Preface

And having an equally venerable age theory or Processing

Systems
Signals can be easily ascertained by studying its history, the
identification
Systems emerged and developed around with Automatica.
Therefore, it
naturally become a fundamental subject of this area, along with
disciplines mentioned above, which is related. When referring to
concepts such as "process", "System", "regulator", "state" or
"signal" (first 4 being
Specific Automatic Control) discussion is based on the concept of
"model (mathematical)".
Mathematical modeling entities on a suitable implementation
means
Automatic calculation is a first and important objective of
Automatic Control. Default,
mathematical modeling calls for construction of an assembly
consistent and rigorous ways entity considered to be "identified"
with
the most appropriate mathematical model best adapted to the
characteristics
its core. In this type of problem has occurred and to
developed (and modeling) Identification Systems as
interdisciplinary science.

This book aims to describe the theoretical and practical aspects

of modeling and
System Identification. As a work of applied mathematics in
technical (ie,
in Automatic), which addresses the reader must have a
knowledge base
located at least the first two years of training in a faculty of
electrical profile.
However, the book was conceived in the spirit of the phrase "selfcontained", ie
Presentation of gradual, starting from the simplest terms, by the
complicated
without making numerous references to references nested and
often difficult
available. Whenever it was necessary, the reader is reminded
concepts
it needs to understand the arguments developed in chapters
work.
Of the four constituent chapters, aims to introduce the first
discipline specific terminology, is peppered with historical notes.
Identification
Systems is a discipline developed in a referential format of 3
major coordinates: mathematical model associated entity to be
identified,
signal that it can be stimulated to provide data on behavior
its evolution and its intrinsic or the method that is determined
model
especially math. They constitute the nucleus of the 3 main
chapters of the book.

Each chapter concludes with a collection of exercises to be

solved, whose
purpose is to facilitate understanding.
It is possible that some readers find too mathematized
presentation, especially
the end of the last chapter, although the book contains numerous
references to practical
discipline. For those who prefer more practical purpose methods
or
the algorithm rather than rigorous argumentation for construction
and
their accuracy, there is a paper alternative: [SMS04].
Once learned the fundamentals of modeling and System
Identification is expected
It can provide a basis for understanding other disciplines
Automation.
For example, two of the subjects that has Systems Modelling and
Identification
Setting a direct impact are automatic and automatic
management of processes.
We hope that the study material in the book to be as interesting
and useful numbers
more readers.

Chapter 1
Overview
The first chapter of this book is an opening
introduction to the terminology and problematic areas
Identification Systems (IS). Starting from the concepts of
"process"
and "system" is specified fundamendal problem while being
highlighted the three coordinates that define the IS: models
Mathematical they operate in practice, the input signals
they stimulate the processes and methods of providing data
which is expected parameters selected models.
1.1. The subject
Identification Systems (IS) is a discipline whose object of study is
process modeling / dynamic systems using experimental data
acquired
During their operation. In this context, modeling and construction
means
determining a mathematical model associated entity, usually
progressive, with a
momentum. The entity is seen as a black box about whose
structure
Internal no details. A model is a mathematical relationship
abstract
accurately describe certain characteristics and / or dynamic /
operation of a
entities. Mathematical models in the IS (also called identification
models) are

used in a systemic manner. More specifically, the identification

model reflects a relationship
of entry that stimulates a particular entity (called process or
system) and
output encoding appropriate reaction to that entity. Mathematical
models
which operates in the IS are mainly based on the concepts of
equation
Differential (for continuous-time systems development) and
equation with differences
(for discrete-time systems development). However, the models
based on other
concepts are also used, but more for the purpose of qualitative
descriptions
behavior of the process to be identified. Building models
Identification is based on experimental data provided by the
black box (see
Figure 1).

The need to identify entities with unknown internal structure

appears
numerous applications, among which we mention only a few:
simulation in order
highlighting key characteristics and / or behavior in various
situations,
forms recognition, signal processing, prediction / forecast,
diagnosis of
defective design of automated systems management or control,
etc.
There are two categories of identification techniques: analytical
and experimental. In
Analytical identification aims to determine the physical
parameters of a process,
used for this purpose physicochemical laws at its base (ie the
balance equations
mass / energy equation of dynamic equilibrium, etc.).
Experimental identification is
objective determination of general parameters without physical
meaning, but capable
describes the process behavior around a specific operating point.
Compared with mathematical models obtained by writing
equations balance
Results of expression laws of physics, experimental models show
identification
following characteristics:
have a generality and validity limited to certain classes of
processes signals
stimulus and even operating only at certain points of the same
process;

 they have a physical interpretation difficult to give, because, in

most cases,
parameters have clear physical meanings; parameters are rather
used as
tools to facilitate description of the operation pocesului;
Their determination is often made using algorithmic what they
gives efficiency and simplicity.
In this book, the discussion will focus on modeling and
identification issues
Experimental trials. A (short) refers to the identification of
physical parameters
less complex processes can be found in [SMS04].

1.2. Historical Notes

IS Field was outlined in particular with the publications of KJ
strm and
P. Eykhoff in the 70s and 80s [AsEy71] [EyP74] [EyP81]. In
parallel, there may be mentioned
important contributions to the development of research and
outlining some directions
through his publications R.L Kashyap and AR Rao [KaRa76] R.K.
Mehra and D. G. Lainiois
[MeLa76] G.C. Goodwin and R.L. Payne [GoPa77] or T. Sderstrm
[SoT84].
Applications Identification and parameter estimation techniques
(involving and modeling
mathematics) were not slow to appear. They are described in a
number of conferences
IFAC dedicated to IS and parameter estimation techniques, such
as those from: Prague
(1967, 1970), The Hague (1973), Tbilisi (1976), Darmstadt
(1979), Washington DC (1982).
Numerous papers and overview synthesis were published
especially
Automatic journals published by IFAC committee [IFAC80]
[IFAC82]. But one of the
more complete characterization of the domain was published in
[SoSt89] - probably the
most cited reference in a decade. They followed [LjGl94] and
[LjL99] - two references
oriented identification algorithms.
In Romania, during the most prolific in terms of publications in the
field of IS (years

'70 -'80) Does not go unnoticed. Thus, it can be said that the
Romanian school
Identifications were initiated mainly through the works of C.
Penescu, M. and P. Stoica Tertico
[PITC71] [TeSt80] [TeSt85] [TSP87]. An extremely practical vision
related to IS (in
Automatic control systems context) was published by ID Landau
[LaID93] (in French), a book that was translated into Romanian
[LaID97]. A
Another paper dealing with practical aspects of the IS range is
[SMS04].

Undoubtedly, this brief history may not include vast panoply

contributions
which led to diversification and enrichment IS domain. Today, the
IS continues
in particular through the development of applications requiring
openness to interdisciplinary approaches.
The fast algorithms and techniques for identifying unconventional
started
to appear since the early '90s, through interaction with other
fields
research, especially with Signal Processing (PS), Artificial
Intelligence (AI) and
Evolutionary Programming (EP).
1.3. Coordinates IS domain
Studying IS domain lies in the very concept of modeling
math. Numerous applications Automation and / or Computer
Science
uses mathematical models. In many cases, the processes studied
are so
complex that it is not possible to characterize them by describing
phenomena
Physical underlying their behavior, ie using the principles and
laws of physics
expressed by balance equations. Often it equations obtained in
this way contain a
large number of unknown parameters. In such cases, the user is
bound
circumstances to seek to identify models and experimental
techniques.

