Beruflich Dokumente
Kultur Dokumente
Data Pre-processing
Signal offsets
y (t ) = F (q ) y m (t ), u (t ) = F (q )u m (t )
ε (t ) = ε (t ,θˆN ) = y (t ) − yˆ (t ,θˆN )
N
1
MSE =
N
∑ (t )
ε 2
t =1
N
1
Rε (τ ) =
N
N
∑ ε (t )ε (t − τ )
t =1
N
1
R (τ ) =
N
εu
N
∑ ε (t )u(t − τ )
t =1
y( k) = C x(k) + Du( k) + v( k)
where:
LMx(t +1)OP L O
Y (t) = M ,P Θ = MM A B PP
MN y(t) PQ MNC D PQ
LMx(t)OP LMw(t)OP
Φ(t) = M P, E(t) = M
u(t
MN PQ ) MN v(t) PPQ
y(t + k|),
t k =1,...n
LM y(t+1|)t OP
x(t) = L
MMy(t+#n|)t PP
N Q
The choice of L will determine the basis of the state
space realization. The predictor y(t + k|)
t is a linear
function of u(s), y(s), s=1,…t
EXAMPLE
ucold uhot
T1
L1 L2
T2
Tank 1 Tank 2
The sampling time used was 20s. The data set consists
of 190 samples.
35
30
L (cm)
25
1
20
15
10
0 20 40 60 80 100 120 140 160 180 200
s a m p le
50
40
ucold (%)
30
20
10
0
0 20 40 60 80 100 120 140 160 180 200
s a m p le
50
40
uhot (%)
30
20
10
0
0 20 40 60 80 100 120 140 160 180 200
s a m p le
y1. (sim)
mixv; measured
ssmodel; fit: 93.25%
10
5
1
y
-5
-10
100 110 120 130 140 150 160 170 180 190
0.5
-0.5
0 5 10 15 20 25
lag
Cross corr. function between input u1 and residuals from output y1
0.4
0.2
-0.2
-0.4
-25 -20 -15 -10 -5 0 5 10 15 20 25
lag
B=
u1 u2
x1 0.0027808 0.0010754
x2 0.0085512 -0.0001901
C=
x1 x2
y1 41.407 -2.2392
D=
u1 u2
y1 0 0