On-line parameter and delay estimation of continuous-time dynamic systems

Janusz Kozłowski; Zdzisław Kowalczuk

International Journal of Applied Mathematics and Computer Science (2015)

  • Volume: 25, Issue: 2, page 223-232
  • ISSN: 1641-876X

Abstract

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The problem of on-line identification of non-stationary delay systems is considered. The dynamics of supervised industrial processes are usually modeled by ordinary differential equations. Discrete-time mechanizations of continuous-time process models are implemented with the use of dedicated finite-horizon integrating filters. Least-squares and instrumental variable procedures mechanized in recursive forms are applied for simultaneous identification of input delay and spectral parameters of the system models. The performance of the proposed estimation algorithms is verified in an illustrative numerical simulation study.

How to cite

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Janusz Kozłowski, and Zdzisław Kowalczuk. "On-line parameter and delay estimation of continuous-time dynamic systems." International Journal of Applied Mathematics and Computer Science 25.2 (2015): 223-232. <http://eudml.org/doc/270167>.

@article{JanuszKozłowski2015,
abstract = {The problem of on-line identification of non-stationary delay systems is considered. The dynamics of supervised industrial processes are usually modeled by ordinary differential equations. Discrete-time mechanizations of continuous-time process models are implemented with the use of dedicated finite-horizon integrating filters. Least-squares and instrumental variable procedures mechanized in recursive forms are applied for simultaneous identification of input delay and spectral parameters of the system models. The performance of the proposed estimation algorithms is verified in an illustrative numerical simulation study.},
author = {Janusz Kozłowski, Zdzisław Kowalczuk},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {delay systems; continuous-time models; discrete approximation; parameter estimation; least-squares estimator; instrumental variable estimator},
language = {eng},
number = {2},
pages = {223-232},
title = {On-line parameter and delay estimation of continuous-time dynamic systems},
url = {http://eudml.org/doc/270167},
volume = {25},
year = {2015},
}

TY - JOUR
AU - Janusz Kozłowski
AU - Zdzisław Kowalczuk
TI - On-line parameter and delay estimation of continuous-time dynamic systems
JO - International Journal of Applied Mathematics and Computer Science
PY - 2015
VL - 25
IS - 2
SP - 223
EP - 232
AB - The problem of on-line identification of non-stationary delay systems is considered. The dynamics of supervised industrial processes are usually modeled by ordinary differential equations. Discrete-time mechanizations of continuous-time process models are implemented with the use of dedicated finite-horizon integrating filters. Least-squares and instrumental variable procedures mechanized in recursive forms are applied for simultaneous identification of input delay and spectral parameters of the system models. The performance of the proposed estimation algorithms is verified in an illustrative numerical simulation study.
LA - eng
KW - delay systems; continuous-time models; discrete approximation; parameter estimation; least-squares estimator; instrumental variable estimator
UR - http://eudml.org/doc/270167
ER -

References

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