Professional Documents
Culture Documents
Abstract
Nonlinearity measures quantify the degree of nonlinearity in dynamic systems. In this work, we present a novel approach to the
computation of these measures by functional expansions. Rather than calculating an exact nonlinearity measure which is often
computationally intensive, functional expansion (FEx) models are used to derive approximate lower and upper bounds on the
measure. The resulting bounds are algebraic in nature and provide insight into the e!ect of process parameters on the nonlinearity
measure. These concepts are illustrated by a benchmark CSTR problem. ( 2000 Elsevier Science Ltd. All rights reserved.
Keywords: Nonlinearity measures; Nonlinear operators; Functional expansion models
1. Introduction
Nearly all chemical processes exhibit some form of
nonlinearity that is rooted in reaction kinetics, thermodynamics and/or underlying transport processes. Common practice in process control is to implement linear
control laws for such processes due to the simplicity of
the resulting design and the transparency of the available
analysis tools. Theoretically, nonlinear control laws will
improve the overall quality of the control, but the question that remains unanswered is whether or not the
increased complexity and the potentially di$cult analyses associated with the nonlinear controller is worth the
increase in performance bene"ts. Moreover, the advantages of nonlinear control strategies are known to be
case-dependent and subjective. Consequently, there is
a clear trade-o! in solving such problems, but the designer often lacks su$cient metrics to make a de"nitive
decision.
The nonlinear behavior under closed-loop operation,
however, can originate from a variety of sources. Con-
(1)
y"h(x)
(2)
with x3Rn, and where f (x, u) and h(x) are smooth vectorvalued functions of the appropriate dimensions. These
dynamics establish the equality constraints that de"ne
the hypersurface on which the system states and the
observed outputs should lie. The control problem also
includes operational restrictions in the form of inequality
constraints
p(r, y, u))0
(3)
0009-2509/00/$ - see front matter ( 2000 Elsevier Science Ltd. All rights reserved.
PII: S 0 0 0 9 - 2 5 0 9 ( 9 9 ) 0 0 5 1 4 - X
2394
freedom in choosing the objective function, and the operational constraints are typically known. Then, the focus
shifts to the system dynamics that need to be well represented for maximizing performance bene"ts. Consequently, in the sequel we shall focus on the nonlinearities
arising from the system dynamics, in particular, Eq. (2).
In this work, our goal is to quantify the degree of
nonlinearity in process dynamics, thus providing a metric
that can ideally aid in the selection of an appropriate
control law. For example, linear model predictive control
(MPC) strategies (Prett & Garcia, 1988) are well known
for their constraint handling abilities when the process
dynamics is linear over the intended range of operation.
However, if the process exhibits substantial nonlinearities over this operation range, linear MPC may not be
the best choice for the control law. It is this very problem
that this study intends to address. More speci"cally, we
will consider the following design issues:
f Given the range of input moves and the selected
operating point, quantitatively how nonlinear is the
system?
f How does this degree of nonlinearity change as a function of the operating point and other system parameters?
f Although the system is nonlinear, is it possible to select
a linear control law that will achieve satisfactory performance?
The concept of the nonlinearity `sizea was "rst used to
demonstrate the e!ect of linearizing control laws (Desoer
& Wang, 1981). Subsequent research on these types of
measures for system nonlinearities has taken a variety of
approaches. In general, most studies quantify deviations
from linear model behavior or violations of the properties of linear systems. These measures have been computed to assess either open-loop nonlinearities or
control-relevant nonlinearities. While the former is directly related to the input/output map, the latter is closely
tied to the system inverse [8]. Clearly, open-loop nonlinearities would impact the controller design, however, the
control-relevant measures quantify nonlinear behavior
that is directly related to the closed-loop operation.
Open-loop nonlinearity measures have been developed based on a search for the best linear model for
a nonlinear process. How well this model "ts over
a prede"ned range of operation is used to determine the
degree of nonlinearity in the process. This framework has
been applied to analyze the degree of nonlinearity before
and after state feedback compensation, as well as serving
as an objective function to be minimized for approximate
feedback linearization (AllgoK wer, 1995a,b,1996). Others
have utilized Monte Carlo simulations together with an
inner product as a basis for the measure (Nikolaou,
1993). Quantifying violations of properties that are
known to hold for linear systems has also been investi-
Lamnabhi-Lagarrigue (1983) and rely upon the Laplace}Borel (LB) transform and the shu%e product (P),
de"ned, respectively, as
1 =
F(x )"LB[ f (t)]"
f (t)e~t@x0 dt,
(4)
0
x
0 0~
LB[ f (t)g(t)]"LB[ f (t)]PLB[g(t)]"F(x )PG(x ).
0
0
(5)
Here x is the transformation variable of the LB trans0
form. BatiguK n, Harris and Palazogy lu (1997) outline the
properties and several means of computing the shu%e
product.
We will consider the dynamics of the system described
by Eq. (2), assuming it is a single input/single output
(SISO), fading memory system of the form
x5 "f (x, u)"Ax#bu#m(x, u),
y"h(x),
(6)
~1
~1
I
I
b;#
N(X, ;,P),
!A
!A
x
x
0
0
>"H(X,P).
X"
(7)
2395
(12)
1
DDyDD "
:Ty2(t) dt.
VT
0
(13)
(14)
(15)
(16)
2396
= A2(u, A)
1
/ULB * sup
A2 (u, A)# + k
.
