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Applied Mathematics and Computation 197 (2008) 297305 www.elsevier.com/locate/amc

Parameter identication of multi-input, single-output systems based on FIR models and least squares principle
Jie Ding a, Feng Ding
a

a,*

, Shi Zhang

Control Science and Engineering Research Center, Jiangnan University (Southern Yangtze University), Wuxi 214122, PR China b College of Automation, Nanjing University of Technology, Nanjing 210009, PR China

Abstract By means of auxiliary models nite impulse response (FIR) models, this paper develops an identication algorithm for multi-input, single-output stochastic systems. The basic idea is to estimate the FIR model parameters of each ctitious subsystem (submodel) with the FIR model orders increasing, and to use auxiliary models to predict/estimate the outputs of the submodels, and further to use the Pade approximation method to produce the parameter estimates of submodels. Some simulation results are given. 2007 Elsevier Inc. All rights reserved.
Keywords: System identication; Parameter estimation; Least squares; Structure determination; Multivariable systems

1. Problem description Consider a multi-input, single-output system described by the following output-error model [1,2], as depicted in Fig. 1: yt b1 z b2 z br z u1 t u2 t ur t vt; a1 z a2 z ar z
T

where yt is the system output, ut u1 t; u2 t; . . . ; ur t 2 Rr the system input vector (the superscript T denoting the matrix transpose), vt the observation white noise with zero mean, Gi z : bii z represents the a z transfer function from the ith input to the ith output y i t of the ith ctitious subsystem (submodel) y i t : Gi zui t bi z ui t; ai z 2

and ai z and bi z are polynomials in the unit delay operator z1 z1 yt yt 1, i.e.,

Corresponding author. E-mail addresses: fding@sytu.edu.cn, fding@jiangnan.edu.cn (F. Ding).

0096-3003/$ - see front matter 2007 Elsevier Inc. All rights reserved. doi:10.1016/j.amc.2007.07.076

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Fig. 1. The multi-input system with r ctitious submodels.

ai z 1 ai 1z1 ai 2z2 ai ni zni ; bi z bi 1z1 bi 2z2 bi ni zni : Assume that the order nis are known. The so-called system identication or parameter estimation [3] is to identify/estimate the unknown parameters ai l and bi l, l 1; 2; . . . ; ni , by using the available inputoutput data fu1 t; . . . ; ur t; yt : t 0; 1; 2; . . .g. This is the focus of this paper. Since the inner variable y i t is unmeasurable, the approach here is, by means of a nite impulse response (FIR) auxiliary model of Gi z, to obtain the estimate ^i t of the inner variable y i t using the measurement y data fu1 t; u2 t; . . . ; ur t; ytg, and further to identify the parameters of Gi z in (2) using ui t and ^i t y instead of y i t. The basic idea is to predict the output y i t of the submodel by the FIR (auxiliary) model, and further to use the ith input ui t and the predicted ^i t the output of the auxiliary model, rather than y y i t to identify the parameters of Gi z. In the identication area of multivariable systems, Ref. [2] studied parameter estimation problems of multiinput, single-output systems based on the correlation analysis methods; Ref. [4] presented an identication method of multi-input, multi-output systems based on nite impulse response models with exible orders and recursive least squares; and Ref. [5] discussed parameter identication problems of single-input, multi-output systems based on the nite impulse response models and Pade approximation. The method in this paper diers from the auxiliary model based least squares algorithm in [1,6,7], and auxiliary model based stochastic gradient algorithm in [8,9], all by using the auxiliary model techniques. The proposed approach is dierent not only from the hierarchical stochastic gradient algorithm in [10] and the hierarchical least squares algorithm in [1113] which use the hierarchical identication principle to study the identication problem for multi-input, multi-output systems, but also from the multi-innovation stochastic gradient algorithm [14]. Briey, the paper is organized as follows. Section 2 derives and estimates the FIR model parameters of Gi z with the order increasing. Section 3 uses the Pade approximation technique to generate parameter estimates of submodels Gi z from their FIR model parameters. Section 4 gives an illustrative example for the results in this paper. Finally, concluding remarks are given in Section 5. 2. Identication of equivalent FIR models Let fci k : k 0; 1; 2; . . .g be the impulse response parameters for Gi z. Using the long division to expand Gi z gives Gi z bi z ci 1z1 ci 2z2 ci 3z3 ai z

