Opt i mi zat i on of t he set -poi nt s with
mi ni mi zat i on of cost -funct i ons ensur-
ing qual i t y and quant i t y of
pr oduct i on.
Level 3 Ti me and space schedul i ng of pr oduc-
t i on ( pl anni ng- - oper at i on research).
The economi c benefits i nduced by levels 0 and 1
are in pract i ce usually negligible. In cont rast ,
level 2 opt i mi zat i on can bri ng val uabl e i mpr ove-
ment s in t he economi cs of the systems. However .
a necessary but not sufficient condi t i on for satis-
f act or y level 2 opt i mi zat i on is first t o have levels
0 and 1 opt i mi zed. If a r egul at or is oper at i ng
a r ound a fixed set-point, no significant gain in
energy and raw mat eri al cons umpt i on can be
obt ai ned by a sophi st i cat ed dynami c cont r ol . On
t he cont r ar y, an opt i mi zed level 2 setting needs a
Model predi ct i ve heuri st i c cont r ol : appl i cat i ons t o i ndust ri al processes 419
w , I
w~
qs
'M2
~ c t i o n
qz q, Quality
[M~ Oper at i ng point
FIG. 6. Level 1: opt i mi sat i on.
sented. Two of t hem come f r om t he chemi cal
i ndust r y:
- - a compl et e PVC pl ant wher e most of t he
processes are cont r ol l ed t hr ough t he MP HC
st r at egy;
- - a di st i l l at i on col umn in an oil refinery.
The t hi r d exampl e is a power pl ant in whi ch
t he al gor i t hm ensures t he cont r ol of t he whol e
st eam gener at or .
Because of t he general i t y of appr oach of t he
cont r ol pr obl em t hr ough t he MP HC pr ocedur e,
t he t hr ee exampl es will be anal ysed at t he same
time.
good qual i t y of cont r ol a r ound t he level 1 set-
poi nt s. Reduci ng t he var i ance of t he act ual out -
put a r ound t hei r pr escr i bed mean values allows
level 2 t o be set in a bet t er way, cl oser t o t he
specified qual i t y variables.
A di agr am of gr eat gener al i t y is given by Fig. 6
where t he di st r i but i on is pl ot t ed of t he meas ur ed
qual i t y of t he pr oduc t whi ch is specified t o be q
> qs, see Appl i cat i on 1 for exampl e.
Wi t h a non- opt i mi zed cont r ol scheme, t he set-
poi nt ql shoul d be such t hat in "all cases" (95 %)
q >qs. Wi t h an opt i mi zed scheme qs <q2 <q l , t he
oper at i ng condi t i ons will be cl oser t o t he pre-
scri bed limit q~. The cost funct i on W(q) is such
t hat W(q~ ) > W( q 2 ) .
Thus it is cl ear t hat i mpr ovement s on t he
dynami c cont r ol laws, pr ovi ded st abi l i t y is en-
sured, will not be concer ned wi t h "ener gy" of t he
cont r ol s. Const r ai nt s have t o be respect ed and
t he vari ance of t he out put s has t o be mi ni mi zed.
Fr om t he i mpor t ant , t hough classical, scheme
of Fig. 6 [23], we mai nt ai n t hat in this case no
quadr at i c cri t eri on on t he cont r ol vari abl es is of
any use. Opt i mal i t y, in an i ndust ri al process,
comes f r om level 2.
For a given f r equency- spect r um of per t ur -
bat i ons, t he t i me- r esponse of t he syst em (TMR)
is t hen t he mai n par amet er t o be opt i mi zed.
To fulfill such a goal, a r obust me t hod of
cont r ol is needed. A global appr oach is necessary
if it is t o be appl i ed t o any system. The classical
me t hod based on t he processi ng of t he er r or , a
set -poi nt mi nus act ual value, which leads t o
t he wel l -known t r ade- of f bet ween st abi l i t y and
preci si on appear s t o be fragile since t he par a-
met ers of t he cont r ol l er depend t oo much on t he
st r uct ur e of t he process.
SECTION 2: EXAMPLES OF
APPLI CATI ONS
Thr ee different t ypes of appl i cat i ons whi ch
have been i mpl ement ed for at least one year and
are now used on a r out i ne basis, will be pre-
2.1. Description of the processes
In t he oil refinery, t he pr obl em is t o cont r ol
t he qual i t i es respect i vel y of t he heavy and ligh t
product s. It is a "level 2" t ype of cont r ol ; how-
ever t he qual i t i es of t he out f l owi ng pr oduct s are
cor r el at ed t o definite t emper at ur es. Ther ef or e t he
first pr obl em (level 1) is t o cont r ol t he respect i ve
t emper at ur es. The col umn is schemat i cal l y de-
scri bed by Fig. 7.
The t emper at ur es t o be cont r ol l ed are TI 62
and TI 63, r epr esent at i ve of t he light and heavy
pr oduct s respectively. The cont r ol vari abl es are
t he pr oduc t out f l ow RD208 and RD209. The
syst em is per t ur bed by several i nt er act i ons f r om t he
rest of t he pl ant . These are fairly well r epr esent ed by
t he t op and bot t om t emper at ur es TI 18 and TI 61.
A physi cal const r ai nt which depends very
much on t he out fl ows of t he pr oduct s is t he
"pan" level; it shoul d be kept within a fixed
~___'J
T118
Heavy , 0 el R 0 2 0 8 L , I - -
1 3
. 1 9
Light diluter TI 63
RD210
.__29j
jA
~2
Steam
FIG. 7. Simplified descr i pt i on of a fluid cat al yt i c cracki ng
di st i l l at i on col umn.
4 2 0 J. RICttALI~T. A. RAULT, J. L. TESr UD a n d J. PAPON
RD2o8
T163 _
RO2o9
T162
T I I ~
P A N
Thl
FIG. 8. Cont rol di agram of the process of a fluid catalytic
cracking.
i nt erval t o ensur e cor r ect wor ki ng condi t i ons of
t he di st i l l at i on col umn. The mat hemat i cal model
r epr esent at i ve of t he pr obl em is given by t he
bl ock di agr am of Fig. 8 on which each i nput
vari abl e is rel at ed t o each out put t hr ough an
i mpul se response t o be identified.
