14th IFAC Symposium on System Identification, Newcastle, Australia, 2006

SYSTEM IDENTIFICATION FOR PROCESS CONTROL:

RECENT EXPERIENCE AND OUTLOOK

Yucai Zhu

Faculty of Electrical Engineering

Eindhoven University of Technology
P.O. Box 513, 5600 MB Eindhoven, The Netherlands
y.zhu@tue.nl

Also at: Tai-Ji Control

Grensheuvel 10, 5685 AG Best, The Netherlands
y.zhu@taijicontrol.com

Abstract: This work reports the development of an identification technology and its
application to advanced process control (APC) in the refining/petrochemical industry. We
will introduce model predictive control (MPC) technology which, in the last two decades,
has become the standard tool in industrial APC. Model identification plays a crucial role
in MPC technology and it is also the most time consuming and difficult task in MPC
projects and maintenance. Key issues of identification for MPC will be discussed. The so
called ASYM method of identification is outlined that provides systematic solutions to
problems from plant test to model validation. Based on the method, both off-line and on-
line identification packages have been developed. A large-scale industrial application will
be shown. Considerable benefits are obtained using the new identification technology: 1)
reduction of identification test time and model building time by over 70%; 2) higher
model quality for control; and 3) easier in use. Then, several MPC relevant identification
problems will be introduced. Based on his industrial experience, the author will provide
an optimistic outlook of future APC/MPC and he will point out that identification
technology can play a key role in next generation control systems. Copyright © 2006
IFAC

Keywords: System identification, advanced process control, model predictive control

1. INTRODUCTION 1993, Zhu, 1998). In MPC maintenance, the main

In the last two decades, model predictive control
(MPC) technology has been widely applied in the
refinery and petrochemical industry and is beginning
to spread to other process industries (Cutler and
Hawkins, 1988 and Qin and Badgwell, 2003).
Dynamic models play a central role in MPC
technology. Generally, identified black-box models
are used for MPC controllers. The most difficult and
time consuming work during an industrial MPC
project is modelling and identification (Richalet,
task is model re-identification. Recently, MPC
identification has attracted attentions of both
academic institutes and industry (Zhu, 1998 and Qin
and Badgwell, 2003).
Although multivariable control concept is well
accepted by the MPC industry, the guideline for
identification practice, especially identification test,
until a few years ago, was still single-variable based
thinking. The identification tests are called step tests,
which reflects the fact that each manipulating

20
variable (MV) is stepped separately and some clear
step responses are expected for modelling each
transfer function. The test time is very long, which
occupies much manpower and makes production
planning difficult. The tests are done manually,
which dictates extremely high commitment of the
engineers and operators. Worst of all, the models
derived from this approach are not accurate for
complex and highly disturbed processes. This in turn
causes control performance problems during
controller commissioning.
Recently, under the pressure of refining/
petrochemical companies and due to competition,
some MPC vendors started working on improving
their identification techniques. The improvements are
aimed at: 1) to improve identification test method
and 2) to use parametric models, such as subspace
model. For example, it was reported recently that
traditional step tests can be automated. Very
recently, automated multivariable test was also
reported (Mantelli et. al., 2005). It is also reported in
that subspace model is used.
In this paper we will introduce the so called
asymptotic method (ASYM) of identification and
show its use in MPC applications. The ASYM
method was originally developed for linear robust
control; see Zhu et. al. (1991). The method was first
applied in a refinery MPC project in 1993. Since
then, its popularity in the refining/petrochemical
industry increased gradually and some major oil
companies have used and are starting to use the
technology in their MPC projects and maintenances.
In Section 2 the MPC technology is introduced and
the requirements for MPC identification are outlined.
In Section 3 the identification approach is
introduced. In Section 4, an industrial case study, a
crude unit application, is presented. In Section 5,
several MPC relevant identification problems will be
presented. In Section 6, conclusions are draw and a
personal outlook of future MPC technology and
control systems are given.
2. INDUSTRIAL MPC AND
MPC IDENTIFICATION
2.1 A Brief Introduction to Industrial MPC
Industrial MPC technology is a class of computer
programs that provide control actions of
multivariable processes. The key feature of the MPC
technology is the use of an explicit model of the
process for predicting the future response of the
given process and for calculating the control actions.
An MPC controller is used to maintain stable unit
operating, to reduce the effect of disturbances, to
reduce unit transition time and to bring the unit to a
more profitable working range. In the last two
decades, the MPC has become “the killing
application” of APC. Most refineries and
21
petrochemical plants worldwide have implemented
MPC controllers for their major processing units.
Based on the data in Qin and Badgwell (2003), the
number of MPC applications in the middle of 2005 is
between 7,000 and 10,000, mainly in the
refining/petrochemical industry. The popularity of
the MPC technology stems from the huge benefit it
brings. An MPC controller of a major refining/
petrochemical unit, such as a crude unit, a catalytic
cracking unit, or an ethylene plant, can create a
benefit of one to three million US dollars per year.
Excellent discussions on algorithms of industrial
MPC products are given in Qin and Badgwell (2003).
Here the author will introduce a project approach of
MPC and emphasise the need of process
identification.
A Project Approach to Industrial MPC
In the last two decades, a project approach has been
developed by MPC vendors and operation
companies; see, e.g., Zhu (2001). Although this
procedure is developed within the refining and
petrochemical industry, it can also be used as a
guideline for other industries.
