Multi-model approach to nonlinear system identification with unknown time delay

Abstract

This paper is concerned with identification of nonlinear systems with a noisy scheduling variable, and the measurement of the system has an unknown time delay. Auto regressive exogenous (ARX) models are selected as the local models, and multiple local models are identified along the process operating points. The dynamics of a nonlinear system are represented by associating a normalized exponential function with each of the ARX models; therein, the normalized exponential function is acted as the probability density function. The parameters of the ARX models and the exponential functions as well as the unknown time delay are estimated simultaneously under the expectation maximization (EM) algorithm using the retarded input-output data. A CSTR example is given to verify the proposed identification approach.