Mn hc

M HNH HA V NHN DNG H THNG

Ging vin: TS. Hunh Thi Hong B mn iu Khin T ng, Khoa in in T i hc Bch Khoa TP.HCM Email: hthoang@hcmut.edu.vn, hthoang.hcmut@yahoo.com Homepage: http://www4.hcmut.edu.vn/~hthoang/

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H. T. Hong - HBK TPHCM

Chng 4

CU TRC M HNH C THAM S

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H. T. Hong - HBK TPHCM

Noi dung chng 4

Gii thiu bi ton nhn dng m hnh c tham s M hnh h tuyn tnh bt bin M hnh h phi tuyn

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H. T. Hong - HBK TPHCM

Noi dung chng 4 Tham kho: [1] L. Ljung (1999), System Identification Theory for the user. chng 4 v chng 5. [2] R. Johansson (1994), System Modeling and Identification. chng 5, chng 6 v chng 14.

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H. T. Hong - HBK TPHCM

Gii thiu bi ton nhn dng m hnh c tham s

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H. T. Hong - HBK TPHCM

Th nghim thu thp d liu vo ra v(t) u(t) u(k)

H thng y(k)

y(t)

Tn hiu vo ngu nhin Tp hp N mu d liu vo-ra ca h thng

Z N = {y (1), u (1), K , y ( N ), u ( N )}

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M hnh ARX

Gi s quan h gia tn hiu vo v tn hiu ra ca h thng ri rc c th m t bi phng trnh sai phn:

y ( k ) + a1 y ( k 1) + K + a n y ( k n) = b1u ( k 1) + K + bm u ( k m) + e( k )

(M hnh ARX - Auto-Regressive with eXternal input) y (k ) = a1 y (k 1) K an y (k n) + b1u (k 1) + K + bm u (k m) + e(k )

t:
(k ) = [ y (k 1) K y (k n) u (k 1) K u (k m)]T

= [a1 K an b1 K bm ]

(Vector tham s) (Vector hi qui)

y (k ) = T (k ) + e(k )

B d bo:

(k , ) = T (k ) y

(B d bo hi qui tuyn tnh)

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H. T. Hong - HBK TPHCM

Sai s d bo

(t)
u(t) He thong y(k) y(t)

u(k)

(k,)

Mo hnh

(k,)

( k , ) Sai s d bo: (k , ) = y (k ) y
1 December 2009 H. T. Hong - HBK TPHCM 8

c lng tham s Phng php bnh phng ti thiu

Tiu chun c lng tham s:

1 N 1 N 2 (k , ) ) = y (k ) T (k ) VN ( , Z ) = ( y (k ) y N k =1 N k =1
N

min

Vector tham s c lng: N = arg min VN ( , Z N )

d {VN ( , Z N )} = 0 Tm nghim phng trnh d d 1 N 2 N 2 T T ( y ( k ) ( k ) ) = ( k ) ( y ( k ) (k ) ) = 0 d N N k =1 k =1

Tm N

k =1

T ( k ) y ( k ) = ( k ) (k ) k =1
1

N T N = (k ) (k ) (k ) y (k ) k =1 k =1
N

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H. T. Hong - HBK TPHCM

Cu trc m hnh h tuyn tnh bt bin

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M hnh tuyn tnh c tham s

H tuyn tnh vi nhiu cng v(k) c th m t bi phng trnh:

y (k ) = G (q )u (k ) + v(k )
+

Hm truyn ca h thng: G (q) = g l q l

l =0

Nhiu: v(k ) = H (q)e(k )

y (k ) = G (q)u (k ) + H (q)e(k )
j 2

trong e(k) l nhiu trng c trung bnh bng 0 v phng sai l . Ph ca nhiu v(k): v ( ) = H (e )

Gi s: H (q) = 1 + hl q l
l =1

Tham s ha m hnh tuyn tnh:

y (k ) = G (q, )u (k ) + H (q, )e(k )
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B d bo cho m hnh tuyn tnh

M hnh tuyn tnh: y (k ) = G (q, )u (k ) + H (q, )e(k ) H 1 (q, ) y (k ) = H 1 (q, )G (q, )u (k ) + e(k )
y (k ) = [1 H 1 (q, )] y (k ) + H 1 (q, )G (q, )u (k ) + e(k ) (k , ) = [1 H 1 (q, )] y (k ) + H 1 (q, )G (q, )u (k ) y