1) Benefit Analysis and Functional Design
This step involves studying the process unit
operation practice, reviewing unit operation
economics, identifying process constraints and
performing benefit analysis. Much work is spent on-
site with the operation and control personnel for
gathering relevant information. Process drawings are
reviewed and process data are studied. Based on the
collected information, a preliminary MPC controller
is designed that reflects the desired operation
improvements. The economical benefits of the MPC
control are estimated. The results of the study are
contained in a so called Functional Design Report.
2) Pre-test
This step is used to obtain process information
needed to carry out process identification and to
make the unit ready for process identification test.
The work includes:
- To identify and fix instrument and actuator
problems such as faulty thermal couples and
sticking valves.
- To inspect and tune MV PID loops.
- To obtain rough estimate of process time to
steady state and some process gains.
- To determine proper step sizes for identification
test.
To achieve these, step signals are applied to all MVs
(one at a time) and CV responses are recorded and
studied. The information obtained in the pre-test is
used to give recommendations for necessary
instrument work and to design an identification test.

3) Identification Test and Model Identification
Traditional identification test are carried out
manually using step-like test signals. One MV is
tested for a given time in order to avoid correlation.
For a typical unit such as crude unit or FCC, the test
time is roughly the number of MVs times 24 hours.
So, to test a crude unit MPC with 30 MVs will need
30 days around the clock. When a test is finished,
model identification will be performed using the
collected data. Traditional methods will need several
weeks to perform this task. Somewhat shorter test
time is possible if the control engineer has
considerable process knowledge and a lot of project
experience, and can manually test more than one MV
at a given time.
4) Controller Tuning and Simulation
The MPC controller is tuned according to the desired
specifications. The tuning of a MPC controller
considers first the parameters related to unit
operation requirements, these include MV high/low
limits, MV rate of change limits, MV ideal resting
values (for economic optimization), CV high/low
limits (zones) or setpoints. The parameters related to
control performance such as loop speed and
robustness are considered that include MV weighting
factors, CV weighting factors or closed-loop settling
time of the CVs. Some MPC controllers can set CV
priorities in order to solve conflict conditions. Then
the controller nominal performance is checked in
simulation where identified model is used to
represent the process. In simulation, first the stability
of the controlled system is checked. There should be
no oscillations and some of the CVs must be
decoupled reasonably. The constraint handling is
checked; CV conflict situations are simulated in
order to see how they are resolved.
5) Controller Commissioning
When simulated system show good control
performance, the developed controller can be loaded
to the control computer and turned on gradually.
First the controller is set to a simulation or off-line
mode. In this mode, the controller will read the MV
and CV measurements, will simulate the CV
movements and show the desired MV actions, but
the MVs are not yet connected to the MPC control
outputs. In this way the control engineer can verify if
the model predictions are accurate and control
actions are relevant. When proper control
movements are shown, the MVs will be turned on
meaning they will be connected to controller outputs.
The controller performance will be tested, which
includes disturbance attenuation, constraint handling
and setpoint following. It may be necessary to adjust
the tuning parameters such as MV weights and CV
weights (or CV settling times), because the on-line
controller will perform a little differently than the
simulated one due to disturbances, model errors and
22
nonlinearity. The efficiency of MPC commissioning
depends heavily on process model quality. When
identified model is accurate, the MPC performance
will be close to that of the simulation and the
commissioning can be done quickly. When model is
poor and real life MPC performance is also poor, the
commissioning becomes very difficult.
6) Controller Maintenance
An MPC cannot work forever. The control
performance degradation is caused by slow process
changes such as heat exchangers fouling and
catalysts deactivation, and process modification or
revamp. These changes will increase the error of the
existing model, which in turn leads to poor control
performance. Therefore, MPC maintenance is
important to prevent the loss of benefits. The main
task of maintenance is to re-identify the process
model and to re-commission the MPC controller. It
may also include MPC design modification when
operating objectives and/or process condition change.
Traditionally, in MPC control maintenance, a new
open loop step test will be performed and model will
be identified, which is again very time consuming
and may disturb the unit operation.
The Need of System (Process) Identification
There are two approaches of modelling: rigorous
(physical) modelling and process identification.
Rigorous modelling derives process models using
physical laws such as energy and mass balances and
thermodynamics. Process identification derives
process models using testing data. The advantage of
rigorous models is their ability to describe the
process behaviour in a wide operation range. The
advantage of identified models is their (dynamic)
accuracy for given working points. MPC is the
application area that process identification is
indispensable and routinely used. Experience has
shown that rigorous models are in general not
accurate enough for MPC control in the
refining/petrochemical industry. In Mantelli et. al.
(2005), some comparisons of rigorous model and
identified model of distillation columns are given:
although gains of two models have same signs, the
sizes of gains, time constants and time delays can
differ by a factor of 2 or 3. Major MPC vendors such
as AspenTech, Honeywell and Invensys all have
developed and own rigorous models of many refining
and petrochemical processes. However, these
companies use process identification almost
exclusively in their MPC modelling.
With further development and enhancement, process
identification will play an increasing role in modern
MPC and automation systems. See also the
discussion in Section 6.2.
