APC Z-Transform

Development of Control Relevant
Linear Perturbation Models

Part I: Linearization of Mechanistic
Models
Sachin C. Patwardhan
Dept. of Chemical Engineering,
I.I.T. Bombay
Automation Lab
IIT Bombay
Why Mathematical Modeling?
Key Component of All Advanced Monitoring,

C t l and
Control d Optimization
O ti i ti S Schemes
h
• Process Synthesis and Design (offline)

• O
Operation
ti scheduling
h d li and d planning
l i
• Process Control
- Soft sensingg / Inferential measurement
- Optimal control (batch operation)
- On-line optimization (continuous operation)
- On-line control (Single loop / multivariable)
• Online performance monitoring Fault diagnosis
/ fault prognosis
1/16/2014 System Identification 2

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IIT Bombay
Plant Wide Control Framework
Long Term Scheduling Market

M k t
Layer 4
and Planning Demands /
Raw material
On-line
On line Optimizing availability
Layer 3
Control Plant-Model
Mismatch
Setpoints PV
Layer 2 Model Predictive Control
Setpoints PV
Layer 1 P
PID & Operating constraint Controll
MV PV
Load
Pl t
Plant Disturbances

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Models for Plant-wide Control
Aggregate Production
Layer 4
Rate Models
Steady
S d SState / D Dynamic
i
Layer 3
First Principles Models
Layer 2 Dynamic Multivariable Time

Series Models
Layer 1 SISO Time Series Models,

ANN/PLS/Kalman Filters
(Soft Sensing)
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Mathematical Models
Qualitative
¾Qualitative Differential Equation
¾Qualitative signed and directed graphs
¾Expert Systems
Quantitative
¾Differential Algebraic systems
¾Mixed Logical and Dynamical Systems
¾Linear and Nonlinear time series models
¾Statistical correlation based (PCA/PLS)
Mixed
¾Fuzzy Logic based models

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IIT Bombay
White Box Models
First Principles / Phenomenological/ Mechanistic

Based
B d on
energy and material balances
physical
phys cal laws, constitutive
const tut ve relationships
relat onsh ps
Kinetic and thermodynamic models
heat and mass transfer models
Valid
V lid over wide
id operating
ti range
Provide insight in the internal working of systems
Development and validation process:
difficult and time consuming

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IIT Bombay
Grey Box Models

Semi-Phenomenological
Part of model developed from the first principles

and part developed from data
Example: dynamic model for reactor model using
energy and material balance and Reaction kinetics
modeled using neural network
Better choice than complete black box models
Time required for development of mechanistic /
grey box model can be large and needs an domain
expert

Automation Lab
IIT Bombay
Example: Stirred Tank Heater-Mixer
4-20 mA
Cold Water Input
Flow
CV-1
Cold Water
Flow CV-2
TT-1
Heater Coil
L
T
Thyrister
4-20 mA Control
Input Unit
Signal
TT-2 TT-3
E
Experimental
i t l Setup:
S t S
Schematic
h ti Di
Diagram

Automation Lab
IIT Bombay
Example:
p Stirred Tank Heater-Mixer
dT1 F1 Q ( I1 ) ⎫
= (Ti1 − T1 ) + ⎪
dt V1 V1 ρC p ⎪
dh2 ⎪⎪
=
1
[F1 + F2 ( I 2 ) − F ] ⎬ From Physics
dt A2 ⎪
dT2 1 ⎡ UA(T2 − Tatm ) ⎤ ⎪
= ⎢ F1 (T1 − T2 ) + F2 (Ti 2 − T2 ) − ⎥ ⎪
dt h2 A2 ⎢⎣ ρ C p ⎥⎦ ⎪⎭
Q( I1 ) = 7.979 I1 + 0.989 I12 − 0.0073I13 ⎫
3⎬
Correlations from expt. data
F2 ( I 2 ) = 3.9 + 27 I 2 − 0.71I 2 + 0.0093I 2 ⎭
2
0
U = 139.5 J / m 2 Ks ; F (h) = k h2 − h
I1 : % current input to thyrister power controller

I2 : % current input to control valve
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Black Box Models

IIT Bombay
Linear / nonlinear difference / differential

equations with assumed structure and
developed entirely from dynamic input –
output data collected from a system
through experimentation
Time for model development can be
significantly less when compared with time
required for developing mechanistic / grey
box models
Limited range
g of validity.
y Cannot be used
for extrapolation beyond training range
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IIT Bombay
Local Linearization of
Mechanistic /Grey-box
y
Model

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Local Linearization
IIT Bombay
In some cases,, a reliable mechanistic or

grey-box dynamic model is available for
system under consideration
Mechanistic or grey-box dynamic model is
typically nonlinear and difficult to use
di
directly
tl ffor controller
t ll design
d i
Aim: Develop control relevant linear
perturbation model,
model which can be used for
controller synthesis using linear control
theory

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Example: Quadruple Tank System
dh1 a1 a3 γ 1k1
=− 2 gh1 + 2 gh3 + v1
dt A1 A1 A1
Tank3 Tank 4
dh2 a a γk
=− 2 2ggh2 + 4 2 gh g 4 + 2 2 v2
dt A2 A2 A2
dh3 a3 (1 − γ 2 )k2
=− 2 gh3 + v2
dt A3 A3
Tank 1
Tank
dh4 a (1 − γ 1 )k1
2 =− 4 2 gh4 + v1
dt A4 A4
Pump 2
Pump1
V2
V1
Manipulated Inputs : v1 and v2
Measured Outputs : h1 and h2

Automation Lab
Model Parameters
IIT Bombay
A1, A3 [cm2] 28
A2, A4 [cm2] 32
a1, a3 [cm2] 0.071

Steady state Operating
a 2, a 4 [ 2]
[cm 0 057
0.057 Conditions
kc [V/cm] 0.5 P- : Minimum Phase
g [cm/s2] 981 P+ : Non-minimum
P Non minimum Phase
P- P+
Model Parameters h1, h2 [cm] (12.4,12.7) (12.6,13)
h3, h4 [cm] (1.8,1.4) (4.8,4.9)
v1,,v2 [V] (3,3) (3.15,3.15)
k1,k
k2, [[cm3/V] (3 33 3 35)
(3.33,3.35) (3 14 3 29)
(3.14,3.29)
γ1,γ2 (0.7,0.6) (0.43,0.34)
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Dynamic Models for Control
Linear perturbation models: Regulatory

