A Modified Extended Recursive Least-Squares Method for Identification of FIR Type Models from Closed-Loop Data

Christopher Betts and James Riggs Department of Chemical Engineering Texas Tech University, Lubbock, TX 79409

Abstract
Performing a plant test under closed-loop conditions can be desirable for model identification. Production loss, resulting in loss of profits, and safety problems may result when control loops are opened for plant testing. However, identification of models from closed-loop data is more difficult compared to models that are identified from open-loop data due to the correlation between the colored noise and the process inputs created by the feedback. This correlation creates a bias in the estimated process model parameters when the normal least-squares estimator is used. The batch solution for the least-squares estimate assumes the prediction error to be zero mean white noise. This assumption fails for closed-loop data. A new method for identifying FIR type models using closed-loop data is proposed. A time-varying bias term with a moving average process is introduced into the model structure and identification is performed using a modified extended recursive least-squares algorithm which eliminates the bias from the process parameter estimates. Once this bias model is introduced, the open-loop step response model (SRM) can be estimated from the closed-loop data which can be used for control purposes. Simulation case studies on a fluidized catalytic cracking (FCC) unit with DMCPlus as the controller were conducted to support the proposed method. Figure 1 shows a typical FCC unit that is used in this work which was modeled in the FORTRAN programming language. This simulator exhibits nonlinearity and coupled dynamics due to the regulatory control loops within the system. These features are considered the realworld aspects of the FCC simulator.

To whom correspondence should be addressed. Tel: (806)742-1765. Email: jim.riggs@ttu.edu.

The fundamental problem with closed-loop identification is that the noise is correlated with the process inputs due to the feedback of the closed-loop system. This correlation creates a bias in the process parameter estimates. Therefore, a bias model is introduced into the identification procedure which eliminates most of the bias, which is shown below.

is a moving average process and

is the bias parameter which forces the residual

(e.g. prediction error) to a zero mean. The bias parameter models the colored components of the noise while the moving average process models the white components of the noise. A recursive least-squares algorithm is then used to identify the process model. Closed-loop data is generated by introducing setpoint excitation into the DMC controller. The proposed method is then used to identify a step response model (SRM) for the FCC unit which is shown in figure 2 with moderate levels of noise. This model is compared to the true model which is shown by the dashed line. CV3 is the stack gas oxygen concentration and CV1 is the riser outlet temperature. MV5 is the slide valve position on the regenerated catalyst transport line and MV4 is the air blower suction valve position. The SRM identified from the closed-loop data using the proposed method does compare to the true model very well. Therefore, the SRM identified from the closed-loop data can be used for control purposes due to the high model quality.

Key Words: Closed-loop identification, finite impulse response model, recursive identification algorithms, bias modeling

Figure 1: Diagram of a typical FCC process: (RX) reactor; (RG) regenerator; (MF) mainfractionator; (A) wet gas compressor; (B) overhead drum; (C) disengager; (D) stripper; (E) reactor riser; (F) cyclones; (G) feed pre-heater; (H) catalyst cooler; (I) stack gas expander; (J) air blower; (K) motor; (L) CO boiler

Figure 2: Identified SRM from closed-loop data using the MX-FIR method with colored noise added. (1x10-3 to CV3 and 0.1 to CV1)