Back to Search
Start Over
Parameter estimation for nonlinear time-delay systems with noisy output measurements.
- Source :
-
Automatica . Oct2015, Vol. 60, p48-56. 9p. - Publication Year :
- 2015
-
Abstract
- This paper considers the problem of using noisy output data to estimate unknown time-delays and unknown system parameters in a general nonlinear time-delay system. We formulate the problem as a dynamic optimization problem in which the unknown quantities are decision variables to be chosen optimally, with the cost function penalizing the mean and variance of the least-squares error between actual and predicted system output. Since the time-delays and system parameters influence the cost function implicitly through the governing time-delay system, the cost function’s gradient–which is required to solve the problem using gradient-based optimization techniques–cannot be computed analytically using standard differentiation rules. We instead develop two computational methods for evaluating this gradient: one involves solving an auxiliary time-delay system forward in time; the other involves solving an auxiliary time-advance system backward in time. On this basis, we propose an efficient optimization algorithm for determining optimal estimates for the time-delays and system parameters. We conclude the paper by examining the performance of this algorithm on a dynamic model of a continuously-stirred tank reactor. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00051098
- Volume :
- 60
- Database :
- Academic Search Index
- Journal :
- Automatica
- Publication Type :
- Academic Journal
- Accession number :
- 109044856
- Full Text :
- https://doi.org/10.1016/j.automatica.2015.06.028