Two vari abl es are t o be cont r ol l ed wi t h a
physi cal const r ai nt on a t hi r d one, using t wo
cont r ol variables. The pr ocedur e which was fi-
nally adopt ed was t o check on t he "pan" level
and each t i me it goes beyond its al l ot t ed i nt erval ,
t o progressi vel y change t he set -poi nt s of TI 6 2
and T163 in or der to satisfy t he "pan" level. Thi s
is onl y possible with an al gor i t hmi c t ype of
cont r ol . The cont r ol is a di rect digital one wi t h a
sampl i ng per i od of 3 mi nut es.
The st eam gener at i on process in t he power
pl ant is r epr esent ed by Fig. 9. The vari abl es t o be
cont r ol l ed are t he st eam pressure P~, del i vered t o
t he t ur bi ne and t he st eam t emper at ur es at t he
super heat er T~ and at t he r esuper heat er TRs using as
cont r ol vari abl es:
t he deheat er flow: Qe
t he recycl i ng air flow: R~,
t he fuel inflow: Qj, submi t t ed t o l oad va-
ri at i ons of t he pl ant , measur ed by the st eam
out f l ow Q,,.
Thi s can be r educed t o t he schemat i c repre-
sent at i on given by Fig. 10.
Ti
OF
QD
RY
Pv
TS
l ,
TRS,.
FIG. 10. Cont rol di agram of the 250 MW steam generator.
The st r uct ur e of cont r ol in this exampl e is a
mi xed one, P,, is cont r ol l ed in a t r ans par ent mode
while T s and TRs are cont r ol l ed in a DDC mode
as schemat i zed on Fig. 11.
The t hi r d i mpl ement at i on pr esent ed is a whol e
chemi cal pl ant synt het i zi ng vinyl chl or i de (PVC);
a descri pt i on of t he process is given in Fig. 12. It
is compos ed of t wo t ypes of processes: separ at i on
processes, which act ual l y are di st i l l at i on col umns,
and t r ans f or mat i on processes, which are cr acki ng
furnaces. Four di st i l l at i on col umns and t hree
furnaces are cont r ol l ed in a t r anspar ent mode
accor di ng t o t he MP HC pr ocedur e.
Thi s i mpl ement at i on is par t i cul ar l y i nt erest i ng
because it pr ovi des evi dence of the general i t y of
t he met hod: five processes are cont r ol l ed and
wi t hi n each process several types of cont r ol s are
per f or med (t emperat ures, levels, impurities). The
par t i cul ar analysis of each process is qui t e similar
t o t he precedi ng ones and t hus will not be
repeat ed.
2.2. Process modeling and identification
It has been shown in t he pr evi ous descri pt i ons
of t he i ndust ri al processes t hat t hey general l y are
mul t i var i abl e systems. Under t he hypot hesi s of
l i neari t y in the nei ghbor hood of an oper at i ng
poi nt , t he most appr opr i at e mat hemat i cal model
is t he i mpul se-response r epr esent at i on.
Thus, the model of t he refi nery di st i l l at i on
shown in Fig. 7 is const i t ut ed of a set of 12
i mpul se responses.
Ident i fi cat i on has been realized on-l i ne and off-
I Tank
2 Su p e r h e ,
3 T u r b i n e
c h a r
4 Re s u p e r !
5 T u r b i n e
B P chc
6 Condens
7 Wat er p
8 Econorni
9 E v a p o r o
)O Fuel pu=
I I Ai r p u r r .
12 Dust s e p a r a t o r
13 H P s t a t i o n
FIG. 9. 250 MW steam generator.

PV r ef t , ] conrro4 [ - PV
t S r e f ~ ~ Q{~ - TS
T R S r e f I i ~ ' " ' i ' I TRS
FIG. 11. Cont rol comput er implementation.
CL2
C2H4
Mode l predi cti ve heuri sti c control" appl i cat i ons t o i ndustri al processes
1
F- - - - - - - - -
I
I
I
I
A i r E t h y l e n e
DI2 , ~
- - - 1 r"
D i s t i l l a t i o n I I D i s t i l l a t i o n
c o l u m n s I F u r n a c e s I c o l u m n s
[ - ] -
Dill DI31 I Ii I ~ J I - -
I
j LD_JISI -- - D!
I_ _ _ - -
-] [--1
I I P r o c e s s u n d e r I D C O M
I I T r a n s f o r m a t i o n p r o c e s s
r~..-_..-J S e p a r a t i o n p r o c e s s
FI G. 12. P. V. C. pl ant descri pt i on.
P r o c e s s
TI62
F I a . 13. Ident i f i cat i on of the f l ui d cat al y t i c crack i ng di s t i l l at i on col um n.
1
. S L ,
TI62
5C~ I
TI65
421
\
x
x
RD209
TII8
/ ~ , RD210
x
x
RD209
/ ' ~ ' . / RD 2 0 8
x ~ ' I f " / T I I 8
~ x ~ - t
IO r ai n
I I
FI G. 14. Ident i f i ed i m pul se res pons es of the f l ui d cat al y t i c
crack i ng di st i l l at i on c ol um n ( ordi nat e: arb i trary uni ts) .
line and results are s h own in Fig . 1 4. Each im -
pul se respons e is c om pos e d of 30 poi nt s.
Com par i s on of t he b ehavi or of t he pl ant and its
m at hem at i cal m odel is s h o wn on Fig . 1 3.
R esul ts of t he i dent i f i cat i on of t he pressure of
t he st eam g enerat or are g i ven on Fig . 1 5. T hese
i denti f i cati ons have b een perf orm ed on open l o o p
sy stem s.
In m os t appl i cat i ons, the cont rol al g ori t hm
used thereaf ter b ei ng suf f iciently rob ust , it was
not necessary t o have an on- l i ne i denti f i cati on
schem e, b ecause g eneral l y t he processes work
around the sam e operat i ng poi nt .
In t he case where t he l oad of t he process is
liab le to chang e, as f or exam pl e in t he power
pl ant appl i cat i on, on- l i ne adapt at i on b ecom es
422 J. RICHALET, A. RAULT, J. L. TESTUD and ,1. PAPON
( a )
2 0 0
iO0
- I 0 0
P V/ P VC
# f , -
. ! / T S / P VC
% z T R / P V C
" . _ _ - * 2 0 s
O3
0 2
OI
*- 0
03
0. 2
0 3
0 4
0
( b )
Model
I I I I I I I L L
I 0 20 3 0 4 0 50 6 0 70 8 0 9 0
T, m n
F1o. 15. Identification of a steam generator (a) impulse re-
sponses (ordinate: arbitrary units); (b) process-model outputs
(1 volt =20 bars).
necessary. Thi s pr obl e m requi res a mor e sophi st i -
cat ed sol ut i on and in gener al we are faced wi t h a
dual cont r ol si t uat i on. In t he power pl ant case it
was f ound aft er i dent i fi cat i on at different l oad
levels (100/O, 80/O, 50%) t hat t he t i me r esponse
of t he t ransfers r el at ed t o t he t e mpe r a t ur e s var i ed
as an i nverse f unct i on of t he l oad Q,,.