Assume stability of Gi z (i.e., the zeros of ai z being inside the unit circle). As k goes to innity, ci k converges to zero. Thus, we can approximate Gi z by an FIR model with p parameters Gi p; z ci 1z1 ci 2z2 ci 3z3 ci pzp : As long as p is suciently large, Gi p; z is close to Gi z in any high accuracy. We can write (1) as yt
r X i1 r X i1

Gi zui t vt

ci 1z1 ci 2z2 ci 3z3 ui t vt:

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Hence, we have an approximate model r r X X Gi p; zui t vt ci 1z1 ci 2z2 ci 3z3 ci pzp ui t vt: yt
i1 i1

Similarly, Eq. (5) is very close to (1) for large p. However, a large p leads to a large computational eort for identifying the FIR parameters. Our approach here is to obtain the parameter estimation of Gi z by estimating the parameters ci k in the FIR model in (5). In order to obtain a good approximation (5) of (1), we compute the estimates of ci k with order p increasing. This way, we can obtain the highly accurate estimation without paying unnecessarily extra computation burden and can choose a reasonable p value. Eq. (5) can be equivalently written as r X ci 1ui t 1 ci 2ui t 2 ci pui t p vt yt
i1

c1 1u1 t 1 c2 1u2 t 1 cr 1ur t 1 c1 2u1 t 2 c2 2u2 t 2 cr 2ur t 2 c1 pu1 t p c2 pu2 t p cr pur t p vt : c1 x1 t c2 x2 t c3 x3 t cpr xpr t vt; where cjri : ci j 1; i 1; 2; . . . ; r; j 0; 1; 2; . . . ; xjri t : ui t j 1; i 1; 2; . . . ; r; j 0; 1; 2; . . . From (6), we can get an FIR model with k parameters as follows: yt c1 x1 t c2 x2 t c3 x3 t ck xk t vt:

If we take k pr, then (8) becomes (6). Let L be the data length and l be the rst data point, and dene the stacked output vector Y, stacked input vector X k , stacked noise vector V and parameter vector hk as 3 2 yl 6 yl 1 7 7 6 7 2 RL ; Y 6 . 7 6 . 5 4 . yl L 1 3 xk l 6 xk l 1 7 7 6 7 2 RL ; X k 6 . 7 6 . 5 4 . 2 xk l L 1 3 vl 6 vl 1 7 6 7 7 2 RL ; V 6 . 6 7 . 4 5 . 2 vl L 1 hk c1 ; c2 ; c3 ; . . . ; ck 2 Rk : Further, let H k : X 1 ; X 2 ; . . . ; X k 2 RLk : It follows that: H k H k1 ; X k ; H 1 X 1 2 RL :
T

k 0; 1; 2; . . . :

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From (8), it is easy to get a matrix equation Y H k hk V: According to the least squares principle [15], dene a quadratic cost function J hk kY H k hk k ; where the norm of the matrix X is dened by kXk : trXX . To minimize J hk , set the gradient of J k with respect to hk to zero: oJ hk 2H T Y H k hk 0: k ohk Assume that the system inputs are persistently exciting and uncorrelated, i.e., the input data product moment matrix H T H k is invertible; then from the above equation, one can get the least squares estimate ^k of hk h k ^k H T H k 1 H T Y: h k k Let wk : Y H k ^k : h ^k into (9) gives the cost function value for the FIR model with k parameters Substituting hk h
1 2 1 2 T 2

10 11

J ^k wT wk kY H k H T H k H T Yk Y T I H k H T H k H T Y Y T Y H k ^k Y T wk : h h k k k k k 12 Dene an input data product moment matrix S 1 : H T H k ; k k S 1 X T X 1 : 1 1 13

According to the denition of H k , it follows that: " # " # " # HT H T H k H T X k1 S 1 H T X k1 T 1 k k k k T k H k ; X k1 : S k1 H k1 H k1 H k ;X k1 H k ; X k1 XT X T H k X T X k1 X T H k X T X k1 k1 k1 k1 k1 k1