B d bo: Ch : B d bo tnh gi tr tn hiu ra hin ti da vo tn hiu vo v tn hiu ra trong qu kh, b qua nhiu trng.
H (q ) = 1 + hl q l
+ ( , ) 1 1 H q 1 H 1 (q, ) = = hl q l H ( q, ) H (q, ) l =1 l =1 +

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M hnh BJ

(Box-Jenkin Model):

B(q) C (q) y (k ) = u (k ) + e( k ) F (q) D(q)

B (q ) = b1q nk + b2 q nk 1 + K + bnb q nk nb+1

F (q ) = 1 + f1q 1 + K + f nf q nf
C (q ) = 1 + c1q 1 + K + cnc q nc
D(q ) = 1 + d1q 1 + K + d nd q nd

e(k)
C (q) D(q) B(q) F (q)

u(k)

y(k,)

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M hnh OE

(Output Error Model)

C(q) = D(q) = 1
B(q) y (k ) = u ( k ) + e( k ) F (q)

B (q ) = b1q nk + b2 q nk 1 + K + bnb q nk nb+1

F (q ) = 1 + f1q 1 + K + f nf q nf

e(k) u(k)
B(q) F (q)

y(k,)
C (q) B(q) e( k ) u (k ) + y (k ) = D(q) F (q)
14

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M hnh ARMAX

(Auto-Regressive Moving Average eXternal Input Model) D(q) = F(q) = A(q) A(q) y (k ) = B(q)u (k ) + C (q)e(k )
A(q ) = 1 + a1q 1 + K + ana q na B (q ) = b1q nk + b2 q nk 1 + K + bnb q nk nb+1 C (q ) = 1 + c1q
1

+ K + cnc q

nc

e(k)
C (q) A(q )

u(k)

y (k,) B(q) C (q) B(q) e( k ) u (k ) + y (k ) = A(q) D(q) F (q)

15

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M hnh ARMA

(Auto-Regressive Moving Average Model) D(q) = F(q) = A(q) B(q)=0

A(q) y (k ) = C (q)e(k )

A(q ) = 1 + a1q 1 + K + ana q na C (q ) = 1 + c1q 1 + K + cnc q nc

e(k)
C (q) A(q )
C (q) B(q) e( k ) u (k ) + y (k ) = D(q) F (q)

y(k,)

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M hnh AR

(Auto-Regressive Model) D(q) = F(q) = A(q) B(q) = 0 C(q) = 1

A(q) y (k ) = e(k )

A(q ) = 1 + a1q 1 + K + ana q na

e(k)
1 A(q )
C (q) B(q) e( k ) u (k ) + y (k ) = D(q) F (q)

y(k,)

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M hnh FIR

(Finite Impulse Response Model)

C(q) = D(q) = F(q) = 1

y (k ) = B(q)u (k ) + e(k )

B (q ) = b1q nk + b2 q nk 1 + K + bnb q nk nb+1

e(k) u(k)
B(q)

y(k,)
C (q) B(q) e( k ) u (k ) + y (k ) = D(q) F (q)
18

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H. T. Hong - HBK TPHCM

B d bo m hnh ARX, AR, FIR

B d bo c dng hi qui tuyn tnh:

(k , ) = T (k ) y

M hnh ARX:

= [a1 K an b1 K bnb ]T (k ) = [ y (k 1) K y (k na) u (k nk ) K u (k nk nb + 1)]T

M hnh AR:

= [a1 K ana ]T (k ) = [ y (k 1) K y (k na)]T

M hnh FIR:

= [b1 K bnb ]T (k ) = [u (k nk ) K u (k nk nb + 1)]T

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B d bo m hnh ARMAX

B d bo m hnh ARMAX c dng hi qui tuyn tnh gi (Pseudo Linear Regression)

(k , ) = T (k , ) y
trong :

= [a1 K ana b1 K bnb c1 K cnc ]T

(k , ) = [ y (k 1) K y (k na) u (k nk ) K
(k , ) (k , ) = y (k ) y

u (k nk nb + 1) (k 1, ) K (k nc, )]

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B d bo m hnh OE

B d bo m hnh OE c dng hi qui tuyn tnh gi (Pseudo Linear Regression)

(k , ) = T (k , ) y
trong :

= [b1 K bnb

f1 K

f nf

(k , ) = [u (k nk ) K u (k nk nb + 1) w(k 1, ) K w(k nf , )]
(k , ) = w(k , ) = y B(q) u (k ) F (q)

