KIK614305

System Modeling and

Identification
mid-term
review

Introduction

[What?] System identification

is a set of methods to obtain a
mathematical model of a
dynamic system from
experimental data.
[Why?] Modeling for:
Prediction
Optimization
Control

[How?] In dedicated experiments

measurements are carried out
on a system. The obtained
system response is analysed,
e.g. with MATLABs system
identification toolbox ident.

Review
Decision making/Problem Solving
Dependent on access to adequate information about the
problem to be solved

Form of available information

Data or observations
Interpretation is required for further analysis

System identification
The derivation of a relevant system description from observed
data

Model
The resultant system description from system identification

Model

input u(t)
output y(t)
state x(t)
noise (t)

Differential Equation

d i y m d ju n
d k
ai i b j j ck k

dt
dt
dt
i 0
j 0
k 0
n

State Equation

X (t ) Ax(t ) Bu (t )
(t)

y (t ) Cx(t )

B( s)
C ( s)
Y ( s)
x( s)
( s)
A( s)
A( s)
Transfer Function

u(t)
Sistem

y(t)

B( s) b0 b1s ... bm s m
A( s) a0 a1s ... an s n

x(t)

C (s) c0 c1s ... cn s n

System Identification
Impulse response of
the system described
as differential
equation
Simply, with zero
initial condition,
transfer function can
be derived from
differential equation
by replacing d/dt -> s

Real Example

Transfer Function
Given a linear system, then the transfer
function, G(s), of the system is the ratio of
the transform of the output to the
transform of the input.
The system is linear.
The input is u(t), and the transform of the
input is U(s).
The output is y(t), and the transform of the
output is Y(s).
G(s) = Y(s)/U(s).

How Do You Compute a Transfer Function

Let's assume that we have a system described by a first order linear

differential equation. Here is the differential equation.
dy/dt + y(t) = Gdcu(t)

In this differential equation, we have:

y(t)
u(t)
=
Gdc

= Response of the System,

= Input to the System,
The System Time Constant,
= The DC Gain of the System.

Now, if we transform both sides of this differential equation, we get:

sY(s) + Y(s) = GdcU(s)

Rearrange terms to isolate the input and output transforms and we have;
(s + 1)Y(s) = GdcU(s)
Y(s) = GdcU(s)/(s + 1)
G(s) = Y(s)/U(s) = Gdc/(s + 1)

By the way, the result is the generic form for a transfer function of a first
order, linear system.

Nonparametric model: Time Response and

Frequency Response Analysis

To observe characteristic of the system

Consideration for system design
Simplify a model
Identification
Validation

Time Response
Discrete

Continuous
Step signal test
Model approach:
First order

Y (s)
K

X ( s ) s 1
Second order Y ( s)
X ( s)

High order

Random signal test

Discrete structure
model approach

K
1 2 2
s
s 1
n2
n

Y (s)
e 1s

X ( s) 2 s 1 N

Time Domain Response

For first and second order systems
Does the
derivative of the
step response
Yes jump suddenly?

No

Its probably a first

order system.
Check shape to be
sure

It may be a 2nd
order system. Get
DC Gain

Get DC Gain and

Time Constant

Overshoot?
Oscillations?
Yes

Complex Roots!
Get natural
frequency and
damping ratio

No
2 Real Roots!
Get two time
constants

Second Order System

The decaying oscillations -> a

second order system.
Find the following:
DC gain, Gdc,
The damping ratio ,
The undamped natural
frequency, n.

The percent overshoot is related

to the damping ratio.
The frequency of the decaying
oscillations is related to
the natural frequency.
DC gain: Measure steady state,
and divide steady state by the
input

Gdc (n ) 2
s 2 2 n s (n ) 2
%Overshoot

(Cmax Csteady )
Csteady

100

%Overshoot 100 exp

1 2

ln(%OS / 100)

2 ln 2 (%OS / 100)

Tk

2
Td
k

n 1 2

Frequency Response
It's often possible to measure the frequency response of
a system using a sinusoidal input.
Test signal sinusoidal with constant magnitude and
variable frequency.
Those measurements can be used to produce a Bode'
plot of the frequency response. In a situation like that
you can use that measured data to calculate a transfer
function for a system.
Given a Bode' plot for a system
Determine the resonant frequency and damping ratio for
complex poles in the system.
Determine the DC gain for the system.