I f one obser ves t he pr ocess wi t h a s ampl i ng
per i od var yi ng in t he s ame way it a ppe a r s as a
near l y s t at i onar y syst em. Thi s has been i m-
pl ement ed and gives full sat i sf act i on; t he onl y
i dent i fi cat i on left t o be done on-l i ne deal s wi t h
t he gai n of each i mpul se response.
I t shoul d al so be ment i oned t hat t he non-
l i neari t i es of t he a c t ua t or s have been i ncl uded in
t he i nt er nal model of t he pr ocess as for exampl e
in t he recycl i ng ai r i nfl ow Ry; such cases shoul d
be identified i ndependent l y.
2.3. Parameters of the control algorithm
The mai n pa r a me t e r s of t he cont r ol al gor i t hm
are t he t i me- cons t ant s of t he reference t raj ec-
t ori es. The y define t he desi red behavi or and
st abi l i t y of t he cont r ol l ed vari abl es.
Usual l y in i ndust r i al processes, t he goal is t o
accel er at e t he nat ur al r es pons e of t he syst em
wi t hi n t he l i mi t at i ons of t he cons t r ai nt s on t he
act uat or s .
The cons t r ai nt s are of t he (max, mi n) t ype on
t he ampl i t ude and speed of var i at i on of t he
cont r ol . For exampl e t he wat er i nj ect i on flow Qa
in t he power pl ant as well as its speed of
var i at i on are bot h limited.
Model s of the processes were not except for
the gai n of t he s t eam g e n e r a t o r modi fi ed on-
line; no a da pt a t i on was necessary.
For a "4 i nput s 2 out put s " syst em the whol e
sof t war e needs less t han 2 K wor ds of 16 bits.
i ncl udi ng da t a and pr ogr ams .
2.4. Results
Wi t h such a general pr ocedur e, resul t s shoul d
be given at different levels. The nume r ous si mu-
l at i ons necessar y t o verify the different pri nci pl es
of this MP HC s t r at egy will not be ment i oned; on
the cont r ar y, resul t s will onl y be concer ned wi t h
i ndust ri al appl i cat i ons. Al t hough i ndust r y may be
a cons t r ai ned exper i ment al field, it is a sour ce of
t rul y unsuspect ed act ual pr obl ems f r om whose
anal ysi s gr eat benefi t can be deri ved.
(a) Recording. For the oil refi nery di st i l l at i on
col umn, t he effects of a shift f r om anal og cont r ol
t o I DC OM are pr esent ed in Fig. 16.
In t he s t eam gener at or exampl e, a s t andar d
t r i angul ar 10 MW/ mi nut e power per t ur bat i on
wa s appl i ed, wi t h r egul ar anal og cont r ol and
with I DC OM as shown in Fig. 17.
(b) Variance. A mor e obj ect i ve way whi ch
yields numer i cal results is t o c omput e on-l i ne t he
mean val ue and var i ances of the var i abl es to be
cont r ol l ed. Thi s has been done on the di st i l l at i on
col umn (refinery).
Var i ances on t he t wo t emper at ur es are di vi ded
by a f act or 4 whi ch per mi t s the shift of the set-
poi nt s to bet t er level 2 oper at i ng condi t i ons as
reveal ed in Fig. 18.
(el Economic.s. As descr i bed above the level 1
opt i mi zat i on is significant onl y o13 a level 2
ma na ge me nt of the process. A few exampl es are
given:
| ~ Desi r ed o u t p u t
2 0 5
~. f 901 ~ l - - y I
18 5y - V
I hour
"-- A n a l o g c o n t r o l =',-~ I D C O M =
2 7 0 1- - / 1 D e s i r e d o u t p u t
~--- 2 4 0 ~ - " v " V ,
* A n a l o g c o n t r o l - , - - I _ - T D C O M - - - - " "
- L -
o ~ I 0 0 _ C a n a l : 9 0 % - 6 2 %
I hour
FI G. 16. Ou t p u t s o f f l u i d c a t a l y t i c c r a c k i n g u n d e r c o n t r o l .
Mode l predi cti ve heuri sti c cont rol : appl i cat i ons t o i ndustri al processes 42 3
- t
2 4 0 . 0 _-__~ ._ _ _-- 1.5
" ' y I . O
"~ ~ 0 . 5
2:2 2 15. 0 0
0 2 0 2 . 5 ~ - 0 . 5
4
0
*~ - 4
EL " - - 8
O
- - 1 2
d
O
- I . 0
- I . 5
, 9 m,
6
4
2
8 - - - 0
I--- - 2
4 / ' ,
, , ~ " - " . . . . . . . . - 4
- o z . . ~ , . , , ~ - - " " " " ~ " -6
- 4 J
J
- 6
4
? o
2o ~ - ' ~ d - 4
>.-" - 8 " ' - ' ~ " " / I " ~ , , ; , - 2 . . . . . . . . ~ - 8
n," v ~ D I ' -
I i o mn~
_j r
, t
t
, j
i
i i
i
i t
t
. . . . . . . A n a l o g c o n t r o l
I D C O M
FIG. 17. Analog and IDCOM control with a l oad perturbation (Qv).
3O
2O
E
7
2 5 0 *
50
40
5 0
20
I 0
i Temper at ur e T I 6 2
C o n t r o l M e a n S t a n d a r d
d e v i a t i o n
I D COM
A n a t o g 2 6 0 * 3 0 9 * : 54
r'--q i
240oc 2 5 0 C 2 5 8 0 C 2 6 2 * C TI62C
TI 6:
T e m p e r a t u r e T I 6 5
TDCOM -"-
St andar d
C o n t r o l M e a n d e v i a t i o n
TDCOM _~00"0 z 1" 54
~
9 9 " 7 6 " 4 1
1 8 0 " C 1 9 0 " C 2OO*C 210C TI63"C
T I 6 3
F I G . 1 8 . Histograms of temperature control (FCC).