operation around fixed operating point of mildly
nonlinear processes operated continuously.
Developed using
Locall linearization
L li i ti of f white/gray
hit / b
box models
d l
Identification from input output data
Why use approximate Linear Models?
Linear control theory for controller synthesis and closed
loop analysis is very well Developed
For small perturbations near operating point, processes
exhibit
hibi linear
li dynamics
d i
Nonlinear dynamic models: strongly nonlinear
y
systems, operation
p over wide operating
p g range,
g
batch / semi-batch processes
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Model as ODE-IVP
IIT Bombay
⎡ a a3 γ 1k1 ⎤
⎡h1 ⎤ ⎢ − 1 2 g gh1 + 2ggh3 + v1 ⎥ ⎡f1 ( X, U) ⎤
⎢ ⎥ ⎢ A1 A1 A1
⎥ ⎢ ⎥
⎢ ⎥ ⎢ a2 a4 γ 2k2 ⎥ ⎢ ⎥
⎢h2 ⎥ − 2 gh2 + 2 gh4 + v 2 ⎢f2 ( X, U)⎥
d ⎢ ⎥ ⎢ A2 A2 A2 ⎥ ⎢ ⎥
=⎢ ⎥ ≡
dt ⎢ ⎥ ⎢ − a3 2 gh + (1 − γ 2 )k2 v ⎢ ⎥
h
⎢ 3⎥ ⎢
⎥ f ( X, U )
A3 A3 ⎥ ⎢ ⎥
3 2 3
⎢ ⎥ ⎢ a (1 − γ )k ⎥ ⎢ ⎥
⎢h ⎥ ⎢ − 4 2 gh4 + 1 1
v ⎥ ⎢f ( X, U)⎥
⎣44⎦ ⎣4 ⎦
⎣144A A4
1
1
42 3
444424444443
4 ⎦
dX F( X, U)
dt
X = [h1 h2 h3 h4 ] ; U = [v1 v 2 ]
T T
I i i l Condition
Initial C di i : X(0)

Automation Lab
Local Linearization
IIT Bombay
Given a lumped parameter model

dX
State Dynamics : = F(X, U, D)
dt
Measurement Model : Y = G(X)
X ∈ Rn , U ∈ Rm , Y ∈ Rr , D ∈ Rd
and steady state operating point ( X, U, D),
we apply
l Taylor
T l series
i expansioni ini neighborho
i hb h odd off ( X, U, D)
to develop a linear perturbation model
Given steady state operating inputs ( U, D)

Corresponding Steady State X can be found by solving for
dX
= F( X, U, D) = 0
dt
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Local Linearization
IIT Bombay
Taylor series expansion in the neighborhood of ( X, U, D)

⎡ ∂F ⎤
dX
≅ F( X, U, D) + ⎢ ⎥ [X(t ) − X ]
dt ⎣ ∂X ⎦ ( X, U, D )
⎡ ∂F ⎤ ⎡ ∂F ⎤
+⎢ ⎥ [U(t ) − U ]+ ⎢ ⎥ [D(t ) − D ] − − − (1)
⎣ ∂U ⎦ ( X, U, D ) ⎣ ∂D ⎦ ( X, U, D )
At Steady State
dX
= F( X, U, D) − − − −(2)
d
dt
Subsract Equation (2) from Equation (1) to derive perturbation model
Measurement Model
⎡ ∂G ⎤ ⎡ ∂G ⎤
Y (t ) ≅ G (X ) + ⎢
∂X ⎥ [X (t ) − X ] = Y + ⎢ ∂X ⎥ [X(t ) − X]
⎣ ⎦ (X) ⎣ ⎦ (X)
⎡ ∂G ⎤
y (t ) = Y (t ) − Y = ⎢
∂X ⎥ [X(t ) − X ]
⎣ ⎦ (X)
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Local Linearization
IIT Bombay
⎡ ∂f1 ∂f1 ∂f1 ⎤ ⎡ ∂f1 ∂f1 ∂f1 ⎤

⎢ ∂x ∂x ... ⎥ ⎢ ∂u ∂u ... ⎥
∂x ∂u
⎢ 1 2 n
⎥ ⎢ 1 2 m
⎥
∂f ∂ f ∂ f ∂ f ∂ f ∂ f
⎡ ∂F ⎤ ⎢ 2 2
... 2 ⎥
⎡ ∂F ⎤ ⎢ 2 2
... 2 ⎥
⎢⎣ ∂X ⎥⎦ = ⎢ ∂x1 ∂x2 ∂xn ⎥ ; ⎢ ⎥ = ⎢ ∂u1 ∂u2

⎣ ∂U ⎦
∂um ⎥
⎢ .... .... .... .... ⎥ ⎢ .... .... .... .... ⎥
⎢ ∂f ∂f n ∂f n ⎥ ⎢ ∂f ∂f n ∂f n ⎥
⎢ n
.... ⎥ ⎢ n
.... ⎥
∂
⎢⎣ 1x ∂x ∂x n⎥⎦ ∂
⎣⎢ 4
u ∂u ∂u m⎦⎥
1444 4224444 3 1 1
444224444 3
( n × m)
( n × n)
⎡ ∂f1 ∂f1 ∂f1 ⎤ ⎡ ∂g1 ∂g1 ∂g1 ⎤
⎢ ∂d ∂d ... ...
∂d d ⎥ ⎢ ∂x ∂x2 ∂xn ⎥
⎢ 1 2
⎥ ⎢ 1
⎥
∂f ∂f ∂f ∂g ∂g ∂g
⎡ ∂F ⎤ ⎢ 2 2
... 2 ⎥
⎡ ∂G ⎤ ⎢ 2 2
... 2⎥
⎢ ∂D ⎥ = ⎢ ∂d1 ∂d 2 ∂d d ⎥ ; ⎢
∂X ⎥ = ⎢ ∂x1 ∂x2 ∂xn ⎥
⎣ ⎦ ⎢ ⎣ ⎦ ⎢
.... .... .... .... ⎥ .... .... .... .... ⎥
⎢ ∂f ∂f n ∂f n ⎥ ⎢ ∂g ∂g r ∂g r ⎥
⎢ n
.... ⎥ ⎢ r
.... ⎥
⎣⎢ ∂4
1
d1 ∂d 2
44424444
∂d d ⎦⎥
3
⎢⎣ ∂x1 ∂x2
1 444 424444
∂xn ⎦⎥
3
(n × d ) ( r × n)
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Local Linearization
IIT Bombay
Define matrices
⎡ ∂F ⎤ ⎡ ∂F ⎤ ⎡ ∂F ⎤ ⎡ ∂G ⎤
A = ⎢ ⎥ ; B = ⎢ ⎥ ; H = ⎢ ∂D ⎥ ; C = ⎢ ⎥
⎣ ∂X ⎦ ⎣ ∂U ⎦ ⎣ ⎦ ⎣ ∂X ⎦
computed at ( X ,U ,D )
Continuous Time Linear Perturbation Model

