CSChE 97

Canonical Variate Analysis (CVA) for Closed-Loop Identification

Arun Tangirala, S. Lakshminarayanan and S.L. Shah Department of Chemical Engineering University of Alberta, Edmonton.

Computer Process Control Group, University of Alberta

CSChE 97

Contents
Introduction A few identification methods CVA vs. MOESP Conclusions

Computer Process Control Group, University of Alberta

CSChE 97

Introduction
d(k) r1(k)

N
r2(k) = 0 +
+

C
Controller

+ u(k)

P
Process

y(k)

Block diagram of the closed-loop configuration

y(k) = u(k) =

P r (k) + N d(k) 1 + CP 1 1 + CP

1 r (k) - NC d(k) 1 + CP 1 1 + CP 1 r1(k) + = N*d(k) 1 + CP

Computer Process Control Group, University of Alberta

CSChE 97

Identification
Estimate S =

Two step method

r1(k)

1 by performing u(k) 1 + CP 1. y(k) = P r1(k) + N d(k) 1 + CP 1 + CP yf(k) = P r1(k) + N* d(k)

Identify between yf(k) and r1(k) to estimate P 1 r (k) 2. y(k) = P ( ) 1 + N d(k) 1 + CP 1 + CP = P r1f(k) + N* d(k) Identify between y(k) and r1f(k) to estimate P
Computer Process Control Group, University of Alberta

CSChE 97

Parallel Method
u(k) = G1 r1(k) + N* d(k) y(k) = G2 r1(k) + N* d(k) 1 P where G1 = & G2 = 1 + CP 1 + CP ID between u(k) and r1(k) gives G1 ID between y(k) and r1(k) gives G2 P = G2 G1-1
Computer Process Control Group, University of Alberta

CSChE 97

Issues
Two Step Method o Need for filtering using the sensitivity function scope for propagating errors into the second step o Perfect filtering may not always be possible - for example, the sensitivity function may have unstable zeros Parallel Method o Existence of G1-1. Unstable zeros of G1 will get transformed into unstable poles of P o Can guarantee that the estimated transfer functions t G1 and G2 will have the same denominator
Computer Process Control Group, University of Alberta

CSChE 97

The State Space Approach

Identify a MIMO State Space Model using r1(k) as the input signal with y(k) and u(k) as the output signals u(k) y(k) This will guarantee that both and have r1(k) r1(k) the same denominator The plant transfer function can be obtained as before by first obtaining the two transfer functions from the MIMO state space model and then taking their ratio
Computer Process Control Group, University of Alberta

CSChE 97

The State Space Model

Xt+1= Xt+ GUt+ Wt

State Noise

Yt= H Xt+ AUt+ BWt+Vt

p inputs and q outputs

Note : Measurement noise is correlated with state noise

Computer Process Control Group, University of Alberta

Measurement Noise

CSChE 97

Open Loop Identification with CVA

Fully automated and reliable system identification procedure Identifies correct (or close) model order even for small sample sizes, low SNR or for any choice of probing signals CVA is insensitive to scaling. Other methods are not ! Simple logic and computations o CVA estimates are as asymptotically efficient as the Maximum Likelihood (ML) estimates
Computer Process Control Group, University of Alberta

CSChE 97

The CVA Method

The Key Steps o Determine optimal memory length o Compute the states using CCA o Pick up the optimal number of states using AIC o Generate the system matrices and estimates for the noise covariance matrices

Computer Process Control Group, University of Alberta

CSChE 97

Akaike Information Criterion (AIC)

o

Desired Model

Minimum Information distance from the true system Minimum Complexity

o

Principle of Parsimony

Add more complexity (extra parameters) only when there is significant payback The AIC balances model complexity and model fit

Computer Process Control Group, University of Alberta

CSChE 97

Akaike Information Criterion (AIC)

+
Model Order

# of Parameters

Model Fit

Model Order

AIC
Model Order Computer Process Control Group, University of Alberta

CSChE 97

State Space Identification using MOESP

o Multivariable Output-Error State Space o Constructs the Extended Observability Matrix based on a user specified maximum order o Examines the Singular Values of the EOM to identify the optimal state order o Computes model matrices using Ordinary Least Squares o Has been used for both open and closed loop identification
Computer Process Control Group, University of Alberta

CSChE 97

CVA based Identification Results

10 Magnitude
1

10 0

True

10

-1

Simultaneous

10 -2 0

10 -1

10 0

10 1
Parallel

Phase

-200 -400 -600 -2 10 10 -1 10 0 10 1

Two Step W-Filtering

Frequency

Computer Process Control Group, University of Alberta

CSChE 97

CVA vs. MOESP (Simultaneous Identification)

10
1

Magnitude

True
10
0

CVA
10
-1

10 0

-2

10

-1

10

10

MOESP
-200 Phase

-400

-600

10

-2

10

-1

Frequency

10

10

Computer Process Control Group, University of Alberta

CSChE 97

Results : Fifth Order Process & 4th Order Controller

10 3 10 2 10 1 magnitude 10 0 10 -1 10 -2 10
-3

True Simultaneous Parallel W-Filtering No Model Order Reduction

10 -4 10 -5 -2 10 200 0 -200 phase -400 -600 -800 -2 10 10 -1 10 0 10 1 10

-1

10

10

Computer Process Control Group, University of Alberta

CSChE 97

Conclusions
It is necessary to understand the mechanism at a fundamental level. CVA with simultaneous identification works well and holds a lot of promise.

Computer Process Control Group, University of Alberta