Journal of Process Control 11 (2001) 531542

www.elsevier.com/locate/jprocont

Direct identication of continuous time delay systems

from step responses
Qing-Guo Wang *, Xin Guo, Yong Zhang
Department of Electrical Engineering, National University of Singapore, Singapore 119260, Singapore

Abstract
In this paper, a simple yet robust method is proposed for identication of linear continuous time delay processes from step
responses. New linear regression equations are directly derived from the process dierential equation. The regression parameters
are then estimated without iterations, and an explicit relationship between the regression parameters and those in the process are
given. Due to use of the process output integrals in the regression equations, the resulting parameter estimation is very robust in the
face of large measurement noise in the output. The proposed method is detailed for a second-order plus dead-time model with one
zero, which can approximate most practical industrial processes, covering monotonic or oscillatory dynamics of minimum-phase or
non-minimum-phase processes. Such a model can be obtained without any iteration. The eectiveness of the identication method
has been demonstrated through simulation. # 2001 Elsevier Science Ltd. All rights reserved.
Keywords: Process identication; Step response; Low-order modelling; Least-squares algorithm; Instrumental variable method

1. Introduction
System identication has been an active area of automatic control for a few decades and it has strong links
to other areas of engineering including signal processing, optimization and statistics [1]. A considerable
number of identication methods have been reported in
the literature [Automatica 1981 v.17(1), Automatica
1990 v.26(1), IEEEAC 1992 v.37(7), Automatica 1995
v.31(12)], and they are generally classied into parametric and non-parametric ones [2]. Transfer functions
might be the most welcome parametric model. Methods
of ltering non-parametric time responses to transfer
functions are illustrated in Unbehaue and Rao [3]. Fitting parametric models to measured frequency data is
another viable approach [4].
However, most of the existing methods for transfer
function identication do not consider the process delay
(or dead-time) [58] or just assume knowledge of the
delay. It is well known that the delay is present in most
industrial processes, and has a signicant bearing on the
achievable performance for control systems. Thus there
* Corresponding author. Tel.: +65-874-2282; fax: +65-779-11030.
E-mail address: elewqg@nus.edu.sg (Q.-G. Wang).

has been continuing interest in identication of delay

processes. A frequently used method for dealing with
unknown delays is to use a shift operator model with an
expanded numerator polynomial [9]. Another popular
approach is based on the approximation of the deadtime by a rational transfer function such as the polynomial approximation [10], Pade approximation [11]
and Laguerre expansion [12]. Such approaches require
estimation of more parameters because the order of the
approximated system model is increased, and an unacceptable approximation error may occur when the system has a large delay. The two-step procedure [13] rst
assumes a known delay and estimates the other transfer
parameters, then minimizes the least squares error performance index with respect to the delay value. In a
somewhat dual way, Ferretti et al. [14] suggest an algorithm to recursively update the value of a small delay by
inspection of the phase contribution of the real negative
zero arising in the corresponding sampled system. The
main drawback of these methods is that iteration on
delay is needed to estimate the parameters and this
makes on-line implementation dicult. Furthermore
these methods are mostly developed for discrete systems
while continuous systems are more familiar to practising
control engineers. Identication robustness is a big

0959-1524/01/$ - see front matter # 2001 Elsevier Science Ltd. All rights reserved.
PII: S0959-1524(00)00031-7

532

Q.-G. Wang et al. / Journal of Process Control 11 (2001) 531542

concern with the methods. In recent years, the genetic

algorithm (GA) has received considerable attention in
various elds, because it has a high potential for global
optimization. Studies on control and identication problems using GA are made, for example, by Kristinsson
and Dumont [15], Yang et al. [16]. However, GA is
always computationally demanding.
In the context of process control, continuous-time
transfer function models are preferred and are essential
to employ popular tuning techniques such as internal
model control (IMC) [17] and integral of the timeweighted absolute value of the error (ITAE) [18]. In
general, processes are of high order and have certain
nonlinearity. But control engineers usually use a rstorder plus dead-time (FOPDT) model as an approximation to such processes for control practice:
Gs

Kp
e
Ts 1

Ls

given. Due to the use of the process output integrals in

the regression equations, the resulting parameter estimation is very robust in the face of large measurement
noise in the output. The proposed method is detailed for
a SOPDT with one zero, which can approximate most
practical industrial processes, covering monotonic or
oscillatory dynamics of minimum-phase or non-minimum-phase processes. Such a model can be obtained
without any iteration. The eectiveness of the identication method has been demonstrated through simulation.
The paper is organized as follows. In Section 2, the
proposed identication method is presented for an
SOPDT model. The method is extended to general n-th
order models in Section 3. Guidelines for implementation are discussed in Section 4. Simulations are shown in
Section 5, and conclusions are drawn in Section 6.