14 ^k by (10) and cost function value J ^k by (12) for difAlthough we can compute the parameter estimate h h ferent k, this requires computing the matrix inversion S k and also results in much repeated computation since S k1 contains S k . Thus, an ecient and natural way is to nd recursive calculation relations between ^k1 ; J ^k1 and ^k ; J ^k . To this end, applying the block matrix inversion lemma [16,17] h h h h #  1 " 1 A1 A12 A1 A1 A12 Q1 A21 A1 A1 A12 Q1 1 1 1 ; Q : A2 A21 A1 A12 ; 1 A21 A2 Q1 A21 A1 Q1 1

to (13) gets S k1

"

S k S k H T X k1 X T H k S k =q k k1 X T H k S k =q k1

S k H T X k1 =q k 1=q

# ; 15 16

q : X T X k1 X T H k S k H T X k1 : k1 k1 k From (10)(16), it is not dicult to get the following relations: ^k S k H T Y; h k " # T ^k1 S k1 H k Y h XT k1 " S k S k H T X k1 X T H k S k =q k k1 X T H k S k =q k1

S k H T X k1 =q k 1=q

#"

H TY k XT Y k1

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" " "

^k S k H T X k1 X T H k ^k =q S k H T X k1 X T Y=q h h k k1 k k1 X T H k ^k =q X T Y=q h k1 k1 # T T ^k S k H X k1 X H k ^k Y=q h h k k1 X T Y H k ^k =q h k1 # T T ^k S k H X k1 X w =q h k k1 k X T wk =q k1 "

17

J ^k1 Y T Y H k1 ^k1 h h ( Y Y Y
T

Y H k ; X k1 n n

^k S k H T X k1 X T w =q h k k1 k X T wk =q k1

#) o o

Y H k ^k S k H T X k1 X T wk =q X k1 X T wk =q h k k1 k1

Y H k ^k H k S k H T X k1 X T wk =q X k1 X T wk =q h k k1 k1

J ^k ^T H T X k1 X T wk =q Y T X k1 X T wk =q h hk k k1 k1 J ^k Y h
T

^T H T X k1 X T wk =q hk k k1

J ^k Y H k ^k T X k1 X T wk =q h h k1 J ^k wT X k1 X T wk =q: h k1 k 18

Eqs. (15)(18) and (11) form the recursive algorithm to compute the FIR parameters with k increasing. Here, we can see that this algorithm does not require computing matrix inversion, since q is scalar-valued, S k1 can 1 be recursively computed from the beginning of the scalar value S 1 X T X 1 . Also, since J ^k in (18) is nonh 1 negative and decreasing, we can determine a reasonable k (the number of the parameters of the FIR model) in terms of the changing rate of J ^k . h To summarize, we list the steps involved in the algorithm to recursively compute the FIR model parameter vector ^k as the parameter number k increases: h (1) Collect the inputoutput data fui t; ytg and select the rst data point l and data length L. (2) For the ith subsystem, let k = 1, form Y and X 1 , compute the initials: ^1 X T Y=X T X 1 ; h 1 1 J ^1 YY X 1 ^1 ; h h S 1 1=X T X 1 : 1

(3) Form H k and X k1 , compute wk by (11) and q by (16). (4) By using (17), (15) and (18), compute ^k1 , S k1 and J ^k1 , respectively. h h (5) Compare J ^k1 with J ^k : if they are suciently close, e.g., for pre-set small e, if h h jJ ^k1 J ^k j h h 6e ^ J hk and k1 is an integer, then terminate the procedure and obtain the FIR model order p k 1=r and r parameter estimate ^k1 ; otherwise, increment k by 1 and go to step 3. h

3. Determining the parameters of G i z After obtaining the estimate ^k (i.e., ck ; k 1; 2; . . .), we can get the FIR parameter estimates ^i k of Gi z h c by (7) and further, by (3), construct the FIR model estimate of Gi z as follows: b c c c c G i p; z ^i 1z1 ^i 2z2 ^i 3z3 ^i pzp : 19

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Let the estimate of Gi z be ^ ^ ^ ^i z bi 1z1 bi 2z2 bi ni zni b b : G i z 1 ^ 2z2 ^ n zni ^i z 1 ^i 1z a a ai ai i b b b b Using the Pade approximation technique and setting G i z to equal G i p; z in (19), i.e., G i z G i p; z and assuming p P 2ni , we have ^ ^ ^ bi 1z1 bi 2z2 bi ni zni ^i 1z1 ^i 2z2 ^i pzp c c c 1 ^i 1z1 ^i 2z2 ^i ni zni a a a or
^ ^ ^ bi 1z1 bi 2z2 bi ni zni 1 ^i 1z1 ^i 2z2 ^i ni zni ^i 1z1 ^i 2z2 ^i pzp : a a a c c c

