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Journal of Hydroinformatics

04.4

2002

Bjorn Sohlberg and Mats Sernfalt

ABSTRACT

This paper deals with modelling and identification of a river system using physical insights about the

process, experience of operating the system and information about the system dynamics shown by

measured data. These components together form a linear model structure in the state space form.

The inputs of the prospective model are physical variables, which are not directly measured.

However, the model inputs can be found by a nonlinear transformation of measured variables.

Unknown parameters of the model are estimated from measured data. The modelling work focuses

on the principle of parsimony, which means the best model approach is the simplest one that fit the

Department of Computer Science,

Dalarna University College,

SE-781 88 Borlange,

Sweden

E-mail: bso@du.se

Mats Sernfalt

Willnor AB,

Borlange,

Sweden

The goal of the model is to control the water level of the river, where the water flow is mainly

determined by the demand for energy generation produced by the hydropower stations along the

river. The energy requirement increases in the morning and decreases in the evening. These flow

variations, caused by the energy demand, have to be compensated by controlling the power plants

downstream, in such a way that the water level between the power stations is guaranteed.

Simulation of the control system by using an adaptive model predictive controller shows that the

water levels vary less and can be maintained at a higher level than during manual control. This

means that more electric power can be produced with the same amount of water flow.

Key words

| extended Kalman filter, grey box model, model predictive control, parameter

estimation, river

INTRODUCTION

An important way of producing electrical energy is by

1992).

266

Journal of Hydroinformatics

04.4

2002

experience of the specialists to determine the model

structure, which is inuenced by many factors, such as

the water depth, water velocity, friction force, lateral

inow and boundary conditions, etc. Models constructed

in this way are called white box models or simulation

models.

A second way of making a model of a process is to

Figure 1

obtained from the process. This will give a model that does

not reect any specic physical structure of the system,

namely a black box model.

The system under investigation is a nonlinear process

and is also dependent on specic weather and seasons.

Therefore, the model must be able to cope with varying

operating situations. This means that the model has to be

PROCESS DESCRIPTION

power station and nally at a place named O

of the model is formulated.

In our case the resulting process description is a

versatra is restricted by law to a specic interval.

O

Bellgardt (1998).

the power stations located sequentially. The ow at the

oodgates.

267

Journal of Hydroinformatics

04.4

2002

versatra is maintained at a given level. Furthermore, the

O

water ows.

One of the difculties in controlling the water levels is

that there is no basin between the two power stations.

Basins work as a buffer and reduce the inuence of the

variations in the water ows and prevent ooding. It is

also a time delay system: it takes about 1015 minutes for

a variation in the ow at Lnghag to inuence the water

level at Stora Skedvi.

Another difculty is the backwater effect. The water

level declines from the lower water level at Lnghag to

ow and level downstream of Lnghag power

station,

station,

station.

are equal at each power station.

from 0.2 m to 0.5 m. This means that the slope for this

part of the river is about 0.0020.004%. Backwater

effects will occur when the slope is less than 0.01%

(Chow et al. 1988). Consequently, upstream propagation

complex way.

268

Journal of Hydroinformatics

04.4

2002

generated inside the process. For example, the quantity S

may denote energy, mass or momentum.

Recently, several successful attempts have been made

Figure 2

Grey scale for grey box modelling.

Another possible way, which deals with the nonlinearities of a process, is to make a nonlinear transfor-

sents the area between the two extremes of the white box

and black box models, where the grey box model can be

In this paper we use a combination of the grey box

The grey box modelling technique has been focused in

supplementary

expressions.

relations

about

important

variables.

(Stephanopoulos 1984)

Accumulation of S

Time period

+

Total input of S

Total generation of S

Time period

Time period

Total output of S

Time period

Total consumption of S

Time period

(1)

Model structure

269

Figure 3

Journal of Hydroinformatics

04.4

2002

conservation, a reasonable basic lumped parameter model

is given as

dy

dt

Figure 4

Figure 5

Hydropower generation.

(2)

= qinqout .

1997), Equation (2) is converted into a discrete form,

where t is the sample interval:

y(k) = y(k1) +

t

A

(3)

with water ows at the two power stations as inputs and

the water levels at the power stations together with the

versatra as outputs. To be more specic, let

water level at O

the input u1 be the sum of ows caused by the generators

at Lnghag power station and the input u2 be the sum of

the ows from the power generation at Stora Skedvi. The

outputs y1, y2 and y3 are the lower water level at Lnghag,

versatra and the upper water level at

the water level at O

Stora Skedvi, respectively. Consequently, the process is

characterized by two inputs and three outputs shown by

Figure 3.

describing the behaviour of the water levels at three different places along the river. The model consists of three

sub-models M1, M2 and M3, where each sub-model is

formulated with two inputs and one output. A schematic

structure of the model is shown in Figure 4.

