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Journal of Hydroinformatics
04.4
2002
ABSTRACT
This paper deals with modelling and identification of a river system using physical insights about the
process, experience of operating the system and information about the system dynamics shown by
measured data. These components together form a linear model structure in the state space form.
The inputs of the prospective model are physical variables, which are not directly measured.
However, the model inputs can be found by a nonlinear transformation of measured variables.
Unknown parameters of the model are estimated from measured data. The modelling work focuses
on the principle of parsimony, which means the best model approach is the simplest one that fit the
| extended Kalman filter, grey box model, model predictive control, parameter
estimation, river
INTRODUCTION
An important way of producing electrical energy is by
1992).
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Figure 1
PROCESS DESCRIPTION
Bellgardt (1998).
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water ows.
complex way.
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sents the area between the two extremes of the white box
and black box models, where the grey box model can be
supplementary
expressions.
relations
about
important
variables.
(Stephanopoulos 1984)
Accumulation of S
Time period
+
Total input of S
Total generation of S
Time period
Time period
Total output of S
Time period
Total consumption of S
Time period
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Figure 3
Journal of Hydroinformatics
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dy
dt
Figure 4
Figure 5
Hydropower generation.
(2)
= qinqout .
y(k) = y(k1) +
t
A
(3)
(4)
(5)
(6)
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Model structure.
P(ug,y) = ugyh(ug,y).
(7)
differ:
ug = a1
& y / & y /
+ a2
+ a3
& y /
(8)
at Lnghag:
H(q 1) =
p11p12q 1
1q 1
(9)
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Journal of Hydroinformatics
Figure 9
Figure 7
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2002
Water levels at Langhag, Oversatra and Stora Skedvi. Solid: Langhag, dotted:
Oversatra and dashed: Skedvi.
Figure 10
Estimated water flow through the turbines at Langhag and Stora Skedvi.
following equation:
y2(k) = p21y2(k 1) + p22y1(k n21) + p23y3(k n22) (11)
(10):
as Equation (6):
(10)
y3(k) = y3(k 1) + p31u1(k n31)p32u2(k n32).
(12)
Stora Skedvi.
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Parameter estimation
Since the system is a multi-inputmulti-output process, a
x1 (k+ 1)
0
0
0
1
0
0
0
0
0
0
0
0
0
0
p12
p13
0
1
0
0
0
0
0
0
0
x6 (k+ 1)
(13)
x7 (k+ 1)
x1 (k)
x2 (k)
x3 (k)
x4 (k)
x5 (k)
y1 (k)
^
y2 (k)
y3 (k)
x1 (k)
x2 (k)
VN() = det
k=1
(14)
^
x3 (k)
x4 (k)
x5 (k)
x6 (k)
1
0
0
1
p11
0
0
0
x7 (k)
x6 (k)
2002
^
^
^ ^ ^
x4 (k+ 1)
x5 (k+ 1)
04.4
x2 (k+ 1)
x3 (k+ 1)
n2 (k)
n3 (k)
u1 (k)
u (k) ^ +
n4 (k)
0
0
p32
(17)
n5 (k)
n6 (k)
n7 (k)
0
0
0
0
0
0
0
0
1
0
0
0
0
1
w1 (k)
^
w2 (k)
w3 (k)
(18)
x7 (k)
^.
(15)
from small ows along the river and error resulting from
estimation of the ows u1(k) and u2(k). During the parameter estimation the mean value between the ows is
eliminated:
(16)
versatra
Comments on the water level at O
(15).
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Journal of Hydroinformatics
Table 1
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Mean value
deviation
Flow difference
um
8.2
3.2
Lnghag M1
p11 10 3
1.422 0.019
0.295
p12 10 3
1.259 0.013
0.297
p13 10 3
7.165 2.06
3.304
p21
0.981 0.0004
0.011
p22 10 3
7.849 0.375
3.807
p23 10 3
12.496 0.555
8.916
p31 10 3
1.049 0.017
0.478
p32 10 3
1.050 0.017
0.479
versa tra M2
O
Stora Skedvi M3
Figure 11
the parameter values differ, depending on which measurement sequence is used to estimate the parameters. The
result of the estimation is presented in Table 1, showing
its lowest values. It is possible that some problem with the
increases again.
mately 90 h.
