Estimate Process Model

Estimate continuous-time process model for single-input, single-output (SISO) system in either time or frequency domain in the Live Editor

Since R2019b

Description

The Estimate Process Model task lets you interactively estimate and validate a process model for SISO systems. You can define and vary the model structure and specify optional parameters, such as initial condition handling and search methods. The task automatically generates MATLAB^® code for your live script. For more information about Live Editor tasks generally, see Add Interactive Tasks to a Live Script.

Process models are simple continuous-time transfer functions that describe the linear system dynamics. Process model elements include static gain, time constants, time delays, integrator, and process zero.

Process models are popular for describing system dynamics in numerous industries and are applicable to various production environments. The advantages of these models are that they are simple, they support transport delay estimation, and the model coefficients are easy to interpret as poles and zeros. For more information about process model estimation, see What Is a Process Model?

The Estimate Process Model task is independent of the more general System Identification app. Use the System Identification app when you want to compute and compare estimates for multiple model structures.

To get started, load experiment data that contains input and output data into your MATLAB workspace and then import that data into the task. Then select a model structure to estimate. The task gives you controls and plots that help you experiment with different model structures and compare how well the output of each model fits the measurements.

More

Related Functions

The code that Estimate Process Model generates uses the following functions.

• iddata

• idfrd

  frd (Control System Toolbox)

• procest

• procestOptions

• compare

The task estimates an idproc process model.

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Open the Task

To add the Estimate Process Model task to a live script in the MATLAB Editor:

• On the Live Editor tab, select Task > Estimate Process Model.

• In a code block in your script, type a relevant keyword, such as process or estimate. Select Estimate Process Model from the suggested command completions.

Examples

Estimate Process Model with Live Editor Task

Use the Estimate Process Model Live Editor Task to estimate a state-space model and compare the model output to the measurement data.

Open this example to see a preconfigured script containing the task.

Set Up Data

Load the measurement data iddata1 into your MATLAB workspace.

load iddata1 z1
z1

z1 =

Time domain data set with 300 samples.
Sample time: 0.1 seconds               
                                       
Outputs      Unit (if specified)       
   y1                                  
                                       
Inputs       Unit (if specified)       
   u1                                  
                                       

Import Data into the Task

In the Select data section, set Data Type to Data Object and set Estimation Object to z1.

The data object contains the input and output variable names as well as the sample time, so you do not have to specify them.

Estimate the Model Using Default Settings

Examine the model structure and optional parameters.

In the Specify model structure section, the default option is One Pole with no delay, zero, or integrator. Equations below the parameters in this section display the specified structure.

In the Specify estimation initialization section, initialization parameters matching the parameters in your model structure allow you to set starting points for estimation. If you select Fix, the parameter remains fixed to the value you specify. For this example, do not specify initialization. The task then uses default values for starting points.

In the Specify optional parameters section, the default options for process estimation are set.

Execute the task from the Live Editor tab using Run. A plot displays the estimation data, the estimated model output, and the fit percentage.

Experiment with Parameter Settings

Experiment with the parameter settings and see how they influence the fit.

For instance, add delay to the One Pole structure and run the task.

The estimation fit improves, although the fit percentage is still below 50%.

Try a different model structure. In Specify model structure, select Underdamped Pair with no delay and run the task.

The fit results improve significantly.

Generate Code

To display the code that the task generates, click at the bottom of the parameter section. The code that you see reflects the current parameter configuration of the task.

Use Validation Data Set to Validate Estimated Model

Use separate estimation and validation data so that you can validate the estimated process model.

Open this example to see a preconfigured script containing the task.

