A Global Nonlinear Instrumental Variable Method for Identification of Continuous-Time Systems with Unknown Time Delays

Authors:	Zi-Jiang Yang, Kyushu University, Japan Iemura Hideto, Kyushu University, Japan Kanae Shunshoku, Kyushu University, Japan Wada Kiyoshi, Kyushu University, Japan
Topic:	1.1 Modelling, Identification & Signal Processing
Session:	Identification of Continuous Time Systems
Keywords:	Identification, continuous-time system, time-delay, instrumental variable method, stochastic approximation with convolution smoothing

Abstract

This paper considers the identification problem of continuous-time systems with unknown time delays from sampled input-output data. An iterative global separable nonlinear least-squares (GSEPNLS) method which estimates the time delays and transfer function parameters separably is derived, by using stochastic global-optimization technique to avoid convergence to a local minimum. Futhermore, the GSEPNLS method is modified to a novel global separable nonlinear instrumental variable (GSEPNIV) method to yield consistent estimates if the algorithm converges to the global minimum. Simulational results show that the proposed method works quite well.