The specific work of IS is structured around three fundamental

concepts:
the mathematical model of the stimulus signal and the method of
identification. We refer on
In summary, as to each of them. They are described in detail in
The following three chapters of the book.
Mathematical models are nonparametric and parametric. The
models
nonparametric are mainly used to obtain descriptions priori
(preliminary)
more qualitative, the process to be identified. In this case, the
data
acquired are regarded as statistical data on the evolution /
dynamics of the process.
Relatively simple statistical methods (generally based on
technical (self-) correlation) are
applied to the data to obtain models both time domain and
frequency as well.
These models are described through charts or tables, but without
resorting to
Parameter concept. They are useful in analyzing the process from
different perspectives. In
basically 4 types of analyzes can be performed: transient
analysis, analysis
frequency analysis based on auto-correlation and spectral
analysis.
Parametric models most used applications in class ARMAX
(Auto-regressive moving average with exogenous control). As
described in

Chapter 2, general class ARMAX model shows that the signal

output
obtained as a result of the superposition of a useful signal
obtained by filtering the signal
input and a signal obtained by filtering white noise parasite.
Particular cases
the most used applications are used: ARX, AR, MA and ARMA. The
first model is
Typical applications optimal numerical control (or automatic
control), while
last 3 are used particularly for modeling and predicting time
series (less
specifically, their stochastic component). A series of time (or a
time stochastic process
discreet) is seen as an embodiment of a process driven by white
noise.
The choice of stimulus signals is based on a general principle: if
the
complex is integrated into a larger system - that works in closed
loop The stimulus signal is then used during operation; if the process
can
function in open loop, then a more accurate mathematical model
is obtained by
stimulation of a persistent signal. The concept of persistence is
crucial
IS and will be described in detail in Chapter 3.

The input signal is ideal white noise, which has infinite

persistence. From
Unfortunately, this signal can not be generated artificially. More
specifically, the signals
artifacts (ie artificially produced) can not persist indefinitely order.
There are
artifacts signals with finite order of persistence "approximate"
white noise in
auto-covariance purposes (and possibly the probability
distribution). These
call pseudo-random binary signals (SPAB) or simply signed
Pseudo-Random (SPA). They are periodic, as the algorithms used
for
their generation using finite representational accuracy of the
numerical values on a
Automatic calculation means. Interestingly though, their
persistence is proportional order
period. Moreover, as the period increases, they are closer to
white noise,
ie their values are becoming more correlated.
Using SPAB or SPA IS is very frequent whenever the
identified open loop can be stimulated. The models obtained
using these
signals have high precision and are very versatile, and can be
used for a wide
range of operating points, the stimulus signal and / or
configuration of the system.
Finally, identification methods aim to determine the parameters

naive model, suggests either direct relationship computing or

iterative procedures.
However, lack not only parameter values, but their numbers
It entails adopting a strategy where the structural complexity
iterative
model is gradually increased to the extent that its accuracy is not
significantly improved. Specifically, starting with the simplest
model, ie
parsimonios1. For each model given structure, determine its
parameters and
evaluate the error to the process (using a predefined criterion). If
error
decreases significantly, re-iterative process, that is, increase the
number of
parameters, then reassess them and error to the process.
Otherwise, the process
iterative stalled and retain top model determined. This model
must be
finally validated using specific tests. For example, a model is valid
if the error
between measured and simulated data has the characteristics of
a Gaussian white noise.
Determination of the unknown parameters of a mathematical
model can be achieved in
mainly using methods drawn from optimization theory and / or
estimate Theory
(Statistics). A quick but discarded objects on these methods
would put the
show their advantages and disadvantages. Thus, the methods of
optimization algorithms provide

iterative (implemented) parameter estimation, but estimates can

not be
characterized statistically. They provide the point of convergence
optimal, but does not guarantee consistency in terms of
statistical estimate. (In this
context, a consistent estimate of a parameter that tends to value
true that parameter, as the number of data acquired from the
process
tends to infinity, whatever the data set used.) From the other
perspective, Theory
Estimates, consistency parameters can be tested, but actual
methods
neimplementabilitate assessment suffers generally, rather a
theoretical support for other methods. In addition, these methods
are based on assumptions
often restrictive in order to ensure consistency. Fortunately, the
two theories
intersect. The methods for identifying the most interesting and
useful are the results
the combination of optimizing estimate. They are implemented
(possibly iterative) and
allow statistical characterization of the estimated parameters.
The prototype method you constiuie
Least squares (LSM), which will be presented in detail in Chapter
4.

LSM is a kind of "mother method" which arose many

Other methods of identification adaptations inspired by the type
of model used (Method
Instrumental Variables for ARX models, Prediction Error
Minimization Method
ARMAX models, predictions Optimal Method for AR models, etc.).
Although
However, the IS is not limited to the family of methods generated
by LSM.
There are, for example, methods for the estimation of states in
the Kalman filter or the method of
Robust identification. The overwhelming majority of these
methods are described in
[SoSt89], most of which are described in this volume.
IS methodology but can not be a panacea, but has its limits.
More,
it should be used with caution and science. The most important
practical problems
appear in the identification process are listed below.
Selection of sizes and can be measured. There are situations
where
sizes of paramount importance for the identification process can
not be
measured directly inaccessible. For example, if it is desired
determining a model of the vibrations of a bearing integrated in a
system
A mechanical fault detection its view, it is very possible that
sensors

vibration (accelerometers) can not be placed directly on the

housing
bearing. Their location to other locations may result in the
combination and / or
measuring the signal interfering with the vibration signals
produced by other
mechanical system components, so the possible mathematical
models
inadequate. To solve this difficult problem, the user has
to formulate an alternative identification problem to extract
information
studied the process of measured data in the context in which it is
Place this, if known interactions between different subsystems
the global system. Returning to the example of the bearing, a
method of extraction
desired vibration sensors is the use of directional orientation
bearing and use a method to mitigate interference. (Such
The method has been patented in the US for example [CaDL96].)
The cost of such
But solutions can be high, so that the user will be restricted
means
financial capabilities.
Primary data acquisition and processing. Trials identified
characterized by datasets acquired for the report semnalzgomot
(SNR - Signal-to-noise ratio) is reasonably high values. Other
words, the noise should not dominate useful data. The more SNR
is lower,

so the model associated with risk be imprecise process and the

process is more
less identifiable. Increased SNR (signal dominance that is useful
to the
Noise) can be achieved to some extent by processing
The primary data. It consists mainly of a technical mitigation
noise (denoising) based filtering. The user is faced here
Inadequate data distortion problem by choosing a filter or method
noise mitigation. Unfortunately, between useful and spurious data
is not
can draw a clear line so that whatever method
Primary processing used, some useful data likely to be
eliminated, while
What part of spurious data likely to be interpreted as useful data.
For
emphasizing the difference between useful data and parasitic
methods are needed
Sophisticated processing, undesirably complicating algorithm
Identification. Consequently, the user must carefully design the
experiment
data acquisition, so SNR equals big enough.

