Identification and model

reduction ofmultivariable
continuous systems via a
block-pulse functions scheme
H o n g Y. Z h a n g a n d L e a n g S. S h i e h

Department of Electrical Engineering, University of Houston, Houston, Texas 77004,

USA

R o b e r t E. Y a t e s

Guidance and Control Directorate, US Army Missile Command, Redstone Arsenal,

Alabama 35809, USA
{Received May 1981)

This article deals with the identification and model reduction of multi-
input and multi-output (MIMO) continuous systems, described by a high-
degree vector differential equation or a matrix transfer function, from the
discretized input and output data. The approach is based on using the
block-pulse functions scheme and the least squares method. A two-shaft
gas turbine model is used as an illustration.

Key words: multivariable control systems, identification, model reduction

Introduction If the system of interest is a single-input and single-output

(SISO) continuous system, or n = 1, equation (1) becomes
Accurate description of most practical continuous systems a pth degree scalar differential equation. Chen and Hsiao, 2
often results in a set of high-degree coupled-multivariable Rao and Sivakumar a and Gopalsami and Deekshatulu a have
differential equations. The linear representation of these successfully applied the Walsh functions approach, and block-
systems is a high-degree vector differential equation or a pulse functions approach for the identification o f the scalar
matrix transfer function as follows: differential equation or the corresponding (scalar) transfer
p+l p function from the discretized input-output data. Recently,
2 AiDi-lx(t)= 2 BiDi-lu(t) (la) Rao and Sivakumar s have extended their Walsh functions
i=1 i=1 approach a to identify a transfer function matrix but not a
matrix transfer function of a MIMO system.
with initial vectors D i - I x ( 0 ) and D i - lu(0), i = 1, 2 . . . . . In this paper, an extension of the methods of Chen and
where x(t) is an n x 1 output vector and u(t) is an n x 1 Hsiao 2 and Rao and Sivakumar a to the multivariable case is
input vector. A i and B i are n x n constant matrix coeffi- carried out by using the combination of the block-pulse
cients and D = d]dt is the differential operator. When all functions scheme and the least-squares method. The MIMO
initial vectors are null vectors, the corresponding poly- systems of interest are formulated in a high-degree vector
nomial matrix description 1 of a MIMO system is: differential equation or a matrix transfer function. The
p+l p same approach is then extended to determine the reduced-
Z Ai si-lX(s)= ~ Bi si-tU(s) (lb) degree continuous model of the original high-degree con-
i=1 i=1 tinuous system by using the input-output data.
and the matrix transfer function becomes:
Model identification

X(S) = [p+l
L i~l Aisi_l] -I [ Lp Bisi-I ] U(s) (lc) Consider a noise free linear time-invariant system described
by a pth-degree vector differential equation in equation

0307-904X/82/050369-05/$03.00
1982 Butterworth & Co. (Publishers) Ltd Appl. Math. Modelling, 1982, Vol. 6, October 369
Multivariable continuous systems: H. Y. Zhang et aL

(la) with all zero initial vectors. Let Ap+] in equation (la) and
be In, an n x n identity matrix. When m sets of discretized jT
data (or sampled data) ofx(t) and u(t) are available, x(t)
and u(t) can be described, using the block-pulse functions6' 7
as follows:
dii= T
'f
(i-Or
ui(t) dt~-[ui(jT)+ui(]T+ T)] (6b)

x(t) = [x,(t), x2(t) . . . . . xn(t)]' = Cqb(t) (2) i = 1 , 2 . . . . ,n j=1,2 ..... m

u(t) = [u,(t), u2(t) ..... u,(t)]' -~ Dck(t) (3) The integration of the set of block-pulse functions ~b(t) can
t be expressed as:
The prime in equations (2) and (3) designates transpose.
~(t) contains m block-pulse functions ~i(t) defined as: t

where:
(t) = [l(t), ~bu(t). . . . . ,n(t)]' (4a)
f
0
(t) dt mHck(t) (7a)

1, jT<t<<.(j+ I) T (4b) where the m x m operational matrix H is:

i(t)= 0, otherwise (4c)
T in equation (4) is the sampling period or T ~=t:/m where
H= T (7b)
t.t-is the final time of interest and m is the number of dis-
crete data used. The constant matrices C and D in equations
(2) and (3) are: 0

rCll C12 Clt~ The waveforms of the block-pulse functions i(t) for tf= 1
and m = 4 and their integrations are shown in Figure 1.
C = I c21
. . . c2~
. . . ... C2m} (5a) Integrating equation (la)p times from 0 to t and using
the relationship in equation (7) yields:
LCnl cn2 ... Cnmd p+l p
~" AiCHp+l-i~(t)= ~. BiOHP+l-i~(t) (8)
and i=1 i=1
dll d12 . . . dim 1 Dropping the common vector (t) in both sides of equation
D= II2,. . . d22
. . . ... d2m] (5b) (8) gives:
p+l p
AiCHV+l-i= ~ BiDH p+l-i (9)
Ld,,1 dn2 ... dnnO i=1 i=1
The elements of C and D can be determined by using the
orthogonal property of the block-pulse functions expressed Rearranging equation (9), we have the following matrix
as follows: equation:

iT C = QZ (10a)
l
I xi(t) dt~-[xi(jT)+xi(jT+ 7")1 (6a) where:
ci/ T
U-I)T Q = [--A~,--A2 .... , - A p , BhB2 ..... Bp] (10b)