Set Up Data

Load the measurement data iddata1 into your MATLAB workspace and examine its contents.

load iddata1 z1
z1

z1 =

Time domain data set with 300 samples.
Sample time: 0.1 seconds               
                                       
Outputs      Unit (if specified)       
   y1                                  
                                       
Inputs       Unit (if specified)       
   u1                                  
                                       

Extract the input and output measurements.

u = z1.u;
y = z1.y;

Split the data into two sets, with one half for estimation and one half for validation. The original data set has 300 samples, so each new data set has 150 samples.

u_est = u(1:150);
u_val = u(151:300);
y_est = y(1:150);
y_val = y(151:300);

Import Data into Task

In the Select data section, set Data Type to Time. Set the sample time to 0.1 seconds, which is the sample time in the original iddata object z1. Select the appropriate data sets for estimation and validation.

Estimate and Validate the Model

The example Estimate Process Model with Live Editor Task achieves the best results using the model structure Underdamped Pair. Choose the same option for this example.

Execute the task from the Live Editor tab using Run. Executing the task creates two plots.The first plot shows the estimation results and the second plot shows the validation results.

The fit to the estimation data is somewhat worse than in Estimate Process Model with Live Editor Task. Estimation in the current example has only half the data with which to estimate the model. The fit to the validation data, which represents the goodness of the model more generally, is better than the fit to the estimation data.

Parameters

Select Data

Data Type — Data type for input and output data

Time (default) | Frequency | Data Object

The task accepts single-channel numeric measurement values that are uniformly sampled in time. Data can be packaged as numeric arrays (Time or Frequency type) or in a data object, such as an iddata or idfrd object.

The data type you choose determines the additional parameters you must specify.

• Time — Specify Sample Time and Start Time in the time units that you select.

• Frequency — Specify Frequency by selecting the variable name of a frequency vector in your MATLAB workspace. Specify the units for this frequency vector. Specify Sample Time in seconds.

• Data Object — Specify no additional parameters, because the data object already contains information on time or frequency sampling.

Estimation Input and Estimation Output — Variable names of input and output data for estimation

valid variable names

Select the input and output variable names from the MATLAB workspace choices. Use these parameters when Data Type is Time or Frequency.

Estimation Object — Variable name of data object containing input and output data to be used for estimation

valid variable name

Select the data object variable name from the MATLAB workspace choices. Use this parameter when Data Type is Data Object.

Validation Input (u) and Validation Output (y) — Variable names of input and output data to be used for validation

valid variable names

Select the input and output variable names, or the data object name, from the workspace choices. Use these parameters when Data Type is Time or Frequency. Specifying validation data is optional but recommended.

Validation Object — Variable name of data object containing input and output data for validation

valid variable name

Select the data object variable name from the MATLAB workspace choices. Use this parameter when Data Type is Data Object. Specifying validation data is optional but recommended.

Specify Model Structure

Structure — Zeros and poles in model

One Pole (default) | Two Real Poles | Underdamped Pair | Underdamped Pair + Real Pole

The task allows you to specify one of four basic structures. These structures range from a simple first-order process to a more dynamic second-order or third-order process with complex conjugate (underdamped) poles.

• One Pole

• Two Real Poles

• Underdamped Pair

• Underdamped Pair + Real Pole

Delay — Include transport delay

off (default) | on

Include transport delay, or input-to-output delay, of one sample. The transport delay is also known as dead time.

Zero — Include process zero

off (default) | on

Include a process zero in the numerator.

Integrator — Include integrator

off (default) | on

Include an integrator, represented by an additional 1/ s term. Including an integrator creates a self-regulating process.

Specify Estimation Initialization

Initial Values — Initial values of structure parameters

0 | parameter values

Specify initial values for the estimation and whether these values are to be fixed or estimated. The values to specify depend on the model structure and your specifications for Delay and Zero. Below Specify model structure, the task displays the equation that represents the specified system. This equation contains all of the parameters that can be estimated, and that you can initialize or fix. The possible parameters are:

• Kp — Static gain

• T_p1 — Time constant for first real pole

• T_p2 — Time constant for second real pole

• Tω — Time constant for complex poles, equal to the inverse of the natural frequency

• ζ — Damping coefficient for complex poles

• T_d — Transport delay

• T_z — Time constant for the process zero

All time-based parameters are in the time units you select for Sample Time.

