1. Motivation 2. Modeling Concepts 3. General Guidelines 4.

Introduction of System Models

Modeling Fundamentals

Yan Wan

University of Texas at Arlington

January 16, 2019

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Overview

1. Motivation

2. Modeling Concepts

3. General Guidelines

4. Introduction of System Models

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Background

I Systems modeling and simulation has found its value in

almost all fields that we are familiar with.
I Building a meaningful model is not trivial. We will study
various basic knowledges about model and simulation.

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Examples of System Models

I Circuits
I Physical systems
I Computer systems
I Communication systems
I Biology
I Infrastructure systems
I Environmental systems
I Economic systems

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Reasons for Systems Modeling and Simulation

I Obtain a deep understanding of how a system works

I System analysis and evaluation
I Prediction and scientific discovery
I Decision-making
I Systems design and control

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Benefits of Systems Modeling and Simulation

I For systems that do not have the physical entity under
investigation
I Modeling is the only available approach for us to investigate a
system.
I For systems that have underlying physical entities
I We can implement experiments for system investigation.
I In many cases, we still rely on modeling because the physical
experimentation might fall in the categories of
I Too costly
I Too dangerous
I Too time-consuming
I Too disruptive
I Ethically unacceptable
I Irreversible
I The use of modeling can significantly reduce the cost and
time needed for product design and decision-making.
Yan Wan UTA
Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

History of Systems Modeling and Simulation

I The increasing interest in modeling and simulation is

bolstered by the advances in computer technology.
I In the 50th, analog computer can be used for fast computation
of differential equation.
I The introduction of digital computers from the 60th has great
impact on modeling and simulation.
I The various software introduced later also facilitates systems
simulation.

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Definitions of System
I Three definitions for “System”
I An aggregation or assemblage of things so combined by nature
or man as to form an integral or complete whole (Encyclopedia
Americana)
I A regularly interacting or interdependent group of items
forming a unified whole (Webster’s)
I A combination of components that act together to perform a
function not possible with any of the individual parts dynamic
systems (IEEE Standard Dictionary of Electrical and Electronic
Terms)
I Three features of a system common to the above three
definitions
I The existence of components in a system
I The components interact with each other
I The entire system as a whole has certain function/property
I A system may not always be associated with physical objects
and natural laws.
Yan Wan I Examples of this sort can be found in economy and human UTA
Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Definitions of Model

I Model refers to a device that simply duplicates the behavior of

the system itself.
I The device can be mathematical description, graphics, etc.
I Modeling is the process to come up with a model to reproduce
the system, based upon some knowledge of the system.
I Based on the nature of models, system models can be coarsely
classified into
I replicatively valid model
I predictively valid model
I structurally valid model

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Definitions of Simulation

I Simulation is the process of building and experimenting with a

computerized system model such that a specific purpose of
the study is achieved through observing the model’s behaviors
under assumptions defined by the experimenter.

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Perspective and Approaches for Modeling

I We need to realize that

I Modeling is an art.
I Modeling does need some important techniques.
I Deep understanding of the discipline itself is crucial.
I Two approaches to modeling
I Mathematical modeling
I Identify the elements
I Use laws to describe interactions of the elements
I Experimental modeling
I View the system as a black box (i.e., internal structure is not
known, only know input and output)
I Construct with a mapping to relate the input and output.

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Modeling and Abstraction

I Modeling in its essence is the process of abstraction.

I Do we prefer simple or complicated models?
I We always prefer simpler models than complicated models
provided that both models can meet the same goal.
I The complexity of abstraction can be reduced by
I The ignorance of measurement errors
I The simplification of system descriptions
I Making the model computationally acceptable
I linearization

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Challenges and Considerations for Good Models

I The challenge of modeling lies in the difficulty of balance

between credibility and complexity.
I What is a good model?
I A good model captures all relevant detail and meanwhile
avoids superfluous features at a level of granularity that is
appropriate to the goals of the study.
I Considerations to construct a good model
I What the assumptions? Are they valid?
I What is the complexity level of the model?
I Modeling should take into consideration of simulation,
experimental design, and analysis, design, and control.

