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

Hong, 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

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Abstract/Summary

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.

Item Type:Book or Report Section
Divisions:Faculty of Science > School of Mathematical, Physical and Computational Sciences > Department of Computer Science
ID Code:14403
Uncontrolled Keywords:GUARANTEED COST CONTROL, LMI APPROACH
Additional Information:Proceedings Paper International Conference on Networking, Sensing and Control MAR 26-29, 2009 Okayama, JAPAN
Publisher:IEEE

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