An on-line algorithm of uncertain time delay estimation in a continuous system

In this paper, we present an on-line estimation algorithm for an uncertain time delay in a continuous system based on the observational input-output data, subject to observational noise. The first order Pade approximation is used to approximate the time delay. At each time step, the algorithm combin...

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Bibliographic Details
Published in:2009 International Conference on Networking, Sensing and Control pp. 498 - 501
Main Authors: Xia Hong, Quanmin Zhu
Format: Conference Proceeding
Language:English
Published: IEEE 01.03.2009
Subjects:
Additive noise
Continuous time systems
Delay effects
Delay estimation
Delay systems
Instruments
Least squares approximation
Least squares methods
Parameter estimation
Robust control
ISBN:9781424434916, 1424434912
Online Access:Get full text
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Summary:In this paper, we present an on-line estimation algorithm for an uncertain time delay in a continuous system based on the observational input-output data, subject to observational noise. The first order Pade approximation is used to approximate the time delay. At each time step, the algorithm combines the well known Kalman filter algorithm and the recursive instrumental variable least squares (RIVLS) algorithm in cascade form. The instrumental variable least squares algorithm is used in order to achieve the consistency of the delay parameter estimate, since an error-in-the-variable model is involved. An illustrative example is utilized to demonstrate the efficacy of the proposed approach.
ISBN:9781424434916
1424434912
DOI:10.1109/ICNSC.2009.4919326