CONTROL-RELEVANT INPUT SIGNAL DESIGN FOR MULTIVARIABLE SYSTEM IDENTIFICATION: APPLICATION TO HIGH-PURITY DISTILLATION S.V. Gaikwad 1 and D.E.

Rivera 2

Department of Chemical, Bio and Materials Engineering and CIM Systems Research Center, Arizona State University, Tempe, Arizona 85287-6006

Abstract. Input signal design issues associated with a discrete-time MIMO controlrelevant identication methodology are the focus of this paper. Using a priori information such as the open-loop dominant time constants and desired closed loop speed-of-response, guidelines are presented for the design variables in two periodic, deterministic inputs: the PRBS and Schroeder-phased signals. The guidelines are illustrated on the Weischedel-McAvoy high purity distillation column, which represents an ill-conditioned, highly interactive system. The case study clearly demonstrates that the sensible use of open-loop experimental design and nonparametric estimation, followed by control-relevant parameter estimation, naturally results in a low-order model description capturing the directionality information important for control. Keywords. identication, control oriented models, distillation columns

1. INTRODUCTION Generating informative input/output data via a well designed experiment is critical to the success of any identication technology. Experimental testing represents the most time consuming task in system identication, and arguably, control implementation in general. There is strong incentive for developing clear guidelines to input signal design meaningful to chemical engineering practice, particulary for multivariable systems. In this paper we address the problem systematically as part of a general framework for control-relevant multivariable identication developed by the authors (Rivera and Gaikwad, 1995),(Gaikwad and Rivera, 1995). The framework consists of the following steps:

1 2

Currently with Honeywell Technology Center, Minneapolis, MN To whom all correspondence should be addressed

Input Design and Experiment Execution: Experimental data is generated either from a single open-loop MIMO experiment (all input channels excited simultaneously) or from open-loop SIMO experiments (one input channel excited at a time). We focus on using periodic inputs such as the Pseudo-Random Binary Sequence (PRBS) and Schroeder-phased input, which are designed using simple guidelines based on a priori information such as the dominant open-loop time constants and desired closed-loop speed-of-response. Frequency Response Generation: Consistent estimates of the plant frequency response are directly obtained from the time-series either using Discrete Fourier Transforms (DFTs) (Bayard, 1993) or from a high-order ARX estimate (Ljung, 1987). Control-Relevant Parameter Estimation: A control- relevant weighted curvet of the frequency response data to a Z-domain transfer function model is achieved using a modied Sanathanan-Koerner iteration tech-

nique. A minimal realization of the curvet model is obtained to give the nominal discrete-time statespace model. This technique handles pre/post weighting functions, which are systematically dened from the nominal model, the nominal closed-loop transfer functions and the set-point and disturbance directions to be faced by the control system. The input design guidelines and control-relevant methodology are illustrated with the nonlinear column model developed by (Weischedel and McAvoy, 1980), which has been examined by (Chien and Ogunnaike, 1992) and (Li and Lee, 1994). Chien and Ogunnaike suggest that conventional input designs such as PRBS testing could lead to misleading and possibly erroneous models for this system. Relying on a priori knowledge that highfrequency information has the most impact for control purposes in this system, Chien and Ogunnaike propose a modeling scheme that uses integrators to represent each element of the transfer function matrix. Meanwhile, Li and Lee propose a combination of open-loop and closedloop identication experiments to address the problem; the closed-loop identication experiment is used to estimate an accurate plant inverse which contains gain directionality information important for control. Our examination of the problem in this paper demonstrates that a single open-loop experiment is sucient to obtain a model that gives good closed-loop control for this system. Two input designs are shown; one with multiinput PRBS excitation and one with one-channel-at-atime Schroeder-phased excitation. The PRBS signal is purposely designed to have a wide spectrum and serves as a starting point to gain a better understanding of the process. The Schroeder-phased input, on the other hand, takes advantage of the a priori knowledge regarding modeling requirements for control of the column (as described by Chien and Ogunnaike) to narrow down the excitation bandwidth. Both designs result in excellent closed-loop responses.

