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Model complexity reduction using Laguerre

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 Model complexity reduction using Laguerre filters
Ameni El Anes1 , Kais Bouzrara 1 , Hassani Messaoud1 and José Ragot2

Abstract— In this paper, we propose a reduced complexity II. REMINDER OF REPRESENTATION BY

model by using Laguerre filters. The reduced model is obtained LAGUERRE FUNCTIONS
by applying the bilinear transformation for the identification
of the Fourier coefficients of both Laguerre model and the A. Laguerre function
ARX-Laguerre model. The performances of the proposed iden- Laguerre functions are defined by Arnold C.R [3] and
tification are illustrated by numerical simulations.
King R.E [7]. It was reformulated by Tanguy [13] in the
following form:
min(n,k) j
ξ2 −1

I. INTRODUCTION pn (k, ξ ) = ξ 2n ∑ CnjCkj
ξ2
(1)
j=0

The modeling of a system comprises generally three where ξ is called the (real-valued) Laguerre pole as |ξ | <
complementary stages. The first is related to the choice 1. The Laguerre functions built from these polynomials are
of a structure which can represent validly the behavior given by:
of the system to be modeled, this structure depends on p ξk
a certain number of parameters. The second phase is re- ln (k, ξ ) = 1−ξ2 pn (k, ξ ) (2)
(−ξ )n
lated to parameter identification. The third phase, known
as validation phase, tests the quality of the obtained model By combining the expressions (1) and (2), we obtain the
in term of representativeness of characteristics of the real analytical expressions of the Laguerre discrete functions in
system. Modeling by using orthogonal bases such as base the time domain:
FIR (Finite impulse response), the Laguerre base, the Kautz min(n,k)  2 j
ξ −1
ln (k, ξ ) = 1 − ξ 2 ξ k (−ξ )n ∑ CnjCkj
p
base and the generalized orthogonal base (GOB) present (3)
j=0 ξ2
several advantages with respect to classical linear models
such as, ARX, ARMAX, ... such as: The Z transform of the nth Laguerre function is given by:
- Their independence of the sample time and no need of
z 1−ξ2 1−ξz n
p  
any explicit knowledge about system time constant and time Ln (z, ξ ) = (4)
delay for model development. z−ξ z−ξ
- Good approximation can be obtained with a small number The Laguerre functions resulting from the two previous
of model coefficients for asymptotically stable systems due definitions satisfy the condition of orthogonality. Indeed, we
to orthogonality property of used functions. have for n, m ∈ N + :
We note that the Laguerre model has received interest in the
literature in many field such as [14], [2] , [16] and [25] for < ln (k, ξ ), lm (k, ξ ) >= δnm (5)
the system identification and [21], [23], [28], [13], [4], [15] ,
where δnm is the Kronecker symbol.
[1] and [24] for control system and also [9], [8] and [19] for
system diagnosis. In what follows, we assume that model of
the system is known and we want to reduce complexity by B. Laguerre model
expressing it as Laguerre filters.
In the literature, the impulse response g(k) and the transfer
Some elementary definitions of Laguerre functions are re-
function G(z) of a stable LTI system are generally a linear
called in section 2. Section 3 gives the transformation
combination of orthogonal Laguerre functions:
principle of a discrete SISO model in the form of series
∞
of Laguerre filters. g(k) = ∑ gn ln (k, ξ ) (6)
n=0
∞
*This work was not supported by any organization
1 Ameni El Anes, Kais Bouzrara and Hassani Messaoud are with Re-
G(z) = ∑ gn Ln (z, ξ ) (7)
n=0
search Laboratory of Automatic, Signal and Image processing, Ecole Na-
tionale d’Ingnieurs de Monastir, Rue Ibn Eljazzar, 5019 Monastir, Tunisia. where gn are called Fourier coefficients. In practice, the infi-
elanes.ameni@yahoo.fr nite series defined in the expressions (6) and (7) are truncated
2 José Ragot is with the Research Centre for Automatic Control of Nancy,
CNRS UMR 7039, 2 avenue de la fort de Haye, 54518 Vandoeuvre-les- to a finite order N, what allows to reduce the complexity of
Nancy Cedex, France jose.ragot@univ-lorraine.fr the Laguere model. The choice of the truncating order mainly
 1 + ξ w−1
 
