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    Parameter estimation for nonlinear time-delay systems with noisy output measurements

    228155.pdf (1.198Mb)
    Access Status
    Open access
    Authors
    Lin, Qun
    Loxton, Ryan
    Xu, C.
    Teo, Kok Lay
    Date
    2015
    Type
    Journal Article
    
    Metadata
    Show full item record
    Citation
    Lin, Q. and Loxton, R. and Xu, C. and Teo, K.L. 2015. Parameter estimation for nonlinear time-delay systems with noisy output measurements. Automatica. 60 : pp. 48-56.
    Source Title
    Automatica
    DOI
    10.1016/j.automatica.2015.06.028
    ISSN
    0005-1098
    School
    Department of Mathematics and Statistics
    URI
    http://hdl.handle.net/20.500.11937/5589
    Collection
    • Curtin Research Publications
    Abstract

    This paper considers the problem of using noisy output data to estimate unknown time-delays and unknown system parameters in a general nonlinear time-delay system. We formulate the problem as a dynamic optimization problem in which the unknown quantities are decision variables to be chosen optimally, with the cost function penalizing the mean and variance of the least-squares error between actual and predicted system output. Since the time-delays and system parameters influence the cost function implicitly through the governing time-delay system, the cost function’s gradient–which is required to solve the problem using gradient-based optimization techniques–cannot be computed analytically using standard differentiation rules. We instead develop two computational methods for evaluating this gradient: one involves solving an auxiliary time-delay system forward in time; the other involves solving an auxiliary time-advance system backward in time. On this basis, we propose an efficient optimization algorithm for determining optimal estimates for the time-delays and system parameters. We conclude the paper by examining the performance of this algorithm on a dynamic model of a continuously-stirred tank reactor.

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