State-Delay Estimation for Nonlinear Systems Using Inexact Output Data

摘要：

　　This paper considers the problem of using inexact output data to estimate the values of unknown state-delays in a general nonlinear time-delay system.We formulate the problem as a nonlinear optimization problem in which the state-delays are decision parameters and the cost function penalizes a weighted sum of the mean and variance of the least-squares error between actual and predicted system output.Our main result shows that the gradient of the least-squares cost function can be computed by solving an auxiliary time-advance system backward in time.On this basis,the state-delay estimation problem can be solved efficiently using standard gradient-based optimization algorithms such as sequential quadratic programming.We conclude the paper by testing this approach on a dynamic model of a continuously-stirred tank reactor with recycle loop.

关键词： Parameter estimation Time-delay system Nonlinear system Gradient-based optimization

作者: LIN Qun Ryan LOXTON XU Chao Kok Lay TEO

作者单位: Department of Mathematics and Statistics,Curtin University,Perth,Australia Department of Mathematics and Statistics,Curtin University,Perth,Australia;Institute of Cyber-System Institute of Cyber-Systems and Control,Zhejiang University,Hangzhou,China

会议类型: 国际会议

会议名称: The 33th Chinese Control Conference第33届中国控制会议

会议地点: 南京

会议语种:英文

页码: 6549-6554

在线出版日期: 2014-07-28（万方平台首次上网日期，不代表论文的发表时间）