 Selecting a suitable mathematical model. This can be a difficult

problem,
especially when the user is faced with a process having a strong
nonlinear behavior. Identifying common models are linear. One
way
course is to address non-linearities in the selection of nonlinear
models with
provided that non-linearities can be characterized in terms
mathematically. Another approach would be based on the
adaptation and implementation of a
Neural networks. (The theory of neural networks [DuHa96] [TaI97]
is
LSM is all that optimization technique during training network.)
Third
strategy, closer to the IS, is to use linear models,
but with time-varying parameters that systematically adapts itself
according
The acquired data. Finally, the process can be non-linear behavior
multi-shaped and the technique used. Thus, an appropriate
model is chosen
a stored pre-defined depending on the current operating point.
variability of processes over time. This feature simply result in
that the true values of the parameters vary over time. Thus, it
requires
use of mathematical models with time-varying parameters (as in
the case
nonlinearities). The main problem now arises is related to
consistency estimates. This time, the parameter estimates should
not

only tend statistically (ie with increasing horizon extent) to

their true values, but to pursue precisely the time evolution
large enough. The two requirements are obviously opposite, so
that
the main objective of the method of identification used (which
can only be
Iterative) is to provide a good compromise between tracking
ability
estimates and precision. Another compromise to be made is that
between
adaptability and robustness mathematical model as dynamic
system. It is
well-known that excessive lead to loss of robustness adaptability
systems (i.e. their ability to reject certain performance
containing shocks and disturbances to remain stable). In turn,
robustness
Excessive lead to poor tracking performance (ie adaptability).
Although brief presentation of this section of the discussion
focused on
IS domain should be noted, however, that some of the techniques
of identification may be
employed and to signal processing. Especially if the process
I can not study highlights the input signals, information about its
evolution
is encoded in the output data set, which is a time series. Series
models
frames are commonly used in spectral estimation [OpSc85]
[OpWi85] [PrMa96]

prediction [TeSt85] [StD9603] [SMS04] or adaptive filtering

[HaS86] - standard applications
PS rather than IS. But between IS and PS can not draw a clear line
dividing at their intersection While undergoing some modern and
effective methods and techniques
goals that serve both areas.
1.4. Determinism and nondeterminism
The black box that we want to build a mathematical model must
be
the ability to provide data, and can potentially be stimulated for
it. In
Automation, such entities operate with the input signals and
provides
Output signals are generally referred systems (dynamic). A
dynamical system
It is described by a set of differential equations (continuous-time)
or the difference (in
discrete time) as:

Also in the equations (1), I denoted by x "any derivatives: x (t)

(continuous time
tR) or x [n + 1] (discrete time / normalized nR). By convention
brackets
Round indicates continuous time and the right - discrete time. All
sizes listed
in the equation (1) depends on time. Figure 2 illustrates the usual
representation of a system
dynamic. Observe group separate from the internal quantities
outside the system

Although most entities that can be represented using dynamic

systems
are inherently nonlinear, linear models are often preferred. linear
correspondent
a system of type (1) may be expressed as:

where AN n m BN, CRp n n DRq, ERn l r

FRp, GRq m,
HRp m matrix coefficients are constant or variable over time.
The systems described by equations (2) is the subject of Theory
Linear Systems (TSL) [IoV85] where stability properties,
observability,
controllability and robustness are extensively analyzed. Within
TSL, faults v and w
play a secondary role, being used primarily in the capacity of a
system to study them

rejection / offset or retain intrinsic stability, whatever their nature.

Of
Therefore, mathematical models of the TS (L) have a
deterministic character, despite
the presence of disturbances. In other words, at any point in time,
the quantities that describe
unique mathematical model values determined by that point of
time, whether
known or not.
In reality, however, faults have a deterministic character and
should be considered
as random variables (stochastic), are characterized by certain
distributions
probability. This means that at a certain time values
disturbances are not uniquely determined, but varies in a certain
range (range)
each having a certain probability of occurrence. Therefore, other
sizes that are trouble-deterministic inherit their character,
becoming stochastic. The study deterministic systems is affected
by disturbances
conducted within the IS (though not the only area concerned
about this
problematic), from a perspective different from that of TS (L):
determining the parameters and
their characteristics. In the case of linear systems (2), the
parameters are coefficients
matrix, ..., H.
To emphasize the distinction between behavior systems

deterministic and non-deterministic behavior, we take the

example of a
I continuous linear system of order, whose ideal transfer function
is:

R where K is the gain and T> 0 is the time constant, which is

system parameters. In the absence of disturbances, the two
parameters can be easily determined
about graphics using step response of the system (ie the step
response
unit), as shown in Figure 3. Thus, the amplification of the
asymptote is given by
horizontal and the time constant is found assesses the tangent at
abscissa
origin of the graph intersects the horizontal asymptote.
above is found rarely. The curve may look more like Figure 4.
Such
variation is called and development (system). Moreover,
repeating the experiment
system stimulation with the exact same type input stage and
measurement unit
output can drive each time to a different deployment of previous
achievements,
as shown in Figure 5. This behavior is due to deterministic
disturbances which

corrupt system output. It can be seen from Figure 5, it is virtually

impossible
determined pair of parameters that characterize the system
operation more
namely (K, T) using the same technique in the case of
deterministic system.

The set of all achievements system is called deterministic process

(stochastic). Given the nature of the data deterministically output
image
Figure 5 should be complemented with information about the
probability distribution of
perturbations that have produced this effect. Often preliminary
knowledge
the probability distribution associated with a stochastic process is
however very difficult, if
not impossible. Fortunately, a large class of stochastic processes
are or may be
considered normally distributed, ie with probability density:

where y is the average and 2 is the variance of the random

variable y (t). This density
by Carl Gauss was introduced (1777-1855), its shape, illustrated
in Figure 6, the
like a bell (Gauss bell), with the opening of the measured.

For having the probability distribution (4) further writes: yN (y,

2)
(ie y belongs to the class of normal distributed processes mean
and variance 2 y).

In Class N (y, 2) falls often probability distribution processes

Unknown, based on the Central Limit Theorem (TLC) of
Statistic2.
Distribution normal / Gaussian will often adopted developments in
this
book but applied systems / discrete processes. In this case,
definition (4) changes
only the argument temporal (t) will be replaced with (NTS) or,
more simply, with
[n] where Ts is sampling period (default unit). Note that the
argument
The main probability distribution is not time, but the values of the
random variable,
that the output y, in the example chosen.
Obviously, because p is a probability distribution, check identity:
(()) () = 1
+
-
p y t dy t, tR (5)
what comes to property cert probability that the value of y to
It is included in R (ie the interval (-, + )) is uniform at any
time.
(Area under the bell of Gauss is always uniform.)
Another interesting property is as follows: the probability that the
value of y to
be included in the range (y - 3, y + 3) (appointed ad hoc and
3 interval) is at
less than 95% at any time:

()
3
3
() () 0.95
y
y
dy t y t
+
-
p , tR. (6)
The area under the bell of Gauss is almost above the range 3
equal to the entire area. This implies that the values of y will
belong close
3 safe range. It is noted that this range is controlled by the
values of ,
called standard deviation. The range looks and how precisely is
determined / y located.
The higher the standard deviation is higher, much weaker y is
located on the real axis
(Gauss bell is dilated) and therefore less precise. Deviations
standard (or variant) small lead to high accuracy (Gauss bell
being
tablet). Basically, it is essential Gauss bell located above 3
range.
Finally, a third interesting property which can be demonstrated as
follows:
(Y (t)) y (t) dy (t) y

+
-
p =, tR, (7)
indicating that the statistical mean value of y is even y at any
time
time. Of course, media y may depend, in turn, time, even if this
addiction does not appear explicitly in the definition (4).