dx
= Ax + Bu + Hd
dt
y = Cx
Perturbation variables
x(t) = X(t) - X ; y (t) = Y(t) - Y
u(t) = U(t) - U ; d(t) = D(t) - D
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Linearization of Quadruple Tank Model
⎡ 1 A3 ⎤ ⎡ γ 1k1 ⎤
⎢− T 0
A1T3
0 ⎥ ⎢
A1
0 ⎥
⎢ 1 ⎥ ⎢ ⎥
⎢ 0 1 A4 ⎥ ⎢ γ 2 k2 ⎥
− 0 0
dx ⎢ T2 A2T4 ⎥ ⎢ A2 ⎥
=⎢ ⎥x + ⎢ u
dt ⎢ 0 1 (1 − γ 2 )k 2 ⎥
0 − 0 ⎥ ⎢ 0 ⎥
⎢ T3 ⎥ ⎢ A3 ⎥
⎢ 1 ⎥ ⎢ (1 − γ 1 )k1 ⎥
⎢ 0 0 0 − ⎥ ⎢ 0 ⎥
⎣ T4 ⎦ ⎣ A4 ⎦
⎡kc 0 0 0⎤ Ai 2hi
y=⎢ ⎥ x Ti = for i = 1,2,3,4
⎣0 kc 0 0⎦ ai g
P- P+
(T1,T
T2) (62 90)
(62,90) (63 91)
(63,91)
(T3,T4) (23,30) (39,56)
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Linearization of Quadruple Tank Model
Quadruple
Q p Tank System
y
P-
Continuous Time State Space h1, h2 [cm] (12.4,12.7)
Model Matrices h3, h4 [cm] (1 8 1 4)
(1.8,1.4)
v1,,v2 [V] (3,3)
⎡- 0.01595 0 0.04186 0 ⎤ k1,k2, [cm3/V] (3.33,3.35)
⎢ 0 - 0
0.01107
01107 0 0
0.03334
03334 ⎥
A=⎢ ⎥ γ1,γ2 (0.7,0.6)
⎢ 0 0 - 0.04186 0 ⎥
⎢ ⎥
⎣ 0 0 0 - 0.03334 ⎦ Developed
p at ( X, U )
⎡0.08325 0 ⎤ Steady State Operating
⎢ 0 ⎥
0.06281 ⎡0.5 0 0 0⎤ Point
B=⎢ ⎥ C=⎢ ⎥
⎢ 0 0.04786⎥ ⎣ 0 0.5 0 0 ⎦
⎢ ⎥
⎣0.03122 0 ⎦

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Transfer Function Matrix

IIT Bombay
Can be obtained by taking Laplace transform

together with assumption
x(0) = 0
(i.e. initial state of the process corresponds
to operating steady d state))
dx
= Ax(t ) + Bu (t ) + Hd (t ) and y (t ) = Cx(t )
dt
sx( s ) − x(0) − Ax( s ) = [sI − A ]x( s ) = Bu ( s ) + Hd ( s )
y ( s ) = Cx( s )
Rearranging
y ( s ) = G p ( s )u ( s ) + G d ( s )d( s )
G u ( s ) = C[sI − A ] B and G d ( s ) = C[sI − A ] H
−1 −1

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Transfer Function Models

IIT Bombay
T.F. Models Derived from Linearized Mechanistic Model
⎡ γ 1c1 (1 − γ 2 )c1 ⎤
⎢ 1 + T1s (1 + T3 s )(1 + T1s ) ⎥
G(s) = ⎢ ⎥
⎢ (1 − γ )
1 2c γ c
2 2 ⎥
⎢⎣ (1 + T4 s )(1 + T2 s ) 1 + T2 s ⎥⎦
where c1 = T1k1kc / A1 and c2 = T2 k 2 kc / A2
Minimum Phase Case
⎡ 2.6 1.5 ⎤
⎢ 1 + 62 s (1 + 23s )(1 + 62 s ) ⎥
G− ( s ) = ⎢ ⎥
⎢ 1.4 2 .8 ⎥
⎢⎣ (1 + 30 s )(1 + 90 s ) 1 + 90 s ⎥⎦
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Models for Computer Control

Computer controlled system / Distributed
Di it l Control
Digital C nt l system
s st m
Digital To Analog Analog

g To Digital
g
Converter Process Converter
Manipulated
Inputs From Measured Outputs
p
Control Computer To Control
C
Computer
t
Control Computer
/DCS

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Discrete Dynamic Models

IIT Bombay
Development of computer oriented discrete

dynamic
y models
Assumptions
1. Measurement Sampling :
Measurements are sampled at a constant rate and
uniform sampling interval of T sec
Thus, measurements,
Thus ts y(k),
(k) are available at instant
tk = kT : k = 0,1,2,......
2. Input Reconstruction with zero order hold :

Manipulated inputs are piecewise constant
during the sampling interval
u(t) = u(k) for t = kT ≤ t < (k + 1)T

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Digital Control: Measured Outputs
Output measurements are available only

at discrete sampling instant {tk = kT : k = 0,1,2,....}
Where T represents sampling interval
3.2
3.2
3
3
2.8
Measurred Output
2.8
ed Output
2.6 2.6
ADC
D
Measure
2.4 2.4
2.2 2.2
2 2
1.8 1.8
0 5 10 15 20 0 5 10 15 20
Sampling Instant Sampling Instant
Continuous Measurement Sampled measurement

from process sequence to
t computer
t

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IIT Bombay
Digital Control: Manipulated Inputs
In computer controlled (digital) systems

Manipulated
p inputs
p implemented
p through
g DAC
are piecewise constant
u (t ) = u (t k ) ≡ u (k ) for t k = kT ≤ t < t k +1 = (k + 1)T
2.9 2.9
2.8 2.8
2.7 2.7
Manipulated Input Sequence
2.6 2.6
D
DAC
put
Manipulated Inp
2.5 2.5
2.4 2.4
2.3 2.3
2.2
2.2
2.1
2.1
2
2 0 2 4 6 8 10 12 14 16 18 20
0 2 4 6 8 10 12 14 16 18 20
Sampling Instant
Sampling Instant
Input Sequence Generated Continuous input profile

by computer generated by DAC
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Discrete Dynamic Models

IIT Bombay
dx
Solve = Ax(t ) + Bu(t )
dt
with
i h initial di i x(t k ) = x(kT ) ≡ x(k )
i i i l condition
and u (t ) = u (k ) for kT ≤ t < (k + 1)T
I an (ideal)
In (id l) digital
di it l control
t l system,
t d t arrives
data i or is
i sentt outt
at discrete time instants (0, T, 2T, 3T,...., kT,....)
Thus we need model that relates
Thus,
x(kT) and / or y (kT) with u(kT) for k = 0,1....
This is achieved by converting differential eqn.
eqn in
continuous time to difference eqn. in discrete time
Notation
x(k) ≡ x(t = kT), y (k) ≡ y (t = kT) and u(k) ≡ u(t = kT)
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Integrating Factor
IIT Bombay
dx
Note : To integrate scalar ODE = ax(t ) + bu (t )
dt
with
ith initial diti x(kT ) ≡ x(k ) for
i iti l condition f kT ≤ t < (k + 1)T
we need integrating factor e -at where
a 2 t 2 a 3t 3 a nt n
e = 1 + at +
at
+ + .... + + ....
2! 3! n!
Defining exponential exp( At ) as follows
t 2
t 3
e At = I + At + A 2 + A 3 + ....
2! 3!
d At 2t 2 3t 2 3
e = A+ A + A + ....
dt 2! 3!
⎡ t2 2 t3 3 ⎤
= ⎢I + At + A + A + ....⎥ A = e At A
⎣ 2! 3! ⎦
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Discrete Dynamic Model