depends on the sampling frequency, used for the discrete with F(w−1 ) = G
representation of the system, and is also the result of a w−1 + ξ
compromise between complexity and accuracy of the model. Therefore, according to (13), there is a linear relation
The response of G(z) to the input u(z) is y(z) = G(z)u(z). between the Fourier coefficients gn and those of the function
Taking into account the expression (6), we obtain in the time F(w−1 ) developed in series of w−i . The identification, term
domain: by term of the coefficients of w−i in the expression (13)
N−1 allows the direct calculus of the Fourier coefficients. Finally
y(k) = ∑ gn xn (k) (8) the procedure involves applying the bilinear transformation
n=0
(10) to G(z) then to carry out polynomial division according
where xn (k) is the input u(k) filtered by the nth orthonormal to the powers of w−1 between numerator and the denomina-
Laguerre function: tor of F(w−1 ) multiplied beforehand by (w−1 + ξ ).
∞ The comparison of the two members of the equation (13)
xn (k) = ∑ ln ( j, ξ )u(k − j) (9) provides the expression of searched coefficients gn .
j=0
Since the relation (13) is also written:
From a structural point of view, the system model is perfectly ∞
1
defined by equations (8) and (9). However, it depends on F(w−1 ) = p [ξ g0 + ∑ (gk−1 + ξ gk )w−1 ] (14)
parameters gn which is convenient to be estimated. 1−ξ2 k=1

III. TRANSFER FUNCTION SIMPLIFICATION the identification of the Laguerre coefficients of G is obtained
The representation of systems as Laguerre filters have been by recurrence from the coefficients fi of F(w−1 ):
justified in the introduction; our goal now is to establish 1p
a systematic procedure to built such a representation. Most g0 = 1 − ξ 2 f0
ξ
works, in this area, use the input and output data collected (15)
1 p 2

on a system to identify the parameters of a model as gi = 1 − ξ fi − gi−1
ξ
Laguerre filters, here the parameters to be identified are the
coefficients gn (8). In our approach, the framework is rather From a practical point of view, instead of (11), the principle
different, since we suppose to already have a discrete transfer of complexity reduction leads to adopt the model:
function of the system, from which the Laguerre model (7) N
must be built. The proposed procedure does not use the GN (z) = ∑ gn Ln (z, ξ )
input and output signals but relies on finding an analytic n=0
transformation ensuring the passage of the discrete transfer The Laguerre model is used particularly for the represen-
function to the Laguerre model. From an idea proposed in tation of damped systems, for this reason, we have resorts to
[11], the application of a particular bilinear transformation ARX-Laguerre model for the representation of various types
is used to compute the Fourier coefficients when the transfer of systems such as the oscillating systems. The Figure 1
function G(z) is known. For this, we will use the bilinear shows the structure of the model consists of Laguerre filters
transformation defined by the change of variable: affecting the input system u which its output is y.
1−ξz 1 + ξ w−1
w−1 = ⇔ z = −1 (10)
z−ξ w +ξ
A. Simplification principle
The transfer function G(z) of a system can be written in
two different forms, i.e. a sum of Laguerre functions and a
rational expression:
∞
G(z) = ∑ gn Ln (z, ξ ) (11)
n=0
B(z)
G(z) = (12) Fig. 1. Structure of the model with Laguerre filters
A(z)
The goal is the passage from the second form, known, B. Example
to the first. In other words, it is to identify the Fourier
We consider the second order transfer function:
coefficients gn . Moreover, the principle of parsimony led us
to choose the pole ξ so as to limit the development on the 3z 2z
G(z) = + (16)
basis of Laguerre functions with an appropriate value of the z − 0.75 z − 0.8
truncating order N. Taking into account the definition (4) By fixing the Laguerre pole near the poles of the system
with the change of variable (10), we obtain: ξ = 0.77, the change of variable (10) becomes:
∞
p
1−ξ2
w−1 + ξ
F(w −1
) = ∑ gn w−n (13) w−1 =
1 − 0.77z
⇔ z=
1 + w−1 0.77
(17)
n=0 z − 0.77 w−1 + 0.77
The resulting bilinear transform from G(z) is as follow:

64.16w−2 − 2479.5w−1 − 3328.3

F(w−1 ) = (18)
w−2 + 8.3w−1 − 270.4
If we carry out a polynomial division of the numerator of
F(w−1 ) by his denominator, we obtain the development of
the function F(w−1 ) in series of w−1 .