Property (7) induces that t is most likely value or value

the expected y. This means that a finite sequence of experiments
measurement of y, y value at a certain time has the highest
frequency
great appearance.
In the case of systems / processes discrete equations (5), (6) and
(7) during continuous
It should be replaced with discrete time (normalized). But they
show the same properties.
We conclude this section by stressing again that the distinction
between
System concepts deterministic (that is operating in the TS (L)),
and the
deterministic or stochastic process system (that is operating
within IS). Often,
dynamic system is considered an idealization process data
provider, being
also it is used as generator of the data, if necessary.
Starting with the next section, the discussion will focus on
identifying patterns
having an input and an output (SISO - Single Input Single Output).
Other types of
models (SIMO - Single Input Multiple Output, MISO - Multiple Input
Single Output,
MIMO - Multiple Input Multiple Output) are not practical subject of
this book.
1.5. The general issues in IS
The main objective of the experiment IS is that, starting from a
process

P stochastic structure and behavior unknown to build and

determine a mathematical model M, which matches well the
process in a sense
defined. Generally adequate trial model is tested using criteria
a priori defined. The criteria can fall into 3 main categories:
a. empirical criteria (quasi-statistical);
b. criteria optimization;
c. estimation criteria.
Empirical criteria based on some elementary statistics and are
often used to describe non-parametric models. These models are
used to
The qualitative description of the often rough, imprecise process.
In
next chapter will describe some identification techniques (called
analysis) using
nonparametric empirical models and criteria on which to evaluate
accuracy
thereof.
More interesting, however, are appropriate criteria for parametric
models. In this
case, the mathematical model is described by a number of
unknown parameters
to be determined. Note that not only parameter values are not
known, but
their number. In the IS, the unknown parameters are packed in a
vector denoted by ,
size (still unknown) n. (As in the TS, the IS working with vectors
column.) adopted fundamental assumption in this case is:

H The process works like a mathematical model with real

parameters,
unknown values deterministic (possibly time-varying) whose
vector is denoted by * and * has n size.
In this context, there are two formulations of the fundamental
problem identification,
adequacy criterion used by nature: the formulation of
Optimization Theory
(TO) and the formulation of the Estimation Theory (Statistics)
(TE).

1.5.1. The problem from the perspective IS TOO

Within TOO, problem identification is a formulation that relies on
image
in Figure 7.

Thus, both the P ( *) and the M () are stimulated with the same
input
u, which is the collection of data measured in a 1 N {[]} = U =.
As horizon
It is normally finished, for example, of length N N *. The process
provides output data
measured in N y n 1 {[]} = Y =. The mathematical model
provides simulated data
n N yn 1 {[,]} = YM M, which depend on the parameters
determined from the data vector
measured. For the same set of measured data {U, Y}, one can
obtain a collection of
vectors of unknown parameters (both as a value and as
dimensions), and therefore sets
simulated data. It was noted by [n, ] error between the
measured data

Simulated (ie the process and model) at the current time:

[n, ] y [n] y [n, ]
def
M = - n1, N. (8)
All errors (8) is used to define the criteria for adequacy V ()
which
It must be optimized to determine the unknown parameters.
Choosing
adequate mathematical model often involves an iterative
process, following which
set of possible models is reduced to a finite collection. The model
is then appropriate
especially in this set taking into account not only appropriate but
also other considerations
implementabilitatea related to it. This is the meaning of the arrow
returned
the casings of the model in Figure 7.
Efficiency and complexity of the optimization depends sensitive
to the manner in
which was defined criterion of adequacy. Note that adequate
criterion value
evaluated for a particular model identification is often interpreted
as a
an indicator of the accuracy of the model. Next, specified two
criteria of adequacy
frequently used applications:

V () [, ] (robust criterion); (9)

=
=
N
n
f
n
1
V () 2 [, ] (quadratic criterion). (10)
Both criteria evaluates the total error between process and
model, but using applications
different. The first criterion (the robust, (9)) looks more natural
because it sums
the absolute values of all errors. The second criterion (the
quadratic (10)) is both more
easy to use optimization as function module used in the first
criterion
It is differentiable everywhere. Optimization is performed within
IS using primarily
gradient techniques (some of which are described in Chapter 4).
Other methods
Optimization can also be used (for example, AI-based techniques
or
PE). Turning to criteria (9) and (10) appropriate parameter vector
of measured data,
Note N is obtained by minimizing nonlinear Troubleshooter:
Argmin ()
n

N
=

And R
V, (11)
where S stability Rn is the model matematic3 and "argmin"
means the argument that minimizes (specified criterion function).
Naturally,
want the resulting model "different" as little of the data provider,
ie
leading to a minimal total error. Typically, applications, to
accurately determine the
the optimum point is not possible, but there are techniques for
approximating it with
precisely controlled (as are the techniques of gradient). These
techniques are based on
iterative whose main quality characteristics are complexity,
convergence and speed of convergence. Of these, the optimum
convergence is
Foremost.
The optimization problem (11) is solved for a finite size
vector parameters (ie n1, N) in order to provide finite
collection
vectors which will subsequently choose suitable parameter
vector. It should be noted that it
Suitable parameters are always the most precise meaning of
criterion V as

will see later.

You can define other criteria than those listed above (for some
it is necessary to solve a problem of maximization and
minimization not). The
The resulting data will be suitable but only for the purposes of
general mathematical criterion
used. It is unlikely that a suitable model by a certain criterion to
continue
after changing the criteria to be suitable.
1.5.2. The problem IS the light of TE
Theory estimate (TE) consists of a set of techniques for
determining
unknown parameters using statistical concepts. As the data
provided by
are of stochastic process, it is transferred and parameters, which
They are called in this context and parameters estimated. The
method for producing

estimates of unknown parameters is called estimator. The quality

of a
estimator is given by the following main characteristics:
complexity, consistency
(or statistical convergence) and efficiency (or convergence
speed). Of these
features (described in the next chapter), consistency is of prime
importance.
Problem identification is in this context suggested forms of image
Figure 8.
Figure 8. Identification parameters using criteria TE.
This image and that of Figure 7 are very similar. Consequently,
There are many similarities between the two formulations of the
problem of identification. We
briefly only differences between them.
So, this time, the output measured and simulated using
to build adequate criterion P () called auto-covariance matrix
the estimation error. As the name P () is a matrix of order n1,
N.
It is defined using statistical average operator E (presented in
chapter
next):
() {() () T}
def
P = E - * - *. (12)
The definition (12), the difference - * is the error of estimation
parameters, and T is
transposition operator. It also notes the use of the external

two vectors (VVT). One can easily see that this criterion directly
addresses
true parameters (which are unknown), so apparently it is
impossible
rated. However, it can be shown (as in Chapter 4) that, for certain
estimated matrix P () can be estimated despite vector
True parameter is unknown.
Identification problem in this case is reduced to a nonlinear
problem
minimization:
Argmin ()
n
N
=

P
And R
(13)
where the minimization is performed in the positive sense of
ownership defining matrices.
More specifically, a square matrix P1 is less than or equal to a
matrix P2

having the same size if the matrix P2 - P1 is positive semidefined:

2 1 0 P - P . Minimization condition is not only natural but also
required
Consistency property. It can show the consistency that the
property is
equivalent to the following condition:
lim () N N
P = 0. (14)
The problem (13) can turn equivalently or can relax by
formulating a problem of maximizing the probability of a
particular estimate
parameter vector (as described in Chapter 4). However, problems
Optimization of the TE are more difficult than those of the TO.
To conclude this section will be highlighted advantages and
disadvantages of each type of translation solutions solve the
problem identification
the two theories. The TO-based solutions have the advantage of
being produced
using relatively easy to implement algorithms on an automatic
means of calculation, but
the disadvantage that can not be characterized statistically. In
the TE,
solutions provides the opportunity to evaluate a number of
statistical properties, but methods
Their often used to obtain a theoretical, without leading to
Implemented algorithms. However, the IS aflndu is somewhat at
the intersection of

two theories, provide general problem solving methods that

combine
advantages of each of them, as can be noted in Chapter 4.
1.6. Identification experiment
In general terms, the issue raised in the previous section can be
solved
(for models identification parameters) by organizing an
experiment
Identification. This section is devoted to description of the
manner in which it can be
designed an experiment to identify and ends with an example
(finding
heaters).
1.6.1. Diagram of an identification experiment
The experiment identifier means a series of sequential operations
or
parallel is made according to the organizational chart in Figure 9.
We will describe briefly
In continuation.
A. Initial data
Designing an experiment identification process begins by stating,
Provider of data to be identified. The efficiency and success of the
experiment
depend on how much sensitive information is a priori known
about
process. This information should contain the following minimum:
type of process: strong non-linear, non-linear, almost linear,
linear. Most

