On-line parameter and delay estimation of continuous-time dynamic systems

The problem of on-line identification of non-stationary delay systems is considered. The dynamics of supervised industrial processes are usually modeled by ordinary differential equations. Discrete-time mechanizations of continuous-time process models are implemented with the use of dedicated finite...

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Bibliographic Details
Published in:International journal of applied mathematics and computer science 2015-06, Vol.25 (2), p.223-232
Main Authors: Kozłowski, Janusz, Kowalczuk, Zdzisław
Format: Article
Language:English
Subjects:
continuous-time models
delay systems
discrete approximation
instrumental variable estimator
least-squares estimator
parameter estimation
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Summary:The problem of on-line identification of non-stationary delay systems is considered. The dynamics of supervised industrial processes are usually modeled by ordinary differential equations. Discrete-time mechanizations of continuous-time process models are implemented with the use of dedicated finite-horizon integrating filters. Least-squares and instrumental variable procedures mechanized in recursive forms are applied for simultaneous identification of input delay and spectral parameters of the system models. The performance of the proposed estimation algorithms is verified in an illustrative numerical simulation study.
ISSN:2083-8492
1641-876X
2083-8492
DOI:10.1515/amcs-2015-0017