Identification, Estimation and Control

of Continuous-Time Systems Described

by Delta Operator Models
Peter C. Young
Arun Chotai and Wlodek Tych
Centre for Research on Environmental Systems
Institute of Environmental and Biological Sciences
University of Lancaster, Lancaster, LA1 4YQ
United Kingdom

Abstract

This Chapter outlines a unified approach to the identification,

estimation and control of linear, continuous-time, stochastic, dynamic
systems which can be described by delta (0) operator models with
constant or time-variable parameters. It shows how recursive refined
instrumental variable estimation algorithms can prove effective both in
off-line model identification and estimation, and in the implementation
of self-tuning or self-adaptive True Digital Control (TDC) systems
which exploit a special Non-Minimum State Space (NMSS) formulation
of the 8 operator models.

1. Introduction
When serious research on data-based methods of continuous-time system
identification and parameter estimation began in the control and systems community over
thirty years ago, it was natural to think directly in terms of models characterised by
continuous-time, differential equations; or, equivalently, transfer functions in the Laplace
operator. And even the methods used for estimating the parameters in such models were
often based on continuous-time analog computer techniques (see e.g. Young, 1965 and
the references therein). However, the demise of the analog computer and the rapid rise to
prominence of digital computation, coupled with innovatory research on statistical
methods of discrete-time model identification and estimation by research workers such as
Astrom and Bohlin (1966), proved very influential during the next quarter century. This
spawned an enormous literature on altemative, data-based methods of discrete-time
system modelling which, apparently, owed little to their continuous-time progenitors.

Surprisingly, however, these developments in discrete-time, sampled data

modelling failed to make too many inroads into the underlying faith of many traditional
control systems designers in continuous-time models and design methods. As a result,
although adaptive control systems based directly on discrete-time models are now
becoming relatively common, the majority of practical control systems still rely on the
ubiquitous, three-term, Proportional-Integral-Derivative (PID) controller, with its
predominantly continuous-time heritage. And when such systems, or their more complex
relatives, are designed off-line (rather than simply "tuned" on-line), the design procedure
is normally based on traditional continuous-time concepts, with the resultant design then
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© Kluwer Academic Publishers 1991
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being, rather artificially, "digitised" prior to implemention in digital form.

But does this 'hybrid' approach to control system design really make sense? Would
it not be both more intellectually satisfying and practically advantageous to evolve a
unified, truly digital approach which could satisfy the predilection of the traditional
control systems designer for continuous-time models and methods whilst, at the same
time, allowing for the full exploitation of discrete-time theory and digital
implementation? In a number of previous publications (Young et aI, 1987a,b, 1988,
1991a; Young, 1989), we have promoted one such alternative philosophy based on the
idea of "True Digital Control" (TDC). This rejects the idea that a digital control system
should be initially designed in continuous-time terms. Rather it suggests that the designer
should consider the design from a digital, sampled-data standpoint, even when rapidly
sampled, near continuous-time operation is required. In this chapter, we concentrate on
one particular aspect of the general TDC approach; namely the recursive identification
and optimal estimation of discrete-time models for rapidly sampled, continuous-time
systems and their use in adaptive control system design.

Central to development of these recursive methods is the discrete differential or

"finite-difference" operator. Although the idea of such an operator is not new, its
relevance in control system terms was not fully recognised until Goodwin (1985, 1988)
and Goodwin et al. (1988) renamed it the "delta" (8) operator and exposed its many
attractive qualities. More recently still, Middleton and Goodwin (1990) have produced an
excellent, definitive text on a unified approach to digital control and estimation which
demonstrates how all of the traditional concepts of continuous-time modelling and
control have their closely related equivalents in the 8 operator domain. Here, we explore
this new world of discrete-time modelling; show how the parameter estimation
procedures currently being proposed for 8 operator models are closely related to
continuous-time modelling concepts and methods evolved by the first author in the
1960's; and develop improved recursive instrumental variable (IV) methods for 8
operator model estimation that are direct developments of these earlier algorithms.

2. The Discrete Differential (8) Operator TF Model

In all model-based control system design procedures, the form of the models and
the associated theoretical background is of paramount importance. Prior to 1960, most
control systems were based on analog methodology. Where sampled data implementation
was required, it was normally obtained by the digitisation of continuous-time analog
designs using z transform theory and sample-hold circuitry. As a result, when the first
author began his research on dynamic system identification and estimation in the early
nineteen sixties, continuous-time differential equation models were de rigueur: because
the conrol systems designer utilised analytical procedures based on such models, it
seemed quite natural to investigate estimation methods based on the analysis of
continuous-time, analog signals.

Within this continuous-time context, the most common model is the ordinary
differential equation or its equivalent, the transfer function model in terms of the time
derivative operator (which we denote here by s=dldt, because of its close relationship
with the Laplace operator) i.e.,