Comparing 8 > z1 > > > > 2 >z > > > > 3 >z > > <

the coecients of zi of both sides of the above equation, we set up 2ni equations: : : : ^ bi 1 ^i 1; c ^i 2 ^i 1^i 1 ^i 2; b c a c ^ bi 3 ^i 1^i 2 ^i 2^i 1 ^i 3; c a c a c . . . ^ bi ni ^i 1^i ni 1 ^i 2^i ni 2 ^i ni 1^i 1 ^i ni ; c a c a c a c 0 ^i k^i ni ^i k 1^i ni 1 ^i k 2^i ni 2 c a c a c a ^i k ni 1^i 1 ^i k ni ; k 1; 2; . . . ; ni : c a c 2 20

> > > n > i >z : > > > > ni k >z : > > > : Dene

3 ^ bi 1 7 6 ^ 6 bi 2 7 7 6 ^ b : 6 . 7 2 Rni ; 6 . 7 4 . 5 ^ ^i ni a bi ni 3 3 2^ 2^ ci 1 ci ni 1 6 ^i 2 7 6 ^i ni 2 7 7 7 6c 6c 7 2 Rni ; ^b : 6 7 2 Rni ; 6 ^a : 6 . 7 c c . 7 6 . 5 4 . 5 4 . . 3 2^ ai 1 6 ^i 2 7 7 6a ^ : 6 . 7 2 Rni ; a 6 . 7 4 . 5 ^i ni c 2 0 6 ^ 1 6 ci 6 6 6 ^i 2 6 c Q1 : 6 6 6 ^i 3 6 c 6 . 6 . . 4 0 0 ^i 1 c ^i 2 c ^i ni ni c 0 .. .. 0 0 . . . . . . 0 0 3

. .

.. ..

. .

07 7 7 .7 .7 .7 ni ni 7 ; .72R .7 .7 7 7 05

^i ni 1 ^i ni 2 ^i 2 ^i 1 0 c c c c 2 ^ 3 ^i ni 1 ^i 1 c c ci ni 6 ^i ni 1 ^i ni c ^i 2 7 c 6 c 7 ni ni 6 7 Q2 : 6 : . 72R . . 5 . 4 . . ^i 2ni 1 ^i ni 2 ^i ni c c c

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We can write the rst ni equations and second ni equations of (20) as ( ^ c b ^a Q1 ^; a ^b Q2 a: ^ c Hence    ^ a Q1 ^ Q b
2

I ni 0

1 

^a c ^b c

"

