Robust time-delay estimation for nonlinear systems using inexact output
© 2018 IEEE. This paper considers time-delay estimation problem involving nonlinear dynamic systems using inexact system output. We first propose a new robust time-delay formulation, in which the variance of the least-squares error function is minimized subject to a constraint specifying the sacrifi...
| Main Authors: | , , , , |
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| Format: | Conference Paper |
| Published: |
2018
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| Online Access: | http://hdl.handle.net/20.500.11937/72904 |
| _version_ | 1848762873287802880 |
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| author | Gong, Z. Liu, C. Han, M. Teo, Kok Lay Wu, Yong Hong |
| author_facet | Gong, Z. Liu, C. Han, M. Teo, Kok Lay Wu, Yong Hong |
| author_sort | Gong, Z. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | © 2018 IEEE. This paper considers time-delay estimation problem involving nonlinear dynamic systems using inexact system output. We first propose a new robust time-delay formulation, in which the variance of the least-squares error function is minimized subject to a constraint specifying the sacrifice from the optimal expectation of the classical time- delay estimation problem. Then, we show that the gradients of the cost and/or constraint functions in the classical and robust estimation problems can be computed by sequently solving the state system forward in time and auxiliary time- delay systems backward in time. On this basis, new gradient-based optimization algorithms are developed to solve the estimation problems. Finally, a numerical example is used to verify the effectiveness of the proposed algorithms. |
| first_indexed | 2025-11-14T10:54:29Z |
| format | Conference Paper |
| id | curtin-20.500.11937-72904 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T10:54:29Z |
| publishDate | 2018 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-729042018-12-13T09:32:49Z Robust time-delay estimation for nonlinear systems using inexact output Gong, Z. Liu, C. Han, M. Teo, Kok Lay Wu, Yong Hong © 2018 IEEE. This paper considers time-delay estimation problem involving nonlinear dynamic systems using inexact system output. We first propose a new robust time-delay formulation, in which the variance of the least-squares error function is minimized subject to a constraint specifying the sacrifice from the optimal expectation of the classical time- delay estimation problem. Then, we show that the gradients of the cost and/or constraint functions in the classical and robust estimation problems can be computed by sequently solving the state system forward in time and auxiliary time- delay systems backward in time. On this basis, new gradient-based optimization algorithms are developed to solve the estimation problems. Finally, a numerical example is used to verify the effectiveness of the proposed algorithms. 2018 Conference Paper http://hdl.handle.net/20.500.11937/72904 10.1109/CCDC.2018.8407222 restricted |
| spellingShingle | Gong, Z. Liu, C. Han, M. Teo, Kok Lay Wu, Yong Hong Robust time-delay estimation for nonlinear systems using inexact output |
| title | Robust time-delay estimation for nonlinear systems using inexact output |
| title_full | Robust time-delay estimation for nonlinear systems using inexact output |
| title_fullStr | Robust time-delay estimation for nonlinear systems using inexact output |
| title_full_unstemmed | Robust time-delay estimation for nonlinear systems using inexact output |
| title_short | Robust time-delay estimation for nonlinear systems using inexact output |
| title_sort | robust time-delay estimation for nonlinear systems using inexact output |
| url | http://hdl.handle.net/20.500.11937/72904 |