A unified parameter identification method for nonlinear time-delay systems

Abstract

This paper deals with the problem of identifying unknown time-delays and model parameters in a general nonlinear time-delay system. We propose a unified computational approach that involves solving a dynamic optimization problem, whose cost function measures the discrepancy between predicted and observed system output, to determine optimal values for the unknown quantities. Our main contribution is to show that the partial derivatives of this cost function can be computed by solving a set of auxiliary time-delay systems. On this basis, the parameter identification problem can be solved using existing gradient-based optimization techniques. We conclude the paper with two numerical simulations.