Water owing through the turbine generates electricity by

power generated is proportional to the product of the ow

(4)

(5)

(6)

water levels above and below the power station, see

head and is represented by y. The net head is a function

horizon y does not vary much. The loss of power when

270

Journal of Hydroinformatics

04.4

2002

system is shown in Figures 7 and 8, where the ows

are estimated from Equation (8). The sample interval

is 5 minutes and the duration of the measurement is

160 hours or about one week. The sample interval is a

compromise between a desired short time due to the Euler

approximation and a desired longer time due to rise times

and time delays of the system.

The ow through the turbines at Lnghag is inFigure 6

Model structure.

increased to maintain the water levels at the desired

height. In the evenings the ows are decreased again.

Due to the variations in the ows the water levels will

efciency is a nonlinear function of the ow ug and the net

estimation.

P(ug,y) = ugyh(ug,y).

(7)

generated power and the net head. The efciency is not

estimating the ow trough the turbines are approximated

structure.

differ:

water level is measured close to Lnghag power station, so

ug = a1

& y / & y /

+ a2

+ a3

& y /

(8)

changes in the ows through the turbines at this station. It

is possible to generate a principal curve, which describes

at Lnghag:

and Stora Skedvi, the generated electric power is represented by P1P4 and the ow through the turbines by

ug1ug4.

H(q 1) =

p11p12q 1

1q 1

(9)

271

Journal of Hydroinformatics

Figure 9

Figure 7

04.4

2002

Water levels at Langhag, Oversatra and Stora Skedvi. Solid: Langhag, dotted:

Oversatra and dashed: Skedvi.

Figure 10

O

water levels at Lnghag and Stora Skedvi. This justies

changing the model structure to a structure given by the

Figure 8

Estimated water flow through the turbines at Langhag and Stora Skedvi.

following equation:

y2(k) = p21y2(k 1) + p22y1(k n21) + p23y3(k n22) (11)

versatra via the

and u2(k) affect the water level at O

(10):

y1(k) = y1(k 1)

p13u2(k n12)

as Equation (6):

(10)

y3(k) = y3(k 1) + p31u1(k n31)p32u2(k n32).

(12)

for use as a model structure, since estimation of the

Stora Skedvi.

272

Journal of Hydroinformatics

Parameter estimation

Since the system is a multi-inputmulti-output process, a

x1 (k+ 1)

0

0

0

1

0

0

0

0

0

0

0

0

0

0

p12

p13

0

1

0

0

0

0

0

0

0

x6 (k+ 1)

(13)

x7 (k+ 1)

x1 (k)

u(k) is the control vector and O is a vector of unknown

parameters. The matrices F(O) and G(O) consist of the

unknown parameters. The matrix C consists entirely of

known parameters. The disturbance vectors v(k) and w(k)

are considered as white noise with covariance matrices Rv

and Rw.

The unknown parameters are estimated by using the

Matlab System Identication Toolbox (Ljung 2000). The

estimation routine minimizes the quadratic prediction

x2 (k)

x3 (k)

x4 (k)

x5 (k)

y1 (k)

^

y2 (k)

y3 (k)

x1 (k)

x2 (k)

VN() = det

k=1

(14)

^

x3 (k)

x4 (k)

x5 (k)

x6 (k)

1

0

0

1

p11

0

0

0

x7 (k)

(14) and the criterion by Equation (15) (Ljung 1999),

x6 (k)

2002

^

^

^ ^ ^

x4 (k+ 1)

x5 (k+ 1)

04.4

x2 (k+ 1)

x3 (k+ 1)

0

0

0

0

0

0 p31 1

n1 (k)

n2 (k)

n3 (k)

u1 (k)

u (k) ^ +

n4 (k)

0

0

p32

(17)

n5 (k)

n6 (k)

n7 (k)

0

0

0

0

0

0

0

0

1

0

0

0

0

1

w1 (k)

^

w2 (k)

w3 (k)

(18)

x7 (k)

^.

(15)

um, of the difference between the two ows u1(k) and

u2(k). This parameter includes evaporation, rainfall, inlet

Figures 7 and 8. Simulation of the model is presented

in Figure 11 together with the measured water levels.

from small ows along the river and error resulting from

estimation of the ows u1(k) and u2(k). During the parameter estimation the mean value between the ows is

The water level varies very fast when the ows change. It is

eliminated:

u1(k) = u1(k) um.

(16)

versatra and Stora Skedvi

the water levels at Lnghag, O

are modelled by the state variables x4(k), x5(k) and x7(k).

The ows are delayed via the states x1(k), x2(k), x3(k) and

changes.

versatra

Comments on the water level at O

(15).