Bode Plots
A Bode Plot for a system is simply plots of log magnitude
and phase against log frequency
Both the log magnitude and phase effects are now
additive
Widely used for analysis and design of filters and
controllers

First Order vs Second Order

The low frequency asymptote to compute the DC gain.

The high frequency asymptote drops off at -20
db/decade.
The high frequency phase asymptote is -90 o.
It is first order, and the transfer function is G(s) = 1/(s+1)
M n

K
2

Asymptote intersection --> n

The high frequency asymptote drops off at -40
db/decade.
The high frequency phase asymptote is -180o.
A simpler conclusion is that the system is second order.
Mp

1
2 1 2

height _ above _ DC _ gain

1
2

K = 10

K = 0.1

K=-10

S2

1/s

1/S2

(2s+1)

1/(5s+1)

Example
Using the derived graphs of the frequency response, obtain
the transfer function and compare it with that derived
directly from the impulse response

Solution

Referring to the amplitude graph, the asymptotes have been plotted

and deduce that :
The gain at low frequency is constant at 6.15 dB.

There is only one high-frequency asymptote and its slope is -40

dB/decade.

2
K
(

)
The net transfer function is of the form:
n
s 2 2 n s (n ) 2

The un-damped natural frequency is obtained from the asymptote

intersection as n= 5 rad/s
K is obtained from the low frequency gain. 20log10K = 6.15 dB so K
= antilog(6.15/20) = 2.03
Damping ratio, is obtained by reference to standard second order
system response curves.

Solution
The corner error of -1.55 dB and the d.c. gain of 6.15 dB
mean that the gain at the corner frequency (which is
undamped natural frequency) is 4.6 dB or 1.7
Since K = 2.03, this suggest a damping ratio of
approximately: =K/(2*1.7) = 0.6
The overall transfer function is now

2.03 52
G ( s) 2
s 2 0.6 5s 52
50.75
G ( s) 2
s 6 s 25

Simulation

Validation

Example
This table list the
experimentally
obtained
harmonic
responses for a
component of a
system,
following a
frequency
response test
using an input of
0.5 V peakpeak. Find the
component`s
transfer function

Plot

Solution
Initially the Bode gain plot has a slope of +20 dB/decade and the phase
plot shows a constant phase shift of +90 degree, so the system has a
zero at s=0.
Two corner frequencies can be identified at 0.1 and 20 rad/s and in both
cases the gain plot changes slope by -20 db/decade accompanied by a
fall in phase.
The Bode gain plot has a final slope of -20 dB/decade, but the phase
plot does not tend to -90 degree.
The final slope of the gain plot suggest that the system has one more
pole than zero
The phase plot appears not to be settling at all suggest that the
component under test contains a transport lag (time delay)

Solution
The system has one
more pole than zero,
suggest a transfer
function (minus time
delay) of the form.

The Bode gain K in the

transfer function above
may be determined from
the dB magnitude
expression for the
suggested G(s)

G ( s)

Ks
s
s
1
1
0.1
20

20 log10 G ( j ) 20 log10 K
20 log10
2


1
0
.
1

20 log10

20 log10

1
20

Solution
At a frequency of = 1
rad/s the system gain
is about 4 dB, so

4
log10 K 0 1.0022 0.0005
20
K 101.203 16

The transfer function

so far becomes

G( s)

Transport lag exist in

the system and the
value is = 0.01 s. The
final transfer function is
therefore :

16se 0.01s
G(s)
(1 10 s )(1 0.05s )

16s
(1 10 s )(1 0.05s )

Simulation

Validation

Practical Example
A spring mass-damper system is shown in figure. The Bode diagram obtained
by experimental means using a sinusoidal forcing function is shown in figure
below. Determine the numerical values of m, f and k.
*Hint: The spring mass damper system is described by, m d 2y/dt2 + b dy/dt + k x
= r; define transfer function Y(s)/R(s), analyse the bode plot