tion elements in the system. This denes the frequency bandwidth for input signal excitation [ ] as = s 1 L = H s dom dom (1)

where s is the factor representing the settling time of the process and s is the factor representing the closedloop speed of response as a multiple of the open-loop response time. Equation (1) species the at part of the spectrum over which the input signal contains signicant power. Relating this frequency spectrum to the design variables associated with PRBS or Schroeder-phased inputs is now described. 2.1 PRBS Design Guidelines The PRBS input is a two level signal which is generated using shift registers and Boolean algebra (Godfrey, 1993). Signal generation is characterized by two parameters: nr , the number of shift registers, and Tsw , the switching time. The sequence repeats itself after Ns Tsw units of time, where Ns = 2nr 1. The guidelines for switching time and sequence length follow the analysis in (Rivera et al., 1994): Tsw
L 2.8dom s (1) Ns = 2nr 1 H 2s dom (2) Tsw

For the MIMO PRBS signal it is required that there exist an adequate lack of cross-correlation between the signals applied at each channel. This is accomplished by using shifted or delayed versions of the same signal in each channel. For a system with p-inputs each input is shifted relative to the previous input by the delay D. Inputs numbered from 2 to p will be delayed with respect to the rst input according to [D, 2D, 3D, , (p 1)D]. The delay D is chosen according to Equation (3) where max Tsettle is the maximum settling time over all elements in the transfer function matrix and Ns is chosen according to D=
max Tsettle Tsw (2) Ns = 2nr 1 p D

(3) (4)

2. INPUT SIGNAL DESIGN FOR MIMO IDENTIFICATION Consistent estimation in system identication requires that the input signal satisfy the requirement of persistent excitation; furthermore, statistical independence between the input and disturbance oers some practical advantages (Ljung, 1987). The guidelines presented here are an extension of guidelines developed for SISO systems (Rivera et al., 1994). For multivariable systems the user must provide estimates of the fastest (lowest) L dominant time constant dom and the slowest (highest) H dominant time constant dom over all the transfer func-

(1) (2) Ns = max(Ns , Ns )

PRBS input magnitude is user-specied, for a number of reasons. First, guidelines for input signal magnitude require a priori knowledge of the plant gains, which is uncommon. Furthermore, operating restrictions will usually dictate the allowable input signal magnitude in practice. For linear systems, asymptotic variance expressions (Ljung, 1987) indicate that collecting more data will ameliorate the eects of low signal magnitude.

2.1 Schroeder-phased Input Design Guidelines The Schroeder-phased input (Bayard, 1993) is composed of a harmonically related sum of sinusoids,
ns

for both A(z) and B(z) and a unit delay for each input (B0 = 0). We also choose to make the polynomial matrix A(z) diagonal, which corresponds to the assumption that output disturbances are mutually independent. DFT frequency response estimation (Bayard, 1993) and (Rivera et al., 1994) show how to obtained unbiased frequency response estimates using Discrete Fourier Transforms (DFTs) for periodic and deterministic inputs. An expression for estimating error bounds is also available. The DFT estimate is unbiased for any data length and does not require any special windowing functions, since each cycle of the input signal represents a natural window over which the DFT estimate is computed. The outputs must reach a periodic steady-state before they are used in the DFT estimator.

us (k) =
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2i cos(i kT + i )