Inferential Models or Soft Sensors
Product qualities (compositions) are often controlled
variables (CVs) of an MPC controller. In the
refining/petrochemical industry, their measurements
are often too slow. Basically two ways are used to
measure product qualities, online analysers and
laboratory analysis. Many online analyser sampling
times are between 30 minutes to 60 minutes; typical
sampling times of laboratory analysis are between 6
to 24 hours. A typical sampling time of MPC
controllers is 1 minute. Inferential models or soft
sensors are often used in MPC controllers to provide
real-time prediction of the product compositions that
are measured at a much lower frequency than the
control frequency. Currently, often static linear or
static nonlinear models are used as inferential
models. They are obtained either by identification or
from rigorous models. Inferential models are often
not accurate and it is desirable to increase their
accuracy.
2.2 An Application: MPC Control of a Crude Unit
This application was reported in Celaya et. al.
(2004). The facility is one of the most modern
refineries in the United States and, with crude oil
processing capacity of 495,000 barrels per day, is
one of the largest refineries in the world. The crude
unit (CDU), Figure 1, is capable of processing
190,000 barrel per day (BPD) of raw crude. Crude is
preheated with product heat exchangers before being
heated in two parallel four pass heaters. Heated feed
enters the CDU in the flashzone, where it is distilled
into seven products plus resid.
The major disturbance source is the crude switch that
takes place every few days. Because the composition
of crude oil differs, crude switch will upset the crude
unit operation to some extend. Other disturbance
sources include gradual composition change in the
same crude, disturbance from other units due to heat
integration, changes in temperature and pressure of
heating sources, weather and others.
Figure 1. The crude unit
The CDU has had MPC control since 1998. The
CDU MPC application has 33 MVs and 94 CVs
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covering two heaters, an atmospheric tower and a
naphtha stabilizer. The primary objectives of the
MPC application are to:
1) maximize crude charge (throughput),
2) meet product specifications,
3) maximize crude preheat train efficiency and
balance heater passes,
4) minimize transient periods during crude switches
and product grade changes.
Back in 1998, the MPC controller was commissioned
using traditional manual step test and FIR model
identification. The following procedure has been
taken in the identification of the crude unit:
- Manually inspecting all regulatory controllers
for proper controller tuning and valve operation.
Thus requiring the retuning of controllers and/or
fixing/cleaning/replacing valves and or
instruments.
- Notify the planning department of upcoming
step-tests and request they plan for a more
steady diet of crude slate to avoid unnecessary
upsets.
- Notify operations personnel of upcoming step
tests so they have appropriate and adequate staff
on hand to help with any process problems that
develop.
- Perform the step test one variable at a time. This
is very time consuming. Each variable must be
stepped and held until steady state is achieved,
sometimes up to two hours per variable.
- After step testing is complete, data analysis and
model identification begins.
The test lasted about 30 days around the clock and,
after the long step test, data analysis and model
identification took another four weeks of working
days. Given the size of the controller, this is typical
model identification procedure. Note that step test
usually do not disturb normal unit operation.
However, it is a very difficult task to monitor a step
test in order to prevent the test causing too much
disturbance to the unit. It can be seen that a
traditional MPC identification is quit an undertaking.
It is not only a huge task for the MPC project team,
but also involves planning and operation
departments.
Since its commissioning, the MPC controller has
helped the refinery to operate the crude unit more
efficiently and economically and it has brought
considerable benefit to the refinery.
As with any process unit, as run time increases,
process problems develop, valves fail, heat
exchangers foul, huge upsets can cause possible tray
damage, process instruments fail, process conditions
change, crude types change ... All of these caused
the performance degradation of MPC models and the
MPC controller. The CDU is running late in its
current run cycle and will need to be turned around
sometime over the next year(s). The MPC controller
was not performing as good as previous years. It was
obvious that maintenance is needed for the MPC
controller which is mainly model re-identification.
However, as the crude unit is at the end of its run, the
MPC re-modelling projects cannot be justified using
the traditional approach because it is very time
consuming, intrusive to process operations and
costly. This leads the refinery to try an alternative
identification method that can save testing time, is
less intrusive and easy to use. The identification
results of the new approach are shown in Section 4.
2.3 Key Issues of MPC Identification
After introducing the crude unit example, we will
discuss the requirements of identification for MPC in
the refining/petrochemical industry. However, most
of the discussions also hold for other process
industries. This class of processes can be
characterised as follows:
Continuous process. This class of processes operate
around their working points (or stationary points)
sufficiently long, much longer than their response
times or time to steady states. Each process can have
multiple working points. This is a "good" character
of the process class. The fact that these processes are
mostly operating in continuous modes makes it
feasible to use linear time-invariant dynamic models
for control.
Large scale and complex. A small MPC controller
will have 3 to 5 MVs (manipulated variables or
inputs) and 5 to 10 CVs (controlled variables or
outputs); a large size MPC, like the crude unit, will
have more than 40 MVs and 100 CVs. Some CVs,
such as product qualities, are very slow (with
dominant time constant range from 30 minutes to
several hours), and other CVs are very fast, such as
valve positions (with time constant less than a
minute). Inverse response (non-minimum phase
behaviour), oscillating behaviour and time delays
exists. For a large controller such as the crude unit,
over 50% of the process transfer functions are
practically zero and they need to be located.
Dominant slow dynamics. The time to steady state
of a typical product quality model ranges from one
hour to several hours. This dictates long time for
identification test.
High level disturbances. Typical source of
unmeasured disturbances are feed composition
variations and weather changes. These are slow and
irregular variations. Strong and sudden step/pulse
like disturbances also exist such as crude switch in a
crude unit, drum switch in a delayed coker and
product grade change in a lubricate oil unit. During
24
an identification test, the level of disturbances is in
average above 10% of that of CV variation (in
power), but it can be as high as 50%. Too large test
signal amplitudes are not permitted because they will
cause off-specification of product.