In t he PV C pl ant on a di st i l l at i on col um n
( D 1 31 Puri f i cati on) , a sm al l vari ance of the out -
puts and securi ty f eeling i nduced b y t he new
cont rol , al l owed t o reconsi der, af ter a f ew m ont h s
of sati sf actory c ont i nuous operat i ng condi t i ons ,
the speci f i cati ons of level 2 . Step b y step in a
y ear's tim e, speci f i cati ons were al m ost doub l e d
and the m i ni m al const rai nt on the out f l ow was
l owered f rom 45 T / H t o 32 T / H. T hat i nduced an
e c o no m y of energ y on thi s c ol um n of ab out
1 . 5 T / H of st eam ( _ 1 5 %) whi ch on an 8 0 0 0
hours/ y ear b asis represents ab out $1 2 0 0 0 0 a y ear.
- O n di sti l l ati on c ol um n D 1 1 1 , under sim ilar
condi t i ons t he m i ni m al const rai nt tak en i nt o ac-
c ount b y I D CO M was l owered f rom 1 0 T / H to
9, 2 T / H wi th an esti m ated g ai n to $ 1 0 0 0 0 0 a y ear.
- - O n t he crack i ng t ower in the ref inery , l oweri ng
of the vari ance of t he tem peratures, whi l e ensur-
i ng the prescrib ed qual i t y perm its an i ncrease of
out put of the m os t val uab l e product ( lig ht g as)
and a g ai n est i m at ed at $ 1 5 0 0 0 0 a y ear.
Moreover I D CO M has b een appl i ed to "level
2 " cont rol of t he qual i t y of t he "Fi nal Poi nt "
product as s hown in the schem at i c di ag ram on
Fig . 1 9. h npr ove m e nt of t he vari ance of the f inal
poi nt , t he qual i t y i ndex of the g as oil, is b y an
hi st og ram .
T hi s is t he e c onom i c aspect of t he results; it is
to b e k ept in m i nd. Wi t h such f ig ures the pay -
b ack ti m e of a di g i tal cont rol sy stem is very short
and prof i tab i l i ty can no l ong er b e i nvok ed to
disreg ard such t echni ques.
Human aspects. T o dispel t he ever- present f ear
of i nnovat i on in i ndustri al cont rol sy stem s, the
accept ab i l i t y of any new product s houl d b e
424 J. R1CHALET. A. RAUL], J. L. TESTUD and J. PAPON
2 0 0 0
1 5 0 0
I O0 0
E
Z
5 0 0
I00
0
I D C O M - - ~ -
F l n o l p o i n t !
~ 2 Z , , - 1 - - - . ~ 7 J S,oodo,d i
, oco 2, 2, 9oo5
I -' 01
215 215 2 1 8 2 1 9 2 2 0 2 2 5 2 2 7
F i n a l p o i n t s
FIG. 19. Histogram of quality control.
guar ant eed. The peopl e concer ned range f r om
manager s t o oper at or s and it is t he l at t er who, in
t he l ong run, will accept or reject any
modi fi cat i on.
To be accept ed, i nnovat i on shoul d not in itself
be a sour ce of t r oubl es ( pr emi um non nocere);
har dwar e and soft ware shoul d be reliable. The
amazi ng r obust ness of t he MP HC pr ocedur e
makes it appl i cabl e in t ough and changi ng con-
di t i ons. Any new met hod shoul d be cl earl y
under st andabl e: wi t h I DCOM t her e is no gap
bet ween t he oper at or ' s capabi l i t y and pl ant com-
pl exi t y since all cont r ol par amet er s have a
st r ai ght f or war d physi cal significance (time
r e s pons e - - c ons t r a i nt s . . . ) , Last , but not least, in-
novat i on shoul d make cont r ol easier. For ex-
ample, t he oxychl or at i on furnaces were difficult t o
drive, t aki ng t oo much of t he oper at or ' s
a t t e nt i on- - t he " PAN" level const r ai nt was so
har d on oper at or s t hat most of t hei r t i me was
occupi ed by this non- chal l engi ng but danger ous
t ask: after a few mont hs ' of appl i cat i on of
I DCOM, as conf i dence gr adual l y per vaded, t he
oper at or s were rel i eved f r om t hat pr eoccupat i on
t o such an ext ent t hat t hey woul d never accept a
r et ur n t o t he pr evi ous si t uat i on.
Being no l onger concer ned wi t h what is, in
fact, a mi nor pr obl em: dynami c cont r ol at "level
1", mor e significant i mpr ovement s - - "l evel 2"
setting---can be l ooked for on a sound basis. The
way is t hen opened for t rue opt i mi zat i on.
CONCLUSION
The concl usi on is t wo-fol d. Two t ypes of results
can be put f or war d.
1. Digital control of multivariable
processes
Several poi nt s are t o be ment i oned:
industrial
(a) Compa r e d with the classical transfer-
funct i on or st at e- equat i on r epr esent at i ons of sys-
tems, t he i mpul se-response can be used t o advan-
tage, since char act er i zat i on and i dent i fi cat i on be-
come uni versal and easier. A par amet r i c model of
a syst em with a mi ni mal or der need not be
hypot hesi zed, deri ved and identified.
(b) Det ai l ed knowl edge of t he process and
search for the mi ni mum or der of t he syst em
appear f r om pract i ce t o be superfl uous for con-
t rol purposes. On the cont r ar y, r edundancy of
t he i mpul se-response r epr esent at i on is
appr eci at ed.
(c) A large number of par amet er s and vari-
ables can be deal t with by moder n digital com-
put ers and i t erat i ve non- mat r i x calculus.
(d) Ident i fi cat i on is general l y not per f or med
on-l i ne; it coul d be mi xed with cont r ol in an
aut o- adapt i ve scheme, but :
it must be used with great caut i on because
of sensor reliability and non- par amet r i c st r uct ur al
changes of t he process.
t he results are bi ased or may be bi ased if no
ext er nal test signals and/ or debi asi ng pr ocedur es
are applied.
- - i t is not necessary in most cases because of
the nat ur al passive r obust ness of I DCOM.
on t he cont r ar y, passive adapt at i on is most
often necessary and efficient (e.g. adapt i ve sampl-
ing per i od in t he st eam gener at or case).
