On-Line Identification of Time Delay And System Parameters of Continuous Systems Based on Discrete-Time Measurements

Abstract

Abstract A simple approach is presented for simultaneous on-line identification of the time delay and the system parameters of continuous-time systems based on discrete-time measurements. The linear integral filter is used both to construct the derivatives of input-output signals and to avoid estimating the unknown initial conditions. The time delay and the system parameters are directly estimated by an on-line algorithm which is derived using Newton’s method. Severed identification methods such as the bias-compensating method and the instrumental variable methods are applied for eliminating the asymptotic bias of the parameter estimates in noisy situations. The present algorithm is applicable to the case when the time delay is not an integral multiple of the sampling interval, and can also be used for model reduction.