(5)

where T is the sampling time, i = 2i/Ns T , and ns ns Ns /2. The total power is normalized as i=1 i = 1 where the relative power in each component {i > 0, i = i 1, , ns } is user specied. The phases i = 2 j=1 jj minimize peaking in the time domain, while is a scaling factor which insures that the time-domain magnitude does not exceed usat . Design parameters for specifying the Schroeder-phased input are Ns (the number of samples in one signal period) and ns (the number of sinusoids in one signal period). Ns determines the low frequency end of the Schroeder-phased spectrum while ns is the number of frequencies with nonzero power. Since ns directly determines the order of persistent excitation, we allow ns to be user specied, while Ns is determined from the frequency region dened in Equation 1. The guideline for selection of Ns is Ns max 2 2(ns 1) , T T ( ) (6)

4. CONTROL RELEVANT PARAMETER ESTIMATION Previous work developed a systematic framework for control relevant parameter estimation (Rivera and Morari, 1987), (Rivera and Gaikwad, 1995). It is based on the realization that incorporating control requirements in parameter estimation will narrow the regions of time and frequency over which a good model t is necessary. A Control Relevant Parameter Estimation Problem (CRPEP) consists of minimizing the weighted norm of the error between the true plant (P ) and estimated model (P ) . As shown in (Rivera and Gaikwad, 1995), for the case of classical MIMO feedback u(t) = C(z)(r(t) y(t)) the CRPEP is posed as: min Wy SE P 1 H(r d)
P 2

Ns is appropriately rounded to give an even number. In order to satisfy (6), a restriction must be imposed on the sampling interval T T min (ns 1) , n ( ) s (7)

Using this guideline we obtain a notch-shaped Schroederphased input spectrum with nonzero power at ns frequencies between and (see Figure 1).

(8)

subject to the condition that 3. NONPARAMETRIC ESTIMATION The time series generated from experiment execution is preprocessed by subtracting means and dierenced if necessary to remove any nonstationarities. From this data consistent frequency response estimates is obtained for parameter estimation. We consider two methods for frequency response estimation: High-Order MIMO-ARX estimation (Wahlberg, 1989) and (Zhu, 1989) prove the consistency of the ARX model estimate with increasing model order and number of observations. This result is very useful from a practical standpoint, since prediction-error estimation of ARX models constitutes a simple linear least squares problem (Ljung, 1987). We choose the same order na = nb sup (E P 1 H) < 1

(9)

where H = P C(I + P C)1 and S = (I + P C)1 are the nominal complementary sensitivity and sensitivity operators, respectively. v = [r d]T , E = P P , and ec = Wy (r y), where Wy is a diagonal, static weight matrix that allows the engineer to selectively scale the controlled variable responses. A frequency-domain algorithm (Gaikwad and Rivera, 1995) minimizing the weighted 2-norm error between the frequency response data P (i ) and a parametric model according to the left Matrix Fraction Description (MFD) P (z) = A(z)1 B(z) is used to solve Equation (8). The algorithm is an iterative linear least-squares extension