Nonlinear processes are nonlinear and strong, but linearized

around
rated operating points. Therefore, practically, it should be laid
operating points around which it is desired to build a model
linear mathematical. If I know the equations of continuous
operation while
(by the application of physicochemical laws), they may be
discretized,
to obtain information on identifying the model structure would
You are chosen. Otherwise they will be (eventually) take several
experiments
Successive identification of a suitable model for the construction
and valid.

 type of variation: slow (over 5s), medium (between 1s and 5s),

fast (sub 1s).
This information refers to the amount of stabilizing the output
when
step process is stimulated with a certain amplitude accepted
(not leading to instability) and is useful in determining the period
sampling (Ts) to be chosen for the purchase of digital data.
intrinsic dead time of the process. While its value detection
and conversion to continuous (even imprecise) discrete-time (as a
number
throughout the sampling period) lead to a simplification model
Identification choice. In the absence of this information, the
mathematical model can
work with a number of parameters parasites, which increase the
complexity
thereof.
In practice, the determination of the dead time can be effected by
stimulating the
preliminary stage of the process with a certain amplitude, which
does not
leading to instability.
process variability while. Many processes behave as
systems with time-varying parameters. If the parameters vary
slowly over time,
it can be considered that they are constant, provided that at
certain intervals
time associated mathematical model to be reassessed. If,
however, the parameters

varies rapidly over time, then the model must be adapted to the
dynamics des
process. The information on the temporal variability of the
process is useful in the
choice of appropriate identification method: non-recursive (offline)
or recursive (on-line).
classes stimulus signals accepted by the process. It is very
possible
as though to obtain a more accurate model to be necessary to
stimulate
process a certain type of signals, which would lead to instability.
In this case, the mathematical model could be determined using
only
signals of classes admitted by process (occurring in exploitation
The usual). The result, however, suffer from lack of generality.
Instability
processes is typically produced shocks with high amplitudes
entries. Even if they can not determine the class of the stimulus
signal
accepted, the use of sufficiently small amplitude signals can
lead to general mathematical models and precise enough.
Classes interference posed to the process. This information is
helpful in selecting a suitable model of noise that can affect
the measurements of the process output. Without it, experiment
Identification can be repeated several times until the
establishment of a model
Noise appropriate.

 purpose of performing identification (simulation, control /

command
numerical prediction, generation of data, etc.). This information is
useful in
choosing a mathematical model for the use of appropriate
accuracy.
For example, disturbances affecting the output of the process
model will be
namely where the model for predictive overall than if
its use in a numerical control application.
B. Organization econometric experiment
Econometrics is experimental measurement technique. The result
of the experiment
is a series econometric (generally finished) the data representing
the point of
Physical size measured numerically. The accuracy of this
representation

It depends on the mathematical model constructed from the data

measured. That's why,
econometric experiment organization must be done carefully.
In general, the organization of an econometric experiment to
identify
a process involves the following main stages, which
Choose: solution sampling method for quantifying signal stimulus,
needed sensors and their locations.
Choosing sampling solution rests on the one hand, the
information
preliminary process and, on the other hand, the financial
resources
available.
The sampling period, which is the core of the sample solution is
You may choose starting from the type of process variation. Trials
will slow
be sampled using sampling periods greater than the fast.
A more precise information in choosing the sampling period
(although
connected with the type of process variation, but difficult to
determine)
the process is bandwidth. Common processes are vast
majority finite band filters. This means, according to his theorems
Joseph Fourier [StD9602a] [StD9602b], the output signal
spectrum
is essentially located in a finite bandwidth pulse, for example, [0,
c]
where c> 0 is called pulsatile tiere4.

As is known, the spectrum of a signal is determined by evaluation

Amplitude Fourier Transform (FT) of that signal. In this section
Specific mathematical notation, is shown TF definition signals
discrete. A similar definition can be formulated for continuous
signals,
ie continuous time [OpSc85] [PrMa96].
Basically, as suggested by Figure 10, the input signals spectrum
pulsation located beyond cutting the high frequencies are
strongly
attenuated. It also says that the process is insensitive to these
signals.

Sampling can be selected using sampling theorems's

Kotel'nikov, and Shannon Nyquist [StD9602a]. These results led
to the
the following rule-Nyquist sampling Shannon:

 minimum sampling frequency (or the critical frequency of

Nyquist) (FNYQ) is twice the cutoff frequency (Fc):
12c
NYQ s c
s
FFF
T

===

. (15)
Under Nyquist frequency signal obtained by sampling meshed
the continuous distortion due mainly contains aliasing
high frequencies (aliasing), a phenomenon described for example
in [OpSc85] and
[StD9602a]. This implies that the process acquired data can
not reflect its actual behavior, they are disturbed by noise
High-frequency sampling, the more important by frequency
the sample is lower than the critical one.
A very intuitive image sampling rule is given by
T meshing a sine period. Three possible situations can be made
in evidence:
a. if Ts> T / 2, resulting discrete signal may be periodically period
at least 2TS> T and non-routine (as the T / Ts
or not a rational number);

b. if Ts = T / 2, the resulting discrete signal constant (nonscheduled);

c. where Ts <t / 2, resulting periodic discrete signal and period
proportional T / Ts Ts non-routine (as the T / Ts
or not a rational number).
How in practice can not be obtained sampling periods with values
irrational virtually sampled sinewave is correct only if
is followed by Shannon-Nyquist (ie when c. above).
So according to this rule sampling, how time / frequency
Sampling is lower / higher, much better rendering discrete signal
on the continuity that comes (in the sense of avoiding aliasing,
ie minimal distortion of the original spectrum). One limitation,
however there
and it is time the cost of sampling solution chosen, which may
increase
lot for performances.
Mark
The current technology allows operation with sampling
frequencies of the order of several
MHz without excessive costs, which increase with performance
yet, but linear. The range
tens and hundreds of MHz up to hundreds of GHz, the cost
increases exponentially with value
sampling frequency. But there is a theoretical upper limit. The
electron can
provide only a limited switching speed due to its inert mass
(9.1110-31 kg). Although

small, it can not be neglected at high speed switching. The ratio

of
Planck's constant and the electron energy (6.62610-34 [Js]) is
the frequency of its own
oscillation - the order of 1.24 1011 GHz. According to the
principles of quantum limit [WiE71] report
energy and natural frequency of oscillation must be higher
Planck's constant.
This automatically implies the existence of a maximum sampling
frequency, which, if
using electric field, is situated below the threshold of 106 GHz.
The range
ultra-high frequencies, a solution is foreseen is the use of photons
rather than
electronically, having masses of about 1010 times smaller than
the electron.
Considering the product of higher energy and a constant
sampling frequency,
sampling threshold photons moving around 1016 GHz.

