Robust identification of continuous-time models with arbitrary time-delay from irregularly sampled data

Abstract

This paper presents a new approach to identify continuous-time systems with arbitrary time-delay from irregularly sampled input–output data. It is based on the separable nonlinear least-squares method which combines in a bootstrap manner the iterative optimal instrumental variable method for transfer function model estimation with an adaptive gradient-based technique that searches for the optimal time-delay. Since the objective function may have several local minima with respect to the unknown parameters (especially the time-delay), the initialization requires special attention. Here, a low-pass filtering strategy is used to widen the convergence region around the global minimum. Simulation results are included to show the performance of the proposed method.