and one cycle of data is collected as shown in Figure 2. The data is dierenced and then t to a fourth order ARX model (A(z) diagonal). The ARX model gives the correct sign of the RGA for this system and leads to a state-space model with 8 states. The control-relevant frequency weighted parameter estimation algorithm is 5. HIGH PURITY DISTILLATION CASE STUDY applied to a frequency grid of 32 points between 0.01 and 0.4 radians/min to obtain a model with 4 states. In this case study we apply the proposed control-relevant Control-relevant weights are specied for an MPC conidentication methodology to the high-purity distillatroller with prediction horizon PHOR = 100, move horition system described in (Chien and Ogunnaike, 1992), zon MHOR = 25, output weighting y = [1 1], inwhich was originally presented by (Weischedel and McAvoy, put weighting u = [0.2 0.2] and worst case set1980). This is a methanol-ethanol column with 27-trays point directions of -0.05 for y1 and 0.05 for y2 . Figure 4 and 56 states; the controlled variables are tray temperacompares step responses of the model against the hightures on trays 21 and 7 while reux ow L and the vapor order ARX model and the two time constant model reboilup ow V are used as manipulated variables. The ported in (Chien and Ogunnaike, 1992). The control recolumn shows asymmetric nonlinearities in the temperquirements demand a very good initial time/high freature measurements, interactions and ill-conditioning, quency t; moreover, the singular values of the MFD which make it a challenging modeling and control probmodel t virtually overlap those of the high-order ARX lem. Using one-element-at-a-time estimation from PRBS model (Figure 6), indicating that gain directionality is data, Chien and Ogunnaike obtain a two-time constant retained in the parameter estimation problem. All these model characteristics of the model contribute to the excellent 32.63 33.89 closed-loop responses, as shown in Figure 5. These responses are clearly superior to those of Chien and Ogun (98.02s + 1)(0.42s + 1) (99.60s + 1)(0.35s + 1) G(s) = 34.84 18.85 naike without requiring a closed-loop identication test, (75.43s + 1)(0.30s + 1) (110.50s + 1)(0.03s + 1) as suggested in (Li and Lee, 1994). Throughout this study we compare our results against 5.2 Identication using a SIMO Schroeder-Phased input this model, since it has been the focus of subsequent studies (Li and Lee, 1994). Closed-loop responses generThe PRBS experiment described in Section 5.1 excited ated from Model Predictive Control algorithms are used a very wide spectrum of frequencies, as observed in Figto determine the true control-relevance of these models. ure 1. Examining the model step responses (Figure 4) 5.1 Identication using a MIMO PRBS input Open-loop step responses indicate that the column displays dynamics spanning time constants between 5 and H 33 minutes. We design the PRBS signal using dom = 33 L max min, dom = 5 min, and Tsettle = 165 min as estimates of the open-loop dominant time constants and maximum settling time of the system. As noted in Chien and Ogunnaike, among others, for high-purity distillation systems it is desirable to have a very fast closed-loop settling time compared to the open-loop settling time. We therefore choose s = 2. s = 3 signies that we are interested in low frequency information corresponding to the 95% settling time. The data is sampled every two minutes (T = 2 min). These specications lead to a MIMO PRBS signal with parameters nr = 7 Tsw = 6 D = 126 (10) and the subsequent closed-loop responses for the PRBS case (Figure 5) make it clear that much of the low frequency excitation in the PRBS input is unnecessary in a control-relevant sense. From this insight, we design a Schroeder-phased input focusing on the intermediate L frequency region; this is achieved by choosing dom = 5 H min, dom = 20 min, = 1, and = 2. Specifying 12 sinusoids in the signal (ns = 12) and retaining T = 2 min for the sampling time gives Ns = 100 or 200 minutes per cycle. Figure 1 shows that the power spectrum of the Schroeder-phased input has power in frequency range between 0.05 radians/min and 0.4 radians/min. As before, the signal magnitude is set at 0.001. Two cycles of the data are collected under one-input-at-atime or SIMO excitation after a sinusoidal steady state has been attained (Figure 3); coherence analysis (not shown) proves the data to be adequately linear. Because the Schroeder-phased input involves smaller move sizes than the PRBS signal, it could be argued that it represents a more plant-friendly input than the PRBS. DFT analysis is used to obtain 12 points on the frequency response; the control-relevant parameter estimation algorithm applied to this frequency response us-

of the MIMO S-K iteration algorithm developed by Bayard (Bayard, 1994) for multivariable curvetting. The weight functions are systematically dened from Equation (8).

Figure 1 shows that this input captures information over a wide frequency band, from 0.01 to 0.4 radians/min. One cycle of the PRBS signal is 381 samples or 762 min long. A magnitude of 0.001 is chosen for both channels of the PRBS signal. The input is applied to the column

ing the previous MPC controller tuning (PHOR = 100, MHOR = 25, y = [1 1], u = [0.2 0.2]) and setpoint directions y1 = 0.05 and y2 = 0.02 ) is used to obtain a model with 4 states. Figure 4 compares the model step responses against the Chien-Ogunnaike and PRBS models; as before, excellent closed-loop responses are obtained for this model (Figure 5); likewise, gain directionality is preserved in the low-order model (Figure 6).