For such an FOPDT model, area-based methods are

more robust than other methods such as the graphical
method or two-point method [19]. This FOPDT model
is able to represent the dynamics of many processes over
the frequency range of interest for feedback controller
design [20]. Yet, there are certainly many other processes for which the model (1) is not adequate to
describe the dynamics, or for which higher-order modelling could improve accuracy signicantly.
The input signal can have signicant inuence on
identication results. Popular test signals include pulse,
pseudo-random binary sequence, step, ramp and sinusoidal functions [21]. Of all these tests, the step test is
probably the simplest. The step test needs little equipment, and can even be performed manually. A step test
can be easily implemented on programmable logic controllers (PLC) or distributed control systems (DCS),
since the step function is usually available as a standard
module in most PLCs and DCSs. Therefore, step tests
are dominant in process control applications. It is noted
that the existing identication methods using a step test
result in a FOPDT or rational dead-time free transfer
function [19,22], and the accuracy of the estimated
model can be degraded signicantly with noise since
most methods only use a few points of the activated
response which is usually contaminated with noise.
Moreover, such methods are dicult to extend to a
second-order plus dead-time (SOPDT) or even higher
order systems with delay.
In this paper, a simple yet robust method is proposed
for identication of linear continuous time delay processes from step responses. New linear regression equations are directly derived from the process dierential
equation. The regression parameters are then estimated,
without iteration, and explicit relationships between the
regression parameters and those in the process are

2. Second-order modelling
This section focuses on SOPDT modelling. It motivates the general method to be described in the next
section, and is itself very useful as SOPDT models can
essentially cover most practical industrial processes [20].
Assume that a stable process is represented in the
Laplace domain by
Ys GsUs

b1 s b2
e
s 2 a1 s a 2

Ls

Us;

or in time domain by
:
:
y t a1 yt a2 yt b1 ut

L b2 ut

L;

under zero initial conditions with the time delay, L50.

Integrating both sides of (3) gives
t
t 
y a1 y d a2
y1 d1 d
0

b1 u
0

0 0

Ld b2

t 
0 0

u1

Ld1 d:

Assume that the input is of step type with magnitude

h, ut h
1t, where

1t

0;
1;

if t < 0;
if t50:

Then it is easy to show that

8t
< 0 u Ld t Lh;

1
: t0 0 u1 Ld1 d t
2

L2 h

Q.-G. Wang et al. / Journal of Process Control 11 (2001) 531542

Substituting (5) into (4) yields

t
t 
y a1 y d a2
y1 d1 d b1 t
0

1
b2 t L2 h:
2
t
a1 y d

0 0

a2

t 
0 0

t
Lh

y1 d1 d


1
2
b1 L b 2 L h
2

1
b2 Lth b2 t2 h:
2

b1

Dene
8
t yt;
>
>


>
>
t
t
>
1 2
< T t
0 y d;
0 0 y1 d1 d; h; th; 2 t h
; 7
>


>
>
1
>
>
: T a1 ; a2 ; b1 L b2 L2 ; b1 b2 L; b2 :
2
Then (6) can be expressed as
t T t;
Choose ti , i 1; 2; . . . ; N, such that L4t1 < t2 < . . .
< tN , and let t1 ; t2 ; . . . ; tN and  t1 ;
t2 ; . . . ; tN T . Then


One can readily see that the columns in  are independent, and T  is nonsingular. Thus, the ordinary
least squares (LS) can be applied to (8) to nd ^ , an
estimate of , by

^ T 

T :

The rst question which arises from (9) is whether or

not the estimate ^ is consistent when there is measurement noise. To address it, suppose that the actual process output y^ t is corrupted by measurement noise vt,
that is,
yt y^ t vt;

10

where vt is assumed to be a strictly stationary stochastic process with zero mean.