(e) In cont r ol l i ng i ndust ri al pl ant s t he mai n
obj ect i ve is t o r educe the devi at i on of t he vari-
ables f r om t hei r set -poi nt s which can be opti-
mized t her eupon, t hr ough an appr opr i at e hier-
archi cal appr oach.
{f) The t aki ng- i nt o- account of pract i cal con-
st rai nt s on act i ons and i nt ernal vari abl es and t he
r obust ness of cont r ol are the i mp o r t a n t f e a t u r e s
of i ndust ri al dynami c cont r ol . The economi cs
depends mor e on t he hi gher hi erarchi cal levels
where opt i mal i t y may come f r om t han on the
dynami c cont r ol level.
(g) If we can obt ai n t he black box model of an
i ndust ri al mul t i vari abl e process t hen t he l at t er
can be cont r ol l ed in most cases by an MP HC
pr ocedur e. The ease of i mpl ement at i on and its
amazi ng r obust ness make it a conveni ent and
reliable met hod, capabl e of st andi ng t he adverse
i ndust ri al condi t i ons.
The economi cs is cl ear and t he opt i mal "level
1" dynami c cont r ol of a compl ex mul t i vari abl e
pl ant does pay back if i mbedded in the above-
ment i oned hi erarchi cal appr oach. Consi der i ng t he
demands on t he conser vat i on of ener gy and the
still-decreasing cost of i ndust ri al comput er s, such
dependabl e i mpl ement at i on may now devel op
rapi dl y.
Model predi ct i ve heuri st i c cont r ol : appl i cat i ons t o i ndust ri al processes 425
2. Methodology
Efficient model i ng and f ast - comput i ng are new
t ool s; t hei r use br oadens t he fields of cont r ol . I f
one gets t he mat hemat i cal i nput - out put descri p-
tive model of a pr oc e s s - - wha t e ve r this syst em
coul d b e - - t h e n t hr ough a fast -t i me heuri st i c
c omput a t i on of t he pr esent and fut ure cont r ol
variables, if t hey exist, mor e compl ex cont r ol
pr obl ems can be t ackl ed.
The basic ideas under l yi ng this appr oach are
r el at ed t o t he "scenar i o t echni que" used in
Pr edi ct i ve Economi cs. To some ext ent it is also
similar t o what t he human ope r a t or is assumed
t o do with his i nt er nal model of t he ext er nal
worl d.
The cont r ol vari abl es are no l onger a com-
bi nat i on, al gebrai c or differential, of t he meas ur ed
or obser ved vari abl es defining t he st at e of a
system. MP HC relies on far less rest ri ct i ve as-
sumpt i ons. Moder n comput er s per mi t designs
which ski p unnecessar y pr obl ems t hat showed up
artificially but necessarily in t he past, such as
desi gni ng a dedi cat ed cont r ol l er whi ch is of t he
same f unct i onal nat ur e as t he process.
Since act i ons are not comput ed t hr ough a fixed
ope r a t or f r om l i mi t ed local obser vat i ons but
t hr ough a t ot al l y predi ct i ve scheme, st abi l i t y is not
critical and bl ends i nt o t he robustness analysis.
Since ma ny t ent at i ve fut ure cont r ol - var i abl es
can be t est ed and selected accor di ng t o a crite-
ri on, const r ai ned opt i mi zat i on is feasible.
The stress is t hen on model i ng and updat i ng of
t he i dent i fi cat i on t o avoi d t he i nt er nal model
mi smat ch. Var i ous numeri cal -anal ysi s pr obl ems
ma y arise when comput i ng t he opt i mal cont r ol s.
Tha t field is open t o research, but t he cont r ol of
real l y compl ex syst ems seems mor e r eachabl e
wi t h this fast -t i me-heuri st i c-scenari o t echni que.
Acknowledgement--The authors wish to thank Dr. Raman
Mehra, the editor, and the referees for their constructive
comments in the revision of this paper.
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APPENDI X A: IDENTIFICATION
ALGORITHM
1. Introduction
On-line identification in a closed-loop system leads to a
biased result due to the fact that inputs and outputs are
correlated. It has been shown, [9], that without external
signals (known set-point variation or perturbation) the identi-
fication scheme tends to yield the inverse regulation law.
To get out of this non-identificability condition it is ne-
cessary to introduce an external perturbation signal, [23, 24].
It can be proved that the bias depends on the ratio of the
energy of the external signal introduced to the energy of the
perturbation. The higher this ratio, the smaller is the bias.
Simultaneous identification and control (i.e. complete self-
adaptation) not being necessary in industrial processes, the
4 2 6 J. RI CHALET, A. RAULT, J. L. TESTUD a n d J. P AP ON
us ual condi t i ons unde r whi ch i dent i fi cat i on is per f or med are:
ei t her open l oop or very weak f eedback a nd hi gh level of
ext er nal t est si gnal .
The ma i n poi nt s of t he i dent i fi cat i on al gor i t hm are pre-
sent ed hereaft er. The obj ect i ve is not t o gi ve an exhaus t i ve
cover age of an on- l i ne al gor i t hm but r at her to e mpha s i z e
poi nt s whi ch ar e t hought to be mor e ori gi nal .
2. Mi ni mi zat i on o l a structural distance
The s ys t ems to be consi der ed ar e r epr esent ed unde r t he
fol l owi ng bi l i near f or m. I ndi ces O and M c or r e s pond re-
spect i vel y to t he act ual physi cal s ys t em and its ma t he ma t i c a l
model
so(n ) =a ~e ( n )
s,~(n)=a~e(n)
wher e s(n) is t he obs er ved out put at i ns t ant n, a is t he
structural vector whos e c o mp o n e n t s are t he u n kn o wn par a-
met er s a~, e(n) bei ng t he information vector at i ns t ant n.
In t he case of a one- i nput one - out put s ys t em, t he s t r uct ur al
vect or a is f or med wi t h t he i mpul s e- r es pons e pa r a me t e r s af t )
( i = 0 , . . . , N) a nd t he i nf or mat i on vect or is f or med wi t h t he
past i nput s e ( n - i ) ( i =1 . . . . . N).
The i ns t a nt a ne ous er r or bet ween obj ect and model is
wr i t t en
e ( n ) = (aM (n )-- ao)T e(n ) .
A di s t ance can be defi ned in t he par amet r i c space as
Do, ( . ) = t l a . ( n ) - a o l [ . = (aM - ao) e(aM - ao)
wher e P is a posi t i ve defi ni t e mat r i x.