Nonlinearity. Although in general linear models are
relevant for this class of processes for a given range
of operation, some nonlinear behaviour may still
show up. Examples are CVs that are very pure
product qualities and valve positions close to their
limits. Other nonlinearities are caused by the fact that
the same unit is operating at several working points
and where process behaviours are different. In a
crude unit MPC, normally a single linear MIMO
model is used for different crude types. Strictly
speaking, however, a crude unit processing different
crudes will behave differently due to composition
variations. In a polymer plant, different products or
grades are produced for market requirement. The
process behaves so differently for different grades
that an MPC using a single linear model will
normally not work for a polymer plant. A lubricate
oil unit also produces different grades, which causes
nonlinearity.
Based on these observations we will outline the key
issues in identification for MPC and give comments
on the existing methods.
Identification tests. Identification test plays a crucial
rule for a successful identification. Traditional test
method is to use a series of single variable step tests.
The tests are carried out manually. The advantage of
this test method is that control engineer can watch
many step responses during the tests and can learn
about the process behaviour in an intuitive manner.
The biggest problem of single variable step test is its
high cost in time and in manpower. The second
problem is that the data from single variable test may
not contain good information about the multivariable
character of the process and that slow step signals
may not excite enough dynamic information of the
process. Using automatic multivariable test approach
can solve these problems. If possible, identification
tests should be done in closed-loop operation. One
advantage of closed-loop test is obvious: the
controller helps to keep CVs within their limits.
What is less obvious is that a model identified from
closed-loop operation gives better control
performance (Hjalmarsson et al., 1996).
Model structure and estimation method. Several
industrial identification software packages are based
on finite impulse response (FIR) model. FIR models
are called nonparametric models. This model class
has inherent problems for use in identifying
processes with slow dynamics. Model variance error
is high due to its high order; yet bias error is often
not negligible due to truncation. Therefore,
parametric or compact models are preferred. This is
true also for MPC controllers that use non-parametric
models. Of course, there are challenging problems in
parameter estimation and order selection when using
parametric models. As mentioned before, high level
unmeasured disturbances are present. This means
that when model accuracy is concerned, an
estimation criterion that includes disturbance model
will be better than a criterion without the disturbance
model. Note that this is true even when the controller
does not use disturbance model. Prediction error
method belongs to the first class; while output error
criterion belongs to the second class. Moreover,
prediction error method will work properly for
closed-loop data (model estimates are consistent
meaning that the effect of the disturbance will
decrease when test time increases); while output
error method and most of the subspace methods will
deliver biased model when using closed-loop data.
Several industrial identification software estimate
FIR model using output criterion. This partly
explains why traditional industrial identification tests
are mostly carried out in open-loop operation.
Model validation. The goal of model validation is
to test whether the model is good enough for its
purpose (MPC control) and to provide advice for
possible re-identification if the model is not valid for
its intended use. Commonly used methods of model
validation are simulation using estimation data or
fresh data, whiteness test of model residuals and
testing the independence between the residuals and
past MVs. These methods only tell how well the
model agrees with the test data. They can neither
quantify the model quality with respect to the
purpose of modelling, in our case, closed-loop
control, nor can they give good advice for re-
identification. Trial-and-error approach in this step
makes industrial identification a very expensive
practice. In linear model identification for control, a
logical approach for model validation is to quantify
model errors in the frequency domain and to find
relationship between this kind of error description
and model based control performance. Model error
estimation has attracted much interest in the last
decade; this was motivated mainly by linear robust
control theory.
User-Friendliness. Most MPC users are not
identification experts. A desired identification
technology should be able to provide simple
guidelines for good identification tests and when test
data are collected, to carry out various calculations
automatically without the necessity of user
intervention. Most existing identification software
follows toolbox approach so that the user can try
various methods/techniques on each step. This is
certainly very convenient for academic researchers
and students, but it is rather user-unfriendly for
industrial users. The user-friendliness of an
identification method for industrial users depends
heavily on its ability to solve various fundamental
problems in process identification as outlined before.
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3. ASYMPTOTIC METHOD OF
IDENTIFICATION
The asymptotic method (ASYM) of identification
was originally developed for the purpose linear
robust control; see Zhu et. al. (1991). The name
asymptotic method reflects the fact that the approach
is based on the asymptotic theory of identification
developed by Ljung and Yuan; see Ljung (1985), and
Ljung and Yuan, (1985) for single variable version
and Zhu (1989) for multivariable extension. Given a
multivariable process with m manipulated variables
(MVs) and p controlled variables (CVs). Denote the
data sequence that is collected from an identification
test as
Z N := {u (1), y (1), u (2), y (2),......,u ( N ), y ( N )} (1)
where u(t) is m-dimensional MV (input) vector, y(t)
is p-dimensional CV (output) vector and N is the
number of samples.
We assume that the data is generated by a linear
discrete-time process as
y (t ) = G o ( z −1 )u (t ) + H o ( z −1 )e(t ) (2)
-1
where z is the unit time delay operator. Here
G o ( z −1 ) is the process model and H o ( z −1 )e(t )
represents the unmeasured disturbances acting at the
outputs, and e(t) is a p-dimensional white noise
vector.
The model to be identified is in the same structure as
in (2):
y(t ) = G ( z −1 )u(t ) + H ( z −1 )e(t ) (3)
The process model G(z-1) and noise filter H(z-1) will
be parametrized in matrix fraction description (MFD)
with diagonal denominator matrices; see Zhu (2001)
for details. The model will be calculated by
minimizing the prediction error cost function; see
Ljung (1985).