Eq. (8) then becomes

;
where
t1 ; t2 ; . . . ; tN T and

v d

t 2
0 0

v1 d1 d2 ;

for t t1 ; . . . ; tN :

6


v t

533

11

It follows from Soderstrom and Stoica [23] that in

such a case, the ordinary LS estimate in (9) is not consistent, because
is now correlated with . One solution is to use the instrumental variable (IV) method
[24,25].
Proposition 1. For the system given by (2) and (10), if
the instrumental variable matrix Z is chosen to satisfy the
following two limiting properties [23]
1
(i) the inverse of limN ! 1 ZT  exists;
N
1
(ii) limN ! 1 ZT
0,
N
then the estimate given by
^ ZT 

ZT

12

is consistent.
There might be many choices for Z. The condition
number,



 ZT 
;
cond ZT 
 ZT 
may be
used as a criterion
for choosing suitable Z. Here


 ZT  and  ZT  are the smallest and largest sin
gular
values of the square matrix ZT , respectively.
With these requirements in mind, we choose Z as
3
2
1 1
2
1
t
t
1
1 7
6 t3 t4
7
6 1
1
7
61 1
6
2 7
1
t
t
7
6 3
2
2
7
6 t2 t42
7:
Z6
6 .
.. .. .. .. 7
6 ..
. . . . 7
7
6
7
6
7
6
41 1
2 5
1
t
t
N
N
t3N t4N
The proof that it satises conditions (i) and (ii) of
Proposition 1 is given in the next section.
Once  is found, one has to recover ai , b1 , and L to
obtain the process model. It follows from (7) that
2

a1
6 a2
6
6 b1
6
4 b2
L

7 6
7 6
76
7 6
5 6
4

3
1
7
2
7
7

7;
7
5
4  5
5

13

534

Q.-G. Wang et al. / Journal of Process Control 11 (2001) 531542

q
where   42 25 3 . Suppose that the process static gain is positive, i.e., G0 > 0. Then a negative 
corresponds to a non-minimum-phase process and will
cause inverse response, i.e., the output step response will
rst move in an opposite direction to its nal value. A
positive  corresponds to a minimum-phase process.
Thus, by observing the output time response, one is able
to determine  by
8 q
<
42 25 3 ; if a inverse response is detected;
 q
: 2 2  ;
otherwise:
5 3
4
If G0 < 0, reverse the sign of  accordingly. This
rule always works well if the underlying process is second-order or dominated by a second-order one.
One can conclude that an SOPDT model can be
identied from a process step response by applying an
LS or IV algorithm only once, without any iteration.
The simulation in Section 5 shows that the proposed
identication is very robust in noisy environment. It is
thus appealing to extend this method to the general case
of n-th order modelling.

yt

a1

1
0;t
n

a2

2
0;t

y...

an

0;t

1
L hb2 t L2 . . .
2
0;t
1
1
hbn 1 t Ln 1 hbn t Ln ;

n 1!
n!
1
n
n
X
bj Lj
a1
y . . . an
y ht0
j!
0;t
0;t
j1
an

ht1

y hb1 t

n
n
X
bj Lj 1 ht2 X
bj Lj 2

...
j 1!
2! j2 j 2!
j1

n
htn 1 X
bj Lj
n 1! jn 1
1!

n 1

htn
bn :
n!

16

Dene

3. n-th order modelling

8
t yt;
>

>
>
1
n
ht2
tn h
> T
>
>
;
.
.
.
;


y;
.
.
.
;
y;
h;
ht;
;
>
0;t
0;t
>
n!
2!
>
"
>
<
n
n b Lj X
P
bj Lj 1
j
T
;
;...;

a
;
.
.
.
;
a
;

1
n
>
j!
j 1!
>
j1
>
j1
>
#
>
>
>
n
P
>
j

n
1

>
>
bj L
; bn :
:

Suppose that a time-invariant stable process is represented by

Then (16) can be expressed as

Ys GsUs

t T t;

jn 1

b1 s n 1 b2 s n 2 . . . bn 1 s bn
e
s n a1 s n 1 . . . an 1 s an

Ls

b 1 u n

L b2 un

b n 1 u 1 t

L bn ut

L . . .
L;

where L50. For an integer m51, dene

m
0;t

t m
0 0

...

2
0

f1 d1 . . . dm :

Under zero initial conditions,

m
0;t

u t

1
t
m!

Lm h:

Integrating (15) n times gives

;
where
t1 ; t2 ; . . . ; tN T , and
t2 ; . . . ; tN T .

t . . . an 1 y1 t an yt

if t5L:

Choose t ti and L4t1 < t2 < . . . < tN . Then

14

or equivalently by
y n t a 1 y n

Us;

17

15

18
 t1 ;