Model analysis
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Figure 12
Measured and simulated water levels based on the reduced model. Solid:
measured, dashed: simulated.
Table 2
Parameter
Flow difference
um
Lnghag
p11 10 3
1.42
p12 10 3
1.26
p13 10 5
7.20
versa tra
O
Set
value
Stora Skedvi
Estimated
value
8.58
p21
0.9815 0.0002
p22 = p23 10 3
9.252 0.110
p31 = p32 10 4
1.203 0.018
REAL-TIME ESTIMATION
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(19)
where v(k) and w(k) represent white noise with covariance matrices Rv and Rw. The time varying vector O(k)
given by Equation (20) consists of the unknown
parameters to be estimated:
O(k) = [um(k) p21(k) p22(k) p31(k)]T.
(20)
(21)
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Figure 14
Table 3
Statistical properties
versatra
O
Stora Skedvi
Controller design
Measured
Simulated
control
Measured
Simulated
control
93.92
93.96
93.64
93.70
0.02
0.07
0.03
controller and the general MPC are that, for the MPC,
Skedvi.
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Figure 15
Figure 16
hydropower station.
Figure 17.
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CONCLUSIONS
This application shows that the grey box method can be a
successful way to construct process models by using different kinds of information. Knowledge gained from
various areas is collected to construct a useful model
structure. Physical insight is used to form a linear model
Figure 17
Figure 18
also seen that the dynamic of the estimates has about the
same appearance and converges towards about the same
ACKNOWLEDGEMENTS
and Table 2.
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x(k) =
x(k)
(k) ^ .
(22)
Figure 19
Estimation
K(k)
(28)
(29)
(23)
nx(k) =
n(k)
n (k) ^
Rx =
R1
+ K(k)R2K(k)T
(30)
estimates both the process states and the unknown parameters according to the predictionestimation algorithm
is given by Equation (24)(30) (Grewal & Andrews 1993).
The linearizing of the model around a nominal state
trajectory gives the transition and the measurement matrices as
(k) =
C
x
x = x(k), u = u(k)
(k) =
F
x
x = x(k), u = u(k)
(24)
Prediction
J=
(k + 1zk) = F[
|(kzk),u(k)]
(25)
(26)
u(k)..u(k + m 1) j = 1
m
y(k) = C (k)
min
u
j[u(k + j 1]
(31)
j=1
where yj and uj are weighting matrices to penalise parP(kzk 1) = (k 1)P(k 1zk 1)(k 1)T + Rx (27)
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Journal of Hydroinformatics
The references are denoted by r(k + j). Only the rst move,
u(k), is implemented, because the quadratic function is
minimized at every new sample instance.
Computation of the control signal is based on constraints on the manipulated variables and outputs:
umin(j)u(k + j)umax(j)
zu(k + j)z umax(j)
(32)
ymin(j)y(k + jzk)ymax(j)
where Equation (32) limits the values of the control signal
and the outputs.
REFERENCES
Anderson, B. D. O. & Moore, J. B. 1979 Optimal Filtering.
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A
rstrom, K. J. & Wittenmark, B. 1997 Computer Controlled System.
Prentice-Hall, Englewood Cliffs, NJ.
Bechmann, H., Madsen, H., Poulsen, N. K. & Nielsen, M. K. 2000
Grey box modelling of rst ush and incoming wastewater at a
wastewater treatment plant. Environmetrics 11(1), 112.
Bohlin, T. 1991 Interactive System Identication: Prospects and
Pitfalls. Springer-Verlag, Berlin.
Bohlin, T. & Graebe, S. F. 1994 Issues in nonlinear stochastic grey
box identication. Proc. IFAC SYSID 94 (ed. M. Blanke & T.
Soderstrom, T.), vol. 3, pp. 213218. Pergamon Press, Oxford.
Camacho, E. F. & Bordons, C. 1995 Model Predictive Control in the
Process Industry. Springer Verlag, Berlin.
Chow, V. T., Maidment, D. R. & Mays, L. W. 1988 Applied
Hydrology. McGraw-Hill, New York.
Grewal, M. S. & Andrews, A. P. 1993 Kalman Filtering: Theory and
Practice. Prentice Hall, Englewood Cliffs, NJ.
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