IIT Bombay
dx
Using e − At
as integrating factor e − At
= e − At [Ax(t ) + Bu(t )]
dt
e − At ⎡ dx
⎢⎣ dt − Ax (t )
⎤ d − At
=
⎥⎦ dt e x [
(t ) = e − At
]
Bu(t )
( k +1)T t k +T
⎡ ( k +1)T
⎤
[− At
]
∫kT d e x(t ) = t∫ e Bu(τ )dτ = ⎢⎢ kT∫ e Bdτ ⎥⎥u(k )
− Aτ − Aτ
k ⎣ ⎦
⎡ ( k +1)T
⎤
e − A ( k +1)T
x(k + 1) = e − A ( kT )
x(k ) + ⎢ ∫ e Bdτ ⎥u(k )
− Aτ
⎢⎣ kT ⎥⎦
⎡( k +1)T A [( k +1)T −τ ] ⎤
x(k + 1) = e AT [ ] x( k ) + ⎢ ∫ e Bdτ ⎥u(k )
⎢⎣ kT ⎥⎦
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Discrete Dynamic Model

IIT Bombay
Defining τ = (k + 1 )T-t we have dτ = -dt and

⎡ ⎤
[ ]
T
x(k + 1) = e x(k ) + ⎢ ∫ e Bdτ ⎥u(k )
AT Aτ
⎣0 ⎦
C
Computer controll relevant
l discrete
di models
d l
x(k + 1) = Φx(k ) + Γu(k )
y (k ) = Cx(k )
T
Φ = exp( AT ) ; Γ = ∫ exp( Aτ )B dτ
0
Note: Assumption of piece-wise constant inputs

holds only
y for manipulated
p inputs
p and NOT
for the disturbances or any other input
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IIT Bombay
Computation of Model Matrices
Special Case : Matrix A is diagonalizable, i.e. A has
linearly independent eivenvectors and can be expressed as
A = ΨΛΨ −1
Ψ : Eigenvector matrix (eigenvectors as columns)
Λ = Diagonal matrix with eigenvalues on diagonal
Av (i) = λi v (i) ffor i = 1,2,,...n
[
Ψ = v (1) v (2) .... v (n) ]
⎡λ1 0 ... 0⎤
⎢0 λ ... 0 ⎥⎥
Λ=⎢ 2
⎢ ... ... ... ... ⎥

⎢ ⎥
⎣ 0 ... ... λn ⎦
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Note : For a scalar λ

λ2 λ3 λn
eλ = 1 + λ + + + .... + + ....
2! 3! n!
Using definition of exponential of a matrix
t2 2 t3 3
e At = I + At + A + A + ....
2! 3!
−1
= ΨΨ + ΨΛΨ [ −1
] t2
[
t + ΨΛ2 Ψ −1 + ....
2!
]
⎡ t2 2 t3 3 ⎤ −1
= Ψ ⎢I + Λt + Λ + Λ + .....⎥ Ψ
⎣ 2! 3! ⎦
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Λt ⎡ t2 2 t3 3 ⎤
e = ⎢I + Λt + Λ + Λ + .....⎥
⎣ 2! 3! ⎦
⎡ 2 t
2
⎤
⎢1 + λ1t + λ1 + ... 0 ... 0 ⎥
⎢ 2! ⎥
⎢ t 2
⎥
=⎢ 0 1 + λ2t + λ2 + ...
2
... ...
2! ⎥
⎢ ... ... ... 0 ⎥
⎢ 2 t
2 ⎥
⎢ 0 ... ... 1 + λnt + λn + ...⎥
⎣ 2! ⎦
⎡e λ1t 0 ... 0 ⎤
⎢ ⎥
0 e λ2 t ... 0 ⎥
=⎢
⎢ ... ... ... ... ⎥
⎢ λn t ⎥
⎢⎣ 0 ... ... e ⎥⎦
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⎡ ⎤ −1
e At
t2 2 t3 3
= Ψ ⎢I + Λt + Λ + Λ + .....⎥ Ψ = Ψ e Λt Ψ −1 [ ]
⎣ 2! 3! ⎦
T
⎡T ⎤ −1
Γ = ∫ exp( Aτ )B dτ = Ψ ⎢ ∫ exp(Λτ ) dτ ⎥ Ψ B
0 ⎣0 ⎦
⎡T λ1τ ⎤
⎢ ∫ e dτ 0 ... 0 ⎥
⎢0 ⎥
⎤ ⎢ 0 ⎥
T
⎡T
∫ dτ
λ2τ
e
⎢ ∫ exp((Λτ ) dτ ⎥ = ⎢
... 0 ⎥
⎣0 ⎦ ⎢ ... 0 ⎥
⎢ ... ...
T
... ⎥
⎢ ⎥
⎢ 0 ... ... ∫ e λnτ dτ ⎥
⎣ 0 ⎦

Automation Lab
Alternate Method
IIT Bombay
dx
= Ax + Bu
dt
Initial Condition : x(kT ) = x(k ) and u(t ) = u(k ) over kT ≤ t < (k + 1)T
Taking Laplace Transform
sx( s ) − x( k ) = Ax
A ( s ) + Bu
B ( s)
1 − e −Ts
[sI − A ]x( s) = x(k ) + Bu (k )
s
⎡ 1 − e −Ts ⎤
x( s ) = [sI − A ] ⎢x(k ) +
−1
Bu(k )⎥
⎣ s ⎦
⎧ −1 ⎡ 1 − e −Ts ⎤⎫
x(k + 1) = L ⎨[sI − A ] ⎢x(k ) +
−1
B (k )⎥ ⎬
Bu
⎩ ⎣ s ⎦⎭
= Φ = L [sI − A ]
T
AT −1 −1
e Γ = ∫ e Aτ Bdτ
t =T
0
Automation Lab
Alternate Method
IIT Bombay
Example : Normalized Model of Electric DC motor

