1. Identification of errors-in-variables ARX model with time varying time delay.
- Author
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Zhang, Jinxi, Guo, Fan, Hao, Kuangrong, Chen, Lei, and Huang, Biao
- Subjects
- *
ERRORS-in-variables models , *EXPECTATION-maximization algorithms , *POLYESTER fibers , *MARKOV processes , *VECTOR spaces - Abstract
An identification method is proposed for errors-in-variables (EIV) ARX model with input time-varying time-delays. A Markov chain is used to model varying time delays whose parameters are also estimated. The EIV system accounts for noises in both input and output. To estimate noise-free input, a linear state space model is used to describe input generation process and a Kalman smoother is adopted for its estimation. An expectation maximization algorithm is used to estimate ARX model parameters. A spinning process of polyester fiber and a continuous stirred tank reactor process are used to verify the effectiveness of the proposed approach. • Time-varying time-delays are considered for Errors-in-variables (EIV) system. • Kalman smoother is used to estimation the noise-free input. • The EM algorithm is used to estimate the EIV-TD system parameters and update the noise variance of the input data. • Two simulations are provided for performance evaluation. [ABSTRACT FROM AUTHOR]
- Published
- 2022
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