Lemma 1. T  is nonsingular if the process is n-th or

higher-order.
Proof. Let T t 1 t; 2 t; . . . ; 2n1 t with i t
given in (17), and suppose that there are li 2 R,
i 1; 2; . . . ; 2n 1, such that
2X
n1

li i 0:

i1

Dierentiating (19) n times gives

n
X
d n i y
li
h 0;
dtn-i
i1

19

Q.-G. Wang et al. / Journal of Process Control 11 (2001) 531542

and so

For our case, the instrumental variable matrix Z is

chosen as

n
X
d n i y t
li
h:
dtn i
i1

20

If li 6 0 for some i 2 f1; . . . ; ng, then it follows from

(20) that the process is of at most (n 1)-order, contradicting the assumed n or higher-order of the process.
Thus, all li 0, i 1; 2; . . . ; n, becomes
2X
n1

535

li i 0;

6 tn1
6 1
6
6
6 1
6
6 n1
t
Z6
6 2
6.
6 ..
6
6
6
4 1
tn1
N

1
t2n
1

...

tn2
1
1

1
t2n
2
..
.

...

tn2
2

..

..
.

1
t2n
N

...

tn2
N

t1

...

t2

...

..
.

..
.

..

tN

...

3
tn1 7
7
7
7
7
n 7
t2 7
7:
7
.. 7
. 7
7
7
7
5
tnN

24

in1

Lemma 2. For the system given by (14) and (23), the

matrix Z in (24) is an instrumental variable matrix which
satises the conditions in Proposition 1.

or
2X
n1

li

in1

ti
i

n1

n 1!

0:

Proof. Denoting

Since the polynomials, 1; t; t2 ; . . . ; tn , are linearly

independent, one has li 0, for i n 1, n 2;
. . . ; 2n 1. Hence, li 0 for all i 1; 2; . . . ; 2n 1, are
zero, and the i , i 1; 2; . . . ; 2n 1, are linearly independent. It follows that the columns of  are linearly
independent, and T  is nonsingular [26].
In (18), the  which minimizes the following equation
error,
T

min



k;i

ti nk Ti ; if k4n;
tki n 1 Ti ; if k > n;

where Ti T ti , i 1; 2; . . . ; N and k 1; 2; . . . ;

2n 1, we have
ZT 

N
N 
X
X
zi Ti
i1

"

;

^ T 

T :

21

As in Section (2), in practice, the true process output

y^ may be corrupted by measurement noise vt, and
y y^ v;

22

where v is supposed to be a strictly stationary stochastic

process with zero mean. In this case, (18) is again modied to

;

23

where
1 ; 2 ; . . . ; N T , and

i

vti

a1

1
0;ti

a2

2
0;ti

v...

an

0;ti


v :

2n1;i

1;i ;

N
X

2;i ; . . . ;

i1

T

#T

N
X
2n1;i

i1

Suppose that there are lk 2 R, k 1; 2; . . . ; 2n 1,

such that
2X
n1

lk

N
X
k;i

0;

i1

k1

or
N h
X
i1

l1 t i

n1

l2 t i

n2

. . . ln ti

2n

ln1

i
ln2 ti . . . l2n1 tni Ti 0:

25

For noisy y, Ti , i 1; 2; . . . ; N, are linearly independent with probability one, and so (25) leads to
l1 t i

2;i ; . . . ;

i1

N
X
i1

is given by the least squares solution:

1;i ;

n1

. . . ln t i

2n

for i 1; 2; . . . ; N;
or in matrix form:

ln1 . . . l2n1 tni 0;

536

Q.-G. Wang et al. / Journal of Process Control 11 (2001) 531542

6 tn1
6 1
6
6 1
6 n1
6t
6 2
6.
6.
6.
6
4 1
tn1
N
2
l1
6l
6 2
6.
6.
4.

...

tn2
1
1

...

tn2
2

..
.

..

1
t2n
N

tn2
N

1
t2n
1
1
t2n
n
..
.
1
t2n
N

t1

...

tn1

t2

...

tn2

..
.

..
.

..

..
.

tN

...

tnN

For the above matrix, it can be seen that product of

any 2n 1 elements one from each row (or column) is
of the same order as N0 , i.e. O1. And the determinant
of this 2n 1  2n 1 matrix involves sum of all
such 2n 1! products. Therefore,


1
ZNT N O1;
det lim
N !1 N

7
7
7
7
7
7
7
7
7
7
7
5

N !1

7
7
7 0:
7
5

26

l2n1
It is clear that the columns of the above matrix are
linearly independent. This implies li 0, i 1; 2; . . . ;
2n 1, and the columns of ZT  are linearly independent.
Let gN be a function of N. We say that OgN 
g N
k
N (k is an integer) if lim
! c, a non-zero
N !1 Nk
constant. Since y^ t is corrupted by a zero-mean stochastic process vt,
lim

N !1

1 T
Z 
N
2

0;ti y
n1
i1 ti
N
P

6
6
6
6.
6 ..
6
1
6
6 P
N
0;ti y
6
16
t2n
6
i1
i
lim
N !1 N 6
N
6 P

6
6
0;ti y
6 i1
6
6 ..
6.
6
4 P
N
1
tni 0;ti y
2 

1
O
6
n1
6 N 
6
1
6
6 O n2
6
N
6
6.
6.
.
6
6
6 O1
6
6
6 ON
6
6.
6 ..
4
ONn
...

..