A conver gi ng i dent i f i cat i on al gor i t hm will be one whi ch
ens ur es t ha t
D( n+ 1 ) - D( n ) < 0 .
D bei ng a Ly a p u n o v f unct i on, st abi l i t y is i ns ur ed in t he
par amet r i c space. However it is t o be not i ced t ha t t he st at e
er r or e2 or any qua dr a t i c f unct i on of e is not gua r a nt e e d t o be
mi n i mu m.
3. Derivation in the deterministic case
Let us not e
Aa~t(n) = a M( n ) - a o
AaM(n + 1 ) = a u ( n + 1 ) - - ao=Aa~t ( n) +6a( n+ 1 ).
Th u s D( n) =Aa~( n) PAa( n) a nd e, ( n) =AaT( n) e( n) a nd it fol-
l ows t ha t
D ( n + 1 ) - D ( n) = 2 Aa ~ ( n ) P 6 a ( n + 1 ) + ~aT ( n + 1 ) P 6 a( n + 1 ) .
The a l gor i t hm is det er mi ned by t he choi ce of 6a(n + 1) as a
f unct i on of t he i nf or mat i on vect or; let it be
6 a ( n + l ) - # P l e( n) , la s cal ar .
It yields
D( n+ 1 ) - D( n) =#2eX( n) P l e( n) + 21te,(n).
Conve r ge nc e of t he a l gor i t hm will be ens ur ed if
2 ~ ( n )
p = with 0 < 2 < 2 .
e r ( n ) P- l e ( n )
The opt i mal val ue bei ng 2 =1 , if we l ook for an opt i mal
mi ni mi s a t i on f r om D( n+ 1) to D(n).
The on- l i ne a l gor i t hm has t he fol l owi ng expr es s i on
. , e ( n) P- le(n)
aMIn+ 1 ) = a~a(n)-- ) . ~
e ' ( n) P ' e( n)
(1)
In t he case of a met r i c di s t ance Do.:w(n =[ l a M( n ) - a o i it
becomes
c(n )e(n)
a,w(n + 1 ) =a Ml n j /Oe~n)ei;i) 12)
wi t h t he c or r e s pondi ng di s t ance var i at i on
~;2(n)
D( n + l l = O( n ) + ) . O. - 2 ) ~ - .
e ' ( n) e ( n)
4. Geometric interpretation
Gi ven a Eucl i dean di s t ance ( P =l ) and 2 = 1, t he al gor i t hm
can be i nt er pr et ed as a pr oj ect i on in t he par amet r i c space. If
M( n) is t he poi nt r epr es ent i ng t he model , O t he pr ocess, e(n)
t he i nput vect or, e qua t i on (2) s hows t ha t t he model at i ns t ant
( n + 1) will be obt a i ne d by a fi ct i t i ous pr oj ect i on of O ont o
e( n) as depi ct ed in Fig. 20.
I n an N di me ns i ona l par amet r i c space, N or t hogona l vect or s
e(n) woul d s pa n t he space a nd t hus be suffi ci ent t o identify. Since
e( n) does not compl et el y s pa n t he par amet r i c space, t he
i dent i fi cat i on s t ops in a s ubs pace.
n)
e ~ D(n)
Lyopunov
cont our
e ( n , I )
FIG. 20. St r uct ur al di s t ance mi ni mi s at i on in t he paramneter
space.
The r el axat i on f act or ). a nd t he P wei ght i ng mat r i x pl ay a
ma j or role a nd ma y be opt i mi zed accor di ng t o t he infor-
ma t i on c ont a i ne d in t he successi ve i nput vect ors. Thi s basi c
s t r at egy can be ma de mor e sophi st i cat ed.
Equa t i ons (1) a nd (2) exhi bi t t he s t r uct ur e of on- l i ne
i dent i f i cat i on a l gor i t hms whi ch ar e fairly uni ver s al and f ound
in var i ous fields of appl i cat i ons. In fact, it s eems t ha t t he
or i gi nal use of s uch a s t r uct ur e is due to Ka c z ma r z 1,1] in
1937. It has been used mu c h as a l ear ni ng me t hod, 1,2], 1,5],
I-8], but al so appear s in on- l i ne es t i mat i on me t h o d s 1,11],
1,13], 1,15], 1,17].
The i nt er est i ng cont r i but i on in t hi s pr es ent at i on is t hat it
s hows t ha t t hese t ypes of al gor i t hms mi ni mi ze a structural
distance whi ch is t he ot2iective of any i dent i fi cat i on pr ocedur e.
5. l dent ~cat i on in noisy environment
5.1. Noi se in industrial environment. Two t ypes of noi ses
are e nc ount e r e d in i ndus t r i al s ys t e ms : me a s u r e me n t noi se and
pr ocess noi se.
- - me a s u r e me n t noi ses are pr esent on every obs er ved
var i abl e (i nput , out put , st at e vari abl es). For these, t he hy-
pot hes i s of whi t eness is gener al l y accept abl e.
.... pr ocess noi ses c or r e s pond t o st at e or s t r uct ur al per-
t ur bat i ons . St at e pe r t ur ba t i ons t ake i nt o account every per-
t ur ba t i on on t he st at e of t he s ys t em and in par t i cul ar
s e c onda r y i nput s not i ncl uded in t he model . St r uct ur al per-
t ur ba t i ons are t hos e of t he pr ocess itself due t o t he agi ng of
el ement s or nonl i ne a r effects not t a ke n i nt o account in t he
gl obal r epr es ent at i on model .
Cl assi cal l y t he s ys t em is r epr esent ed in t he fol l owi ng f or m:
The obs er ved pr ocess out put is: s , ~l n) =s o( n) +v l n)
The obs er ved past i nput vect or is: e ~[n) = e(n) + bi n }
Model predictive heuristic control" applications to industrial processes 42 7
wher e b(n) is me a s u r e me n t noi s e sat i sf yi ng whi t enes s hy-
pot hes i s a nd v(n) t akes i nt o a c c ount me a s u r e me n t as well as
pr ocess noi se.
A first a ppr oa c h cons i s t s in appl yi ng an i dent i cal filter F on
bot h me a s ur e d i nput a nd out put . Un d e r t he hypot he s i s of
l i neari t y a nd st at i onar i t y, pr oces s P is still i dent i fi abl e be-
t ween e~ a nd sF; filters F el i mi nat e noi ses out s i de t he pr ocess
ba ndwi dt h, mai nl y me a s u r e me n t noi se, a nd non- zer o me a n
s t r uct ur al noi ses, drifts.