The frequency response of the process and of the
model are denoted as
T o (e iω ): = col[G o (e iω ), H o (e iω )]
T n (e iω ): = col[G n (e iω ), H n (e iω )]
where n is the degree of the polynomials of the
model, col(.) denotes the column operator.
The Asymptotic Properties of High Order Models
Assume that
- n → ∞ and n 2 / N → 0 as N → ∞
- Test signals have continuous none zero spectra
until the Nyquist frequency.
Then (Ljung, 1985 and Zhu, 1989)
- The estimate is consistent
T n (e iω ) → T o (e iω ) as N → ∞ (4)
- The errors of T n (e iω ) follows a Gaussian
distribution, with covariance given as
n
cov[Tˆ n (e iw ) ≈ Φ −T (ω ) ⊗ Φ v (ω ) (5)
N
where Φ (ω ) is the spectrum matrix of inputs and
prediction error residual col[u T (t ), ξ T (t )] , Φ v (ω ) is
spectrum matrix of unmeasured disturbances, ⊗
denotes the Kronecker product and -T denotes
inverse and then transpose.
The Procedure of the ASYM Method
1) Optimal test signal design and test method
For an open loop test, the optimal test signal is
designed to minimise the sum of the squares of the
simulation error. The spectra of the test signals are
based on the following formula which can be derived
from (5) (Ljung and Yuan, 1985):
p
u (ω ) = μ j Φ u (ω )
Φ opt
j
sim
j
¦Φ
i =1
vi (ω )
where Φ usim (ω ) is the spectrum of the j-th input
j
movement in a controlled system, μj is a constant
which is adjusted to meet the amplitude constraint of
the signal.
For a closed-loop test, in a SISO case, an
approximate optimal spectrum formula of the test
signal at the setpoint of the closed-loop system is
given as (Zhu, 2001)
r (ω ) ≈ μ Φ r (ω )Φ v (ω )
Φ opt (7)
where Φr(ω) is the power spectrum of the reference
signal r, Φv(ω) is the power spectrum of the
disturbance, and µ is a constant adjusted so that the
signal power (or amplitude) is constrained.
In practice, (6) and (7) are used in combination with
upper error bound (11) to give general guidelines for
the test design of various processes. The spectra of
the test signals can be realised by GBN (generalised
binary noise) signals (Tulleken, 1990). The character
of a GBN signal can be determined by its average
switch time and its amplitude. The amplitudes of
GBN signals are determined by a priori knowledge
of the process from the pre-test. Studies show that
the optimal average switch time of signals can be
related to the longest process response time. One can
also use other type of signals.
Remark. In control applications, it is more realistic
to constrain or minimise the output (CV) variance.
2) Parameter Estimation
A) Estimate a high order ARX model
A n ( z −1 ) y (t ) = B n ( z −1 )u(t ) + e(t )
where A ( z ) is a diagonal polynomial matrix and
n −1
B n ( z −1 ) is full polynomial matrix, both with degree
n polynomials. Denote G n ( z −1 ) as the high order
ARX model of the process, and H n ( z −1 ) as the high
order model of the disturbance.
B) Frequency weighted model reduction
The high order model in (8) is unbiased. The
variance of this model is high due to its high order.
One can reduce the variance by performing a model
reduction. If we view the frequency response of the
high order estimates as the noisy observations of the
true transfer function, we can then apply the
maximum likelihood principle. Using the asymptotic
result of (4) and (5), one can show that the
asymptotic negative log-likelihood function for the
reduced process model is given by (Wahlberg, 1989)
p m
ω2
1
¦¦ ³ | {| Gˆ n
ij (ω ) − Gˆ ij (ω ) |2
[Φ −1 (ω )] jj Φ vi (ω )
}| dω
i =1 j =1 ω
1
(9)
 −1
The reduced model G ( z ) is thus calculated by
(6)
minimizing (2.9) for a fixed order. The same can be
done for the disturbance model
H n ( z −1 ) = 1 / A n ( z −1 )
The reduced model is converted to a diagonal Box-
Jenkins form.
3) Order Selection
The best order of the reduced model is determined
using a frequency domain criterion ASYC which is
related naturally to the noise-to-signal ratios and to
the test time. The basic idea of this criterion is to
equalise the bias error and variance error of each
transfer function in the frequency range that is
important for control. Let [ω1 , ω 2 ] defines the
frequency band that is important for the MPC
application, the asymptotic criterion (ASYC) is given
by:
p m
ω2
n
¦¦ ³ | [| Gˆ n
ij (ω ) − Gˆ ij (ω ) |2 −
N
[Φ −1 (ω )] jj Φ v (ω )] | d ω
i
i =1 j =1 ω
1
(10)
4) Model Validation using Error Bound Matrix
According to the result (4) and (5), a 3ı bound can
be derived for the high order model as follows:
n
Gijo (e iω ) − Gˆ ijn (e iω ) ≤ 3 [Φ −1 (ω )] jj Φ vi (ω ) w.p. 99.9%
N
(11)
We will also use this bound for the reduced model
because the model reduction will in general improve
model quality.
If the controller is linear and time-invariant, the
upper bound matrix (11) can readily be used in
(8) robust stability and performance analysis, which is
well known in robust control literature. For model
predictive control where controller is nonlinear and
time-variant, no theory is available yet for the
analysis of robust stability and performance (even the
proof of nominal stability is a challenging problem).
