International Journal of Emerging Trends & Technology in Computer Science (IJETTCS)

Web Site: www.ijettcs.org Email: editor@ijettcs.org, editorijettcs@gmail.com Volume 2, Issue 1, January February 2013 ISSN 2278-6856

Hammerstein Model Identification Based On Instrumental Variable and Least Square Methods
Dalvinder Mangal
Assistant Professor, Electronics and Instrumentation Department, TITS Bhiwani, MD University Rohtak, Haryana, India.

Abstract: In this paper the instrumental variable and

recursive least square algorithm for identification of Hammerstein model consisting of the cascade connection of the static non-linearity followed by a LTI system, have been given. Here the linear dynamic block is described by generalised orthonormal basis and the static nonlinearity is formulated by a relay with dead zone characteristics. To estimate the parameters, a proper switching function is incorporated. Thereafter, the recursive least square algorithm and Instrument variable method has been used to obtain the optimal estimates of the parameters. It is shown that the convergence of the parameters was faster using instrumental variable identification algorithm as compared to least square algorithm.

Keywords: Relay with dead zone, Instrumental variable, Orthonormal basis, SVD, Hammerstein model, Recursive least square.

1. INTRODUCTION
In the last decades a considerable amount of research has been deployed for modelling, identification and control of nonlinear systems which can be represented by the blockoriented models [1], i.e., by inter-connection of linear dynamic and nonlinear static subsystems. Among these models, two of the common model structures consist of a combination of two blocks resulting the Hammerstein (nonlinear-linear) [2] and Wiener (linear-nonlinear) models [3, 4, 5]. These model structures have been used extensively to represent nonlinear systems in a variety of practical applications in the areas of biological processes [2, 6, 7] signal processing, control, communication and chemical processes. Different approaches have been used in the literature for identification of Hammerstein and Wiener models. In one approach the traditional iterative algorithm has been proposed [8] where the appropriate parameterization of the system permits the prediction error to be separately linear in each set of parameters characterizing the linear and nonlinear parts. The estimation is then carried out by minimizing alternatively with respect to each set of parameters, a quadratic criterion on the prediction errors. Later on the other form of algorithm has been introduced based on least square estimation (LS) and singular value decomposition (SVD) [9]. Here the estimates are consistent only for the disturbances being white noise or for the noise-free case Volume 2, Issue 1 January - February 2013

which results in numerical robustness under weak assumptions on the persistency of excitation of the inputs. In the recent years there has been a lot of research on how to introduce a priori information in the identification of black box LTI model structures. Choosing the poles of the bases close to the (approximately known) system poles, the orthonormal basis functions are generated [10]. It is shown that including a priori knowledge of the system dynamics via the use of orthonormal basis function, for the representation of the linear part of the Hammerstein model, into the identification process [11] has the advantage of reducing the number of parameters to be estimated. The orthogonal functions can be considered as generalizations of, e.g., the pulse functions, Laguerre functions and Kautz functions [12], and give rise to an alternative series expansion of rational transfer functions. When the covariates are exogenous, the small-sample properties of ordinary least square estimator can be derived in a straightforward manner by calculating the moments of the estimator conditional on covariates. When some of the covariates are endogenous, instrumental variable estimation is implemented. So Instrumental variable method (IVMs) can be seen as generalization of the least square (LS) estimates. The main idea behind this is to modify the least square estimate so that it becomes consistent for an arbitrary disturbance [13]. In this paper the comparative study of two algorithms, Instrumental variable [14] and the recursive least square algorithms [15], for parameter identification of nonlinear dynamic systems based on Hammerstein models in the presence of noise is given.

2. HAMMERSTEIN MODEL
The Hammerstein model consists of the cascade connection of a static nonlinearity followed by a LTI system as shown in figure 1.

Figure 1 Hammerstein Model Page 44

International Journal of Emerging Trends & Technology in Computer Science (IJETTCS)

Web Site: www.ijettcs.org Email: editor@ijettcs.org, editorijettcs@gmail.com Volume 2, Issue 1, January February 2013 ISSN 2278-6856
where represents the model input, is model output without noise, is noisy model output, is internal variable representing the output of nonlinear block and is noise. 2.1 Description of static nonlinear block The static nonlinear block is represented by relay nonlinearity with dead zone [16] characteristics in figure 2. The slopes and are the parameters to be estimated.

With

(1.7) the parameter vector:

(1.8) the observation vector:

(1.9) After having the brief mathematical model of non-linear and linear block of Hammerstein system, the algorithm used for estimation is discussed in next section.