~ ,./'qbi d/"

I I t
0 I/4 I 0 I
~fCzd t

1/41 ~ 1 f~bl dt - I I I
I I t I I T
0 I/4 1/2 I 0 I/4 I f~b2dt 0 -~ I 1 ~2
=,

,
/ it
f ~b3dt

fq~4 dt_
0

0
0

0
1

0 I/2 3/4 I 0 I/2 I

1t4 I
0
I
7q
3/4 I 0 5/4 I
Figure 1 Block-pulse functions and their integrations

370 Appl. Math. Modelling, 1982, Vol. 6, October

 Multivariable continuous systems: 14. Y. Zhang et aL
Z ' = [(CHP) ', (CHP-i) ', . . . . (CH)', (DHP) ', where:
(DHP-I) ', . . . . (DH)']' (10c) (~= [--A,B] (14b)
where: Q E R n x 2 p n , z E R 2pnx'n and C E R nxm. Z' = [(CH)', (DH)']' (14o)
Normally, the number of data m is greater than the total C, D and H are shown in equations (5) and (7), respectively.
number of unknown parameters 2pn. The weighted least- The weighted least-squares solution (defined as Q) becomes:
squares solution of Q (defined as Q+) that minimized the
sum of the squares of residual J, where: (~= CWZ'(ZWZ')-1 if rank Z = 2n (15)
J = ( C - QZ) W ( C - Q Z ) ' (11) If the static matrix gain (defined as an t7 x n constant
is given by: matrix K) can be obtained from the available mathematic
formulation of a MIMO system or from the experimental
Q+ = CWZ'(ZWZ') -l i f r a n k Z = 2pn (12) data at steady state, then the steady-state values of the
where W is a symmetric m x m positive definite weighting unit-step response of the original high-degree system and
matrix. the reduced-degree model can be exactly matched as
follows:
The existence of the solution in equation (12) heavily
depends on the selection of input functions ui(t ) in equation K ~=,4-1B = A-I1BI if rank,4 = rank A 1 = n (16a)
(1). For example, if the functions ul(t) and u2(t) are
or
identical, then from equation (6) we have dli = d2i for
] = 1, 2 . . . . . m. As a result, Z matrix will have two linear /7 = .4K (16b)
dependent rows and rank Z < 2pn. Thus, ZWZ' in equation
(12) becomes singular and Q cannot be uniquely deter- K in equation (16a) is formulated from equations (13) and
mined. The accuracy of the identified parameter matrix Q (la). Substituting equation (16b) into (14) we have:
in equation (10) can be improved upon by selecting binary
signals as exciting signals u(t) in equation (1). Since the c : t-A, AKi :`4 t- c + K D I -
binary signals are constant in the sampling intervals, the LDH d
elements dii in equation (6b) are exact values instead of =A~P (17a)
approximate ones. The pseudo-Random Binary Signals
(PRBS) are ideal inputs for the proposed identification where:
process. Instead of directly determining the matrix inverse 2 ~= [ - - C + K D ] H (17b)
in equation (12) to solve Q, an effective and accurate
numerical method called the singular value decomposition The weighted least-squares solution of equation (17) is:
method, a is recommended to solve the Q in the normal
A = CW2'(2WZ) -1 if rankZ = 21l (18)
equation of equation (10a). Note that although discrete
data of input u(t) and output x(t) are used to identify the and the parameter/7 can be determined from equation
unknown parameters, the obtained parameters are those of (16b). Thus, the reduced-degree model in equation (13)
a continuous system, not those of a discrete system. has the same steady-state value of the original high-degree
system.
Model reduction
An illustrative e x a m p l e
A low-degree model of a high-degree MIMO system is often
desirable for computer simulation and control system Consider the following linearized two-shaft gas turbine
design. In recent years, various model-reduction methods MIMO system: J2, xa
have been proposed and compared 9-1a in both time domain, 2 ( 0 + A22(t) + A1X(t) = Bdt(t) (19a)
and frequency domain.
In this paper, the proposed identification procedure is x(O) =.~(0) = 02x, (19b)
extended to determine the reduced-degree model of the
where:
original high-degree system by using the discrete data
generated from the original high-degree continuous system. [11.8567 -262.21]
Suppose the original system is described by equation (1) A2 = L0. 101.368.1
with p > 1 and the desirable reduced-degree model is
assumed to be a first degree vector differential equation: = r 18.5671 -2622.1 ]
2 ( 0 + Ax(t) = Bu(t) (13a) Al L-0.005214 136.829.1
where the initial vector, x(0) is a null vector.
The corresponding matrix transfer function is: 7] ' [x2(t)J' ,,,:,>:r",<'>l
Luz(t)J
X(s) = (si n + d )-'/Tu (s) (13b)
It is desirable to identify a second-degree MIMO model in
where A and/7 are unknown n x n constant matrices to be equation (1 a) and obtain a first-degree reduced-degree
determined by using the input-output data generated from model in equation (13a) by using the input-output data
equation (1). generated from equation (19). If the inputs u(t) are chosen
Integrating equation (13a) once and using the peculiar as the PRBS, the simulations of equation (19) can be easily
property of the block-pulse functions shown in equation (7) conducted by using the equivalent discrete model of the
yields the following algebraic matrix equation: continuous model of equation (19). The equivalent discrete
C = OZ (14a) model is determined by using a geometric-series method 14