dx ⎡− 1 0⎤ ⎡1⎤
=⎢ ⎥ x + ⎢ ⎥u
dt ⎣ 1 0⎦ ⎣0⎦
y = [0 1]x
⎡ 1 ⎤
0⎥
0 ⎤ ⎢ ( s + 1)
−1
−1 ⎡ s + 1 0⎤ 1 ⎡s
( sI − A ) = ⎢ ⎥ = ⎢ ⎥ =⎢ ⎥
⎣ −1 s⎦ s ( s + 1) ⎣1 s + 1⎦ ⎢ 1 1⎥
⎢⎣ s ( s + 1) s ⎥⎦
⎧ 1 ⎡s 0 ⎤⎫ T ⎡ e −τ 0⎤ ⎡1⎤
−1
Φ=L ⎨ ⎢ ⎥ ⎬ Γ=∫ ⎢ ⎥ ⎢ ⎥ dτ
⎩ s ( s + 1) ⎣1 s + 1⎦ ⎭
−τ
0
⎣1 − e 1 ⎦ ⎣0 ⎦
⎡ e −T 0⎤ ⎡ 1 − e −T ⎤
=⎢ ⎥ =⎢
−T −T ⎥
⎣1 − e 1⎦ ⎣ − +
T 1 e ⎦
Automation Lab
IIT Bombay
⎡T ⎤
p( Aτ )Bdτ ⎥ = [Φ − I ]A −1B
When matrix A is invertible ⎢ ∫ exp(
⎣0 ⎦
Quadruple Tank System
Discrete Time State Space
p Model Matrices
Sampling Time T = 5 sec
⎡0.9233 0 0.1813 0 ⎤
⎢ 0 0.9462
0 9462 0 0
0.1493
1493⎥
Φ=⎢ ⎥
⎢ 0 0 0.8112 0 ⎥
⎢ ⎥
⎣ 0 0 0 0.8465⎦
⎡ 0.4001 0.02276⎤
⎢0.01209 0.3055 ⎥
⎢ ⎥ ⎡0.5 0 0 0⎤
Γ= C=⎢
⎢ 0 0 2159 ⎥
0.2159 ⎣ 0 0.50 5 0 0⎥⎦
⎢ ⎥
⎣ 0.1438 0 ⎦
Automation Lab
q Transfer Function Matrix

IIT Bombay
q : Time Shift Operator

Consider discrete time signal ( ) : k = 0,1,....}
g {{x(k) , , }
q{x(k)} = {x(k + 1)} ; q -1{x(k)} = {x(k - 1)}
)} = {x((k + n))} ; q -n {x((k)}
q n {x((k)} )} = {x((k - n))}
for any integer n
q-Transfer Function Matrix: Can be obtained by taking
q-transform together with assumption x ( 0) = 0
x(k + 1) = qx(k ) = Φx(k ) + Γu(k )
⇒ [qI − Φ ]x(k ) = Γu(k )
y (k ) = Cx(k ) = C[qI − Φ ] Γu(k )
−1
y (k ) = G p (q )u(k )
G p (q ) = C[qI − Φ] Γ
−1

Automation Lab
IIT Bombay
Discrete q-transfer function model

S
Sampling
li TiTime (T) = 5 sec
⎡ h1 (k ) ⎤ ⎡ 0.2 ⎤ ⎡ v1 (k ) ⎤
⎢ ⎥ ⎢ q - 0.9233
0 01034 ⎥ ⎢
0 01138 q + 0.01034
0.01138 ⎥
⎢ ⎥ ⎢ q 2
- 1.734 q + 0.749 ⎥⎢ ⎥
⎢ ⎥=⎢ ⎥⎢ ⎥
⎢h (k )⎥ ⎢ 0.006045
0 006045 q + 0.005614
0 005614 0 1528
0.1528 ⎥ ⎢v2 ( k ) ⎥
⎢ 2
⎥ ⎢ 2 ⎥⎢ ⎥
⎢⎣ ⎥⎦ ⎣1q44 - 1.793 q + 0.8009
4 4 4 4 4 4 4 2 4 4 4
q - 0.9462
444444 3⎦ ⎢⎣123⎥⎦
123
y (k ) G (q) u(k)
Transfer function matrix gives relationship between

th measured
the m s d outputs
tp ts and
nd m
manipulated
nip l t d inp
inputs
ts

Automation Lab
IIT Bombay
Time domain difference Equation
0.04329 q + 0.03549 0.04329 q -1 + 0.03549q -2

h1 (k ) = 2 v2 ( k ) = -1 -2
v2 ( k )
q - 1.498 q + 0.551 1 - 1.498 q + 0.551q
[1 - 1.498 q -1
] [ ]
+ 0.551q -2 h1 (k ) = 0.04329 q -1 + 0.03549q -2 v2 (k )
1 498 h1 (k − 1) + 0.551
h1 (k ) - 1.498 0 551h1 (k − 2) = 0.04329
0 04329 v2 (k − 1) + 0.03549
0 03549 v2 (k − 2)
Linear Difference Equation Model

h1 (k ) = 1.498
1 498 h1 (k − 1) - 0.551
0 551h1 (k − 2)
+ 0.04329 v2 (k − 1) + 0.03549 v2 (k − 2)
where k = 2,3,4,......
Initial Conditions : h1 (0) = h1 (1) = 0
Automation Lab
z Transforms
IIT Bombay
Consider discrete time uniformly sampled discrete signal

{ f (k ) : k = 0 ,1,....}
z - Transform of { f (k )} is defined as
∞
Ζ{ f (k )} ≡ f ( z ) = ∑ f (k ) z − k
k =0
where z is a complex variable.
Inverse transform is given as

1
∫
k −1
f (k ) = f ( z ) z dz
2πi
where contour integral encloses all singularities of f ( z ).
Note : z = eTs
T
and T ≡ sampling interval, s ≡ Laplace operator
Automation Lab
z Transforms : Properties
IIT Bombay
Linearity
Ζ[αf(k) + β g (k )] = αΖ[f(k)] + β Ζ[g(k)]
Time Shift
Ζ{ f (k - n))} = z − n f ( z )
⎡ n −1 ⎤
Ζ{ f (k + n)} = z ⎢ f ( z ) − ∑ f ( j ) z ⎥
n −j
⎣ j =0 ⎦
Final Value Theorem
Initial Value Theorem
If (1 - z -1 ) f ( z ) does
d nott have
h any poles l
lim
f (0) = f ( z) on or outside the unit circle, then
z→∞ lim lim
f (k ) = (1 - z -1 ) f ( z )
k→∞ z →1
Automation Lab
z Transforms : Examples
IIT Bombay
Example 1
y(kT) = α with k ≥ 0 (step function)
Ζ{y(kT)} = α + αz −1 + αz − 2 + ......
α
=
1 − z −1
Example 2
y(kT) = kT with k ≥ 0 (ramp)
Ζ{y(
y(kT))} = 0 + Tz −1 + 2Tz − 2 + ......
= T ( z −1 + z − 2 + ....)
Tz
=
( z − 1) 2

Automation Lab
IIT Bombay
Pulse Transfer Function Matrix
x(k + 1) = Φx(k ) + Γu (k )
Taking z - transform on bothe sides of difference equation
∞
⎡ ∞
⎤
∑
k =0
x ( k + 1) z −k
= z ⎢∑
⎣ k =0
x ( k ) z −k
− x (0) ⎥
⎦
⎡∞ ⎤ ⎡ ∞
⎤
= Φ ⎢∑ x( k ) z − k ⎥ + Γ ⎢∑ u ( k ) z − k ⎥
⎣ k =42
1 0
4 43 4⎦ ⎣ k =42
1 4 43
0
4⎦
x( z ) u(z)
When x((0)) = 0 we have

zx(z) = Φx(z) + Γu ( z )
Rearranging [zI - Φ]x(z) = Γu( z )
⇒ x(z) = [zI - Φ] Γu ( z )
−1

