# 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

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topJanusz 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 -

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