Appl. Math. Modelling, 1982, Vol. 6, October 371

Multivariable continuous systems: H. Y. Zhang et aL

as follows. The state-space equation of equation (19) is: a Reduced-degree model

,.O:gS,Jo.ge;
)'~(t) = Ay(t) + Bu(t) (20a)

where:
y(0) = 04x I (20b)
o i i I d

A= --A1 --A2 BI ,
~ -1,0--

-2,0

y(t) = Oq,Y2,Ys, Y,]' ~ [xl,x2,c,,2=]'

-3.0 I I I I I I I
The eigenvalues of this system are -- 1.341367, -- 1.883743, 25 50 75 I00 125 150 175 200

--10 and --100. The equivalent discrete model is: Number of samples

y(k + 1) = Oy(k) + Hu(k) (21a) 006

b 0riginol system and
y ( 0 ) = 04x1 (21b) Identified model
0.03
where: oJ
x
~- o
G 1 -7/(AT) + 16/---= (AT; 8
-003

1 1_2__(At)2]}j
X [I4 + ~/.(AT) + 1612 (21c)
-0.06
25 50 75 I00 125 150 175 200
H ~- (G --I4)A-1B (21d) Number of samples

When/" = 4 in equation (21c) and the sampling period Figure 2 PRBS responses of various systems
T = 0.004 s, the G and H in equation (21) become:

9.9985380E-01 2.0302418E-02

G=

I_ 3.6594978E-08
7.2521597E-02
1.7138524E-05

3.9064349E-03
4.9796707E-11
9.9903966E-01
9.9918938E 00
-4.4977069E-01

1.8356973E-03]
3.2871977E-03 /
and
1.000266E 00
B~= L-5.793261E-05
-7.044263E-03]
1.002301E 00.1

Comparing the parameters in equation (19) with those in

(22), we obtain very satisfactory results. In order to
(21e) measure the goodness of the approximation, a criterion Ji
9.5353638E-01 8.5852776E-01 / is defined as follows:
3.6004553E-08 6.6582302E-01J
and J ~ [xiqT)
/=1
-- Xict(jT)] 2

7.8748197E-06 2.5298540E-06 ~ Ji = m i = 1, 2 (23)

5.0899795E-14 7.0187807E-06
(210
E
j=l
H=[3.9064349E-03 1.8369732E-03
L4.9796707E-11 3.2871977E-03 where xi(t ) is the response of the original system, whereas
xia is the response of the identified system.
The simulation results of equation (21), using PRBS signals The computed criterion with m = 200 for x,(t) is
as the exciting signals ul(k) and u2(k) are shown in Figure 2. 0.1342486% and x2(t) is 0.281794%. The PRBS responses
The ul(k) and u2(k) are generated from different registers of of the original system and the identified model are shown
the PRBS generator. The identified second-degree vector in Figure 2. The results are quite satisfactory. The reduced
differential equation is: degree model of equation (19) with the static matrix gain
in equation (16):
fc(t) + A*=f~(t) + A+lx(t) = B~u(t) (22a)
:~(0) = ~ (0) = O=x ] (22b) K=(A1)_,BI=[5.4150121E-02 1.0377272E 00]
where: L2.0635025E-06 7.3481507E-03-1
(24)
can be determined from the proposed method as follows:

Yc*(t) + .4"1x*(t) = B~(u(t) (25a)

A~- -1.438191E-02 1.358917E 02 x*(0) = 02x 1 (25b)

372 Appl. Math. Modelling, 1982, Vol. 6, October

 Multivariable continuous systems: H. Y. Zhang et al.

12 pn x n input matrix, p n ( p n + n) parameters are often

a
required to be identified. However, by using the proposed
0.9 method, only 2pn parameters are required to be determined.
Thus the computational difficulty in the identification can
be significantly reduced. Also, the identified parameters
06
are the parameters o f a continuous MIMO system but not
0 Originol system those of a discrete MIMO system although discretized
0.3 input-output data are used. The same method has been
employed to construct a reduced-degree model with reten-
0 /" I I i I I I I tion of the static matrix gain o f the original high-degree
15 :50 45 60 75 90 105 120 system. A two-shaft gas turbine model has been used as an
Number of somples ~10' example.

012
b Acknowledgements
Reduced-degree model
0.09 This work was supported in part by the US Army Research
oJ
Office, under Grant DAAG 29-80-K-0077 and US Army
x Missile Research and Development Command, under
~. Q06
Contract DAAH01-82-C-A 139.
d o.o3
References
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