DocumentCode :
822568
Title :
Identification of linear systems with time-delay operating in a closed loop in the presence of noise
Author :
Gabay, E. ; Merhav, S.J.
Author_Institution :
Technion--Israel Institute of Technology, Haifa, Israel
Volume :
21
Issue :
5
fYear :
1976
fDate :
10/1/1976 12:00:00 AM
Firstpage :
711
Lastpage :
716
Abstract :
The subject of this short paper is on-line identification of the parameter vector defining a linear dynamical system which operates in a closed loop in the presence of noise, and incorporates a time delay. The method is based on the equation error. Other known subsystems in the closed-loop system increase the dimension of the closed-loop parameter vector which tends to degrade the estimation convergence process. By means of "composite state variables," introduced in this short paper, this increase is prevented and the open-loop parameters are directly identified from closed-loop input-output data. The pure time delay in the closed loop causes a representation problem in the equation error formulation. This is overcome by "composite delayed state variables." The value of the time delay is determined by means of excess parameters provided by a "higher order model" and a simple on-line search procedure. The method is illustrated by simulated examples.
Keywords :
Delay systems; Linear systems, stochastic continuous-time; Parameter identification; Delay effects; Equations; Feedback; Linear systems; Lyapunov method; Nonlinear systems; Optimal control; Regulators; Stability criteria; Vectors;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1976.1101353
Filename :
1101353
Link To Document :
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