Figure 2 Relay non-linearity with dead zone. The output of the nonlinear block depends on the position of the input signal in regard to the points of discontinuities zero. It is described in the following way:

3. HAMMERSTEIN MODEL ESTIMATION ALGORITHM

Step-I a) Minimizing the quadratic criterion on the prediction error given by: (1.10) b) The parameters of vector are estimated using anyone of the following recursive algorithms: Recursive least-square algorithm [2]

(1.1) A switching function is described by the following equation:

(1.2) then the static nonlinearity output as: (1.3)

can be written or

(1.11) Instrumental variable algorithm [17]

2.2 Formulization of linear block of Hammerstein system The linear block of the Hammerstein system is represented by: (1.12) (1.4) Here defines the number of poles and gives the generalized orthonormal basis function which can be represented by the following equations. Step-II From the estimated parameter vector given as:

(1.13) (1.5) Where and represents pole and its conjugate respectively. System output equation is: (1.6) In matrix form it can be written as: Volume 2, Issue 1 January - February 2013 having The parameters , SVD of as follows: and and are separated by using

(1.14) Page 45

International Journal of Emerging Trends & Technology in Computer Science (IJETTCS)

Web Site: www.ijettcs.org Email: editor@ijettcs.org, editorijettcs@gmail.com Volume 2, Issue 1, January February 2013 ISSN 2278-6856
Having dim = dim et dim = dim and the block is, in fact, the first singular value of , the estimates can be written as:
estimated parameters

100 h0 h1 50

(1.15) (1.16) Thus the parameters and discontinuities in nonlinearity are estimated. Algorithm given by Eq. 1.10 to 1.16 is implemented on Hammerstein model given by Figure 1 for both the identification schemes.

-50

-100

4. SIMULATION RESULTS
The Hammerstein model given by Figure 1 using relay with dead zone non-linearity characteristic is identified using Recursive Least-Square and Instrumental Variable algorithms. The linear dynamic block is modeled as:

-150

50

100

150

200

250

300

350

400

450

500

Figure 3a Estimated parameters by IV method for linear block of Hammerstein system

1.5

(1.17) The parameters of the discontinuities for all the nonlinearities are taken as [2]: (1.18) The additive noise here: given by Eq. 4.9 is rewritten
estimated parameters

R1 R2 1

0.5

-0.5

(1.19) where is the white Gaussian noise with variance 0.01, and is also the white noise with variance 1. is a random variable and its distribution is uniform within (0, 1). The input to the non-linear block is given through the filter whose transfer function is given by Eq. 1.20 given as: (1.20) The estimated parameters of static non-linear block as well as dynamic linear block are shown from figure 3 to 4 and 3a to 4a respectively using IV and RLS algorithms described above. Relay non-linearity with dead zone
2 R1 R2 1.5

-1

-1.5

50

100

150

200

250

300

350

400

450

500

Figure 4 Estimated parameters by RLS method for nonlinear block of Hammerstein system

100 h0 h1 50

estimated parameters

-50

-100

e stim a te dp a r a m e te r s

0.5

-150

50

100

150

200

250

300

350

400

450

500

-0.5

-1

Figure 4a Estimated parameters by RLS method for linear block of Hammerstein system
0 50 100 150 200 250 300 350 400 450 500

Figure 3 Estimated parameters by IV method for nonlinear block of Hammerstein system Volume 2, Issue 1 January - February 2013 Page 46

International Journal of Emerging Trends & Technology in Computer Science (IJETTCS)

Web Site: www.ijettcs.org Email: editor@ijettcs.org, editorijettcs@gmail.com Volume 2, Issue 1, January February 2013 ISSN 2278-6856

Based on the results from figure 3 to 4 and 3a to 4a the estimated values of the parameters, for relay with dead zone non-linearity as well as the linear block, given by IV and RLS methods shows that the convergence of the parameters is faster in case of IV identified model which are quantitatively shown in Tables 1 and 2 respectively. Whereas the errors in the parameters for static non-linear blocks and their respective dynamic linear block are graphically shown in Figure. 5 and 6 respectively and it has been observed that these errors are very small. Table 1: Errors in parameters of IV and RLS identification of non-linear block for relay with dead zone non-linearity IV true parameter estimated parameter RLS true parameter estima ted param eter 0.4713 1.3102 Figure 6 Errors in true and estimated values of parameters for linear block