Thi s j ust i fi es t ha t we will r est r i ct t he anal ys i s t o t he case
wher e noi se affects onl y t he o u t p u t of t he pr ocess.
It can be s hown t ha t noi s e on t he i nput i nduces a bi as in
t he i dent i f i cat i on whos e c o mp u t a t i o n is qui t e i nvol ved.
5.2. Analysis of the identification algorithm in noisy environ-
ment. Fol l owi ng t he pr evi ous r emar ks , t he pr ocesses ar e
descr i bed by
so~(n) = eT(n)ao + v(n)
s M (n) = eT(n)a M .
Tklus e(n )=eT (n )Aau(n ) -- v(n ) .
a nd t he i dent i f i cat i on a l gor i t hm (2) t akes t he fol l owi ng
expr es s i on
),
a M( n+ 1 ) =a N( n ) - - ke(n)e(n) wi t h k -
eT(n)e(n)
Notation: I n t he f or egoi ng t he cur r ent i ndex n will be
omi t t ed a nd i ndex n + 1 will be r epl aced by a super scr i pt +
a ~ = a M - ke[e T AaM - v]
a ~ =aM - kee r AaM + key. (3)
Hypotheses:
H 1 t he pr ocess is a s s ume d to be open l oop
H2 E[v(n)]=O E[v2(n)]=cr2~.
Subt r act i ng a o t o each side of e qua t i on (3) and t a ki ng t he
ma t he ma t i c a l expect at i on, yi el ds
E[ Aa ~] = E[AaM] - keeTE[Aa] + kE[ev].
As s u mi n g t he pr oces s noi s e is uncor r el at ed wi t h t he i nput
E[ev] =0 , one obt a i ns
E[ Aa ~] = [I - ke e r ] E[ Aa ~] . (4)
Equa t i on (4) r epr es ent s t he s t ochas t i c difference e qua t i on of
t he er r or t er m AaM. Un d e r t he condi t i on t ha t t he ei genval ues
of t he ope r a t or [ I - k e e T] be less t h a n one, E[AaM] t ends t o
zero.
Thus , as l ong as t he noi s e on t he out put is not cor r el at ed
wi t h t he pas t i nput s, t he i dent i f i cat i on a l gor i t hm is
unbi as ed.
5.3. garianceanalysis. Devel opi ng t he expr es s i on o f t h e e r r o r
si gnal g, t he er r or e qua t i on is wr i t t en as
A a ~ = [ I - keeT]AaM + key.
Ma ki ng use of t he hypot he s e s t ha t t he covar i ance mat r i x of
t he es t i mat i on er r or t er m satisfies t he fol l owi ng difference
e qua t i on
El a a M Aa T] = 5" EEa a ~ Aa~/T] = Z +
X + = Y - 2 kee TM + kZee T 52ee x + k2o "2 ee' r . (6)
Det ai l ed c o mp u t a t i o n is gi ven in [221.
Ta ki ng t he t r ace of mat r i x e qua t i on (6) a nd ma ki n g us e of
t he fol l owi ng pr oper t y t r [eeTZ] =eT52e e qua t i on (6) becomes
t r 52 + = t r 52 - 2 k e T 52 e + k 2 [eT 52 e + rrs2]eTe . (7)
Not e t hat tu' Z is not l ml g else t ha n t he s t r uct ur al di st ance.
The o p t i mu m val ue of k mi ni mi s i ng E(aM--ao) 2 is t hen
k - I F eT52e 1
op _ e ~ e L ~ j (8)
The var i ance ~2 of t he er r or si gnal is easi l y c o mp u t e d as
~:2 =eTSZe + a2
a nd t hus
1 2 2
kopt = e~e I-1 - o'~ / ~: 3.
The i dent i fi cat i on f act or vari es as t he i dent i f i cat i on pr o-
ceeds a n d t ends t o zer o whe n t her e is onl y noi s e left in t he
er r or si gnal . Thi s is a cl assi cal r esul t of s t ochas t i c appr oxi -
mat i on. Whi l e G 2 is easi l y es t i mat ed, es t i mat i on of ~2 mu s t be
ma de in a s t at i onar y s t at e a nd an unde r e s t i ma t i on coul d yield
a negat i ve k f act or a nd t hus i nduce a di ver gence of t he
al gor i t hm.
The det er mi ni s t i c a ppr oa c h ha d l ed t o t he defi ni t i on of an
i dent i fi cat i on f act or k=)`/(eXe) wi t h 2 cal l ed t he r el axat i on
fact or. The above r esul t s hows t ha t )` s houl d be smal l er t ha n
one a nd even mor e so whe n t he si gnal t o noi se r at i o is bad.
The choi ce of a c ons t a nt f act or is appr opr i at e in an
adapt i ve s i t uat i on wher e t he i dent i f i cat i on a l gor i t hm s houl d
follow any s t a t i ona r y var i at i ons of t he physi cal syst em.
5.4. Adaptation of the deterministic algorithm. If t he i dent i -
fi cat i on f act or is chos en as k=)`/ (eTe), t he covar i ance mat r i x
e qua t i on (6) is wr i t t en as
ee T )2
X + = Z - 2)` e~e X + (e%)~ eeTZee"
22
+ (eTe)~ fleeT.
As s umi ng t he i nput s equences {e} have been s uc h t ha t t he
par amet r i c space ha s been compl et el y s panned, it has been
s hown (Section 5.2.) t ha t t he expect ed val ues of t he par a-
met er s ar e unbi as ed.
Un d e r t he s a me condi t i ons , f r om t he pr evi ous equat i on, t he
final val ue of t he pa r a me t e r covar i ance mat r i x a n d con-
s equent l y t he expect ed val ue of t he s t r uct ur al di s t ance will be
anal ysed.
The limit, if it exi st s, i mpos es + = Y: a nd t hus
eeT 22 T T ) ` 2
2 ~ x - ~ e e xee =(e%)~ee', (lO)
a s s u mi n g t he gener at ed i nput s ar e s uch t hat
e e V= l e r e = l ~ 2 wher e I is t he i dent i t y mat r i x.
Not e t hat t hi s hypot he s i s can be sat i sfi ed ei t her in open
l oop or in cl osed- l oop s i t uat i on by des i gni ng conveni ent t est
si gnal s.