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Journal of Hydroinformatics

Table 1

04.4

2002

Standard

Parameter

Mean value

deviation

Flow difference

um

8.2

3.2

Lnghag M1

p11 10 3

1.422 0.019

0.295

p12 10 3

1.259 0.013

0.297

p13 10 3

7.165 2.06

3.304

p21

0.981 0.0004

0.011

p22 10 3

7.849 0.375

3.807

p23 10 3

12.496 0.555

8.916

p31 10 3

1.049 0.017

0.478

p32 10 3

1.050 0.017

0.479

versa tra M2

O

Stora Skedvi M3

Figure 11

the parameter values differ, depending on which measurement sequence is used to estimate the parameters. The

result of the estimation is presented in Table 1, showing

its lowest values. It is possible that some problem with the

increases again.

mately 90 h.

Model analysis

274

Journal of Hydroinformatics

04.4

2002

The variance of parameter p21 is small compared to the

estimate, which indicates that the estimate of the parameter is accurate. On the other hand, the model is very

sensitive to this parameter. The parameters p22 and p23

vary approximately the same amount from one measurement sequence to another. Estimation and simulation

show that it is possible to merge the parameters p22 and

p23 into one parameter and estimate this parameter

together with parameter p21 for each measurement

sequence. This implies that two parameters need to be

adapted to different operating situations.

The estimates of the parameters are almost equal, but

depend on the measurement sequence is used. This means

that the parameters p31 and p32 can be merged to one

common parameter.

From the discussion above, we have a reduced model

Figure 12

Measured and simulated water levels based on the reduced model. Solid:

measured, dashed: simulated.

from measured data. The other parameters are regarded as

Table 2

The results from simulation of the reduced model are

Parameter

estimates are given in Table 2.

Flow difference

um

Lnghag

p11 10 3

1.42

p12 10 3

1.26

p13 10 5

7.20

The simulation with the reduced model gives approximately the same results as the previous model presented in

Figure 11. From Table 2, we can see that parameter p21 is

versa tra

O

common parameter for p22 and p23 gives an estimate,

which lies between the estimates given in Table 1. The

Set

value

Stora Skedvi

Estimated

value

8.58

p21

0.9815 0.0002

p22 = p23 10 3

9.252 0.110

p31 = p32 10 4

1.203 0.018

higher than the mean value presented in Table 1.

REAL-TIME ESTIMATION

275

Journal of Hydroinformatics

04.4

2002

Moore (1979) and Ljung & Soderstrom (1983).

From Equation (13), the process is described by a

model with time varying parameters:

x(k + 1) = F[O(k)]x(k) + G[O(k)]u(k) + v(k)

y(k) = Cx(k) + w(k)

(19)

where v(k) and w(k) represent white noise with covariance matrices Rv and Rw. The time varying vector O(k)

given by Equation (20) consists of the unknown

parameters to be estimated:

O(k) = [um(k) p21(k) p22(k) p31(k)]T.

(20)

problem is to estimate simultaneously both the process

states and the unknown parameters by an augmented

model in which the unknown parameters are regarded

as additional states and then apply the Extended

Kalman Filtering (EKF) algorithms to the augmented

model; see Appendix A. Theoretical and practical aspects

of Kalman lters are presented by Grewal & Andrews

(1993).

Generally, O(k) is modelled by the following difference

equation:

Figure 13

(21)

mean and covariance matrix RO.

although the choice is not critical. The covariance

matrices of Rv and Rw are set to the same values as were

276

Journal of Hydroinformatics

04.4

2002

but converge to other values. This means the Extended

Kalman Filter is applicable in this case.

The purpose of controlling the system is to keep important

process variables within specied levels so that the energy

production is efcient. In our case, it means that the water

levels at the specic locations are limited to certain intervals restricted by law and practice. To avoid too much

impact on the environment, there are also constraints on

Figure 14

formulated as follows: keep the net level at the power

Table 3

Statistical properties

versatra

O

Stora Skedvi

the water ow too fast.

Mean value (m)

Controller design

Measured

Simulated

control

Measured

Simulated

control

93.92

93.96

93.64

93.70

0.02

0.07

0.03

system, the following are needed (Kirk 1970): a mathematical model of the process to be controlled, concretization

of the physical limits of the system and a specication of a

performance measure.

The Model Predictive Controller, MPC (Camacho &

Bordons 1995), is closely related to the optimal control

moving horizon and only the control variable from sample

k is used as a control action.

but more a range of control methods developed around

certain ideas. The main differences between the optimal

controller and the general MPC are that, for the MPC,

Skedvi.

277

Journal of Hydroinformatics

04.4

2002

difference between the ows at Lnghag and Stora Skedvi

is set to the same value as achieved from the measurement

sequence, 8.5 m3/s.

Implementation of the Extended Kalman Filter is

based on the equations given in Appendix A, which estimates both the model states and the unknown parameters

of the reduced model. In the Simulink scheme is the

process model and the EKF are implemented, by using

an S-function from the Simulink blocks, see Figure 14.