In the following we will give an engineering solution
to the model validation problem using the error
bounds.
26
Grading the models. This is done by comparing the
relative size of the error bound with the model over
the low and middle frequencies where model quality
is important for MPC control. Then, identified
transfer functions are graded in A (very good), B
(good), C (marginal), and D (poor, or, no model
exists). Based on extensive simulations and project
experience, usually A grade and B grade models can
be used in the controller. C grade and D grade
models are treated as follows:
1) Zero them when there are no models expected
between the MV/CV pairs.
2) If a transfer function is expected and needed in
the control, modify the test in order to improve
the accuracy of these models.
Using upper bound formula (11) we can easily give
some guidelines for improving the test design:
• doubling the amplitudes of test signals will half
the error over all frequencies;
• doubling the average switch time of GBN
signals will half the model error at low
frequencies and double the error at high
frequencies; halving the average switch time of
GBN signals will do the opposite.
• Doubling the test time will reduce the model
error by a factor of 2 testing, model identification was performed to check
In processes in the refining/petrochemical industry,
processes are slow and we can carry out
identification in the middle of a test and adjust the
ongoing test according to the model validation
results.
Process unit
(DCS)
Test signals MV/DV/CV data
Tai-Ji Online
Testing device
step sizes MV/DV/CV data
Identification
device
Model
file
Figure 2. Tai-Ji Online
Based on the ASYM, two software packages have
been developed. The first one, Tai-Ji ID, is an off-
line identification package. It performs test signal
design and model identification. A separate plant test
program is needed perform identification test and
data collection. The second one, Tai-Ji Online, is an
online identification package that is connected to
process unit via DCS (distributed control systems)
27
and carries test design, plant test and model
identification all automatically.
Basically, Tai-Ji Online consists of two modules, the
test device and the identification device; see Figure
2. The test device performs test design and plant test;
the identification device performs model
identification using available testing data. The plant
test program is executed, normally, at MPC control
sampling interval which is typically 1 minute. The
model identification program is executed at one to
few hours; it can also been started manually.
4. CLOSED-LOOP IDENTIFICATION
OF THE CRUDE UNIT
About 70 refineries and petrochemical plants have
licensed Tai-Ji ID or Tai-Ji Online for their MPC
identification. The technology has been applied to
various types of process units: Crude Units, Catalytic
Cracker Units, Aromatics Units, Ethylene Plants and
more. Here the identification of the crude unit
introduced in Section 2 will be presented.
The test was performed with the current MPC
controller turned on, and, therefore, it was a closed-
loop test. The test program moved all MVs
simultaneously with smaller amplitudes and
gradually increased them. After the first 24 hours of
the model qualities and test signal step sizes were
adjusted accordingly. Test signal switch time was
also adjusted during the test (modifying signal
spectrum). Model identification and test adjustment
were done every day. The plant test was stopped after
only 4.5 days when most of the expected models
become “A” and “B” grades.
The operator had only seen traditional step tests. He
was initially concerned about the multivariable
automated test approach. However, after 24 hours of
stable test, the operator was convinced that the new
test method would not disturb normal production.
During the test using Tai-Ji Online, the existing MPC
controller has done a good job in stabilizing the unit
operation. Operators were also encouraged to move
any MV at any time to keep the unit within the
normal operating range. However, the operator has
rarely intervened during the test. Control engineers
monitor and make testing adjustments without
intrusion to the operator daily work routine.
After the test, more detailed data analysis and model
identification and validation took place. It took
several days. Remember that data analysis and model
identification will cost four weeks for a large
controller like this in the traditional approach.
The identified models have been used in the MPC
controller and control performance has increased
considerably. This was achieved while reducing over
80% time in process identification. After the project,
the refinery decided to apply Tai-Ji Online to a
Catalyst Cracker (Celara, et.al., 2005) and to a
delayed coker.
In Figures 3 to 6, part of the MV and CV signals and
model results are shown with some technical
comments. In MPC identification, often an
expectation matrix is used to specify where a model
is expected and where is empty according to process
knowledge. Expectation matrix may be updated
using identification result.
Figure 3. Selected MV data during the step test. It
can be seen that in a closed-loop test the MV
movements consists of two parts, the test signal
part and control action part. MVs.
Figure 4. Model fit for selected CVs. Green solid
lines are measured CVs and blue dashed lines are
model simulations. The large CV dips at the
second half of the test were caused by crude
switches and not by the test signals.
28
Figure 5. Step responses for selected models. White
background models are expected and have good
qualities; pink background models are expected,
but model qualities are not good enough; grey
background models are not expected.
Figure 6. Frequency responses (blue solid lines) and
upper bounds (green dashed lines) for selected
models.
5. SOME MPC RELEVANT IDENTIFICATION
PROBLEMS
New development and enhancement in the following
identification problems can make useful contribution
in the MPC technology.
5.1 Multi-Linear Model Identification
Most continuous industrial processes operate at one
or multiple working points. Examples of multi mode
units are: crude units that process different crude
types, lubricate oil units and polymer plants that
produce different product grades, electrical power
plants that operate on different loads. Therefore,
MPC using multi-linear models is a natural choice
for controlling this type of process units. This can be
viewed as an extension of the linear MPC technology
for controlling severe nonlinear process units and
also as an enhancement of the linear MPC
performance for controlling mild nonlinear process
units.
Some issues arise in various situations.