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B d bo m hnh BJ

B d bo m hnh BJ c dng hi qui tuyn tnh gi (Pseudo Linear Regression)

(k , ) = T (k , ) y
trong :

= [b1 K bnb c1 K cnc d1 K d nd f1 K f nf ]T

(k , ) = [u (t nk ) K u (k nk nb + 1), (k 1, ) K (k nc, ) ,

v(k 1, ) K v(k nd , ), w(k 1, ) K w(k nf , )]T

( k , ) ( k , ) = y ( k ) y B(q) w(k , ) = u (k ) F (q) v(k , ) = y (k ) w(k , )

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Th d nhn dng m hnh ca ng c DC

Gi s ng c m t bi m hnh ton (s dng m phng): R = 1 ( ) L = 0.03 (H) 1 Kb di (t ) R

= i (t ) y (t ) + u (t ) L L dt L dy (t ) K m 1 B = i (t ) M d (t ) y (t ) J dt J J
K e = 0.02 K m = 0.02
J = 0.02 (kg.m 2 ) B = 0.05 (Nms)

Trong : u(t): in p phn ng (tn hiu vo); y(t): tc quay ca ng c (tn hiu ra); i(t): dng in phn ng Md (t) : moment ti (nhiu - disturbance) Gi s nhiu o lng vn tc ng c l e(t) S dng b cng c nhn dng h thng ca Matlab, nhn dng m hnh ph hp nht ca ng c DC trong cc trng hp: (a) Md (t) = 0, e(t) 0 (b) Md (t) 0, e(t)=0; (c) Md (t) 0, e(t) 0
1 December 2009 H. T. Hong - HBK TPHCM 23

Th nghim thu thp d liu v ra ca ng c DC

Lnh to d liu s dng trong Ident Toolbox (Matlab): >> motordata = iddata(y(:,2),u(:,2),Ts)
H. T. Hong - HBK TPHCM 24

1 December 2009

Hng dn s dng Ident Toolbox Kch hot Ident Toolbox (Matlab): >> ident [Enter] Trnh t s dng Ident Toolbox nhn dng m hnh tuyn tnh: Import d liu Tin s l d liu (Remove Trend, Select Range,...) c lng m hnh nh gi m hnh M hnh ph hp nht

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Trng hp (a): Khng c nhiu moment ti

40 20 Voltage 0 -20 -40

10

2 1 Speed 0 -1 -2

5 6 Time (sec)

10

D liu vo ra ng c trong trng hp khng c nhiu moment ti, c nhiu o lng

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Trng hp (a): Khng c nhiu moment ti

Nhn dng dng Ident Toolbox

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Trng hp (a): Khng c nhiu moment ti

Chn m hnh ph hp nht. Nhp chut phi vo m hnh trong ca s Ident xem biu thc ton hc ca m hnh.
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Tip tc cp nht

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Th d nhn dng m hnh h truyn ng mm do

Phng trnh vi phn m t c tnh ng hc ca h thng

&& (t ) + b &(t ) + k [ (t ) (t )] + k [ (t ) (t )]3 = (t ) J1 1 1 1 1 1 2 2 1 2 1 && (t ) + b & (t ) + k [ (t ) (t )] + k [ (t ) (t )]3 + mgl sin[ (t )] = (t ) J 2 2 2 2 1 2 1 2 2 1 2 2
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Th d nhn dng m hnh h truyn ng mm do

J1 0.4223

J2 0.4581

b1 0.1776

b2 0.1273

k1 0.1503

k2 9.3405

l 0.3237

m 0.1323

S dng Toolbox Ident ca Matlab, nhn dng m hnh c tham s ca h thng xung quanh im lm vic tnh tng ng vi 2 = / 6 (rad) trong ba trng hp: Khng c nhiu 2(t), c nhiu n(t) C nhiu 2(t), khng c nhiu n(t) C c nhiu 2(t) v nhiu n(t)
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Tip tc cp nht

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M hnh khng gian trng thi

H thng m t bng phng trnh trng thi

x (k + 1) = Ax (k ) + B u (k ) + w(k ) y (k ) = Cx (k ) + D u (k ) + v(k )

Gi s trong th nghim thu thp d liu o c tn hiu vo, tn hiu ra v cc bin trng thi ca h thng. t:

x (k + 1) Y (k ) = y (k )