Automation Lab
IIT Bombay
Pulse Transfer Function Matrix
y (k ) = Cx(k )
Taking z transform on both the sides
⎡∞ ⎤ ⎡ ∞
−k ⎤
⎢∑ ⎢∑
−k
y ( k ) z ⎥ = C x ( k ) z ⎥
⎣1
k =0
42
4 43 4⎦ ⎣1k =0
42
4 43 4⎦
y( z) x(z)
⇒ y ( z ) = Cx( z )
Combining x( z ) = [zI - Φ] Γu( z ) with y ( z ) = Cx( z )

−1
we have
{ }
y ( z ) = C[zI - Φ] Γ u( z ) = G ( z )u( z )
−1
Pulse Transfer Function

G ( z ) = C[zI − Φ] Γ
−1

Automation Lab
IIT Bombay
Pulse transfer function model

S
Sampling
li TiTime (T) = 5 sec
⎡ 0.2 ⎤ ⎡ v1 ( z ) ⎤
⎡ h1 ( z ) ⎤ 0 01034 ⎥ ⎢
0 01138 z + 0.01034
0.01138 ⎥
⎢ ⎥ ⎢
⎢
z - 0.9233 2
⎥ ⎢ ⎥
⎢ ⎥= z - 1.734 z + 0.749
⎢ ⎥
⎢ ⎥ ⎢ ⎥
⎢ 0
0.006045
006045 z + 0
0.005614
005614 0
0.1528
1528 ⎥ ⎢v ( z ) ⎥
⎢h ( z )⎥ ⎢ 2
⎥
⎣1223⎦ ⎢⎣ z 2 - 1.793 z + 0.8009 ⎥
14444444442444z4 - 0.9462
44444 3⎦ 1⎢⎣
2 3 ⎦⎥
y( z) G( z) u(z)
()
Developed using discretization of linearized mechanistic model

Automation Lab
IIT Bombay
Time domain difference Equation
b1 z + b2 −d b1 z -d-1 + b2z -d-2

y( z) = 2 z u( z ) = u( z )
z + a1 z + a 2 1 + a1 z + a 2 z
-1 -2
d = dead time
[1 + a1 z -1
+ a 2 z ]
-2
y ( z ) =[b1 z -d-1
+ b2 z ]
-d- 2
u( z )
Taking Inverse z transform on both sides, we get

y (k ) + a1 y (k − 1) + a 2 y (k − 2) = b1u (k − d − 1) + b 2 u (k − d − 2)
Linear Difference Equation Model
y ( k ) = - a 1 y ( k − 1) - a 2 y ( k − 2)
+ b1 u ( k − d − 1) + b2u ( k − d − 2)
where k = 2,3,4,......
Initial Conditions : y (0) = y (1) = 0

Automation Lab
IIT Bombay
Practical Difficulty and Remedy
Practical Difficulty
A reliable mechanistic model may not be available
for the system under consideration.
Instead
I d of
f starting
i from
f well
ll d
developed
l d nonlinear
li
mechanistic model, can we estimate parameters of
linear p
perturbation directly
y from operating
p g data?
Remedy
1.. Inject known input
nput perturbat
perturbations
ons in
n the system
2. Record measured outputs generated in response
to the perturbations
3 Estimate dynamic model parameters using optimization
3.

Automation Lab
4 Tank Experimental Setup

IIT Bombay
Quadruple Tanks Setup
Tank 3 Tank 4
Tank 1 Tank 2
Control Control
V l 1
Valve Valve 2

Automation Lab
Identification Experiments IIT Bombay
on 4 Tank Setup
Input 1 Input 2
Output 2
Output 1

Automation Lab
IIT Bombay
4 Tank Setup: Input Excitations
Manipulated Input Sequence
1
ut 1 (mA)
0
Inpu
-1
0 200 400 600 800 1000 1200
1
Input 2 (mA)
-1
0 200 400 600 800 1000 1200

Time (sec)

Automation Lab
IIT Bombay
4 Tank Setup: Measured Output
Meaured Output
5
Level 1 (mA)
0
L
-5
0 200 400 600 800 1000 1200
4
el 2 (mA)
2
0
-2
2
Leve
-4
-6
0 200 400 600 800 1000 1200
Time (sec)

Automation Lab
IIT Bombay
Experimental Data for Modeling
Experimental data collected

Operating
Measured Outputs
Steady State
YN ≡ {Y (0), Y (1),....., Y ( N )}
≡ ( Y, U )
Known and/or manipulated Inputs
U N ≡ {U (0), U (1),....., U ( N )}
Generate Perturbation Variables
y (k ) = Y(k ) − Y
Measured Outputs
YN ≡ {y (0), y (1),....., y ( N )}
u(k ) = U (k ) − U
Known and/or manipulated Inputs
U N ≡ {u(0), u(1),....., u( N )}
Automation Lab
Splitting Data for IIT Bombay
Identification and Validation
Input and output signals

5
0
y1
-5
0 500 1000
1
0.5
u1
0
-0.5
0 500 1000
Samples
Id tifi ti D
Identification Data
t V lid i d
Validation data
Automation Lab
IIT Bombay
Quadruple Tank: Grey Box Linear Model
Let us treat elements of matrices in the discrete

Linear state space model as unknowns
⎡α1 0 α 2 0 ⎤ ⎡ β1 β2 ⎤
⎢0 α α ⎥ ⎢β β 4 ⎥⎥
0 ⎡γ 1 0 0 0⎤
Φ=⎢ 3 4 ⎥ Γ=⎢ 3 C=⎢
⎢ 0 0 α5 0 ⎥ ⎢0 β5 ⎥ ⎣0 γ2 0 0⎥⎦
⎢ ⎥ ⎢ ⎥
⎣ 0 0 0 α 6⎦ ⎣β 6 0⎦
Note: We are assuming that structure of matrices is

known i.e. we know where zero and non-zero elements are
Define parameter vector
Θ = [α1 ... α 6 β1 ... β 6 γ 1 γ 2 ] T