- Known working points without transition
control. In this situation, good control is only
needed at working points and transition control
from one working point to another is not
important. This is the easiest case and linear
model identification can be applied for each
working points. A model switching mechanism
can be built in the MPC controller in order to use
the multiple models.
- Known working points with transition control.
Now, it is important to have both good control at
working points and good transition control.
Polymer plant control and power plant control are
examples. In this situation, linear models need to
be identified for working point control, model
interpolation is necessary for use in transition
control.
- Unknown working points. Crude unit control is
an example. While each crude type determines a
working point, the compositions of each type are
varying and cannot be predefined. Also the
number of types is very large and it is not
economical to test and identify models for all
types. A method to solve the problem is to
identify linear models for a number of working
points and then to find and use the nearest linear
model in MPC for a given working point.
Questions in multi-linear model identification are:
- What test signals are suitable for identification
test? Should test signals dependent on the
working points?
- How to interpolate linear models for transition
periods? Should transition data be used in
identification and should test signals be used in
transition periods? Banerjee and Arkun (1998)
have developed a method to address the problem.
- Can test signals (excitation) be avoided for
process units with frequent transitions?
- In unknown working point case, what is the
number of linear models to be identified? In MPC
control, how to pick up the best linear model for
the current (unknown) working point. How to
find out when is the time that a new working
point model needs to be identified?
5.2 Identification of Dynamic Inferential Models
Inferential models or soft sensors play an important
role in MPC technology. The analyzer or lab
sampling time is much longer than the sampling time
of the controller and lab sampling time may also be
irregular. In process control, most inferential models
are static models or static gain plus delay models.
One can show that ignoring dynamics in inferential
modelling is one of the major causes of inaccuracy.
29
In the process control community, maybe also in the
identification community, a misconception exists that
says: if the output sample time is longer than the
system settling time, then it is impossible to identify
the fast dynamic system using fast input data and
slow output data. It is based on a wrong intuition or a
misunderstanding of Shannon’s Sampling Theorem.
In fact, it can be shown that dynamic models can be
identified using fast input data and slow output data;
see, e.g., Li et al (2001) and Zhu and Telkamp
(2005). This topic is not studied extensively and
more research is needed.
5.3 Model Reduction of Rigorous Models for MPC
using System Identification
Many first principle or, rigorous models exist in the
process industries. Theses models are usually
described by nonlinear partial differential equations
(PDE) and algebraic equations of very high order,
often higher than 10000. They are useful for process
simulation, process design, and sometimes
optimization. However, they are often too complex
for real-time MPC control. Model reduction is
needed to develop reduced model suitable for
control.
Model reduction of nonlinear systems has received
much attention in recent yeas; see, e.g., Antoulas
(2005). A popular approach to nonlinear system
model reduction is the method of proper orthogonal
decomposition (POD). The technique uses the
orthogonal decomposition of a collection of
measurements of physical quantities in position and
in time for model reduction; see, e.g., Astrid (2004).
The method is based on physical insight of the
original model and on simulated data. The reduced
model preserves the physical structure of the original
model. One disadvantage of the POD method is that
the reduced model may still be too complex for real-
time MPC control.
Some researchers have studied the use of system
identification for model reduction; see Vargas, A.
and F. Allgöwer (2004) and Wolfrum et. al. (2005).
This is a viable approach because:
- Identified black-box models are very simple and
are suitable for real-time MPC control.
- Many numerical techniques have been developed
in system identification for control that can be
borrowed.
- Test signal design methods can be used in
simulating the rigorous model.
- Many black-box model structure can be used for
model approximation.
In general, MIMO nonlinear identification methods
need to be used or developed, which is not at all an
easy task. The multi-linear model identification may
be a candidate method. In identification for model
reduction, only bias error needs to be considered
because disturbance is absent.
The development in this direction can also add useful
model structures and numerical methods in nonlinear
system identification.
5.4 Model Quality Assessment for MPC Control
MPC maintenance is important for achieving a
sustained benefit. An automated maintenance scheme
will greatly increase its efficiency. An automatic
maintenance system will perform three major steps:
1) Controller performance monitor. If, according to
some criterion, the control performance is
degraded considerably, perform step 2.
2) Model quality assessment. If, according to some
criterion, model quality is too poor for MPC
control, perform step 3.
3) Plant test and model identification. Then, use the
new model.
Normally, model assessment is performed using
closed-loop data under MPC control. Important
questions are:
- How to quantify or benchmark model accuracy
for MPC control?
- How to schedule the assessment process? Or,
what data length should be used in calculations?
- Are test signals (excitation) needed for model
assessment? If yes, what kind of signal and how
long should the excitation be used?
Methods for fault detection and diagnosis may be
useful in solving the problem.
5.5 Time Delay Estimation of MIMO Processes
Process delays exist and delay times range from
several samples to half of process response time or
longer. If delays are corrected by properly shifting
the input/output data before model identification,
lower model orders can be used and variance error
can be reduced. For large scale MIMO processes,
efficient algorithms need to be developed for delay
estimation. It is also worthwhile to study optimal test
design for delay estimation.
5.6 Closed-Loop Identification of Oscillating
Systems
The problem arises in MPC maintenance. When the
control of some CVs becomes poor, it is either too
slow or too aggressive. When the controller becomes
too aggressive or too tight, the closed-loop system
will oscillates. Experience has shown that many
identification methods will have poor results when
using data from a closed-loop oscillating system and
30
when the data are noisy. Note that the open loop
process is not an oscillating process. Study is needed
to answer following questions:
- What identification methods are more sensitive
to system oscillation, what are less sensitive?
