A unified parameter identification method for nonlinear time-delay systems

@article{Chai2013AUP,
  title={A unified parameter identification method for nonlinear time-delay systems},
  author={Qinqin Chai and R. Loxton and K. Teo and C. Yang},
  journal={Journal of Industrial and Management Optimization},
  year={2013},
  volume={9},
  pages={471-486}
}
This paper deals with the problem of identifying unknown time-delays and model parameters in a general nonlinear time-delay system. We propose a unified computational approach that involves solving a dynamic optimization problem, whose cost function measures the discrepancy between predicted and observed system output, to determine optimal values for the unknown quantities. Our main contribution is to show that the partial derivatives of this cost function can be computed by solving a set of… Expand

Figures and Tables from this paper

Robust time-delay estimation for nonlinear systems using inexact output
TLDR
It is shown that the gradients of the cost and/or constraint functions in the classical and robust estimation problems can be computed by sequently solving the state system forward in time and auxiliary time- delay systems backward in time. Expand
A gradient-based parameter identification method for time-delay chaotic systems
TLDR
A gradient-based optimization algorithm is proposed to solve the parameter identification problem for a general class of time-delay chaotic systems, where accurate values for the partial derivatives of the error function are obtained by solving a set of auxiliary time- delay systems. Expand
Time-delay estimation of nonlinear systems with delay in states and outputs
Aim of this paper is to estimate time delays in nonlinear dynamic systems with unknown time-delays, such that time-delays appear in both state and output equations. The problem of estimating unknownExpand
Parameter estimation for nonlinear time-delay systems with noisy output measurements
TLDR
An efficient optimization algorithm is proposed for determining optimal estimates for the time-delays and system parameters in a general nonlinear time-delay system and is examined on a dynamic model of a continuously-stirred tank reactor. Expand
State-delay estimation for nonlinear systems using inexact output data
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 nonlinearExpand
State-delay estimation for nonlinear systems using inexact output data
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 nonlinearExpand
ParameterEstimation forNonlinearTime-delaySystems
This paper considers the problem of using noisy output data to estimate unknown time-delays and unknown system parameters in a general nonlinear time-delay system. We formulate the problem as aExpand
Optimal parameter selection for nonlinear multistage systems with time-delays
TLDR
This paper shows that the partial derivatives of the system state with respect to the time-delays and system parameters can be computed by solving a set of auxiliary dynamic systems in conjunction with the governing multistage system. Expand
Experiment on Parameter Identification of a Time Delay Coupled Nonlinear System
Abstract The present paper introduces a parameter identification algorithm into the experiment of a time delay coupled nonlinear system. The algorithm takes account into noise distortion correctionExpand
Distributionally robust parameter identification of a time-delay dynamical system with stochastic measurements
TLDR
A gradient-based optimization method for solving a parameter identification problem involving a time-delay dynamical system, in which the measured data are stochastic variable, and an example, arising in practical fermentation process, is presented to illustrate the applicability of the proposed method. Expand
...
1
2
3
4
5
...

References

SHOWING 1-10 OF 27 REFERENCES
An Optimization Approach to State-Delay Identification $ $
TLDR
A dynamic optimization problem in which the state-delays are decision variables and the cost function measures the discrepancy between predicted and observed system output is formulated and the gradient of this problem's cost function can be computed by solving an auxiliary delay-differential system. Expand
Time delayed optimal control problems with multiple characteristic time points: Computation and industrial applications
TLDR
It is shown that this type of problem can be approximated by a sequence of time delayed optimal control problems subject to inequality constraints in canonical form and with multiple characteristic time points appearing in the cost and constraint functions. Expand
Robust suboptimal control of nonlinear systems
TLDR
It is shown that the system sensitivity can be computed by solving an auxiliary initial value problem and this result allows one to convert the optimal control problem into a standard Mayer problem, which can be solved directly using conventional techniques. Expand
Optimal control problems with multiple characteristic time points in the objective and constraints
TLDR
This paper develops a computational method for a class of optimal control problems where the objective and constraint functionals depend on two or more discrete time points that is approximated by a sequence of approximate optimal parameter selection problems. Expand
A New Computational Method for a Class of Free Terminal Time Optimal Control Problems
We develop a numerical method for solving an optimal control problem whose terminal time is not fixed, but is instead determined by a state-dependent stopping criterion. The main idea of this methodExpand
Parameters estimation of systems with delayed and structured entries
TLDR
The proposed cancellation method allows to obtain non asymptotic estimators for the unknown coefficients of continuous-time systems with structured entries and application to delayed and switching hybrid systems. Expand
A New Computational Method for Optimizing Nonlinear Impulsive Systems
In this paper, we consider a system that evolves by switching between several subsystems of ordinary differential equations. The switching mechanism in this system induces an instantaneous change inExpand
An identification method of time-varying delay based on genetic algorithm
  • Feng Pan, Ru-cheng Han, D. Feng
  • Computer Science
  • Proceedings of the 2003 International Conference on Machine Learning and Cybernetics (IEEE Cat. No.03EX693)
  • 2003
TLDR
Simulation results show that the identification precision is satisfied, and GA (genetic algorithm) is used to track the time-varying delay, which can simultaneously evaluate many points in the parameter space, and increase the likelihood of finding the global optimum solution. Expand
Identifiability of a nonlinear delayed-differential aerospace model
TLDR
This technical note shows the identifiability of a nonlinear delayed-differential model describing aircraft dynamics, which requires initial conditions corresponding to an equilibrium state, which is implemented during the experimentation. Expand
Delay identification in time-delay systems using variable structure observers
TLDR
Several algorithms for the delay identification based on variable structure observers are proposed and some of them are based on existing estimation techniques as well as identifiability studies. Expand
...
1
2
3
...