F(w−1 ) = 12.308 + 9.549w−1 + 0.102w−2

(19)
+0.038w−3 + 0.002w−4 + o(w−5 )

Then, by using the expression (15), we calculate the coeffi-

cients of the decomposition of G(z) in Laguerre function:
Fig. 4. Bode diagram, N = 1
G(z) = 7.854L0 (z, 0.77) + 0.045L1 (z, 0.77)
(20)
+0.03L2 (z, 0.77) + 0.001L3 (z, 0.77) + o(( 1−0.77z 5
z−0.77 ) )

We can note that the coefficients of the decomposition in

(20) tend to zero when the truncating order tends to infinity.
It is appropriate to compare the initial transfer func-
tion (16) to that obtained by the decomposition based on
Laguerre. For that, we construct the step response of the
Laguerre model (20) like that for the initial system given by
its transfer function (16) for various values of the truncating
order N in the temporal domain. This comparison is also
made in the frequency domain, where the Bode diagram of
the two transfer functions is built.
In the time domain, the comparison is visualized in the
Figures 2 and 3 for two truncating orders; the value N = 2
leads to an acceptable approximation The Figures 4 and 5
Fig. 5. Bode diagram, N = 2
visualize the comparison in the frequency domain for the
truncating orders 1 and 2, the value N = 2 confirms the
characteristics obtained in the temporal domain. Obviously, the approximation of the Laguerre model is
improved each time where the truncating order is increased.
For reasons of parsimony, this order must be limited and we
propose to use an ARX-Laguerre model in order to be able
to solve the problem of the high number of parameters.

C. SISO ARX-Laguerre model

An ARX model (Auto regression with Exogenous input)
is given by the following expression:
na nb
y(k) = ∑ a j y(k − j) + ∑ b j u(k − j) (21)
Fig. 2. Step response, N = 1 j=1 j=1

where u(k) ∈ ℜ et y(k) ∈ ℜ are respectively the input and

the output of the system, na and nb are the truncating orders
of the model, and a j , b j are the parameters of this model.
This model can be also written in the form:
B(z)
Y (z) = U(z) (22)
A(z)
with
nb
B(z) = ∑ b j z− j
j=1
na (23)
A(z) = 1 − ∑ a j z− j
Fig. 3. Step response, N = 2 j=1
As previously, the goal is to represent the system (21) with (6) with the change of variable (10), we obtain:
Laguerre filters applied here jointly to the input and the out- q
put of the system. In the same way, the Laguerre coefficients 1 − ξy2 ∞

can be calculated by applying the bilinear transform in ARX- w−1 + ξy

Fy (w−1
) = ∑ gn,y w−n
n=0 (30)
Laguerre model, via the change of variable given by the ∞
p
1 − ξu2
expression (10). However, the procedure differs from that
w−1 + ξu
Fu (w −1
) = ∑ gn,u w−n
used in subsection 3-A where the bilinear transform was n=0

applied overall to the fraction B(z)/A(z). Indeed, here the with:

1 + ξy w−1
 
change of variable will be introduced separately into the Fy (w−1 ) = Gy −1
polynomial related to the output and that related to the input.  w + ξ−1 y 
(31)
To be reduced to the calculation already done in the previous −1 1 + ξu w
Fu (w ) = Gu
section, we just apply the change of variable (12) to the w−1 + ξu
inverse of these two polynomials, the system (21) can be According to the principle exposed in subsection 3-A, the
written in the form: Fourier coefficients gn,y and gn,u are obtained by recurrence
1 1 from the coefficients fy,i and fu,i : obtained by development in
Y (z) = U(z) (24) series of power of w−1 of the functions Fy (w−1 ) and Fu (w−1 ).
B(z) A(z)
The representation of the ARX-Laguerre-SISO model allows
As in subsection 3-A, the transfer function Gy (z) affecting consequently the filtering of the output and the input in an
the output takes two forms: independent way, with Laguerre filters having different poles.
This principle can be useful to limit the truncating orders of
∞
1
Gy (z) = = ∑ gn,y Ln (z, ξy ) (25) the developments in series. This advantage appears in the
B(z) n=0 possibility to fix the two Laguerre poles at values adapted
to the dynamics of the system and to that of the input. In
and those affecting the input: addition the representation of systems by the ARX-Laguerre
∞ model allows a significant reduction parameter number of
1
Gu (z) = = ∑ gn,u Ln (z, ξu ) (26) the system, when we optimize the values of the Laguerre
A(z) n=0
poles. Obviously, when Laguerre poles ξy and ξu are similar,
we find again the classical Laguerre model. The Figure 6
where gn,y , gn,u , ξy and ξu are respectively the Fourier
visualizes the structure of the model which is constituted by
coefficients and the Laguerre poles associated to the output
Laguerre filters affecting the input u of the system and its
and the input of the system. The goal is to define the
output y, the poles of these filters can be different.
systematic transition from the first to the second form, and
then to deduce the expression of G(z) in the form of Laguerre
filters
∞

