Journal of Process Control 21 (2011) 111–118
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Journal of Process Control
journal homepage: www.elsevier.com/locate/jprocont
Optimal input design for parameter estimation in a single and double tank
system through direct control of parametric output sensitivities
Hassan Akbari Chianeh
a
, J.D. Stigter
b
, Karel J. Keesman
a,∗
a
Systems & Control Group, Wageningen University, PO Box 17, 6700 AA Wageningen, The Netherlands
b
Biometris, Wageningen University, PO Box 100, 6700 AC Wageningen, The Netherlands
article info
Article history:
Received 22 December 2009
Received in revised form
21 September 2010
Accepted 20 October 2010
Keywords:
Optimal input design
Parameter estimation
Bernoulli’s law
Sensitivity
abstract
In this paper the traditional and well-known problem of optimal input design for parameter estimation
is considered. In particular, the focus is on input design for the estimation of the flow exponent present
in Bernoulli’s law. The theory will be applied to a water tank system with a controlled inflow and free
outflow. The problem is formulated as follows: Given the model structure (f, g), which is assumed to be
affine in the input, and the specific parameter of interest (), find a feedback law that maximizes the
sensitivity of the model output to the parameter under different flow conditions in the water tank. The
input design problem is solved analytically. The solution to this problem is used to estimate the parameter
of interest with a minimal variance. Real-world experimental results are presented and compared with
theoretical solutions.
© 2010 Elsevier Ltd. All rights reserved.
1. Introduction
The problem of optimal input design (OID) has received ample
attention in the identification literature. It is one of the classical
identification problems [1,2] that seeks to address an essential
question for the model developer, namely whether it is possible
to design an experiment in such a way that the parameters in the
model structure can be estimated with minimum variance. More
specifically, the question that needs to be addressed is how to
design an input signal that minimizes (c.q. maximizes) an a pri-
ori chosen norm of the Fisher information matrix associated with
the specific experimental setup.
In their early work, Kalaba and Spingarn focused on the dynamic
behaviour of parametric output sensitivities as a means to arrive at
better experiments (read input signals) that yield more informa-
tion on the values of the parameters in the model [3,4]. Because
the analysis is rather complex, only low dimensional models were
analyzed. Approximately one decade later, Munack discussed the
OID problem for more complex models and approached the prob-
lem numerically by solving a complex optimization problem that
includes as a goal function the D-criterion of the Fisher Informa-
tion Matrix [5]. In their work, optimal input designs for estimation
of the maximum specific growth rate and Monod-constant in a
∗
Corresponding author. Tel.: +31 317 483780; fax: +31 317 484957.
E-mail address: karel.keesman@wur.nl (K.J. Keesman).
Michaelis–Menten type of model for microbial growth in a biore-
actor were calculated. Versyck et al. [6] studied a similar case and
presented an optimal solution for a problem that includes the mod-
ified E criterion in the goal function. The solution encompasses an
input signal for a maximal de-correlation of the parametric uncer-
tainty in the estimate. Extension of this problem in a numerical
setting can be found in [7]. Numerical solutions were also presented
in [8] when solving an adaptive optimal input design problem.
The quoted literature in the above, and related to the field of
process control, is only a small number of references on the subject
of combined optimal input design–parameter estimation. This list
can be extended easily, especially when including other disciplines,
see e.g. [9–15]. In addition, recent progress in the literature demon-
strates that the OID problem and the related problem of structural
identifiability (see [16] for an application) still is a very topical issue.
Current literature shows a continuous interest in issues related to
especially practical identification that always arise when estimat-
ing parameters from real-life data, see e.g. [17a] for an overview.
This demonstrates that the issues presented in the following are
indeed relevant.
In the recent past, several analytical solutions have been derived
to a question that is very much related to the familiar OID problem,
i.e. can we find an optimal control strategy u
*
(t) that, given the cur-
rent state of the system, optimally controls the input-state-output
dynamics in such a way that the parametric output sensitivities with
respect to one (or several) specific parameters contain as much
information as possible on the value(s) of these parameter(s) in
the model structure?’ In previous work, it has been demonstrated
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doi:10.1016/j.jprocont.2010.10.012