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

• 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
• DOI: 10.1109/ICNSC.2009.4919326

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.