Gu (z)
∑ gn,u Ln (z, ξu )
n=0
G(z) = = ∞ (27)
Gy (z)
∑ gn,y Ln (z, ξy )
n=0

With this model structure, the relation input/output of the

system (24) is clarified:
∞ ∞
∑ gn,y Ln (z, ξy )Y (z) = ∑ gn,u Ln (z, ξu )U(z) (28)
n=0 n=0

or:
∞ ∞
∑ gn,y yn (k) = ∑ gn,u un (k)
n=0 n=0
∞
yn (k) = ∑ ln ( j, ξy ) ∗ y(k − j) (29)
j=0
∞ Fig. 6. Structure of ARX Laguerre model
un (k) = ∑ ln ( j, ξu ) ∗ u(k − j)
j=0 D. Example
where ∗ is the convolution product. This generalizes the form To illustrate the effeteness of the proposed modeling
obtained in (8) and (9), the variables un (k) and yn (k) are the technique, let us consider the following ARX model:
outputs of the Laguerre filters affecting the input u(k) and B(z)
G(z) = (32)
output y(k) of the system. Taking into account the definition A(z)
with :
B(z) = 12z4 − 21.85z3 + 12.2375z2 − 1.95z

(33)
A(z) = 5z4 − 6.65z3 + 2.52z2 − 0.2925z

After applying the bilinear transformation to the two quanti-

ties Gy (z) = 1/B(z) and Gu (z) = 1/A(z), the coefficients gnu
and gny are obtained from (30). The quality of the resulting
model is viewed from its responses with respect to an input
u, as well as the bode diagram of each transfer function for
Fig. 10. Response of G, ξy = ξu = 0.5
different values of Laguerre poles. The Figure 7 shows the
input u, the Figures 8, 9 and 10 are given in the time domain
and Figures 11, 12 and 13 represent the frequency domain
built with ξy = ξu = 0.5. As the quality of the resulting model
can be regarded as insufficient, the following figures are built
with the poles ξy = 0.76 and ξu = 0.28.
We note that the identification of the Fourier coefficients
depends heavily on the choice of the values of the Laguerre
poles. The figures show a correlation between the responses
in the time domain and in the frequency domain even for a
reduced truncating order. if the truncating order is high, the
responses are not confused. Fig. 11. Bode diagram of Gy , ξy = 0.5

Fig. 7. Input signal

Fig. 12. Bode diagram of Gu , ξu = 0.5

Fig. 8. Response of Gy , ξy = 0.5

Fig. 13. Bode diagram of G, ξy = ξu = 0.5

Fig. 9. Response of Gu , ξu = 0.5 Fig. 14. Response of Gy , ξy = 0.76

 IV. CONCLUSION
In this work, we have presented a systematic technique
allowing the passage from a discrete transfer function to
an other representation using Laguerre filters. The main
objective is to obtain a simple form of the model without
loosing the temporal and the frequency characteristics of
the initial system. In the simulation examples, we note that
the Laguerre coefficients converge to zero which allows the
truncation to a finite order. The convergence speed of the
Fig. 15. Response of Gu , ξu = 0.28
coefficients depends on the choice of Laguerre poles, from
where the need for optimization of these poles. Therefore,
the analysis of the error due to truncating of the development
series will be a subject of study, the idea is to fix the error
rate to then deduce the value of the poles and the size of the
Laguerre model.
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Fig. 19. Bode diagram of G, ξy = 0.76 and ξu = 0.28

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