Automation Lab
Model Parameter Estimation

IIT Bombay
Given set U N = {u(0), u(1),....u( N − 1)},

guess for Θ and initial state xˆ ((0))
g
we can generate state sequence
by recursively using linear difference equation
yˆ (0) = C(Θ) )xˆ (0)
xˆ (1) = Φ (Θ)xˆ (0) + Γ(Θ)u(0)
yˆ (1) = C(Θ) )xˆ (1)
xˆ (2) = Φ (Θ)xˆ (1) + Γ(Θ)u(1)

yˆ (2) = C(Θ) )xˆ (2)
xˆ (3) = Φ (Θ)xˆ (2) + Γ(Θ)u(2)

yˆ (3) = C(Θ) )xˆ (3)
Automation Lab

IIT Bombay
Define prediction error Let W ≡ Diagonal weighting

ε(k) = y ( k ) − yˆ (k ) matrix with + ve elements
Estimate Θ and initial state xˆ ((0)) byy solvingg followingg

optimization problem
( ) Min N
Θ
ˆ , xˆ (0) = ∑ [ε ( k ) ]T
Wε(k )
Θ, xˆ (0) k =0
Subject to
xˆ (k + 1) = Φ (Θ)xˆ (k) + Γ(Θ)u(k)
yˆ (k) = C(Θ)xˆ (k)
h k = 0,1,2,........N - 1
where

Automation Lab
Alternate Approach
IIT Bombay
Let us treat elements of q transfer function

Matrix model as unknowns
⎡ y1(k)⎤ ⎡ b1 b2 q + b3 ⎤⎡u1(k)⎤
⎢ ⎥ ⎢ q+a q 2
+ a q + a ⎥⎢ ⎥
⎢ ⎥ ⎢ 1 2 3
⎥⎢ ⎥
⎢ ⎥=⎢ ⎥⎢ ⎥
⎢ y (k)⎥ ⎢ b4 q + b5 b ⎥⎢u (k)⎥
⎢ 2 ⎥ ⎢ 2 ⎥⎢ 2 ⎥
6
⎣424
1 ⎣q4+4
3⎦ 1
a 4 q + a5
444 42444444
q + a 6 ⎦⎣
31 424 3⎦
y(k) G(q) u(k)
Define parameter vectors
Θ1 = [a1 b3 ]
T
a2 a3 b1 b2
Θ 2 = [a4 b6 ]
T
a5 a6 b4 b5
Automation Lab
MISO Model Identification

IIT Bombay
Consider MISO model

b1 b 2 q + b3
yˆ1 (k ) = u1 (k ) + 2 u2 (k )
q + a1 q + a2 q + a3
b1q −1 (1 + a 2 q -1 + a 3q -2 )u1 (k ) + (1 + a1q −1 )(b 2 q -1 + b 3 q − 2 )u2 (k )
=
(1 + a1q -1 )(1 + a 2 q -1 + a 3 q − 2 )
yˆ1 (k ) = −(a1 + a2 ) yˆ1 (k − 1) − (a1a2 + a3 ) yˆ1 (k − 2) − a1a3 yˆ1 (k − 3)

+ b1u1 (k − 1) + b1a2u1 (k − 2) + b1a3u1 (k − 3)
+ b2u2 (k − 1) + (a1b2 + b3 )u2 (k − 2) + a1b3u2 (k − 3) − − − (1)

Automation Lab

IIT Bombay
Given set U N = {u(0), u(1),....u( N − 1)}, guesses for Θ1

and initial state yˆ1 (0), y ) yˆ1 (2)
ŷ1 (1),
we can generate state sequence
yˆ1 (2), yˆ1 (3),..... yˆ1 ( N )
using difference equation (1) recursively
Define prediction error
ε 1 (k) = y1 (k ) − yˆ1 (k )
Estimate Θ1 (
ˆ , yˆ (0), yˆ (1), yˆ (2) by
1 1 1 y solving
gf)
following
g
optimization problem
Min
( )
N
Θ1 , yˆ1 (0),
ˆ ) yˆ1 (1),
) yˆ1 (2) = [
∑ 1
ε (k ) ]2
Θ1 , yˆ1 (0), yˆ1 (1), yˆ1 (2) k =2

Automation Lab
Pros and Cons

IIT Bombay
In each case, we get highly nonlinear optimization

problem
Important to give good initial guess to obtain
reliable model parameters: not an easy task
It is assumed that ‘structure’ of the linearized
state space
p model / q-TF
q matrix is know a-priori,
p
which may not be the case
Effect of unmeasured inputs (disturbances) on
system dynamics is not captured by the model
Possible Remedy: Black box modeling

Automation Lab
Summary
IIT Bombay
If a reliable mechanistic / ggreyy box model

is available, then a linear perturbation
model can be developed using the Taylor
series
i expansioni iin the
h neighborhood
i hb h d of f
the operating point
If structure of linear perturbation model

matrices is known
known, then the parameters can
of the model can be estimated using input
output data.
data

Automation Lab
IIT Bombay
Stability of Linear Dynamic Model
Quick Review of Continuous Time Results
Consider SISO Continuous Time Linear Perturbation Model
Transfer Function
dx
= Ax + Bu
dt ⎛ n( s ) ⎞
y ( s ) = ⎜⎜ ( )
⎟⎟u ( s ) = C[sI − A ]−1 B u ( s )
y = Cx ⎝ d (s) ⎠
x(0) = 0 n( s ) C[adj[sI − A ]]B
=
d ( s) d [sI − A ]
det
Roots of denominator polynomial

d ( s ) = det[sI − A ]
i.e. eigen values of matrix A
determine the asymptotic behavior of the solution
Automation Lab
IIT Bombay
Case : All the roots of denominator polynomial

d ( s ) = det[sI − A ]
are in strictly Left Half Plane of complex s - plane
⇒ Dynamic System is Asymptotically Stable
If some of the roots are on the imaginary axis and rest in LHP
⇒ Dynamic System is Marginaly Stable
Case : Is any root of denominator polynomial

d ( s ) = det[sI − A ]
are in Right Half Plane of complex s - plane
⇒ Dynamic System is Unstable
Automation Lab
IIT Bombay
Stability: Discrete Time Systems
Consider SISO discrete time linear perturbation model
x(k + 1) = Φx(k ) + Γu (k ) y (z) =

n( z )
d ( z)
( )
= C[zI - Φ] Γ u ( z )
−1
y (k ) = Cx(k )
n( z ) (C adj[zI - Φ]Γ )
x ( 0) = 0 =
d ( z) det[zI - Φ]
Analogous to the continuous time case

Roots of denominator polynomial
d ( z ) = det[zI − Φ ]
i.e. eigenvalues of matrix Φ
determine the asymptotic behavior of the solution
Automation Lab
IIT Bombay
Stability:
y Discrete Time Systems
y
Consider scenario x(0) is non - zero and u(k) = 0
x(1) = Φx(0)
x(2) = Φx(1) = Φ 2 x(0)
..............
x(k ) = Φ k x(0)
Consider
C id special
i l case
where Φ is diagonalizable ⎡(λ1 )k 0 ... 0 ⎤
⎢ ⎥
Φ = ΨΛΨ −1
k
Λ = ⎢ 0 (λ2 )k ... 0 ⎥
⎢ ... ... ⎥
⇒ Φ 2 = ΨΛ2 Ψ −1 ⎢
... ...
k⎥
⇒ Φ k = ΨΛk Ψ −1 ⎢⎣ 0 ... ... (λn ) ⎥⎦