8. REFERENCES Bayard, D.S. (1993). Statistical plant set estimation using Schroeder-phased multisinusoidal input design. Applied Mathematics and Computation 58, 169 198. Bayard D. S. (1994). High-order multivariable transfer function curve tting: algorithms, sparse matrix methods and experimental results, Automatica, 30, 1439-1444. Chien, I-L and B.A. Ogunnaike (1992). Modeling and control of high-purity distillation columns. 1992 AIChE Annual Meeting, Miami Beach, Paper 2a. Gaikwad, S.V. and D.E. Rivera (1995). Control-relevant curvetting of multivariable transfer function models. accepted to Automatica. Godfrey, K. (1993). Perturbation Signals for System Identication. Prentice Hall International. London. Jacobsen, E.W. (1994). Identication for control of strongly interactive plants. 1994 AIChE Annual Meeting, San Francisco. Li, W. and J.H. Lee (1994). Closed-loop identication of ill-conditioned multivariable system. 1994 AIChE Annual Meeting, San Francisco. Ljung, L. (1987). System Identication: Theory for The User. Prentice-Hall. New Jersey. Rivera, D.E. and M. Morari (1987). Control-relevant model reduction problems for SISO H2 , H , and controller synthesis. Int. J. Control 46, 505527. Rivera, D.E. and S.V. Gaikwad (1995). Systematic techniques for determining modeling requirements for SISO and MIMO feedback control. J. Proc. Cont. 5, 213224. Rivera, D.E., S.V. Gaikwad and X. Chen (1994). CONTROL-ID: A demonstration prototype for control-relevant identication. American Control Conference, Baltimore. Wahlberg, B. (1989). Model reductions of high-order estimated models: the asymptotic ML approach. Int. J. Control 49, 169192. Weischedel, K. and T.J. McAvoy (1980). Feasibility of decoupling in conventionally controlled distillation columns. Ind. Eng. Chem. Fund. 19, 379384. Zhu, Y.C. (1989). Black-box identication of MIMO transfer functions: asymptotic properties of prediction error models. International Journal of Adaptive Control and Signal Processing 3, 357373.

6. CONCLUSIONS AND RESEARCH IMPACT In this paper we have examined the identication of multivariable linear models to be used for controller design. The models obtained are control-relevant, meaning they retain information that is most important for control purposes. A simple identication scheme using a combination of open-loop experimental testing followed by control-weighted estimation was developed for both SIMO and MIMO experiment designs. Meaningful data for identication was generated using periodic signal excitation using either a multi-input uncorrelated PRBS sequence and SIMO Schroeder-phased input excitation. The inputs are generated using simple a priori information about the plants dominant time constants and the desired closed-loop settling times. A nontrivial case study involving temperature-based control of a high purity distillation column clearly demonstrates the eectiveness of the proposed methodology. The results of this paper shed a dierent light into much of the recent discussion within the process control community regarding the control-relevant identication of ill-conditioned systems. We have shown via the Chien and Ogunnaike example that a standard open-loop experiment can be used to successfully model and control a highly ill-conditioned plant without a priori knowledge of plant directionality. From a practical standpoint, the appeal of relying on minimal a priori information during identication testing is clear. The results of (Jacobsen, 1994) using a dierent plant example and subspace methods agree with this conclusion. Clearly this is a problem for further study and clarication within the process control community.

7. ACKNOWLEDGMENTS Financial support from the ASU-Honeywell Control Systems Engineering program and Shell Development Company is greatfully acknowledged.

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Fig. 4. Parametric Model Step Responses; Solid: CR Wt from MIMO PRBS (overlaps with ARX model); Dash-Dotted: C-R Wt. from SchroederPhased; Dotted: Chien-Ogunnaike Model
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