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

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...

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Bibliographic Details
Main Authors:	Lin, Qun, Loxton, Ryan, Xu, C., Teo, Kok Lay
Format:	Journal Article
Published:	Pergamon Press 2015
Subjects:	Nonlinear system Time-delay Parameter estimation Nonlinear optimization Dynamic optimization
Online Access:	http://hdl.handle.net/20.500.11937/5589

id	curtin-20.500.11937-5589
recordtype	eprints
spelling	curtin-20.500.11937-55892017-10-06T00:48:11Z Parameter estimation for nonlinear time-delay systems with noisy output measurements Lin, Qun Loxton, Ryan Xu, C. Teo, Kok Lay Nonlinear system Time-delay Parameter estimation Nonlinear optimization Dynamic optimization 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. 2015 Journal Article http://hdl.handle.net/20.500.11937/5589 10.1016/j.automatica.2015.06.028 Pergamon Press fulltext
repository_type	Digital Repository
institution_category	Local University
institution	Curtin University Malaysia
building	Curtin Institutional Repository
collection	Online Access
topic	Nonlinear system Time-delay Parameter estimation Nonlinear optimization Dynamic optimization
spellingShingle	Nonlinear system Time-delay Parameter estimation Nonlinear optimization Dynamic optimization Lin, Qun Loxton, Ryan Xu, C. Teo, Kok Lay Parameter estimation for nonlinear time-delay systems with noisy output measurements
description	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.
format	Journal Article
author	Lin, Qun Loxton, Ryan Xu, C. Teo, Kok Lay
author_facet	Lin, Qun Loxton, Ryan Xu, C. Teo, Kok Lay
author_sort	Lin, Qun
title	Parameter estimation for nonlinear time-delay systems with noisy output measurements
title_short	Parameter estimation for nonlinear time-delay systems with noisy output measurements
title_full	Parameter estimation for nonlinear time-delay systems with noisy output measurements
title_fullStr	Parameter estimation for nonlinear time-delay systems with noisy output measurements
title_full_unstemmed	Parameter estimation for nonlinear time-delay systems with noisy output measurements
title_sort	parameter estimation for nonlinear time-delay systems with noisy output measurements
publisher	Pergamon Press
publishDate	2015
url	http://hdl.handle.net/20.500.11937/5589
first_indexed	2018-09-06T18:01:26Z
last_indexed	2018-09-06T18:01:26Z
_version_	1610882100740751360

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

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