Open and closed loop model identification and validation

Abstract

Closed-loop system identification and validation are important components in dynamic system modelling. In this dissertation, a comprehensive literature survey is compiled on system identification with a specific focus on closed-loop system identification and issues of identification experiment design and model validation. This is followed by simulated experiments on known linear and non-linear systems and experiments on a pilot scale distillation column. The aim of these experiments is to study several sensitivities between identification experiment variables and the consequent accuracy of identified models and discrimination capacity of validation sets given open and closed-loop conditions. The identified model structure was limited to an ARX structure and the parameter estimation method to the prediction error method. The identification and validation experiments provided the following findings regarding the effects of different feedback conditions: <ul> <li>Models obtained from open-loop experiments produced the most accurate responses when approximating the linear system. When approximating the non-linear system, models obtained from closed-loop experiments were found to produce the most accurate responses.</li> <li>Validation sets obtained from open-loop experiments were found to be most effective in discriminating between models approximating the linear system while the same may be said of validation sets obtained from closed-loop experiments for the nonlinear system.</li> </ul> These finding were mostly attributed to the condition that open-loop experiments produce more informative data than closed-loop experiments given no constraints are imposed on system outputs. In the case that system output constraints are imposed, closed-loop experiments produce the more informative data of the two. In identifying the non-linear system and the distillation column it was established that defining a clear output range, and consequently a region of dynamics to be identified, is very important when identifying linear approximations of non-linear systems. Thus, since closed-loop experiments produce more informative data given output constraints, the closed-loop experiments were more effective on the non-liner systems. Assessment into other identification experiment variables revealed the following: <ul> <li>Pseudo-random binary signals were the most persistently exciting signals as they were most consistent in producing models with accurate responses.</li> <li>Dither signals with frequency characteristics based on the system’s dominant dynamics produced models with more accurate responses.</li> <li>Setpoint changes were found to be very important in maximising the generation of informative data for closed-loop experiments</li></ul> Studying the literature surveyed and the results obtained from the identification and validation experiments it is recommended that, when identifying linear models approximating a linear system and validating such models, open-loop experiments should be used to produce data for identification and cross-validation. When identifying linear approximations of a non-linear system, defining a clear output range and region of dynamics is essential and should be coupled with closed-loop experiments to generate data for identification and cross-validation.