...
...
..
.
O Nn1

i1

..

1
Nn


1
O n1
N
..
.
ON


O N2
..
.


O Nn1
3

7
7
7
7
7
7
7
7
7:
O Nn
7


7
n1 7
ON
7
7
..
7
5
.


2n
ON

..
.

N
P

...

...
...
...
..

.
...
...
..
.
...

i1
N
P

...
..

0;ti y
n1
i1 ti
N
P

...

O1
 
1
O
N
..
.

...

1
ZNT N exists.
N
By the assumption, v is strictly stationary, and so its
statistics are unchanged by a shift in the time origin.
Equivalently, its distributions of all orders are independent of the time origin [27]. This indicates that t and
the elements in Z are independent. Therefore, the
instrumental variables are uncorrelated with Z and
and the inverse of lim

..
.

i1

h
..
.

N 1
P
n1
i1 ti

..

n
0;ti y

hN

...

..
.

..

N 1
P

N
N
P
P
n
tni 0;ti y h tni

i1

i1

 
1
O
N


1
O n1
N
..
.


O Nn 1
ONn
..
.


O N2n 1

...

...


1
Nn


1
O 2n
N
..
.
O1
ON
..
.


O N2n 1
O

0;ti y
t2n
i

2n
i1 ti

3
N 1
P
7
i 1 ti 7
7
7
..
7
.
7
7
N 1 7
P
7
h
7
n
i1 ti 7
7
N
7
P
h tni 7
7
7
i1
7
7
..
7
.
7
5
N
P
h tni

...

i1


O

Nn 1


1
O 2n 1
N
..
.
O N


O N2
..
.
O Nn

lim

N !1

1 T
Z
0:
N

&
In the view of the above development, we can establish the following theorem.
Theorem 1. For a linear time-invariant process of n-th or
higher-order, if the noise in the output measurement is a
zero-mean strictly stationary stochastic process and the
number of output samples N satises N52n 1, then the
estimate given by
^ ZT 

ZT

27

is consistent, where Z is given in (24). If there is no noise,

Z may be replaced by .
Once  is estimated from (27), one has to recover the
process model coecients: L, ai and bi , i 1; 2; . . . ; n. It
follows from (17) that
ak  k
and

k 1; 2; . . . ; n;

2
6
6
6
6
6
6
6
6
6
6
6
6
6
6
6
6
6
6
4

L
1

L2
2!
L

L3
3!
L2
2!

...

...

..
.
0
0

..
.
0
0

..
.
0
0

..

n1
n2
n3
n4
..
.

...

6
7
6
7
6
7
6
7
6
7
6
7:
6
7
6
7
6
7
4 2n 5
2n1

...

.
...
...

Ln 1
n 1!
Ln 2
n 2!
Ln 3
n 3!
Ln 4
n 4!
..
.
1
0

3
Ln
n! 7
7
3
Ln 1 7
72
7 b
n 1! 76 1 7
7 b2 7
Ln 2 76
7
76
6 b3 7
n 2! 7
6 .. 7
7
6 . 7
Ln 3 7
7
76
4 bn 1 5
n 3! 7
7
7 bn
..
7
.
7
L 5
1

(28)

Q.-G. Wang et al. / Journal of Process Control 11 (2001) 531542

The last n rows of (28) give bi in terms of L:

2

L2
2!

3 61 L
b1
6
6 b2 7 6
6 . 7 6
0 1 L
6 .. 7 6
6
7 6
..
4
5 6
6 .. ..
bn 1
.
6. .
4
bn
0 0 0
0 0 0
3
2
n2
6 n3 7
7
6
6 n4 7
7
6

6 .. 7:
6 . 7
7
6
4 2n 5
2n1
2

537

can be determined. Transfer functions, which are familiar to most control engineers, are sucient to design a
PID or advanced controller.

