Parameter estimation for nonlinear time-delay systems with noisy output measurements
dc.contributor.author | Lin, Qun | |
dc.contributor.author | Loxton, Ryan | |
dc.contributor.author | Xu, C. | |
dc.contributor.author | Teo, Kok Lay | |
dc.date.accessioned | 2017-01-30T10:47:10Z | |
dc.date.available | 2017-01-30T10:47:10Z | |
dc.date.created | 2015-07-27T20:01:17Z | |
dc.date.issued | 2015 | |
dc.identifier.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. | |
dc.identifier.uri | http://hdl.handle.net/20.500.11937/5589 | |
dc.identifier.doi | 10.1016/j.automatica.2015.06.028 | |
dc.description.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. | |
dc.publisher | Pergamon Press | |
dc.subject | Nonlinear system | |
dc.subject | Time-delay | |
dc.subject | Parameter estimation | |
dc.subject | Nonlinear optimization | |
dc.subject | Dynamic optimization | |
dc.title | Parameter estimation for nonlinear time-delay systems with noisy output measurements | |
dc.type | Journal Article | |
dcterms.source.volume | 60 | |
dcterms.source.startPage | 48 | |
dcterms.source.endPage | 56 | |
dcterms.source.issn | 0005-1098 | |
dcterms.source.title | Automatica | |
curtin.department | Department of Mathematics and Statistics | |
curtin.accessStatus | Open access |