Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 26th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Oct. 1994, OSAKA)
A Parameter Estimation of Continuous-Time System with Unknown Time Delay based on λ-Transformation
Yang WuTohru Katayama
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1995 Volume 1995 Pages 53-58

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Abstract

This paper is concerned with the problem of determining unknown time delay and coefficients of a transfer function. First, when the plant input is a white noise, we show that the time delay can be estimated accurately by correlation analysis. Then, we can determine coeffcients of transfer function by least-squares (LS) method. In order to apply LS method, pre-filtering of input and output observations is necessary to which we use λ transformation-based pre-filtering. Another method to estimate time delay is considered by decoupling the estimations of time delay and system parameters based on the variable projection theory. Results of simulation are included.

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© 1995 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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