Closed-loop identification of systems using hybrid Box–Jenkins structure
and its application to PID tuning
☆
Quanshan Li
1,2
,DaziLi
1,
⁎
,LiulinCao
1
1
Institute of Automation, Beijing University of Chemical Technology, Beijing 100029, China
2
Beijing Century Robust Technology Co. Ltd., Beijing 100020, China
abstractarticle info
Article history:
Received 25 May 2015
Received in revised form 5 June 2015
Accepted 25 June 2015
Available online 29 August 2015
Keywords:
Hybrid Box–Jenkins models
ARMA models
Instrumental variable
Closed-loop identification
PID tuning
The paper describes a closed- loop system identification procedure for hybrid continuou s-time Box–Jenkins
models and demonstrates how it can be used for IMC based PID controller tuning. An instrumental variable algo-
rithm is used to identify hybrid continuous-time transfer function models of the Box–Jenkins form from discrete-
time prefiltered data, where the process model is a continuous-time transfer function, while the noise is repre-
sented as a discrete-time ARMA process. A novel penalized maximum-likelihood approach is used for estimating
the discrete-time ARMA process and a circulatory noise elimination identification method is employed to esti-
mate process model. The input–output data of a process are affected by additive circulatory noise in a closed-
loop. The noise-free input–output data of the process are obtained using the proposed method by removing
these circulatory noise components. The process model can be achieved by using instrumental variable estima-
tion method with prefiltered noise-free input–output data. The performance of the proposed hybrid parameter
estimation scheme is evaluated by the Monte Carlo simulation analysis. Simulation results illustrate the efficacy
of the proposed procedure. The methodology has been successfully applied in tuning of IMC based flow controller
and a practical application demonstrates the applicability of the algorithm.
© 2015 The Chemical Industry and Engineering Society of China, and Chemical Industry Press. All rights reserved.
1. Introduction
Process models play an important role in design and implementations
of several modern or traditional control theories. The model of a process
to be controlled is essential in controller parameters tuning, model pre-
dictive control (MPC) and other model based control approaches [1–3].
The modeling and identificati on of a system have been a subject of atten-
tion to many researchers. It is well known that most physical systems are
continuous-time (CT) in nature, and can conveniently be described by CT
models. These models are attractive because some physical interpretation
may be attached to their components, more appealing to engineers and
system operators to understand their behaviors.
Some identification algorithms are only optimal in the case of addi-
tive white noise. However, in practical situations the additive noise may
not be nice white. It is likely that the noise will be a colored noise
process. In this situation, it is possible to use a hybrid modeling approach,
where an auto-regressive and moving average model (ARMA) for the
noise part is estimated and used in the prefiltering operation, while the
plant model would be in continuous time, as suggested in [4].
There are several approaches for ARMA process identification. In the
Gaussian case, the prediction error method (PEM) is an efficient estima-
tor for ARMA process and it has been proven that optimal instrument
variable (IV) method has the same asymptotic accuracy as the PEM [5,
6]. Gaussian maximum likelihood estimation (MLE) for causal and in-
vertible ARMA time series models has been demonstrated theoretically
to be consistent and asymptotically normal [7].
Process model identification is the procedure of developing models
from experimental data. A good choice for model identification is apply-
ing input–output data from open-loop tests. In this situation, the noise
sequence is not correlated to the input sequence. Model estimates can
be directly developed without problems of inconsistency and bias [8].
For many industrial processes, production restrictions and safety are
often strong reasons for not allowing identifi cation experiments in
open-loop. In such cases, exper imental data can only be obtained
under closed-loop conditions [9,10]. The main difficulty in closed-loop
identification is due to the correlation between the disturbances and
the control signal induced by the loop [11]. Thus, most of the structures
that are effective for open-loop identification result in models that are
biased and not consistent in parameters. Several alternatives are avail-
able to cope with this problem [12,13]. Although these methods have
given effective identification results, seldom methods make fully use
of sampling data of a loop for closed-loop identification.
CT model identification has some difficulties because of the presence
of the derivative operators associated with the input and output signals.
Chinese Journal of Chemical Engineering 23 (2015) 1997–2004
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Supported by the National Natural Science Foundation of China (61573052, 61174128).
⁎ Corresponding author.
E-mail address: lidz@mail.buct.edu.cn (D. Li).
http://dx.doi.org/10.1016/j.cjche.2015.08.026
1004-9541/© 2015 The Chemical Industry and Engineering Society of China, and Chemical Industry Press. All rights reserved.
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