5. CONCLUSION
The least square and instrumental variable algorithm for identification of Hammerstein model consisting of the cascade connection of the static non-linearity followed by a LTI system, have been analyzed with the help of graphical results and bar graph for the convergence of system parameters. It has been observed that the convergence of parameters is faster for instrumental variable identification algorithm as compared to recursive least square method. The errors in parameters of non-linear block R1 and R2 are minimum when the Hammerstein system having relay with dead zone non-linearity, is identified using Instrumental Variable algorithm. Whereas the errors in parameters of linear block, h0 and h1, are minimum when the Hammerstein system parameters are estimated using Recursive Least Square algorithm. So it is concluded that RLS and IV methods both are equally good for minimizing the errors in parameters of linear as well as non-linear block of Hammerstein system.

R1 R2

.45 1.2

0.4726 1.1699

.45 1.2

Table 2: Errors in parameters of IV and RLS identification of linear block for relay with dead zone non-linearity IV RLS true paramete r 76.9312 147.1822 estimated paramete r 75.5545 146.2136 true paramete r 76.9312 147.1822 estimated paramete r 76.3622 147.2157

h 0 h 1

REFERENCES
[1] Pearson R. and M. Pottmann, 2000, Gray-box identification of black-oriented nonlinear models. Journal of process Control, 10, 301-315. [2] Eskinat E., Johnson, S., Luyben, W., Use of Hammerstein models in identification of nonlinear systems, AICHE Journal, 37(2), pp. 255-268, 1991. [3] Greblicki W., 1994, Nonparametric identification of Wiener systems by orthogonal series. IEEE Transaction on Automatic Control, 39(10), 20772086. [4] Wigren T., 1993, Recursive prediction error identification using the nonlinear Wiener model. Automatica, 29(4), 1011-1025.

Figure 5 Errors in true and estimated values of parameters for non-linear block

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International Journal of Emerging Trends & Technology in Computer Science (IJETTCS)

Web Site: www.ijettcs.org Email: editor@ijettcs.org, editorijettcs@gmail.com Volume 2, Issue 1, January February 2013 ISSN 2278-6856
[5] Wigren T., 1994, Convergence analysis of recursive identification algorithms based on the nonlinear Wiener model. IEEE Transaction on Automatic Control, 39(11), 2191-2206. [6] Korenberg M., 1978, Identification of biological cascades of linear and static nonlinear systems. In Proceedings of the 16th Midwest Symposium on Circuit Theory, 2.1-2.9. [7] Fruzetti K., A. Palazoglu and K. McDonald, 1997, Nonlinear model predictive control using Hammerstein models. Journal of Process Control, 7(1), 31-41. [8] Narendra K. and P. Gallman, 1966, An iterative method for the identification of nonlinear systems using a Hammerstein model. IEEE Transaction on Automatic Control AC-11, 546-550. [9] Bai E.W., 1998, An optimal two-stage identification algorithm for Hammerstein-Wiener nonlinear systems. Automatica, 34(3), 333-338. [10] Gmez J. C., 1998, Analysis of dynamic system identification using rational orthonormal bases. PhD Thesis, The University of New Castle, Australia, PS file at http://www.fceia.unr.edu.ar/~jcgomez. [11] Nalbantolu V., Bokor J., Balas G. and Gaspar P., 2003, System identification with generalized orthonormal basis functions: an application to flexible structures. Control Engineering Practice, 11, 245-259. [12] Peter S.C., Heuberger, Paul M.J., Van Den Hof and Okko H. Bosgra, 1995, A generalized orthonormal basis for linear dynamical systems. IEEE Transactions on Automatic Control, 40(3), 451-465. [13] Sderstrm T. and Stoica P., 2002, Instrumental variable methods for system identification. Circuits Systems Signal Processing, 21(1), 1-9. [14] Holger Broman and ke Andersson, 1996, Instrumental variables and prediction error like second order recursive algorithms. IEEE Transactions, 1830-1833. [15] Elleuch K. and Chaari A., Modeling and estimation of Hammerstein system with preload nonlinearity. UCA Unit of Automatic Control National Engineering School of Sfax, B. P: 1173, 3038 Sfax, Tunisia. [16] Bai E.W., 2002, Identification of linear systems with hard input nonlinearities of known structure. Automatica, 34, 853-860. [17] Broman, H., Andersson A, Instrumental variable (IV) and prediction error like second order recursive algorithms, IEEE transactions, Department of Applied Electronics Chalmers, University of Technology, S-4. 12. 96., Goteborg, Sweden, pp. 1830-1833, 1996.

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