An on-line algorithm of uncertain time delay estimation in a continuous systemHong, X. and Zhu, Q. M. (2009) An on-line algorithm of uncertain time delay estimation in a continuous system. In: 2009 IEEE International Conference on Networking, Sensing and Control, Vols 1 and 2. IEEE International Conference on Networking, Sensing and Control. IEEE, New York, pp. 498-501. ISBN 9781424434916 Full text not archived in this repository. It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing. Abstract/SummaryIn 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.
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