Chapter 4

Empirical Modelling

Objectives of Empirical Modelling

•Develop continuous first-order and integrator + dead time models from step tests 
•Estimate parameters for discrete-time autoregressive models based on input-output data 
•Calculate poles and zeros of discrete-time models 
•Develop finite step and impulse response models 
The major sections of this chapter are as follows: 
4.1 Introduction 
4.2 First-Order + Dead Time 
4.3 Integrator + Dead Time 
4.4 Discrete-Time Autoregressive Models 
4.5 Parameter Estimation 
4.6 Discrete Step and Impulse Response Models 
4.7 Summary 
It is common to base an input-output model on step responses. In this procedure we first bring the process
to a consistent and desirable steady-state operating point, then make a step change in the input variable. An
important decision is the magnitude of the step change to make. 

•If the step change in input is too small, the measured output may not change enough to develop a reliable
model. This is particularly true if the measured output is “noisy.” Clearly, the magnitude of step input must be
enough so that the output “signal-to-noise” ratio is high enough to obtain a good model. 

•If the step change in the input is too large, the output variable may change too much and produce product that
is “off-specification.” This is not desirable because of the severe economic penalty (i.e., the plant loses too much
money while the step test is being performed). Also, if the step input change is too large, nonlinear effects may
dominate. That is, the operating condition may become significantly different than the desired condition. 
The time delay is observed to be 1 minute, and the time constant is the time it takes (after the time delay) for the
output to change by 0.632(-2) = -1.3°C. That is, the time when y = 23.7°C. In this case, 
                          
Introduction to Autoregressive Models
Discrete autoregressive models assume that an output at the current time step is a function of the outputs
and inputs at previous time steps. The general form is

PARAMETER ESTIMATION
Often when discrete linear models are developed, they are based on experimental system responses rather
than on converting a continuous model to a discrete model. The estimation of parameters for discrete dynamic
models is no different from linear regression (least squares) analysis.

The measured inputs and outputs are the independent variables, and the dependent variables are the outputs.
For simplicity, consider the following model where two previous values of the input and output are used to
predict the next value. This model has four parameters.
For the system of N data points, we can write the
following.
Example 4.4: Process Identification
Although the response to a step input has often been used for process identification, here we apply a
pseudo-random binary sequence of inputs (the input changes randomly between two values) to estimate
parameters in a discrete time model. The input and output responses are shown in Figure 4-8; the open
circles represent the measured outputs obtained with a sample time of 0.25 minutes. The variables are in
deviation form K U Y
-1 1.0 0
0 1.0 -0.1
1 1.0 0.0137
2 -1.0 0.1564
3 1.0 0.4618
4 -1.0 0.1771
5 -1.0 0.3446
6 1.0 0.2171
7 -1.0 -0.1558
8 1.0 0.0485
9 1.0 -0.1879
10 1.0 -0.1123
11 1.0 0.0463
12 -1.0 0.2003
13 -1.0 0.5007
14 1.0 0.3846
15 -1.0 -0.0172
16 1.0 0.1513
17 -1.0 -0.1162
18 -1.0 0.1134
19 1.0 0.0502
Figure 4-8. Output response to a pseudo-random binary input sequence.
Open circles represent output data obtained with a sample time of 0.25 minutes.
The MATLAB and SIMULINK .m and .mdl files used to generate this example
are shown in the Appendix.
It should be noted that the discrete transfer function can be converted to a
continuous transfer function using d2c to find
 4.6. DISCRETE STEP AND IMPULSE RESPONSE MODELS
The common model predictive control techniques based on step or impulse responses.

Step Response Models

Finite step response (FSR) models are obtained by making a unit step input change to a process
operating at steady state. The model coefficients are simply the output values at each time step, as
shown in Figure 4-9. Here, si represents the step response coefficient for the ith sample time after
the unit step input change. If a non-unit step change is made, the output is scaled accordingly.

The step response model is the vector of step response

coefficients,

where the model length n is long enough so that the

coefficient values are relatively constant (i.e., the process
is close to a new steady state).
 Impulse Response Models
Another common form of model is known as a finite impulse response (FIR).
Here, a unit pulse is applied to the manipulated input, and the model coefficients
are simply the values of the outputs at each time step after the pulse input is
applied. As shown in Figure 4-10, h  represents the ith impulse response
i

coefficient.

There is a direct relationship between step

and impulse response models:

Figure 4-11 illustrates how impulse response coefficients can be obtained from step responses. The
impulse response coefficients are simply the changes in the step response coefficient at each time step.
Similarly, step response coefficients can be found from impulse responses; a step response coefficient is
the sum of the impulse response coefficients to that point.
.

Obtaining impulse response models from step response data