To avoid aliasing, in practice the procedure of

Figure 11 above. Thus, before the actual sampling signal
It is filtered with a continual analog of "low-pass" (LPF), band
range. It requires a certain cutoff frequency Fc, depending on the
type
The variation of process data provider (lower cutoff frequency
processes slow and fast processes bigger). Frequency
the sample is then chosen to be equal to twice the cutoff
frequency
thus fixed: Fs = 2FC. On the one hand, analog pre-filtering can
result
the loss of high-frequency useful information. On the other hand,
treble attenuation positive effects of removing disturbances
all high frequency that could corrupt the measured data.
Although aliasing was avoided by pre-filtration technique
analog data distortions are inevitably produced with
quantifying their operation. By quantifying means the
representation
numeric values using a finite number of bits, each bit being
awarded to
a certain quantum of the ranges covered by the data set.
Quantification can be uniform (most common) or irregular (if
that require greater precision in certain sub-ranges
Range). The effect on measured data quantification is widely
analyzed [PrMa96] or [JaNo84].
For example, if the value range is [-5 + 7] and we want data
representation

12-bit, then quantification requires use of quantum uniform

= 12 / (211 -1) 0.0059 (taking into account the sign bit and
that
the number of quanta is 211 -1). This means that the value is null
assigned to the entire range (- / 2 + / 2) and that the values
are null
approximated to the nearest whole multiple of . Of course this
introduce errors that are much less important is how quantum
smaller. Quanta small built on the increasing number of bits
representation, and therefore data storage capacity. Nowadays,
data storage capacity has increased significantly and is no longer
Practical problems in the 80s and 90s that. However, the
quantification of not
It can be done using any number of bits. Limiting the number of
bit quantization sampler is because all that is required to
record every bit numeric value at a time at most equal to a
sampling period. Choosing an appropriate method for quantifying
(generally uniform) and the number of bits to represent the data
Numeric is therefore restricted the sample solution adopted.

A uniform 12-bit quantization is often considered a very good

compromise. Higher accuracies are obtained 16-bit, but beyond
this number may force solution chosen quantification choosing
Unduly small sampling periods, accompanied by a significant
increase in the
costs.
Note that the data transfer means operating automatic
calculation
depictions 32, 64 or 128 bits (ie more precise than those
adopted for quantification) does not increase accuracy. On the
contrary,
calculation errors in the further processing of data are primarily
quantum of representation influenced by data values rather than
accuracy
Once the word car (which would lead to much lower quanta).
Choosing stimulus signals conform to the following principle
Overall:
a. If there is preliminary information about classes signals
process stimulus accepted by either selecting signal to beach
the richest frequencies or, if it can not otherwise choose
signal used in the actual operation of the process.
b. If the information about allowable process entries are missing,
then put it signals how much stimulation
"Persistent".
The concept of "persistence" will be presented in detail in
Chapter 3. He refers
the ability of a stimulus signal to drive the calculation of

of the sequence desired number of weight values for a linear

system, or
equivalent to boost system (process) on a desired number of
frequencies.
Mathematical models obtained by the stimulation signals
Persistent are versatile and have a higher degree of generality
than
the signal obtained with the low persistence.
Effective stimulus process can be done either directly with signal
selected input (if the process is discrete) or, more commonly,
through
a converted many analog (CNA), when the process evolves over
time
continuously. It is the instrument's dual ADC Numeric
(CAN) responsible for sampling. CNA performs interpolation
discrete sequences according to certain rules. The most
commonly used
order interpolation are at 0 and the order 1. Interpolatorul order 0
(Zero Order Holder - ZOH) Discontinued produce a signal in scale
through
maintaining the sample at a constant value for a period of
sampling. Interpolatorul of order 1 (First Order Holder - FOH)
produce
a continuous signal but derived discontinuous (in general), using
a
linear regulator (each a line is drawn between any two samples
adjacent). By interpolation, the original input signal is more or
less distorted, depending on the rule used. FOH is more accurate

than ZOH, but more difficult physically. That is why, ZOH is

preferred
the majority of applications with sufficiently small sampling
period
(fast processes or environments). Instead, FOH should be
preferred in case
slow processes (for medium and slow) to avoid shocks of
changing the rare stimulus signal values.

 sensors 5 by means of which one can collect process data

should be elected
Depending on the nature of the physical quantity measured. Their
performance, however,
limited financial resources available.
In general, to not introduce significant distortions in the data,
sensors
must have characteristics that influence how much less the size
of the
is measured: How much linear conversion law, as lower weight,
speed
The larger switching, etc. Linearity measured size conversion
size (usually electricity) sampled throughout the perception
Sensor is a primary requirement, but whose satisfaction can
incur high costs. Therefore, often it is accepted choice of
Linear sensors with local characteristics around values specified.
a
expensive sensor can thus be replaced by a less expensive
sensor network, with
local linear features around different operating points. The
problem
a main sensor networks is the elimination of interference
of the signals measured by it. Generally, this problem
solves both by suitable location of the sensors (solution requires
but a fairly good knowledge of the process and location
its components), and through initial data processing methods
collected. The location of the sensors is a difficult problem in
general.

In many applications, the quantities to be measured are difficult

to access or
the topological point of view, the hostility of the environment in
which it is to be
place the sensors. For example, when measuring the vibrations
produced by
mechanical fault diagnosis view, it is possible that just in
neighborhood defective part can not be placed accelerometers
that the measurements are performed. In this case, it is
necessary
their location in an area as close as possible to the location of the
component
damaged, so that interference with the vibration induced by other
components
mechanical (some of them also affected by possible defects) to
have amplitudes as small as possible. Another example is the
application of control
automatic chemical industry, where often sensors must be placed
in
corrosive environments, which, in time, affect their performance.
The more choice and placement problem is better solved sensors
with
so the data collected is less affected by disturbances and models
mathematical results are more accurate. Sensors with modest
features
and / or placed in locations affected by interference leading to
sensitive
the need for primary data processing algorithms complexity
high and less accurate mathematical models.

C. Primary data acquisition and processing

After econometric experiment parameters have been set,
following
initiation to collect data, which is called operation
data acquisition. Note that the industry offers numerous solutions
to collect
data from one process, integrated form of direct acquisition
boards
connected to an automatic means of calculation. They differ in
performance and
related costs.
In principle, a data acquisition board containing both analog
filters as well as filters
digital. They are used both in the choice of sampling rate and

solution quantization / storage, processing and the primary

thereof. Schematic diagram of Figure 11 should continue with a
block
digital filtering (ie using a digital filter), whose main objective is
to eliminate gross errors of measurement data and possibly
alleviate
interference. The design of these filters is by techniques
described by
eg [PrMa96]. Usually, designing or LPF (most often) or type filters
"Bandpass" (FTB) or filters of "high pass" (FTS), depending on the
application and
The purpose of identification.
If interference affected data is generally required
primary processing more elaborate. This involves using methods
complex than simple filtration methods aimed at extracting
Useful information of data acquired. The problem of separation of
the useful data
parasite is generally difficult to solve data having lower SNR.
More,
regardless of the SNR, no method of "parasite" data can not
ensure perfect extraction of useful information. Always a part of
useful information is lost (when considered parasitic), while a part
of
parasitic information is interpreted as useful. Useful information
can be encoded
the spectrum signals included in any frequency band. E.g,
voice intonation is encoded in the medium and high frequency
spectrum

