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System Identification Using Laguerre Functions: Simple Examples Philip D.

Olivier Department of Electrical and Computer Engineering Mercer University Macon, GA 31211 Olivier_pd@mercer.edu
Abstract A system identification technique based on Laguerre series expansions of filtered input/output data is briefly summarized. Some simple examples are presented that demonstrate the power of the technique. The examples verify that the procedure works well for lightly damped (i.e. flexible) systems, for MIMO systems as well as SISO systems, and that non positive real systems pose no problems. 1. Introduction There are many situations in which it is necessary to approximate the transfer function model of a physical system from input/output data. This problem arises in adaptive control, deconvolution, fault detection and many other areas. This paper describes a new way to find transfer function models based on input/output time domain data. Procedure Description. Transfer function models of systems are obtained from input/output data based on the Laguerre series expansions of filtered input/output data. The steps in the technique are as follows: 1) find the coefficients for the Laguerre series representation of the filtered input and output data, this can be done using either time domain or frequency domain data; 2) if time domain data is used, the time domain representations are Laplace transformed yielding frequency domain representations of the filtered input and output, U ( s ) , and Y ( s ) ; 3) the unknown transfer function matrix is assumed to have the form A( s ) B ( s ) 1 where A( s ) and B ( s ) are assumed to have Laguerre series expansions with unknown coefficients; 4) the products B ( s )Y ( s ) and A( s)U ( s) are expanded in terms of products of Laguerre functions; 5) the products of Laguerre functions are replaced by differences of Laguerre functions; 6) coefficients of like Laguerre functions are equated; and 7) solving these equations yield the coefficients of A( s ) and B ( s ) . Paper organization. The remainder of this paper is organized as follows: Section 2 summarizes the pertinent facts about Laguerre functions; Section 3 presents the examples; Section 4 provides the summary and discussion of the results

2. Laguerre Functions The Laguerre functions are an orthonormal set of functions that are complete in the function space L2 . The Laplace transform of any of these functions is a rational function of the Laplace variable s , that has all of its poles at the a point on the negative real axis. In the time domain, the Laguerre functions are polynomials multiplied by a decaying exponential. As such, the Laguerre functions can be used to approximate stable transfer functions, and/or reasonably behaved functions that decay to zero in the time domain. The basic facts about these functions are summarized below. Frequency domain description. The k th Laguerre function is
Lk ( s ) = 2 p ( s p ) k 1 ( s + p) k

Time domain description. The k th Laguerre function is Lk (t ) = 2 pe


pt / 2

k !( pt )n 1 2 n =1 ( n 1)!) ( k n + 1)!
k +1

Expansion equations. A reasonably well behaved function can be expanded in terms of the Laguerre functions as
f (t ) = a k Lk (t ) F ( s ) = a k Lk ( s )
k= 1 k= 1

where the coefficients a k can be obtained in either the time or frequency domain via standard inner product computations.

a k = < f (t ), Lk (t ) > t = < F ( s), Lk ( s) > s


where the time domain inner product is the standard L2 inner product and the s domain inner product is the L2 inner product induced on the s domain by Parsevals theorem, i.e.
< f (t ), g (t ) >t = f (t ) g (t ) dt
0

< F ( s ), G ( s ) >s =

1 2

F ( s)G (s)ds

Orthonormality conditions. The Laguerre functions are orthonormal, i.e.

< Lk (t ), Ln (t ) >t =< Lk ( s ), Ln ( s ) > s = k s n

where k s n is the standard dirac delta. Product property. In addition to these standard properties of Laguerre functions, this paper relies on the following newer property [see Olivier, 1995] that states that a product of two s domain Laguerre functions is the weighted difference of two other s domain Laguerre functions.
Lk ( s ) Lm ( s ) = Lk +m 1 ( s ) Lk +m ( s ) 2p

3. Examples Three simple examples are considered. These examples are chosen to demonstrate that the procedure will work on examples with known solutions. The first example mimics some properties of flexible structures, the second example is a MIMO system, and the third example is of a non positive real system (a stumbling block for some other system ID procedures). Flexible structure example. NASAs Marshall Space Flight Center has a flexible structure testbed referred to as CASES. This structure was designed to exhibit many of the properties of flexible structures that cause problems to control engineers. The example considered here is motivated by the CASES structure in that the transfer function to be identified has damping (very low), and natural frequency (low) similar to the average damping and natural frequency of the CASES structure. Consider a system described by the transfer function H ( s ) = ( s + a ) /( s + a ) 2 + b 2 ) with a = .7084 and b = 7.6469 . The pole of the Laguerre functions was chosen to bp = a . The input was chosen to be a step input and the input and output data were prefiltered by a filter with transfer function F ( s ) = s /( s + p ) . The procedure outlined in the introduction is implemented to yield the following: Step 1. Expand filtered input: u (t ) = u1 L1 (t ) + u 2 L2 (t ) + ... = (1 /( 2 p ) 5 ) L1 (t ) Expand the filtered output: y (t ) = y1 L1 (t ) + y 2 L2 (t ) + ... + y10 L10 (t ) Step 2. Laplace transform these time domain representations: U ( s ) = (1 /( 2 P ) 5 ) L1 ( s )
Y ( s ) = y1 L1 ( s ) + y 2 L2 ( s ) + ... + y10 L10 ( s )