- Can some data pre-treatment methods help in
improve model quality?
6. CONCLUSION AND OUTLOOK
6.1 Conclusion
MPC technology has become the choice of industrial
APC. System identification is indispensable in MPC
and it is the most difficult and time consuming part
of MPC projects and maintenance. Based on the
asymptotic theory, the author has developed an
identification technology that is efficient and user
friendly. Many successful applications (over 150)
have been realised.
Several reasons have made this possible:
- The drive in developing advanced control
technology.
- First hand knowledge of industrial control
environment and its requirements.
- Availability of simple and applicable theory.
There is a need to further increase the efficiency and
reduce the cost of the MPC technology so that it can
be used for all process industries in this global
economy. Many interesting identification problems
need to be solved in order to develop the next
generation MPC technology and automation systems.
6.2 Model Intelligence; an Outlook of Future
Process Control
Challenges in APC and Automation Systems
The automation industry has been in stagnation or
even in decline (Pinto, 2000). Here, control
algorithms have not produced much technology push.
In general, there are two types of control algorithms
used in process control: PID and MPC. PID
algorithms are used in most DCS systems. The PID
control algorithms were developed in 1940s and
1950s; PID tuning is mainly done manually in an ad
hoc manner. The MPC technology was developed by
control engineers in the industry in the 1980s and it
has created tremendous benefit for the refining and
petrochemical industry. However, other process
industries do not use MPC due to its high cost.
The impact of academic control community to
process control has been very limited, if not
negligible. In the last four decades, there are many
control algorithms developed by the control
community: LQG control, self-tuning or adaptive
control, H-infinity or robust control, neuron-network
control and hybrid control. It is unfortunate that none
of the algorithms has found a position in process
control. One of the important reasons is the high cost
in developing and maintaining process models,
because most of these control methods are model
based. A solution is needed to make the technology
transfer. Although some DCS systems have PID
auto-tuning functionalities developed by the
academia, they are rarely used by control engineers
and operators.
Model Intelligence
Definition: Model intelligence is a class of computer
programs and algorithms that can, for a given class
of processes, automatically develop, maintain and
use dynamic process models for control, prediction,
monitoring and diagnosis.
A model intelligence system has three components:
1) Connectivity module. This part takes care of the
communication (read, write, error checking)
between the system and lower level control
systems (DCS, PLC). OPC (OLE for process
control) is becoming the industrial standard for
connectivity between Windows® and DCS/PLC
systems.
2) Modelling module. Typically, this is an online
identification software that carries out both
testing and model identification automatically.
3) Model based application module. This can be a
model based control design and tuning program
(e.g., PID tuning), a control design plus
controller (H-infinity control design and control,
MPC tuning and control), a prediction program
(soft sensor), or a model based monitoring and
diagnosis program.
The key difference between model intelligence and
other model based methods is automatic model
building and maintenance. System identification
plays the key role in model intelligence. Model and
controller adaptation is included in this definition,
although it is, in general, not sample-wise adaptation.
Model intelligence is a dream of the many users of
MPC/APC and automation systems. In process
control, at present, hardly any system has model
intelligence.
Rigorous (physical) modelling can certainly be used
in the design of MPC controllers. If a rigorous model
is available and it is also simple and accurate enough,
it can be used as an initial model in the MPC control.
Although most modern control methods developed in
the last four decades are model based, how to
develop models is not solved. A strange situation
exists for a very long time: modern control methods
can only be used by control experts, often the
developers themselves, not by laymen of control.
Model intelligence can change the situation.
31
Now, we can draw some pictures of future process
control.
Outlook of Future Process Control
Next generation MPC
“Get the design right, the rest is automatic.” Using
model intelligence, process identification, control
tuning/commissioning and maintenance can all be
done automatically. The only work left is the design
and redesign of the controller which cannot be
automated. The main task of an MPC design is the
selection of MVs, DVs and CVs based on technical
and economical requirements of the process unit. An
MPC with model intelligence can be called adaptive
MPC in a broad sense. The adaptation is not
continuous and it is activated when necessary. The
adaptation involves mainly online identification and
automated model replacement. An MPC monitoring
program is used to check the MPC performance.
When model performance degradation is detected,
the monitoring program will activate the adaptation
mechanism.
Using model intelligence, the efficiency of MPC
implementation and maintenance can be increased by
a factor of 10 when comparing with traditional
project approach. The MPC is also much more user
friendly and easy to use. Due to reduced costs, most
process industries will be justified to use MPC, not
just the refining/petrochemical industry.
Nonlinear MPC will be used to control strongly
nonlinear processes. Multi-linear model
identification can contribute to nonlinear MPC
technology.
Next generation DCS and PLC
Using model intelligence, all PID loops will have
self-diagnosis and auto-tuning functions. This will
considerably increase the performance of these
systems and produce huge benefit.
Ultimately, MPC controllers and other modern
controllers (LQG, H-infinity, ...) can be embedded in
DCS/PLC systems.
MPC and modern control for machines
Because model intelligence can make the application
of MPC and modern control highly efficient and easy
to use, they can be used in the control of machines
and equipments. Embedded MPC and modern
control (LQG, H-infinity,...) will lead to higher
performance and/or reduced costs of machines and
equipments.
Bright future for system identification!
 Tulleken, H.J.A.F. (1990). Generalized binary noise
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