The MPC block is based on a routine from the Model

Predictive Toolbox (Morar and Ricker 1994) and is an

MPC-type controller for constrained problems. The MPC

routine is reconstructed to compute the control variable

based on the reduced model and the equations given in

Appendix B at every sample index. A hysteresis block

prevents the control equipment from wearing out. From

experience of operating the river system, the hysteresis

level is set to 10 m3/s.

The Model Predictive Controller is tuned by repeated

Figure 15

measured, dashed: simulated.

Figure 16

p = 40 samples, see Appendix B and Figure 19. The refer versatra and Stora Skedvi are set to 93.9 m

ence levels at O

and 93.7 m above sea level. These levels are also restricted

to remain within the intervals 93.7594.00 m and 93.50

94.00 m. The water level at Lnghag has no restrictions.

The results of the simulation of the automatic control

system are presented in Figures 1518.

versatra

It is seen from Figure 15 that the water levels at O

and Lnghag vary less under simulated automatic control

than during manual control. The mean and standard

deviation for the water levels are presented in Table 3.

hydropower station.

Figure 17.

278

Journal of Hydroinformatics

04.4

2002

CONCLUSIONS

This application shows that the grey box method can be a

successful way to construct process models by using different kinds of information. Knowledge gained from

various areas is collected to construct a useful model

structure. Physical insight is used to form a linear model

Figure 17

measured, dashed: simulated.

Experience from manual control of the river system indicates that there is a relation between the water levels at the

power stations and a specic location along the river. The

inputs of the prospective model are physical variables,

which are not directly measured. However, the model

inputs can be found by a nonlinear transformation of the

measured input variables. Furthermore, the appearance of

estimated ows and the measured water levels give

additional insight into the process behaviour.

The resulting model is given in the state space form,

which consists of unknown parameters, which need to be

estimated on line. The model consists also of a parameter

describing the ow difference between the ows at the two

hydropower stations including evaporation, rainfall, inlet

from small ows along the river and error resulting from

computation of the ows. The state space model is augmented to include the unknown parameters as additional

states and an Extended Kalman Filter is used to estimate

both the states and the unknown parameters.

The river system is characterised by constraints on the

manipulated and controlled variables, time delays and

measurable disturbances. This makes the system suitable

for manipulation by a Model Predictive Controller. Simulation of the control system based on the model predictive

control system shows that the water levels vary less than

during manual control. Further, the level at Stora Skedvi

can be maintained at a higher level than during manual

control, which means that about 5% more electric power

Figure 18

also seen that the dynamic of the estimates has about the

same appearance and converges towards about the same

ACKNOWLEDGEMENTS

and Table 2.

279

Journal of Hydroinformatics

04.4

2002

University College.

Establish the augmented state vector and referring to the

variables introduced earlier:

x(k) =

x(k)

(k) ^ .

(22)

Figure 19

by the following system:

Estimation

K(k)

y(k) = Cx(k) + w(k)

(28)

(29)

(23)

P(kzk)

nx(k) =

n(k)

n (k) ^

Rx =

R1

+ K(k)R2K(k)T

(30)

Application of the EKF on the augmented system, which

estimates both the process states and the unknown parameters according to the predictionestimation algorithm

is given by Equation (24)(30) (Grewal & Andrews 1993).

The linearizing of the model around a nominal state

trajectory gives the transition and the measurement matrices as

(k) =

Referring to Figure 19, for a set of control moves

u(k),u(k + 1), . . ., u(k + m 1), the future behaviour

C

x

x = x(k), u = u(k)

(k) =

F

x

x = x(k), u = u(k)

(24)

moves of the manipulated variable (mp) are computed to

minimize a quadratic function:

Prediction

J=

(k + 1zk) = F[

|(kzk),u(k)]

(25)

(26)

u(k)..u(k + m 1) j = 1

m

y(k) = C (k)

min

u

j[u(k + j 1]

(31)

j=1

where yj and uj are weighting matrices to penalise parP(kzk 1) = (k 1)P(k 1zk 1)(k 1)T + Rx (27)

280

Journal of Hydroinformatics

The references are denoted by r(k + j). Only the rst move,

u(k), is implemented, because the quadratic function is

minimized at every new sample instance.

Computation of the control signal is based on constraints on the manipulated variables and outputs:

umin(j)u(k + j)umax(j)

zu(k + j)z umax(j)

(32)

ymin(j)y(k + jzk)ymax(j)

where Equation (32) limits the values of the control signal

and the outputs.

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A

rstrom, K. J. & Wittenmark, B. 1997 Computer Controlled System.

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Grey box modelling of rst ush and incoming wastewater at a

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Bohlin, T. 1991 Interactive System Identication: Prospects and

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Bohlin, T. & Graebe, S. F. 1994 Issues in nonlinear stochastic grey

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