3
Ln 2
Ln 1
...
n 2! n 1! 7
7
Ln 3
Ln 2 7
7
...
n 3! n 2! 7
7
7
..
..
..
7
.
.
.
7
5
...
1
L
...
0
1

4. Implementation issues
In this section, several practical issues concerning the
implementation of the algorithm are discussed.
4.1. Choice of t1

Substituting (29) into the rst row of (28) yields the

following n-degree polynomial equation in L:

It is noted that the rst sample yt1 should not be

taken until t1 5L, when the output deviates from the
previous steady state. In practice, the selection of t1 can
be made as follows. Before the step test starts, the process output will be monitored for a period called the
`listening period', during which the noise band Bn can be
found. After a step change in the process input is
applied, any time t1 at which yt satises

n
X
ni1

absyt1 > 2Bn

i0

i!

0:

29

30

Equation (30) has n roots for L. In selecting a suitable

solution, a rule of thumb is to choose one that leads to
the minimal output error between the step response of
the estimated model and the recorded one from the
actual process. Once L is determined, bi can be easily
computed from (29).
Remark 1. Instead of using the noise-accentuating derivative operations on noisy signals, numerical integration is used to make this method robust to noise. Using
the IV method gives consistent estimates when output is
corrupted by measurement noise.
Remark 2. It is known that for any identication
method, the input signal has to be of persistent excitation. That means that the input signal has to be suciently rich to excite all process modes of interest during
the experiment. For the proposed method with step test,
the minimum requirements are that the duration of the
test be at least as long as the dead-time of the process.
Remark 3. If i in (23) is white noise, the estimate of  is
optimal [23]. This is not true under our assumption
where i is not white noise, and the estimates generally
do not have optimal properties. But according to Young
[24] and Young and Jakeman [28], it should be reasonably ecient.
Remark 4. In the proposed method, the estimate ^ can
be directly obtained and no iteration is needed. From
such an estimate, a continuous transfer function model

is considered to meet t1 5L.

4.2. Choice of tN
The initial part of the step response contains more
extensive high frequency information, while the part of
the response after the steady state contains only zero
frequency information, i.e., at ! 0. Extensive simulation suggests that tN be set at 1:2  1:5Tset , where Tset is
the settling time, dened as the time required for the
process to settle within 2% of its steady state.
4.3. Choice of N
The computational eort becomes heavy if too many
samples are taken into consideration, which leads to a
large size of . Moreover, T  or ZT  may become illconditioned for very large N, and this may cause the
computational diculty in estimating ^ . Therefore, N
has to be limited. The default value of N is recommended to be 200, and ti may be set as
ti t1

1
N

tN

t1 ;

i 1; 2; . . . ; N:

4.4. Recursive solution

One may compute the LS solution in (21) and IV
solution in (27) directly. It is non-recursive and requires
matrix inversion. Alternatively, one can easily cast them
into a recursive form that requires no matrix inversion

538

Q.-G. Wang et al. / Journal of Process Control 11 (2001) 531542

[24,25]. This is a standard practice and so requires no

more discussion.
4.5. Model order
In general, the order of the process is unknown. For
most identication schemes, a model of a known order
is assumed [29]. Here, we also follow such a strategy and
suppose that the order of the model is pre-specied. A
rule of thumb is given for implementation. The model
order can be pre-set to two since, as discussed in Section
2, an SODPT model can describe most dynamics well. If
the mean square error between the actual outputs and
those from the estimated ones is too large, the model
order is increased by one and a higher-order model is
estimated following the general identication method
proposed in Section 3.

before the LS or IV solution is applied to nd other

model parameters. For example, consider the 2nd-order
model (2), which is rewritten as
Ys

s 1
Kp e
2 s 1

s2

Ls

Us:

32

Besides (31), the remaining model parameters are

obtained from the regression equation:
T  ;
where
t
8
1
2
>
< t 0 0 y1 d1 d 2 Kp ht ;

t
T t y ; 0 y d; Kp h; Kp ht ;
>


:
 1 ; 2 ; 12 L2 L;  L :

33

4.6. Data screening

In the course of the step test, it is possible that the
process is perturbed by a sudden and quick disturbance.
This corrupts the process response and the corresponding samples are obviously unreliable and should not be
used for identication. For the proposed identication
method, the data screening technique, i.e. discarding
bad samples and retaining only reliable ones, is applicable since essentially t1 and tN can be any time between
L and lTset l 1:2  1:5. To see this, the proposed
algorithm is applied to each batch of good data to form
respective i and i , i 1; 2. They are combined to
form
  

