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Final Assignment
System Identification and Data Analysis M
Fiberglass Furnace
The process I have chosen for the final identification is one of a Fiberglass Furnace. It has different burners, that we will consider as inputs for the model, and different sensor to measure the temperature at different sections of the system.
In particular, the data collected on the platform has been subdivided in the following sets:
1) Burners[1..5] 2) Temperatures[1..3]
The first step to make in the identification process is to orient the system. As a choice for a model which is MISO, we can select the whole burners set as inputs and the first (indifferently) temperature as output.
Burners[1..5]
Furnace
Temperature[1]
According to the choice made, we can start the identification process. The number of samples available is 122: it is not very high but may be acceptable for a reasonable model. The first attempt we can make to get a good model is to try with ARX family. In fact it is the most simple and if we succeed we will get in our hands a very strong and lightweight model, together with all the benefits coming from ARX (LS Estimate).
ARX Modeling 1) Choice of the model order. We have a lot of tools in our bag of tricks: in particular PPCRE, FPE, MDL, AIC criterions. Model order k PPCRE (%) FPE AIC MDL
1 2 3 4 5 6
PPCRE (%)
18 16 14 12 10 8 6 4 2 0 1 2 3 4 5 6 5 4.5 4 3.5 3 2.5 2 1.5 1 0.5 0 1 2
FPE
AIC
200 180 160 140 120 100 80 60 40 20 0 1 2 3 4 5 6 300 250 200 150 100 50 0 1 2
MDL
In this case, information on PPCRE(and on cost function) is not very useful(no significant stabilization). However, the other criteria suggest us to choose a model of order 2.
Our best tool is, however, the whiteness test on residuals. By computing the sample covariances we obtain the following where the orange line refers to a confidence level of 99%:
25
20
15
10
0 1 2 3 4 5 6
For every order, the whiteness of residuals is respected. We can then choose a model of order 2 which is at the same time simple and correct. Since the data is taken from a real process, it is obvious that a higher order model will give a better approximation. However MDL, AIC, FPE penalizes higher order models.
2) Parameters We can then proceed with the estimation of the parameters by means of Least Squares.
Parameter 1 2 11 12 21 22 31 32 41 42 51 52
Value -0.195 1.18 -3.06E-03 -9.21E-03 2.19E-02 1.41E-02 2.19E-02 -2.76E-02 3.90E-02 -1.58E-02 5.47E-02 -3.28E-02
Std deviation 8.80E-02 8.71E-02 1.71E-02 1.68E-02 1.50E-02 1.51E-02 1.18E-02 1.15E-02 1.38E-02 1.42E-02 2.05E-02 1.89E-02
We can notice that for some parameters the deviation is bigger than the value itself. It is also possible to see that the AR part of the input has higher coefficients, probably due to different scaling of the measurement units.
Even with a simple order 2 ARX model we can achieve very good results. The prevision tracks very well the real behavior of the temperature.
For what concerns the innovation ,we can observe a good behavior with exception for some spikes. This is probably due to non-whiteness of the error, or nonlinearities of the real system.
We can try to evaluate ARMAX or ARARX models to see if it is worth to introduce some complexity for a remarkable improvement.
4) ARMAX Model I tried to build an ARMAX model of order 2, in which the MA part is approximated with an order 8 AR process. The improvement is minimal, in my opinion it is not worth the risk to lose stability properties. I used the IV Estimate in which instruments are generated with another model (in theory with the one used in previous steps)
Parameter 1 2 11 12 21 22 31 32 41 42 51 52 1 2
Value -0.4903 1.4739 -4.9556e-3 -6.2961e-3 2.4810e-2 1.2493e-2 2.7993e-2 -3.1432e-2 1.4752e-2 2.0876e-3 4.7254e-2 -3.7045e-2 -6.5750e-002 -0.3108
Std deviation 0.1463 0.1456 1.8096e-2 1.7721e-2 1.6846e-2 1.5845e-2 1.6846e-2 1.2767e-2 1.8090e-2 1.7105e-2 2.0946e-2 1.9637e-2 2.1564e-2 2.1611e-002
5) ARARX Model Also in this case the improvement wrt. the ARX model is very small. In fact we are modeling the error as an AR process (not so different from ARMAX approximated with higher order AR model).
Parameter 1 2 11 12 21 22 31 32 41 42 51 52 1 2
Value -0.4261 1.4116 -4.1484e-3 -7.0910e-3 2.6528e-2 1.2608e-2 2.6407e-2 -3.1161e-2 2.0816e-2 -2.4398e-3 4.8490e-2 -2.4398e-3 0.1345 0.2847
Std deviation 0.1421 0.1403 1.6896e-2 1.6923e-2 1.5366e-2 1.4852e-2 1.2506e-2 1.2210e-2 1.7105e-2 1.6243e-2 2.0391e-2 1.8691e-2 8.9803e-2 9.1312e-2
6) Conclusions The simple ARX model we obtained at the beginning has been proven to be very powerful. Due to its simplicity and freedom from stability constraints its a really useful tool for prediction and control. The spikes in the innovation are probably due to non-linearity of the real process, in fact a furnace is a very complex system in which many factors can take place, for instance losses due to deformation of the materials inside or to the gas (higher or lower density or energy content).
In conclusion we can say that the whole identification process have been successful and useful to understand the difference between different families of models.