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

w(k ) E (k ) = v(k )

A B = C D

Y (k ) = (k ) + E (k )
(k ) = (k ) Y

(B d bo c dng hi qui tuyn tnh)

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Cu trc m hnh h phi tuyn

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M hnh Hammerstein v m hnh Wiener

M hnh Hammerstein: khu phi tuyn tnh ghp ni tip khu tuyn tnh.
u(k) f f(u(k)) M hnh tuyn tnh y (k )

( k , , ) = G (q, ) f (u (k ), ) y

M hnh Wiener: Khu tuyn tnh ghp ni tip khu phi tuyn tnh
u(k) M hnh tuyn tnh z(k) f y(k)=f(z(k))

(k , , ) = f (G (q, )u (k ), ) y
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M hnh hi qui tuyn tnh

Bng cch chn cc phn t hi qui thch hp, c th d bo tn hiu ra ca h phi tuyn bng b d bo dng hi qui tuyn tnh:

(k , ) = T (k ) y
trong cc phn t hi qui l hm (phi tuyn) bt k ca tn hiu vo v tn hiu ra trong qu kh

i (k ) = i ( Z k 1 )

Th d: M hnh hi qui tuyn tnh h bn cha cht lng

(k , ) = T (k ) y

(k ) = y (k 1)

y (k 1) u (k 1)

= [1 2 3 ]
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M hnh hp en phi tuyn

B d bo tng qut cho h phi tuyn c dng:

( k , ) = g ( ( k ), ) y

Ty thuc vo cch chn: vector hi qui (k) t tn hiu vo v tn hiu ra trong qu kh hm phi tuyn g((k),) m ta c cc dng m hnh phi tuyn khc nhau.

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Phn t hi qui cho m hnh hp en phi tuyn

M hnh NFIR NAR NARX NARMAX NOE NBJ u(k l) y(k l)

Cc phn t hi qui

y(k l) v u(k l) y(k l), u(k l) v (k l,) u(k l) v w(k l,) y(k l), u(k l), (k l,) v v(k l,)

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Hm phi tuyn

Hm phi tuyn g((k),) thng c chn c dng khai trin hm:

g ( , ) = i g i ( )

Hm gi gi l hm c s (basic function). c cc hm gi c rt ra bng cch tham s ha hm c s gc (mother basic function) (x).

Hm gi Tt

(x) l hm ca i lng v hng x

l phin bn t l v tnh tin ca (x)

Trng hp vector hi qui (k) ch c mt chiu th:

g i ( ) = ( , i , i ) = ( i ( i ))
trong i v i l tham s xc nh t l v v tr ca hm gi()
1 December 2009 H. T. Hong - HBK TPHCM 39

Hm c s gc

Hai dng hm c s gc thng dng:

Hm

Gauss:

( x) =

1 x2 / 2 e 2

Hm

sigmoid :

( x) =

1 1 + ex

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Hm c s nhiu chiu dng dy

Hm c s dng dy:

g i ( ) = g i ( , i , i ) = ( iT + i )

Cu trc dy c c im l gi tr hm c s ca tt c cc phn t hi qui nm trn cng mt siu phng s c cng mt gi tr.

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Hm c s nhiu chiu dng xuyn tm

Hm c s dng tm:

gi ( ) = g i ( , i , i ) = ( i
Chun ||.|| thng chn l chun ton phng:

2

= T i

Cu trc xuyn tm c c im l gi tr hm c s ca tt c cc phn t hi qui nm trn cng mt siu cu s c cng mt gi tr.

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Hm c s nhiu chiu dng tch

Hm c s cu dng tch:

gi ( ) = gi ( j ) = ( ij ( j ij ))
j =1 j =1

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M hnh mng thn kinh

Ng ra ca m hnh mng thn kinh:

g i = (v iT (k ) vi 0 )

(k , ) = wi g i (k ) y
i =1

(k ) = [1 (k ) 2 (k ) K d (k )]T
vi = [vi1 vi 2 K vid ]
T

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M hnh m

Cc qui tc m m t c tnh ng hc ca i tng di dng cc pht biu ngn ng. Ng ra m hnh m: y (k , ) = i .g i ( (k ), i , i )

i =1 K

g i ( (k ), i , i ) = Aij ( j (k ), ij , ij )

(k ) = [1 (k ) 2 (k ) K d (k )]T
1 December 2009 H. T. Hong - HBK TPHCM 45

j =1