A unified parameter identification method for nonlinear time-delay systems

This paper deals with the problem of identifying unknown time-delays and model parameters in a general nonlinear time-delay system. We propose a unified computational approach that involves solving a dynamic optimization problem, whose cost function measures the discrepancy between predicted and obs...

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Bibliographic Details
Main Authors: Chai, Q., Loxton, Ryan, Teo, Kok Lay, Yang, C.
Format: Journal Article
Published: American Institute of Mathematical Sciences 2013
Online Access:http://hdl.handle.net/20.500.11937/15508
Description
Summary:This paper deals with the problem of identifying unknown time-delays and model parameters in a general nonlinear time-delay system. We propose a unified computational approach that involves solving a dynamic optimization problem, whose cost function measures the discrepancy between predicted and observed system output, to determine optimal values for the unknown quantities. Our main contribution is to show that the partial derivatives of this cost function can be computed by solving a set of auxiliary time-delay systems. On this basis, the parameter identification problem can be solved using existing gradient-based optimization techniques. We conclude the paper with two numerical simulations.