Specify Optional Parameters

Fit Focus — Minimize prediction error or simulation error

Prediction (default) | Simulation

Fit focus specifies what error to minimize in the loss function during estimation.

• Prediction — Minimize the one-step-ahead prediction error between measured and predicted outputs. This estimation approach focuses on producing a good predictor model for the estimation inputs and outputs. Prediction focus generally produces the best estimation results because it uses both input and output measurements, thus accounting for disturbances.

• Simulation — Minimize the error between measured and simulation outputs. This estimation approach focuses on producing a simulated model response that has a good fit with the estimation inputs and outputs. Simulation focus is generally best for validation, especially with data sets not used for the original estimation.

Initial Conditions — Handling of initial conditions

Auto (default) | Zero | Estimate | Backcast

Set this option when you want to choose a specific method for initializing the model. With the default setting of Auto, the software chooses the method based on the estimation data. Choices are:

• Zero — The initial state is set to zero.

• Estimate — The initial state is treated as an independent estimation parameter.

• Backcast — The initial state is estimated using the best least squares fit.

Input Intersampling — Intersampling behavior for input signal

Zero-order hold (default) | Triangle approximation | Band-limited

Input intersampling is a property of the input data. The task uses this property when estimating process models. Specify Input Intersampling when your data type is Time or Frequency. If you are using an iddata object, the object already contains the intersampling information. Choices for this property are:

• Zero-order hold — Piecewise-constant input signal between samples

• Triangle approximation — Piecewise-linear input signal between samples, also known as first-order hold

• Band-limited — Input signal has zero power above the Nyquist frequency

Search Method — Numerical search mode for iterative parameter estimation

Auto (default) | Gauss-Newton | Adaptive Gauss-Newton | Levenberg-Marquardt | Gradient Search

• Auto — For each iteration, the software cycles through the methods until it finds the first direction descent that leads to a reduction in estimation cost.

• Gauss-Newton — Subspace Gauss-Newton least-squares search.

• Levenberg-Marquardt — Levenberg-Marquardt least-squares search.

• Adaptive Gauss-Newton —Adaptive subspace Gauss-Newton search.

• Gradient Search — Steepest descent least-squares search.

Max. Iterations — Maximum number of iterations during error minimization

20 (default) | positive integer

Set the maximum number of iterations during error minimization. The iterations stop when Max. Iterations is reached or another stopping criterion is satisfied, such as Tolerance.

Tolerance — Minimum percentage of expected improvement in error

0.01 (default) | positive integer

When the percentage of expected improvement is less than Tolerance, the iterations stop.

Weighting Prefilter — Weighting prefilter for loss function

No filter (default) | Passband(s) | LTI Filter | Frequency weights vector

Set this option when you want to apply a weighting prefilter to the loss function that the task minimizes when you estimate the model. When you select an option, you must also select the associated variable in your workspace that contains the filter information. The available options depend on the domain of the data.

Weighting Prefilter	Data Domain	Filter Information
No Filter	Time and frequency
Passbands	Time and frequency	Passband ranges, specified as a 1-by-2 row vector or an n-by-2 matrix, where n is the number of passbands
LTI Filter	Time and frequency	SISO LTI model
Frequency Weights Vector	Frequency	Frequency weights, specified as a column vector with the same length as the frequency vector

For instance, suppose that you are performing estimation with SISO frequency-domain data and that in your MATLAB workspace, you have a column vector W that contains frequency weights for the prefilter. In the task, select Weighting prefilter > Frequency weights vector and the variable W.

Visualize Results

Output Plot — Plot comparison of model and measured outputs

on (default) | off

Plot a comparison of the model output and the original measured data, along with the fit percentage. If you have separate validation data, a second plot compares the model response to the validation input data with the measured output from the validation data set.

Version History

Introduced in R2019b