Equa t i on (10) yields t he l i mi t of t he covar i ance mat r i x as
)`~r~l
- (2 - 2)~72 (11)
Anal ys i s of e qua t i on (11) s hows t ha t :
- - T h e covar i ance mat r i x is di a gona l whi ch i mpl i es t ha t
ever y pa r a me t e r ha s t he s a me vari ance. Th u s if a Eucl i dean
s t r uct ur al di s t ance is mi ni mi zed, a ny i mpul s e r es pons e is
i dent i fi ed wi t hi n a c ons t a nt conf i dence channel .
The val ue of t he final var i ance, whi ch is al so t he expect ed
di st ance, de pe nds on 2 a n d on t he r at i o of t he noi se t o si gnal
ener gy. I n par t i cul ar , s houl d t he ener gy of t he i nput si gnal
t end t o zer o t hen t he var i ance on t he pa r a me t e r s becomes
i nfi ni t e t h o u g h t hei r expect ed val ue is still unbi as ed.
In or der t o cope wi t h t hi s conf i gur at i on whi ch coul d
happen, in par t i cul ar , in a sel f adapt i ve conf i gur at i on an
4 2 8 J. RI CHALET, A. RAULT, J. L. TESTUD a n d J. PAPON
i dent i fi cat i on resi dual C is i nt r oduced. The i dent i fi cat i on
fact or k is t hus redefi ned as
,i
k = ~ e + C '
C is det er mi ned in such a way t hat when e---,O, t he
i dent i fi cat i on bei ng compl et ed, t he vari ance of t he par amet er s
is const r ai ned wi t hi n an uncer t ai nt y domai n Do.
Thi s yields t he fol l owi ng expr essi on for C
),Ntr~
C . . . . . . (12)
2Do
Therefore, f r om t he knowl edge of t he envi r onment and of t he
admi ssi bl e vari ance Do, t he i dent i fi cat i on resi dual is com-
put ed. It shoul d however be not ed t hat t hi s t er m sl ows down
t he i dent i fi cat i on in nor mal oper at i ng (e ~0) condi t i ons.
AP P ENDI X B: STABI LI TY OF THE CONTROL
ALGORI THM
In t hi s appendi x, for t he sake of simplicity, t he st abi l i t y of
t he cont r ol al gor i t hm will be st udi ed in t he case of a single
out put syst em. The mul t i vari abl e case has been anal yzed in
[223.
A st abi l i t y pr obl em may arise if t her e is a mi smat ch
bet ween t he act ual process and its i nt ernal model . Thi s coul d
be due t o several r easons:
- - t he i dent i fi cat i on is not perfect : model char act er i sat i on is
not appr opr i at e, est i mat i on of t he par amet er s is bi ased.
- - t he oper at i ng poi nt s may change and t he syst em is
nonl i near.
t he process is nons t at i onar y: some el ement s keep aging,
raw mat eri al and oper at i ng condi t i ons keep changi ng wi t h
time.
It is t hus i mpor t a nt to eval uat e t he r obust ness of t he
al gor i t hm wi t h respect t o var i at i ons of t he pr ocess st ruct ure.
Let us rest ri ct oursel ves t o t he fol l owi ng case:
- - t h e i mpul se r esponse of t he process a o and of t he model
a u are homot het i c: a o=qa M (q scalar).
t h e reference t r aj ect or y is gener at ed by a first or der
model .
These hypot hes es may seem t oo restrictive or academi c and
chosen to ease t he comput at i ons. In fact t hey are most
commonl y encount er ed in pract i ce, and t he st abi l i t y margi n
t hus deri ved is significant. Ro b u s t n e s s is t hen anal ysed
t hr ough t he fol l owi ng steps.
(a) Updating the reference trajectory. The reference trajec-
t or y is obt ai ned by equat i on (13)
SMR(n + i)=~S~R(n + i --1)+ (1--e)C (13)
wher e C is t he desi r ed value and ~ t he par amet er whi ch fixes
t he t i me r esponse of t he cont r ol l ed system.
The reference t raj ect ory is comput ed t hr ough the fol l owi ng
st ep:
SMR{n) =So[n)
SMR(n+ 1)=eSo(n)+ (l - ~) C
SMg(n + i ) =~SMR{n + i-- 1) + ( 1 - a ) C
i =I , 2 . . . HP.
(b) Updating the internal model output. Let us call SMl{n )
t he out put of t he i nt ernal model . Due t o several reasons
(model mi smat ch, st at e pe r t ur ba t i ons . . . ) s~at(n)4=so(n):
however t he out put of t he actual ' process may be predi ct ed by
equat i on (14)
SMR{n+l )=so(n)+are(n+l )--a~e(n}. (14)
In this way, model mi smat ch and ot her errors are essen-
tially r emoved by usi ng t he difference in t he model out put s at
t wo different i nt erval s to comput e t he cor r espondi ng change
in t he act ual out put r at her t han comput e a new out put value
directly f r om t he out put of t he model at a par t i cul ar i nst ant .
(c) Computing the control variable. To follow t he reference
t r aj ect or y e(n) shoul d be such t hat so(n + 1 ) = SM~(n + 1) t hus
SMR(n+ l )=so(nl+aXMe(n+ 1 ) - a ~ e ( n ) (15)
if e(n + 1) is appl i ed to t he process it yields
So(n + 1 ) = aXoe(n + 1 ) = qa~te(n + 1 ).
El i mi nat i ng SMR(n + 1) from equat i ons (13) and (15).
So(n+l) So(n)
CtSo(n)+ I1 - ~) C=s o( n) + . . . . . . . . . . .
q q
So(n+ 1) = ( l - q ( 1 -~))So(n)+ q( 1- ~) C. (16)
We not e t hat no off-set is obser ved from equat i on (16)
s o( n+l ) =s o( n) =C as n~,~'.~.
The cl osed l oop syst em behaves like a first or der syst em
wi t h decr ement
cd= l - q ( l - or ) .
St abi l i t y is i nsured if t he i nt ernal model mi smat ch q is such
t hat
I i - q ( 1 - c Ol < 1.
If no osci l l at i on r esponse is want ed
0 < q < 1/ 1- : ~. (17)
It is not i ceabl e from (17) t hat under t hese assumpt i ons
r obust ness depends onl y on t he decr ement of t he reference
t r aj ect or y and on t he i nt ernal model mi smat ch.