Download presentation

Presentation is loading. Please wait.

Published byNadia Biller Modified over 3 years ago

1
EE-M110 2006/7, EF L17 1/12, v1.0 Lecture 17: ARMAX and other Linear Model Structures Dr Martin Brown Room: E1k, Control Systems Centre Email: martin.brown@manchester.ac.uk Telephone: 0161 306 4672 http://www.eee.manchester.ac.uk/intranet/pg/coursematerial/

2
EE-M110 2006/7, EF L17 2/12, v1.0 L17: Resources & Learning Objectives Core texts Ljung, Chapters 2, 3 & 4 In this lecture we’re looking at the basic ARMAX model structure and considering 1.How it differs from ARX representation 2.What disturbance signals can be modelled 3.How the parameters are represented and estimated 4.Other discrete time polynomials models

3
EE-M110 2006/7, EF L17 3/12, v1.0

4
EE-M110 2006/7, EF L17 4/12, v1.0 Not Gaussian, Additive Disturbances The disturbances are characterised by the fact that the value is not known beforehand, however it is important for making predictions about future values. Use a probabilistic framework to describe disturbances, and generally describe e(t) by its mean and variance (iid). The modelling of the transfer function h, can give dynamic disturbance terms: where is small and r~N(0, 2 ) v(t)v(t)

5
EE-M110 2006/7, EF L17 5/12, v1.0

6
EE-M110 2006/7, EF L17 6/12, v1.0

7
EE-M110 2006/7, EF L17 7/12, v1.0

8
EE-M110 2006/7, EF L17 8/12, v1.0

9
EE-M110 2006/7, EF L17 9/12, v1.0 Example: ARMAX Model First order model We assume that e(t) is normal, iid noise. This is not true for v(t) = e(t)+0.2e(t-1), hence we can’t use an ARX model and must use a first order ARMAX system. The poles of the disturbance->output and the control- >output are both given by A=1-0.5q -1 The zeros of the disturbance->output are given by C=1+0.2q -1 The zeros of the control->output are given by B=q -1 In forming a prediction, we use e(t)=y(t)-y(t), hence the model is non-linear in its parameters. ^

10
EE-M110 2006/7, EF L17 10/12, v1.0

11
EE-M110 2006/7, EF L17 11/12, v1.0

12
EE-M110 2006/7, EF L17 12/12, v1.0

13
EE-M110 2006/7, EF L17 13/12, v1.0 L17 Summary Whilst much of this course has concentrated on a simple ARX model, this is very limiting in the type of disturbances that can be modelled. ARMAX, Output Error, Box-Jenkins … models all generalise the basic ARX transfer function and can disturbance/noise terms with dynamics However, the parameter estimation problem is no longer a quadratic optimization process and iterative algorithms must be used.

14
EE-M110 2006/7, EF L17 14/12, v1.0 L17 Lab

Similar presentations

Presentation is loading. Please wait....

OK

11 = This is the fact family. You say: 8+3=11 and 3+8=11

11 = This is the fact family. You say: 8+3=11 and 3+8=11

© 2018 SlidePlayer.com Inc.

All rights reserved.

Ads by Google

Ppt on beer lambert law explained Ppt on patient monitoring system using gsm Ppt on water conservation download Ppt on channels of distribution activities Ppt on bresenham's line drawing algorithm in c Ppt on moving coil galvanometer Ppt on political parties class 10 Ppt on non agricultural activities and pollution Ppt on computer software download Ppt on drinking water problems in rural areas