Speech, while having significantly less power than the spectral

Lead voice formants. A filter whose purpose is to remove
High frequency noise can alleviate parasite sensitive information
about
intonation, leaving unincorporated voice signal, as would have
been generated
artificially, using a specialized system for voice synthesis.
The result is the acquisition of datasets measured in N a 1, {[]} =
U = and
N N y n 1 {[]} = Y = (in the case of off-line identification), or rows
of the measured data
entry and exit (in the case of identification on-line). Note that
entry can be
generated directly in numerical form or can be measured by the
same method
as output.
D. Choosing class of models and model identification
Along with organizing and conducting econometric experiment
acquisition
Data models can be specified class identification that works
(using preliminary information available). Class is most used in IS
ARMAX, which has been mentioned in section 1.3, which will be
described in
Chapter 2. It, however, is not the only set of patterns that may be
used, as can be seen also in Chapter 2.
Choosing a particular model type specified class is made taking
account several desirable characteristics. It is good that the
model be:

 sufficiently precise equations approached by the application of

laws
describing physicochemical process operation (if these equations
They are available);
parsimonios, with minimal complexity of the involved
algorithms
methods needed to determine to.
The two properties are obviously opposed. It is well known that if
It wants greater precision of a mathematical model, the
complexity

it should be increased. A compromise is always possible,

however. In the IS,
Parsimoniei resort to principle, according to which is sacrificed
accuracy
implementabilitii model for his or method of identification.
Chosen model type, M (), is then used both in choosing the
method of
identification as well as the determination of its parameters.
The choice of method for identifying E.
The mathematical model often determines the method for
determining the parameters
Its as method, by its complexity, can force another election
mathematical model, easier to determine. For example, for
applications
NC highly used ARX model. This is not because
ARX model would be the best in these applications, but because
it can be
2 simplest determined readily implemented (or LSM method
Instrumental Variables (MVI)). The models that respond better
this
Applications are either the type Error Output (Output Error - OE)
or the type
Filtered inputs Filtered disturbances (Filtered Input Filtered Noise FIFN) more
Specifically than OE model. However, the methods by which one
can determine parameters
these models, ie Prediction Error Minimization Method (MMEP)
(form

the LSM generalized) or Error Minimization Method Output (MMEI)

are
much higher complexity than conventional LSM or MVI. Some of
Identifying these models and methods are described in Chapters
2 and 4.
F. Determining the optimal models and model appropriate
The main loop identification experiment consists of
determining the actual parameters of the model chosen for the
different indicators
n structural, note in the chart of Figure 9 m (for ease). a
maximum structural index (N = M) stop the process. The models
They are optimal in the sense defined adequacy criteria chosen.
Each model
The determined optimal, M (m) and is assessed and precision,
using all criteria
appropriate. Thus, identifying models of the same type but
different
structures can be compared with each other, from the point of
view of accuracy in
choosing the appropriate order.
Choosing an appropriate model of the M available not performed
only based on its accuracy, but also resorted to a series of tests
Suitably, the most used are described in Chapter 4. These tests
help
users to take a decision on the optimal structure that should have
adequate mathematical model. Thus, for example, can be drawn
chart

quadratic optimization criterion V (m), as shown in Figure 12.

The graph was
interpolated to provide a clearer picture. It notes that while
models
maximum structural index led to the highest precision (ie the
value
Criterion less suitable), starting at a certain structural indicators,
improve the accuracy of models no longer significant. The
principle
parsimoniei (mentioned earlier), it is unnecessary to operate with
models
complex if they can not ensure a noticeably higher accuracy than
models
simpler.

The appropriate optimal model will have a structural indicator

given the entry into
precision landing of the chart (denoted mo) and not its maximum.
From
Therefore, it is appropriate that the pattern denoted by M (o),
was elected
using test / criterion flattening accuracy. This test is but one
component
subjective, which can be mitigated through other such criteria
selection
optimal structural index.
G. test validity
For a model of proper identification data acquired to be adopted
it is necessary that he be tested for validity. Only an appropriate
model
It will be returned valid identification at the end of the
experiment. Validation is
testing the operation of the process model as compared to when
the
starting a new session stimulating both entities with the same
input.
For the model to be valid, the error between process and model
must check
some properties will generally be determined by the method of
identification used in
during the experiment. The usual validation tests are described in
detail in
Chapter 4.

For example, if the appropriate model has been determined using

LSM,
trial and error of the model defined by (8), must have
characteristics
a normally distributed white noise (Gaussian) for the model to be
validated.
For this reason, test validation test is called bleaching.
If the model fails the test validation, identification experiment
It should be resumed from its main stages. Attempting be
reviewing
econometric experiment (perhaps the data are too affected by
disturbances)
be reconsidering class models and / or type of model, or a change
Method of identification.
Note that it is extremely important that validation is performed in
another set
different than the one used to determine the parameters of the
model. Therefore,
practice, the dataset acquired is always divided into two sub-sets
disjoint: one for identification and one for validation.
The following example illustrates the manner in which it
conducted an experiment
having as an objective the identification of a mathematical model
used in the construction of a loop
auto.

One of the main features of a heating system, such as that

illustrated in
Figure 13, is to keep a constant temperature at the exit of the
ventilation air in
Despite air temperatures absorbed. This is achieved with a
system of
temperature compensation based on a simple control loop. If the
heater is
placed in an environment having different temperatures of the air
streams, they can
they disrupt normal operation. Therefore, we assume desired
air heater in the open loop identification, following the
mathematical model obtained to be
used in the design of the controller to ensure disturbance
rejection and maintaining
the temperature around a desired value.
We will go through all the main stages of the experiment on
identification related
building mathematical model desired.
1. Informaiipreliminare
Heating is an electro-mechanical system whose operation
equations based
the laws of dynamics, electricity and thermodynamics lead to the
conclusion that the order
Maximum model identifier 2. The scheme is its functional
principle
plotted in Figure 14.
The cold air is ventilated by an electrical resistance powered by
means a power amplifier. This may vary the voltage and / or

intensity electric current going through. Size Control

power amplifier is entering the system. System output is
provided by the temperature sensor placed in the hot air stream
produced by
resistance. Both entry and exit as measurable.

Basically, the circuit from input to output of the process there are
four components:
power amplifier, the electrical resistance, hot air flow sensor
temperature. The process is nonlinear, but linearized around each
of temperatures
Beach permissible that can provide electrical resistance (having
power
The maximum). Also, the process can be considered as having an
average type of
variation because the settling time of a fixed temperature is
about 2s.
The process dead time is about 0.1s. Its parameters can be
considered
They are constants. (Their variations become noticeable when
the heater has a
given the high wear resistance aging electrical and / or
power amplifier due to damaging the temperature sensor
its exposure to high temperatures, etc.) Heating can be controlled
with a range
range of input signals, including high persistence. Their amplitude
however, it will be limited by the capacity of the power amplifier.
The disturbance comes from the cold air flow, which can be both
temperature as well as
Variable flow. The variable temperature due to the environment in
which it is
Located heater (that is an external noise), while variations in flux
rather they may be due to defects in the electric motor acting
fan (internal noise they produce). No distinction will be made
between the two

types of disturbances and shall be deemed heater is affected by

one
global6 noise. Order the disturbance model is unknown, but it can
go
from simple designs to intricate, as usual.
The objective (or purpose) is to provide identification of a
mathematical model needed
designing an automatic regulator that ensures both a good
rejection
interference, as well as maintaining the temperature of the hot
air flow around an
specified. The temperature is fixed manually via amplifier
power, which is equipped with a thermostat. An automatic
adjustment scheme in which
compensator is designed based on the model identification can
be seen in
Figure 15. The design of patterns starting from the numerical
controllers Identification
It is described in detail in many works, among which we mention
only [LaID93]
[LaID97] [GePo97] or [DTFP04].
Process and data acquisition 2.Stimularea
Based on preliminary information, it is sufficient to select a
frequency
tens of Hz sampling at most. Covering may be fixed
Fs = 100 Hz, ie Ts = 10ms. This leads to an analog filter having
Fs = 50Hz cutoff frequency (frequency as forced convection air
heater's power source)
and a normalized dead time nk = 10. It is yet to give pre-filtering

Digital because SNR is large enough. Data collection can be done

be a general purpose acquisition board or a dedicated acquisition
system. a
Such a system is expensive but provides more flexibility in
handling and
Primary data processing.
The image in Figure 16 shows the portable system LMS Belgian
acquisition
Roadrunner [LMS99], which has a micro-computer integrated
(functionally
Windows operating system).