Automation Lab
IIT Bombay
Case : All the roots of denominato r polynomial

d (z ) = det[zI − Φ ]
i.e. eigenvalues of Φ
are in strictly inside the unit circle in complex z - plane
i.e. λi < 1 f
for i = 1,2,
, , ... n
Then (λi )k → 0 as k → ∞
⇒ Λk → [0] ⇒ Φ k = ΨΛk Ψ −1 → [0]
⇒ x(k ) = Φ k x(0) → 0
⇒ Dynamic
D i System
S i Asymptotic
is A i ally
ll Stable
S bl
Automation Lab
IIT Bombay
Case : All the roots of denominato r polynomial

d (z ) = det[zI − Φ ]
i.e. eigenvalues of Φ
are in inside or on the unit circle in complex z - plane
i.e. λi ≤ 1 for i = 1,2,
, , ... n
Then (λi )k remains bounded as k → ∞
⇒ Φ k = ΨΛk Ψ −1 remains bounded as k → ∞
⇒ x(k ) = Φ k x(0) remains bounded as k → ∞
⇒ Dynamic System is Marginally Stable
Automation Lab
IIT Bombay
Case : If any one or more roots of denominato r polynomial

d (z ) = det[zI − Φ ]
i.e. eigenvalue
g s of Φ
are outside inside the unit circle of complex z - plane
i.e. λj > 1 for some j
( )
Then λj k
→ ∞ as k → ∞
⇒ Λk → [∞] ⇒ Φ k = ΨΛk Ψ −1 → [∞]
⇒ x(k ) = Φ k x(0) → ∞
⇒ Linear Dynamic System is Unstable

Automation Lab
Poles in s-plan and z-plane

IIT Bombay
A = ΨΛΨ -1 ⇒ Φ = e AT = Ψ e ΛT Ψ -1 [ ]
Thi implies
This i li that
h
Matrix A and Matrix Φ have identical eigenvectors
Also, if λ is eigenvalue of A then e λT is eigenvalue of Φ
Let λ = α + jβ represent an eigenvalue of A

e λT = e αT + jβT = e αT [cos( βT ) + j sin( βT )]
[cos( βT ) + j sin( βT )] = 1
⇒ Location of e λT
λT
in z - plane is determined by eαT
Automation Lab

IIT Bombay
If α < 0 then eαT < 1

⇒ All poles in left half of s - plane map inside a unit circle
around the origin in z - plane
If α = 0 then eαT = 1
⇒ All p
poles on the imaginary
g y axis in s - p
plane
map on the boundary of the unit circle in z - plane
If α > 0 then
th eαT > 1
⇒ All poles in left half of s - plane
map outsidesid
id ide the
h unit
i circle
i l ini z - plane
l
Automation Lab

IIT Bombay
Conformal map z = exp(sT)

Automation Lab

IIT Bombay
Note : For every continuous time linear system

we can find
fi d an equivalent
i l discrete
di i system
time
once the samplinginterval is specified.
However, the reverse may not be always possible.
Example
y(k + 1 ) = -0.5 y(k) + u(k)
z − domain pole : z = - 0.5
Th is
There i no continuous
ti ti system
time t off the
th form
f
dy
τ + y (t ) = κu (t )
dt
with real value of τ such that exp(-T/τ ) = −0.5
Automation Lab
Reference Textbooks IIT Bombay
Astrom, K. J., and B. Wittenmark, Computer

C t ll d S
Controlled Systems,
t P
Prentice
ti H Hall
ll I
India
di (1994)
(1994).
Franklin, G. F., Powell, J. D., and M. L. Workman,
Digital Control Systems, Addison Wesley, 1990.
Ljung, L., Glad, T., Modeling of Dynamic Systems,
Prentice Hall, N. J., 1994.
The following paper on quadruple tank system has
been referred in the presentation
Johanson, K
Johanson K. H
H. (2000)
(2000), The Quadruple-Tank
Quadruple Tank
Process: A Multivariable Laboratory Process with
an Adjustable Zero, IEEE Trans. on Control
Systems Technology,
T h l 8,
8 3,
3 456-465.
456 465

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Development of Control Relevant

Linear Perturbation Models

Why Mathematical Modeling?

Key Component of All Advanced Monitoring,

• Process Synthesis and Design (offline)

1/16/2014 System Identification 2

Plant Wide Control Framework

Long Term Scheduling Market

1/16/2014 System Identification 3

Layer 2 Dynamic Multivariable Time

Layer 1 SISO Time Series Models,

1/16/2014 System Identification 5

First Principles / Phenomenological/ Mechanistic

1/16/2014 System Identification 6

Grey Box Models

Part of model developed from the first principles

1/16/2014 System Identification 7

1/16/2014 System Identification 8

I1 : % current input to thyrister power controller

Black Box Models

 Linear / nonlinear difference / differential

1/16/2014 System Identification 11

 In some cases,, a reliable mechanistic or

1/16/2014 System Identification 12

1/16/2014 System Identification 13

a1, a3 [cm2] 0.071

 Linear perturbation models: Regulatory

1/16/2014 System Identification 16

Given a lumped parameter model

Given steady state operating inputs ( U, D)

Taylor series expansion in the neighborhood of ( X, U, D)

⎡ ∂f1 ∂f1 ∂f1 ⎤ ⎡ ∂f1 ∂f1 ∂f1 ⎤

⎢⎣ ∂X ⎥⎦ = ⎢ ∂x1 ∂x2 ∂xn ⎥ ; ⎢ ⎥ = ⎢ ∂u1 ∂u2

Continuous Time Linear Perturbation Model

Linearization of Quadruple Tank Model

1/16/2014 System Identification 22

Transfer Function Matrix

Can be obtained by taking Laplace transform

1/16/2014 System Identification 23

Transfer Function Models

T.F. Models Derived from Linearized Mechanistic Model

Models for Computer Control

Digital To Analog Analog

1/16/2014 System Identification 25

Discrete Dynamic Models

Development of computer oriented discrete

2. Input Reconstruction with zero order hold :

1/16/2014 System Identification 26

Output measurements are available only

Continuous Measurement Sampled measurement

1/16/2014 System Identification 27

In computer controlled (digital) systems

Input Sequence Generated Continuous input profile

Discrete Dynamic Models

Discrete Dynamic Model

Discrete Dynamic Model

Defining τ = (k + 1 )T-t we have dτ = -dt and

Note: Assumption of piece-wise constant inputs

⎢ ... ... ... ... ⎥

Note : For a scalar λ

Using definition of exponential of a matrix

1/16/2014 System Identification 36

Example : Normalized Model of Electric DC motor

Linear / nonlinear difference / differential

In some cases,, a reliable mechanistic or

Linear perturbation models: Regulatory

In each case, we get highly nonlinear optimization

If a reliable mechanistic / ggreyy box model

If structure of linear perturbation model