1
1

;
2
2
which is already in the normal regression form, and
used to nd ^ . This feature of data screening is quite
attractive and time saving, especially for the slow processes frequently encountered in process control.
4.7. Weighting
Weighting may be introduced to weight reliable data
heavier than others. The resultant problem is a weighted
LS and has a standard solution, which can easily be
incorporated into our algorithm.
4.8. An algorithm variation
In the case where the accuracy of static gain Kp is
important, it can be estimated from the steady-state
response:
Kp

y 1

y 0
h

31

2:7s 1 158:5s2 6s 1

e 14s
17:5s 14 20s 1
( actual process,


area method; - . - . - . proposeed FOPDT; - - proposed SOPDT; *** proposed TOPDT).
Fig. 1. Identication of Gs 2:15

Q.-G. Wang et al. / Journal of Process Control 11 (2001) 531542

539

Table 1
Identication results in noise-free case
G^

Gs

Identication method

1
s 15

0:3550
e 2:3959s
s 0:3487
0:2385
e
Proposed method for n 2 2
s 0:8331s 0:2412
1
e 2:63s
The area method
2:38s 1
Proposed method for n 1

1:08
e
s 12 2s 13

4s 1
e
9s2 2:4s 1

1:4725s

1.9310

12:2713s

17:5s 14 20s 1

14s

0:4444s 0:1111
e
s2 2:667s 0:1111

The area method

41.40%
5

50.16%
4

4.45%

5.011610

1.43%

1.2610

4.69%

1.731810

0:0396
e 49:9839s
s 0:0184
0:0011
e 28:8861s
Proposed method for n 2 2
s 0:0343s 0:0005
205:94s2 5:25s 1:12
e
Proposed method for n 3
104 s3 996:85s2 38:24s 0:52
2:15
e 53:90s
The area method
46:69s 1
Proposed method for n 1

8.610

31:9265s

6.7%

9.574910

Proposed method for n 1

Proposed method for n 2

6.649910

Proposed method for n 1

E
1.310

0:2449
e 13:8146s
s 0:2268
0:1055
e
Proposed method for n 2 2
s 0:5543s 0:0981
1:08
e 14:04s
The area method
3:96s 1

10s

2:15 2:7s 1 158:5s2 6s 1

"

4.4931%10

48.12%

4.063110

5.81%

2.000910

1.27%

1.1510

60.87%

Not applicable.

Table 2
Identication results for Gs
Noise levels
0

2:4s 5e s
under dierent noise levels
s 13 s 3s 4

Identication method
Proposed method for n 1
Proposed method for n 2
The area method

10%

Proposed method for n 1

Proposed method for n 2
The area method

30%

Proposed method for n 1

Proposed method for n 2
The area method

50%

Proposed method for n 1

Proposed method for n 2
The area method

G^
0:4541
e 2:3602s
s 0:4435
0:4324
e
s2 1:1692s 0:4346
1:0000
e 2:5315s
1:8569s 1
0:4428
e 2:3272s
s 0:4320
0:0258s 0:4167
e
s2 1:1377s 0:4177
1:0000
e 2:4787s
1:8441s 1
0:4479
e 2:3350s
s 0:4403
0:1130s 0:4953
e
s2 1:3395s 0:48888
1:0001
e 2:3406s
1:8486s 1
0:4531
e 2:3438s
s 0:4490
0:1882s 0:5824
e
s2 1:5597s 0:5664
1:0002
e 2:1860s
1:8562s 1

"

1:6532s

7.577410

20.15%

2.287410

1.89%

0.0013

1:5876s

26.29%

7.713410

20.65%

3.711210

3.02%

0.0150

1:5616s

29.66%

8.337010

21.15%

1.570610

4.27%

0.1252

1:6017s

38.27%

9.069610

21.62%

4.430810

6.90%

0.3742

49.41%

540

Q.-G. Wang et al. / Journal of Process Control 11 (2001) 531542

5. Simulation
The proposed step identication method was applied
to several typical processes. Without loss of generality, a
unit step was employed in all the simulation below. For
a better assessment of its accuracy, identication errors
in both the time domain and the frequency domain are
considered. This is because some step identication
methods are found to t the time domain well, but the
frequency response of the model sometimes deviates too
far away from the real process frequency response. To
achieve better control performance, the estimation error
should be small in both time and frequency domains. The
comparison is made with the area method described in
the Introduction, to show the performance enhancement.
The time domain identication error is measured over
the transient period by standard deviation:
"

N
1X
yKTs
N k1

y^ kTs 2 ;

with  1:15  10 2 and E 60:87%. The model estimated by the proposed method for FOPDT is
G^ s

0:0396
e
s 0:0184

with  8:6  10
model is
G^ s

s2

49:9839s

and E 48:12%. Our SOPDT

0:0011
e
0:0343s 0:0005

28:8861s

with  4:0631  10 4 and E 5:81%. For third-order

plus dead time model (TOPDT), we have
G^ s

205:94s2 5:25s 1:12

e
996:85s2 38:24s 0:52

104 s3

31:9265s

34

where ykTs is the actual process output under a step

change, while y^ kTs is the response of the estimated
process under the same step change. Once the identication is carried out, the model G^ s is available and the
frequency domain identication error is measured by
the worst-case error:

(
)
G^ j! Gj!