0
N
2
(22)
A
X A
k/2
A| ,u|
This measure uses the quasi-linearization for the best
linear plant GH[u] and is derived using the principle of
harmonic balance (Vidyasagar, 1993). The lower bound
arises through the interchanging of the supremum and
in"mum operations in the derivation of Eq. (22).
Similarly, a lower bound on the normalized measure of
De"nition 2 can be formulated as (AllgoK wer, 1996)
A2 (u, A)
1
/M ULB * sup
1!
.
N
A2(u, A)
(u,
A)#+=
2A2
(23)
A
X
k
k/1
0
A| ,u|
In practice, the Fourier series is truncated at some
order, ideally high enough to capture the nonlinear behavior of the system. The coe$cients can be computed
numerically (AllgoK wer, 1995a), however, this leads to
a discrete formulation of the measure. As outlined in the
previous section, the FEx model framework provides
a means of computing the Fourier coe$cients of Eq. (21)
analytically (Harris & Palazogy lu, 1997), leading to a continuous and algebraic representation of the measure. The
analytical nature of the nonlinearity measure then reveals
the functional dependence of the measure on system
parameters in a continuous fashion. This will be illustrated further in the case study.
3.2. Upper bound computation
The nonlinearity measure can also be computed in
a more direct manner by using optimization techniques.
AllgoK wer has shown that the nonlinearity measure given
by De"nition 1 is a convex programming problem (AllgoK wer, 1995b). In this case, no restrictions have been
placed on the input set U chosen for the measure.
The solution to this problem has been addressed by
"rst simulating the nonlinear system to each input in the
(24)
DD+q y [u]DD Y
i/1 i
p
DDuDD U
p
(25)
(26)
2397
Several assumptions are implicit in the above development of the computation of the measures. First, the FEx
model is truncated in practice. This truncation must be
carried out with enough terms to capture the nonlinearities in the system over the chosen input set U. The
convergence of these terms in the FEx model relies on the
assumption of a fading memory system. The theory of
fading memory systems has been developed in the context of the Volterra model (Boyd & Chua, 1985) and
its extension to the FEx model, while straightfoward
(Harris, 1998), is beyond the scope of this work.
Additionally, depending upon the input set chosen and
the complexity of the system itself, the computation of the
Fourier coe$cients for the lower bound and the FEx
models for the upper bound can become quite involved.
This complexity can be alleviated to some extent by the
use of a symbolic programming package.
4. Case study
We will illustrate the developed concepts on a continuous stirred tank reactor (CSTR). Consider an isothermal,
perfectly mixed, nonlinear CSTR, governed by the van de
Vusse reactions
k1 B P
k2 B ,
B P
1
2
3
k3 B ,
B P
1
4
(27)
(28)
Table 1
Parameters used in CSTR simulation
k
1
k
2
k
3
c 1
B ,f
<
Kinetic parameter
Kinetic parameter
Kinetic parameter
Inlet concentration
Reactor volume
50 1/h
100 1/h
10 l/mol/h
10 mol/l
1l
2398
Table 2
Nominal steady state of CSTR
F
c 1
B
c 2
B
Inlet #owrate
Steady-state concentration of B
1
Steady-state concentration of B
2
34.3 l/h
3.0 mol/l
1.1 mol/l
(29)
FEx1
FEx2
Numerical on U
c1
Numerical on U
c2
/U
N
/M U
N
[0.0024,0.0133]
[0.0024,0.0168]
0.0039
0.0035
[0.3258,0.6592]
[0.3067,0.4220]
0.3794
0.3461
First, we will compute the lower bounds of the nonnormalized and normalized nonlinear measures through
the use of the Fourier coe$cients. In this case, the input
set U is chosen, following Eq. (20), as
LB
A3A "MA3R` D 0.05)A)15N,
f
u3X "Mu3R` D 0.01)u)10N.
(30)
f
The lower bounds on the measures were computed using
Eqs. (22) and (23) with the Fourier coe$cients derived
from the FEx1 and FEx2 models. These results are provided in Table 3.
To compute the upper bounds on the measure using
Eqs. (25) and (26), we will choose the input set U
UB
to be
U "Mu D u(t)"hS(t),
UB
h3H"Mh3R D !15)h)15NN,
(31)
where S(t) is the unit step function. These results are also
given in Table 3. Note that the bounds are rather tight on
the measure for the more accurate FEx2 model, while the
bounds obtained from the FEx1 model are more conservative. This overestimation of the measure by the upper
bound is due to the error in the FEx1 model, which can
be observed, at least in the steady-state sense, in Fig. 1.
By examining the magnitude of the nonnormalized
measure only, one is led to believe that the system is
rather linear. However, since the gain of the system is
2399
U
can cause the system gain to change sign over
UB
a rather wide range of operation. Conversely, the lower
bound veri"es the #owrate at which the gain switches
sign at 79 l/h. Again the FEx1 upper bound over-estimates the nonlinearity in the system due to the inaccuracy of the FEx1 model. Also shown is the results of the
numerical optimization using the same parameters as
above, based on the set U .
c1
Finally, the dependence on the input sets U and
LB
U can be investigated. If the inlet #owrate is further
UB
constrained by $5 l/h,
29.3 l/h)F)39.3 l/h,
(35)
5. Summary
Typically, all systems display some form of nonlinearity. A more important issue involves the e!ect of this
nonlinearity on the intended operation of the process. In
this work a systematic measure to quantify this e!ect was
reviewed in the context of a general closed-loop, controller design problem. Using this framework, the engineer
can assess the nonlinear contributions of the objective
function, system dynamics, and system constraints, and
their e!ect on the design of the appropriate control
law. The measures, as presented in this work, focus on
2400