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

General Guidelines for Simulation

I Simulation never show the precise behavior of a real system

because of the abstractions taken in the stage of modeling.
I A meaningful simulation is based upon a solid understanding
of the system itself. For instance, as we will illustrate later, to
simulate a continuous-time system, quantization errors need
to be considered.
I Simulation time needs to be evaluated, so as to choose the
appropriate computer language, simulation software, or more
complicated simulation strategies such as parallel computing,
problem decomposition, etc.

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Flow Diagram of System Study

I Parameter Identification is
concerned with identifying
all parameters in a model.
I Parametric identification
deals with models
obtained from
mathematical modeling
I Nonparametric
identification deals with
models obtained from
experimental modeling

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Flow Diagram of System Study

I Parameter Identification is concerned

with identifying all parameters in a
model.
I Typical identification methods
include: Fourier analysis, correlation
analysis, spectral analysis, model
fitting, and parameter estimation
methods such as least square,
maximum-likelihood
I Which method to choose is
dependent on the knowledge of the
system, including system type,
dimension, and structure.
Yan Wan UTA
Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Flow Diagram of System Study

I Model Verification assures that the

model constructed satisfies design
specifications.
I Model Validation guarantees that the
simulation results match with the
observation from the physical system.
I Both parameter identification and
model validation rely on observation
data. A good experimental design
aims to provide informative
observation data.
Yan Wan UTA
Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

Flow Diagram of System Study

I System Design is concerned

with building a system to meet
certain requirement.
I System design relies on
accurate models whose
parameters can be changed
I Control is concerned with
adjusting the controllable input
to drive the dynamics to meet
certain requirement.
I Open-loop and closed-loop
controls
Yan Wan UTA
Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

System Model
I The comprehensive
understanding of system
models is crucial for systems
modeling and simulation.
I The inputs include the ones
can be controlled and the
ones with no control
capability.
I The outputs are usually
observable and measurable.
I It is the modeler’s task to
Figure: System model identify these input and
output variables.
Yan Wan UTA
Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

System Classification

I Static systems and dynamical systems

I For a static system, the output is independent of past values of
the input.
I For dynamic systems, output depends on past values of the
input. Memory is needed to produce the output.
I To identify parameters in a dynamic system
I Measurements should be obtained from the transient response
I state-space model is very useful to describe a dynamic system
I A state denotes the information required at t0 such that the
output y (t) for all t >= t0, is uniquely determined from this
information and from u(t) for t >= t0.

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

System Classification

I Continuous time and discrete time systems

I For continuous time systems, variables change continuously
with time.
I The study of ordinary/partial differential equations provides
the main infrastructure for continuous system analysis and
control.
I For discrete time systems, variables change at distinct instance
of time.
I Discrete-time systems can be obtained from continuous-time
systems from the discretization of time.
I All systems described by computer programs are discrete time
systems.

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

System Classification

I Distributed-parameter model and lumped parameter models

I Distributed-parameter model is described using partial
differential equations.
I Lumped parameter models contain finite number of elements.
Lumped discrete time systems can be described by difference
equations.

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

System Classification

I Linear and non-linear Systems

I Linear systems satisfy the superposition law (both homogeneity
and additivity).
I Linear systems can be analyzed in both time domain and
frequency domain.
I Typical nonlinear phenomena include amplifier saturation,
actuator saturation, and discontinuity.
I Time-varying and time-invariant systems
I This classification is concerned with the question that when
applying the same input at different time, whether system
output is different.

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

System Classification

I Stochastic models and deterministic models

I For stochastic models, relationship between system variables
are in a probabilistic fashion.
I In general, states of a stochastic system are random processes.
At a particular time, the states are random variables.
I For a stochastic system, future output can not be precisely
predicted even with input and state information.
I In fact, all real systems are stochastic systems in the sense
that noises add uncertainties to the system.

Yan Wan UTA

Modeling
1. Motivation 2. Modeling Concepts 3. General Guidelines 4. Introduction of System Models

System Classification

I Discrete-state/event model and continuous-state model

I For discrete-state models, state is a discrete set. Typical
discrete-event systems include random walk, queueing systems,
and computer systems.
I A discrete-event system can be either time driven or event
driven.
I Discrete-event models are simple to visualize, but hard to solve
mathematically.
I Large-scale and small-scale systems
I This classification is based on the number of variables in a
system.

Yan Wan UTA

Modeling