0 I ni

Q1 2 Q1 Q1 2

#

 ^a c ; ^b c

where I ni stands for an identity matrix of dimension ni. This computes the parameter estimation of the ith submodel directly in terms of the FIR model parameters. 4. Examples An example is given to demonstrate the eectiveness of the proposed algorithms. Consider the following 2input, 1-output system: yt where a1 z 1 a1 1z1 a1 2z2 1 0:30z1 0:10z2 ; b1 z b1 1z1 b1 2z2 0:12z1 0:324z2 ; a2 z 1 a2 1z1 a2 2z2 1 0:65z1 0:10z2 ; b2 z b2 1z1 b2 2z2 0:16z1 0:41z2 ; #1 0:30; 0:10; 0:12; 0:324T ; #2 0:65; 0:10; 0:16; 0:41T :
Table 1 The parameter estimates and their errors (r2 0:202 ; dns 26:13%) v p 4 L 100 200 300 500 1000 2000 3000 100 200 300 500 1000 2000 3000 100 200 300 500 1000 2000 3000 a1 1 0.31647 0.30278 0.29417 0.34196 0.29414 0.29925 0.30634 0.39782 0.31322 0.30938 0.33901 0.28950 0.30103 0.30986 0.38048 0.30862 0.28932 0.32985 0.28731 0.29973 0.30791 0.30000 a1 2 0.13410 0.13065 0.13310 0.08441 0.10872 0.09969 0.08650 0.07565 0.12037 0.12759 0.08773 0.11883 0.10035 0.08634 0.10362 0.12695 0.14725 0.09193 0.11921 0.10187 0.08846 0.10000 b1 1 0.14892 0.12436 0.12650 0.12104 0.12822 0.12325 0.11651 0.14371 0.12174 0.12567 0.11731 0.12640 0.12191 0.11567 0.14273 0.12278 0.12447 0.11767 0.12576 0.12209 0.11645 0.12000 b1 2 0.30718 0.30291 0.32185 0.32127 0.33187 0.32959 0.33030 0.29007 0.30083 0.31631 0.32114 0.33091 0.32880 0.32881 0.29133 0.29934 0.31704 0.32102 0.33053 0.32832 0.32851 0.32400 a2 1 0.68763 0.68822 0.66461 0.64238 0.68017 0.66481 0.65014 0.66623 0.68795 0.65724 0.62593 0.67030 0.65944 0.64688 0.67339 0.69311 0.66275 0.62658 0.67333 0.66072 0.64728 0.65000 a2 2 0.12258 0.14937 0.12222 0.08926 0.13209 0.10594 0.09068 0.09252 0.15091 0.11609 0.07212 0.12140 0.10403 0.09296 0.10159 0.15397 0.12569 0.07831 0.12567 0.10674 0.09462 0.10000 b2 1 0.12690 0.13973 0.14700 0.15318 0.16220 0.16138 0.16094 0.13032 0.13943 0.14466 0.15633 0.16417 0.16251 0.16190 0.13116 0.14089 0.14397 0.15602 0.16399 0.16243 0.16170 0.16000 b2 2 0.41313 0.41157 0.42482 0.42578 0.39906 0.40312 0.41061 0.42427 0.41728 0.43111 0.42720 0.40290 0.40459 0.41103 0.42423 0.41584 0.43233 0.42967 0.40356 0.40495 0.41147 0.41000 d(%) 8.1268 8.2265 5.1839 5.4169 5.2204 2.0238 2.0704 12.5316 8.1654 4.7809 6.2978 4.1997 1.4129 2.1467 10.6873 8.8261 6.8720 5.3189 4.6983 1.6070 1.7872

b1 z b2 z u1 t u2 t vt; a1 z a2 z

True Values

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Table 2 The cost function J ^k versus k (L = 3000) h k 1 2 3 4 5 6 7 8 J 1972.57886 1853.80920 1483.98633 597.87812 557.88340 225.86367 212.72219 132.67267 J/L 0.65753 0.61794 0.49466 0.19929 0.18596 0.07529 0.07091 0.04422 k 9 10 11 12 13 14 15 16 J 130.41530 117.38148 116.89200 115.21119 114.97014 114.24371 114.15603 114.12033 J/L 0.04347 0.03913 0.03896 0.03840 0.03832 0.03808 0.03805 0.03804

0.6 0.5 0.4

J/L
0.3 0.2 0.1 0 0

10

12

14

16

k
Fig. 2. J ^k =L versus k (L = 3000). h

The inputs fu1 t; u2 tg are taken as an uncorrelated persistent excitation vector sequence with zero mean and unit variance, and fvtg as a white noise vector sequence with zero mean and variances r2 0:202 , the noise-tov signal ratios of the system is dns 26:13%. Collect the inputoutput data fu1 t; u2 t; ytg and select the initial point l = 50. For dierent data lengths L, applying the proposed algorithm in (15)(18) and (11) estimates the FIR model parameters of the system, and further using the approach given in Section 3 to determine the param^ eters of the submodels G1 z and G2 z, as shown in Table 1, where d : k# #k=k#k 100% represents the T T T ^ relative parameter estimation error, # #1 ; #2 being the true parameter vector, # being the estimate of #. ^k versus k is shown in Table 2 and Fig. 2. For the data length L = 3000, J h From Table 1, it is clear that the proposed algorithm works very well for output-error multivariable systems. 5. Conclusions Based on the Pade approximation methods, we proposed parameter estimation algorithms for a multi-input stochastic system based on the FIR models. Although the algorithms are developed for multi-input systems with an additive white noise vector disturbance, the methods developed can be extended to cases of identifying multivariable systems with colored noises. The simulated results show that the algorithms proposed are eective. Acknowledgements This work was supported by the National Natural Science Foundation of China (No. 60574051) and the Natural Science Foundation of Jiangsu Province, China (BK2007017), and by Program for Innovative Research Team of Jiangnan University.

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