View Item 

State-delay estimation for nonlinear systems using inexact output data

Access Status
Open access
Authors
Lin, Qun
Loxton, Ryan
Xu, C.
Teo, Kok Lay
Date
2014
Type
Conference Paper

Metadata
Show full item record
Citation
Lin, Q. and Loxton, R. and Xu, C. and Teo, K.L. 2014. State-delay estimation for nonlinear systems using inexact output data, in Xu, S. and Zhao, Q. (ed), Proceedings of the 33rd Chinese Control Conference, Jul 28-30 2014, pp. 6549-6554. Nanjing, China: IEEE.
Source Title
Proceedings of the 33rd Chinese Control Conference
Source Conference
33rd Chinese Control Conference
School
Department of Mathematics and Statistics
Remarks

Copyright © 2014 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.

URI
Collection
Abstract

This paper considers the problem of using inexact output data to estimate the values of unknown state-delays in a general nonlinear time-delay system. We formulate the problem as a nonlinear optimization problem in which the state-delays are decision parameters and the cost function penalizes a weighted sum of the mean and variance of the least-squares error between actual and predicted system output. Our main result shows that the gradient of the least-squares cost function can be computed by solving an auxiliary time-advance system backward in time. On this basis, the state-delay estimation problem can be solved efficiently using standard gradient-based optimization algorithms such as sequential quadratic programming. We conclude the paper by testing this approach on a dynamic model of a continuously-stirred tank reactor with recycle loop.