Step 3. Assume Laguerre expansions for the numerator and denominator A( s ) and
B( s) A( s ) = a1 L1 ( s ) + a 2 L2 ( s ) + a 3 L3 ( s ) B( s ) = b1 L1 ( s ) + b2 L2 ( s ) + b3 L3 ( s )

These expansions were chosen to be 3rd order to get 2nd order approximations. Step 4. Expand the products A( s)U ( s ) and B ( s)Y ( s ) : B ( s )Y ( s ) = [ b1 L1 ( s ) + b2 L2 ( s ) + b3 L3 ( s )] [ y1 L1 ( s ) + y 2 L2 ( s ) + ... + y10 L10 ( s )]
= b1 y1 L1 L1 + b1 y 2 L1 L2 + b1 y 3 L1 L3 +... + b3 y1 L3 L1 + b3 y 2 L3 L2 + b3 b3 L3 L3

= (1 / 2 p ) 5 )[ a1 L1 ( s ) L1 ( s ) + a 2 L2 ( s ) L1 ( s ) + a 3 L3 ( s ) L1 ( s )]

A( s )U ( s ) = (1 /( 2 p ) 5 )[ a1 L1 ( s ) + a 2 L 2 ( s ) + a 3 L3 ( s )] L1 ( s )

Step 5. Replace products of Laguerre functions with differences of Laguerre functions using the product property.
B ( s )Y ( s ) = [b1 y1 ( L1 L2 ) + b1 y 2 ( L2 L3 ) + b1 y 3 ( L3 L4 ) + ...

+b3 y1 ( L3 L4 ) + b3 y2 ( L4 L5 ) + b3 y2 ( L4 L5 ) + b3 y3 ( L5 L6 )]/ 2 p A( s)U ( s ) = [a1 ( L1 L2 ) + a2 ( L2 L3 ) + a3 ( L3 L4 )] / 2 p = [ a1 L1 + (a2 a1 ) L2 + (a3 a2 ) L3 + a3 L4 ] / 2 p Step 6. Equate coefficients of like Laguerre functions. This produces a set of matrix equations of the form [Y U ] x = 0 where the first column of Y is Y (i,1) = y1 Y (i,1) = y 2 y1 , if j < i The other columns are shifted down so that the non square matrix Y is lower triangular. The matrix U has the same structure. The unknown vector x is composed of x = [b, a , ], . Step 7. Solve the equations. The set of equations have nontrivial solution only if they are underdetermined. To obtain a non singular set of equations, bring all terms involving b3 (or some other b) to the right, and arbitrarily set b3 = 1 . This yields [ Y (:,1: 2) U ] z = Y (:,3) where z is x with b3 removed. This is the set of equations that is solved. The technique identified the transfer function to 4 significant figures yielding H a ( s) = (1.0004 s + .7128) /( s 2 + 1.4141s + 58.9963) 7.0764e5 MIMO example. Multi input and/or Multi output systems can be handled just as easily. Consider a system described by the MIMO transfer function
2 s + 3 s + 2 4 s + 3 s + 3 H (s) = ( s + 1)( s + 2)

The expansions apply without modification, except that the coefficients are matrices, and that care must be taken to keep the order of matrix products correct. Step inputs are applied one at a time to identify each column separately.

The technique again identified the original transfer function quite accurately, yielding
1.0000( s + 2) 2.000s + 3.0002 4.0001s + 3.000 1.0000s + 3.0000 1.0000 s 2 + 3.0000 s + 2.0000

H a (s) =

with direct transmission terms


7e 6 E a ( s) = 2e 5 3e 6 2e 6

NPR example. Non positive real transfer functions cause problems for many system identification procedures. This example presents the results of identification of a non positive real system. Consider the transfer function H ( s ) 1/(( s + a ) 2 + b 2 ) with the same a, and b as in the first example. The technique produced
H a ( s ) = (.0003s + 1.0044) /( s 2 + 1.4293s + 59.0671) 4.9e 5

4. Summary/Discussion This paper has outlined a system identification procedure based on Laguerre series expansions of system input and output. It has demonstrated that the technique works well for simple SISO, MIMO and NPR examples. Some particular points to be made include: a) This approach can be viewed as a numerical Laplace transform b) All unknown parameters enter linearly, i.e. no nonlinear solution techniques are needed. Future work needs to include input and output noise. Future applications appear to include: adaptive control of flexible structures; fault detection and isolation in analog circuits; crack detection in aircraft. 5. Acknoledgements This research was supported in part by a grant from the National Aeronautics and Space Administration through grant no. NAG8-1301. The author greatly appreciates this support. 6. References 1. Olivier, P.D., On-line system identification using Lagueer Series, IEEE Proceedings D, Control Theory and Applications, 1994, Vol. 141, (4), pp. 249-251. 2. Olivier, P.D., Approximate System Inverses, Electronics Letters, 1995, Vol. 31, No. 23, pp. 2050-2051.

(Presented at 29th Southeastern Symposium on System Theory in March of 1997.)