Among other things, it provides: pre filter data, simultaneous

data acquisition
at least 2 channels (4 channels features and can be expanded to
16 channels), a wide range
Sampling frequency (between 1 Hz and 100 kHz), compatibility
with a large
number of sensors, the possibility to trace spectra and even
spectrogram (i.e.
Spectra variables over time), etc.

To stimulate forced convection air heater choosing a high

persistence signal generated
by means of an algorithm implemented on a computer. One such
signal is
the pseudo-random (binary), known under the abbreviation SPA
(B). Some algorithms
generating SPA (B) are shown in Chapter 3. (As I already said,
models obtained using high persistence signals are more specific
versatile than those obtained with low persistence signals.) signal
Stimulus is interpolated using a CNA based ZOH for simplicity.
Data acquisition horizon is fixed at N = 210 = 1024. Powers of 2
Signals favoring spectra evaluation using an algorithm type
Fast Fourier Transform (Fast Fourier Transform - FFT) [OpSc85]
[PrMa96].
Data acquired (identification and validation) are quantized 12-bit
and will
Computer representation in the form of floating-point numbers
32-bit.
3.Alegereaclaseidemodeleiamodeluluispecific
Initially, trying to determine the mathematical model of useful
data. It will return
subsequently adding a model of the disturbance. Class of
standard models
IS is ARMAX. General equations describing ARMAX are presented
in class
Chapter 2. For clarity, we reproduce in this context.
General Equation of class ARMAX [na, nb, nc, nk] (a difference
equation) is

as follows:
A (Q 1) y [n] B (q -1) [not] C (Q 1) e [n]
AR X MA
- = - + - , nN (16)
where:
u is the input signal or stimulus;
y is the output signal or system response;
e is ideal stochastic called white noise signal; in statistical
terms,
White noise is the prototype total neautocorelate signals, ie:
2
0 E {e [n] e [m]} = [n - m] n, mZ (17)
where E is the statistical average operator, 0 is the impulse unit
centered in origin (Kronecker's symbol), and 2 is the variance of
noise,
unknown;
Q-1 is a step delay operator (sampling), defined by:
(q-1 f) [n] = f [n-1] nZ for any string of data f (scalar or
vector);
A, B, C are finite polynomial:

=+++
=+
=+++

-------nc
nc
nb nk
nb
N/A
N/A
Cqcqcq
Bqbqbqq
Aqqq

1
1
1
11
1
1
1
1
1
() 1

() ()
() 1
(18)
for which the coefficients ii na 1, {} , ii nb b 1 {} , ii nc c 1 {}
(model parameters)
Grades na, nb, nc (structural indices of the model) (and
sometimes nk - delay
intrinsic model) are unknown variables.

Having a clear identification, the usual pattern they operate

application control / CNC is ARX [na, nb]. Using the information
preliminary order of this model is approximately equal to 2. This
implies
that the appropriate model to be found among the ARX models
[2.2, nk]
ARX [2.3, nk] ARX [3.2, nk] and ARX [3.3, nk].
4.Alegereametodeideidentificare
Determination ARX model can be made using two methods: LSM
and MVI
(as revised version of LSM). Of these, MVI is well adapted
model and will be taken further.
5.Determinareamodeluluiadecvat
After running the experiment for identifying the main loop, you
can choose
ARX appropriate type model [2,3,10]
(1) [] (1) [] s [n]
X
Bqun
AR
AQYn=-+
, nN (19)
with:

=+
=+

-----() ()
() 1
2
3
1
12
1 October
2
2
1
1
1
Bbbqbqqq
Aqqq
(20)
(intrinsic delay is already known and equal to 10 times of
sampling).
Another suitable model possible, but parsimonios is ARX [2,2,10].
Comparing
the two models, it appears that the model parameter b3 (19) (20) has a
much smaller than the absolute value of the absolute values of
the other two parameters
polynomial B. It follows that the term 2
3

b q may be neglected. This leads to

reducing model size by one. Note that this model parameters
parsimonios are identical to those that have more complex
model, such
that neglect of 2
3
bq- require reassessment of remaining in the competition
parameters.
6.Validareamodeluluiadecvat
Especially suitable model (ARX [2,2,10]) fails the validation test
than the one
satisfactory, probably because of interference pattern, which is
not
accurate. Therefore, identification should be resumed with a
model experiment
mathematical model that includes a complex of disturbances.
7.Reconsiderareamodeluluimatematiciametodeideidentificare
To work, this time with more general models, such ARMAX [2.2,
nc, 10].
The identification method is also changed from MVI in the
extended version of the MMEP
MVI. Maximum structural index of the MA is set to Nc = 10.
8.Redeterminareamodeluluiadecvat
This time, the optimal model 10 produced by the main loop
Experimental identification model is suitable or ARMAX [2,2,1,10],
or

Again it appears that the absolute value of the model coefficient

c2 second
It is negligible compared with the absolute value of the coefficient
C1. That's why,
The model is preferred parsimonios, ARMAX [2,2,1,10]. It should
be noted once again that
model parameters are different from the corresponding models
ARX [2,2,10] and ARMAX [2,2,2,10].
9.Validareanouluimodeladecvat
Assay validation is passed to the new model, described by
polynomials
the following:

=+
=+
=+
-----1
1
1
1
12
1 October

2
2
1
1
1
() 1
() ()
() 1
Cqcq
Bbbqqq
Aqqq
(21)
The model is sufficiently precise to play details of transitional
arrangements
characterized heater. Its step response but can be approximated
that of a system of order 1 (ie having only one pole). If the model
(16) & (21)
is too complex for automatic adjustment application, then you
can choose one
simple models of ARX [1,2,10] or ARMAX [1,2,1,10], slaughtering
the accuracy and validity area.

The objective of this chapter was to briefly present the main

coordinates of
IS domain. Subsequent chapters will provide more details on
these,
although approaches will remain at the basic level, introductory.

1.7. Exercises proposed

Exercise 1.1 (mini-project)
To emphasize the distinction between behavior systems
deterministic and non-deterministic behavior, take the example of
a
second order linear continuous system and show how it can be
determined about graphics
its parameters. Write a program with which to generate MATLAB
various embodiments of the system particularly in the case where
the output is corrupted by a
perturbation amplitude Gaussian additive chosen by the user. (To
generate interference, I can use MATLAB routines rand or randn.
To simulate
operation of a discrete linear dynamic system transfer function
rational
MATLAB can be used for routine filter.) What can be said about
identifiable
system perturbation amplitude chose?
Exercise 1.2
Demonstrate the properties (5), (6) and (7) of Gaussian
distribution (4) using
Poisson's identity:
2 e t dt
-
-
= .

exercise 1.3
Using Gaussian distribution (4), demonstrate the following
property:
(Y (t)) (y (t) y) 2DY (t) 2
+
-
p - = , tR.
Exercise 1.4 (mini-project)
Write a program in MATLAB by which to regularly check sampling
Nyquist-Shannon's where meshing a continuous sinusoid period
time. Show graphs illustrating the operation of sampling
accuracy. It is
thus possible to obtain a sampled signal using a non-routine
Automatic calculation means? If not, show why. If so, build signal
non-routine and display graph or a long enough time horizon.