35
E max 
  100% ;

!20;!c 
Gj!
where Gj!i is the actual process frequency response.
Here, the frequency range 0; !c is considered, where
Gj!c , since this range is the most signicant for
control design.
To show the robustness of the proposed method,
noise is introduced into the process output. In the context of system identication, noise-to-signal ratio dened
[30] by
NSR

mean absnoise
:
mean abssignal

is used to represent noise level.

Example 1. Consider a high-order process [31]:


2:7s 1 158:5s2 6s 1
Gs 2:15
e 14s :
17:5s 14 20s 1
A unit step is performed, and the process input and
output responses are recorded. In the noise-free case,
the area method gives the model:
G^ s

2:15
e
46:69s 1

2:4s 5
e s
s 13 s 3s 4
under NSR=50% ( actual process;


area method; - . - . - .
proposed FOPDT; - - - proposed SOPDT).
Fig. 2. Robust of identication of Gs

53:90s

Q.-G. Wang et al. / Journal of Process Control 11 (2001) 531542

Table 3
Identication results for Gs

4s 1
e
9s2 2:4s 1

541

under dierent noise levels

Noise level

G^ s

0:4444s 0:1111
e
s2 0:2667s 0:1111

1.731810

4.493110 4%

3%

0:4453s 0:1110
e
s2 0:2679s 0:1108

0:9856s

3.534310

0.47%

5%

0:4462s 0:1110
e
s2 0:2682s 0:1108

0:9765s

7.357510

0.59%

10%

0:4485s 0:1110
e
s2 0:2690s 0:1106

0:9531s

2.661010

1.01%

15%

0:4509s 0:1110
e
s2 0:2698s 0:1104

0:9295s

5.996910

1.49%

20%

0:4533s 0:1110
e
s2 0:2706s 0:1102

0:9059s

1.075310

2.0%

30%

0:4581s 0:1111
e
s2 0:2758s 0:1098

0:8581s

2.2475610

3.05%

40%

0:4631s 0:1111
e
s2 0:2739s 0:1094

0:8088s

4.553310

4.16%

50%

0:4668s 0:1112
e
s2 0:2758s 0:1090

0:7541s

7.617310

5.41%

"

with " 2:0009  10 4 and E 1:27%. It can be seen

that the results of the proposed method are consistently
better than that of area method. The estimation errors
decrease with model order n. Especially from FOPDT
to SOPDT, errors decrease dramatically, but the error
decrease is not so great from SOPDT to TOPDT. In this
case, an SOPDT model is good enough. Step and frequency responses of the actual and estimated models are
shown in Fig. 1.
Identication was also carried out for other processes
of various dynamics, and the results are listed in Table 1.
Example 2. To show the robustness, the proposed
method was tested on corrupted measurements, with noise
levels of NSR 10; 20; 30, and 50%, for the process
Gs

2:4s 5
e s:
s 13 s 3s 4

With NSR=50%, the model estimated with the area

method is
G^ s

1:0002
e
1:8562s 1

2:1860s

G^ s

s2

0:1882s 0:5824
e
1:5597s 0:5664

1:6017s

with " 4:4308  10 4 and E 6:90%. The identied

models and their estimation errors are all listed in Table
2. Fig. 2 shows the responses in the time and frequency
domains. The robustness of the proposed method is
clearly seen.
Another case study is shown in Table 3. The process
has an inverse response and noise levels were set at
NSR=0, 3, 5, 10, 15, 20, 30, 40 and 50%.
6. Conclusions
In this paper, a new method has been developed for
direct and robust identication of linear continuous
time processes from step responses. The proposed
method is based on linear regression equations and the
instrumental variable least squares technique. Guidelines for implementing the method are given. Simulation
shows that the method gives a better identication result
than existing methods using step tests.

The estimation errors are " 0:3742 and

E 49:41%. With our method, the FOPDT model is
G^ s

0:4531
e
s 0:4490

2:3438s

with " 9:0696  10

SOPDT model is

and E 21:62%. The resulting

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